Updated version

Fixed: copying the port number when using a custom BaseAddress

CryptoExchange.Net.UnitTests/CryptoExchange.Net.UnitTests.csproj

@@ -6,10 +6,10 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <packagereference Include="Microsoft.NET.Test.Sdk" Version="17.1.0-preview-20211130-02"></packagereference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.1.0-preview-20211130-02"></PackageReference>
     <PackageReference Include="Moq" Version="4.16.1" />
-    <packagereference Include="NUnit" Version="3.13.2"></packagereference>
-    <packagereference Include="NUnit3TestAdapter" Version="4.2.0"></packagereference>
+    <PackageReference Include="NUnit" Version="3.13.2"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="4.2.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -135,7 +135,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             throw new NotImplementedException();
         }
 
-        protected override TimeSyncInfo GetTimeSyncInfo()
+        public override TimeSyncInfo GetTimeSyncInfo()
         {
             throw new NotImplementedException();
         }
@@ -161,7 +161,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             throw new NotImplementedException();
         }
 
-        protected override TimeSyncInfo GetTimeSyncInfo()
+        public override TimeSyncInfo GetTimeSyncInfo()
         {
             throw new NotImplementedException();
         }

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -40,6 +40,8 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         public Uri Uri => new Uri("");
 
+        public TimeSpan KeepAliveInterval { get; set; }
+
         public static int lastId = 0;
         public static object lastIdLock = new object();
 

CryptoExchange.Net/Clients/BaseClient.cs

@@ -63,6 +63,7 @@ namespace CryptoExchange.Net
             log = new Log(name);
             log.UpdateWriters(options.LogWriters);
             log.Level = options.LogLevel;
+            options.OnLoggingChanged += HandleLogConfigChange;
 
             ClientOptions = options;
 
@@ -282,12 +283,22 @@ namespace CryptoExchange.Net
             }
         }
 
+        /// <summary>
+        /// Handle a change in the client options log config
+        /// </summary>
+        private void HandleLogConfigChange()
+        {
+            log.UpdateWriters(ClientOptions.LogWriters);
+            log.Level = ClientOptions.LogLevel;
+        }
+
         /// <summary>
         /// Dispose
         /// </summary>
         public virtual void Dispose()
         {
             log.Write(LogLevel.Debug, "Disposing client");
+            ClientOptions.OnLoggingChanged -= HandleLogConfigChange;
             foreach (var client in ApiClients)
                 client.Dispose();
         }

CryptoExchange.Net/Clients/BaseRestClient.cs

@@ -172,11 +172,17 @@ namespace CryptoExchange.Net
 
             if (signed)
             {
-                var syncTimeResult = await apiClient.SyncTimeAsync().ConfigureAwait(false);
-                if (!syncTimeResult)
+                var syncTask = apiClient.SyncTimeAsync();
+                var timeSyncInfo = apiClient.GetTimeSyncInfo();
+                if (timeSyncInfo.TimeSyncState.LastSyncTime == default)
                 {
-                    log.Write(LogLevel.Debug, $"[{requestId}] Failed to sync time, aborting request: " + syncTimeResult.Error);
-                    return syncTimeResult.As<IRequest>(default);
+                    // Initially with first request we'll need to wait for the time syncing, if it's not the first request we can just continue
+                    var syncTimeResult = await syncTask.ConfigureAwait(false);
+                    if (!syncTimeResult)
+                    {
+                        log.Write(LogLevel.Debug, $"[{requestId}] Failed to sync time, aborting request: " + syncTimeResult.Error);
+                        return syncTimeResult.As<IRequest>(default);
+                    }
                 }
             }
 

CryptoExchange.Net/Clients/BaseSocketClient.cs

@@ -36,9 +36,9 @@ namespace CryptoExchange.Net
         /// </summary>
         protected internal readonly SemaphoreSlim semaphoreSlim = new(1);
         /// <summary>
-        /// The max amount of concurrent socket connections
+        /// Keep alive interval for websocket connection
         /// </summary>
-        protected int MaxSocketConnections { get; set; } = 9999;        
+        protected TimeSpan KeepAliveInterval { get; set; } = TimeSpan.FromSeconds(10);
         /// <summary>
         /// Delegate used for processing byte data received from socket connections before it is processed by handlers
         /// </summary>
@@ -92,6 +92,20 @@ namespace CryptoExchange.Net
             }
         }
 
+        /// <inheritdoc />
+        public int CurrentConnections => socketConnections.Count;
+        /// <inheritdoc />
+        public int CurrentSubscriptions
+        {
+            get
+            {
+                if (!socketConnections.Any())
+                    return 0;
+
+                return socketConnections.Sum(s => s.Value.SubscriptionCount);
+            }
+        }
+
         /// <summary>
         /// Client options
         /// </summary>
@@ -164,7 +178,7 @@ namespace CryptoExchange.Net
                 return new CallResult<UpdateSubscription>(new InvalidOperationError("Client disposed, can't subscribe"));
 
             SocketConnection socketConnection;
-            SocketSubscription subscription;
+            SocketSubscription? subscription;
             var released = false;
             // Wait for a semaphore here, so we only connect 1 socket at a time.
             // This is necessary for being able to see if connections can be combined
@@ -179,23 +193,34 @@ namespace CryptoExchange.Net
 
             try
             {
-                // Get a new or existing socket connection
-                socketConnection = GetSocketConnection(apiClient, url, authenticated);
-
-                // Add a subscription on the socket connection
-                subscription = AddSubscription(request, identifier, true, socketConnection, dataHandler);
-                if (ClientOptions.SocketSubscriptionsCombineTarget == 1)
+                while (true)
                 {
-                    // Only 1 subscription per connection, so no need to wait for connection since a new subscription will create a new connection anyway
-                    semaphoreSlim.Release();
-                    released = true;
+                    // Get a new or existing socket connection
+                    socketConnection = GetSocketConnection(apiClient, url, authenticated);
+
+                    // Add a subscription on the socket connection
+                    subscription = AddSubscription(request, identifier, true, socketConnection, dataHandler);
+                    if (subscription == null)
+                    {
+                        log.Write(LogLevel.Trace, $"Socket {socketConnection.SocketId} failed to add subscription, retrying on different connection");
+                        continue;
+                    }
+
+                    if (ClientOptions.SocketSubscriptionsCombineTarget == 1)
+                    {
+                        // Only 1 subscription per connection, so no need to wait for connection since a new subscription will create a new connection anyway
+                        semaphoreSlim.Release();
+                        released = true;
+                    }
+
+                    var needsConnecting = !socketConnection.Connected;
+
+                    var connectResult = await ConnectIfNeededAsync(socketConnection, authenticated).ConfigureAwait(false);
+                    if (!connectResult)
+                        return new CallResult<UpdateSubscription>(connectResult.Error!);
+
+                    break;
                 }
-
-                var needsConnecting = !socketConnection.Connected;
-
-                var connectResult = await ConnectIfNeededAsync(socketConnection, authenticated).ConfigureAwait(false);
-                if (!connectResult)
-                    return new CallResult<UpdateSubscription>(connectResult.Error!);
             }
             finally
             {
@@ -443,9 +468,6 @@ namespace CryptoExchange.Net
         /// <param name="message"></param>
         /// <returns></returns>
         protected internal virtual JToken ProcessTokenData(JToken message)
-
-
-
         {
             return message;
         }
@@ -460,7 +482,7 @@ namespace CryptoExchange.Net
         /// <param name="connection">The socket connection the handler is on</param>
         /// <param name="dataHandler">The handler of the data received</param>
         /// <returns></returns>
-        protected virtual SocketSubscription AddSubscription<T>(object? request, string? identifier, bool userSubscription, SocketConnection connection, Action<DataEvent<T>> dataHandler)
+        protected virtual SocketSubscription? AddSubscription<T>(object? request, string? identifier, bool userSubscription, SocketConnection connection, Action<DataEvent<T>> dataHandler)
         {
             void InternalHandler(MessageEvent messageEvent)
             {
@@ -484,7 +506,8 @@ namespace CryptoExchange.Net
             var subscription = request == null
                 ? SocketSubscription.CreateForIdentifier(NextId(), identifier!, userSubscription, InternalHandler)
                 : SocketSubscription.CreateForRequest(NextId(), request, userSubscription, InternalHandler);
-            connection.AddSubscription(subscription);
+            if (!connection.AddSubscription(subscription))
+                return null;
             return subscription;
         }
 
@@ -510,13 +533,14 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         protected virtual SocketConnection GetSocketConnection(SocketApiClient apiClient, string address, bool authenticated)
         {
-            var socketResult = socketConnections.Where(s => s.Value.Uri.ToString().TrimEnd('/') == address.TrimEnd('/')
+            var socketResult = socketConnections.Where(s => (s.Value.Status == SocketConnection.SocketStatus.None || s.Value.Status == SocketConnection.SocketStatus.Connected)
+                                                  && s.Value.Uri.ToString().TrimEnd('/') == address.TrimEnd('/')
                                                   && (s.Value.ApiClient.GetType() == apiClient.GetType())
                                                   && (s.Value.Authenticated == authenticated || !authenticated) && s.Value.Connected).OrderBy(s => s.Value.SubscriptionCount).FirstOrDefault();
             var result = socketResult.Equals(default(KeyValuePair<int, SocketConnection>)) ? null : socketResult.Value;
             if (result != null)
             {
-                if (result.SubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= MaxSocketConnections && socketConnections.All(s => s.Value.SubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
+                if (result.SubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= ClientOptions.MaxSocketConnections && socketConnections.All(s => s.Value.SubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
                 {
                     // Use existing socket if it has less than target connections OR it has the least connections and we can't make new
                     return result;
@@ -574,6 +598,7 @@ namespace CryptoExchange.Net
             if (ClientOptions.Proxy != null)
                 socket.SetProxy(ClientOptions.Proxy);
 
+            socket.KeepAliveInterval = KeepAliveInterval;
             socket.Timeout = ClientOptions.SocketNoDataTimeout;
             socket.DataInterpreterBytes = dataInterpreterBytes;
             socket.DataInterpreterString = dataInterpreterString;

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -18,7 +18,7 @@ namespace CryptoExchange.Net
         /// Get time sync info for an API client
         /// </summary>
         /// <returns></returns>
-        protected abstract TimeSyncInfo GetTimeSyncInfo();
+        public abstract TimeSyncInfo GetTimeSyncInfo();
         
         /// <summary>
         /// Get time offset for an API client
@@ -92,7 +92,7 @@ namespace CryptoExchange.Net
                 }
 
                 // Calculate time offset between local and server
-                var offset = result.Data - localTime;
+                var offset = result.Data - (localTime.AddMilliseconds(result.ResponseTime!.Value.TotalMilliseconds / 2));
                 timeSyncParams.UpdateTimeOffset(offset);
                 timeSyncParams.TimeSyncState.Semaphore.Release();                
             }

CryptoExchange.Net/Converters/DateTimeConverter.cs

@@ -31,7 +31,7 @@ namespace CryptoExchange.Net.Converters
             if(reader.TokenType is JsonToken.Integer)
             {
                 var longValue = (long)reader.Value;
-                if (longValue == 0)
+                if (longValue == 0 || longValue == -1)
                     return objectType == typeof(DateTime) ? default(DateTime): null;
                 if (longValue < 19999999999)
                     return ConvertFromSeconds(longValue);
@@ -45,6 +45,9 @@ namespace CryptoExchange.Net.Converters
             else if (reader.TokenType is JsonToken.Float)
             {
                 var doubleValue = (double)reader.Value;
+                if (doubleValue == 0 || doubleValue == -1)
+                    return objectType == typeof(DateTime) ? default(DateTime) : null;
+
                 if (doubleValue < 19999999999)
                     return ConvertFromSeconds(doubleValue);
                 
@@ -56,6 +59,9 @@ namespace CryptoExchange.Net.Converters
                 if (string.IsNullOrWhiteSpace(stringValue))
                     return null;
 
+                if (string.IsNullOrWhiteSpace(stringValue) || stringValue == "0" || stringValue == "-1")
+                    return objectType == typeof(DateTime) ? default(DateTime) : null;
+
                 if (stringValue.Length == 8)
                 {
                     // Parse 20211103 format

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -6,16 +6,16 @@
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
     <Description>A base package for implementing cryptocurrency API's</Description>
-    <PackageVersion>5.1.8</PackageVersion>
-    <AssemblyVersion>5.1.8</AssemblyVersion>
-    <FileVersion>5.1.8</FileVersion>
+    <PackageVersion>5.1.12</PackageVersion>
+    <AssemblyVersion>5.1.12</AssemblyVersion>
+    <FileVersion>5.1.12</FileVersion>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
     <RepositoryType>git</RepositoryType>
     <RepositoryUrl>https://github.com/JKorf/CryptoExchange.Net.git</RepositoryUrl>
     <PackageProjectUrl>https://github.com/JKorf/CryptoExchange.Net</PackageProjectUrl>
     <NeutralLanguage>en</NeutralLanguage>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <PackageReleaseNotes>5.1.8 - Cleanup socket code, fixed an issue which could cause connections to never reconnect when connection was lost, Added support for sending requests which expect an empty response, Fixed issue with the DateTimeConverter date interpretation</PackageReleaseNotes>
+    <PackageReleaseNotes>5.1.12 - Changed time sync so requests no longer wait for it to complete unless it's the first time, Made log client options changable after client creation, Fixed proxy setting not used when reconnecting socket, Changed MaxSocketConnections to a client options, Updated socket reconnection logic</PackageReleaseNotes>
     <Nullable>enable</Nullable>
     <LangVersion>9.0</LangVersion>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>

CryptoExchange.Net/ExtensionMethods.cs

@@ -426,6 +426,7 @@ namespace CryptoExchange.Net
             var uriBuilder = new UriBuilder();
             uriBuilder.Scheme = baseUri.Scheme;
             uriBuilder.Host = baseUri.Host;
+            uriBuilder.Port = baseUri.Port;
             uriBuilder.Path = baseUri.AbsolutePath;
             var httpValueCollection = HttpUtility.ParseQueryString(string.Empty);
             foreach (var parameter in parameters)
@@ -454,6 +455,7 @@ namespace CryptoExchange.Net
             var uriBuilder = new UriBuilder();
             uriBuilder.Scheme = baseUri.Scheme;
             uriBuilder.Host = baseUri.Host;
+            uriBuilder.Port = baseUri.Port;
             uriBuilder.Path = baseUri.AbsolutePath;
             var httpValueCollection = HttpUtility.ParseQueryString(string.Empty);
             foreach (var parameter in parameters)

CryptoExchange.Net/Interfaces/ISocketClient.cs

@@ -27,6 +27,16 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         public double IncomingKbps { get; }
 
+        /// <summary>
+        /// The current amount of connections to the API from this client. A connection can have multiple subscriptions.
+        /// </summary>
+        public int CurrentConnections { get; }
+        
+        /// <summary>
+        /// The current amount of subscriptions running from the client
+        /// </summary>
+        public int CurrentSubscriptions { get; }
+
         /// <summary>
         /// Unsubscribe from a stream using the subscription id received when starting the subscription
         /// </summary>

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -77,6 +77,10 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         TimeSpan Timeout { get; set; }
         /// <summary>
+        /// The interval at which to send a ping frame to the server
+        /// </summary>
+        TimeSpan KeepAliveInterval { get; set; }
+        /// <summary>
         /// Set a proxy to use when connecting
         /// </summary>
         /// <param name="proxy"></param>

CryptoExchange.Net/Logging/Log.cs

@@ -26,6 +26,8 @@ namespace CryptoExchange.Net.Logging
         /// </summary>
         public string ClientName { get; set; }
 
+        private readonly object _lock = new object();
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -42,7 +44,8 @@ namespace CryptoExchange.Net.Logging
         /// <param name="textWriters"></param>
         public void UpdateWriters(List<ILogger> textWriters)
         {
-            writers = textWriters;
+            lock (_lock)
+                writers = textWriters;
         }
 
         /// <summary>
@@ -56,16 +59,19 @@ namespace CryptoExchange.Net.Logging
                 return;
 
             var logMessage = $"{ClientName,-10} | {message}";
-            foreach (var writer in writers.ToList())
+            lock (_lock)
             {
-                try
+                foreach (var writer in writers)
                 {
-                    writer.Log(logLevel, logMessage);
-                }
-                catch (Exception e)
-                {
-                    // Can't write to the logging so where else to output..
-                    Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Failed to write log to writer {writer.GetType()}: " + e.ToLogString());
+                    try
+                    {
+                        writer.Log(logLevel, logMessage);
+                    }
+                    catch (Exception e)
+                    {
+                        // Can't write to the logging so where else to output..
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Failed to write log to writer {writer.GetType()}: " + e.ToLogString());
+                    }
                 }
             }
         }

CryptoExchange.Net/Objects/Options.cs

@@ -14,15 +14,35 @@ namespace CryptoExchange.Net.Objects
     /// </summary>
     public class BaseOptions
     {
+        internal event Action? OnLoggingChanged;
+
+        private LogLevel _logLevel = LogLevel.Information;
         /// <summary>
         /// The minimum log level to output
         /// </summary>
-        public LogLevel LogLevel { get; set; } = LogLevel.Information;
+        public LogLevel LogLevel
+        {
+            get => _logLevel;
+            set
+            {
+                _logLevel = value;
+                OnLoggingChanged?.Invoke();
+            }
+        }
 
+        private List<ILogger> _logWriters = new List<ILogger> { new DebugLogger() };
         /// <summary>
         /// The log writers
         /// </summary>
-        public List<ILogger> LogWriters { get; set; } = new List<ILogger> { new DebugLogger() };
+        public List<ILogger> LogWriters
+        {
+            get => _logWriters;
+            set
+            {
+                _logWriters = value;
+                OnLoggingChanged?.Invoke();
+            }
+        }
 
         /// <summary>
         /// If true, the CallResult and DataEvent objects will also include the originally received json data in the OriginalData property
@@ -189,6 +209,11 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public int? SocketSubscriptionsCombineTarget { get; set; }
 
+        /// <summary>
+        /// The max amount of connections to make to the server. Can be used for API's which only allow a certain number of connections. Changing this to a high value might cause issues.
+        /// </summary>
+        public int? MaxSocketConnections { get; set; }
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -213,12 +238,13 @@ namespace CryptoExchange.Net.Objects
             SocketResponseTimeout = baseOptions.SocketResponseTimeout;
             SocketNoDataTimeout = baseOptions.SocketNoDataTimeout;
             SocketSubscriptionsCombineTarget = baseOptions.SocketSubscriptionsCombineTarget;
+            MaxSocketConnections = baseOptions.MaxSocketConnections;
         }
 
         /// <inheritdoc />
         public override string ToString()
         {
-            return $"{base.ToString()}, AutoReconnect: {AutoReconnect}, ReconnectInterval: {ReconnectInterval}, MaxReconnectTries: {MaxReconnectTries}, MaxResubscribeTries: {MaxResubscribeTries}, MaxConcurrentResubscriptionsPerSocket: {MaxConcurrentResubscriptionsPerSocket}, SocketResponseTimeout: {SocketResponseTimeout:c}, SocketNoDataTimeout: {SocketNoDataTimeout}, SocketSubscriptionsCombineTarget: {SocketSubscriptionsCombineTarget}";
+            return $"{base.ToString()}, AutoReconnect: {AutoReconnect}, ReconnectInterval: {ReconnectInterval}, MaxReconnectTries: {MaxReconnectTries}, MaxResubscribeTries: {MaxResubscribeTries}, MaxConcurrentResubscriptionsPerSocket: {MaxConcurrentResubscriptionsPerSocket}, SocketResponseTimeout: {SocketResponseTimeout:c}, SocketNoDataTimeout: {SocketNoDataTimeout}, SocketSubscriptionsCombineTarget: {SocketSubscriptionsCombineTarget}, MaxSocketConnections: {MaxSocketConnections}";
         }
     }
 

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -258,24 +258,32 @@ namespace CryptoExchange.Net.OrderBook
             }
 
             _subscription = startResult.Data;
-            _subscription.ConnectionLost += () =>
-            {
-                log.Write(LogLevel.Warning, $"{Id} order book {Symbol} connection lost");
-                Status = OrderBookStatus.Reconnecting;
-                Reset();
-            };
-            _subscription.ConnectionClosed += () =>
-            {
-                log.Write(LogLevel.Warning, $"{Id} order book {Symbol} disconnected");
-                Status = OrderBookStatus.Disconnected;
-                _ = StopAsync();
-            };
+            _subscription.ConnectionLost += HandleConnectionLost;
+            _subscription.ConnectionClosed += HandleConnectionClosed;
+            _subscription.ConnectionRestored += HandleConnectionRestored;
 
-            _subscription.ConnectionRestored += async time => await ResyncAsync().ConfigureAwait(false);
             Status = OrderBookStatus.Synced;
             return new CallResult<bool>(true);
         }
 
+        private void HandleConnectionLost() {
+             log.Write(LogLevel.Warning, $"{Id} order book {Symbol} connection lost");
+             if (Status != OrderBookStatus.Disposed) {
+                Status = OrderBookStatus.Reconnecting;
+                Reset();
+            }
+        }
+
+        private void HandleConnectionClosed() {
+            log.Write(LogLevel.Warning, $"{Id} order book {Symbol} disconnected");
+            Status = OrderBookStatus.Disconnected;
+            _ = StopAsync();
+        }
+
+        private async void HandleConnectionRestored(TimeSpan _) {
+            await ResyncAsync().ConfigureAwait(false);
+        }
+
         /// <inheritdoc/>
         public async Task StopAsync()
         {
@@ -286,8 +294,12 @@ namespace CryptoExchange.Net.OrderBook
             if (_processTask != null)
                 await _processTask.ConfigureAwait(false);
 
-            if (_subscription != null)
+            if (_subscription != null) {
                 await _subscription.CloseAsync().ConfigureAwait(false);
+                _subscription.ConnectionLost -= HandleConnectionLost;
+                _subscription.ConnectionClosed -= HandleConnectionClosed;
+                _subscription.ConnectionRestored -= HandleConnectionRestored;
+            }
             log.Write(LogLevel.Trace, $"{Id} order book {Symbol} stopped");
         }
 
@@ -601,13 +613,13 @@ namespace CryptoExchange.Net.OrderBook
 
         private async Task ProcessQueue()
         {
-            while (Status != OrderBookStatus.Disconnected)
+            while (Status != OrderBookStatus.Disconnected && Status != OrderBookStatus.Disposed)
             {
                 await _queueEvent.WaitAsync().ConfigureAwait(false);
 
                 while (_processQueue.TryDequeue(out var item))
                 {
-                    if (Status == OrderBookStatus.Disconnected)
+                    if (Status == OrderBookStatus.Disconnected || Status == OrderBookStatus.Disposed)
                         break;
 
                     if (_stopProcessing)

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -31,9 +31,12 @@ namespace CryptoExchange.Net.Sockets
         private readonly IDictionary<string, string> cookies;
         private readonly IDictionary<string, string> headers;
         private CancellationTokenSource _ctsSource;
+        private ApiProxy? _proxy;
 
         private readonly List<DateTime> _outgoingMessages;
         private DateTime _lastReceivedMessagesUpdate;
+        private bool _closed;
+        private bool _disposed;
 
         /// <summary>
         /// Received messages, the size and the timstamp
@@ -122,6 +125,9 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public TimeSpan Timeout { get; set; }
 
+        /// <inheritdoc />
+        public TimeSpan KeepAliveInterval { get; set; }
+
         /// <inheritdoc />
         public double IncomingKbps
         {
@@ -204,6 +210,8 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public virtual void SetProxy(ApiProxy proxy)
         {
+            _proxy = proxy;
+
             if (!Uri.TryCreate($"{proxy.Host}:{proxy.Port}", UriKind.Absolute, out var uri))
                 throw new ArgumentException("Proxy settings invalid, {proxy.Host}:{proxy.Port} not a valid URI", nameof(proxy));
 
@@ -276,12 +284,31 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         private async Task CloseInternalAsync()
         {
+            if (_closed || _disposed)
+                return;
+
+            _closed = true;
             _ctsSource.Cancel();
             _sendEvent.Set();
 
             if (_socket.State == WebSocketState.Open)
-                await _socket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
-
+            {
+                try
+                {
+                    await _socket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
+                }
+                catch(Exception)
+                { } // Can sometimes throw an exception when socket is in aborted state due to timing
+            }
+            else if(_socket.State == WebSocketState.CloseReceived)
+            {
+                try
+                {
+                    await _socket.CloseAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
+                }
+                catch (Exception)
+                { } // Can sometimes throw an exception when socket is in aborted state due to timing
+            }
             log.Write(LogLevel.Debug, $"Socket {Id} closed");
             Handle(closeHandlers);
         }
@@ -291,7 +318,11 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public void Dispose()
         {
+            if (_disposed)
+                return;
+
             log.Write(LogLevel.Debug, $"Socket {Id} disposing");
+            _disposed = true;
             _socket.Dispose();
             _ctsSource.Dispose();
 
@@ -311,6 +342,9 @@ namespace CryptoExchange.Net.Sockets
             while (_sendBuffer.TryDequeue(out _)) { } // Clear send buffer
 
             _socket = CreateSocket();
+            if (_proxy != null)
+                SetProxy(_proxy);
+            _closed = false;
         }
         
         /// <summary>
@@ -326,7 +360,7 @@ namespace CryptoExchange.Net.Sockets
             socket.Options.Cookies = cookieContainer;
             foreach (var header in headers)
                 socket.Options.SetRequestHeader(header.Key, header.Value);
-            socket.Options.KeepAliveInterval = TimeSpan.FromSeconds(10);
+            socket.Options.KeepAliveInterval = KeepAliveInterval;
             socket.Options.SetBuffer(65536, 65536); // Setting it to anything bigger than 65536 throws an exception in .net framework
             return socket;
         }

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -139,7 +139,25 @@ namespace CryptoExchange.Net.Sockets
         private readonly BaseSocketClient socketClient;
 
         private readonly List<PendingRequest> pendingRequests;
-        private Task? _socketProcessReconnectTask;
+        private Task? _socketProcessTask;
+        private Task? _socketReconnectTask;
+        private readonly AsyncResetEvent _reconnectWaitEvent;
+
+        private SocketStatus _status;
+
+        /// <summary>
+        /// Status of the socket connection
+        /// </summary>
+        public SocketStatus Status
+        {
+            get => _status;
+            private set
+            {
+                var oldStatus = _status;
+                _status = value;
+                log.Write(LogLevel.Trace, $"Socket {SocketId} status changed from {oldStatus} to {_status}");
+            }
+        }
 
         /// <summary>
         /// The underlying websocket
@@ -163,9 +181,13 @@ namespace CryptoExchange.Net.Sockets
             subscriptions = new List<SocketSubscription>();
             _socket = socket;
 
+            _reconnectWaitEvent = new AsyncResetEvent(false, true);
+
             _socket.Timeout = client.ClientOptions.SocketNoDataTimeout;
             _socket.OnMessage += ProcessMessage;
             _socket.OnOpen += SocketOnOpen;
+            _socket.OnClose += () => _reconnectWaitEvent.Set();
+
         }
         
         /// <summary>
@@ -176,7 +198,11 @@ namespace CryptoExchange.Net.Sockets
         {
             var connected = await _socket.ConnectAsync().ConfigureAwait(false);
             if (connected)
-                StartProcessingTask();
+            {
+                Status = SocketStatus.Connected;
+                _socketReconnectTask = ReconnectWatcherAsync();
+                _socketProcessTask = _socket.ProcessAsync();
+            }
 
             return connected;
         }
@@ -205,6 +231,9 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public async Task CloseAsync()
         {
+            if (Status == SocketStatus.Closed || Status == SocketStatus.Disposed)
+                return;
+
             ShouldReconnect = false;
             if (socketClient.socketConnections.ContainsKey(SocketId))
                 socketClient.socketConnections.TryRemove(SocketId, out _);
@@ -217,11 +246,14 @@ namespace CryptoExchange.Net.Sockets
                         subscription.CancellationTokenRegistration.Value.Dispose();
                 }
             }
+
+            while (Status == SocketStatus.Reconnecting)
+                // Wait for reconnecting to finish
+                await Task.Delay(100).ConfigureAwait(false);
+
             await _socket.CloseAsync().ConfigureAwait(false);
-
-            if (_socketProcessReconnectTask != null)
-                await _socketProcessReconnectTask.ConfigureAwait(false);
-
+            if(_socketProcessTask != null)
+                await _socketProcessTask.ConfigureAwait(false);
             _socket.Dispose();
         }
 
@@ -232,37 +264,40 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public async Task CloseAsync(SocketSubscription subscription)
         {
-            if (!_socket.IsOpen)
+            if (Status == SocketStatus.Closing || Status == SocketStatus.Closed || Status == SocketStatus.Disposed)
                 return;
 
+            log.Write(LogLevel.Trace, $"Socket {SocketId} closing subscription {subscription.Id}");
             if (subscription.CancellationTokenRegistration.HasValue)
                 subscription.CancellationTokenRegistration.Value.Dispose();
 
-            if (subscription.Confirmed)
+            if (subscription.Confirmed && _socket.IsOpen)
                 await socketClient.UnsubscribeAsync(this, subscription).ConfigureAwait(false);
 
             bool shouldCloseConnection;
             lock (subscriptionLock)
-                shouldCloseConnection = !subscriptions.Any(r => r.UserSubscription && subscription != r);
+            {
+                if (Status == SocketStatus.Closing)
+                {
+                    log.Write(LogLevel.Trace, $"Socket {SocketId} already closing");
+                    return;
+                }
+
+                shouldCloseConnection = subscriptions.All(r => !r.UserSubscription || r == subscription);
+                if (shouldCloseConnection)
+                    Status = SocketStatus.Closing;
+            }
 
             if (shouldCloseConnection)
+            {
+                log.Write(LogLevel.Trace, $"Socket {SocketId} closing as there are no more subscriptions");
                 await CloseAsync().ConfigureAwait(false);
+            }
 
             lock (subscriptionLock)
                 subscriptions.Remove(subscription);
         }
 
-        private void StartProcessingTask()
-        {
-            log.Write(LogLevel.Trace, $"Starting {SocketId} process/reconnect task");
-            _socketProcessReconnectTask = Task.Run(async () =>
-            {
-                await _socket.ProcessAsync().ConfigureAwait(false);
-                await ReconnectAsync().ConfigureAwait(false);
-                log.Write(LogLevel.Trace, $"Process/reconnect {SocketId} task finished");
-            });
-        }
-
         private async Task ReconnectAsync()
         {
             // Fail all pending requests
@@ -283,7 +318,7 @@ namespace CryptoExchange.Net.Sockets
                 if (!lostTriggered)
                 {
                     lostTriggered = true;
-                    ConnectionLost?.Invoke();
+                    _ = Task.Run(() => ConnectionLost?.Invoke());
                 }
 
                 while (ShouldReconnect)
@@ -326,7 +361,8 @@ namespace CryptoExchange.Net.Sockets
                     }
 
                     // Successfully reconnected, start processing
-                    StartProcessingTask();
+                    Status = SocketStatus.Connected;
+                    _socketProcessTask = _socket.ProcessAsync();
 
                     ReconnectTry = 0;
                     var time = DisconnectTime;
@@ -372,7 +408,7 @@ namespace CryptoExchange.Net.Sockets
                         if (lostTriggered)
                         {
                             lostTriggered = false;
-                            _ = Task.Run(() => ConnectionRestored?.Invoke(time.HasValue ? DateTime.UtcNow - time.Value : TimeSpan.FromSeconds(0))).ConfigureAwait(false);
+                            _ = Task.Run(() => ConnectionRestored?.Invoke(time.HasValue ? DateTime.UtcNow - time.Value : TimeSpan.FromSeconds(0)));
                         }
 
                         break;
@@ -396,6 +432,7 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public void Dispose()
         {
+            Status = SocketStatus.Disposed;
             _socket.Dispose();
         }
 
@@ -458,7 +495,7 @@ namespace CryptoExchange.Net.Sockets
 
             var total = DateTime.UtcNow - timestamp;
             if (userProcessTime.TotalMilliseconds > 500)
-                log.Write(LogLevel.Debug, $"Socket {SocketId} message processing slow ({(int)total.TotalMilliseconds}ms), consider offloading data handling to another thread. " +
+                log.Write(LogLevel.Debug, $"Socket {SocketId} message processing slow ({(int)total.TotalMilliseconds}ms, {(int)userProcessTime.TotalMilliseconds}ms user code), consider offloading data handling to another thread. " +
                                                 "Data from this socket may arrive late or not at all if message processing is continuously slow.");
             
             log.Write(LogLevel.Trace, $"Socket {SocketId} message processed in {(int)total.TotalMilliseconds}ms, ({(int)userProcessTime.TotalMilliseconds}ms user code)");
@@ -468,10 +505,17 @@ namespace CryptoExchange.Net.Sockets
         /// Add a subscription to this connection
         /// </summary>
         /// <param name="subscription"></param>
-        public void AddSubscription(SocketSubscription subscription)
+        public bool AddSubscription(SocketSubscription subscription)
         {
-            lock(subscriptionLock)
+            lock (subscriptionLock)
+            {
+                if (Status != SocketStatus.None && Status != SocketStatus.Connected)
+                    return false;
+
                 subscriptions.Add(subscription);
+                log.Write(LogLevel.Trace, $"Socket {SocketId} adding new subscription with id {subscription.Id}, total subscriptions on connection: {subscriptions.Count}");
+                return true;
+            }
         }
 
         /// <summary>
@@ -614,6 +658,22 @@ namespace CryptoExchange.Net.Sockets
             PausedActivity = false;
         }
 
+        private async Task ReconnectWatcherAsync()
+        {
+            while (true)
+            {
+                await _reconnectWaitEvent.WaitAsync().ConfigureAwait(false);
+                if (!ShouldReconnect)
+                    return;
+
+                Status = SocketStatus.Reconnecting;
+                await ReconnectAsync().ConfigureAwait(false);
+
+                if (!ShouldReconnect)
+                    return;
+            }
+        }
+
         private async Task<CallResult<bool>> ProcessReconnectAsync()
         {
             if (!_socket.IsOpen)
@@ -671,5 +731,36 @@ namespace CryptoExchange.Net.Sockets
 
             return await socketClient.SubscribeAndWaitAsync(this, socketSubscription.Request!, socketSubscription).ConfigureAwait(false);
         }
+    
+        /// <summary>
+        /// Status of the socket connection
+        /// </summary>
+        public enum SocketStatus
+        {
+            /// <summary>
+            /// None/Initial
+            /// </summary>
+            None,
+            /// <summary>
+            /// Connected
+            /// </summary>
+            Connected,
+            /// <summary>
+            /// Reconnecting
+            /// </summary>
+            Reconnecting,
+            /// <summary>
+            /// Closing
+            /// </summary>
+            Closing,
+            /// <summary>
+            /// Closed
+            /// </summary>
+            Closed,
+            /// <summary>
+            /// Disposed
+            /// </summary>
+            Disposed
+        }
     }
 }

README.md

@@ -18,6 +18,34 @@ I develop and maintain this package on my own for free in my spare time. Donatio
 Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf)  
 
 ## Release notes
+* Version 5.1.12 - 12 Jun 2022
+    * Changed time sync so requests no longer wait for it to complete unless it's the first time
+    * Made log client options changable after client creation
+    * Fixed proxy setting not used when reconnecting socket
+    * Changed MaxSocketConnections to a client options
+    * Updated socket reconnection logic
+
+* Version 5.1.12 - 12 Jun 2022
+    * Changed time sync so requests no longer wait for it to complete unless it's the first time
+    * Made log client options changable after client creation
+    * Fixed proxy setting not used when reconnecting socket
+    * Updated socket reconnection logic
+
+* Version 5.1.11 - 24 May 2022
+    * Added KeepAliveInterval setting
+    * Fixed port not being copied when setting parameters on request
+    * Fixed inconsistent PackageReference casing in csproj
+
+* Version 5.1.10 - 22 May 2022
+    * Fixed order book reconnecting while Diposed
+    * Fixed exception when disposing socket client while reconnecting
+    * Added additional null/default checking in DateTimeConverter
+    * Changed ConnectionLost subscription event to run in seperate task to prevent exception/longer operations from intervering with reconnecting
+
+* Version 5.1.9 - 08 May 2022
+    * Added latency to the timesync calculation
+    * Small fix for exception in socket close handling
+
 * Version 5.1.8 - 01 May 2022
     * Cleanup socket code, fixed an issue which could cause connections to never reconnect when connection was lost
     * Added support for sending requests which expect an empty response

docs/FAQ.md

@@ -61,4 +61,7 @@ var client = new BinanceClient(new BinanceClientOptions
 		BaseAddress = BinanceApiAddresses.TestNet.UsdFuturesRestClientAddress
 	}
 });
-```
+```
+
+### How are timezones handled / Timestamps are off by xx
+Exchange API's treat all timestamps as UTC, both incoming and outgoing. The client libraries do no conversion so be sure to use UTC as well.