Updated version

Ability for all Error derived classes to have Code and Data

.gitignore

@@ -287,5 +287,3 @@ __pycache__/
 *.odx.cs
 *.xsd.cs
 CryptoExchange.Net/CryptoExchange.Net.xml
-/Docs/*
-Docs/

CryptoExchange.Net.UnitTests/CallResultTests.cs

@@ -115,6 +115,7 @@ namespace CryptoExchange.Net.UnitTests
                 TimeSpan.FromSeconds(1),
                 null,
                 "{}",
+                1,
                 "https://test.com/api",
                 null,
                 HttpMethod.Get,
@@ -143,6 +144,7 @@ namespace CryptoExchange.Net.UnitTests
                 TimeSpan.FromSeconds(1),
                 null,
                 "{}",
+                1,
                 "https://test.com/api",
                 null,
                 HttpMethod.Get,

CryptoExchange.Net.UnitTests/ConverterTests.cs

@@ -20,6 +20,8 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("1620777600000")]
         [TestCase("2021-05-12T00:00:00.000Z")]
         [TestCase("2021-05-12T00:00:00.000000000Z")]
+        [TestCase("0.000000", true)]
+        [TestCase("0", true)]
         [TestCase("", true)]
         [TestCase("  ", true)]
         public void TestDateTimeConverterString(string input, bool expectNull = false)
@@ -162,6 +164,44 @@ namespace CryptoExchange.Net.UnitTests
             var output = JsonConvert.DeserializeObject<NotNullableEnumObject>($"{{ \"Value\": {val} }}");
             Assert.AreEqual(output.Value, expected);
         }
+
+        [TestCase("1", true)]
+        [TestCase("true", true)]
+        [TestCase("yes", true)]
+        [TestCase("y", true)]
+        [TestCase("on", true)]
+        [TestCase("-1", false)]
+        [TestCase("0", false)]
+        [TestCase("n", false)]
+        [TestCase("no", false)]
+        [TestCase("false", false)]
+        [TestCase("off", false)]
+        [TestCase("", null)]
+        public void TestBoolConverter(string value, bool? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonConvert.DeserializeObject<BoolObject>($"{{ \"Value\": {val} }}");
+            Assert.AreEqual(output.Value, expected);
+        }
+
+        [TestCase("1", true)]
+        [TestCase("true", true)]
+        [TestCase("yes", true)]
+        [TestCase("y", true)]
+        [TestCase("on", true)]
+        [TestCase("-1", false)]
+        [TestCase("0", false)]
+        [TestCase("n", false)]
+        [TestCase("no", false)]
+        [TestCase("false", false)]
+        [TestCase("off", false)]
+        [TestCase("", false)]
+        public void TestBoolConverterNotNullable(string value, bool expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonConvert.DeserializeObject<NotNullableBoolObject>($"{{ \"Value\": {val} }}");
+            Assert.AreEqual(output.Value, expected);
+        }
     }
 
     public class TimeObject
@@ -180,6 +220,18 @@ namespace CryptoExchange.Net.UnitTests
         public TestEnum Value { get; set; }
     }
 
+    public class BoolObject
+    {
+        [JsonConverter(typeof(BoolConverter))]
+        public bool? Value { get; set; }
+    }
+
+    public class NotNullableBoolObject
+    {
+        [JsonConverter(typeof(BoolConverter))]
+        public bool Value { get; set; }
+    }
+
     [JsonConverter(typeof(EnumConverter))]
     public enum TestEnum
     {

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

@@ -7,7 +7,7 @@
 
   <ItemGroup>
     <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.1.0-preview-20211130-02"></PackageReference>
-    <PackageReference Include="Moq" Version="4.16.1" />
+    <PackageReference Include="Moq" Version="4.20.70" />
     <PackageReference Include="NUnit" Version="3.13.2"></PackageReference>
     <PackageReference Include="NUnit3TestAdapter" Version="4.2.0"></PackageReference>
   </ItemGroup>

CryptoExchange.Net.UnitTests/SocketClientTests.cs

@@ -1,11 +1,17 @@
 using System;
+using System.Collections.Generic;
 using System.Threading;
+using System.Threading.Tasks;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 using CryptoExchange.Net.UnitTests.TestImplementations;
+using CryptoExchange.Net.UnitTests.TestImplementations.Sockets;
 using Microsoft.Extensions.Logging;
+using Moq;
 using Newtonsoft.Json.Linq;
 using NUnit.Framework;
+using NUnit.Framework.Constraints;
 
 namespace CryptoExchange.Net.UnitTests
 {
@@ -46,7 +52,7 @@ namespace CryptoExchange.Net.UnitTests
         }
 
         [TestCase]
-        public void SocketMessages_Should_BeProcessedInDataHandlers()
+        public async Task SocketMessages_Should_BeProcessedInDataHandlers()
         {
             // arrange
             var client = new TestSocketClient(options => {
@@ -58,28 +64,31 @@ namespace CryptoExchange.Net.UnitTests
             socket.DisconnectTime = DateTime.UtcNow;
             var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
             var rstEvent = new ManualResetEvent(false);
-            JToken result = null;
-            sub.AddSubscription(SocketSubscription.CreateForIdentifier(10, "TestHandler", true, false, (messageEvent) =>
-            {
-                result = messageEvent.JsonData;
-                rstEvent.Set();
-            }));
+            Dictionary<string, string> result = null;
+
             client.SubClient.ConnectSocketSub(sub);
 
+            sub.AddSubscription(new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
+            {
+                result = messageEvent.Data;
+                rstEvent.Set();
+            }));
+
             // act
-            socket.InvokeMessage("{\"property\": 123}");
+            await socket.InvokeMessage("{\"property\": \"123\", \"topic\": \"topic\"}");
             rstEvent.WaitOne(1000);
 
             // assert
-            Assert.IsTrue((int)result["property"] == 123);
+            Assert.IsTrue(result["property"] == "123");
         }
 
         [TestCase(false)]
         [TestCase(true)]
-        public void SocketMessages_Should_ContainOriginalDataIfEnabled(bool enabled)
+        public async Task SocketMessages_Should_ContainOriginalDataIfEnabled(bool enabled)
         {
             // arrange
-            var client = new TestSocketClient(options => {
+            var client = new TestSocketClient(options =>
+            {
                 options.ReconnectInterval = TimeSpan.Zero;
                 options.SubOptions.OutputOriginalData = enabled;
             });
@@ -90,15 +99,16 @@ namespace CryptoExchange.Net.UnitTests
             var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
             var rstEvent = new ManualResetEvent(false);
             string original = null;
-            sub.AddSubscription(SocketSubscription.CreateForIdentifier(10, "TestHandler", true, false, (messageEvent) =>
+
+            client.SubClient.ConnectSocketSub(sub);
+            sub.AddSubscription(new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
             {
                 original = messageEvent.OriginalData;
                 rstEvent.Set();
             }));
-            client.SubClient.ConnectSocketSub(sub);
 
             // act
-            socket.InvokeMessage("{\"property\": 123}");
+            await socket.InvokeMessage("{\"property\": 123}");
             rstEvent.WaitOne(1000);
 
             // assert
@@ -109,16 +119,18 @@ namespace CryptoExchange.Net.UnitTests
         public void UnsubscribingStream_Should_CloseTheSocket()
         {
             // arrange
-            var client = new TestSocketClient(options => {
+            var client = new TestSocketClient(options =>
+            {
                 options.ReconnectInterval = TimeSpan.Zero;
-            }); 
+            });
             var socket = client.CreateSocket();
             socket.CanConnect = true;
             var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
             client.SubClient.ConnectSocketSub(sub);
-            var us = SocketSubscription.CreateForIdentifier(10, "Test", true, false, (e) => { });
-            var ups = new UpdateSubscription(sub, us);
-            sub.AddSubscription(us);
+
+            var subscription = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
+            var ups = new UpdateSubscription(sub, subscription);
+            sub.AddSubscription(subscription);
 
             // act
             client.UnsubscribeAsync(ups).Wait();
@@ -140,6 +152,13 @@ namespace CryptoExchange.Net.UnitTests
             var sub2 = new SocketConnection(new TraceLogger(), client.SubClient, socket2, null);
             client.SubClient.ConnectSocketSub(sub1);
             client.SubClient.ConnectSocketSub(sub2);
+            var subscription1 = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
+            var subscription2 = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
+
+            sub1.AddSubscription(subscription1);
+            sub2.AddSubscription(subscription2);
+            var ups1 = new UpdateSubscription(sub1, subscription1);
+            var ups2 = new UpdateSubscription(sub2, subscription2);
 
             // act
             client.UnsubscribeAllAsync().Wait();

CryptoExchange.Net.UnitTests/SymbolOrderBookTests.cs

@@ -5,8 +5,8 @@ using System.Threading.Tasks;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.OrderBook;
-using CryptoExchange.Net.Sockets;
 using NUnit.Framework;
 
 namespace CryptoExchange.Net.UnitTests
@@ -14,13 +14,13 @@ namespace CryptoExchange.Net.UnitTests
     [TestFixture]
     public class SymbolOrderBookTests
     {
-        private static OrderBookOptions defaultOrderBookOptions = new OrderBookOptions();
+        private static readonly OrderBookOptions _defaultOrderBookOptions = new OrderBookOptions();
 
         private class TestableSymbolOrderBook : SymbolOrderBook
         {
             public TestableSymbolOrderBook() : base(null, "Test", "BTC/USD")
             {
-                Initialize(defaultOrderBookOptions);
+                Initialize(_defaultOrderBookOptions);
             }
 
 

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestQuery.cs

@@ -0,0 +1,19 @@
+using CryptoExchange.Net.Sockets;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
+{
+    internal class TestQuery : Query<object>
+    {
+        public override HashSet<string> ListenerIdentifiers { get; set; }
+
+        public TestQuery(string identifier, object request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
+        {
+            ListenerIdentifiers = new HashSet<string> { identifier };
+        }
+    }
+}

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestSubscription.cs

@@ -0,0 +1,36 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
+{
+    internal class TestSubscription<T> : Subscription<object, object>
+    {
+        private readonly Action<DataEvent<T>> _handler;
+
+        public override HashSet<string> ListenerIdentifiers { get; set; } = new HashSet<string> { "topic" };
+
+        public TestSubscription(ILogger logger, Action<DataEvent<T>> handler) : base(logger, false)
+        {
+            _handler = handler;
+        }
+
+        public override Task<CallResult> DoHandleMessageAsync(SocketConnection connection, DataEvent<object> message)
+        {
+            var data = (T)message.Data;
+            _handler.Invoke(message.As(data));
+            return Task.FromResult(new CallResult(null));
+        }
+
+        public override Type GetMessageType(IMessageAccessor message) => typeof(T);
+        public override Query GetSubQuery(SocketConnection connection) => new TestQuery("sub", new object(), false, 1);
+        public override Query GetUnsubQuery() => new TestQuery("unsub", new object(), false, 1);
+    }
+}

CryptoExchange.Net.UnitTests/TestImplementations/TestBaseClient.cs

@@ -60,11 +60,6 @@ namespace CryptoExchange.Net.UnitTests
             headers = new Dictionary<string, string>();
         }
 
-        public override string Sign(string toSign)
-        {
-            return toSign;
-        }
-
         public string GetKey() => _credentials.Key.GetString();
         public string GetSecret() => _credentials.Secret.GetString();
     }

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -182,9 +182,11 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct);
         }
 
-        protected override Error ParseErrorResponse(JToken error)
+        protected override Error ParseErrorResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, string data)
         {
-            return new ServerError((int)error["errorCode"], (string)error["errorMessage"]);
+            var errorData = ValidateJson(data);
+
+            return new ServerError((int)errorData.Data["errorCode"], (string)errorData.Data["errorMessage"]);
         }
 
         public override TimeSpan? GetTimeOffset()

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -1,4 +1,6 @@
 using System;
+using System.IO;
+using System.Net.WebSockets;
 using System.Security.Authentication;
 using System.Text;
 using System.Threading.Tasks;
@@ -12,15 +14,15 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public bool CanConnect { get; set; }
         public bool Connected { get; set; }
 
-        public event Action OnClose;
-
+        public event Func<Task> OnClose;
 #pragma warning disable 0067
-        public event Action OnReconnected;
-        public event Action OnReconnecting;
+        public event Func<Task> OnReconnected;
+        public event Func<Task> OnReconnecting;
 #pragma warning restore 0067
-        public event Action<string> OnMessage;
-        public event Action<Exception> OnError;
-        public event Action OnOpen;
+        public event Func<int, Task> OnRequestSent;
+        public event Func<WebSocketMessageType, Stream, Task> OnStreamMessage;
+        public event Func<Exception, Task> OnError;
+        public event Func<Task> OnOpen;
         public Func<Task<Uri>> GetReconnectionUrl { get; set; }
 
         public int Id { get; }
@@ -69,10 +71,11 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             return Task.FromResult(CanConnect);
         }
 
-        public void Send(string data)
+        public void Send(int requestId, string data, int weight)
         {
             if(!Connected)
                 throw new Exception("Socket not connected");
+            OnRequestSent?.Invoke(requestId);
         }
 
         public void Reset()
@@ -108,9 +111,10 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             OnOpen?.Invoke();
         }
 
-        public void InvokeMessage(string data)
+        public async Task InvokeMessage(string data)
         {
-            OnMessage?.Invoke(data);
+            var stream = new MemoryStream(Encoding.UTF8.GetBytes(data));
+            await OnStreamMessage?.Invoke(WebSocketMessageType.Text, stream);
         }
 
         public void SetProxy(ApiProxy proxy)

CryptoExchange.Net.UnitTests/TestImplementations/TestSocketClient.cs

@@ -5,7 +5,9 @@ using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
 using Microsoft.Extensions.Logging;
 using Moq;
 using Newtonsoft.Json.Linq;
@@ -88,35 +90,6 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             return ConnectSocketAsync(sub).Result;
         }
 
-        protected internal override bool HandleQueryResponse<T>(SocketConnection s, object request, JToken data, out CallResult<T> callResult)
-        {
-            throw new NotImplementedException();
-        }
-
-        protected internal override bool HandleSubscriptionResponse(SocketConnection s, SocketSubscription subscription, object request, JToken message,
-            out CallResult<object> callResult)
-        {
-            throw new NotImplementedException();
-        }
-
-        protected internal override bool MessageMatchesHandler(SocketConnection s, JToken message, object request)
-        {
-            throw new NotImplementedException();
-        }
-
-        protected internal override bool MessageMatchesHandler(SocketConnection s, JToken message, string identifier)
-        {
-            return true;
-        }
-
-        protected internal override Task<CallResult<bool>> AuthenticateSocketAsync(SocketConnection s)
-        {
-            throw new NotImplementedException();
-        }
-
-        protected internal override Task<bool> UnsubscribeAsync(SocketConnection connection, SocketSubscription s)
-        {
-            throw new NotImplementedException();
-        }
+        public override string GetListenerIdentifier(IMessageAccessor messageAccessor) => "topic";
     }
 }

CryptoExchange.Net/Authentication/AuthenticationProvider.cs

@@ -74,6 +74,17 @@ namespace CryptoExchange.Net.Authentication
             return encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
         }
 
+        /// <summary>
+        /// SHA256 sign the data and return the bytes
+        /// </summary>
+        /// <param name="data"></param>
+        /// <returns></returns>
+        protected static byte[] SignSHA256Bytes(byte[] data)
+        {
+            using var encryptor = SHA256.Create();
+            return encryptor.ComputeHash(data);
+        }
+
         /// <summary>
         /// SHA256 sign the data and return the hash
         /// </summary>
@@ -87,6 +98,19 @@ namespace CryptoExchange.Net.Authentication
             return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
         }
 
+        /// <summary>
+        /// SHA256 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA256(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA256.Create();
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
         /// <summary>
         /// SHA384 sign the data and return the hash
         /// </summary>
@@ -100,6 +124,41 @@ namespace CryptoExchange.Net.Authentication
             return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
         }
 
+        /// <summary>
+        /// SHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA384(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA384.Create();
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignSHA384Bytes(string data)
+        {
+            using var encryptor = SHA384.Create();
+            return encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+        }
+
+        /// <summary>
+        /// SHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignSHA384Bytes(byte[] data)
+        {
+            using var encryptor = SHA384.Create();
+            return encryptor.ComputeHash(data);
+        }
+
         /// <summary>
         /// SHA512 sign the data and return the hash
         /// </summary>
@@ -113,6 +172,41 @@ namespace CryptoExchange.Net.Authentication
             return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
         }
 
+        /// <summary>
+        /// SHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA512(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA512.Create();
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignSHA512Bytes(string data)
+        {
+            using var encryptor = SHA512.Create();
+            return encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+        }
+
+        /// <summary>
+        /// SHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignSHA512Bytes(byte[] data)
+        {
+            using var encryptor = SHA512.Create();
+            return encryptor.ComputeHash(data);
+        }
+
         /// <summary>
         /// MD5 sign the data and return the hash
         /// </summary>
@@ -127,28 +221,70 @@ namespace CryptoExchange.Net.Authentication
         }
 
         /// <summary>
-        /// HMACSHA256 sign the data and return the hash
+        /// MD5 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignMD5(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = MD5.Create();
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// MD5 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignMD5Bytes(string data)
+        {
+            using var encryptor = MD5.Create();
+            return encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+        }
+
+        /// <summary>
+        /// HMACSHA512 sign the data and return the hash
         /// </summary>
         /// <param name="data">Data to sign</param>
         /// <param name="outputType">String type</param>
         /// <returns></returns>
         protected string SignHMACSHA256(string data, SignOutputType? outputType = null)
+            => SignHMACSHA256(Encoding.UTF8.GetBytes(data), outputType);
+
+        /// <summary>
+        /// HMACSHA256 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected string SignHMACSHA256(byte[] data, SignOutputType? outputType = null)
         {
             using var encryptor = new HMACSHA256(_sBytes);
-            var resultBytes = encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+            var resultBytes = encryptor.ComputeHash(data);
             return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
         }
 
+        /// <summary>
+        /// HMACSHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected string SignHMACSHA384(string data, SignOutputType? outputType = null)
+            => SignHMACSHA384(Encoding.UTF8.GetBytes(data), outputType);
+
         /// <summary>
         /// HMACSHA384 sign the data and return the hash
         /// </summary>
         /// <param name="data">Data to sign</param>
         /// <param name="outputType">String type</param>
         /// <returns></returns>
-        protected string SignHMACSHA384(string data, SignOutputType? outputType = null)
+        protected string SignHMACSHA384(byte[] data, SignOutputType? outputType = null)
         {
             using var encryptor = new HMACSHA384(_sBytes);
-            var resultBytes = encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+            var resultBytes = encryptor.ComputeHash(data);
             return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
         }
 
@@ -182,7 +318,46 @@ namespace CryptoExchange.Net.Authentication
         /// <returns></returns>
         protected string SignRSASHA256(byte[] data, SignOutputType? outputType = null)
         {
-            using var rsa = RSA.Create();
+            using var rsa = CreateRSA();
+            using var sha256 = SHA256.Create();
+            var hash = sha256.ComputeHash(data);
+            var resultBytes = rsa.SignHash(hash, HashAlgorithmName.SHA256, RSASignaturePadding.Pkcs1);
+            return outputType == SignOutputType.Base64? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA384 sign the data
+        /// </summary>
+        /// <param name="data"></param>
+        /// <param name="outputType"></param>
+        /// <returns></returns>
+        protected string SignRSASHA384(byte[] data, SignOutputType? outputType = null)
+        {
+            using var rsa = CreateRSA();
+            using var sha384 = SHA384.Create();
+            var hash = sha384.ComputeHash(data);
+            var resultBytes = rsa.SignHash(hash, HashAlgorithmName.SHA384, RSASignaturePadding.Pkcs1);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA512 sign the data
+        /// </summary>
+        /// <param name="data"></param>
+        /// <param name="outputType"></param>
+        /// <returns></returns>
+        protected string SignRSASHA512(byte[] data, SignOutputType? outputType = null)
+        {
+            using var rsa = CreateRSA();
+            using var sha512 = SHA512.Create();
+            var hash = sha512.ComputeHash(data);
+            var resultBytes = rsa.SignHash(hash, HashAlgorithmName.SHA512, RSASignaturePadding.Pkcs1);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        private RSA CreateRSA()
+        {
+            var rsa = RSA.Create();
             if (_credentials.CredentialType == ApiCredentialsType.RsaPem)
             {
 #if NETSTANDARD2_1_OR_GREATER
@@ -209,30 +384,7 @@ namespace CryptoExchange.Net.Authentication
                 throw new Exception("Invalid credentials type");
             }
 
-            using var sha256 = SHA256.Create();
-            var hash = sha256.ComputeHash(data);
-            var resultBytes = rsa.SignHash(hash, HashAlgorithmName.SHA256, RSASignaturePadding.Pkcs1);
-            return outputType == SignOutputType.Base64? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
-        }
-
-        /// <summary>
-        /// Sign a string
-        /// </summary>
-        /// <param name="toSign"></param>
-        /// <returns></returns>
-        public virtual string Sign(string toSign)
-        {
-            return toSign;
-        }
-
-        /// <summary>
-        /// Sign a byte array
-        /// </summary>
-        /// <param name="toSign"></param>
-        /// <returns></returns>
-        public virtual byte[] Sign(byte[] toSign)
-        {
-            return toSign;
+            return rsa;
         }
 
         /// <summary>

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -1,12 +1,11 @@
 using System;
 using System.Collections.Generic;
-using System.Globalization;
 using System.IO;
-using System.Net;
 using System.Net.Http;
 using System.Text;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Converters;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
@@ -78,22 +77,9 @@ namespace CryptoExchange.Net
         public bool OutputOriginalData { get; }
 
         /// <summary>
-        /// The last used id, use NextId() to get the next id and up this
+        /// The default serializer
         /// </summary>
-        protected static int _lastId;
-        /// <summary>
-        /// Lock for id generating
-        /// </summary>
-        protected static object _idLock = new();
-
-        /// <summary>
-        /// A default serializer
-        /// </summary>
-        private static readonly JsonSerializer _defaultSerializer = JsonSerializer.Create(new JsonSerializerSettings
-        {
-            DateTimeZoneHandling = DateTimeZoneHandling.Utc,
-            Culture = CultureInfo.InvariantCulture
-        });
+        protected virtual JsonSerializer DefaultSerializer { get; set; } = JsonSerializer.Create(SerializerOptions.Default);
 
         /// <summary>
         /// Api options
@@ -213,7 +199,7 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         protected CallResult<T> Deserialize<T>(JToken obj, JsonSerializer? serializer = null, int? requestId = null)
         {
-            serializer ??= _defaultSerializer;
+            serializer ??= DefaultSerializer;
 
             try
             {
@@ -251,7 +237,7 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         protected async Task<CallResult<T>> DeserializeAsync<T>(Stream stream, JsonSerializer? serializer = null, int? requestId = null, long? elapsedMilliseconds = null)
         {
-            serializer ??= _defaultSerializer;
+            serializer ??= DefaultSerializer;
             string? data = null;
 
             try
@@ -263,7 +249,6 @@ namespace CryptoExchange.Net
                 if (OutputOriginalData == true)
                 {
                     data = await reader.ReadToEndAsync().ConfigureAwait(false);
-                    _logger.Log(LogLevel.Debug, $"{(requestId != null ? $"[{requestId}] " : "")}Response received{(elapsedMilliseconds != null ? $" in {elapsedMilliseconds}" : " ")}ms: " + data);
                     var result = Deserialize<T>(data, serializer, requestId);
                     result.OriginalData = data;
                     return result;
@@ -272,7 +257,6 @@ namespace CryptoExchange.Net
                 // If we don't have to keep track of the original json data we can use the JsonTextReader to deserialize the stream directly
                 // into the desired object, which has increased performance over first reading the string value into memory and deserializing from that
                 using var jsonReader = new JsonTextReader(reader);
-                _logger.Log(LogLevel.Debug, $"{(requestId != null ? $"[{requestId}] " : "")}Response received{(elapsedMilliseconds != null ? $" in {elapsedMilliseconds}" : " ")}ms");
                 return new CallResult<T>(serializer.Deserialize<T>(jsonReader)!);
             }
             catch (JsonReaderException jre)
@@ -338,19 +322,6 @@ namespace CryptoExchange.Net
             return await reader.ReadToEndAsync().ConfigureAwait(false);
         }
 
-        /// <summary>
-        /// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique across different client instances
-        /// </summary>
-        /// <returns></returns>
-        protected static int NextId()
-        {
-            lock (_idLock)
-            {
-                _lastId += 1;
-                return _lastId;
-            }
-        }
-
         /// <summary>
         /// Dispose
         /// </summary>

CryptoExchange.Net/Clients/BaseClient.cs

@@ -1,5 +1,4 @@
 using CryptoExchange.Net.Authentication;
-using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
 using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Logging.Abstractions;
@@ -52,7 +51,7 @@ namespace CryptoExchange.Net
         /// </summary>
         /// <param name="options"></param>
         /// <exception cref="ArgumentNullException"></exception>
-        public virtual void Initialize(ExchangeOptions options)
+        protected virtual void Initialize(ExchangeOptions options)
         {
             if (options == null)
                 throw new ArgumentNullException(nameof(options));

CryptoExchange.Net/Clients/BaseSocketClient.cs

@@ -4,7 +4,7 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Interfaces;
-using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.Objects.Sockets;
 using Microsoft.Extensions.Logging;
 
 namespace CryptoExchange.Net
@@ -101,8 +101,10 @@ namespace CryptoExchange.Net
         public string GetSubscriptionsState()
         {
             var result = new StringBuilder();
-            foreach(var client in ApiClients.OfType<SocketApiClient>())            
-                result.AppendLine(client.GetSubscriptionsState());            
+            foreach (var client in ApiClients.OfType<SocketApiClient>().Where(c => c.CurrentSubscriptions > 0))
+            {
+                result.AppendLine(client.GetSubscriptionsState());
+            }
             return result.ToString();
         }
     }

CryptoExchange.Net/Clients/CryptoBaseClient.cs

@@ -0,0 +1,67 @@
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <summary>
+    /// Base crypto client
+    /// </summary>
+    public class CryptoBaseClient : IDisposable
+    {
+        private Dictionary<Type, object> _serviceCache = new Dictionary<Type, object>();
+
+        /// <summary>
+        /// Service provider
+        /// </summary>
+        protected readonly IServiceProvider? _serviceProvider;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CryptoBaseClient() { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider"></param>
+        public CryptoBaseClient(IServiceProvider serviceProvider)
+        {
+            _serviceProvider = serviceProvider;
+            _serviceCache = new Dictionary<Type, object>();
+        }
+
+        /// <summary>
+        /// Try get a client by type for the service collection
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <returns></returns>
+        public T TryGet<T>(Func<T> createFunc)
+        {
+            var type = typeof(T);
+            if (_serviceCache.TryGetValue(type, out var value))
+                return (T)value;
+
+            if (_serviceProvider == null)
+            {
+                // Create with default options
+                var createResult = createFunc();
+                _serviceCache.Add(typeof(T), createResult!);
+                return createResult;
+            }
+
+            var result = _serviceProvider.GetService<T>() 
+                ?? throw new InvalidOperationException($"No service was found for {typeof(T).Name}, make sure the exchange is registered in dependency injection with the `services.Add[Exchange]()` method");
+            _serviceCache.Add(type, result!);
+            return result;
+        }
+
+        /// <summary>
+        /// Dispose
+        /// </summary>
+        public void Dispose()
+        {
+            _serviceCache.Clear();
+        }
+    }
+}

CryptoExchange.Net/Clients/CryptoRestClient.cs

@@ -0,0 +1,47 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Interfaces.CommonClients;
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <inheritdoc />
+    public class CryptoRestClient : CryptoBaseClient, ICryptoRestClient
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CryptoRestClient()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider"></param>
+        public CryptoRestClient(IServiceProvider serviceProvider) : base(serviceProvider)
+        {
+        }
+
+        /// <summary>
+        /// Get a list of the registered ISpotClient implementations
+        /// </summary>
+        /// <returns></returns>
+        public IEnumerable<ISpotClient> GetSpotClients()
+        {
+            if (_serviceProvider == null)
+                return new List<ISpotClient>();
+
+            return _serviceProvider.GetServices<ISpotClient>().ToList();
+        }
+
+        /// <summary>
+        /// Get an ISpotClient implementation by exchange name
+        /// </summary>
+        /// <param name="exchangeName"></param>
+        /// <returns></returns>
+        public ISpotClient? SpotClient(string exchangeName) => _serviceProvider.GetServices<ISpotClient>()?.SingleOrDefault(s => s.ExchangeName.Equals(exchangeName, StringComparison.InvariantCultureIgnoreCase));
+    }
+}

CryptoExchange.Net/Clients/CryptoSocketClient.cs

@@ -0,0 +1,24 @@
+using CryptoExchange.Net.Interfaces;
+using System;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <inheritdoc />
+    public class CryptoSocketClient : CryptoBaseClient, ICryptoSocketClient
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CryptoSocketClient()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider"></param>
+        public CryptoSocketClient(IServiceProvider serviceProvider) : base(serviceProvider)
+        {
+        }
+    }
+}

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -4,6 +4,7 @@ using System.Diagnostics;
 using System.Diagnostics.CodeAnalysis;
 using System.IO;
 using System.Linq;
+using System.Net;
 using System.Net.Http;
 using System.Threading;
 using System.Threading.Tasks;
@@ -71,7 +72,7 @@ namespace CryptoExchange.Net
                 rateLimiters.Add(rateLimiter);
             RateLimiters = rateLimiters;
 
-            RequestFactory.Configure(options.RequestTimeout, httpClient);
+            RequestFactory.Configure(options.Proxy, options.RequestTimeout, httpClient);
         }
 
         /// <summary>
@@ -82,6 +83,7 @@ namespace CryptoExchange.Net
         /// <param name="cancellationToken">Cancellation token</param>
         /// <param name="parameters">The parameters of the request</param>
         /// <param name="signed">Whether or not the request should be authenticated</param>
+        /// <param name="requestBodyFormat">The format of the body content</param>
         /// <param name="parameterPosition">Where the parameters should be placed, overwrites the value set in the client</param>
         /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
         /// <param name="requestWeight">Credits used for the request</param>
@@ -96,6 +98,7 @@ namespace CryptoExchange.Net
             CancellationToken cancellationToken,
             Dictionary<string, object>? parameters = null,
             bool signed = false,
+            RequestBodyFormat? requestBodyFormat = null,
             HttpMethodParameterPosition? parameterPosition = null,
             ArrayParametersSerialization? arraySerialization = null,
             int requestWeight = 1,
@@ -107,11 +110,16 @@ namespace CryptoExchange.Net
             while (true)
             {
                 currentTry++;
-                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, parameterPosition, arraySerialization, requestWeight, deserializer, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
+                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, requestBodyFormat, parameterPosition, arraySerialization, requestWeight, deserializer, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
                 if (!request)
                     return new WebCallResult(request.Error!);
 
                 var result = await GetResponseAsync<object>(request.Data, deserializer, cancellationToken, true).ConfigureAwait(false);
+                if (!result)
+                    _logger.Log(LogLevel.Warning, $"[Req {result.RequestId}] {result.ResponseStatusCode} Error received in {result.ResponseTime!.Value.TotalMilliseconds}ms: {result.Error}");
+                else
+                    _logger.Log(LogLevel.Debug, $"[Req {result.RequestId}] {result.ResponseStatusCode} Response received in {result.ResponseTime!.Value.TotalMilliseconds}ms{(OutputOriginalData ? (": " + result.OriginalData) : "")}");
+
                 if (await ShouldRetryRequestAsync(result, currentTry).ConfigureAwait(false))
                     continue;
 
@@ -128,6 +136,7 @@ namespace CryptoExchange.Net
         /// <param name="cancellationToken">Cancellation token</param>
         /// <param name="parameters">The parameters of the request</param>
         /// <param name="signed">Whether or not the request should be authenticated</param>
+        /// <param name="requestBodyFormat">The format of the body content</param>
         /// <param name="parameterPosition">Where the parameters should be placed, overwrites the value set in the client</param>
         /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
         /// <param name="requestWeight">Credits used for the request</param>
@@ -142,6 +151,7 @@ namespace CryptoExchange.Net
             CancellationToken cancellationToken,
             Dictionary<string, object>? parameters = null,
             bool signed = false,
+            RequestBodyFormat? requestBodyFormat = null,
             HttpMethodParameterPosition? parameterPosition = null,
             ArrayParametersSerialization? arraySerialization = null,
             int requestWeight = 1,
@@ -154,11 +164,16 @@ namespace CryptoExchange.Net
             while (true)
             {
                 currentTry++;
-                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, parameterPosition, arraySerialization, requestWeight, deserializer, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
+                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, requestBodyFormat, parameterPosition, arraySerialization, requestWeight, deserializer, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
                 if (!request)
                     return new WebCallResult<T>(request.Error!);
 
                 var result = await GetResponseAsync<T>(request.Data, deserializer, cancellationToken, false).ConfigureAwait(false);
+                if (!result)
+                    _logger.Log(LogLevel.Warning, $"[Req {result.RequestId}] {result.ResponseStatusCode} Error received in {result.ResponseTime!.Value.TotalMilliseconds}ms: {result.Error}");
+                else
+                    _logger.Log(LogLevel.Debug, $"[Req {result.RequestId}] {result.ResponseStatusCode} Response received in {result.ResponseTime!.Value.TotalMilliseconds}ms{(OutputOriginalData ? (": " + result.OriginalData) : "")}");
+
                 if (await ShouldRetryRequestAsync(result, currentTry).ConfigureAwait(false))
                     continue;
 
@@ -174,6 +189,7 @@ namespace CryptoExchange.Net
         /// <param name="cancellationToken">Cancellation token</param>
         /// <param name="parameters">The parameters of the request</param>
         /// <param name="signed">Whether or not the request should be authenticated</param>
+        /// <param name="requestBodyFormat">The format of the body content</param>
         /// <param name="parameterPosition">Where the parameters should be placed, overwrites the value set in the client</param>
         /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
         /// <param name="requestWeight">Credits used for the request</param>
@@ -187,6 +203,7 @@ namespace CryptoExchange.Net
             CancellationToken cancellationToken,
             Dictionary<string, object>? parameters = null,
             bool signed = false,
+            RequestBodyFormat? requestBodyFormat = null,
             HttpMethodParameterPosition? parameterPosition = null,
             ArrayParametersSerialization? arraySerialization = null,
             int requestWeight = 1,
@@ -194,7 +211,7 @@ namespace CryptoExchange.Net
             Dictionary<string, string>? additionalHeaders = null,
             bool ignoreRatelimit = false)
         {
-            var requestId = NextId();
+            var requestId = ExchangeHelpers.NextId();
 
             if (signed)
             {
@@ -207,7 +224,7 @@ namespace CryptoExchange.Net
                     var syncTimeResult = await syncTask.ConfigureAwait(false);
                     if (!syncTimeResult)
                     {
-                        _logger.Log(LogLevel.Debug, $"[{requestId}] Failed to sync time, aborting request: " + syncTimeResult.Error);
+                        _logger.Log(LogLevel.Debug, $"[Req {requestId}] Failed to sync time, aborting request: " + syncTimeResult.Error);
                         return syncTimeResult.As<IRequest>(default);
                     }
                 }
@@ -225,13 +242,13 @@ namespace CryptoExchange.Net
 
             if (signed && AuthenticationProvider == null)
             {
-                _logger.Log(LogLevel.Warning, $"[{requestId}] Request {uri.AbsolutePath} failed because no ApiCredentials were provided");
+                _logger.Log(LogLevel.Warning, $"[Req {requestId}] Request {uri.AbsolutePath} failed because no ApiCredentials were provided");
                 return new CallResult<IRequest>(new NoApiCredentialsError());
             }
 
-            _logger.Log(LogLevel.Information, $"[{requestId}] Creating request for " + uri);
+            _logger.Log(LogLevel.Information, $"[Req {requestId}] Creating request for " + uri);
             var paramsPosition = parameterPosition ?? ParameterPositions[method];
-            var request = ConstructRequest(uri, method, parameters?.OrderBy(p => p.Key).ToDictionary(p => p.Key, p => p.Value), signed, paramsPosition, arraySerialization ?? this.arraySerialization, requestId, additionalHeaders);
+            var request = ConstructRequest(uri, method, parameters?.OrderBy(p => p.Key).ToDictionary(p => p.Key, p => p.Value), signed, paramsPosition, arraySerialization ?? this.arraySerialization, requestBodyFormat ?? this.requestBodyFormat, requestId, additionalHeaders);
 
             string? paramString = "";
             if (paramsPosition == HttpMethodParameterPosition.InBody)
@@ -242,7 +259,7 @@ namespace CryptoExchange.Net
                 paramString += " with headers " + string.Join(", ", headers.Select(h => h.Key + $"=[{string.Join(",", h.Value)}]"));
 
             TotalRequestsMade++;
-            _logger.Log(LogLevel.Trace, $"[{requestId}] Sending {method}{(signed ? " signed" : "")} request to {request.Uri}{paramString ?? " "}");
+            _logger.Log(LogLevel.Trace, $"[Req {requestId}] Sending {method}{(signed ? " signed" : "")} request to {request.Uri}{paramString ?? " "}");
             return new CallResult<IRequest>(request);
         }
 
@@ -260,9 +277,9 @@ namespace CryptoExchange.Net
             CancellationToken cancellationToken,
             bool expectedEmptyResponse)
         {
+            var sw = Stopwatch.StartNew();
             try
             {
-                var sw = Stopwatch.StartNew();
                 var response = await request.GetResponseAsync(cancellationToken).ConfigureAwait(false);
                 sw.Stop();
                 var statusCode = response.StatusCode;
@@ -272,7 +289,7 @@ namespace CryptoExchange.Net
                 if (response.IsSuccessStatusCode)
                 {
                     // If we have to manually parse error responses (can't rely on HttpStatusCode) we'll need to read the full
-                    // response before being able to deserialize it into the resulting type since we don't know if it an error response or data
+                    // response before being able to deserialize it into the resulting type since we don't know if its an error response or data
                     if (manualParseError)
                     {
                         using var reader = new StreamReader(responseStream);
@@ -280,23 +297,22 @@ namespace CryptoExchange.Net
                         responseLength ??= data.Length;
                         responseStream.Close();
                         response.Close();
-                        _logger.Log(LogLevel.Debug, $"[{request.RequestId}] Response received in {sw.ElapsedMilliseconds}ms{(OutputOriginalData ? (": " + data) : "")}");
 
                         if (!expectedEmptyResponse)
                         {
                             // Validate if it is valid json. Sometimes other data will be returned, 502 error html pages for example
                             var parseResult = ValidateJson(data);
                             if (!parseResult.Success)
-                                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parseResult.Error!);
+                                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parseResult.Error!);
 
                             // Let the library implementation see if it is an error response, and if so parse the error
                             var error = await TryParseErrorAsync(parseResult.Data).ConfigureAwait(false);
                             if (error != null)
-                                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
+                                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
 
                             // Not an error, so continue deserializing
                             var deserializeResult = Deserialize<T>(parseResult.Data, deserializer, request.RequestId);
-                            return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), deserializeResult.Data, deserializeResult.Error);
+                            return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), deserializeResult.Data, deserializeResult.Error);
                         }
                         else
                         {
@@ -305,16 +321,16 @@ namespace CryptoExchange.Net
                                 var parseResult = ValidateJson(data);
                                 if (!parseResult.Success)
                                     // Not empty, and not json
-                                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parseResult.Error!);
+                                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parseResult.Error!);
 
                                 var error = await TryParseErrorAsync(parseResult.Data).ConfigureAwait(false);
                                 if (error != null)
                                     // Error response
-                                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
+                                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
                             }
 
                             // Empty success response; okay
-                            return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, default);
+                            return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? data : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, default);
                         }
                     }
                     else
@@ -325,7 +341,7 @@ namespace CryptoExchange.Net
                             responseStream.Close();
                             response.Close();
 
-                            return new WebCallResult<T>(statusCode, headers, sw.Elapsed, 0, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, null);
+                            return new WebCallResult<T>(statusCode, headers, sw.Elapsed, 0, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, null);
                         }
 
                         // Success status code, and we don't have to check for errors. Continue deserializing directly from the stream
@@ -333,7 +349,7 @@ namespace CryptoExchange.Net
                         responseStream.Close();
                         response.Close();
 
-                        return new WebCallResult<T>(statusCode, headers, sw.Elapsed, responseLength, OutputOriginalData ? desResult.OriginalData : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), desResult.Data, desResult.Error);
+                        return new WebCallResult<T>(statusCode, headers, sw.Elapsed, responseLength, OutputOriginalData ? desResult.OriginalData : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), desResult.Data, desResult.Error);
                     }
                 }
                 else
@@ -341,36 +357,37 @@ namespace CryptoExchange.Net
                     // Http status code indicates error
                     using var reader = new StreamReader(responseStream);
                     var data = await reader.ReadToEndAsync().ConfigureAwait(false);
-                    _logger.Log(LogLevel.Warning, $"[{request.RequestId}] Error received in {sw.ElapsedMilliseconds}ms: {data}");
                     responseStream.Close();
                     response.Close();
-                    var parseResult = ValidateJson(data);
-                    var error = parseResult.Success ? ParseErrorResponse(parseResult.Data) : new ServerError(data)!;
+
+                    Error error;
+                    if (response.StatusCode == (HttpStatusCode)418 || response.StatusCode == (HttpStatusCode)429)
+                        error = ParseRateLimitResponse((int)response.StatusCode, response.ResponseHeaders, data);
+                    else
+                        error = ParseErrorResponse((int)response.StatusCode, response.ResponseHeaders, data);
+
                     if (error.Code == null || error.Code == 0)
                         error.Code = (int)response.StatusCode;
-                    return new WebCallResult<T>(statusCode, headers, sw.Elapsed, data.Length, data, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error);
+                    return new WebCallResult<T>(statusCode, headers, sw.Elapsed, data.Length, data, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error);
                 }
             }
             catch (HttpRequestException requestException)
             {
                 // Request exception, can't reach server for instance
                 var exceptionInfo = requestException.ToLogString();
-                _logger.Log(LogLevel.Warning, $"[{request.RequestId}] Request exception: " + exceptionInfo);
-                return new WebCallResult<T>(null, null, null, null, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError(exceptionInfo));
+                return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError(exceptionInfo));
             }
             catch (OperationCanceledException canceledException)
             {
                 if (cancellationToken != default && canceledException.CancellationToken == cancellationToken)
                 {
                     // Cancellation token canceled by caller
-                    _logger.Log(LogLevel.Warning, $"[{request.RequestId}] Request canceled by cancellation token");
-                    return new WebCallResult<T>(null, null, null, null, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new CancellationRequestedError());
+                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new CancellationRequestedError());
                 }
                 else
                 {
                     // Request timed out
-                    _logger.Log(LogLevel.Warning, $"[{request.RequestId}] Request timed out: " + canceledException.ToLogString());
-                    return new WebCallResult<T>(null, null, null, null, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError($"[{request.RequestId}] Request timed out"));
+                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError($"Request timed out"));
                 }
             }
         }
@@ -406,6 +423,7 @@ namespace CryptoExchange.Net
         /// <param name="signed">Whether or not the request should be authenticated</param>
         /// <param name="parameterPosition">Where the parameters should be placed</param>
         /// <param name="arraySerialization">How array parameters should be serialized</param>
+        /// <param name="bodyFormat">Format of the body content</param>
         /// <param name="requestId">Unique id of a request</param>
         /// <param name="additionalHeaders">Additional headers to send with the request</param>
         /// <returns></returns>
@@ -416,6 +434,7 @@ namespace CryptoExchange.Net
             bool signed,
             HttpMethodParameterPosition parameterPosition,
             ArrayParametersSerialization arraySerialization,
+            RequestBodyFormat bodyFormat,
             int requestId,
             Dictionary<string, string>? additionalHeaders)
         {
@@ -496,7 +515,7 @@ namespace CryptoExchange.Net
 
             if (parameterPosition == HttpMethodParameterPosition.InBody)
             {
-                var contentType = requestBodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
+                var contentType = bodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
                 if (bodyParameters.Any())
                     WriteParamBody(request, bodyParameters, contentType);
                 else
@@ -514,13 +533,13 @@ namespace CryptoExchange.Net
         /// <param name="contentType">The content type of the data</param>
         protected virtual void WriteParamBody(IRequest request, SortedDictionary<string, object> parameters, string contentType)
         {
-            if (requestBodyFormat == RequestBodyFormat.Json)
+            if (contentType == Constants.JsonContentHeader)
             {
                 // Write the parameters as json in the body
                 var stringData = JsonConvert.SerializeObject(parameters);
                 request.SetContent(stringData, contentType);
             }
-            else if (requestBodyFormat == RequestBodyFormat.FormData)
+            else if (contentType == Constants.FormContentHeader)
             {
                 // Write the parameters as form data in the body
                 var stringData = parameters.ToFormData();
@@ -529,13 +548,39 @@ namespace CryptoExchange.Net
         }
 
         /// <summary>
-        /// Parse an error response from the server. Only used when server returns a status other than Success(200)
+        /// Parse an error response from the server. Only used when server returns a status other than Success(200) or ratelimit error (429 or 418)
         /// </summary>
-        /// <param name="error">The string the request returned</param>
+        /// <param name="httpStatusCode">The response status code</param>
+        /// <param name="responseHeaders">The response headers</param>
+        /// <param name="data">The response data</param>
         /// <returns></returns>
-        protected virtual Error ParseErrorResponse(JToken error)
+        protected virtual Error ParseErrorResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, string data)
         {
-            return new ServerError(error.ToString());
+            return new ServerError(data);
+        }
+        
+        /// <summary>
+        /// Parse a rate limit error response from the server. Only used when server returns http status 429 or 418
+        /// </summary>
+        /// <param name="httpStatusCode">The response status code</param>
+        /// <param name="responseHeaders">The response headers</param>
+        /// <param name="data">The response data</param>
+        /// <returns></returns>
+        protected virtual Error ParseRateLimitResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, string data)
+        {
+            // Handle retry after header
+            var retryAfterHeader = responseHeaders.SingleOrDefault(r => r.Key.Equals("Retry-After", StringComparison.InvariantCultureIgnoreCase));
+            if (retryAfterHeader.Value?.Any() != true)
+                return new ServerRateLimitError(data);
+
+            var value = retryAfterHeader.Value.First();
+            if (int.TryParse(value, out var seconds))
+                return new ServerRateLimitError(data) { RetryAfter = DateTime.UtcNow.AddSeconds(seconds) };
+
+            if (DateTime.TryParse(value, out var datetime))
+                return new ServerRateLimitError(data) { RetryAfter = datetime };
+
+            return new ServerRateLimitError(data);
         }
 
         /// <summary>
@@ -548,14 +593,14 @@ namespace CryptoExchange.Net
         {
             var timeSyncParams = GetTimeSyncInfo();
             if (timeSyncParams == null)
-                return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, true, null);
+                return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
 
             if (await timeSyncParams.TimeSyncState.Semaphore.WaitAsync(0).ConfigureAwait(false))
             {
                 if (!timeSyncParams.SyncTime || (DateTime.UtcNow - timeSyncParams.TimeSyncState.LastSyncTime < timeSyncParams.RecalculationInterval))
                 {
                     timeSyncParams.TimeSyncState.Semaphore.Release();
-                    return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, true, null);
+                    return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
                 }
 
                 var localTime = DateTime.UtcNow;
@@ -584,7 +629,7 @@ namespace CryptoExchange.Net
                 timeSyncParams.TimeSyncState.Semaphore.Release();
             }
 
-            return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, true, null);
+            return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
         }
     }
 }

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -1,14 +1,18 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
 using Microsoft.Extensions.Logging;
-using Newtonsoft.Json.Linq;
 using System;
 using System.Collections.Concurrent;
 using System.Collections.Generic;
-using System.Diagnostics.CodeAnalysis;
+using System.Diagnostics;
+using System.IO;
 using System.Linq;
+using System.Net.Sockets;
+using System.Net.WebSockets;
 using System.Text;
 using System.Threading;
 using System.Threading.Tasks;
@@ -39,36 +43,10 @@ namespace CryptoExchange.Net
         /// </summary>
         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>
-        protected Func<byte[], string>? dataInterpreterBytes;
-
-        /// <summary>
-        /// Delegate used for processing string data received from socket connections before it is processed by handlers
-        /// </summary>
-        protected Func<string, string>? dataInterpreterString;
-
         /// <summary>
         /// Handlers for data from the socket which doesn't need to be forwarded to the caller. Ping or welcome messages for example.
         /// </summary>
-        protected Dictionary<string, Action<MessageEvent>> genericHandlers = new();
-
-        /// <summary>
-        /// The task that is sending periodic data on the websocket. Can be used for sending Ping messages every x seconds or similair. Not necesarry.
-        /// </summary>
-        protected Task? periodicTask;
-
-        /// <summary>
-        /// Wait event for the periodicTask
-        /// </summary>
-        protected AsyncResetEvent? periodicEvent;
-
-        /// <summary>
-        /// If true; data which is a response to a query will also be distributed to subscriptions
-        /// If false; data which is a response to a query won't get forwarded to subscriptions as well
-        /// </summary>
-        protected internal bool ContinueOnQueryResponse { get; protected set; }
+        protected List<SystemSubscription> systemSubscriptions = new();
 
         /// <summary>
         /// If a message is received on the socket which is not handled by a handler this boolean determines whether this logs an error message
@@ -76,9 +54,19 @@ namespace CryptoExchange.Net
         protected internal bool UnhandledMessageExpected { get; set; }
 
         /// <summary>
-        /// The max amount of outgoing messages per socket per second
+        /// If true a subscription will accept message before the confirmation of a subscription has been received
         /// </summary>
-        protected internal int? RateLimitPerSocketPerSecond { get; set; }
+        protected bool HandleMessageBeforeConfirmation { get; set; }
+
+        /// <summary>
+        /// The rate limiters 
+        /// </summary>
+        protected internal IEnumerable<IRateLimiter>? RateLimiters { get; set; }
+
+        /// <summary>
+        /// Periodic task regisrations
+        /// </summary>
+        protected List<PeriodicTaskRegistration> PeriodicTaskRegistrations { get; set; } = new List<PeriodicTaskRegistration>();
 
         /// <inheritdoc />
         public double IncomingKbps
@@ -103,16 +91,16 @@ namespace CryptoExchange.Net
                 if (!socketConnections.Any())
                     return 0;
 
-                return socketConnections.Sum(s => s.Value.SubscriptionCount);
+                return socketConnections.Sum(s => s.Value.UserSubscriptionCount);
             }
         }
 
-
         /// <inheritdoc />
         public new SocketExchangeOptions ClientOptions => (SocketExchangeOptions)base.ClientOptions;
 
         /// <inheritdoc />
         public new SocketApiOptions ApiOptions => (SocketApiOptions)base.ApiOptions;
+
         #endregion
 
         /// <summary>
@@ -130,52 +118,57 @@ namespace CryptoExchange.Net
                   options,
                   apiOptions)
         {
+            var rateLimiters = new List<IRateLimiter>();
+            foreach (var rateLimiter in apiOptions.RateLimiters)
+                rateLimiters.Add(rateLimiter);
+            RateLimiters = rateLimiters;
         }
 
         /// <summary>
-        /// Set a delegate to be used for processing data received from socket connections before it is processed by handlers
+        /// Add a query to periodically send on each connection
         /// </summary>
-        /// <param name="byteHandler">Handler for byte data</param>
-        /// <param name="stringHandler">Handler for string data</param>
-        protected void SetDataInterpreter(Func<byte[], string>? byteHandler, Func<string, string>? stringHandler)
+        /// <param name="identifier"></param>
+        /// <param name="interval"></param>
+        /// <param name="queryDelegate"></param>
+        /// <param name="callback"></param>
+        protected virtual void RegisterPeriodicQuery(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<CallResult>? callback)
         {
-            dataInterpreterBytes = byteHandler;
-            dataInterpreterString = stringHandler;
+            PeriodicTaskRegistrations.Add(new PeriodicTaskRegistration
+            {
+                Identifier = identifier,
+                Callback = callback,
+                Interval = interval,
+                QueryDelegate = queryDelegate
+            });
         }
 
         /// <summary>
         /// Connect to an url and listen for data on the BaseAddress
         /// </summary>
-        /// <typeparam name="T">The type of the expected data</typeparam>
-        /// <param name="request">The optional request object to send, will be serialized to json</param>
-        /// <param name="identifier">The identifier to use, necessary if no request object is sent</param>
-        /// <param name="authenticated">If the subscription is to an authenticated endpoint</param>
-        /// <param name="dataHandler">The handler of update data</param>
+        /// <param name="subscription">The subscription</param>
         /// <param name="ct">Cancellation token for closing this subscription</param>
         /// <returns></returns>
-        protected virtual Task<CallResult<UpdateSubscription>> SubscribeAsync<T>(object? request, string? identifier, bool authenticated, Action<DataEvent<T>> dataHandler, CancellationToken ct)
+        protected virtual Task<CallResult<UpdateSubscription>> SubscribeAsync(Subscription subscription, CancellationToken ct)
         {
-            return SubscribeAsync(BaseAddress, request, identifier, authenticated, dataHandler, ct);
+            return SubscribeAsync(BaseAddress, subscription, ct);
         }
 
         /// <summary>
         /// Connect to an url and listen for data
         /// </summary>
-        /// <typeparam name="T">The type of the expected data</typeparam>
         /// <param name="url">The URL to connect to</param>
-        /// <param name="request">The optional request object to send, will be serialized to json</param>
-        /// <param name="identifier">The identifier to use, necessary if no request object is sent</param>
-        /// <param name="authenticated">If the subscription is to an authenticated endpoint</param>
-        /// <param name="dataHandler">The handler of update data</param>
+        /// <param name="subscription">The subscription</param>
         /// <param name="ct">Cancellation token for closing this subscription</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<UpdateSubscription>> SubscribeAsync<T>(string url, object? request, string? identifier, bool authenticated, Action<DataEvent<T>> dataHandler, CancellationToken ct)
+        protected virtual async Task<CallResult<UpdateSubscription>> SubscribeAsync(string url, Subscription subscription, CancellationToken ct)
         {
             if (_disposing)
                 return new CallResult<UpdateSubscription>(new InvalidOperationError("Client disposed, can't subscribe"));
 
+            if (subscription.Authenticated && AuthenticationProvider == null)
+                return new CallResult<UpdateSubscription>(new NoApiCredentialsError());
+
             SocketConnection socketConnection;
-            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
@@ -193,17 +186,17 @@ namespace CryptoExchange.Net
                 while (true)
                 {
                     // Get a new or existing socket connection
-                    var socketResult = await GetSocketConnection(url, authenticated).ConfigureAwait(false);
+                    var socketResult = await GetSocketConnection(url, subscription.Authenticated).ConfigureAwait(false);
                     if (!socketResult)
                         return socketResult.As<UpdateSubscription>(null);
 
                     socketConnection = socketResult.Data;
 
                     // Add a subscription on the socket connection
-                    subscription = AddSubscription(request, identifier, true, socketConnection, dataHandler, authenticated);
-                    if (subscription == null)
+                    var success = socketConnection.CanAddSubscription();
+                    if (!success)
                     {
-                        _logger.Log(LogLevel.Trace, $"Socket {socketConnection.SocketId} failed to add subscription, retrying on different connection");
+                        _logger.Log(LogLevel.Trace, $"[Sckt {socketConnection.SocketId}] failed to add subscription, retrying on different connection");
                         continue;
                     }
 
@@ -216,7 +209,7 @@ namespace CryptoExchange.Net
 
                     var needsConnecting = !socketConnection.Connected;
 
-                    var connectResult = await ConnectIfNeededAsync(socketConnection, authenticated).ConfigureAwait(false);
+                    var connectResult = await ConnectIfNeededAsync(socketConnection, subscription.Authenticated).ConfigureAwait(false);
                     if (!connectResult)
                         return new CallResult<UpdateSubscription>(connectResult.Error!);
 
@@ -231,74 +224,60 @@ namespace CryptoExchange.Net
 
             if (socketConnection.PausedActivity)
             {
-                _logger.Log(LogLevel.Warning, $"Socket {socketConnection.SocketId} has been paused, can't subscribe at this moment");
+                _logger.Log(LogLevel.Warning, $"[Sckt {socketConnection.SocketId}] has been paused, can't subscribe at this moment");
                 return new CallResult<UpdateSubscription>(new ServerError("Socket is paused"));
             }
 
-            if (request != null)
+            var waitEvent = new AsyncResetEvent(false);
+            var subQuery = subscription.GetSubQuery(socketConnection);
+            if (subQuery != null)
             {
+                if (HandleMessageBeforeConfirmation)
+                    socketConnection.AddSubscription(subscription);
+
                 // Send the request and wait for answer
-                var subResult = await SubscribeAndWaitAsync(socketConnection, request, subscription).ConfigureAwait(false);
+                var subResult = await socketConnection.SendAndWaitQueryAsync(subQuery, waitEvent).ConfigureAwait(false);
                 if (!subResult)
                 {
-                    _logger.Log(LogLevel.Warning, $"Socket {socketConnection.SocketId} failed to subscribe: {subResult.Error}");
-                    await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
+                    waitEvent?.Set();
+                    _logger.Log(LogLevel.Warning, $"[Sckt {socketConnection.SocketId}] failed to subscribe: {subResult.Error}");                    
+                    // If this was a timeout we still need to send an unsubscribe to prevent messages coming in later
+                    var unsubscribe = subResult.Error is CancellationRequestedError;
+                    await socketConnection.CloseAsync(subscription, unsubscribe).ConfigureAwait(false);
+
                     return new CallResult<UpdateSubscription>(subResult.Error!);
                 }
-            }
-            else
-            {
-                // No request to be sent, so just mark the subscription as comfirmed
-                subscription.Confirmed = true;
+
+                subscription.HandleSubQueryResponse(subQuery.Response!);
             }
 
+            subscription.Confirmed = true;
             if (ct != default)
             {
                 subscription.CancellationTokenRegistration = ct.Register(async () =>
                 {
-                    _logger.Log(LogLevel.Information, $"Socket {socketConnection.SocketId} Cancellation token set, closing subscription");
+                    _logger.Log(LogLevel.Information, $"[Sckt {socketConnection.SocketId}] Cancellation token set, closing subscription {subscription.Id}");
                     await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
                 }, false);
             }
 
-            _logger.Log(LogLevel.Information, $"Socket {socketConnection.SocketId} subscription {subscription.Id} completed successfully");
+            if (!HandleMessageBeforeConfirmation)
+                socketConnection.AddSubscription(subscription);
+
+            waitEvent?.Set();
+            _logger.Log(LogLevel.Information, $"[Sckt {socketConnection.SocketId}] subscription {subscription.Id} completed successfully");
             return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));
         }
 
-        /// <summary>
-        /// Sends the subscribe request and waits for a response to that request
-        /// </summary>
-        /// <param name="socketConnection">The connection to send the request on</param>
-        /// <param name="request">The request to send, will be serialized to json</param>
-        /// <param name="subscription">The subscription the request is for</param>
-        /// <returns></returns>
-        protected internal virtual async Task<CallResult<bool>> SubscribeAndWaitAsync(SocketConnection socketConnection, object request, SocketSubscription subscription)
-        {
-            CallResult<object>? callResult = null;
-            await socketConnection.SendAndWaitAsync(request, ClientOptions.RequestTimeout, subscription, data => HandleSubscriptionResponse(socketConnection, subscription, request, data, out callResult)).ConfigureAwait(false);
-
-            if (callResult?.Success == true)
-            {
-                subscription.Confirmed = true;
-                return new CallResult<bool>(true);
-            }
-
-            if (callResult == null)
-                return new CallResult<bool>(new ServerError("No response on subscription request received"));
-
-            return new CallResult<bool>(callResult.Error!);
-        }
-
         /// <summary>
         /// Send a query on a socket connection to the BaseAddress and wait for the response
         /// </summary>
         /// <typeparam name="T">Expected result type</typeparam>
-        /// <param name="request">The request to send, will be serialized to json</param>
-        /// <param name="authenticated">If the query is to an authenticated endpoint</param>
+        /// <param name="query">The query</param>
         /// <returns></returns>
-        protected virtual Task<CallResult<T>> QueryAsync<T>(object request, bool authenticated)
+        protected virtual Task<CallResult<T>> QueryAsync<T>(Query<T> query)
         {
-            return QueryAsync<T>(BaseAddress, request, authenticated);
+            return QueryAsync(BaseAddress, query);
         }
 
         /// <summary>
@@ -306,10 +285,9 @@ namespace CryptoExchange.Net
         /// </summary>
         /// <typeparam name="T">The expected result type</typeparam>
         /// <param name="url">The url for the request</param>
-        /// <param name="request">The request to send</param>
-        /// <param name="authenticated">Whether the socket should be authenticated</param>
+        /// <param name="query">The query</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, object request, bool authenticated)
+        protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, Query<T> query)
         {
             if (_disposing)
                 return new CallResult<T>(new InvalidOperationError("Client disposed, can't query"));
@@ -319,7 +297,7 @@ namespace CryptoExchange.Net
             await semaphoreSlim.WaitAsync().ConfigureAwait(false);
             try
             {
-                var socketResult = await GetSocketConnection(url, authenticated).ConfigureAwait(false);
+                var socketResult = await GetSocketConnection(url, query.Authenticated).ConfigureAwait(false);
                 if (!socketResult)
                     return socketResult.As<T>(default);
 
@@ -332,7 +310,7 @@ namespace CryptoExchange.Net
                     released = true;
                 }
 
-                var connectResult = await ConnectIfNeededAsync(socketConnection, authenticated).ConfigureAwait(false);
+                var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated).ConfigureAwait(false);
                 if (!connectResult)
                     return new CallResult<T>(connectResult.Error!);
             }
@@ -344,33 +322,11 @@ namespace CryptoExchange.Net
 
             if (socketConnection.PausedActivity)
             {
-                _logger.Log(LogLevel.Warning, $"Socket {socketConnection.SocketId} has been paused, can't send query at this moment");
+                _logger.Log(LogLevel.Warning, $"[Sckt {socketConnection.SocketId}] has been paused, can't send query at this moment");
                 return new CallResult<T>(new ServerError("Socket is paused"));
             }
 
-            return await QueryAndWaitAsync<T>(socketConnection, request).ConfigureAwait(false);
-        }
-
-        /// <summary>
-        /// Sends the query request and waits for the result
-        /// </summary>
-        /// <typeparam name="T">The expected result type</typeparam>
-        /// <param name="socket">The connection to send and wait on</param>
-        /// <param name="request">The request to send</param>
-        /// <returns></returns>
-        protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request)
-        {
-            var dataResult = new CallResult<T>(new ServerError("No response on query received"));
-            await socket.SendAndWaitAsync(request, ClientOptions.RequestTimeout, null, data =>
-            {
-                if (!HandleQueryResponse<T>(socket, request, data, out var callResult))
-                    return false;
-
-                dataResult = callResult;
-                return true;
-            }).ConfigureAwait(false);
-
-            return dataResult;
+            return await socketConnection.SendAndWaitQueryAsync(query).ConfigureAwait(false);
         }
 
         /// <summary>
@@ -394,148 +350,56 @@ namespace CryptoExchange.Net
             if (!authenticated || socket.Authenticated)
                 return new CallResult<bool>(true);
 
-            _logger.Log(LogLevel.Debug, $"Attempting to authenticate {socket.SocketId}");
-            var result = await AuthenticateSocketAsync(socket).ConfigureAwait(false);
-            if (!result)
-            {
-                _logger.Log(LogLevel.Warning, $"Socket {socket.SocketId} authentication failed");
-                if (socket.Connected)
-                    await socket.CloseAsync().ConfigureAwait(false);
+            return await AuthenticateSocketAsync(socket).ConfigureAwait(false);
+        }
 
-                result.Error!.Message = "Authentication failed: " + result.Error.Message;
-                return new CallResult<bool>(result.Error);
+        /// <summary>
+        /// Authenticate a socket connection
+        /// </summary>
+        /// <param name="socket">Socket to authenticate</param>
+        /// <returns></returns>
+        public virtual async Task<CallResult<bool>> AuthenticateSocketAsync(SocketConnection socket)
+        {
+            if (AuthenticationProvider == null)
+                return new CallResult<bool>(new NoApiCredentialsError());
+
+            _logger.Log(LogLevel.Debug, $"[Sckt {socket.SocketId}] Attempting to authenticate");
+            var authRequest = GetAuthenticationRequest();
+            if (authRequest != null)
+            {
+                var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
+
+                if (!result)
+                {
+                    _logger.Log(LogLevel.Warning, $"[Sckt {socket.SocketId}] authentication failed");
+                    if (socket.Connected)
+                        await socket.CloseAsync().ConfigureAwait(false);
+
+                    result.Error!.Message = "Authentication failed: " + result.Error.Message;
+                    return new CallResult<bool>(result.Error)!;
+                }
             }
 
+            _logger.Log(LogLevel.Debug, $"[Sckt {socket.SocketId}] authenticated");
             socket.Authenticated = true;
             return new CallResult<bool>(true);
         }
 
         /// <summary>
-        /// The socketConnection received data (the data JToken parameter). The implementation of this method should check if the received data is a response to the query that was send (the request parameter).
-        /// For example; A query is sent in a request message with an Id parameter with value 10. The socket receives data and calls this method to see if the data it received is an
-        /// anwser to any query that was done. The implementation of this method should check if the response.Id == request.Id to see if they match (assuming the api has some sort of Id tracking on messages,
-        /// if not some other method has be implemented to match the messages).
-        /// If the messages match, the callResult out parameter should be set with the deserialized data in the from of (T) and return true.
+        /// Should return the request which can be used to authenticate a socket connection
         /// </summary>
-        /// <typeparam name="T">The type of response that is expected on the query</typeparam>
-        /// <param name="socketConnection">The socket connection</param>
-        /// <param name="request">The request that a response is awaited for</param>
-        /// <param name="data">The message received from the server</param>
-        /// <param name="callResult">The interpretation (null if message wasn't a response to the request)</param>
-        /// <returns>True if the message was a response to the query</returns>
-        protected internal abstract bool HandleQueryResponse<T>(SocketConnection socketConnection, object request, JToken data, [NotNullWhen(true)] out CallResult<T>? callResult);
-        
-        /// <summary>
-        /// The socketConnection received data (the data JToken parameter). The implementation of this method should check if the received data is a response to the subscription request that was send (the request parameter).
-        /// For example; A subscribe request message is send with an Id parameter with value 10. The socket receives data and calls this method to see if the data it received is an
-        /// anwser to any subscription request that was done. The implementation of this method should check if the response.Id == request.Id to see if they match (assuming the api has some sort of Id tracking on messages,
-        /// if not some other method has be implemented to match the messages).
-        /// If the messages match, the callResult out parameter should be set with the deserialized data in the from of (T) and return true.
-        /// </summary>
-        /// <param name="socketConnection">The socket connection</param>
-        /// <param name="subscription">A subscription that waiting for a subscription response</param>
-        /// <param name="request">The request that the subscription sent</param>
-        /// <param name="data">The message received from the server</param>
-        /// <param name="callResult">The interpretation (null if message wasn't a response to the request)</param>
-        /// <returns>True if the message was a response to the subscription request</returns>
-        protected internal abstract bool HandleSubscriptionResponse(SocketConnection socketConnection, SocketSubscription subscription, object request, JToken data, out CallResult<object>? callResult);
-        
-        /// <summary>
-        /// Needs to check if a received message matches a handler by request. After subscribing data message will come in. These data messages need to be matched to a specific connection
-        /// to pass the correct data to the correct handler. The implementation of this method should check if the message received matches the subscribe request that was sent.
-        /// </summary>
-        /// <param name="socketConnection">The socket connection the message was recieved on</param>
-        /// <param name="message">The received data</param>
-        /// <param name="request">The subscription request</param>
-        /// <returns>True if the message is for the subscription which sent the request</returns>
-        protected internal abstract bool MessageMatchesHandler(SocketConnection socketConnection, JToken message, object request);
-        
-        /// <summary>
-        /// Needs to check if a received message matches a handler by identifier. Generally used by GenericHandlers. For example; a generic handler is registered which handles ping messages
-        /// from the server. This method should check if the message received is a ping message and the identifer is the identifier of the GenericHandler
-        /// </summary>
-        /// <param name="socketConnection">The socket connection the message was recieved on</param>
-        /// <param name="message">The received data</param>
-        /// <param name="identifier">The string identifier of the handler</param>
-        /// <returns>True if the message is for the handler which has the identifier</returns>
-        protected internal abstract bool MessageMatchesHandler(SocketConnection socketConnection, JToken message, string identifier);
-        
-        /// <summary>
-        /// Needs to authenticate the socket so authenticated queries/subscriptions can be made on this socket connection
-        /// </summary>
-        /// <param name="socketConnection">The socket connection that should be authenticated</param>
         /// <returns></returns>
-        protected internal abstract Task<CallResult<bool>> AuthenticateSocketAsync(SocketConnection socketConnection);
-        
-        /// <summary>
-        /// Needs to unsubscribe a subscription, typically by sending an unsubscribe request. If multiple subscriptions per socket is not allowed this can just return since the socket will be closed anyway
-        /// </summary>
-        /// <param name="connection">The connection on which to unsubscribe</param>
-        /// <param name="subscriptionToUnsub">The subscription to unsubscribe</param>
-        /// <returns></returns>
-        protected internal abstract Task<bool> UnsubscribeAsync(SocketConnection connection, SocketSubscription subscriptionToUnsub);
+        protected internal virtual Query? GetAuthenticationRequest() => throw new NotImplementedException();
 
         /// <summary>
-        /// Optional handler to interpolate data before sending it to the handlers
+        /// Adds a system subscription. Used for example to reply to ping requests
         /// </summary>
-        /// <param name="message"></param>
-        /// <returns></returns>
-        protected internal virtual JToken ProcessTokenData(JToken message)
+        /// <param name="systemSubscription">The subscription</param>
+        protected void AddSystemSubscription(SystemSubscription systemSubscription)
         {
-            return message;
-        }
-
-        /// <summary>
-        /// Add a subscription to a connection
-        /// </summary>
-        /// <typeparam name="T">The type of data the subscription expects</typeparam>
-        /// <param name="request">The request of the subscription</param>
-        /// <param name="identifier">The identifier of the subscription (can be null if request param is used)</param>
-        /// <param name="userSubscription">Whether or not this is a user subscription (counts towards the max amount of handlers on a socket)</param>
-        /// <param name="connection">The socket connection the handler is on</param>
-        /// <param name="dataHandler">The handler of the data received</param>
-        /// <param name="authenticated">Whether the subscription needs authentication</param>
-        /// <returns></returns>
-        protected virtual SocketSubscription? AddSubscription<T>(object? request, string? identifier, bool userSubscription, SocketConnection connection, Action<DataEvent<T>> dataHandler, bool authenticated)
-        {
-            void InternalHandler(MessageEvent messageEvent)
-            {
-                if (typeof(T) == typeof(string))
-                {
-                    var stringData = (T)Convert.ChangeType(messageEvent.JsonData.ToString(), typeof(T));
-                    dataHandler(new DataEvent<T>(stringData, null, OutputOriginalData ? messageEvent.OriginalData : null, messageEvent.ReceivedTimestamp));
-                    return;
-                }
-
-                var desResult = Deserialize<T>(messageEvent.JsonData);
-                if (!desResult)
-                {
-                    _logger.Log(LogLevel.Warning, $"Socket {connection.SocketId} Failed to deserialize data into type {typeof(T)}: {desResult.Error}");
-                    return;
-                }
-
-                dataHandler(new DataEvent<T>(desResult.Data, null, OutputOriginalData ? messageEvent.OriginalData : null, messageEvent.ReceivedTimestamp));
-            }
-
-            var subscription = request == null
-                ? SocketSubscription.CreateForIdentifier(NextId(), identifier!, userSubscription, authenticated, InternalHandler)
-                : SocketSubscription.CreateForRequest(NextId(), request, userSubscription, authenticated, InternalHandler);
-            if (!connection.AddSubscription(subscription))
-                return null;
-            return subscription;
-        }
-
-        /// <summary>
-        /// Adds a generic message handler. Used for example to reply to ping requests
-        /// </summary>
-        /// <param name="identifier">The name of the request handler. Needs to be unique</param>
-        /// <param name="action">The action to execute when receiving a message for this handler (checked by <see cref="MessageMatchesHandler(SocketConnection, Newtonsoft.Json.Linq.JToken,string)"/>)</param>
-        protected void AddGenericHandler(string identifier, Action<MessageEvent> action)
-        {
-            genericHandlers.Add(identifier, action);
-            var subscription = SocketSubscription.CreateForIdentifier(NextId(), identifier, false, false, action);
+            systemSubscriptions.Add(systemSubscription);
             foreach (var connection in socketConnections.Values)
-                connection.AddSubscription(subscription);
+                connection.AddSubscription(systemSubscription);
         }
 
         /// <summary>
@@ -554,19 +418,19 @@ namespace CryptoExchange.Net
         /// </summary>
         /// <param name="connection"></param>
         /// <returns></returns>
-        public virtual Task<Uri?> GetReconnectUriAsync(SocketConnection connection)
+        protected internal virtual Task<Uri?> GetReconnectUriAsync(SocketConnection connection)
         {
             return Task.FromResult<Uri?>(connection.ConnectionUri);
         }
 
         /// <summary>
-        /// Update the original request to send when the connection is restored after disconnecting. Can be used to update an authentication token for example.
+        /// Update the subscription when the connection is restored after disconnecting. Can be used to update an authentication token for example.
         /// </summary>
-        /// <param name="request">The original request</param>
+        /// <param name="subscription">The subscription</param>
         /// <returns></returns>
-        public virtual Task<CallResult<object>> RevitalizeRequestAsync(object request)
+        protected internal virtual Task<CallResult> RevitalizeRequestAsync(Subscription subscription)
         {
-            return Task.FromResult(new CallResult<object>(request));
+            return Task.FromResult(new CallResult(null));
         }
 
         /// <summary>
@@ -580,11 +444,11 @@ namespace CryptoExchange.Net
             var socketResult = socketConnections.Where(s => (s.Value.Status == SocketConnection.SocketStatus.None || s.Value.Status == SocketConnection.SocketStatus.Connected)
                                                   && s.Value.Tag.TrimEnd('/') == address.TrimEnd('/')
                                                   && (s.Value.ApiClient.GetType() == GetType())
-                                                  && (s.Value.Authenticated == authenticated || !authenticated) && s.Value.Connected).OrderBy(s => s.Value.SubscriptionCount).FirstOrDefault();
+                                                  && (s.Value.Authenticated == authenticated || !authenticated) && s.Value.Connected).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault();
             var result = socketResult.Equals(default(KeyValuePair<int, SocketConnection>)) ? null : socketResult.Value;
             if (result != null)
             {
-                if (result.SubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections) && socketConnections.All(s => s.Value.SubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
+                if (result.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections) && socketConnections.All(s => s.Value.UserSubscriptionCount >= 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 new CallResult<SocketConnection>(result);
@@ -605,11 +469,12 @@ namespace CryptoExchange.Net
             var socket = CreateSocket(connectionAddress.Data!);
             var socketConnection = new SocketConnection(_logger, this, socket, address);
             socketConnection.UnhandledMessage += HandleUnhandledMessage;
-            foreach (var kvp in genericHandlers)
-            {
-                var handler = SocketSubscription.CreateForIdentifier(NextId(), kvp.Key, false, false, kvp.Value);
-                socketConnection.AddSubscription(handler);
-            }
+
+            foreach (var ptg in PeriodicTaskRegistrations)
+                socketConnection.QueryPeriodic(ptg.Identifier, ptg.Interval, ptg.QueryDelegate, ptg.Callback);
+
+            foreach (var systemSubscription in systemSubscriptions)
+                socketConnection.AddSubscription(systemSubscription);
 
             return new CallResult<SocketConnection>(socketConnection);
         }
@@ -617,8 +482,8 @@ namespace CryptoExchange.Net
         /// <summary>
         /// Process an unhandled message
         /// </summary>
-        /// <param name="token">The token that wasn't processed</param>
-        protected virtual void HandleUnhandledMessage(JToken token)
+        /// <param name="message">The message that wasn't processed</param>
+        protected virtual void HandleUnhandledMessage(IMessageAccessor message)
         {
         }
 
@@ -647,11 +512,9 @@ namespace CryptoExchange.Net
         protected virtual WebSocketParameters GetWebSocketParameters(string address)
             => new(new Uri(address), ClientOptions.AutoReconnect)
             {
-                DataInterpreterBytes = dataInterpreterBytes,
-                DataInterpreterString = dataInterpreterString,
                 KeepAliveInterval = KeepAliveInterval,
                 ReconnectInterval = ClientOptions.ReconnectInterval,
-                RatelimitPerSecond = RateLimitPerSocketPerSecond,
+                RateLimiters = RateLimiters,
                 Proxy = ClientOptions.Proxy,
                 Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout
             };
@@ -664,57 +527,10 @@ namespace CryptoExchange.Net
         protected virtual IWebsocket CreateSocket(string address)
         {
             var socket = SocketFactory.CreateWebsocket(_logger, GetWebSocketParameters(address));
-            _logger.Log(LogLevel.Debug, $"Socket {socket.Id} new socket created for " + address);
+            _logger.Log(LogLevel.Debug, $"[Sckt {socket.Id}] created for " + address);
             return socket;
         }
 
-        /// <summary>
-        /// Periodically sends data over a socket connection
-        /// </summary>
-        /// <param name="identifier">Identifier for the periodic send</param>
-        /// <param name="interval">How often</param>
-        /// <param name="objGetter">Method returning the object to send</param>
-        public virtual void SendPeriodic(string identifier, TimeSpan interval, Func<SocketConnection, object> objGetter)
-        {
-            if (objGetter == null)
-                throw new ArgumentNullException(nameof(objGetter));
-
-            periodicEvent = new AsyncResetEvent();
-            periodicTask = Task.Run(async () =>
-            {
-                while (!_disposing)
-                {
-                    await periodicEvent.WaitAsync(interval).ConfigureAwait(false);
-                    if (_disposing)
-                        break;
-
-                    foreach (var socketConnection in socketConnections.Values)
-                    {
-                        if (_disposing)
-                            break;
-
-                        if (!socketConnection.Connected)
-                            continue;
-
-                        var obj = objGetter(socketConnection);
-                        if (obj == null)
-                            continue;
-
-                        _logger.Log(LogLevel.Trace, $"Socket {socketConnection.SocketId} sending periodic {identifier}");
-
-                        try
-                        {
-                            socketConnection.Send(obj);
-                        }
-                        catch (Exception ex)
-                        {
-                            _logger.Log(LogLevel.Warning, $"Socket {socketConnection.SocketId} Periodic send {identifier} failed: " + ex.ToLogString());
-                        }
-                    }
-                }
-            });
-        }
-
         /// <summary>
         /// Unsubscribe an update subscription
         /// </summary>
@@ -722,7 +538,7 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task<bool> UnsubscribeAsync(int subscriptionId)
         {
-            SocketSubscription? subscription = null;
+            Subscription? subscription = null;
             SocketConnection? connection = null;
             foreach (var socket in socketConnections.Values.ToList())
             {
@@ -737,7 +553,7 @@ namespace CryptoExchange.Net
             if (subscription == null || connection == null)
                 return false;
 
-            _logger.Log(LogLevel.Information, $"Socket {connection.SocketId} Unsubscribing subscription " + subscriptionId);
+            _logger.Log(LogLevel.Information, $"[Sckt {connection.SocketId}] unsubscribing subscription " + subscriptionId);
             await connection.CloseAsync(subscription).ConfigureAwait(false);
             return true;
         }
@@ -752,7 +568,7 @@ namespace CryptoExchange.Net
             if (subscription == null)
                 throw new ArgumentNullException(nameof(subscription));
 
-            _logger.Log(LogLevel.Information, $"Socket {subscription.SocketId} Unsubscribing subscription  " + subscription.Id);
+            _logger.Log(LogLevel.Information, $"[Sckt {subscription.SocketId}] Unsubscribing subscription  " + subscription.Id);
             await subscription.CloseAsync().ConfigureAwait(false);
         }
 
@@ -762,7 +578,11 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task UnsubscribeAllAsync()
         {
-            _logger.Log(LogLevel.Information, $"Unsubscribing all {socketConnections.Sum(s => s.Value.SubscriptionCount)} subscriptions");
+            var sum = socketConnections.Sum(s => s.Value.UserSubscriptionCount);
+            if (sum == 0)
+                return;
+
+            _logger.Log(LogLevel.Information, $"Unsubscribing all {socketConnections.Sum(s => s.Value.UserSubscriptionCount)} subscriptions");
             var tasks = new List<Task>();
             {
                 var socketList = socketConnections.Values;
@@ -796,12 +616,26 @@ namespace CryptoExchange.Net
         public string GetSubscriptionsState()
         {
             var sb = new StringBuilder();
-            sb.AppendLine($"{socketConnections.Count} connections, {CurrentSubscriptions} subscriptions, kbps: {IncomingKbps}");
+            sb.AppendLine($"{GetType().Name}");
+            sb.AppendLine($"  Connections: {socketConnections.Count}");
+            sb.AppendLine($"  Subscriptions: {CurrentSubscriptions}");
+            sb.AppendLine($"  Download speed: {IncomingKbps} kbps");
             foreach (var connection in socketConnections)
             {
-                sb.AppendLine($"  Connection {connection.Key}: {connection.Value.SubscriptionCount} subscriptions, status: {connection.Value.Status}, authenticated: {connection.Value.Authenticated}, kbps: {connection.Value.IncomingKbps}");
+                sb.AppendLine($"    Id: {connection.Key}");
+                sb.AppendLine($"    Address: {connection.Value.ConnectionUri}");
+                sb.AppendLine($"    Subscriptions: {connection.Value.UserSubscriptionCount}");
+                sb.AppendLine($"    Status: {connection.Value.Status}");
+                sb.AppendLine($"    Authenticated: {connection.Value.Authenticated}");
+                sb.AppendLine($"    Download speed: {connection.Value.IncomingKbps} kbps");
+                sb.AppendLine($"    Subscriptions:");
                 foreach (var subscription in connection.Value.Subscriptions)
-                    sb.AppendLine($"    Subscription {subscription.Id}, authenticated: {subscription.Authenticated}, confirmed: {subscription.Confirmed}");
+                {
+                    sb.AppendLine($"      Id: {subscription.Id}");
+                    sb.AppendLine($"      Confirmed: {subscription.Confirmed}");
+                    sb.AppendLine($"      Invocations: {subscription.TotalInvocations}");
+                    sb.AppendLine($"      Identifiers: [{string.Join(", ", subscription.ListenerIdentifiers)}]");
+                }
             }
             return sb.ToString();
         }
@@ -812,9 +646,7 @@ namespace CryptoExchange.Net
         public override void Dispose()
         {
             _disposing = true;
-            periodicEvent?.Set();
-            periodicEvent?.Dispose();
-            if (socketConnections.Sum(s => s.Value.SubscriptionCount) > 0)
+            if (socketConnections.Sum(s => s.Value.UserSubscriptionCount) > 0)
             {
                 _logger.Log(LogLevel.Debug, "Disposing socket client, closing all subscriptions");
                 _ = UnsubscribeAllAsync();
@@ -822,5 +654,20 @@ namespace CryptoExchange.Net
             semaphoreSlim?.Dispose();
             base.Dispose();
         }
+
+        /// <summary>
+        /// Get the listener identifier for the message
+        /// </summary>
+        /// <param name="messageAccessor"></param>
+        /// <returns></returns>
+        public abstract string? GetListenerIdentifier(IMessageAccessor messageAccessor);
+
+        /// <summary>
+        /// Preprocess a stream message
+        /// </summary>
+        /// <param name="type"></param>
+        /// <param name="stream"></param>
+        /// <returns></returns>
+        public virtual Stream PreprocessStreamMessage(WebSocketMessageType type, Stream stream) => stream;
     }
 }

CryptoExchange.Net/CommonObjects/Enums.cs

@@ -1,8 +1,4 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
-namespace CryptoExchange.Net.CommonObjects
+namespace CryptoExchange.Net.CommonObjects
 {
     /// <summary>
     /// Order type

CryptoExchange.Net/CommonObjects/OrderBook.cs

@@ -1,6 +1,5 @@
 using System;
 using System.Collections.Generic;
-using System.Text;
 
 namespace CryptoExchange.Net.CommonObjects
 {

CryptoExchange.Net/CommonObjects/OrderId.cs

@@ -1,8 +1,4 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
-namespace CryptoExchange.Net.CommonObjects
+namespace CryptoExchange.Net.CommonObjects
 {
     /// <summary>
     /// Id of an order

CryptoExchange.Net/CommonObjects/Ticker.cs

@@ -1,6 +1,4 @@
-using System;
-
-namespace CryptoExchange.Net.CommonObjects
+namespace CryptoExchange.Net.CommonObjects
 {
     /// <summary>
     /// Ticker data

CryptoExchange.Net/Converters/ArrayConverter.cs

@@ -109,13 +109,21 @@ namespace CryptoExchange.Net.Converters
                     {
                         if (token.Type == JTokenType.Null)
                             value = null;
+
+                        if (token.Type == JTokenType.Float)
+                            value = token.Value<decimal>();
                     }
 
-                    if ((property.PropertyType == typeof(decimal)
+                    if (value is decimal)
+                    {
+                        property.SetValue(result, value);
+                    }
+                    else if ((property.PropertyType == typeof(decimal)
                      || property.PropertyType == typeof(decimal?))
                      && (value != null && value.ToString().IndexOf("e", StringComparison.OrdinalIgnoreCase) >= 0))
                     {
-                        if (decimal.TryParse(value.ToString(), NumberStyles.Float, CultureInfo.InvariantCulture, out var dec))
+                        var v = value.ToString();
+                        if (decimal.TryParse(v, NumberStyles.Float, CultureInfo.InvariantCulture, out var dec))
                             property.SetValue(result, dec);
                     }
                     else

CryptoExchange.Net/Converters/BoolConverter.cs

@@ -0,0 +1,80 @@
+using System;
+using Newtonsoft.Json;
+
+namespace CryptoExchange.Net.Converters
+{
+    /// <summary>
+    /// Boolean converter with support for "0"/"1" (strings)
+    /// </summary>
+    public class BoolConverter : JsonConverter
+    {
+        /// <summary>
+        /// Determines whether this instance can convert the specified object type.
+        /// </summary>
+        /// <param name="objectType">Type of the object.</param>
+        /// <returns>
+        /// <c>true</c> if this instance can convert the specified object type; otherwise, <c>false</c>.
+        /// </returns>
+        public override bool CanConvert(Type objectType)
+        {
+            if (Nullable.GetUnderlyingType(objectType) != null)
+                return Nullable.GetUnderlyingType(objectType) == typeof(bool);
+            return objectType == typeof(bool);
+        }
+
+        /// <summary>
+        /// Reads the JSON representation of the object.
+        /// </summary>
+        /// <param name="reader">The <see cref="T:Newtonsoft.Json.JsonReader"/> to read from.</param>
+        /// <param name="objectType">Type of the object.</param>
+        /// <param name="existingValue">The existing value of object being read.</param>
+        /// <param name="serializer">The calling serializer.</param>
+        /// <returns>
+        /// The object value.
+        /// </returns>
+        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
+        {
+            var value = reader.Value?.ToString().ToLower().Trim();
+            if (value == null || value == "")
+            {
+                if (Nullable.GetUnderlyingType(objectType) != null)
+                    return null;
+
+                return false;
+            }
+
+            switch (value)
+            {
+                case "true":
+                case "yes":
+                case "y":
+                case "1":
+                case "on":
+                    return true;
+                case "false":
+                case "no":
+                case "n":
+                case "0":
+                case "off":
+                case "-1":
+                    return false;
+            }
+
+            // If we reach here, we're pretty much going to throw an error so let's let Json.NET throw it's pretty-fied error message.
+            return new JsonSerializer().Deserialize(reader, objectType);
+        }
+
+        /// <summary>
+        /// Specifies that this converter will not participate in writing results.
+        /// </summary>
+        public override bool CanWrite { get { return false; } }
+
+        /// <summary>
+        /// Writes the JSON representation of the object.
+        /// </summary>
+        /// <param name="writer">The <see cref="T:Newtonsoft.Json.JsonWriter"/> to write to.</param><param name="value">The value.</param><param name="serializer">The calling serializer.</param>
+        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
+        {
+        }
+    }
+}

CryptoExchange.Net/Converters/DateTimeConverter.cs

@@ -59,8 +59,12 @@ namespace CryptoExchange.Net.Converters
                 if (string.IsNullOrWhiteSpace(stringValue))
                     return null;
 
-                if (string.IsNullOrWhiteSpace(stringValue) || stringValue == "0" || stringValue == "-1")
+                if (string.IsNullOrWhiteSpace(stringValue)
+                    || stringValue == "-1"
+                    || (double.TryParse(stringValue, out var doubleVal) && doubleVal == 0))
+                {
                     return objectType == typeof(DateTime) ? default(DateTime) : null;
+                }
 
                 if (stringValue.Length == 8)
                 {

CryptoExchange.Net/Converters/DecimalStringWriterConverter.cs

@@ -0,0 +1,27 @@
+using Newtonsoft.Json;
+using System;
+using System.Globalization;
+
+namespace Kraken.Net.Converters
+{
+    /// <summary>
+    /// Converter for serializing decimal values as string
+    /// </summary>
+    public class DecimalStringWriterConverter : JsonConverter
+    {
+        /// <inheritdoc />
+        public override bool CanRead => false;
+
+        /// <inheritdoc />
+        public override bool CanConvert(Type objectType) => objectType == typeof(decimal) || objectType == typeof(decimal?);
+        
+        /// <inheritdoc />
+        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <inheritdoc />
+        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer) => writer.WriteValue(((decimal?)value)?.ToString(CultureInfo.InvariantCulture) ?? null);
+    }
+}

CryptoExchange.Net/Converters/EnumConverter.cs

@@ -14,12 +14,29 @@ namespace CryptoExchange.Net.Converters
     /// </summary>
     public class EnumConverter : JsonConverter
     {
+        private bool _warnOnMissingEntry = true;
+        private bool _writeAsInt;
+
+        /// <summary>
+        /// </summary>
+        public EnumConverter() { }
+
+        /// <summary>
+        /// </summary>
+        /// <param name="writeAsInt"></param>
+        /// <param name="warnOnMissingEntry"></param>
+        public EnumConverter(bool writeAsInt, bool warnOnMissingEntry)
+        {
+            _writeAsInt = writeAsInt;
+            _warnOnMissingEntry = warnOnMissingEntry;
+        }   
+
         private static readonly ConcurrentDictionary<Type, List<KeyValuePair<object, string>>> _mapping = new();
 
         /// <inheritdoc />
         public override bool CanConvert(Type objectType)
         {
-            return objectType.IsEnum;
+            return objectType.IsEnum || Nullable.GetUnderlyingType(objectType)?.IsEnum == true;
         }
 
         /// <inheritdoc />
@@ -30,7 +47,7 @@ namespace CryptoExchange.Net.Converters
                 mapping = AddMapping(enumType);
 
             var stringValue = reader.Value?.ToString();
-            if (stringValue == null)
+            if (stringValue == null || stringValue == "")
             {
                 // Received null value
                 var emptyResult = GetDefaultValue(objectType, enumType);
@@ -51,8 +68,12 @@ namespace CryptoExchange.Net.Converters
                         Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Received empty string as enum value, but property type is not a nullable enum. EnumType: {enumType.Name}. If you think {enumType.Name} should be nullable please open an issue on the Github repo");
                 }
                 else
+                {
                     // We received an enum value but weren't able to parse it.
-                    Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Cannot map enum value. EnumType: {enumType.Name}, Value: {reader.Value}, Known values: {string.Join(", ", mapping.Select(m => m.Value))}. If you think {reader.Value} should added please open an issue on the Github repo");
+                    if (_warnOnMissingEntry)
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Cannot map enum value. EnumType: {enumType.Name}, Value: {reader.Value}, Known values: {string.Join(", ", mapping.Select(m => m.Value))}. If you think {reader.Value} should added please open an issue on the Github repo");
+                }
+            
                 return defaultValue;
             }
 
@@ -117,22 +138,39 @@ namespace CryptoExchange.Net.Converters
         /// <param name="enumValue"></param>
         /// <returns></returns>
         [return: NotNullIfNotNull("enumValue")]
-        public static string? GetString<T>(T enumValue)
+        public static string? GetString<T>(T enumValue) => GetString(typeof(T), enumValue);     
+        
+
+        [return: NotNullIfNotNull("enumValue")]
+        private static string? GetString(Type objectType, object? enumValue)
         {
-            var objectType = typeof(T);
             objectType = Nullable.GetUnderlyingType(objectType) ?? objectType;
 
             if (!_mapping.TryGetValue(objectType, out var mapping))
                 mapping = AddMapping(objectType);
 
-            return enumValue == null ? null : (mapping.FirstOrDefault(v => v.Key.Equals(enumValue)).Value ?? enumValue.ToString());            
+            return enumValue == null ? null : (mapping.FirstOrDefault(v => v.Key.Equals(enumValue)).Value ?? enumValue.ToString());
         }
 
         /// <inheritdoc />
         public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
         {
-            var stringValue = GetString(value);
-            writer.WriteValue(stringValue);
+            if (value == null)
+            {
+                writer.WriteNull();
+            }
+            else
+            {
+                if (!_writeAsInt)
+                {
+                    var stringValue = GetString(value.GetType(), value);
+                    writer.WriteValue(stringValue);
+                }
+                else
+                {
+                    writer.WriteValue((int)value);
+                }
+            }
         }
     }
 }

CryptoExchange.Net/Converters/SerializerOptions.cs

@@ -0,0 +1,35 @@
+using Newtonsoft.Json;
+using System.Globalization;
+
+namespace CryptoExchange.Net.Converters
+{
+    /// <summary>
+    /// Serializer options
+    /// </summary>
+    public static class SerializerOptions
+    {
+        /// <summary>
+        /// Json serializer settings which includes the EnumConverter, DateTimeConverter and BoolConverter
+        /// </summary>
+        public static JsonSerializerSettings WithConverters => new JsonSerializerSettings
+        {
+            DateTimeZoneHandling = DateTimeZoneHandling.Utc,
+            Culture = CultureInfo.InvariantCulture,
+            Converters =
+            {
+                new EnumConverter(),
+                new DateTimeConverter(),
+                new BoolConverter()
+            }
+        };
+
+        /// <summary>
+        /// Default json serializer settings
+        /// </summary>
+        public static JsonSerializerSettings Default => new JsonSerializerSettings
+        {
+            DateTimeZoneHandling = DateTimeZoneHandling.Utc,
+            Culture = CultureInfo.InvariantCulture
+        };
+    }
+}

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -6,20 +6,26 @@
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
     <Description>A base package for implementing cryptocurrency API's</Description>
-    <PackageVersion>6.0.1</PackageVersion>
-    <AssemblyVersion>6.0.1</AssemblyVersion>
-    <FileVersion>6.0.1</FileVersion>
+    <PackageVersion>7.0.0-beta2</PackageVersion>
+    <AssemblyVersion>7.0.0-beta2</AssemblyVersion>
+    <FileVersion>7.0.0-beta2</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>
+    <PackageReadmeFile>README.md</PackageReadmeFile>
+    <PackageIcon>icon.png</PackageIcon>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <PackageReleaseNotes>6.0.1 - Added LogLevel optional parameter to TraceLoggerProvider</PackageReleaseNotes>
+    <PackageReleaseNotes>7.0.0-beta2 - Updated RevitalizeRequestAsync signature, Removed duplicate logging</PackageReleaseNotes>
     <Nullable>enable</Nullable>
     <LangVersion>10.0</LangVersion>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>
   </PropertyGroup>
+  <ItemGroup>
+    <None Include="Icon\icon.png" Pack="true" PackagePath="\" />
+    <None Include="..\README.md" Pack="true" PackagePath="\" />
+  </ItemGroup>
   <PropertyGroup Label="Deterministic Build" Condition="'$(Configuration)' == 'Release'">
     <PublishRepositoryUrl>true</PublishRepositoryUrl>
     <IncludeSymbols>true</IncludeSymbols>
@@ -41,7 +47,7 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="6.0.0">
+    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="8.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>

CryptoExchange.Net/ExchangeHelpers.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Objects;
 using System;
+using System.Security.Cryptography;
 
 namespace CryptoExchange.Net
 {
@@ -8,6 +9,17 @@ namespace CryptoExchange.Net
     /// </summary>
     public static class ExchangeHelpers
     {
+        private const string _allowedRandomChars = "ABCDEFGHIJKLMONOPQRSTUVWXYZabcdefghijklmonopqrstuvwxyz0123456789";
+
+        /// <summary>
+        /// The last used id, use NextId() to get the next id and up this
+        /// </summary>
+        private static int _lastId;
+        /// <summary>
+        /// Lock for id generating
+        /// </summary>
+        private static object _idLock = new();
+
         /// <summary>
         /// Clamp a value between a min and max
         /// </summary>
@@ -118,5 +130,66 @@ namespace CryptoExchange.Net
         {
             return value / 1.000000000000000000000000000000000m;
         }
+
+        /// <summary>
+        /// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique
+        /// </summary>
+        /// <returns></returns>
+        public static int NextId()
+        {
+            lock (_idLock)
+            {
+                _lastId += 1;
+                return _lastId;
+            }
+        }
+
+        /// <summary>
+        /// Return the last unique id that was generated
+        /// </summary>
+        /// <returns></returns>
+        public static int LastId()
+        {
+            lock (_idLock)
+                return _lastId;
+        }
+
+        /// <summary>
+        /// Generate a random string of specified length
+        /// </summary>
+        /// <param name="length">Length of the random string</param>
+        /// <returns></returns>
+        public static string RandomString(int length)
+        {
+            var randomChars = new char[length];
+
+#if NETSTANDARD2_1_OR_GREATER
+            for (int i = 0; i < length; i++)
+                randomChars[i] = _allowedRandomChars[RandomNumberGenerator.GetInt32(0, _allowedRandomChars.Length)];
+#else
+            var random = new Random();
+            for (int i = 0; i < length; i++)
+                randomChars[i] = _allowedRandomChars[random.Next(0, _allowedRandomChars.Length)];
+#endif
+
+            return new string(randomChars);
+        }
+
+        /// <summary>
+        /// Generate a random string of specified length
+        /// </summary>
+        /// <param name="source">The initial string</param>
+        /// <param name="totalLength">Total length of the resulting string</param>
+        /// <returns></returns>
+        public static string AppendRandomString(string source, int totalLength)
+        {
+            if (totalLength < source.Length)
+                throw new ArgumentException("Total length smaller than source string length", nameof(totalLength));
+
+            if (totalLength == source.Length)
+                return source;
+
+            return source + RandomString(totalLength - source.Length);
+        }
     }
 }

CryptoExchange.Net/Interfaces/CommonClients/IFuturesClient.cs

@@ -2,7 +2,6 @@
 using System.Threading;
 using System.Threading.Tasks;
 using CryptoExchange.Net.CommonObjects;
-using CryptoExchange.Net.Interfaces.CommonClients;
 using CryptoExchange.Net.Objects;
 
 namespace CryptoExchange.Net.Interfaces.CommonClients

CryptoExchange.Net/Interfaces/CommonClients/ISpotClient.cs

@@ -1,5 +1,4 @@
 using CryptoExchange.Net.CommonObjects;
-using CryptoExchange.Net.Interfaces.CommonClients;
 using CryptoExchange.Net.Objects;
 using System.Threading;
 using System.Threading.Tasks;

CryptoExchange.Net/Interfaces/ICryptoRestClient.cs

@@ -0,0 +1,34 @@
+using CryptoExchange.Net.Interfaces.CommonClients;
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Interfaces
+{
+    /// <summary>
+    /// Client for accessing REST API's for different exchanges
+    /// </summary>
+    public interface ICryptoRestClient
+    {
+        /// <summary>
+        /// Get a list of all registered common ISpotClient types
+        /// </summary>
+        /// <returns></returns>
+        IEnumerable<ISpotClient> GetSpotClients();
+
+        /// <summary>
+        /// Get an ISpotClient implementation by exchange name
+        /// </summary>
+        /// <param name="exchangeName"></param>
+        /// <returns></returns>
+        ISpotClient? SpotClient(string exchangeName);
+
+        /// <summary>
+        /// Try get 
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <returns></returns>
+        T TryGet<T>(Func<T> createFunc);
+    }
+}

CryptoExchange.Net/Interfaces/ICryptoSocketClient.cs

@@ -0,0 +1,21 @@
+using CryptoExchange.Net.Interfaces.CommonClients;
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Interfaces
+{
+    /// <summary>
+    /// Client for accessing Websocket API's for different exchanges
+    /// </summary>
+    public interface ICryptoSocketClient
+    {
+        /// <summary>
+        /// Try get a client by type for the service collection
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <returns></returns>
+        T TryGet<T>(Func<T> createFunc);
+    }
+}

CryptoExchange.Net/Interfaces/IMessageProcessor.cs

@@ -0,0 +1,45 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Interfaces
+{
+    /// <summary>
+    /// Message processor
+    /// </summary>
+    public interface IMessageProcessor
+    {
+        /// <summary>
+        /// Id of the processor
+        /// </summary>
+        public int Id { get; }
+        /// <summary>
+        /// The identifiers for this processor
+        /// </summary>
+        public HashSet<string> ListenerIdentifiers { get; }
+        /// <summary>
+        /// Handle a message
+        /// </summary>
+        /// <param name="connection"></param>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        Task<CallResult> HandleAsync(SocketConnection connection, DataEvent<object> message);
+        /// <summary>
+        /// Get the type the message should be deserialized to
+        /// </summary>
+        /// <param name="messageAccessor"></param>
+        /// <returns></returns>
+        Type? GetMessageType(IMessageAccessor messageAccessor);
+        /// <summary>
+        /// Deserialize a message int oobject of type
+        /// </summary>
+        /// <param name="accessor"></param>
+        /// <param name="type"></param>
+        /// <returns></returns>
+        object Deserialize(IMessageAccessor accessor, Type type);
+    }
+}

CryptoExchange.Net/Interfaces/IRequestFactory.cs

@@ -23,6 +23,7 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         /// <param name="requestTimeout">Request timeout to use</param>
         /// <param name="httpClient">Optional shared http client instance</param>
-        void Configure(TimeSpan requestTimeout, HttpClient? httpClient=null);
+        /// <param name="proxy">Optional proxy to use when no http client is provided</param>
+        void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? httpClient=null);
     }
 }

CryptoExchange.Net/Interfaces/IRestApiClient.cs

@@ -1,7 +1,4 @@
-using CryptoExchange.Net.Objects;
-using System;
-
-namespace CryptoExchange.Net.Interfaces
+namespace CryptoExchange.Net.Interfaces
 {
     /// <summary>
     /// Base rest API client
@@ -17,17 +14,5 @@ namespace CryptoExchange.Net.Interfaces
         /// Total amount of requests made with this API client
         /// </summary>
         int TotalRequestsMade { get; set; }
-
-        /// <summary>
-        /// Get time offset for an API client. Return null if time syncing shouldnt/cant be done
-        /// </summary>
-        /// <returns></returns>
-        TimeSpan? GetTimeOffset();
-
-        /// <summary>
-        /// Get time sync info for an API client. Return null if time syncing shouldnt/cant be done
-        /// </summary>
-        /// <returns></returns>
-        TimeSyncInfo? GetTimeSyncInfo();
     }
 }

CryptoExchange.Net/Interfaces/IRestClient.cs

@@ -1,6 +1,4 @@
 using System;
-using CryptoExchange.Net.Authentication;
-using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
 
 namespace CryptoExchange.Net.Interfaces

CryptoExchange.Net/Interfaces/ISocketApiClient.cs

@@ -1,7 +1,5 @@
-using CryptoExchange.Net.Objects;
-using CryptoExchange.Net.Objects.Options;
-using CryptoExchange.Net.Sockets;
-using System;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Objects.Sockets;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Interfaces
@@ -27,14 +25,14 @@ namespace CryptoExchange.Net.Interfaces
         /// The factory for creating sockets. Used for unit testing
         /// </summary>
         IWebsocketFactory SocketFactory { get; set; }
-
         /// <summary>
-        /// Get the url to reconnect to after losing a connection
+        /// Current client options
         /// </summary>
-        /// <param name="connection"></param>
-        /// <returns></returns>
-        Task<Uri?> GetReconnectUriAsync(SocketConnection connection);
-
+        SocketExchangeOptions ClientOptions { get; }
+        /// <summary>
+        /// Current API options
+        /// </summary>
+        SocketApiOptions ApiOptions { get; }
         /// <summary>
         /// Log the current state of connections and subscriptions
         /// </summary>
@@ -45,19 +43,6 @@ namespace CryptoExchange.Net.Interfaces
         /// <returns></returns>
         Task ReconnectAsync();
         /// <summary>
-        /// Update the original request to send when the connection is restored after disconnecting. Can be used to update an authentication token for example.
-        /// </summary>
-        /// <param name="request">The original request</param>
-        /// <returns></returns>
-        Task<CallResult<object>> RevitalizeRequestAsync(object request);
-        /// <summary>
-        /// Periodically sends data over a socket connection
-        /// </summary>
-        /// <param name="identifier">Identifier for the periodic send</param>
-        /// <param name="interval">How often</param>
-        /// <param name="objGetter">Method returning the object to send</param>
-        void SendPeriodic(string identifier, TimeSpan interval, Func<SocketConnection, object> objGetter);
-        /// <summary>
         /// Unsubscribe all subscriptions
         /// </summary>
         /// <returns></returns>

CryptoExchange.Net/Interfaces/ISocketClient.cs

@@ -1,9 +1,7 @@
 using System;
 using System.Threading.Tasks;
-using CryptoExchange.Net.Authentication;
-using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
-using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.Objects.Sockets;
 
 namespace CryptoExchange.Net.Interfaces
 {

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -1,41 +1,43 @@
-using CryptoExchange.Net.Objects;
-using CryptoExchange.Net.Sockets;
-using System;
-using System.Security.Authentication;
-using System.Text;
+using System;
+using System.IO;
+using System.Net.WebSockets;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Interfaces
 {
     /// <summary>
-    /// Webscoket connection interface
+    /// Websocket connection interface
     /// </summary>
     public interface IWebsocket: IDisposable
     {
         /// <summary>
         /// Websocket closed event
         /// </summary>
-        event Action OnClose;
+        event Func<Task> OnClose;
         /// <summary>
         /// Websocket message received event
         /// </summary>
-        event Action<string> OnMessage;
+        event Func<WebSocketMessageType, Stream, Task> OnStreamMessage;
+        /// <summary>
+        /// Websocket sent event, RequestId as parameter
+        /// </summary>
+        event Func<int, Task> OnRequestSent;
         /// <summary>
         /// Websocket error event
         /// </summary>
-        event Action<Exception> OnError;
+        event Func<Exception, Task> OnError;
         /// <summary>
         /// Websocket opened event
         /// </summary>
-        event Action OnOpen;
+        event Func<Task> OnOpen;
         /// <summary>
         /// Websocket has lost connection to the server and is attempting to reconnect
         /// </summary>
-        event Action OnReconnecting;
+        event Func<Task> OnReconnecting;
         /// <summary>
         /// Websocket has reconnected to the server
         /// </summary>
-        event Action OnReconnected;
+        event Func<Task> OnReconnected;
         /// <summary>
         /// Get reconntion url
         /// </summary>
@@ -69,8 +71,10 @@ namespace CryptoExchange.Net.Interfaces
         /// <summary>
         /// Send data
         /// </summary>
+        /// <param name="id"></param>
         /// <param name="data"></param>
-        void Send(string data);
+        /// <param name="weight"></param>
+        void Send(int id, string data, int weight);
         /// <summary>
         /// Reconnect the socket
         /// </summary>

CryptoExchange.Net/Interfaces/IWebsocketFactory.cs

@@ -1,4 +1,4 @@
-using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.Objects.Sockets;
 using Microsoft.Extensions.Logging;
 
 namespace CryptoExchange.Net.Interfaces

CryptoExchange.Net/Objects/CallResult.cs

@@ -70,7 +70,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="originalData"></param>
         /// <param name="error"></param>
 #pragma warning disable 8618
-        protected CallResult([AllowNull]T data, string? originalData, Error? error): base(error)
+        public CallResult([AllowNull]T data, string? originalData, Error? error): base(error)
 #pragma warning restore 8618
         {
             OriginalData = originalData;
@@ -91,6 +91,13 @@ namespace CryptoExchange.Net.Objects
         /// <param name="error">The erro rto return</param>
         public CallResult(Error error) : this(default, null, error) { }
 
+        /// <summary>
+        /// Create a new error result
+        /// </summary>
+        /// <param name="error">The error to return</param>
+        /// <param name="originalData">The original response data</param>
+        public CallResult(Error error, string? originalData) : this(default, originalData, error) { }
+
         /// <summary>
         /// Overwrite bool check so we can use if(callResult) instead of if(callResult.Success)
         /// </summary>
@@ -186,6 +193,11 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public IEnumerable<KeyValuePair<string, IEnumerable<string>>>? RequestHeaders { get; set; }
 
+        /// <summary>
+        /// The request id
+        /// </summary>
+        public int? RequestId { get; set; }
+
         /// <summary>
         /// The url which was requested
         /// </summary>
@@ -217,6 +229,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="code"></param>
         /// <param name="responseHeaders"></param>
         /// <param name="responseTime"></param>
+        /// <param name="requestId"></param>
         /// <param name="requestUrl"></param>
         /// <param name="requestBody"></param>
         /// <param name="requestMethod"></param>
@@ -226,6 +239,7 @@ namespace CryptoExchange.Net.Objects
             HttpStatusCode? code,
             IEnumerable<KeyValuePair<string, IEnumerable<string>>>? responseHeaders,
             TimeSpan? responseTime,
+            int? requestId,
             string? requestUrl,
             string? requestBody,
             HttpMethod? requestMethod,
@@ -235,6 +249,7 @@ namespace CryptoExchange.Net.Objects
             ResponseStatusCode = code;
             ResponseHeaders = responseHeaders;
             ResponseTime = responseTime;
+            RequestId = requestId;
 
             RequestUrl = requestUrl;
             RequestBody = requestBody;
@@ -255,7 +270,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public WebCallResult AsError(Error error)
         {
-            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
+            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
         }
 
         /// <inheritdoc />
@@ -281,6 +296,11 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public IEnumerable<KeyValuePair<string, IEnumerable<string>>>? RequestHeaders { get; set; }
 
+        /// <summary>
+        /// The request id
+        /// </summary>
+        public int? RequestId { get; set; }
+
         /// <summary>
         /// The url which was requested
         /// </summary>
@@ -319,6 +339,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="responseTime"></param>
         /// <param name="responseLength"></param>
         /// <param name="originalData"></param>
+        /// <param name="requestId"></param>
         /// <param name="requestUrl"></param>
         /// <param name="requestBody"></param>
         /// <param name="requestMethod"></param>
@@ -331,6 +352,7 @@ namespace CryptoExchange.Net.Objects
             TimeSpan? responseTime,
             long? responseLength,
             string? originalData,
+            int? requestId,
             string? requestUrl,
             string? requestBody,
             HttpMethod? requestMethod,
@@ -343,6 +365,7 @@ namespace CryptoExchange.Net.Objects
             ResponseTime = responseTime;
             ResponseLength = responseLength;
 
+            RequestId = requestId;
             RequestUrl = requestUrl;
             RequestBody = requestBody;
             RequestHeaders = requestHeaders;
@@ -355,7 +378,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult AsDataless()
         {
-            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, RequestUrl, RequestBody, RequestMethod, RequestHeaders, Error);
+            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, Error);
         }
         /// <summary>
         /// Copy as a dataless result
@@ -363,14 +386,14 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult AsDatalessError(Error error)
         {
-            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
+            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
         }
 
         /// <summary>
         /// Create a new error result
         /// </summary>
         /// <param name="error">The error</param>
-        public WebCallResult(Error? error) : this(null, null, null, null, null, null, null, null, null, default, error) { }
+        public WebCallResult(Error? error) : this(null, null, null, null, null, null, null, null, null, null, default, error) { }
 
         /// <summary>
         /// Copy the WebCallResult to a new data type
@@ -380,7 +403,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult<K> As<K>([AllowNull] K data)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestUrl, RequestBody, RequestMethod, RequestHeaders, data, Error);
+            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, data, Error);
         }
 
         /// <summary>
@@ -391,7 +414,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult<K> AsError<K>(Error error)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestUrl, RequestBody, RequestMethod, RequestHeaders, default, error);
+            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, default, error);
         }
 
         /// <inheritdoc />

CryptoExchange.Net/Objects/Enums.cs

@@ -124,4 +124,19 @@
         /// </summary>
         Closest
     }
+
+    /// <summary>
+    /// Type of the update
+    /// </summary>
+    public enum SocketUpdateType
+    {
+        /// <summary>
+        /// A update
+        /// </summary>
+        Update,
+        /// <summary>
+        /// A snapshot, generally send at the start of the connection
+        /// </summary>
+        Snapshot
+    }
 }

CryptoExchange.Net/Objects/Error.cs

@@ -1,4 +1,6 @@
-namespace CryptoExchange.Net.Objects
+using System;
+
+namespace CryptoExchange.Net.Objects
 {
     /// <summary>
     /// Base class for errors
@@ -39,7 +41,7 @@
         /// <returns></returns>
         public override string ToString()
         {
-            return $"{Code}: {Message} {Data}";
+            return Code != null ? $"[{GetType().Name}] {Code}: {Message} {Data}" : $"[{GetType().Name}] {Message} {Data}";
         }
     }
 
@@ -52,6 +54,14 @@
         /// ctor
         /// </summary>
         public CantConnectError() : base(null, "Can't connect to the server", null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected CantConnectError(int? code, string message, object? data) : base(code, message, data) { }
     }
 
     /// <summary>
@@ -63,12 +73,20 @@
         /// ctor
         /// </summary>
         public NoApiCredentialsError() : base(null, "No credentials provided for private endpoint", null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected NoApiCredentialsError(int? code, string message, object? data) : base(code, message, data) { }
     }
 
     /// <summary>
     /// Error returned by the server
     /// </summary>
-    public class ServerError: Error
+    public class ServerError : Error
     {
         /// <summary>
         /// ctor
@@ -83,9 +101,15 @@
         /// <param name="code"></param>
         /// <param name="message"></param>
         /// <param name="data"></param>
-        public ServerError(int code, string message, object? data = null) : base(code, message, data)
-        {
-        }
+        public ServerError(int code, string message, object? data = null) : base(code, message, data) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected ServerError(int? code, string message, object? data) : base(code, message, data) { }
     }
 
     /// <summary>
@@ -107,6 +131,14 @@
         /// <param name="message"></param>
         /// <param name="data"></param>
         public WebError(int code, string message, object? data = null) : base(code, message, data) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected WebError(int? code, string message, object? data): base(code, message, data) { }
     }
 
     /// <summary>
@@ -120,6 +152,14 @@
         /// <param name="message">The error message</param>
         /// <param name="data">The data which caused the error</param>
         public DeserializeError(string message, object? data) : base(null, message, data) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected DeserializeError(int? code, string message, object? data): base(code, message, data) { }
     }
 
     /// <summary>
@@ -133,6 +173,14 @@
         /// <param name="message">Error message</param>
         /// <param name="data">Error data</param>
         public UnknownError(string message, object? data = null) : base(null, message, data) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected UnknownError(int? code, string message, object? data): base(code, message, data) { }
     }
 
     /// <summary>
@@ -145,18 +193,73 @@
         /// </summary>
         /// <param name="message"></param>
         public ArgumentError(string message) : base(null, "Invalid parameter: " + message, null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected ArgumentError(int? code, string message, object? data): base(code, message, data) { }
     }
 
     /// <summary>
-    /// Rate limit exceeded
+    /// Rate limit exceeded (client side)
     /// </summary>
-    public class RateLimitError: Error
+    public abstract class BaseRateLimitError : Error
+    {
+        /// <summary>
+        /// When the request can be retried
+        /// </summary>
+        public DateTime? RetryAfter { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected BaseRateLimitError(int? code, string message, object? data) : base(code, message, data) { }
+    }
+
+    /// <summary>
+    /// Rate limit exceeded (client side)
+    /// </summary>
+    public class ClientRateLimitError : BaseRateLimitError
     {
         /// <summary>
         /// ctor
         /// </summary>
         /// <param name="message"></param>
-        public RateLimitError(string message) : base(null, "Rate limit exceeded: " + message, null) { }
+        public ClientRateLimitError(string message) : base(null, "Client rate limit exceeded: " + message, null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected ClientRateLimitError(int? code, string message, object? data): base(code, message, data) { }
+    }
+
+    /// <summary>
+    /// Rate limit exceeded (server side)
+    /// </summary>
+    public class ServerRateLimitError : BaseRateLimitError
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="message"></param>
+        public ServerRateLimitError(string message) : base(null, "Server rate limit exceeded: " + message, null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected ServerRateLimitError(int? code, string message, object? data) : base(code, message, data) { }
     }
 
     /// <summary>
@@ -168,17 +271,33 @@
         /// ctor
         /// </summary>
         public CancellationRequestedError() : base(null, "Cancellation requested", null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        public CancellationRequestedError(int? code, string message, object? data): base(code, message, data) { }
     }
 
     /// <summary>
     /// Invalid operation requested
     /// </summary>
-    public class InvalidOperationError: Error
+    public class InvalidOperationError : Error
     {
         /// <summary>
         /// ctor
         /// </summary>
         /// <param name="message"></param>
         public InvalidOperationError(string message) : base(null, message, null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="code"></param>
+        /// <param name="message"></param>
+        /// <param name="data"></param>
+        protected InvalidOperationError(int? code, string message, object? data): base(code, message, data) { }
     }
 }

CryptoExchange.Net/Objects/Options/SocketApiOptions.cs

@@ -1,5 +1,7 @@
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Interfaces;
 using System;
+using System.Collections.Generic;
 
 namespace CryptoExchange.Net.Objects.Options
 {
@@ -8,6 +10,11 @@ namespace CryptoExchange.Net.Objects.Options
     /// </summary>
     public class SocketApiOptions : ApiOptions
     {
+        /// <summary>
+        /// List of rate limiters to use
+        /// </summary>
+        public List<IRateLimiter> RateLimiters { get; set; } = new List<IRateLimiter>();
+
         /// <summary>
         /// The max time of not receiving any data after which the connection is assumed to be dropped. This can only be used for socket connections where a steady flow of data is expected,
         /// for example when the server sends intermittent ping requests
@@ -30,6 +37,7 @@ namespace CryptoExchange.Net.Objects.Options
             {
                 ApiCredentials = ApiCredentials?.Copy(),
                 OutputOriginalData = OutputOriginalData,
+                RateLimiters = RateLimiters,
                 SocketNoDataTimeout = SocketNoDataTimeout,
                 MaxSocketConnections = MaxSocketConnections,
             };

CryptoExchange.Net/Objects/ParameterCollection.cs

@@ -0,0 +1,172 @@
+using CryptoExchange.Net.Attributes;
+using CryptoExchange.Net.Converters;
+using System;
+using System.Collections.Generic;
+using System.Globalization;
+
+namespace CryptoExchange.Net.Objects
+{
+    /// <summary>
+    /// Parameters collection
+    /// </summary>
+    public class ParameterCollection : Dictionary<string, object>
+    {
+        /// <summary>
+        /// Add an optional parameter. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptional(string key, object? value)
+        {
+            if (value != null)
+                Add(key, value);
+        }
+
+        /// <summary>
+        /// Add a decimal value as string
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddString(string key, decimal value)
+        {
+            Add(key, value.ToString(CultureInfo.InvariantCulture));
+        }
+
+        /// <summary>
+        /// Add a decimal value as string. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptionalString(string key, decimal? value)
+        {
+            if (value != null)
+                Add(key, value.Value.ToString(CultureInfo.InvariantCulture));
+        }
+
+        /// <summary>
+        /// Add a int value as string
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddString(string key, int value)
+        {
+            Add(key, value.ToString(CultureInfo.InvariantCulture));
+        }
+
+        /// <summary>
+        /// Add a int value as string. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptionalString(string key, int? value)
+        {
+            if (value != null)
+                Add(key, value.Value.ToString(CultureInfo.InvariantCulture));
+        }
+
+        /// <summary>
+        /// Add a long value as string
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddString(string key, long value)
+        {
+            Add(key, value.ToString(CultureInfo.InvariantCulture));
+        }
+
+        /// <summary>
+        /// Add a long value as string. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptionalString(string key, long? value)
+        {
+            if (value != null)
+                Add(key, value.Value.ToString(CultureInfo.InvariantCulture));
+        }
+
+        /// <summary>
+        /// Add a datetime value as milliseconds timestamp
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddMilliseconds(string key, DateTime value)
+        {
+            Add(key, DateTimeConverter.ConvertToMilliseconds(value));
+        }
+
+        /// <summary>
+        /// Add a datetime value as milliseconds timestamp. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptionalMilliseconds(string key, DateTime? value)
+        {
+            if (value != null)
+                Add(key, DateTimeConverter.ConvertToMilliseconds(value));
+        }
+
+        /// <summary>
+        /// Add a datetime value as milliseconds timestamp
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddMillisecondsString(string key, DateTime value)
+        {
+            Add(key, DateTimeConverter.ConvertToMilliseconds(value).Value.ToString(CultureInfo.InvariantCulture));
+        }
+
+        /// <summary>
+        /// Add a datetime value as milliseconds timestamp. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptionalMillisecondsString(string key, DateTime? value)
+        {
+            if (value != null)
+                Add(key, DateTimeConverter.ConvertToMilliseconds(value).Value.ToString(CultureInfo.InvariantCulture));
+        }
+
+        /// <summary>
+        /// Add a datetime value as seconds timestamp
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddSeconds(string key, DateTime value)
+        {
+            Add(key, DateTimeConverter.ConvertToSeconds(value));
+        }
+
+        /// <summary>
+        /// Add a datetime value as seconds timestamp. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptionalSeconds(string key, DateTime? value)
+        {
+            if (value != null)
+                Add(key, DateTimeConverter.ConvertToSeconds(value));
+        }
+
+        /// <summary>
+        /// Add an enum value as the string value as mapped using the <see cref="MapAttribute" />
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddEnum<T>(string key, T value)
+        {
+            Add(key, EnumConverter.GetString(value)!);
+        }
+
+        /// <summary>
+        /// Add an enum value as the string value as mapped using the <see cref="MapAttribute" />. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptionalEnum<T>(string key, T? value)
+        {
+            if (value != null)
+                Add(key, EnumConverter.GetString(value));
+        }
+    }
+}

CryptoExchange.Net/Objects/RateLimiter.cs

@@ -17,7 +17,7 @@ namespace CryptoExchange.Net.Objects
     public class RateLimiter : IRateLimiter
     {
         private readonly object _limiterLock = new object();
-        internal List<Limiter> Limiters = new List<Limiter>();
+        internal List<Limiter> _limiters = new List<Limiter>();
 
         /// <summary>
         /// Create a new RateLimiter. Configure the rate limiter by calling <see cref="AddTotalRateLimit"/>, 
@@ -35,7 +35,7 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddTotalRateLimit(int limit, TimeSpan perTimePeriod)
         {
             lock(_limiterLock)
-                Limiters.Add(new TotalRateLimiter(limit, perTimePeriod, null));
+                _limiters.Add(new TotalRateLimiter(limit, perTimePeriod, null));
             return this;
         }
 
@@ -50,7 +50,7 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddEndpointLimit(string endpoint, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool excludeFromOtherRateLimits = false)
         {
             lock(_limiterLock)
-                Limiters.Add(new EndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, excludeFromOtherRateLimits));
+                _limiters.Add(new EndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, excludeFromOtherRateLimits));
             return this;
         }
 
@@ -65,7 +65,7 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddEndpointLimit(IEnumerable<string> endpoints, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool excludeFromOtherRateLimits = false)
         {
             lock(_limiterLock)
-                Limiters.Add(new EndpointRateLimiter(endpoints.ToArray(), limit, perTimePeriod, method, excludeFromOtherRateLimits));
+                _limiters.Add(new EndpointRateLimiter(endpoints.ToArray(), limit, perTimePeriod, method, excludeFromOtherRateLimits));
             return this;
         }
 
@@ -81,7 +81,7 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddPartialEndpointLimit(string endpoint, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool countPerEndpoint = false, bool ignoreOtherRateLimits = false)
         {
             lock(_limiterLock)
-                Limiters.Add(new PartialEndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, ignoreOtherRateLimits, countPerEndpoint));
+                _limiters.Add(new PartialEndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, ignoreOtherRateLimits, countPerEndpoint));
             return this;
         }
 
@@ -95,7 +95,20 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddApiKeyLimit(int limit, TimeSpan perTimePeriod, bool onlyForSignedRequests, bool excludeFromTotalRateLimit)
         {
             lock(_limiterLock)
-                Limiters.Add(new ApiKeyRateLimiter(limit, perTimePeriod, null, onlyForSignedRequests, excludeFromTotalRateLimit));
+                _limiters.Add(new ApiKeyRateLimiter(limit, perTimePeriod, null, onlyForSignedRequests, excludeFromTotalRateLimit));
+            return this;
+        }
+
+        /// <summary>
+        /// Add a rate limit for the amount of messages that can be send per connection
+        /// </summary>
+        /// <param name="endpoint">The endpoint that the limit is for</param>
+        /// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
+        /// <param name="perTimePeriod">The time period the limit is for</param>
+        public RateLimiter AddConnectionRateLimit(string endpoint, int limit, TimeSpan perTimePeriod)
+        {
+            lock (_limiterLock)
+                _limiters.Add(new ConnectionRateLimiter(new[] { endpoint }, limit, perTimePeriod));
             return this;
         }
 
@@ -104,10 +117,10 @@ namespace CryptoExchange.Net.Objects
         {
             int totalWaitTime = 0;
 
-            EndpointRateLimiter? endpointLimit;
+            List<EndpointRateLimiter> endpointLimits;
             lock (_limiterLock)
-                endpointLimit = Limiters.OfType<EndpointRateLimiter>().SingleOrDefault(h => h.Endpoints.Contains(endpoint) && (h.Method  == null || h.Method == method));
-            if(endpointLimit != null)
+                endpointLimits = _limiters.OfType<EndpointRateLimiter>().Where(h => h.Endpoints.Contains(endpoint) && (h.Method  == null || h.Method == method)).ToList();
+            foreach (var endpointLimit in endpointLimits)
             {
                 var waitResult = await ProcessTopic(logger, endpointLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
                 if (!waitResult)
@@ -116,12 +129,12 @@ namespace CryptoExchange.Net.Objects
                 totalWaitTime += waitResult.Data;
             }
 
-            if (endpointLimit?.IgnoreOtherRateLimits == true)
+            if (endpointLimits.Any(l => l.IgnoreOtherRateLimits))
                 return new CallResult<int>(totalWaitTime);
 
             List<PartialEndpointRateLimiter> partialEndpointLimits;
             lock (_limiterLock)
-                partialEndpointLimits = Limiters.OfType<PartialEndpointRateLimiter>().Where(h => h.PartialEndpoints.Any(h => endpoint.Contains(h)) && (h.Method == null || h.Method == method)).ToList();
+                partialEndpointLimits = _limiters.OfType<PartialEndpointRateLimiter>().Where(h => h.PartialEndpoints.Any(h => endpoint.Contains(h)) && (h.Method == null || h.Method == method)).ToList();
             foreach (var partialEndpointLimit in partialEndpointLimits)
             {
                 if (partialEndpointLimit.CountPerEndpoint)
@@ -129,11 +142,11 @@ namespace CryptoExchange.Net.Objects
                     SingleTopicRateLimiter? thisEndpointLimit;
                     lock (_limiterLock)
                     {
-                        thisEndpointLimit = Limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.PartialEndpoint && (string)h.Topic == endpoint);
+                        thisEndpointLimit = _limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.PartialEndpoint && (string)h.Topic == endpoint);
                         if (thisEndpointLimit == null)
                         {
                             thisEndpointLimit = new SingleTopicRateLimiter(endpoint, partialEndpointLimit);
-                            Limiters.Add(thisEndpointLimit);
+                            _limiters.Add(thisEndpointLimit);
                         }
                     }
 
@@ -156,10 +169,10 @@ namespace CryptoExchange.Net.Objects
             if(partialEndpointLimits.Any(p => p.IgnoreOtherRateLimits))
                 return new CallResult<int>(totalWaitTime);
 
-            ApiKeyRateLimiter? apiLimit;
+            List<ApiKeyRateLimiter> apiLimits;
             lock (_limiterLock)
-                apiLimit = Limiters.OfType<ApiKeyRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey);
-            if (apiLimit != null)
+                apiLimits = _limiters.OfType<ApiKeyRateLimiter>().Where(h => h.Type == RateLimitType.ApiKey).ToList();
+            foreach (var apiLimit in apiLimits)
             {
                 if(apiKey == null)
                 {
@@ -177,11 +190,11 @@ namespace CryptoExchange.Net.Objects
                     SingleTopicRateLimiter? thisApiLimit;
                     lock (_limiterLock)
                     {
-                        thisApiLimit = Limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey && ((SecureString)h.Topic).IsEqualTo(apiKey));
+                        thisApiLimit = _limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey && ((SecureString)h.Topic).IsEqualTo(apiKey));
                         if (thisApiLimit == null)
                         {
                             thisApiLimit = new SingleTopicRateLimiter(apiKey, apiLimit);
-                            Limiters.Add(thisApiLimit);
+                            _limiters.Add(thisApiLimit);
                         }
                     }
 
@@ -193,13 +206,13 @@ namespace CryptoExchange.Net.Objects
                 }
             }
 
-            if ((signed || apiLimit?.OnlyForSignedRequests == false) && apiLimit?.IgnoreTotalRateLimit == true)
+            if ((signed || apiLimits.All(l => !l.OnlyForSignedRequests)) && apiLimits.Any(l => l.IgnoreTotalRateLimit))
                 return new CallResult<int>(totalWaitTime);
 
-            TotalRateLimiter? totalLimit;
+            List<TotalRateLimiter> totalLimits;
             lock (_limiterLock)
-                totalLimit = Limiters.OfType<TotalRateLimiter>().SingleOrDefault();
-            if (totalLimit != null)
+                totalLimits = _limiters.OfType<TotalRateLimiter>().ToList();
+            foreach(var totalLimit in  totalLimits) 
             {
                 var waitResult = await ProcessTopic(logger, totalLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
                 if (!waitResult)
@@ -224,63 +237,68 @@ namespace CryptoExchange.Net.Objects
             }
             sw.Stop();
 
-            int totalWaitTime = 0;
-            while (true)
+            try
             {
-                // Remove requests no longer in time period from the history
-                var checkTime = DateTime.UtcNow;
-                for (var i = 0; i < historyTopic.Entries.Count; i++)
+                int totalWaitTime = 0;
+                while (true)
                 {
-                    if (historyTopic.Entries[i].Timestamp < checkTime - historyTopic.Period)
+                    // Remove requests no longer in time period from the history
+                    var checkTime = DateTime.UtcNow;
+                    for (var i = 0; i < historyTopic.Entries.Count; i++)
                     {
-                        historyTopic.Entries.Remove(historyTopic.Entries[i]);
-                        i--;
+                        if (historyTopic.Entries[i].Timestamp < checkTime - historyTopic.Period)
+                        {
+                            historyTopic.Entries.Remove(historyTopic.Entries[i]);
+                            i--;
+                        }
+                        else
+                            break;
+                    }
+
+                    var currentWeight = !historyTopic.Entries.Any() ? 0 : historyTopic.Entries.Sum(h => h.Weight);
+                    if (currentWeight + requestWeight > historyTopic.Limit)
+                    {
+                        if (currentWeight == 0)
+                            throw new Exception("Request limit reached without any prior request. " +
+                                $"This request can never execute with the current rate limiter. Request weight: {requestWeight}, Ratelimit: {historyTopic.Limit}");
+
+                        // Wait until the next entry should be removed from the history
+                        var thisWaitTime = (int)Math.Round(((historyTopic.Entries.First().Timestamp + historyTopic.Period) - checkTime).TotalMilliseconds);
+                        if (thisWaitTime > 0)
+                        {
+                            if (limitBehaviour == RateLimitingBehaviour.Fail)
+                            {
+                                var msg = $"Request to {endpoint} failed because of rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}";
+                                logger.Log(LogLevel.Warning, msg);
+                                return new CallResult<int>(new ClientRateLimitError(msg) { RetryAfter = DateTime.UtcNow.AddSeconds(thisWaitTime) });
+                            }
+
+                            logger.Log(LogLevel.Information, $"Message to {endpoint} waiting {thisWaitTime}ms for rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}");
+                            try
+                            {
+                                await Task.Delay(thisWaitTime, ct).ConfigureAwait(false);
+                            }
+                            catch (OperationCanceledException)
+                            {
+                                return new CallResult<int>(new CancellationRequestedError());
+                            }
+                            totalWaitTime += thisWaitTime;
+                        }
                     }
                     else
-                        break;
-                }
-
-                var currentWeight = !historyTopic.Entries.Any() ? 0: historyTopic.Entries.Sum(h => h.Weight);
-                if (currentWeight + requestWeight > historyTopic.Limit)
-                {
-                    if (currentWeight == 0)
-                        throw new Exception("Request limit reached without any prior request. " +
-                            $"This request can never execute with the current rate limiter. Request weight: {requestWeight}, Ratelimit: {historyTopic.Limit}");
-
-                    // Wait until the next entry should be removed from the history
-                    var thisWaitTime = (int)Math.Round((historyTopic.Entries.First().Timestamp - (checkTime - historyTopic.Period)).TotalMilliseconds);
-                    if (thisWaitTime > 0)
                     {
-                        if (limitBehaviour == RateLimitingBehaviour.Fail)
-                        {
-                            historyTopic.Semaphore.Release();
-                            var msg = $"Request to {endpoint} failed because of rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}";
-                            logger.Log(LogLevel.Warning, msg);
-                            return new CallResult<int>(new RateLimitError(msg));
-                        }
-
-                        logger.Log(LogLevel.Information, $"Request to {endpoint} waiting {thisWaitTime}ms for rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}");
-                        try
-                        {
-                            await Task.Delay(thisWaitTime, ct).ConfigureAwait(false);
-                        }
-                        catch (OperationCanceledException)
-                        {
-                            return new CallResult<int>(new CancellationRequestedError());
-                        }
-                        totalWaitTime += thisWaitTime;
+                        break;
                     }
                 }
-                else
-                {
-                    break;
-                }
-            }
 
-            var newTime = DateTime.UtcNow;
-            historyTopic.Entries.Add(new LimitEntry(newTime, requestWeight));
-            historyTopic.Semaphore.Release();
-            return new CallResult<int>(totalWaitTime);
+                var newTime = DateTime.UtcNow;
+                historyTopic.Entries.Add(new LimitEntry(newTime, requestWeight));
+                return new CallResult<int>(totalWaitTime);
+            }
+            finally
+            {
+                historyTopic.Semaphore.Release();
+            }
         }
 
         internal struct LimitEntry
@@ -329,6 +347,24 @@ namespace CryptoExchange.Net.Objects
             }
         }
 
+        internal class ConnectionRateLimiter : PartialEndpointRateLimiter
+        {
+            public ConnectionRateLimiter(int limit, TimeSpan perPeriod)
+                : base(new[] { "/" }, limit, perPeriod, null, true, true)
+            {
+            }
+
+            public ConnectionRateLimiter(string[] endpoints, int limit, TimeSpan perPeriod)
+                : base(endpoints, limit, perPeriod, null, true, true)
+            {
+            }
+
+            public override string ToString()
+            {
+                return nameof(ConnectionRateLimiter);
+            }
+        }
+
         internal class EndpointRateLimiter: Limiter
         {
             public string[] Endpoints { get; set; }

CryptoExchange.Net/Objects/Sockets/DataEvent.cs

@@ -1,6 +1,6 @@
 using System;
 
-namespace CryptoExchange.Net.Sockets
+namespace CryptoExchange.Net.Objects.Sockets
 {
     /// <summary>
     /// An update received from a socket update subscription
@@ -23,35 +23,23 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public string? OriginalData { get; set; }
 
+        /// <summary>
+        /// Type of update
+        /// </summary>
+        public SocketUpdateType? UpdateType { get; set; }
+
         /// <summary>
         /// The received data deserialized into an object
         /// </summary>
         public T Data { get; set; }
 
-        /// <summary>
-        /// Ctor
-        /// </summary>
-        /// <param name="data"></param>
-        /// <param name="timestamp"></param>
-        public DataEvent(T data, DateTime timestamp)
-        {
-            Data = data;
-            Timestamp = timestamp;
-        }
-
-        internal DataEvent(T data, string? topic, DateTime timestamp)
-        {
-            Data = data;
-            Topic = topic;
-            Timestamp = timestamp;
-        }
-
-        internal DataEvent(T data, string? topic, string? originalData, DateTime timestamp)
+        internal DataEvent(T data, string? topic, string? originalData, DateTime timestamp, SocketUpdateType? updateType)
         {
             Data = data;
             Topic = topic;
             OriginalData = originalData;
             Timestamp = timestamp;
+            UpdateType = updateType;
         }
 
         /// <summary>
@@ -62,7 +50,7 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public DataEvent<K> As<K>(K data)
         {
-            return new DataEvent<K>(data, Topic, OriginalData, Timestamp);
+            return new DataEvent<K>(data, Topic, OriginalData, Timestamp, UpdateType);
         }
 
         /// <summary>
@@ -74,7 +62,20 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public DataEvent<K> As<K>(K data, string? topic)
         {
-            return new DataEvent<K>(data, topic, OriginalData, Timestamp);
+            return new DataEvent<K>(data, topic, OriginalData, Timestamp, UpdateType);
+        }
+
+        /// <summary>
+        /// Create a new DataEvent with data in the from of type K based on the current DataEvent. OriginalData and Timestamp will be copied over
+        /// </summary>
+        /// <typeparam name="K">The type of the new data</typeparam>
+        /// <param name="data">The new data</param>
+        /// <param name="topic">The new topic</param>
+        /// <param name="updateType">The type of update</param>
+        /// <returns></returns>
+        public DataEvent<K> As<K>(K data, string? topic, SocketUpdateType updateType)
+        {
+            return new DataEvent<K>(data, topic, OriginalData, Timestamp, updateType);
         }
     }
 }

CryptoExchange.Net/Objects/Sockets/UpdateSubscription.cs

@@ -1,8 +1,8 @@
-using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Sockets;
 using System;
 using System.Threading.Tasks;
 
-namespace CryptoExchange.Net.Sockets
+namespace CryptoExchange.Net.Objects.Sockets
 {
     /// <summary>
     /// Subscription to a data stream
@@ -10,7 +10,7 @@ namespace CryptoExchange.Net.Sockets
     public class UpdateSubscription
     {
         private readonly SocketConnection _connection;
-        private readonly SocketSubscription _subscription;
+        private readonly Subscription _listener;
 
         /// <summary>
         /// Event when the connection is lost. The socket will automatically reconnect when possible.
@@ -64,8 +64,8 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public event Action<Exception> Exception
         {
-            add => _subscription.Exception += value;
-            remove => _subscription.Exception -= value;
+            add => _listener.Exception += value;
+            remove => _listener.Exception -= value;
         }
 
         /// <summary>
@@ -76,26 +76,26 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// The id of the subscription
         /// </summary>
-        public int Id => _subscription.Id;
+        public int Id => _listener.Id;
 
         /// <summary>
         /// ctor
         /// </summary>
         /// <param name="connection">The socket connection the subscription is on</param>
         /// <param name="subscription">The subscription</param>
-        public UpdateSubscription(SocketConnection connection, SocketSubscription subscription)
+        public UpdateSubscription(SocketConnection connection, Subscription subscription)
         {
-            this._connection = connection;
-            this._subscription = subscription;
+            _connection = connection;
+            _listener = subscription;
         }
-        
+
         /// <summary>
         /// Close the subscription
         /// </summary>
         /// <returns></returns>
         public Task CloseAsync()
         {
-            return _connection.CloseAsync(_subscription);
+            return _connection.CloseAsync(_listener);
         }
 
         /// <summary>
@@ -113,16 +113,16 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         internal async Task UnsubscribeAsync()
         {
-            await _connection.UnsubscribeAsync(_subscription).ConfigureAwait(false);
+            await _connection.UnsubscribeAsync(_listener).ConfigureAwait(false);
         }
 
         /// <summary>
         /// Resubscribe this subscription
         /// </summary>
         /// <returns></returns>
-        internal async Task<CallResult<bool>> ResubscribeAsync()
+        internal async Task<CallResult> ResubscribeAsync()
         {
-            return await _connection.ResubscribeAsync(_subscription).ConfigureAwait(false);
+            return await _connection.ResubscribeAsync(_listener).ConfigureAwait(false);
         }
     }
 }

CryptoExchange.Net/Objects/Sockets/WebSocketParameters.cs

@@ -1,10 +1,9 @@
-using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Interfaces;
 using System;
 using System.Collections.Generic;
 using System.Text;
-using System.Threading.Tasks;
 
-namespace CryptoExchange.Net.Sockets
+namespace CryptoExchange.Net.Objects.Sockets
 {
     /// <summary>
     /// Parameters for a websocket
@@ -52,24 +51,9 @@ namespace CryptoExchange.Net.Sockets
         public TimeSpan? KeepAliveInterval { get; set; }
 
         /// <summary>
-        /// The max amount of messages to send per second
+        /// The rate limiters for the socket connection
         /// </summary>
-        public int? RatelimitPerSecond { get; set; }
-
-        /// <summary>
-        /// Origin header value to send in the connection handshake
-        /// </summary>
-        public string? Origin { get; set; }
-
-        /// <summary>
-        /// Delegate used for processing byte data received from socket connections before it is processed by handlers
-        /// </summary>
-        public Func<byte[], string>? DataInterpreterBytes { get; set; }
-
-        /// <summary>
-        /// Delegate used for processing string data received from socket connections before it is processed by handlers
-        /// </summary>
-        public Func<string, string>? DataInterpreterString { get; set; }
+        public IEnumerable<IRateLimiter>? RateLimiters { get; set; }
 
         /// <summary>
         /// Encoding for sending/receiving data

CryptoExchange.Net/Objects/TradeEnvironment.cs

@@ -1,6 +1,4 @@
-using System.Collections.Generic;
-
-namespace CryptoExchange.Net.Objects
+namespace CryptoExchange.Net.Objects
 {
     /// <summary>
     /// Trade environment names

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -9,7 +9,7 @@ using System.Threading.Tasks;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
-using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.Objects.Sockets;
 using Microsoft.Extensions.Logging;
 
 namespace CryptoExchange.Net.OrderBook
@@ -464,7 +464,7 @@ namespace CryptoExchange.Net.OrderBook
         {
             var pbList = _processBuffer.ToList();
             if (pbList.Count > 0)
-                _logger.Log(LogLevel.Debug, $"Processing {pbList.Count} buffered updates");
+                _logger.Log(LogLevel.Debug, $"{Id} Processing {pbList.Count} buffered updates");
 
             foreach (var bufferEntry in pbList)
             {
@@ -661,7 +661,7 @@ namespace CryptoExchange.Net.OrderBook
 
                     if (_stopProcessing)
                     {
-                        _logger.Log(LogLevel.Trace, "Skipping message because of resubscribing");
+                        _logger.Log(LogLevel.Trace, $"{Id} Skipping message because of resubscribing");
                         continue;
                     }
 

CryptoExchange.Net/Requests/RequestFactory.cs

@@ -14,12 +14,27 @@ namespace CryptoExchange.Net.Requests
         private HttpClient? _httpClient;        
 
         /// <inheritdoc />
-        public void Configure(TimeSpan requestTimeout, HttpClient? client = null)
+        public void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? client = null)
         {
-            _httpClient = client ?? new HttpClient()
+            if (client == null)
             {
-                Timeout = requestTimeout
-            };
+                var handler = new HttpClientHandler();
+                if (proxy != null)
+                {
+                    handler.Proxy = new WebProxy
+                    {
+                        Address = new Uri($"{proxy.Host}:{proxy.Port}"),
+                        Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
+                    };
+                }
+
+                client = new HttpClient(handler)
+                {
+                    Timeout = requestTimeout
+                };
+            }
+
+            _httpClient = client;
         }
 
         /// <inheritdoc />

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
 using Microsoft.Extensions.Logging;
 using System;
 using System.Collections.Concurrent;
@@ -7,6 +8,7 @@ using System.Collections.Generic;
 using System.IO;
 using System.Linq;
 using System.Net;
+using System.Net.Http;
 using System.Net.WebSockets;
 using System.Threading;
 using System.Threading.Tasks;
@@ -30,9 +32,8 @@ namespace CryptoExchange.Net.Sockets
         private static readonly object _streamIdLock = new();
 
         private readonly AsyncResetEvent _sendEvent;
-        private readonly ConcurrentQueue<byte[]> _sendBuffer;
+        private readonly ConcurrentQueue<SendItem> _sendBuffer;
         private readonly SemaphoreSlim _closeSem;
-        private readonly List<DateTime> _outgoingMessages;
 
         private ClientWebSocket _socket;
         private CancellationTokenSource _ctsSource;
@@ -44,7 +45,6 @@ namespace CryptoExchange.Net.Sockets
         private ProcessState _processState;
         private DateTime _lastReconnectTime;
 
-
         /// <summary>
         /// Received messages, the size and the timstamp
         /// </summary>
@@ -75,10 +75,10 @@ namespace CryptoExchange.Net.Sockets
         public Uri Uri => Parameters.Uri;
 
         /// <inheritdoc />
-        public bool IsClosed => _socket.State == WebSocketState.Closed;
+        public virtual bool IsClosed => _socket.State == WebSocketState.Closed;
 
         /// <inheritdoc />
-        public bool IsOpen => _socket.State == WebSocketState.Open && !_ctsSource.IsCancellationRequested;
+        public virtual bool IsOpen => _socket.State == WebSocketState.Open && !_ctsSource.IsCancellationRequested;
 
         /// <inheritdoc />
         public double IncomingKbps
@@ -98,22 +98,25 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <inheritdoc />
-        public event Action? OnClose;
+        public event Func<Task>? OnClose;
 
         /// <inheritdoc />
-        public event Action<string>? OnMessage;
+        public event Func<WebSocketMessageType, Stream, Task>? OnStreamMessage;
 
         /// <inheritdoc />
-        public event Action<Exception>? OnError;
+        public event Func<int, Task>? OnRequestSent;
 
         /// <inheritdoc />
-        public event Action? OnOpen;
+        public event Func<Exception, Task>? OnError;
 
         /// <inheritdoc />
-        public event Action? OnReconnecting;
+        public event Func<Task>? OnOpen;
 
         /// <inheritdoc />
-        public event Action? OnReconnected;
+        public event Func<Task>? OnReconnecting;
+
+        /// <inheritdoc />
+        public event Func<Task>? OnReconnected;
         /// <inheritdoc />
         public Func<Task<Uri?>>? GetReconnectionUrl { get; set; }
 
@@ -128,10 +131,9 @@ namespace CryptoExchange.Net.Sockets
             _logger = logger;
 
             Parameters = websocketParameters;
-            _outgoingMessages = new List<DateTime>();
             _receivedMessages = new List<ReceiveItem>();
             _sendEvent = new AsyncResetEvent();
-            _sendBuffer = new ConcurrentQueue<byte[]>();
+            _sendBuffer = new ConcurrentQueue<SendItem>();
             _ctsSource = new CancellationTokenSource();
             _receivedMessagesLock = new object();
 
@@ -145,7 +147,7 @@ namespace CryptoExchange.Net.Sockets
             if (!await ConnectInternalAsync().ConfigureAwait(false))
                 return false;
             
-            OnOpen?.Invoke();
+            await (OnOpen?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
             _processTask = ProcessAsync();
             return true;            
         }
@@ -181,7 +183,7 @@ namespace CryptoExchange.Net.Sockets
 
         private async Task<bool> ConnectInternalAsync()
         {
-            _logger.Log(LogLevel.Debug, $"Socket {Id} connecting");
+            _logger.Log(LogLevel.Debug, $"[Sckt {Id}] connecting");
             try
             {
                 using CancellationTokenSource tcs = new(TimeSpan.FromSeconds(10));
@@ -189,11 +191,11 @@ namespace CryptoExchange.Net.Sockets
             }
             catch (Exception e)
             {
-                _logger.Log(LogLevel.Debug, $"Socket {Id} connection failed: " + e.ToLogString());
+                _logger.Log(LogLevel.Debug, $"[Sckt {Id}] connection failed: " + e.ToLogString());
                 return false;
             }
 
-            _logger.Log(LogLevel.Debug, $"Socket {Id} connected to {Uri}");
+            _logger.Log(LogLevel.Debug, $"[Sckt {Id}] connected to {Uri}");
             return true;
         }
 
@@ -202,13 +204,13 @@ namespace CryptoExchange.Net.Sockets
         {
             while (!_stopRequested)
             {
-                _logger.Log(LogLevel.Debug, $"Socket {Id} starting processing tasks");
+                _logger.Log(LogLevel.Debug, $"[Sckt {Id}] starting processing tasks");
                 _processState = ProcessState.Processing;
                 var sendTask = SendLoopAsync();
                 var receiveTask = ReceiveLoopAsync();
                 var timeoutTask = Parameters.Timeout != null && Parameters.Timeout > TimeSpan.FromSeconds(0) ? CheckTimeoutAsync() : Task.CompletedTask;
                 await Task.WhenAll(sendTask, receiveTask, timeoutTask).ConfigureAwait(false);
-                _logger.Log(LogLevel.Debug, $"Socket {Id} processing tasks finished");
+                _logger.Log(LogLevel.Debug, $"[Sckt {Id}] processing tasks finished");
 
                 _processState = ProcessState.WaitingForClose;
                 while (_closeTask == null)
@@ -220,14 +222,14 @@ namespace CryptoExchange.Net.Sockets
                 if (!Parameters.AutoReconnect)
                 {
                     _processState = ProcessState.Idle;
-                    OnClose?.Invoke();
+                    await (OnClose?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                     return;
                 }    
 
                 if (!_stopRequested)
                 {
                     _processState = ProcessState.Reconnecting;
-                    OnReconnecting?.Invoke();                    
+                    await (OnReconnecting?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);                    
                 }
 
                 var sinceLastReconnect = DateTime.UtcNow - _lastReconnectTime;
@@ -236,14 +238,14 @@ namespace CryptoExchange.Net.Sockets
 
                 while (!_stopRequested)
                 {
-                    _logger.Log(LogLevel.Debug, $"Socket {Id} attempting to reconnect");
+                    _logger.Log(LogLevel.Debug, $"[Sckt {Id}] attempting to reconnect");
                     var task = GetReconnectionUrl?.Invoke();
                     if (task != null)
                     {
                         var reconnectUri = await task.ConfigureAwait(false);
                         if (reconnectUri != null && Parameters.Uri != reconnectUri)
                         {
-                            _logger.Log(LogLevel.Debug, $"Socket {Id} reconnect URI set to {reconnectUri}");
+                            _logger.Log(LogLevel.Debug, $"[Sckt {Id}] reconnect URI set to {reconnectUri}");
                             Parameters.Uri = reconnectUri;
                         }
                     }
@@ -261,7 +263,7 @@ namespace CryptoExchange.Net.Sockets
                     }
 
                     _lastReconnectTime = DateTime.UtcNow;
-                    OnReconnected?.Invoke();
+                    await (OnReconnected?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                     break;
                 }
             }
@@ -270,14 +272,14 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <inheritdoc />
-        public virtual void Send(string data)
+        public virtual void Send(int id, string data, int weight)
         {
             if (_ctsSource.IsCancellationRequested)
                 return;
 
             var bytes = Parameters.Encoding.GetBytes(data);
-            _logger.Log(LogLevel.Trace, $"Socket {Id} Adding {bytes.Length} to sent buffer");
-            _sendBuffer.Enqueue(bytes);
+            _logger.Log(LogLevel.Trace, $"[Sckt {Id}] msg {id} - Adding {bytes.Length} bytes to send buffer");
+            _sendBuffer.Enqueue(new SendItem { Id = id, Weight = weight, Bytes = bytes });
             _sendEvent.Set();
         }
 
@@ -287,7 +289,7 @@ namespace CryptoExchange.Net.Sockets
             if (_processState != ProcessState.Processing && IsOpen)
                 return;
 
-            _logger.Log(LogLevel.Debug, $"Socket {Id} reconnect requested");
+            _logger.Log(LogLevel.Debug, $"[Sckt {Id}] reconnect requested");
             _closeTask = CloseInternalAsync();
             await _closeTask.ConfigureAwait(false);
         }
@@ -302,18 +304,18 @@ namespace CryptoExchange.Net.Sockets
             {
                 if (_closeTask?.IsCompleted == false)
                 {
-                    _logger.Log(LogLevel.Debug, $"Socket {Id} CloseAsync() waiting for existing close task");
+                    _logger.Log(LogLevel.Debug, $"[Sckt {Id}] CloseAsync() waiting for existing close task");
                     await _closeTask.ConfigureAwait(false);
                     return;
                 }
 
                 if (!IsOpen)
                 {
-                    _logger.Log(LogLevel.Debug, $"Socket {Id} CloseAsync() socket not open");
+                    _logger.Log(LogLevel.Debug, $"[Sckt {Id}] CloseAsync() socket not open");
                     return;
                 }
 
-                _logger.Log(LogLevel.Debug, $"Socket {Id} closing");
+                _logger.Log(LogLevel.Debug, $"[Sckt {Id}] closing");
                 _closeTask = CloseInternalAsync();
             }
             finally
@@ -324,8 +326,8 @@ namespace CryptoExchange.Net.Sockets
             await _closeTask.ConfigureAwait(false);
             if(_processTask != null)
                 await _processTask.ConfigureAwait(false);
-            OnClose?.Invoke();
-            _logger.Log(LogLevel.Debug, $"Socket {Id} closed");
+            await (OnClose?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
+            _logger.Log(LogLevel.Debug, $"[Sckt {Id}] closed");
         }
 
         /// <summary>
@@ -377,11 +379,11 @@ namespace CryptoExchange.Net.Sockets
             if (_disposed)
                 return;
 
-            _logger.Log(LogLevel.Debug, $"Socket {Id} disposing");
+            _logger.Log(LogLevel.Debug, $"[Sckt {Id}] disposing");
             _disposed = true;
             _socket.Dispose();
             _ctsSource.Dispose();
-            _logger.Log(LogLevel.Trace, $"Socket {Id} disposed");
+            _logger.Log(LogLevel.Trace, $"[Sckt {Id}] disposed");
         }
 
         /// <summary>
@@ -392,6 +394,7 @@ namespace CryptoExchange.Net.Sockets
         {
             try
             {
+                var limitKey = Uri.ToString() + "/" + Id.ToString();
                 while (true)
                 {
                     if (_ctsSource.IsCancellationRequested)
@@ -404,25 +407,24 @@ namespace CryptoExchange.Net.Sockets
 
                     while (_sendBuffer.TryDequeue(out var data))
                     {
-                        if (Parameters.RatelimitPerSecond != null)
+                        if (Parameters.RateLimiters != null)
                         {
-                            // Wait for rate limit
-                            DateTime? start = null;
-                            while (MessagesSentLastSecond() >= Parameters.RatelimitPerSecond)
+                            foreach(var ratelimiter in Parameters.RateLimiters)
                             {
-                                start ??= DateTime.UtcNow;
-                                await Task.Delay(50).ConfigureAwait(false);
+                                var limitResult = await ratelimiter.LimitRequestAsync(_logger, limitKey, HttpMethod.Get, false, null, RateLimitingBehaviour.Wait, data.Weight, _ctsSource.Token).ConfigureAwait(false);
+                                if (limitResult.Success)
+                                {
+                                    if (limitResult.Data > 0)
+                                        _logger.Log(LogLevel.Debug, $"[Sckt {Id}] msg {data.Id} - send delayed {limitResult.Data}ms because of rate limit");
+                                }
                             }
-
-                            if (start != null)
-                                _logger.Log(LogLevel.Debug, $"Socket {Id} sent delayed {Math.Round((DateTime.UtcNow - start.Value).TotalMilliseconds)}ms because of rate limit");
                         }
 
                         try
                         {
-                            await _socket.SendAsync(new ArraySegment<byte>(data, 0, data.Length), WebSocketMessageType.Text, true, _ctsSource.Token).ConfigureAwait(false);
-                            _outgoingMessages.Add(DateTime.UtcNow);
-                            _logger.Log(LogLevel.Trace, $"Socket {Id} sent {data.Length} bytes");
+                            await _socket.SendAsync(new ArraySegment<byte>(data.Bytes, 0, data.Bytes.Length), WebSocketMessageType.Text, true, _ctsSource.Token).ConfigureAwait(false);
+                            await (OnRequestSent?.Invoke(data.Id) ?? Task.CompletedTask).ConfigureAwait(false);
+                            _logger.Log(LogLevel.Trace, $"[Sckt {Id}] msg {data.Id} - sent {data.Bytes.Length} bytes");
                         }
                         catch (OperationCanceledException)
                         {
@@ -432,7 +434,7 @@ namespace CryptoExchange.Net.Sockets
                         catch (Exception ioe)
                         {
                             // Connection closed unexpectedly, .NET framework
-                            OnError?.Invoke(ioe);
+                            await (OnError?.Invoke(ioe) ?? Task.CompletedTask).ConfigureAwait(false);
                             if (_closeTask?.IsCompleted != false)
                                 _closeTask = CloseInternalAsync();
                             break;
@@ -445,13 +447,13 @@ namespace CryptoExchange.Net.Sockets
                 // Because this is running in a separate task and not awaited until the socket gets closed
                 // any exception here will crash the send processing, but do so silently unless the socket get's stopped.
                 // Make sure we at least let the owner know there was an error
-                _logger.Log(LogLevel.Warning, $"Socket {Id} Send loop stopped with exception");
-                OnError?.Invoke(e);
+                _logger.Log(LogLevel.Warning, $"[Sckt {Id}] send loop stopped with exception");
+                await (OnError?.Invoke(e) ?? Task.CompletedTask).ConfigureAwait(false);
                 throw;
             }
             finally
             {
-                _logger.Log(LogLevel.Debug, $"Socket {Id} Send loop finished");
+                _logger.Log(LogLevel.Debug, $"[Sckt {Id}] send loop finished");
             }
         }
 
@@ -490,7 +492,7 @@ namespace CryptoExchange.Net.Sockets
                         catch (Exception wse)
                         {
                             // Connection closed unexpectedly
-                            OnError?.Invoke(wse);
+                            await (OnError?.Invoke(wse) ?? Task.CompletedTask).ConfigureAwait(false);
                             if (_closeTask?.IsCompleted != false)
                                 _closeTask = CloseInternalAsync();
                             break;
@@ -499,7 +501,7 @@ namespace CryptoExchange.Net.Sockets
                         if (receiveResult.MessageType == WebSocketMessageType.Close)
                         {
                             // Connection closed unexpectedly        
-                            _logger.Log(LogLevel.Debug, $"Socket {Id} received `Close` message");
+                            _logger.Log(LogLevel.Debug, $"[Sckt {Id}] received `Close` message");
                             if (_closeTask?.IsCompleted != false)
                                 _closeTask = CloseInternalAsync();
                             break;
@@ -510,7 +512,7 @@ namespace CryptoExchange.Net.Sockets
                             // We received data, but it is not complete, write it to a memory stream for reassembling
                             multiPartMessage = true;
                             memoryStream ??= new MemoryStream();
-                            _logger.Log(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in partial message");
+                            _logger.Log(LogLevel.Trace, $"[Sckt {Id}] received {receiveResult.Count} bytes in partial message");
                             await memoryStream.WriteAsync(buffer.Array, buffer.Offset, receiveResult.Count).ConfigureAwait(false);
                         }
                         else
@@ -518,13 +520,13 @@ namespace CryptoExchange.Net.Sockets
                             if (!multiPartMessage)
                             {
                                 // Received a complete message and it's not multi part
-                                _logger.Log(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in single message");
-                                HandleMessage(buffer.Array!, buffer.Offset, receiveResult.Count, receiveResult.MessageType);
+                                _logger.Log(LogLevel.Trace, $"[Sckt {Id}] received {receiveResult.Count} bytes in single message");
+                                await ProcessData(receiveResult.MessageType, new MemoryStream(buffer.Array, buffer.Offset, receiveResult.Count)).ConfigureAwait(false);
                             }
                             else
                             {
                                 // Received the end of a multipart message, write to memory stream for reassembling
-                                _logger.Log(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in partial message");
+                                _logger.Log(LogLevel.Trace, $"[Sckt {Id}] received {receiveResult.Count} bytes in partial message");
                                 await memoryStream!.WriteAsync(buffer.Array, buffer.Offset, receiveResult.Count).ConfigureAwait(false);
                             }
                             break;
@@ -552,12 +554,14 @@ namespace CryptoExchange.Net.Sockets
                         if (receiveResult?.EndOfMessage == true)
                         {
                             // Reassemble complete message from memory stream
-                            _logger.Log(LogLevel.Trace, $"Socket {Id} reassembled message of {memoryStream!.Length} bytes");
-                            HandleMessage(memoryStream!.ToArray(), 0, (int)memoryStream.Length, receiveResult.MessageType);
+                            _logger.Log(LogLevel.Trace, $"[Sckt {Id}] reassembled message of {memoryStream!.Length} bytes");
+                            await ProcessData(receiveResult.MessageType, memoryStream).ConfigureAwait(false);
                             memoryStream.Dispose();
                         }
                         else
-                            _logger.Log(LogLevel.Trace, $"Socket {Id} discarding incomplete message of {memoryStream!.Length} bytes");
+                        {
+                            _logger.Log(LogLevel.Trace, $"[Sckt {Id}] discarding incomplete message of {memoryStream!.Length} bytes");
+                        }
                     }
                 }
             }
@@ -566,113 +570,38 @@ namespace CryptoExchange.Net.Sockets
                 // Because this is running in a separate task and not awaited until the socket gets closed
                 // any exception here will crash the receive processing, but do so silently unless the socket gets stopped.
                 // Make sure we at least let the owner know there was an error
-                _logger.Log(LogLevel.Warning, $"Socket {Id} Receive loop stopped with exception");
-                OnError?.Invoke(e);
+                _logger.Log(LogLevel.Warning, $"[Sckt {Id}] receive loop stopped with exception");
+                await (OnError?.Invoke(e) ?? Task.CompletedTask).ConfigureAwait(false);
                 throw;
             }
             finally
             {
-                _logger.Log(LogLevel.Debug, $"Socket {Id} Receive loop finished");
+                _logger.Log(LogLevel.Debug, $"[Sckt {Id}] receive loop finished");
             }
         }
 
         /// <summary>
-        /// Handles the message
+        /// Proccess a stream message
         /// </summary>
-        /// <param name="data"></param>
-        /// <param name="offset"></param>
-        /// <param name="count"></param>
-        /// <param name="messageType"></param>
-        private void HandleMessage(byte[] data, int offset, int count, WebSocketMessageType messageType)
-        {
-            string strData;
-            if (messageType == WebSocketMessageType.Binary)
-            {
-                if (Parameters.DataInterpreterBytes == null)
-                    throw new Exception("Byte interpreter not set while receiving byte data");
-
-                try
-                {
-                    var relevantData = new byte[count];
-                    Array.Copy(data, offset, relevantData, 0, count);
-                    strData = Parameters.DataInterpreterBytes(relevantData);
-                }
-                catch(Exception e)
-                {
-                    _logger.Log(LogLevel.Error, $"Socket {Id} unhandled exception during byte data interpretation: " + e.ToLogString());
-                    return;
-                }
-            }
-            else
-                strData = Parameters.Encoding.GetString(data, offset, count);
-
-            if (Parameters.DataInterpreterString != null)
-            {
-                try
-                {
-                    strData = Parameters.DataInterpreterString(strData);
-                }
-                catch(Exception e)
-                {
-                    _logger.Log(LogLevel.Error, $"Socket {Id} unhandled exception during string data interpretation: " + e.ToLogString());
-                    return;
-                }
-            }
-
-            try
-            {
-                LastActionTime = DateTime.UtcNow;
-                OnMessage?.Invoke(strData);
-            }
-            catch(Exception e)
-            {
-                _logger.Log(LogLevel.Error, $"Socket {Id} unhandled exception during message processing: " + e.ToLogString());
-            }
-        }
-
-        /// <summary>
-        /// Trigger the OnMessage event
-        /// </summary>
-        /// <param name="data"></param>
-        protected void TriggerOnMessage(string data)
+        /// <param name="type"></param>
+        /// <param name="stream"></param>
+        /// <returns></returns>
+        protected async Task ProcessData(WebSocketMessageType type, Stream stream)
         {
             LastActionTime = DateTime.UtcNow;
-            OnMessage?.Invoke(data);
+            stream.Position = 0;
+
+            if (OnStreamMessage != null)
+                await OnStreamMessage.Invoke(type, stream).ConfigureAwait(false);
         }
 
-        /// <summary>
-        /// Trigger the OnError event
-        /// </summary>
-        /// <param name="ex"></param>
-        protected void TriggerOnError(Exception ex) => OnError?.Invoke(ex);
-
-        /// <summary>
-        /// Trigger the OnError event
-        /// </summary>
-        protected void TriggerOnOpen() => OnOpen?.Invoke();
-
-        /// <summary>
-        /// Trigger the OnError event
-        /// </summary>
-        protected void TriggerOnClose() => OnClose?.Invoke();
-
-        /// <summary>
-        /// Trigger the OnReconnecting event
-        /// </summary>
-        protected void TriggerOnReconnecting() => OnReconnecting?.Invoke();
-
-        /// <summary>
-        /// Trigger the OnReconnected event
-        /// </summary>
-        protected void TriggerOnReconnected() => OnReconnected?.Invoke();
-
         /// <summary>
         /// Checks if there is no data received for a period longer than the specified timeout
         /// </summary>
         /// <returns></returns>
         protected async Task CheckTimeoutAsync()
         {
-            _logger.Log(LogLevel.Debug, $"Socket {Id} Starting task checking for no data received for {Parameters.Timeout}");
+            _logger.Log(LogLevel.Debug, $"[Sckt {Id}] starting task checking for no data received for {Parameters.Timeout}");
             LastActionTime = DateTime.UtcNow;
             try 
             { 
@@ -683,7 +612,7 @@ namespace CryptoExchange.Net.Sockets
 
                     if (DateTime.UtcNow - LastActionTime > Parameters.Timeout)
                     {
-                        _logger.Log(LogLevel.Warning, $"Socket {Id} No data received for {Parameters.Timeout}, reconnecting socket");
+                        _logger.Log(LogLevel.Warning, $"[Sckt {Id}] no data received for {Parameters.Timeout}, reconnecting socket");
                         _ = ReconnectAsync().ConfigureAwait(false);
                         return;
                     }
@@ -703,7 +632,7 @@ namespace CryptoExchange.Net.Sockets
                 // Because this is running in a separate task and not awaited until the socket gets closed
                 // any exception here will stop the timeout checking, but do so silently unless the socket get's stopped.
                 // Make sure we at least let the owner know there was an error
-                OnError?.Invoke(e);
+                await (OnError?.Invoke(e) ?? Task.CompletedTask).ConfigureAwait(false);
                 throw;
             }
         }
@@ -721,13 +650,6 @@ namespace CryptoExchange.Net.Sockets
             }
         }
 
-        private int MessagesSentLastSecond()
-        {
-            var testTime = DateTime.UtcNow;
-            _outgoingMessages.RemoveAll(r => testTime - r > TimeSpan.FromSeconds(1));
-            return _outgoingMessages.Count;            
-        }
-
         /// <summary>
         /// Update the received messages list, removing messages received longer than 3s ago
         /// </summary>
@@ -769,6 +691,32 @@ namespace CryptoExchange.Net.Sockets
         }
     }
 
+    /// <summary>
+    /// Message info
+    /// </summary>
+    public struct SendItem
+    {
+        /// <summary>
+        /// The request id
+        /// </summary>
+        public int Id { get; set; }
+
+        /// <summary>
+        /// The request id
+        /// </summary>
+        public int Weight { get; set; }
+
+        /// <summary>
+        /// Timestamp the request was sent
+        /// </summary>
+        public DateTime SendTime { get; set; }
+
+        /// <summary>
+        /// The bytes to send
+        /// </summary>
+        public byte[] Bytes { get; set; }
+    }
+
     /// <summary>
     /// Received message info
     /// </summary>

CryptoExchange.Net/Sockets/MessageEvent.cs

@@ -1,46 +0,0 @@
-using Newtonsoft.Json.Linq;
-using System;
-
-namespace CryptoExchange.Net.Sockets
-{
-    /// <summary>
-    /// Message received event
-    /// </summary>
-    public class MessageEvent
-    {
-        /// <summary>
-        /// The connection the message was received on
-        /// </summary>
-        public SocketConnection Connection { get; set; }
-
-        /// <summary>
-        /// The json object of the data
-        /// </summary>
-        public JToken JsonData { get; set; }
-
-        /// <summary>
-        /// The originally received string data
-        /// </summary>
-        public string? OriginalData { get; set; }
-
-        /// <summary>
-        /// The timestamp of when the data was received
-        /// </summary>
-        public DateTime ReceivedTimestamp { get; set; }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="connection"></param>
-        /// <param name="jsonData"></param>
-        /// <param name="originalData"></param>
-        /// <param name="timestamp"></param>
-        public MessageEvent(SocketConnection connection, JToken jsonData, string? originalData, DateTime timestamp)
-        {
-            Connection = connection;
-            JsonData = jsonData;
-            OriginalData = originalData;
-            ReceivedTimestamp = timestamp;
-        }
-    }
-}

CryptoExchange.Net/Sockets/MessageParsing/Interfaces/IMessageData.cs

@@ -0,0 +1,58 @@
+using System;
+using System.Collections.Generic;
+using System.IO;
+
+namespace CryptoExchange.Net.Sockets.MessageParsing.Interfaces
+{
+    /// <summary>
+    /// Message accessor
+    /// </summary>
+    public interface IMessageAccessor
+    {
+        /// <summary>
+        /// Is this a json message
+        /// </summary>
+        bool IsJson { get; }
+        /// <summary>
+        /// The underlying data object
+        /// </summary>
+        object? Underlying { get; }
+        /// <summary>
+        /// Load a stream message
+        /// </summary>
+        /// <param name="stream"></param>
+        void Load(Stream stream);
+        /// <summary>
+        /// Get the type of node
+        /// </summary>
+        /// <returns></returns>
+        NodeType? GetNodeType();
+        /// <summary>
+        /// Get the type of node
+        /// </summary>
+        /// <param name="path">Access path</param>
+        /// <returns></returns>
+        NodeType? GetNodeType(MessagePath path);
+        /// <summary>
+        /// Get the value of a path
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <param name="path"></param>
+        /// <returns></returns>
+        T? GetValue<T>(MessagePath path);
+        /// <summary>
+        /// Get the values of an array
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <param name="path"></param>
+        /// <returns></returns>
+        List<T?>? GetValues<T>(MessagePath path);
+        /// <summary>
+        /// Deserialize the message into this type
+        /// </summary>
+        /// <param name="type"></param>
+        /// <param name="path"></param>
+        /// <returns></returns>
+        object Deserialize(Type type, MessagePath? path = null);
+    }
+}

CryptoExchange.Net/Sockets/MessageParsing/Interfaces/IMessageSerializer.cs

@@ -0,0 +1,15 @@
+namespace CryptoExchange.Net.Sockets.MessageParsing.Interfaces
+{
+    /// <summary>
+    /// Serializer interface
+    /// </summary>
+    public interface IMessageSerializer
+    {
+        /// <summary>
+        /// Serialize an object to a string
+        /// </summary>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        string Serialize(object message);
+    }
+}

CryptoExchange.Net/Sockets/MessageParsing/JsonNetMessageData.cs

@@ -0,0 +1,158 @@
+using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Linq;
+using System.Text;
+
+namespace CryptoExchange.Net.Sockets.MessageParsing
+{
+    /// <summary>
+    /// Json.Net message accessor
+    /// </summary>
+    public class JsonNetMessageAccessor : IMessageAccessor
+    {
+        private JToken? _token;
+        private Stream? _stream;
+        private static JsonSerializer _serializer = JsonSerializer.Create(SerializerOptions.WithConverters);
+
+        /// <inheritdoc />
+        public bool IsJson { get; private set; }
+
+        /// <inheritdoc />
+        public object? Underlying => _token;
+
+        /// <inheritdoc />
+        public void Load(Stream stream)
+        {
+            _stream = stream;
+            using var reader = new StreamReader(stream, Encoding.UTF8, false, (int)stream.Length, true);
+            using var jsonTextReader = new JsonTextReader(reader);
+
+            try
+            {
+                _token = JToken.Load(jsonTextReader);
+                IsJson = true;
+            }
+            catch (Exception)
+            {
+                // Not a json message
+                IsJson = false;
+            }
+        }
+
+        /// <inheritdoc />
+        public object Deserialize(Type type, MessagePath? path = null)
+        {
+            if (!IsJson)
+            {
+                var sr = new StreamReader(_stream);
+                return sr.ReadToEnd();
+            }
+
+            var source = _token;
+            if (path != null)
+                source = GetPathNode(path.Value);
+
+            return source!.ToObject(type, _serializer)!;
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType()
+        {
+            if (_token == null)
+                return null;
+
+            if (_token.Type == JTokenType.Object)
+                return NodeType.Object;
+
+            if (_token.Type == JTokenType.Array)
+                return NodeType.Array;
+
+            return NodeType.Value;
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType(MessagePath path)
+        {
+            var node = GetPathNode(path);
+            if (node == null)
+                return null;
+
+            if (node.Type == JTokenType.Object)
+                return NodeType.Object;
+
+            if (node.Type == JTokenType.Array)
+                return NodeType.Array;
+
+            return NodeType.Value;
+        }
+
+        /// <inheritdoc />
+        public T? GetValue<T>(MessagePath path)
+        {
+            var value = GetPathNode(path);
+            if (value == null)
+                return default;
+
+            if (value.Type == JTokenType.Object || value.Type == JTokenType.Array)
+                return default;
+
+            return value!.Value<T>();
+        }
+
+        /// <inheritdoc />
+        public List<T?>? GetValues<T>(MessagePath path)
+        {
+            var value = GetPathNode(path);
+            if (value == null)
+                return default;
+
+            if (value.Type == JTokenType.Object)
+                return default;
+
+            return value!.Values<T>().ToList();
+        }
+
+        private JToken? GetPathNode(MessagePath path)
+        {
+            var currentToken = _token;
+            foreach (var node in path)
+            {
+                if (node.Type == 0)
+                {
+                    // Int value
+                    var val = (int)node.Value!;
+                    if (currentToken!.Type != JTokenType.Array || ((JArray)currentToken).Count <= val)
+                        return null;
+
+                    currentToken = currentToken[val];
+                }
+                else if (node.Type == 1)
+                {
+                    // String value
+                    if (currentToken!.Type != JTokenType.Object)
+                        return null;
+
+                    currentToken = currentToken[(string)node.Value!];
+                }
+                else
+                {
+                    // Property name
+                    if (currentToken!.Type != JTokenType.Object)
+                        return null;
+
+                    currentToken = (currentToken.First as JProperty)?.Name;
+                }
+
+                if (currentToken == null)
+                    return null;
+            }
+
+            return currentToken;
+        }
+    }
+}

CryptoExchange.Net/Sockets/MessageParsing/JsonNetSerializer.cs

@@ -0,0 +1,12 @@
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
+using Newtonsoft.Json;
+
+namespace CryptoExchange.Net.Sockets.MessageParsing
+{
+    /// <inheritdoc />
+    public class JsonNetSerializer : IMessageSerializer
+    {
+        /// <inheritdoc />
+        public string Serialize(object message) => JsonConvert.SerializeObject(message, Formatting.None);
+    }
+}

CryptoExchange.Net/Sockets/MessageParsing/MessageNode.cs

@@ -0,0 +1,44 @@
+namespace CryptoExchange.Net.Sockets.MessageParsing
+{
+    /// <summary>
+    /// Node accessor
+    /// </summary>
+    public struct NodeAccessor
+    {
+        /// <summary>
+        /// Value
+        /// </summary>
+        public object? Value { get; }
+        /// <summary>
+        /// Type (0 = int, 1 = string, 2 = prop name)
+        /// </summary>
+        public int Type { get; }
+
+        private NodeAccessor(object? value, int type)
+        {
+            Value = value;
+            Type = type;
+        }
+
+        /// <summary>
+        /// Create an int node accessor
+        /// </summary>
+        /// <param name="value"></param>
+        /// <returns></returns>
+        public static NodeAccessor Int(int value) { return new NodeAccessor(value, 0); }
+
+        /// <summary>
+        /// Create a string node accessor
+        /// </summary>
+        /// <param name="value"></param>
+        /// <returns></returns>
+        public static NodeAccessor String(string value) { return new NodeAccessor(value, 1); }
+
+        /// <summary>
+        /// Create a property name node accessor
+        /// </summary>
+        /// <returns></returns>
+        public static NodeAccessor PropertyName() { return new NodeAccessor(null, 2); }
+    }
+
+}

CryptoExchange.Net/Sockets/MessageParsing/MessagePath.cs

@@ -0,0 +1,50 @@
+using System.Collections;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Sockets.MessageParsing
+{
+    /// <summary>
+    /// Message access definition
+    /// </summary>
+    public struct MessagePath : IEnumerable<NodeAccessor>
+    {
+        private List<NodeAccessor> _path;
+
+        internal void Add(NodeAccessor node)
+        {
+            _path.Add(node);
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public MessagePath()
+        {
+            _path = new List<NodeAccessor>();
+        }
+
+        /// <summary>
+        /// Create a new message path
+        /// </summary>
+        /// <returns></returns>
+        public static MessagePath Get()
+        {
+            return new MessagePath();
+        }
+
+        /// <summary>
+        /// IEnumerable implementation
+        /// </summary>
+        /// <returns></returns>
+        public IEnumerator<NodeAccessor> GetEnumerator()
+        {
+            for (var i = 0; i < _path.Count; i++)
+                yield return _path[i];
+        }
+
+        IEnumerator IEnumerable.GetEnumerator()
+        {
+            return GetEnumerator();
+        }
+    }
+}

CryptoExchange.Net/Sockets/MessageParsing/MessagePathExtension.cs

@@ -0,0 +1,43 @@
+namespace CryptoExchange.Net.Sockets.MessageParsing
+{
+    /// <summary>
+    /// Message path extension methods
+    /// </summary>
+    public static class MessagePathExtension
+    {
+        /// <summary>
+        /// Add a string node accessor
+        /// </summary>
+        /// <param name="path"></param>
+        /// <param name="propName"></param>
+        /// <returns></returns>
+        public static MessagePath Property(this MessagePath path, string propName)
+        {
+            path.Add(NodeAccessor.String(propName));
+            return path;
+        }
+
+        /// <summary>
+        /// Add a property name node accessor
+        /// </summary>
+        /// <param name="path"></param>
+        /// <returns></returns>
+        public static MessagePath PropertyName(this MessagePath path)
+        {
+            path.Add(NodeAccessor.PropertyName());
+            return path;
+        }
+
+        /// <summary>
+        /// Add a int node accessor
+        /// </summary>
+        /// <param name="path"></param>
+        /// <param name="index"></param>
+        /// <returns></returns>
+        public static MessagePath Index(this MessagePath path, int index)
+        {
+            path.Add(NodeAccessor.Int(index));
+            return path;
+        }
+    }
+}

CryptoExchange.Net/Sockets/MessageParsing/NodeType.cs

@@ -0,0 +1,21 @@
+namespace CryptoExchange.Net.Sockets.MessageParsing
+{
+    /// <summary>
+    /// Message node type
+    /// </summary>
+    public enum NodeType
+    {
+        /// <summary>
+        /// Array node
+        /// </summary>
+        Array,
+        /// <summary>
+        /// Object node
+        /// </summary>
+        Object,
+        /// <summary>
+        /// Value node
+        /// </summary>
+        Value
+    }
+}

CryptoExchange.Net/Sockets/PendingRequest.cs

@@ -1,51 +0,0 @@
-using CryptoExchange.Net.Objects;
-using Newtonsoft.Json.Linq;
-using System;
-using System.Threading;
-
-namespace CryptoExchange.Net.Sockets
-{
-    internal class PendingRequest
-    {
-        public Func<JToken, bool> Handler { get; }
-        public JToken? Result { get; private set; }
-        public bool Completed { get; private set; }
-        public AsyncResetEvent Event { get; }
-        public DateTime RequestTimestamp { get; set; }
-        public TimeSpan Timeout { get; }
-        public SocketSubscription? Subscription { get; }
-
-        private CancellationTokenSource _cts;
-
-        public PendingRequest(Func<JToken, bool> handler, TimeSpan timeout, SocketSubscription? subscription)
-        {
-            Handler = handler;
-            Event = new AsyncResetEvent(false, false);
-            Timeout = timeout;
-            RequestTimestamp = DateTime.UtcNow;
-            Subscription = subscription;
-
-            _cts = new CancellationTokenSource(timeout);
-            _cts.Token.Register(Fail, false);
-        }
-
-        public bool CheckData(JToken data)
-        {
-            return Handler(data);
-        }
-
-        public bool Succeed(JToken data)
-        {
-            Result = data;
-            Completed = true;
-            Event.Set();
-            return true;
-        }
-
-        public void Fail()
-        {
-            Completed = true;
-            Event.Set();
-        }
-    }
-}

CryptoExchange.Net/Sockets/PeriodicTaskRegistration.cs

@@ -0,0 +1,30 @@
+using CryptoExchange.Net.Objects;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Sockets
+{
+    /// <summary>
+    /// Periodic task registration
+    /// </summary>
+    public class PeriodicTaskRegistration
+    {
+        /// <summary>
+        /// Identifier
+        /// </summary>
+        public string Identifier { get; set; } = string.Empty;
+        /// <summary>
+        /// Interval of query
+        /// </summary>
+        public TimeSpan Interval { get; set; }
+        /// <summary>
+        /// Delegate for getting the query
+        /// </summary>
+        public Func<SocketConnection, Query> QueryDelegate { get; set; } = null!;
+        /// <summary>
+        /// Callback after query
+        /// </summary>
+        public Action<CallResult>? Callback { get; set; }
+    }
+}

CryptoExchange.Net/Sockets/Query.cs

@@ -0,0 +1,206 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Sockets
+{
+    /// <summary>
+    /// Query 
+    /// </summary>
+    public abstract class Query : IMessageProcessor
+    {
+        /// <summary>
+        /// Unique identifier
+        /// </summary>
+        public int Id { get; } = ExchangeHelpers.NextId();
+
+        /// <summary>
+        /// Has this query been completed
+        /// </summary>
+        public bool Completed { get; set; }
+
+        /// <summary>
+        /// Timestamp of when the request was send
+        /// </summary>
+        public DateTime RequestTimestamp { get; set; }
+        
+        /// <summary>
+        /// Result
+        /// </summary>
+        public CallResult? Result { get; set; }
+        
+        /// <summary>
+        /// Response
+        /// </summary>
+        public object? Response { get; set; }
+
+        /// <summary>
+        /// Wait event for the calling message processing thread
+        /// </summary>
+        public AsyncResetEvent? ContinueAwaiter { get; set; }
+
+        /// <summary>
+        /// Strings to match this query to a received message
+        /// </summary>
+        public abstract HashSet<string> ListenerIdentifiers { get; set; }
+
+        /// <summary>
+        /// The query request object
+        /// </summary>
+        public object Request { get; set; }
+
+        /// <summary>
+        /// If this is a private request
+        /// </summary>
+        public bool Authenticated { get; }
+
+        /// <summary>
+        /// Weight of the query
+        /// </summary>
+        public int Weight { get; }
+
+        /// <summary>
+        /// Get the type the message should be deserialized to
+        /// </summary>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        public abstract Type? GetMessageType(IMessageAccessor message);
+
+        /// <summary>
+        /// Wait event for response
+        /// </summary>
+        protected AsyncResetEvent _event;
+
+        /// <summary>
+        /// Cancellation token
+        /// </summary>
+        protected CancellationTokenSource? _cts;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="request"></param>
+        /// <param name="authenticated"></param>
+        /// <param name="weight"></param>
+        public Query(object request, bool authenticated, int weight = 1)
+        {
+            _event = new AsyncResetEvent(false, false);
+
+            Authenticated = authenticated;
+            Request = request;
+            Weight = weight;
+        }
+
+        /// <summary>
+        /// Signal that the request has been send and the timeout timer should start
+        /// </summary>
+        public void IsSend(TimeSpan timeout)
+        {
+            // Start timeout countdown
+            RequestTimestamp = DateTime.UtcNow;
+            _cts = new CancellationTokenSource(timeout);
+            _cts.Token.Register(Timeout, false);
+        }
+
+        /// <summary>
+        /// Wait untill timeout or the request is competed
+        /// </summary>
+        /// <param name="timeout"></param>
+        /// <returns></returns>
+        public async Task WaitAsync(TimeSpan timeout) => await _event.WaitAsync(timeout).ConfigureAwait(false);
+
+        /// <inheritdoc />
+        public virtual object Deserialize(IMessageAccessor message, Type type) => message.Deserialize(type);
+
+        /// <summary>
+        /// Mark request as timeout
+        /// </summary>
+        public abstract void Timeout();
+
+        /// <summary>
+        /// Mark request as failed
+        /// </summary>
+        /// <param name="error"></param>
+        public abstract void Fail(string error);
+
+        /// <summary>
+        /// Handle a response message
+        /// </summary>
+        /// <param name="message"></param>
+        /// <param name="connection"></param>
+        /// <returns></returns>
+        public abstract Task<CallResult> HandleAsync(SocketConnection connection, DataEvent<object> message);
+
+    }
+
+    /// <summary>
+    /// Query
+    /// </summary>
+    /// <typeparam name="TResponse">Response object type</typeparam>
+    public abstract class Query<TResponse> : Query
+    {
+        /// <inheritdoc />
+        public override Type? GetMessageType(IMessageAccessor message) => typeof(TResponse);
+
+        /// <summary>
+        /// The typed call result
+        /// </summary>
+        public CallResult<TResponse>? TypedResult => (CallResult<TResponse>?)Result;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="request"></param>
+        /// <param name="authenticated"></param>
+        /// <param name="weight"></param>
+        protected Query(object request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
+        {
+        }
+
+        /// <inheritdoc />
+        public override async Task<CallResult> HandleAsync(SocketConnection connection, DataEvent<object> message)
+        {
+            Completed = true;
+            Response = message.Data;
+            Result = await HandleMessageAsync(connection, message.As((TResponse)message.Data)).ConfigureAwait(false);
+            _event.Set();
+            await (ContinueAwaiter?.WaitAsync() ?? Task.CompletedTask).ConfigureAwait(false);
+            return Result;
+        }
+
+        /// <summary>
+        /// Handle the query response
+        /// </summary>
+        /// <param name="connection"></param>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        public virtual Task<CallResult<TResponse>> HandleMessageAsync(SocketConnection connection, DataEvent<TResponse> message) => Task.FromResult(new CallResult<TResponse>(message.Data, message.OriginalData, null));
+
+        /// <inheritdoc />
+        public override void Timeout()
+        {
+            if (Completed)
+                return;
+
+            Completed = true;
+            Result = new CallResult<TResponse>(new CancellationRequestedError(null, "Query timeout", null));
+            ContinueAwaiter?.Set();
+            _event.Set();
+        }
+
+        /// <inheritdoc />
+        public override void Fail(string error)
+        {
+            Result = new CallResult<TResponse>(new ServerError(error));
+            Completed = true;
+            ContinueAwaiter?.Set();
+            _event.Set();
+        }
+    }
+}

CryptoExchange.Net/Sockets/SocketSubscription.cs

@@ -1,111 +0,0 @@
-using System;
-using System.Threading;
-
-namespace CryptoExchange.Net.Sockets
-{
-    /// <summary>
-    /// Socket subscription
-    /// </summary>
-    public class SocketSubscription
-    {
-        /// <summary>
-        /// Unique subscription id
-        /// </summary>
-        public int Id { get; }
-
-        /// <summary>
-        /// Exception event
-        /// </summary>
-        public event Action<Exception>? Exception;
-
-        /// <summary>
-        /// Message handlers for this subscription. Should return true if the message is handled and should not be distributed to the other handlers
-        /// </summary>
-        public Action<MessageEvent> MessageHandler { get; set; }
-
-        /// <summary>
-        /// The request object send when subscribing on the server. Either this or the `Identifier` property should be set
-        /// </summary>
-        public object? Request { get; set; }
-
-        /// <summary>
-        /// The subscription identifier, used instead of a `Request` object to identify the subscription
-        /// </summary>
-        public string? Identifier { get; set; }
-
-        /// <summary>
-        /// Whether this is a user subscription or an internal listener
-        /// </summary>
-        public bool UserSubscription { get; set; }
-        
-        /// <summary>
-        /// If the subscription has been confirmed to be subscribed by the server
-        /// </summary>
-        public bool Confirmed { get; set; }
-
-        /// <summary>
-        /// Whether authentication is needed for this subscription
-        /// </summary>
-        public bool Authenticated { get; set; }
-
-        /// <summary>
-        /// Whether we're closing this subscription and a socket connection shouldn't be kept open for it
-        /// </summary>
-        public bool Closed { get; set; }
-
-        /// <summary>
-        /// Cancellation token registration, should be disposed when subscription is closed. Used for closing the subscription with 
-        /// a provided cancelation token
-        /// </summary>
-        public CancellationTokenRegistration? CancellationTokenRegistration { get; set; }
-
-        private SocketSubscription(int id, object? request, string? identifier, bool userSubscription, bool authenticated, Action<MessageEvent> dataHandler)
-        {
-            Id = id;
-            UserSubscription = userSubscription;
-            MessageHandler = dataHandler;
-            Request = request;
-            Identifier = identifier;
-            Authenticated = authenticated;
-        }
-
-        /// <summary>
-        /// Create SocketSubscription for a subscribe request
-        /// </summary>
-        /// <param name="id"></param>
-        /// <param name="request"></param>
-        /// <param name="userSubscription"></param>
-        /// <param name="authenticated"></param>
-        /// <param name="dataHandler"></param>
-        /// <returns></returns>
-        public static SocketSubscription CreateForRequest(int id, object request, bool userSubscription,
-            bool authenticated, Action<MessageEvent> dataHandler)
-        {
-            return new SocketSubscription(id, request, null, userSubscription, authenticated, dataHandler);
-        }
-
-        /// <summary>
-        /// Create SocketSubscription for an identifier
-        /// </summary>
-        /// <param name="id"></param>
-        /// <param name="identifier"></param>
-        /// <param name="userSubscription"></param>
-        /// <param name="authenticated"></param>
-        /// <param name="dataHandler"></param>
-        /// <returns></returns>
-        public static SocketSubscription CreateForIdentifier(int id, string identifier, bool userSubscription,
-            bool authenticated, Action<MessageEvent> dataHandler)
-        {
-            return new SocketSubscription(id, null, identifier, userSubscription, authenticated, dataHandler);
-        }
-
-        /// <summary>
-        /// Invoke the exception event
-        /// </summary>
-        /// <param name="e"></param>
-        public void InvokeExceptionHandler(Exception e)
-        {
-            Exception?.Invoke(e);
-        }
-    }
-}

CryptoExchange.Net/Sockets/Subscription.cs

@@ -0,0 +1,185 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Collections.Generic;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Sockets
+{
+    /// <summary>
+    /// Socket subscription
+    /// </summary>
+    public abstract class Subscription : IMessageProcessor
+    {
+        /// <summary>
+        /// Subscription id
+        /// </summary>
+        public int Id { get; set; }
+
+        /// <summary>
+        /// Total amount of invocations
+        /// </summary>
+        public int TotalInvocations { get; set; }
+
+        /// <summary>
+        /// Amount of invocation during this connection
+        /// </summary>
+        public int ConnectionInvocations { get; set; }
+
+        /// <summary>
+        /// Is it a user subscription
+        /// </summary>
+        public bool UserSubscription { get; set; }
+        
+        /// <summary>
+        /// Has the subscription been confirmed
+        /// </summary>
+        public bool Confirmed { get; set; }
+        
+        /// <summary>
+        /// Is the subscription closed
+        /// </summary>
+        public bool Closed { get; set; }
+
+        /// <summary>
+        /// Logger
+        /// </summary>
+        protected readonly ILogger _logger;
+
+        /// <summary>
+        /// If the subscription is a private subscription and needs authentication
+        /// </summary>
+        public bool Authenticated { get; }
+
+        /// <summary>
+        /// Strings to match this subscription to a received message
+        /// </summary>
+        public abstract HashSet<string> ListenerIdentifiers { get; set; }
+
+        /// <summary>
+        /// Cancellation token registration
+        /// </summary>
+        public CancellationTokenRegistration? CancellationTokenRegistration { get; set; }
+
+        /// <summary>
+        /// Exception event
+        /// </summary>
+        public event Action<Exception>? Exception;
+
+        /// <summary>
+        /// Get the deserialization type for this message
+        /// </summary>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        public abstract Type? GetMessageType(IMessageAccessor message);
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger"></param>
+        /// <param name="authenticated"></param>
+        /// <param name="userSubscription"></param>
+        public Subscription(ILogger logger, bool authenticated, bool userSubscription = true)
+        {
+            _logger = logger;
+            Authenticated = authenticated;
+            UserSubscription = userSubscription;
+            Id = ExchangeHelpers.NextId();
+        }
+
+        /// <summary>
+        /// Get the subscribe query to send when subscribing
+        /// </summary>
+        /// <returns></returns>
+        public abstract Query? GetSubQuery(SocketConnection connection);
+
+        /// <summary>
+        /// Handle a subscription query response
+        /// </summary>
+        /// <param name="message"></param>
+        public virtual void HandleSubQueryResponse(object message) { }
+
+        /// <summary>
+        /// Handle an unsubscription query response
+        /// </summary>
+        /// <param name="message"></param>
+        public virtual void HandleUnsubQueryResponse(object message) { }
+
+        /// <summary>
+        /// Get the unsubscribe query to send when unsubscribing
+        /// </summary>
+        /// <returns></returns>
+        public abstract Query? GetUnsubQuery();
+
+        /// <inheritdoc />
+        public virtual object Deserialize(IMessageAccessor message, Type type) => message.Deserialize(type);
+
+        /// <summary>
+        /// Handle an update message
+        /// </summary>
+        /// <param name="connection"></param>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        public async Task<CallResult> HandleAsync(SocketConnection connection, DataEvent<object> message)
+        {
+            ConnectionInvocations++;
+            TotalInvocations++;
+            return await DoHandleMessageAsync(connection, message).ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Handle the update message
+        /// </summary>
+        /// <param name="connection"></param>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        public abstract Task<CallResult> DoHandleMessageAsync(SocketConnection connection, DataEvent<object> message);
+
+        /// <summary>
+        /// Invoke the exception event
+        /// </summary>
+        /// <param name="e"></param>
+        public void InvokeExceptionHandler(Exception e)
+        {
+            Exception?.Invoke(e);
+        }
+    }
+
+    /// <inheritdoc />
+    public abstract class Subscription<TSubResponse, TUnsubResponse> : Subscription
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger"></param>
+        /// <param name="authenticated"></param>
+        protected Subscription(ILogger logger, bool authenticated) : base(logger, authenticated)
+        {
+        }
+
+        /// <inheritdoc />
+        public override void HandleSubQueryResponse(object message)
+            => HandleSubQueryResponse((TSubResponse)message);
+
+        /// <summary>
+        /// Handle a subscription query response
+        /// </summary>
+        /// <param name="message"></param>
+        public virtual void HandleSubQueryResponse(TSubResponse message) { }
+
+        /// <inheritdoc />
+        public override void HandleUnsubQueryResponse(object message)
+            => HandleUnsubQueryResponse((TUnsubResponse)message);
+
+        /// <summary>
+        /// Handle an unsubscription query response
+        /// </summary>
+        /// <param name="message"></param>
+        public virtual void HandleUnsubQueryResponse(TUnsubResponse message) { }
+
+    }
+}

CryptoExchange.Net/Sockets/SystemSubscription.cs

@@ -0,0 +1,58 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Sockets
+{
+    /// <summary>
+    /// A system subscription
+    /// </summary>
+    public abstract class SystemSubscription : Subscription
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger"></param>
+        /// <param name="authenticated"></param>
+        public SystemSubscription(ILogger logger, bool authenticated = false) : base(logger, authenticated, false)
+        {
+        }
+
+        /// <inheritdoc />
+        public override Query? GetSubQuery(SocketConnection connection) => null;
+
+        /// <inheritdoc />
+        public override Query? GetUnsubQuery() => null;
+    }
+
+    /// <inheritdoc />
+    public abstract class SystemSubscription<T> : SystemSubscription
+    {
+        /// <inheritdoc />
+        public override Type GetMessageType(IMessageAccessor message) => typeof(T);
+
+        /// <inheritdoc />
+        public override Task<CallResult> DoHandleMessageAsync(SocketConnection connection, DataEvent<object> message)
+            => HandleMessageAsync(connection, message.As((T)message.Data));
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger"></param>
+        /// <param name="authenticated"></param>
+        protected SystemSubscription(ILogger logger, bool authenticated) : base(logger, authenticated)
+        {
+        }
+
+        /// <summary>
+        /// Handle an update message
+        /// </summary>
+        /// <param name="connection"></param>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        public abstract Task<CallResult> HandleMessageAsync(SocketConnection connection, DataEvent<T> message);
+    }
+}

CryptoExchange.Net/Sockets/WebsocketFactory.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects.Sockets;
 using Microsoft.Extensions.Logging;
 
 namespace CryptoExchange.Net.Sockets

Examples/BlazorClient/BlazorClient.csproj

@@ -5,14 +5,15 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Binance.Net" Version="9.0.1" />
-    <PackageReference Include="Bitfinex.Net" Version="6.0.0" />
-    <PackageReference Include="Bittrex.Net" Version="8.0.0" />
-    <PackageReference Include="Bybit.Net" Version="3.0.0" />
-    <PackageReference Include="CoinEx.Net" Version="6.0.0" />
-    <PackageReference Include="Huobi.Net" Version="5.0.0" />
-    <PackageReference Include="KrakenExchange.Net" Version="4.0.0" />
-    <PackageReference Include="Kucoin.Net" Version="5.0.0" />
+    <PackageReference Include="Binance.Net" Version="9.5.0-beta1" />
+    <PackageReference Include="Bitfinex.Net" Version="7.1.0-beta1" />
+    <PackageReference Include="Bybit.Net" Version="3.4.0-beta1" />
+    <PackageReference Include="CoinEx.Net" Version="6.1.0-beta1" />
+    <PackageReference Include="Huobi.Net" Version="5.1.0-beta1" />
+    <PackageReference Include="JK.Bitget.Net" Version="1.1.0-beta2" />
+    <PackageReference Include="JK.OKX.Net" Version="1.6.0-beta2" />
+    <PackageReference Include="KrakenExchange.Net" Version="4.3.0-beta1" />
+    <PackageReference Include="Kucoin.Net" Version="5.2.0-beta1" />
     <PackageReference Include="Serilog.AspNetCore" Version="6.0.0" />
   </ItemGroup>
 

Examples/BlazorClient/Pages/Index.razor

@@ -1,12 +1,13 @@
 @page "/"
 @inject IBinanceRestClient binanceClient
 @inject IBitfinexRestClient bitfinexClient
-@inject IBittrexRestClient bittrexClient
+@inject IBitgetRestClient bitgetClient
 @inject IBybitRestClient bybitClient
 @inject ICoinExRestClient coinexClient
 @inject IHuobiRestClient huobiClient
 @inject IKrakenRestClient krakenClient
 @inject IKucoinRestClient kucoinClient
+@inject IOKXRestClient okxClient
 
 <h3>BTC-USD prices:</h3>
 @foreach(var price in _prices.OrderBy(p => p.Key))
@@ -21,14 +22,15 @@
     {
         var binanceTask = binanceClient.SpotApi.ExchangeData.GetTickerAsync("BTCUSDT");
         var bitfinexTask = bitfinexClient.SpotApi.ExchangeData.GetTickerAsync("tBTCUSD");
-        var bittrexTask = bittrexClient.SpotApi.ExchangeData.GetTickerAsync("BTC-USDT");
+        var bitgetTask = bitgetClient.SpotApi.ExchangeData.GetTickerAsync("BTCUSDT_SPBL");
         var bybitTask = bybitClient.V5Api.ExchangeData.GetSpotTickersAsync("BTCUSDT");
         var coinexTask = coinexClient.SpotApi.ExchangeData.GetTickerAsync("BTCUSDT");
         var huobiTask = huobiClient.SpotApi.ExchangeData.GetTickerAsync("btcusdt");
         var krakenTask = krakenClient.SpotApi.ExchangeData.GetTickerAsync("XBTUSD");
-        var kucoinTask =  kucoinClient.SpotApi.ExchangeData.GetTickerAsync("BTC-USDT");
+        var kucoinTask = kucoinClient.SpotApi.ExchangeData.GetTickerAsync("BTC-USDT");
+        var okxTask = okxClient.UnifiedApi.ExchangeData.GetTickerAsync("BTCUSDT");
 
-        await Task.WhenAll(binanceTask, bitfinexTask, bittrexTask, bybitTask, coinexTask, huobiTask, krakenTask, kucoinTask);
+        await Task.WhenAll(binanceTask, bitfinexTask, bybitTask, coinexTask, huobiTask, krakenTask, kucoinTask);
 
         if (binanceTask.Result.Success)
             _prices.Add("Binance", binanceTask.Result.Data.LastPrice);
@@ -36,8 +38,8 @@
         if (bitfinexTask.Result.Success)
             _prices.Add("Bitfinex", bitfinexTask.Result.Data.LastPrice);
 
-        if (bittrexTask.Result.Success)
-            _prices.Add("Bittrex", bittrexTask.Result.Data.LastPrice);
+        if (bitgetTask.Result.Success)
+            _prices.Add("Bitget", bitgetTask.Result.Data.ClosePrice);
 
         if (bybitTask.Result.Success)
             _prices.Add("Bybit", bybitTask.Result.Data.List.First().LastPrice);
@@ -53,6 +55,9 @@
 
         if (kucoinTask.Result.Success)
             _prices.Add("Kucoin", kucoinTask.Result.Data.LastPrice ?? 0);
+
+        if (okxTask.Result.Success)
+            _prices.Add("OKX", okxTask.Result.Data.LastPrice ?? 0);
     }
 
 }

Examples/BlazorClient/Pages/LiveData.razor

@@ -1,14 +1,16 @@
 @page "/LiveData"
 @inject IBinanceSocketClient binanceSocketClient
 @inject IBitfinexSocketClient bitfinexSocketClient
-@inject IBittrexSocketClient bittrexSocketClient
+@inject IBitgetSocketClient bitgetSocketClient
 @inject IBybitSocketClient bybitSocketClient
 @inject ICoinExSocketClient coinExSocketClient
 @inject IHuobiSocketClient huobiSocketClient
 @inject IKrakenSocketClient krakenSocketClient
 @inject IKucoinSocketClient kucoinSocketClient
+@inject IOKXSocketClient okxSocketClient
 @using System.Collections.Concurrent
 @using CryptoExchange.Net.Objects
+@using CryptoExchange.Net.Objects.Sockets;
 @using CryptoExchange.Net.Sockets
 @implements IDisposable
 
@@ -28,12 +30,13 @@
         {
             binanceSocketClient.SpotApi.ExchangeData.SubscribeToTickerUpdatesAsync("ETHBTC", data => UpdateData("Binance", data.Data.LastPrice)),
             bitfinexSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("tETHBTC", data => UpdateData("Bitfinex", data.Data.LastPrice)),
-            bittrexSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH-BTC", data => UpdateData("Bittrex", data.Data.LastPrice)),
+            bitgetSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETHBTC", data => UpdateData("Bitget", data.Data.LastPrice)),
             bybitSocketClient.V5SpotApi.SubscribeToTickerUpdatesAsync("ETHBTC", data => UpdateData("Bybit", data.Data.LastPrice)),
             coinExSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETHBTC", data => UpdateData("CoinEx", data.Data.LastPrice)),
             huobiSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ethbtc", data => UpdateData("Huobi", data.Data.ClosePrice ?? 0)),
             krakenSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH/XBT", data => UpdateData("Kraken", data.Data.LastTrade.Price)),
             kucoinSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH-BTC", data => UpdateData("Kucoin", data.Data.LastPrice ?? 0)),
+            okxSocketClient.UnifiedApi.ExchangeData.SubscribeToTickerUpdatesAsync("ETH-BTC", data => UpdateData("OKX", data.Data.LastPrice ?? 0)),
         };
 
         await Task.WhenAll(tasks);

Examples/BlazorClient/Pages/OrderBooks.razor

@@ -3,7 +3,7 @@
 @using System.Timers
 @using Binance.Net.Interfaces
 @using Bitfinex.Net.Interfaces
-@using Bittrex.Net.Interfaces
+@using Bitget.Net.Interfaces;
 @using Bybit.Net.Interfaces
 @using CoinEx.Net.Interfaces
 @using CryptoExchange.Net.Interfaces
@@ -11,14 +11,16 @@
 @using Kraken.Net.Interfaces
 @using Kucoin.Net.Clients
 @using Kucoin.Net.Interfaces
+@using OKX.Net.Interfaces;
 @inject IBinanceOrderBookFactory binanceFactory
 @inject IBitfinexOrderBookFactory bitfinexFactory
-@inject IBittrexOrderBookFactory bittrexFactory
+@inject IBitgetOrderBookFactory bitgetFactory
 @inject IBybitOrderBookFactory bybitFactory
 @inject ICoinExOrderBookFactory coinExFactory
 @inject IHuobiOrderBookFactory huobiFactory
 @inject IKrakenOrderBookFactory krakenFactory
 @inject IKucoinOrderBookFactory kucoinFactory
+@inject IOKXOrderBookFactory okxFactory
 @implements IDisposable
 
 <h3>ETH-BTC books, live updates:</h3>
@@ -54,12 +56,13 @@
             {
                 { "Binance", binanceFactory.CreateSpot("ETHBTC") },
                 { "Bitfinex", bitfinexFactory.Create("tETHBTC") },
-                { "Bittrex", bittrexFactory.Create("ETH-BTC") },
+                { "Bitget", bitgetFactory.CreateSpot("ETHBTC") },
                 { "Bybit", bybitFactory.Create("ETHBTC", Bybit.Net.Enums.Category.Spot) },
                 { "CoinEx", coinExFactory.CreateSpot("ETHBTC") },
                 { "Huobi", huobiFactory.CreateSpot("ethbtc") },
                 { "Kraken", krakenFactory.CreateSpot("ETH/XBT") },
                 { "Kucoin", kucoinFactory.CreateSpot("ETH-BTC") },
+                { "OKX", okxFactory.Create("ETH-BTC") },
             };
 
         await Task.WhenAll(_books.Select(b => b.Value.StartAsync()));

Examples/BlazorClient/Pages/SpotClient.razor

@@ -1,22 +1,5 @@
 @page "/SpotClient"
-@inject IBinanceRestClient binanceClient
-@inject IBitfinexRestClient bitfinexClient
-@inject IBittrexRestClient bittrexClient
-@inject IBybitRestClient bybitClient
-@inject ICoinExRestClient coinexClient
-@inject IHuobiRestClient huobiClient
-@inject IKrakenRestClient krakenClient
-@inject IKucoinRestClient kucoinClient
-@using Binance.Net.Clients.SpotApi
-@using Bitfinex.Net.Clients.SpotApi
-@using Bittrex.Net.Clients.SpotApi
-@using Bybit.Net.Clients.SpotApi
-@using CoinEx.Net.Clients.SpotApi
-@using CryptoExchange.Net.Interfaces
-@using CryptoExchange.Net.Interfaces.CommonClients
-@using Huobi.Net.Clients.SpotApi
-@using Kraken.Net.Clients.SpotApi
-@using Kucoin.Net.Clients.SpotApi
+@inject ICryptoRestClient restClient
 
 <h3>ETH-BTC prices:</h3>
 @foreach(var price in _prices.OrderBy(p => p.Key))
@@ -29,19 +12,7 @@
 
     protected override async Task OnInitializedAsync()
     {
-        var clients = new ISpotClient[]
-            {
-                
-                binanceClient.SpotApi.CommonSpotClient, 
-                bitfinexClient.SpotApi.CommonSpotClient,
-                bittrexClient.SpotApi.CommonSpotClient, 
-                bybitClient.SpotApiV1.CommonSpotClient, 
-                coinexClient.SpotApi.CommonSpotClient,
-                huobiClient.SpotApi.CommonSpotClient, 
-                krakenClient.SpotApi.CommonSpotClient, 
-                kucoinClient.SpotApi.CommonSpotClient
-            };
-
+        var clients = restClient.GetSpotClients();
         var tasks = clients.Select(c => (c.ExchangeName, c.GetTickerAsync(c.GetSymbolName("ETH", "BTC"))));
         await Task.WhenAll(tasks.Select(t => t.Item2));
         foreach(var task in tasks)

Examples/BlazorClient/Startup.cs

@@ -1,15 +1,4 @@
-using System.Collections.Generic;
-using Binance.Net;
-using Binance.Net.Clients;
-using Binance.Net.Interfaces.Clients;
-using Bitfinex.Net;
-using Bittrex.Net;
-using Bybit.Net;
-using CoinEx.Net;
 using CryptoExchange.Net.Authentication;
-using Huobi.Net;
-using Kraken.Net;
-using Kucoin.Net;
 using Microsoft.AspNetCore.Builder;
 using Microsoft.AspNetCore.Hosting;
 using Microsoft.Extensions.Configuration;
@@ -48,12 +37,13 @@ namespace BlazorClient
             });
 
             services.AddBitfinex();
-            services.AddBittrex();
+            services.AddBitget();
             services.AddBybit();
             services.AddCoinEx();
             services.AddHuobi();
             services.AddKraken();
             services.AddKucoin();
+            services.AddOKX();
         }
 
         // This method gets called by the runtime. Use this method to configure the HTTP request pipeline.

Examples/BlazorClient/_Imports.razor

@@ -10,9 +10,11 @@
 @using BlazorClient.Shared
 @using Binance.Net.Interfaces.Clients;
 @using Bitfinex.Net.Interfaces.Clients;
-@using Bittrex.Net.Interfaces.Clients;
+@using Bitget.Net.Interfaces.Clients;
 @using Bybit.Net.Interfaces.Clients;
 @using CoinEx.Net.Interfaces.Clients;
 @using Huobi.Net.Interfaces.Clients;
 @using Kraken.Net.Interfaces.Clients;
-@using Kucoin.Net.Interfaces.Clients;
+@using Kucoin.Net.Interfaces.Clients;
+@using OKX.Net.Interfaces.Clients;
+@using CryptoExchange.Net.Interfaces;

Examples/ConsoleClient/ConsoleClient.csproj

@@ -6,14 +6,16 @@
   </PropertyGroup>
 
 	<ItemGroup>
-		<PackageReference Include="Binance.Net" Version="9.0.1" />
-	<PackageReference Include="Bitfinex.Net" Version="6.0.0" />
-	<PackageReference Include="Bittrex.Net" Version="8.0.0" />
-	<PackageReference Include="Bybit.Net" Version="3.0.0" />
-	<PackageReference Include="CoinEx.Net" Version="6.0.0" />
-	<PackageReference Include="Huobi.Net" Version="5.0.0" />
-	<PackageReference Include="KrakenExchange.Net" Version="4.0.0" />
-		<PackageReference Include="Kucoin.Net" Version="5.0.0" />
+		<PackageReference Include="Binance.Net" Version="9.5.0-beta1" />
+	<PackageReference Include="Bitfinex.Net" Version="7.1.0-beta1" />
+	<PackageReference Include="Bittrex.Net" Version="8.0.3" />
+	<PackageReference Include="Bybit.Net" Version="3.4.0-beta1" />
+	<PackageReference Include="CoinEx.Net" Version="6.1.0-beta1" />
+	<PackageReference Include="Huobi.Net" Version="5.1.0-beta1" />
+	<PackageReference Include="JK.Bitget.Net" Version="1.1.0-beta2" />
+	<PackageReference Include="JK.OKX.Net" Version="1.6.0-beta2" />
+	<PackageReference Include="KrakenExchange.Net" Version="4.3.0-beta1" />
+		<PackageReference Include="Kucoin.Net" Version="5.2.0-beta1" />
 	</ItemGroup>
 
 </Project>

Examples/ConsoleClient/Exchanges/BinanceExchange.cs

@@ -7,6 +7,7 @@ using Binance.Net.Clients;
 using Binance.Net.Interfaces.Clients;
 using ConsoleClient.Models;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 
 namespace ConsoleClient.Exchanges

Examples/ConsoleClient/Exchanges/BybitExchange.cs

@@ -2,6 +2,7 @@
 using Bybit.Net.Interfaces.Clients;
 using ConsoleClient.Models;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 using System;
 using System.Collections.Generic;

Examples/ConsoleClient/Exchanges/IExchange.cs

@@ -1,5 +1,6 @@
 using ConsoleClient.Models;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 using System;
 using System.Collections.Generic;

Examples/ConsoleClient/Program.cs

@@ -8,6 +8,7 @@ using Binance.Net.Objects;
 using Bybit.Net.Clients;
 using ConsoleClient.Exchanges;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 
 namespace ConsoleClient

README.md

@@ -1,38 +1,113 @@
-# CryptoExchange.Net
-[![.NET](https://github.com/JKorf/CryptoExchange.Net/actions/workflows/dotnet.yml/badge.svg?branch=master)](https://github.com/JKorf/CryptoExchange.Net/actions/workflows/dotnet.yml) ![Nuget version](https://img.shields.io/nuget/v/CryptoExchange.Net.svg)  ![Nuget downloads](https://img.shields.io/nuget/dt/CryptoExchange.Net.svg)
+# CryptoExchange.Net  
 
-CryptoExchange.Net is a base package which can be used to easily implement crypto currency exchange API's in C#. This library offers base classes for creating rest and websocket clients, and includes additional features like an automatically synchronizing order book implementation, error handling and automatic reconnects on websocket connections.
+[![.NET](https://img.shields.io/github/actions/workflow/status/JKorf/CryptoExchange.Net/dotnet.yml?style=for-the-badge)](https://github.com/JKorf/CryptoExchange.Net/actions/workflows/dotnet.yml) [![Nuget downloads](https://img.shields.io/nuget/dt/CryptoExchange.Net.svg?style=for-the-badge)](https://www.nuget.org/packages/CryptoExchange.Net) ![License](https://img.shields.io/github/license/JKorf/CryptoExchange.Net?style=for-the-badge)
 
-[Documentation](https://jkorf.github.io/CryptoExchange.Net/)
+CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations. 
+
+For more information on what CryptoExchange.Net and it's client libraries offers see the [Documentation](https://jkorf.github.io/CryptoExchange.Net/).
+
+### Current implementations
+The following API's are directly supported. Note that there are 3rd party implementations going around, but only these are created and supported by me:
+
+|Exchange|Repository|Nuget|
+|--|--|--|
+|Binance|[JKorf/Binance.Net](https://github.com/JKorf/Binance.Net)|[![Nuget version](https://img.shields.io/nuget/v/Binance.net.svg?style=flat-square)](https://www.nuget.org/packages/Binance.Net)|
+|Bitfinex|[JKorf/Bitfinex.Net](https://github.com/JKorf/Bitfinex.Net)|[![Nuget version](https://img.shields.io/nuget/v/Bitfinex.net.svg?style=flat-square)](https://www.nuget.org/packages/Bitfinex.Net)|
+|Bitget|[JKorf/Bitget.Net](https://github.com/JKorf/Bitget.Net)|[![Nuget version](https://img.shields.io/nuget/v/Bitget.net.svg?style=flat-square)](https://www.nuget.org/packages/Bitget.Net)|
+|Bybit|[JKorf/Bybit.Net](https://github.com/JKorf/Bybit.Net)|[![Nuget version](https://img.shields.io/nuget/v/Bybit.net.svg?style=flat-square)](https://www.nuget.org/packages/Bybit.Net)|
+|CoinEx|[JKorf/CoinEx.Net](https://github.com/JKorf/CoinEx.Net)|[![Nuget version](https://img.shields.io/nuget/v/CoinEx.net.svg?style=flat-square)](https://www.nuget.org/packages/CoinEx.Net)|
+|CoinGecko|[JKorf/CoinGecko.Net](https://github.com/JKorf/CoinGecko.Net)|[![Nuget version](https://img.shields.io/nuget/v/CoinGecko.net.svg?style=flat-square)](https://www.nuget.org/packages/CoinGecko.Net)|
+|Huobi/HTX|[JKorf/Huobi.Net](https://github.com/JKorf/Huobi.Net)|[![Nuget version](https://img.shields.io/nuget/v/Huobi.net.svg?style=flat-square)](https://www.nuget.org/packages/Huobi.Net)|
+|Kraken|[JKorf/Kraken.Net](https://github.com/JKorf/Kraken.Net)|[![Nuget version](https://img.shields.io/nuget/v/KrakenExchange.net.svg?style=flat-square)](https://www.nuget.org/packages/KrakenExchange.Net)|
+|Kucoin|[JKorf/Kucoin.Net](https://github.com/JKorf/Kucoin.Net)|[![Nuget version](https://img.shields.io/nuget/v/Kucoin.net.svg?style=flat-square)](https://www.nuget.org/packages/Kucoin.Net)|
+|Mexc|[JKorf/Mexc.Net](https://github.com/JKorf/Mexc.Net)|[![Nuget version](https://img.shields.io/nuget/v/JK.Mexc.net.svg?style=flat-square)](https://www.nuget.org/packages/JK.Mexc.Net)|
+|OKX|[JKorf/OKX.Net](https://github.com/JKorf/OKX.Net)|[![Nuget version](https://img.shields.io/nuget/v/JK.OKX.net.svg?style=flat-square)](https://www.nuget.org/packages/JK.OKX.Net)|
 
 ## Discord
+[![Nuget version](https://img.shields.io/discord/847020490588422145?style=for-the-badge)](https://discord.gg/MSpeEtSY8t)  
 A Discord server is available [here](https://discord.gg/MSpeEtSY8t). Feel free to join for discussion and/or questions around the CryptoExchange.Net and implementation libraries.
 
 ## Support the project
 I develop and maintain this package on my own for free in my spare time, any support is greatly appreciated.
 
-### Referral link
-Use one of the following following referral links to signup to a new exchange to pay a small percentage of the trading fees you pay to support the project instead of paying them straight to the exchange. This doesn't cost you a thing!
-[Binance](https://accounts.binance.com/en/register?ref=10153680)  
-[Bitfinex](https://www.bitfinex.com/sign-up?refcode=kCCe-CNBO)  
-[Bittrex](https://bittrex.com/discover/join?referralCode=TST-DJM-CSX)  
-[Bybit](https://partner.bybit.com/b/jkorf)  
-[CoinEx](https://www.coinex.com/register?refer_code=hd6gn)  
-[FTX](https://ftx.com/referrals#a=31620192)  
-[Huobi](https://www.huobi.com/en-us/v/register/double-invite/?inviter_id=11343840&invite_code=fxp93)  
-[Kucoin](https://www.kucoin.com/ucenter/signup?rcode=RguMux)  
-
 ### Donate
 Make a one time donation in a crypto currency of your choice. If you prefer to donate a currency not listed here please contact me.
 
-**Btc**:  12KwZk3r2Y3JZ2uMULcjqqBvXmpDwjhhQS  
-**Eth**:  0x069176ca1a4b1d6e0b7901a6bc0dbf3bb0bf5cc2  
-**Nano**: xrb_1ocs3hbp561ef76eoctjwg85w5ugr8wgimkj8mfhoyqbx4s1pbc74zggw7gs  
+**Btc**:  bc1qz0jv0my7fc60rxeupr23e75x95qmlq6489n8gh  
+**Eth**:  0x8E21C4d955975cB645589745ac0c46ECA8FAE504  
 
 ### Sponsor
 Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf). 
 
 ## Release notes
+* Version 7.0.0-beta2 - 21 Feb 2024
+    * Updated RevitalizeRequestAsync signature
+    * Removed duplicate logging
+
+* Version 7.0.0-beta1 - 06 Feb 2024
+    * Full overhaul of Websocket message handling
+    * Abstracted out Newtonsoft.Json references in preparation of moving to System.Text.Json
+    * Updated SendPeriodic to operate on connection level instead of client level to prevent looping when there are no connections
+    * Added check to not send an unsubscribe message if there is another subscription listening to the same events
+    * Added CryptoRestClient and CryptoSocketClient as aggregate for accessing different exchange APIs
+    * Updated socket client log messages
+    * Updated socket client GetSubscriptionState output
+
+* Version 6.2.5 - 09 Jan 2024
+    * Added support for deserializing null and empty string values to BoolConverter
+
+* Version 6.2.4 - 04 Jan 2024
+    * Fixed parsing of DateTime value of zero with additional zero decimal places
+
+* Version 6.2.3 - 02 Dec 2023
+    * Fixed requestBodyFormat parameter handling
+
+* Version 6.2.2 - 02 Dec 2023
+    * Added support for specifying the request body content type on a per request basis
+    * Added DecimalStringWriterConverter
+    * Added RequestId to WebCallResult model
+    * Updated response logging
+
+* Version 6.2.1 - 28 Oct 2023
+    * Utility methods
+
+* Version 6.2.0 - 24 Oct 2023
+    * Added SerializerOptions helper class for setting a default serializer
+    * Added ParameterCollection helper class for easier parameter definition
+    * Added extra helper methods AuthenticationProvider
+    * Remove interface entries meant for internal use
+    * Added support for writing int values to the EnumConverter
+
+* Version 6.1.5 - 08 Oct 2023
+    * Added UpdateType to socket DataEvent
+    * Added additional scenarios for BoolConverter
+    * Updated some logging
+
+* Version 6.1.4 - 23 Sep 2023
+    * Added BoolConverter
+    * Added parameter for logging warning message on missing enum entry to EnumConverter
+
+* Version 6.1.3 - 18 Sep 2023
+    * Fix for concurrency exception in socket subscription
+
+* Version 6.1.2 - 11 Sep 2023
+    * Added support for multiple of the same ratelimiting type in the same rate limiter
+    * Fixed nullreference on rate limit error if no Retry-After header is returned
+
+* Version 6.1.1 - 04 Sep 2023
+    * Fixes for json converters
+
+* Version 6.1.0 - 24 Aug 2023
+    * Added support for ratelimiting on socket connections
+    * Added rest ratelimit handling and parsing
+    * Added ServerRatelimitError error
+
+* Version 6.0.3 - 23 Jul 2023
+    * Fixed Proxy not getting applied in rest clients when not using DI
+
+* Version 6.0.2 - 05 Jul 2023
+    * Added properties generic dictionary to SocketConnection
+
 * Version 6.0.1 - 29 Jun 2023
     * Added LogLevel optional parameter to TraceLoggerProvider
 

docs/Clients.md

@@ -1,171 +0,0 @@
----
-title: General usage
-nav_order: 2
----
-
-## How to use the library
-
-Each implementation generally provides two different clients, which will be the access point for the API's. First of is the rest client, which is typically available via [ExchangeName]RestClient, and a socket client, which is generally named [ExchangeName]SocketClient. For example `BinanceRestClient` and `BinanceSocketClient`.
-
-## Rest client
-The rest client gives access to the Rest endpoint of the API. Rest endpoints are accessed by sending an HTTP request and receiving a response. The client is split in different sub-clients, which are named API Clients. These API clients are then again split in different topics. Typically a Rest client will look like this:
-
-- [ExchangeName]RestClient
-    - SpotApi
-        - Account
-        - ExchangeData
-        - Trading
-    - FuturesApi
-        - Account
-        - ExchangeData
-        - Trading
-        
-This rest client has 2 different API clients, the `SpotApi` and the `FuturesApi`, each offering their own set of endpoints.  
-
-*Requesting ticker info on the spot API*
-```csharp
-var client = new KucoinClient();
-var tickersResult = kucoinClient.SpotApi.ExchangeData.GetTickersAsync();
-```
-
-Structuring the client like this should make it easier to find endpoints and allows for separate options and functionality for different API clients. For example, some API's have totally separate API's for futures, with different base addresses and different API credentials, while other API's have implemented this in the same API. Either way, this structure can facilitate a similar interface.
-
-### Rest API client
-The Api clients are parts of the total API with a common identifier. In the previous example, it separates the Spot and the Futures API. This again is then separated into topics. Most Rest clients implement the following structure:  
-
-**Account**  
-Endpoints related to the user account. This can for example be endpoints for accessing account settings, or getting account balances. The endpoints in this topic will require API credentials to be provided in the client options.
-
-**ExchangeData**  
-Endpoints related to exchange data. Exchange data can be tied to the exchange, for example retrieving the symbols supported by the exchange and what the trading rules are, or can be more general market endpoints, such as getting the most recent trades for a symbol.
-These endpoints generally don't require API credentials as they are publicly available.
-
-**Trading**  
-Endpoints related to trading. These are endpoints for placing and retrieving orders and retrieving trades made by the user. The endpoints in this topic will require API credentials to be provided in the client options.
-
-### Processing request responses
-Each request will return a WebCallResult<T> with the following properties:  
-`RequestHeaders`: The headers send to the server in the request message  
-`RequestMethod`: The Http method of the request  
-`RequestUrl`: The url the request was send to  
-`ResponseLength`: The length in bytes of the response message  
-`ResponseTime`: The duration between sending the request and receiving the response  
-`ResponseHeaders`: The headers returned from the server  
-`ResponseStatusCode`: The status code as returned by the server  
-`Success`: Whether or not the call was successful. If successful the `Data` property will contain the resulting data, if not successful the `Error` property will contain more details about what the issue was  
-`Error`: Details on what went wrong with a call. Only filled when `Success` == `false`  
-`OriginalData`: Will contain the originally received unparsed data if this has been enabled in the client options
-`Data`: Data returned by the server, only available if `Success` == `true`  
-
-When processing the result of a call it should always be checked for success. Not doing so will result in `NullReference` exceptions when the call fails for whatever reason.
-
-*Check call result*
-```csharp
-var callResult = await kucoinClient.SpotApi.ExchangeData.GetTickersAsync();
-if(!callResult.Success)
-{
-    Console.WriteLine("Request failed: " + callResult.Error);
-    return;
-}
-
-Console.WriteLine("Result: " + callResult.Data);
-```
-
-## Socket client
-The socket client gives access to the websocket API of an exchange. Websocket API's offer streams to which updates are pushed to which a client can listen, and sometimes also allow request/response communication.
-Just like the Rest client is divided in Rest Api clients, the Socket client is divided into Socket Api clients, each with their own range of API functionality. Socket Api clients are generally not divided into topics since the number of methods isn't as big as with the Rest client. To use the Kucoin client as example again, it looks like this:
-
-```csharp
-
-- KucoinSocketClient
-    - SpotStreams
-    - FuturesStreams
-
-```
-*Subscribing to updates for all tickers on the Spot Api*
-```csharp
-var subscribeResult = kucoinSocketClient.SpotStreams.SubscribeToAllTickerUpdatesAsync(DataHandler);
-```
-
-Subscribe methods always require a data handler parameter, which is the method which will be called when an update is received from the server. This can be the name of a method or a lambda expression.  
-
-*Method reference*
-```csharp
-await kucoinSocketClient.SpotStreams.SubscribeToAllTickerUpdatesAsync(DataHandler);
-
-private static void DataHandler(DataEvent<KucoinStreamTick> updateData)
-{
-    // Process updateData
-}
-```
-
-*Lambda*
-```csharp
-await kucoinSocketClient.SpotStreams.SubscribeToAllTickerUpdatesAsync(updateData =>
-{
-    // Process updateData
-});
-```
-
-All updates are wrapped in a `DataEvent<>` object, which contain the following properties:  
-`Timestamp`: The timestamp when the data was received (not send!)  
-`OriginalData`: Will contain the originally received unparsed data if this has been enabled in the client options  
-`Topic`: Will contain the topic of the update, which is typically the symbol or asset the update is for  
-`Data`: Contains the received update data.
-
-*[WARNING] Do not use `using` statements in combination with constructing a `SocketClient` without blocking the thread. Doing so will dispose the `SocketClient` instance when the subscription is done, which will result in the connection getting closed. Instead assign the socket client to a variable outside of the method scope.*
-
-### Processing subscribe responses
-Subscribing to a stream will return a `CallResult<UpdateSubscription>` object. This should be checked for success the same way as a [rest request](#processing-request-responses). The `UpdateSubscription` object can be used to listen for connection events of the socket connection. 
-```csharp
-
-var subscriptionResult = await kucoinSocketClient.SpotStreams.SubscribeToAllTickerUpdatesAsync(DataHandler);
-if(!subscriptionResult.Success)
-{
-    Console.WriteLine("Failed to connect: " + subscriptionResult.Error);
-    return;
-}
-subscriptionResult.Data.ConnectionLost += () =>
-{
-    Console.WriteLine("Connection lost");
-};
-subscriptionResult.Data.ConnectionRestored += (time) =>
-{
-    Console.WriteLine("Connection restored");
-};
-
-```
-
-### Unsubscribing
-When no longer interested in specific updates there are a few ways to unsubscribe. 
-
-**Close subscription**  
-Subscribing to an update stream will respond with an `UpdateSubscription` object. You can call the `CloseAsync()` method on this to no longer receive updates from that subscription:
-```csharp
-var subscriptionResult = await kucoinSocketClient.SpotStreams.SubscribeToAllTickerUpdatesAsync(DataHandler);
-await subscriptionResult.Data.CloseAsync();
-```
-
-**Cancellation token**  
-Passing in a `CancellationToken` as parameter in the subscribe method will allow you to cancel subscriptions by canceling the token. This can be useful when you need to cancel some streams but not others. In this example, both `BTC-USDT` and `ETH-USDT` streams get canceled, while the `KCS-USDT` stream remains active.
-```csharp
-var cts = new CancellationTokenSource();
-var subscriptionResult1 = await kucoinSocketClient.SpotStreams.SubscribeToTickerUpdatesAsync("BTC-USDT", DataHandler, cts.Token);
-var subscriptionResult2 = await kucoinSocketClient.SpotStreams.SubscribeToTickerUpdatesAsync("ETH-USDT", DataHandler, cts.Token);
-var subscriptionResult3 = await kucoinSocketClient.SpotStreams.SubscribeToTickerUpdatesAsync("KCS-USDT", DataHandler);
-Console.ReadLine();
-cts.Cancel();
-```
-
-**Client unsubscribe**  
-Subscriptions can also be closed by calling the `UnsubscribeAsync` method on the client, while providing either the `UpdateSubscription` object or the subscription id:
-```csharp
-var subscriptionResult = await kucoinSocketClient.SpotStreams.SubscribeToTickerUpdatesAsync("BTC-USDT", DataHandler);
-await kucoinSocketClient.UnsubscribeAsync(subscriptionResult.Data);
-// OR
-await kucoinSocketClient.UnsubscribeAsync(subscriptionResult.Data.Id);
-```
-
-When you need to unsubscribe all current subscriptions on a client you can call `UnsubscribeAllAsync` on the client to unsubscribe all streams and close all connections.
-
-

docs/FAQ.md

@@ -1,60 +0,0 @@
----
-title: FAQ
-nav_order: 12
----
-
-## Frequently asked questions
-
-### I occasionally get a NullReferenceException, what's wrong?
-You probably don't check the result status of a call and just assume the data is always there. `NullReferenceExecption`s will happen when you have code like this `var symbol = client.GetTickersAync().Result.Data.Symbol` because the `Data` property is null when the call fails. Instead check if the call is successful like this:
-```csharp
-var tickerResult = await client.GetTickersAync();
-if(!tickerResult.Success)
-{
-  // Handle error
-}
-else
-{
-  // Handle result, it is now safe to access the Data property
-  var symbol = tickerResult.Data.Symbol;
-}
-```
-
-### The socket client stops sending updates after a little while
-You probably didn't keep a reference to the socket client and it got disposed.
-Instead of subscribing like this:
-```csharp
-private void SomeMethod()
-{
-  var socketClient = new BinanceSocketClient();
-  socketClient.Spot.SubscribeToOrderBookUpdates("BTCUSDT", data => {
-    // Handle data
-  });
-}
-```
-Subscribe like this:
-```csharp
-private BinanceSocketClient _socketClient = new BinanceSocketClient();
-
-// .. rest of the class
-
-private void SomeMethod()
-{
-  _socketClient.Spot.SubscribeToOrderBookUpdates("BTCUSDT", data => {
-    // Handle data
-  });
-}
-
-```
-
-### Can I use the TestNet/US/other API with this library
-Yes, generally these are all supported and can be configured by setting the Environment in the client options. Some known environments should be available in the [Exchange]Environment class. For example:
-```csharp
-var client = new BinanceRestClient(options =>
-{
-    options.Environment = BinanceEnvironment.Testnet;
-});
-```
-
-### 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.

docs/Glossary.md

@@ -1,28 +0,0 @@
----
-title: Glossary
-nav_order: 11
----
-## Terms and definitions
-
-|Definition|Synonyms|Meaning|
-|----------|--------|-------|
-|Symbol|Market|An asset pair, for example `BTC-ETH`|
-|Asset|Currency, Coin|A coin for which you can hold balance and which makes up Symbols. For example both `BTC`, `ETH` or `USD`|
-|Trade|Execution, fill|The (partial) execution of an order. Orders can have multiple trades|
-|Quantity|Amount, Size|The amount of asset|
-|Fee|Commission|The fee paid for an order or trade|
-|Kline|Candlestick, OHLC|K-line data, used for candlestick charts. Contains Open/High/Low/Close/Volume|
-|KlineInterval|The time period of a single kline|
-|Open order|Active order, Unexecuted order|An order which has not yet been fully filled|
-|Closed order|Completed order, executed order|An order which is no longer active. Can be canceled or fully filled|
-|Network|Chain|The network of an asset. For example `ETH` allows multiple networks like `ERC20` and `BEP2`|
-|Order book|Market depth|A list of (the top rows of) the current best bids and asks|
-|Ticker|Stats|Statistics over the last 24 hours|
-|Client implementation|Library|An implementation of the `CrytpoExchange.Net` library. For example `Binance.Net` or `Bybit.Net`|
-
-### Other naming conventions
-#### PlaceOrderAsync
-Methods for creating an order are always named `PlaceOrderAsync`, with and optional additional name for the type of order, for example `PlaceMarginOrderAsync`.
-
-#### GetOrdersAsync/GetOpenOrdersAsync/GetClosedOrdersAsync
-`GetOpenOrdersAsync` only retrieves orders which are still active, `GetClosedOrdersAsync` only retrieves orders which are canceled/closed. `GetOrdersAsync` retrieves both open and closed orders.

docs/Implementation.md

@@ -1,6 +0,0 @@
----
-title: Creating an implementation
-nav_order: 8
----
-
-TODO 

docs/Interfaces.md

@@ -1,145 +0,0 @@
----
-title: Common interfaces
-nav_order: 7
----
-
-## Shared interfaces
-Clients have a common interface implementation to allow a shared code base to use the same functionality for different exchanges. The interface is implemented at the `API` level, for example:
-```csharp
-var binanceClient = new BinanceClient();
-ISpotClient spotClient = binanceClient.SpotApi.CommonSpotClient;
-IFuturesClient futuresClient = binanceClient.UsdFuturesApi.CommonFuturesClient;
-```
-
-For examples on this see the Examples folder.
-
-## ISpotClient
-The `ISpotClient` interface is implemented on Spot API clients. The interface exposes basic functionality like retrieving market data and managing orders. The `ISpotClient` interface will be available via the `CommonSpotClient` property on the Api client.
-The spot client has the following members:
-
-*Properties*  
-```csharp
-// The name of the exchange this client interacts with
-string ExchangeName { get; }
-```
-
-*Events*  
-```csharp
-// Event when placing an order with this ISpotClient. Note that this is not an event handler listening on the exchange, just an event handler for when the `PlaceOrderAsync` method is called.
-event Action<OrderId> OnOrderPlaced;
-// Event when canceling an order with this ISpotClient. Note that this is not an event handler listening on the exchange, just an event handler for when the `CancelOrderAsync` method is called.
-event Action<OrderId> OnOrderCanceled;
-
-```
-
-*Methods*
-```csharp
-// Retrieve the name of a symbol based on 2 assets. This will format them in the way the exchange expects them. For example BTC, USDT will return BTCUSDT on Binance and BTC-USDT on Kucoin
-string GetSymbolName(string baseAsset, string quoteAsset);
-
-// Get a list of symbols (trading pairs) on the exchange
-Task<WebCallResult<IEnumerable<Symbol>>> GetSymbolsAsync();
-
-// Get the ticker (24 hour stats) for a symbol
-Task<WebCallResult<Ticker>> GetTickerAsync(string symbol);
-
-// Get a list of tickers for all symbols
-Task<WebCallResult<IEnumerable<Ticker>>> GetTickersAsync();
-
-// Get a list klines (candlesticks) for a symbol
-Task<WebCallResult<IEnumerable<Kline>>> GetKlinesAsync(string symbol, TimeSpan timespan, DateTime? startTime = null, DateTime? endTime = null, int? limit = null);
-
-// Get the order book for a symbol
-Task<WebCallResult<OrderBook>> GetOrderBookAsync(string symbol);
-
-// Get a list of most recent trades
-Task<WebCallResult<IEnumerable<Trade>>> GetRecentTradesAsync(string symbol);
-
-// Get balances
-Task<WebCallResult<IEnumerable<Balance>>> GetBalancesAsync(string? accountId = null);
-
-// Place an order
-Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, string? accountId = null);
-
-// Get order by order id
-Task<WebCallResult<Order>> GetOrderAsync(string orderId, string? symbol = null);
-
-// Get the trades for an order
-Task<WebCallResult<IEnumerable<UserTrade>>> GetOrderTradesAsync(string orderId, string? symbol = null);
-
-// Get a list of open orders. Some exchanges require a symbol
-Task<WebCallResult<IEnumerable<Order>>> GetOpenOrdersAsync(string? symbol = null);
-
-// Get a list of closed orders. Some exchanges require a symbol
-Task<WebCallResult<IEnumerable<Order>>> GetClosedOrdersAsync(string? symbol = null);
-
-// Cancel an active order
-Task<WebCallResult<OrderId>> CancelOrderAsync(string orderId, string? symbol = null);
-```
-
-## IFuturesClient
-The `IFuturesClient` interface is implemented on Futures API clients. The interface exposes basic functionality like retrieving market data and managing orders. The `IFuturesClient` interface will be available via the `CommonFuturesClient` property on the Api client.
-The spot client has the following members:
-
-*Properties*  
-```csharp
-// The name of the exchange this client interacts with
-string ExchangeName { get; }
-```
-
-*Events*  
-```csharp
-// Event when placing an order with this ISpotClient. Note that this is not an event handler listening on the exchange, just an event handler for when the `PlaceOrderAsync` method is called.
-event Action<OrderId> OnOrderPlaced;
-// Event when canceling an order with this ISpotClient. Note that this is not an event handler listening on the exchange, just an event handler for when the `CancelOrderAsync` method is called.
-event Action<OrderId> OnOrderCanceled;
-
-```
-
-*Methods*
-```csharp
-// Retrieve the name of a symbol based on 2 assets. This will format them in the way the exchange expects them. For example BTC, USDT will return BTCUSDT on Binance and BTC-USDT on Kucoin
-string GetSymbolName(string baseAsset, string quoteAsset);
-
-// Get a list of symbols (trading pairs) on the exchange
-Task<WebCallResult<IEnumerable<Symbol>>> GetSymbolsAsync();
-
-// Get the ticker (24 hour stats) for a symbol
-Task<WebCallResult<Ticker>> GetTickerAsync(string symbol);
-
-// Get a list of tickers for all symbols
-Task<WebCallResult<IEnumerable<Ticker>>> GetTickersAsync();
-
-// Get a list klines (candlesticks) for a symbol
-Task<WebCallResult<IEnumerable<Kline>>> GetKlinesAsync(string symbol, TimeSpan timespan, DateTime? startTime = null, DateTime? endTime = null, int? limit = null);
-
-// Get the order book for a symbol
-Task<WebCallResult<OrderBook>> GetOrderBookAsync(string symbol);
-
-// Get a list of most recent trades
-Task<WebCallResult<IEnumerable<Trade>>> GetRecentTradesAsync(string symbol);
-
-// Get balances
-Task<WebCallResult<IEnumerable<Balance>>> GetBalancesAsync(string? accountId = null);
-
-// Get current open positions
-Task<WebCallResult<IEnumerable<Position>>> GetPositionsAsync();
-
-// Place an order
-Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, int? leverage = null, string? accountId = null);
-
-// Get order by order id
-Task<WebCallResult<Order>> GetOrderAsync(string orderId, string? symbol = null);
-
-// Get the trades for an order
-Task<WebCallResult<IEnumerable<UserTrade>>> GetOrderTradesAsync(string orderId, string? symbol = null);
-
-// Get a list of open orders. Some exchanges require a symbol
-Task<WebCallResult<IEnumerable<Order>>> GetOpenOrdersAsync(string? symbol = null);
-
-// Get a list of closed orders. Some exchanges require a symbol
-Task<WebCallResult<IEnumerable<Order>>> GetClosedOrdersAsync(string? symbol = null);
-
-// Cancel an active order
-Task<WebCallResult<OrderId>> CancelOrderAsync(string orderId, string? symbol = null);
-```

docs/Logging.md

@@ -1,150 +0,0 @@
----
-title: Logging
-nav_order: 5
----
-
-## Configuring logging
-The library offers extensive logging, which depends on the dotnet `Microsoft.Extensions.Logging.ILogger` interface. This should provide ease of use when connecting the library logging to your existing logging implementation.
-
-*Configure logging to write to the console*
-```csharp
-IServiceCollection services = new ServiceCollection();
-services
-    .AddBinance()
-    .AddLogging(options =>
-    {
-        options.SetMinimumLevel(LogLevel.Trace);
-        options.AddConsole();
-    });
-```
-
-The library provides a TraceLogger ILogger implementation which writes log messages using `Trace.WriteLine`, but any other logging library can be used.
-
-*Configure logging to use trace logging*
-```csharp
-IServiceCollection serviceCollection = new ServiceCollection();
-serviceCollection.AddBinance()
-    .AddLogging(options =>
-    {
-        options.SetMinimumLevel(LogLevel.Trace);
-        options.AddProvider(new TraceLoggerProvider());
-    });
-```
-
-### Using an external logging library and dotnet DI
-
-With for example an ASP.Net Core or Blazor project the logging can be configured by the dependency container, which can then automatically be used be the clients.
-The next example shows how to use Serilog. This assumes the `Serilog.AspNetCore` package (https://github.com/serilog/serilog-aspnetcore) is installed.
-
-*Using serilog:*
-```csharp
-using Binance.Net;
-using Serilog;
-
-Log.Logger = new LoggerConfiguration()
-        .MinimumLevel.Debug()
-        .WriteTo.Console()
-        .CreateLogger();
-
-var builder = WebApplication.CreateBuilder(args);
-builder.Services.AddBinance();
-builder.Host.UseSerilog();
-var app = builder.Build();
-
-// startup
-
-app.Run();
-```
-
-### Logging without dotnet DI
-If you don't have a dependency injection service available because you are for example working on a simple console application you have 2 options for logging.
-
-#### Create a ServiceCollection manually and get the client from the service provider
-
-```csharp
-IServiceCollection serviceCollection = new ServiceCollection();
-serviceCollection.AddBinance();
-serviceCollection.AddLogging(options =>
-{
-    options.SetMinimumLevel(LogLevel.Trace);
-    options.AddConsole();
-}).BuildServiceProvider();
-
-var client = serviceCollection.GetRequiredService<IBinanceRestClient>();
-
-```
-
-#### Create a LoggerFactory manually
-
-```csharp
-var logFactory = new LoggerFactory();
-logFactory.AddProvider(new ConsoleLoggerProvider());
-var binanceClient = new BinanceRestClient(new HttpClient(), logFactory, options => { });
-```
-
-## Providing logging for issues
-A big debugging tool when opening an issue on Github is providing logging of what data caused the issue. This can be provided two ways, via the `OriginalData` property of the call result or data event, or collecting the Trace logging.
-### OriginalData
-This is only useful when there is an issue in deserialization. So either a call result is giving a Deserialization error, or the result has a value that is unexpected. If that is the issue, please provide the original data that is received so the deserialization issue can be resolved based on the received data.
-By default the `OriginalData` property in the `WebCallResult`/`DataEvent` object is not filled as saving the original data has a (very small) performance penalty. To save the original data in the `OriginalData` property the `OutputOriginalData` option should be set to `true` in the client options.  
-*Enabled output data*
-```csharp
-var client = new BinanceClient(options =>
-{
-    options.OutputOriginalData = true
-});
-``` 
-
-*Accessing original data*
-```csharp
-// Rest request
-var tickerResult = await client.SpotApi.ExchangeData.GetTickersAsync();
-var originallyReceivedData = tickerResult.OriginalData;
-
-// Socket update
-await client.SpotStreams.SubscribeToAllTickerUpdatesAsync(update => {
-    var originallyRecievedData = update.OriginalData;
-});
-```
-
-### Trace logging
-Trace logging, which is the most verbose log level, will show everything the library does and includes the data that was send and received.  
-Output data will look something like this:
-```
-2021-12-17 10:40:42:296 | Debug | Binance    | Client configuration: LogLevel: Trace, Writers: 1, OutputOriginalData: False, Proxy: -, AutoReconnect: True, ReconnectInterval: 00:00:05, MaxReconnectTries: , MaxResubscribeTries: 5, MaxConcurrentResubscriptionsPerSocket: 5, SocketResponseTimeout: 00:00:10, SocketNoDataTimeout: 00:00:00, SocketSubscriptionsCombineTarget: , CryptoExchange.Net: v5.0.0.0, Binance.Net: v8.0.0.0
-2021-12-17 10:40:42:410 | Debug | Binance    | [15] Creating request for https://api.binance.com/api/v3/ticker/24hr
-2021-12-17 10:40:42:439 | Debug | Binance    | [15] Sending GET request to https://api.binance.com/api/v3/ticker/24hr?symbol=BTCUSDT with headers Accept=[application/json], X-MBX-APIKEY=[XXX]
-2021-12-17 10:40:43:024 | Debug | Binance    | [15] Response received in 571ms: {"symbol":"BTCUSDT","priceChange":"-1726.47000000","priceChangePercent":"-3.531","weightedAvgPrice":"48061.51544204","prevClosePrice":"48901.44000000","lastPrice":"47174.97000000","lastQty":"0.00352000","bidPrice":"47174.96000000","bidQty":"0.65849000","askPrice":"47174.97000000","askQty":"0.13802000","openPrice":"48901.44000000","highPrice":"49436.43000000","lowPrice":"46749.55000000","volume":"33136.69765000","quoteVolume":"1592599905.80360790","openTime":1639647642763,"closeTime":1639734042763,"firstId":1191596486,"lastId":1192649611,"count":1053126}
-```
-When opening an issue, please provide this logging when available.
-
-### Example of serilog config and minimal API's
-
-```csharp
-using Binance.Net;
-using Binance.Net.Interfaces.Clients;
-using Serilog;
-
-Log.Logger = new LoggerConfiguration()
-        .MinimumLevel.Debug()
-        .WriteTo.Console()
-        .CreateLogger();
-
-var builder = WebApplication.CreateBuilder(args);
-builder.Services.AddBinance();
-builder.Host.UseSerilog();
-var app = builder.Build();
-
-// startup
-
-app.Urls.Add("http://localhost:3000");
-
-app.MapGet("/price/{symbol}", async (string symbol) =>
-{
-    var client = app.Services.GetRequiredService<IBinanceRestClient>();
-    var result = await client.SpotApi.ExchangeData.GetPriceAsync(symbol);
-    return result.Data.Price;
-});
-
-app.Run();
-```

docs/Migration Guide.md

@@ -1,73 +0,0 @@
----
-title: Migrate v5 to v6
-nav_order: 10
----
-
-## Migrating from version 5 to version 6
-When updating your code from version 5 implementations to version 6 implementations you will encounter some breaking changes. Here is the general outline of changes made in the CryptoExchange.Net library. For more specific changes for each library visit the library migration guide.
-
-*NOTE when updating it is not possible to have some client implementations use a V5 version and some clients a V6. When updating all libraries should be migrated*
-
-## Rest client name
-To be more clear about different clients for different API's the rest client implementations have been renamed from [Exchange]Client to [Exchange]RestClient. This makes it more clear that it only implements the Rest API and the [Exchange]SocketClient the Socket API.
-
-## Options
-Option parameters have been changed to a callback instead of an options object. This makes processing of the options easier and is in line with how dotnet handles option configurations.
-
-**BaseAddress**  
-The BaseAddress option has been replaced by the Environment option. The Environment options allows for selection/switching between different trade environments more easily. For example the environment can be switched between a testnet and live by changing only a single line instead of having to change all BaseAddresses.  
-
-**LogLevel/LogWriters**  
-The logging options have been removed and are now inherited by the DI configuration. See [Logging](https://jkorf.github.io/CryptoExchange.Net/Logging.html) for more info.  
-
-**HttpClient**
-The HttpClient will now be received by the DI container instead of having to pass it manually. When not using DI it is still possible to provide a HttpClient, but it is now located in the client constructor.
-
-*V5*  
-```csharp
-var client = new BinanceClient(new BinanceClientOptions(){
-    OutputOriginalData = true,
-    SpotApiOptions = new RestApiOptions {
-      BaseAddress = BinanceApiAddresses.TestNet.RestClientAddress
-    }
-    // Other options
-});
-```
-
-*V6*  
-```csharp
-var client = new BinanceClient(options => {
-    options.OutputOriginalData = true;
-    options.Environment = BinanceEnvironment.Testnet;
-    // Other options
-});
-```
-
-## Socket api name
-As socket API's are often more than just streams to subscribe to the name of the socket API clients have been changed from [Topic]Streams to [Topic]Api which matches the rest API client names. For example `SpotStreams` has become `SpotApi`, so `binanceSocketClient.UsdFuturesStreams.SubscribeXXX` has become `binanceSocketClient.UsdFuturesApi.SubscribeXXX`.
-
-## Add[Exchange] extension method
-With the change in options providing the DI extension methods for the IServiceCollection have also been changed slightly. Also the socket clients will now be registered as Singleton by default instead of Scoped.
-
-*V5*  
-```csharp
-builder.Services.AddKucoin((restOpts, socketOpts) =>
-{
-    restOpts.LogLevel = LogLevel.Debug;
-    restOpts.ApiCredentials = new KucoinApiCredentials("KEY", "SECRET", "PASS");
-    socketOpts.LogLevel = LogLevel.Debug;
-    socketOpts.ApiCredentials = new KucoinApiCredentials("KEY", "SECRET", "PASS");
-}, ServiceLifetime.Singleton);
-```
-
-*V6*  
-```csharp
-builder.Services.AddKucoin((restOpts) =>
-{
-    restOpts.ApiCredentials = new KucoinApiCredentials("KEY", "SECRET", "PASS");
-},
-(socketOpts) =>
-{
-    socketOpts.ApiCredentials = new KucoinApiCredentials("KEY", "SECRET", "PASS");
-});
-```

docs/Options.md

@@ -1,129 +0,0 @@
----
-title: Client options
-nav_order: 4
----
-
-## Setting client options
-
-Each implementation can be configured using client options. There are 2 ways to provide these, either via `[client].SetDefaultOptions([options]);`, or in the constructor of the client. The examples here use the `BinanceClient`, but usage is the same for each client.
-
-*Set the default options to use for new clients*
-```csharp
-
-BinanceClient.SetDefaultOptions(options =>
-{
-    options.OutputOriginalData = true;
-    options.ApiCredentials = new ApiCredentials("KEY", "SECRET");
-});
-
-```
-
-*Set the options to use for a single new client*
-```csharp
-
-var client = new BinanceClient(options =>
-{
-    options.OutputOriginalData = true;
-    options.ApiCredentials = new ApiCredentials("KEY", "SECRET");
-});
-
-```
-
-When calling `SetDefaultOptions` each client created after that will use the options that were set, unless the specific option is overriden in the options that were provided to the client. Consider the following example:
-```csharp
-
-BinanceClient.SetDefaultOptions(options =>
-{
-    options.OutputOriginalData = true;
-});
-
-var client = new BinanceClient(options =>
-{
-    options.OutputOriginalData = false;
-});
-
-```
-
-The client instance will have the following options:  
-`OutputOriginalData = false`  
-
-## Api options
-The options are divided in two categories. The basic options, which will apply to everything the client does, and the Api options, which is limited to the specific API client (see [Clients](https://jkorf.github.io/CryptoExchange.Net/Clients.html)).
-
-```csharp
-
-var client = new BinanceRestClient(options =>
-{
-    options.ApiCredentials = new ApiCredentials("GENERAL-KEY", "GENERAL-SECRET"),
-    options.SpotOptions.ApiCredentials = new ApiCredentials("SPOT-KEY", "SPOT-SECRET");
-});
-
-```
-
-The options provided in the SpotApiOptions are only applied to the SpotApi (`client.SpotApi.XXX` endpoints), while the base options are applied to everything. This means that the spot endpoints will use the "SPOT-KEY" credentials, while all other endpoints (`client.UsdFuturesApi.XXX` / `client.CoinFuturesApi.XXX`) will use the "GENERAL-KEY" credentials.
-
-## CryptoExchange.Net options definitions
-All clients have access to the following options, specific implementations might have additional options.
-
-**Base client options**  
-
-|Option|Description|Default|
-|------|-----------|-------|
-|`OutputOriginalData`|If set to `true` the originally received Json data will be output as well as the deserialized object. For `RestClient` calls the data will be in the `WebCallResult<T>.OriginalData` property, for `SocketClient` subscriptions the data will be available in the `DataEvent<T>.OriginalData` property when receiving an update. | `false`
-|`ApiCredentials`| The API credentials to use for accessing protected endpoints. Can either be an API key/secret using Hmac encryption or an API key/private key using RSA encryption for exchanges that support that. See [Credentials](#credentials). Note that this is a `default` value for all API clients, and can be overridden per API client. See the `Base Api client options`| `null`
-|`Proxy`|The proxy to use for connecting to the API.| `null`
-|`RequestTimeout`|The timeout for client requests to the server| `TimeSpan.FromSeconds(20)`
-
-**Rest client options (extension of base client options)** 
- 
-|Option|Description|Default|
-|------|-----------|-------|
-|`AutoTimestamp`|Whether or not the library should attempt to sync the time between the client and server. If the time between server and client is not in sync authentication errors might occur. This option should be disabled when the client time sure to be in sync.|`true`|
-|`TimestampRecalculationInterval`|The interval of how often the time synchronization between client and server should be executed| `TimeSpan.FromHours(1)`
-|`Environment`|The environment the library should talk to. Some exchanges have testnet/sandbox environments which can be used instead of the real exchange. The environment option can be used to switch between different trade environments|`Live environment`
-
-**Socket client options (extension of base client options)**  
-
-|Option|Description|Default|
-|------|-----------|-------|
-|`AutoReconnect`|Whether or not the socket should attempt to automatically reconnect when disconnected.|`true`
-|`ReconnectInterval`|The time to wait between connection tries when reconnecting.|`TimeSpan.FromSeconds(5)`
-|`SocketResponseTimeout`|The time in which a response is expected on a request before giving a timeout.|`TimeSpan.FromSeconds(10)`
-|`SocketNoDataTimeout`|If no data is received after this timespan then assume the connection is dropped. This is mainly used for API's which have some sort of ping/keepalive system. For example; the Bitfinex API will sent a heartbeat message every 15 seconds, so the `SocketNoDataTimeout` could be set to 20 seconds. On API's without such a mechanism this might not work because there just might not be any update while still being fully connected. | `default(TimeSpan)` (no timeout)
-|`SocketSubscriptionsCombineTarget`|The amount of subscriptions that should be made on a single socket connection. Not all exchanges support multiple subscriptions on a single socket. Setting this to a higher number increases subscription speed because not every subscription needs to connect to the server, but having more subscriptions on a single connection will also increase the amount of traffic on that single connection, potentially leading to issues.| Depends on implementation
-|`MaxConcurrentResubscriptionsPerSocket`|The maximum number of concurrent resubscriptions per socket when resubscribing after reconnecting|5
-|`MaxSocketConnections`|The maximum amount of distinct socket connections|`null`
-|`DelayAfterConnect`|The time to wait before sending messages after connecting to the server.|`TimeSpan.Zero`
-|`Environment`|The environment the library should talk to. Some exchanges have testnet/sandbox environments which can be used instead of the real exchange. The environment option can be used to switch between different trade environments|`Live environment`
-
-**Base Api client options**  
-
-|Option|Description|Default|
-|------|-----------|-------|
-|`ApiCredentials`|If set to `true` the originally received Json data will be output as well as the deserialized object. For `RestClient` calls the data will be in the `WebCallResult<T>.OriginalData` property, for `SocketClient` subscriptions the data will be available in the `DataEvent<T>.OriginalData` property when receiving an update. Overrides the Base client options `OutputOriginalData` option if set| `false`
-|`OutputOriginalData`|The base address to the API. All calls to the API will use this base address as basis for the endpoints. This allows for swapping to test API's or swapping to a different cluster for example. Available base addresses are defined in the [Library]ApiAddresses helper class, for example `KucoinApiAddresses`|Depends on implementation
-
-**Options for Rest Api Client (extension of base api client options)**  
-
-|Option|Description|Default|
-|------|-----------|-------|
-|`RateLimiters`|A list of `IRateLimiter`s to use.|`new List<IRateLimiter>()`|
-|`RateLimitingBehaviour`|What should happen when a rate limit is reached.|`RateLimitingBehaviour.Wait`|
-|`AutoTimestamp`|Whether or not the library should attempt to sync the time between the client and server. If the time between server and client is not in sync authentication errors might occur. This option should be disabled when the client time sure to be in sync. Overrides the Rest client options `AutoTimestamp` option if set|`null`|
-|`TimestampRecalculationInterval`|The interval of how often the time synchronization between client and server should be executed. Overrides the Rest client options `TimestampRecalculationInterval` option if set| `TimeSpan.FromHours(1)`
-
-**Options for Socket Api Client (extension of base api client options)**  
-
-|Option|Description|Default|
-|------|-----------|-------|
-|`SocketNoDataTimeout`|If no data is received after this timespan then assume the connection is dropped. This is mainly used for API's which have some sort of ping/keepalive system. For example; the Bitfinex API will sent a heartbeat message every 15 seconds, so the `SocketNoDataTimeout` could be set to 20 seconds. On API's without such a mechanism this might not work because there just might not be any update while still being fully connected. Overrides the Socket client options `SocketNoDataTimeout` option if set | `default(TimeSpan)` (no timeout)
-|`MaxSocketConnections`|The maximum amount of distinct socket connections. Overrides the Socket client options `MaxSocketConnections` option if set |`null`
-
-## Credentials
-Credentials are supported in 3 formats in the base library:  
-
-|Type|Description|Example|
-|----|-----------|-------|
-|`Hmac`|An API key + secret combination. The API key is send with the request and the secret is used to sign requests. This is the default authentication method on all exchanges. |`options.ApiCredentials = new ApiCredentials("51231f76e-9c503548-8fabs3f-rfgf12mkl3", "556be32-d563ba53-faa2dfd-b3n5c", CredentialType.Hmac);`|
-|`RsaPem`|An API key + a public and private key pair generated by the user. The public key is shared with the exchange, while the private key is used to sign requests. This CredentialType expects the private key to be in .pem format and is only supported in .netstandard2.1 due to limitations of the framework|`options.ApiCredentials = new ApiCredentials("432vpV8daAaXAF4Qg", ""-----BEGIN PRIVATE KEY-----[PRIVATEKEY]-----END PRIVATE KEY-----", CredentialType.RsaPem);`|
-|`RsaXml`|An API key + a public and private key pair generated by the user. The public key is shared with the exchange, while the private key is used to sign requests. This CredentialType expects the private key to be in xml format and is supported in .netstandard2.0 and .netstandard2.1, but it might mean the private key needs to be converted from the original format to xml|`options.ApiCredentials = new ApiCredentials("432vpV8daAaXAF4Qg", "<RSAKeyValue>[PRIVATEKEY]</RSAKeyValue>", CredentialType.RsaXml);`|

docs/Orderbooks.md

@@ -1,68 +0,0 @@
----
-title: Order books
-nav_order: 6
----
-
-## Locally synced order book
-Each exchange implementation provides an order book implementation. These implementations will provide a client side order book and will take care of synchronization with the server, and will handle reconnecting and resynchronizing in case of a dropped connection.
-Order book implementations are named as `[ExchangeName][Type]SymbolOrderBook`, for example `BinanceSpotSymbolOrderBook`. 
-
-## Usage
-Start the book synchronization by calling the `StartAsync` method. This returns whether the book is successfully synchronized and started. You can listen to the `OnStatusChange` event to be notified of when the status of a book changes. Note that the order book is only synchronized with the server when the state is `Synced`. When the order book has been started and the state changes from `Synced` to `Reconnecting` the book will automatically reconnect and resync itself.
-
-*Start an order book and print the top 3 rows*
-```csharp
-
-var book = new BinanceSpotSymbolOrderBook("BTCUSDT");
-book.OnStatusChange += (oldState, newState) => Console.WriteLine($"State changed from {oldState} to {newState}");
-var startResult = await book.StartAsync();
-if (!startResult.Success)
-{
-    Console.WriteLine("Failed to start order book: " + startResult.Error);
-    return;
-}
-
-while(true)
-{
-    Console.Clear();
-    Console.WriteLine(book.ToString(3);
-    await Task.Delay(500);
-}
-
-```
-
-### Accessing bids/asks
-You can access the current Bid/Ask lists using the responding properties:  
-`var currentBidList = book.Bids;`  
-`var currentAskList = book.Asks;`  
-
-Note that these will return copies of the internally synced lists when accessing the properties, and when accessing them in sequence like above does mean that the lists may not be in sync with eachother since they're accessed at different points in time.
-When you need both lists in sync you should access the `Book` property.  
-`var (currentBidList, currentAskList) = book.Book;`  
-
-Because copies of the lists are made when accessing the bids/asks properties the performance impact should be considered. When only the current best ask/bid info is needed you can access the `BestOffers` property.  
-`var (bestBid, bestAsk) = book.BestOffers;`  
-
-### Events
-The following events are available on the symbol order book:  
-`book.OnStatusChange`: The book has changed state. This happens during connecting, the connection was lost or the order book was detected to be out of sync. The asks/bids are only the actual with the server when state is `Synced`.  
-`book.OnOrderBookUpdate`: The book has changed, the arguments contain the changed entries.  
-`book.OnBestOffersChanged`: The best offer (best bid, best ask) has changed.
-
-```csharp
-
-book.OnStatusChange += (oldStatus, newStatus) => { Console.WriteLine($"State changed from {oldStatus} to {newStatus}"); };
-book.OnOrderBookUpdate += (bidsAsks) => { Console.WriteLine($"Order book changed: {bidsAsks.Asks.Count()} asks, {bidsAsks.Bids.Count()} bids"); };
-book.OnBestOffersChanged += (bestOffer) => { Console.WriteLine($"Best offer changed, best bid: {bestOffer.BestBid.Price}, best ask: {bestOffer.BestAsk.Price}"); };
-
-```
-
-### Order book factory
- Each exchange implementation also provides an order book factory for creating ISymbolOrderBook instances. The naming convention for the factory is `[Exchange]OrderBookFactory`, for example `BinanceOrderBookFactory`. This type will be automatically added when using DI and can be used to facilitate easier testing.
- 
- *Creating an order book using the order book factory*
- ```csharp
-var factory = services.GetRequiredService<IKucoinOrderBookFactory>();
-var book = factory.CreateSpot("ETH-USDT");
-var startResult = await book.StartAsync();
- ```

docs/RateLimiter.md

@@ -1,74 +0,0 @@
----
-title: Rate limiting
-nav_order: 9
----
-
-## Rate limiting
-The library has build in rate limiting. These rate limits can be configured per client. Some client implementations where the exchange has clear rate limits will also have a default rate limiter already set up.
-Rate limiting is configured in the client options, and can be set on a specific client or for all clients by either providing it in the constructor for a client, or by using the `SetDefaultOptions` on a client.
-
-What to do when a limit is reached can be configured with the `RateLimitingBehaviour` client options, which has 2 possible options. Setting it to `Fail` will cause a request to fail without sending it. Setting it to `Wait` will cause the request to wait until the request can be send in accordance to the rate limiter.
-
-A rate limiter can be configured in the options like so:
-```csharp
-new ClientOptions
-{
-    RateLimitingBehaviour = RateLimitingBehaviour.Wait,
-    RateLimiters = new List<IRateLimiter>
-    {
-        new RateLimiter()
-            .AddTotalRateLimit(50, TimeSpan.FromSeconds(10))
-    }
-}
-```
-
-This will add a rate limiter for 50 requests per 10 seconds.
-A rate limiter can have multiple limits:
-```csharp
-new RateLimiter()
-            .AddTotalRateLimit(50, TimeSpan.FromSeconds(10))
-            .AddEndpointLimit("/api/order", 10, TimeSpan.FromSeconds(2))
-```
-This adds another limit of 10 requests per 2 seconds in addition to the 50 requests per 10 seconds limit.
-These are the available rate limit configurations:
-
-### AddTotalRateLimit
-|Parameter|Description|
-|---------|-----------|
-|limit|The request weight limit per time period. Note that requests can have a weight specified. Default requests will have a weight of 1|
-|perTimePeriod|The time period over which the limit is enforced|
-
-A rate limit for the total amount of requests for all requests send from the client. 
-
-### AddEndpointLimit
-|Parameter|Description|
-|---------|-----------|
-|endpoint|The endpoint this limit is for|
-|limit|The request weight limit per time period. Note that requests can have a weight specified. Default requests will have a weight of 1|
-|perTimePeriod|The time period over which the limit is enforced|
-|method|The HTTP method this limit is for. Defaults to all methods|
-|excludeFromOtherRateLimits|When set to true requests to this endpoint won't be counted for other configured rate limits|
-
-A rate limit for all requests send to a specific endpoint. Requests that do not fully match the endpoint will not be counted to this limit.
-
-### AddPartialEndpointLimit
-|Parameter|Description|
-|---------|-----------|
-|endpoint|The partial endpoint this limit is for. Partial means that a request will match this limiter when a part of the request URI path matches this endpoint|
-|limit|The request weight limit per time period. Note that requests can have a weight specified. Default requests will have a weight of 1|
-|perTimePeriod|The time period over which the limit is enforced|
-|method|The HTTP method this limit is for. Defaults to all methods|
-|countPerEndpoint|Whether all requests matching the endpoint pattern should be combined for this limit or each endpoint has its own limit|
-|ignoreOtherRateLimits|When set to true requests to this endpoint won't be counted for other configured rate limits|
-
-A rate limit for a partial endpoint. Requests will be counted towards this limit if the request path contains the endpoint. For example request `/api/v2/test` will match when the partial endpoint limit is set for `/api/v2`.
-
-### AddApiKeyLimit
-|Parameter|Description|
-|---------|-----------|
-|limit|The request weight limit per time period. Note that requests can have a weight specified. Default requests will have a weight of 1|
-|perTimePeriod|The time period over which the limit is enforced|
-|onlyForSignedRequests|Whether this rate limit should only be counter for signed/authenticated requests|
-|excludeFromTotalRateLimit|Whether requests counted for this rate limited should not be counted towards the total rate limit|
-
-A rate limit for an API key. Requests with the same API key will be grouped and limited.

docs/assets/css/color-blue.css

@@ -0,0 +1,159 @@
+/*============================
+		COLOR Blue
+==============================*/
+::selection {
+  background: #007bff;
+}
+
+a, a:focus {
+  color: #007bff;
+}
+
+a:hover, a:active {
+  color: #006adb;
+}
+
+.primary-menu ul.navbar-nav > li:hover > a:not(.btn), .primary-menu ul.navbar-nav > li > a.active:not(.btn) {
+  color: #007bff;
+}
+.primary-menu ul.navbar-nav > li.dropdown .dropdown-menu li:hover > a:not(.btn) {
+  color: #007bff;
+}
+.primary-menu.navbar-line-under-text ul.navbar-nav > li > a:not(.btn):after {
+  border-color: #007bff;
+}
+
+/*=== Side Navigation ===*/
+.idocs-navigation .nav .nav .nav-item .nav-link.active:after, .idocs-navigation.docs-navigation-dark .nav .nav .nav-item .nav-link.active:after {
+  border-color: #007bff;
+}
+
+/* Accordion & Toggle */
+.accordion .card-header a:hover.collapsed {
+  color: #007bff !important;
+}
+.accordion:not(.accordion-alternate) .card-header a {
+  background-color: #007bff;
+  color: #fff;
+}
+
+/* Nav */
+.nav:not(.nav-pills) .nav-item .nav-link.active, .nav:not(.nav-pills) .nav-item .nav-link:hover {
+  color: #007bff;
+}
+
+.nav-tabs .nav-item .nav-link.active {
+  color: #0c2f55;
+}
+.nav-tabs .nav-item .nav-link.active:after {
+  background-color: #007bff;
+}
+.nav-tabs .nav-item .nav-link:not(.active):hover {
+  color: #007bff;
+}
+.nav-tabs.flex-column .nav-item .nav-link.active {
+  color: #007bff;
+}
+
+.nav-pills .nav-link:not(.active):hover {
+  color: #007bff;
+}
+
+#footer .nav .nav-item .nav-link:focus {
+  color: #007bff;
+}
+#footer .nav .nav-link:hover {
+  color: #007bff;
+}
+#footer .footer-copyright .nav .nav-link:hover {
+  color: #007bff;
+}
+
+/* Back to Top */
+#back-to-top:hover {
+  background-color: #007bff;
+}
+
+/* Extras */
+.bg-primary, .badge-primary {
+  background-color: #007bff !important;
+}
+
+.text-primary, .btn-light, .btn-outline-light:hover, .btn-link, .btn-outline-light:not(:disabled):not(.disabled).active, .btn-outline-light:not(:disabled):not(.disabled):active {
+  color: #007bff !important;
+}
+
+.btn-link:hover {
+  color: #006adb !important;
+}
+
+.text-muted {
+  color: #8e9a9d !important;
+}
+
+.text-light {
+  color: #dee3e4 !important;
+}
+
+a.bg-primary:focus, a.bg-primary:hover, button.bg-primary:focus, button.bg-primary:hover {
+  background-color: #006adb !important;
+}
+
+.border-primary {
+  border-color: #007bff !important;
+}
+
+.btn-primary {
+  background-color: #007bff;
+  border-color: #007bff;
+}
+.btn-primary:hover {
+  background-color: #006adb;
+  border-color: #006adb;
+}
+
+.btn-primary:not(:disabled):not(.disabled).active, .btn-primary:not(:disabled):not(.disabled):active {
+  background-color: #006adb;
+  border-color: #006adb;
+}
+
+.btn-primary.focus, .btn-primary:focus {
+  background-color: #006adb;
+  border-color: #006adb;
+}
+
+.btn-outline-primary, .btn-outline-primary:not(:disabled):not(.disabled).active, .btn-outline-primary:not(:disabled):not(.disabled):active {
+  color: #007bff;
+  border-color: #007bff;
+}
+.btn-outline-primary:hover, .btn-outline-primary:not(:disabled):not(.disabled).active:hover, .btn-outline-primary:not(:disabled):not(.disabled):active:hover {
+  background-color: #007bff;
+  border-color: #007bff;
+  color: #fff;
+}
+
+.progress-bar,
+.nav-pills .nav-link.active, .nav-pills .show > .nav-link, .dropdown-item.active, .dropdown-item:active {
+  background-color: #007bff;
+}
+
+.page-item.active .page-link,
+.custom-radio .custom-control-input:checked ~ .custom-control-label:before,
+.custom-control-input:checked ~ .custom-control-label::before,
+.custom-checkbox .custom-control-input:checked ~ .custom-control-label:before,
+.custom-control-input:checked ~ .custom-control-label:before {
+  background-color: #007bff;
+  border-color: #007bff;
+}
+
+.list-group-item.active {
+  background-color: #007bff;
+  border-color: #007bff;
+}
+
+.page-link {
+  color: #007bff;
+}
+.page-link:hover {
+  color: #006adb;
+}