Updated version

Ability for all Error derived classes to have Code and Data

CryptoExchange.Net.UnitTests/SocketClientTests.cs

@@ -140,6 +140,12 @@ namespace CryptoExchange.Net.UnitTests
             var sub2 = new SocketConnection(new TraceLogger(), client.SubClient, socket2, null);
             client.SubClient.ConnectSocketSub(sub1);
             client.SubClient.ConnectSocketSub(sub2);
+            var us1 = SocketSubscription.CreateForIdentifier(10, "Test1", true, false, (e) => { });
+            var us2 = SocketSubscription.CreateForIdentifier(11, "Test2", true, false, (e) => { });
+            sub1.AddSubscription(us1);
+            sub2.AddSubscription(us2);
+            var ups1 = new UpdateSubscription(sub1, us1);
+            var ups2 = new UpdateSubscription(sub2, us2);
 
             // act
             client.UnsubscribeAllAsync().Wait();

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

@@ -18,6 +18,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public event Action OnReconnected;
         public event Action OnReconnecting;
 #pragma warning restore 0067
+        public event Action<int> OnRequestSent;
         public event Action<string> OnMessage;
         public event Action<Exception> OnError;
         public event Action OnOpen;
@@ -69,10 +70,11 @@ 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()

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -77,15 +77,6 @@ namespace CryptoExchange.Net
         /// </summary>
         public bool OutputOriginalData { get; }
 
-        /// <summary>
-        /// The last used id, use NextId() to get the next id and up this
-        /// </summary>
-        protected static int _lastId;
-        /// <summary>
-        /// Lock for id generating
-        /// </summary>
-        protected static object _idLock = new();
-
         /// <summary>
         /// A default serializer
         /// </summary>
@@ -338,19 +329,6 @@ 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/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;
@@ -194,7 +195,7 @@ namespace CryptoExchange.Net
             Dictionary<string, string>? additionalHeaders = null,
             bool ignoreRatelimit = false)
         {
-            var requestId = NextId();
+            var requestId = ExchangeHelpers.NextId();
 
             if (signed)
             {
@@ -344,8 +345,13 @@ namespace CryptoExchange.Net
                     _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);
@@ -529,13 +535,39 @@ 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>

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -12,6 +12,7 @@ using System.Linq;
 using System.Text;
 using System.Threading;
 using System.Threading.Tasks;
+using static CryptoExchange.Net.Objects.RateLimiter;
 
 namespace CryptoExchange.Net
 {
@@ -76,9 +77,9 @@ namespace CryptoExchange.Net
         protected internal bool UnhandledMessageExpected { get; set; }
 
         /// <summary>
-        /// The max amount of outgoing messages per socket per second
+        /// The rate limiters 
         /// </summary>
-        protected internal int? RateLimitPerSocketPerSecond { get; set; }
+        protected internal IEnumerable<IRateLimiter>? RateLimiters { get; set; }
 
         /// <inheritdoc />
         public double IncomingKbps
@@ -130,6 +131,10 @@ namespace CryptoExchange.Net
                   options,
                   apiOptions)
         {
+            var rateLimiters = new List<IRateLimiter>();
+            foreach (var rateLimiter in apiOptions.RateLimiters)
+                rateLimiters.Add(rateLimiter);
+            RateLimiters = rateLimiters;
         }
 
         /// <summary>
@@ -275,7 +280,7 @@ namespace CryptoExchange.Net
         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);
+            await socketConnection.SendAndWaitAsync(request, ClientOptions.RequestTimeout, subscription, 1, data => HandleSubscriptionResponse(socketConnection, subscription, request, data, out callResult)).ConfigureAwait(false);
 
             if (callResult?.Success == true)
             {
@@ -295,10 +300,11 @@ namespace CryptoExchange.Net
         /// <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="weight">Weight of the request</param>
         /// <returns></returns>
-        protected virtual Task<CallResult<T>> QueryAsync<T>(object request, bool authenticated)
+        protected virtual Task<CallResult<T>> QueryAsync<T>(object request, bool authenticated, int weight = 1)
         {
-            return QueryAsync<T>(BaseAddress, request, authenticated);
+            return QueryAsync<T>(BaseAddress, request, authenticated, weight);
         }
 
         /// <summary>
@@ -308,8 +314,9 @@ namespace CryptoExchange.Net
         /// <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="weight">Weight of the request</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, object request, bool authenticated, int weight = 1)
         {
             if (_disposing)
                 return new CallResult<T>(new InvalidOperationError("Client disposed, can't query"));
@@ -348,7 +355,7 @@ namespace CryptoExchange.Net
                 return new CallResult<T>(new ServerError("Socket is paused"));
             }
 
-            return await QueryAndWaitAsync<T>(socketConnection, request).ConfigureAwait(false);
+            return await QueryAndWaitAsync<T>(socketConnection, request, weight).ConfigureAwait(false);
         }
 
         /// <summary>
@@ -357,11 +364,12 @@ namespace CryptoExchange.Net
         /// <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>
+        /// <param name="weight">The weight of the query</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request)
+        protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request, int weight)
         {
             var dataResult = new CallResult<T>(new ServerError("No response on query received"));
-            await socket.SendAndWaitAsync(request, ClientOptions.RequestTimeout, null, data =>
+            await socket.SendAndWaitAsync(request, ClientOptions.RequestTimeout, null, weight, data =>
             {
                 if (!HandleQueryResponse<T>(socket, request, data, out var callResult))
                     return false;
@@ -518,8 +526,8 @@ namespace CryptoExchange.Net
             }
 
             var subscription = request == null
-                ? SocketSubscription.CreateForIdentifier(NextId(), identifier!, userSubscription, authenticated, InternalHandler)
-                : SocketSubscription.CreateForRequest(NextId(), request, userSubscription, authenticated, InternalHandler);
+                ? SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), identifier!, userSubscription, authenticated, InternalHandler)
+                : SocketSubscription.CreateForRequest(ExchangeHelpers.NextId(), request, userSubscription, authenticated, InternalHandler);
             if (!connection.AddSubscription(subscription))
                 return null;
             return subscription;
@@ -533,7 +541,7 @@ namespace CryptoExchange.Net
         protected void AddGenericHandler(string identifier, Action<MessageEvent> action)
         {
             genericHandlers.Add(identifier, action);
-            var subscription = SocketSubscription.CreateForIdentifier(NextId(), identifier, false, false, action);
+            var subscription = SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), identifier, false, false, action);
             foreach (var connection in socketConnections.Values)
                 connection.AddSubscription(subscription);
         }
@@ -607,7 +615,7 @@ namespace CryptoExchange.Net
             socketConnection.UnhandledMessage += HandleUnhandledMessage;
             foreach (var kvp in genericHandlers)
             {
-                var handler = SocketSubscription.CreateForIdentifier(NextId(), kvp.Key, false, false, kvp.Value);
+                var handler = SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), kvp.Key, false, false, kvp.Value);
                 socketConnection.AddSubscription(handler);
             }
 
@@ -651,7 +659,7 @@ namespace CryptoExchange.Net
                 DataInterpreterString = dataInterpreterString,
                 KeepAliveInterval = KeepAliveInterval,
                 ReconnectInterval = ClientOptions.ReconnectInterval,
-                RatelimitPerSecond = RateLimitPerSocketPerSecond,
+                RateLimiters = RateLimiters,
                 Proxy = ClientOptions.Proxy,
                 Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout
             };
@@ -704,7 +712,7 @@ namespace CryptoExchange.Net
 
                         try
                         {
-                            socketConnection.Send(obj);
+                            socketConnection.Send(ExchangeHelpers.NextId(), obj, 1);
                         }
                         catch (Exception ex)
                         {
@@ -762,6 +770,10 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task UnsubscribeAllAsync()
         {
+            var sum = socketConnections.Sum(s => s.Value.SubscriptionCount);
+            if (sum == 0)
+                return;
+
             _logger.Log(LogLevel.Information, $"Unsubscribing all {socketConnections.Sum(s => s.Value.SubscriptionCount)} subscriptions");
             var tasks = new List<Task>();
             {

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 +1,68 @@
+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)
+        {
+            switch (reader.Value?.ToString().ToLower().Trim())
+            {
+                case "true":
+                case "yes":
+                case "y":
+                case "1":
+                    return true;
+                case "false":
+                case "no":
+                case "n":
+                case "0":
+                    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/EnumConverter.cs

@@ -14,6 +14,20 @@ namespace CryptoExchange.Net.Converters
     /// </summary>
     public class EnumConverter : JsonConverter
     {
+        private bool _warnOnMissingEntry = true;
+
+        /// <summary>
+        /// </summary>
+        public EnumConverter() { }
+
+        /// <summary>
+        /// </summary>
+        /// <param name="warnOnMissingEntry"></param>
+        public EnumConverter(bool warnOnMissingEntry)
+        {
+            _warnOnMissingEntry = warnOnMissingEntry;
+        }   
+
         private static readonly ConcurrentDictionary<Type, List<KeyValuePair<object, string>>> _mapping = new();
 
         /// <inheritdoc />
@@ -51,8 +65,12 @@ 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 +135,32 @@ 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
+            {
+                var stringValue = GetString(value.GetType(), value);
+                writer.WriteValue(stringValue);
+            }
         }
     }
 }

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -6,16 +6,16 @@
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
     <Description>A base package for implementing cryptocurrency API's</Description>
-    <PackageVersion>6.0.3</PackageVersion>
-    <AssemblyVersion>6.0.3</AssemblyVersion>
-    <FileVersion>6.0.3</FileVersion>
+    <PackageVersion>6.1.4</PackageVersion>
+    <AssemblyVersion>6.1.4</AssemblyVersion>
+    <FileVersion>6.1.4</FileVersion>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
     <RepositoryType>git</RepositoryType>
     <RepositoryUrl>https://github.com/JKorf/CryptoExchange.Net.git</RepositoryUrl>
     <PackageProjectUrl>https://github.com/JKorf/CryptoExchange.Net</PackageProjectUrl>
     <NeutralLanguage>en</NeutralLanguage>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <PackageReleaseNotes>6.0.3 - Fixed Proxy not getting applied in rest clients when not using DI</PackageReleaseNotes>
+    <PackageReleaseNotes>6.1.4 - Added BoolConverter, Added parameter for logging warning message on missing enum entry to EnumConverter</PackageReleaseNotes>
     <Nullable>enable</Nullable>
     <LangVersion>10.0</LangVersion>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>

CryptoExchange.Net/ExchangeHelpers.cs

@@ -8,6 +8,15 @@ namespace CryptoExchange.Net
     /// </summary>
     public static class ExchangeHelpers
     {
+        /// <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 +127,18 @@ 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;
+            }
+        }
     }
 }

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -8,7 +8,7 @@ using System.Threading.Tasks;
 namespace CryptoExchange.Net.Interfaces
 {
     /// <summary>
-    /// Webscoket connection interface
+    /// Websocket connection interface
     /// </summary>
     public interface IWebsocket: IDisposable
     {
@@ -21,6 +21,10 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         event Action<string> OnMessage;
         /// <summary>
+        /// Websocket sent event, RequestId as parameter
+        /// </summary>
+        event Action<int> OnRequestSent;
+        /// <summary>
         /// Websocket error event
         /// </summary>
         event Action<Exception> OnError;
@@ -69,8 +73,10 @@ 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/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 ? $"{Code}: {Message} {Data}" : $"{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>
+        protected 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/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/Sockets/CryptoExchangeWebSocketClient.cs

@@ -7,6 +7,7 @@ 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 +31,8 @@ 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;
@@ -103,6 +103,9 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public event Action<string>? OnMessage;
 
+        /// <inheritdoc />
+        public event Action<int>? OnRequestSent;
+
         /// <inheritdoc />
         public event Action<Exception>? OnError;
 
@@ -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();
 
@@ -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, $"Socket {Id} - msg {id} - Adding {bytes.Length} bytes to send buffer");
+            _sendBuffer.Enqueue(new SendItem { Id = id, Weight = weight, Bytes = bytes });
             _sendEvent.Set();
         }
 
@@ -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, $"Socket {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);
+                            OnRequestSent?.Invoke(data.Id);
+                            _logger.Log(LogLevel.Trace, $"Socket {Id} - msg {data.Id} - sent {data.Bytes.Length} bytes");
                         }
                         catch (OperationCanceledException)
                         {
@@ -630,42 +632,6 @@ namespace CryptoExchange.Net.Sockets
             }
         }
 
-        /// <summary>
-        /// Trigger the OnMessage event
-        /// </summary>
-        /// <param name="data"></param>
-        protected void TriggerOnMessage(string data)
-        {
-            LastActionTime = DateTime.UtcNow;
-            OnMessage?.Invoke(data);
-        }
-
-        /// <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>
@@ -721,13 +687,6 @@ 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 +728,32 @@ 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/PendingRequest.cs

@@ -7,6 +7,7 @@ namespace CryptoExchange.Net.Sockets
 {
     internal class PendingRequest
     {
+        public int Id { get; set; }
         public Func<JToken, bool> Handler { get; }
         public JToken? Result { get; private set; }
         public bool Completed { get; private set; }
@@ -15,17 +16,22 @@ namespace CryptoExchange.Net.Sockets
         public TimeSpan Timeout { get; }
         public SocketSubscription? Subscription { get; }
 
-        private CancellationTokenSource _cts;
+        private CancellationTokenSource? _cts;
 
-        public PendingRequest(Func<JToken, bool> handler, TimeSpan timeout, SocketSubscription? subscription)
+        public PendingRequest(int id, Func<JToken, bool> handler, TimeSpan timeout, SocketSubscription? subscription)
         {
+            Id = id;
             Handler = handler;
             Event = new AsyncResetEvent(false, false);
             Timeout = timeout;
             RequestTimestamp = DateTime.UtcNow;
             Subscription = subscription;
+        }
 
-            _cts = new CancellationTokenSource(timeout);
+        public void IsSend()
+        {
+            // Start timeout countdown
+            _cts = new CancellationTokenSource(Timeout);
             _cts.Token.Register(Fail, false);
         }
 

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -182,6 +182,7 @@ namespace CryptoExchange.Net.Sockets
 
             _socket = socket;
             _socket.OnMessage += HandleMessage;
+            _socket.OnRequestSent += HandleRequestSent;
             _socket.OnOpen += HandleOpen;
             _socket.OnClose += HandleClose;
             _socket.OnReconnecting += HandleReconnecting;
@@ -284,6 +285,25 @@ namespace CryptoExchange.Net.Sockets
                 _logger.Log(LogLevel.Warning, $"Socket {SocketId} error: " + e.ToLogString());
         }
 
+        /// <summary>
+        /// Handler for whenever a request is sent over the websocket
+        /// </summary>
+        /// <param name="requestId">Id of the request sent</param>
+        protected virtual void HandleRequestSent(int requestId)
+        {
+            PendingRequest pendingRequest;
+            lock (_pendingRequests)
+                pendingRequest = _pendingRequests.SingleOrDefault(p => p.Id == requestId);
+
+            if (pendingRequest == null)
+            {
+                _logger.Log(LogLevel.Debug, $"Socket {SocketId} - msg {requestId} - message sent, but not pending");
+                return;
+            }
+
+            pendingRequest.IsSend();
+        }
+
         /// <summary>
         /// Process a message received by the socket
         /// </summary>
@@ -318,7 +338,6 @@ namespace CryptoExchange.Net.Sockets
             // Check if this message is an answer on any pending requests
             foreach (var pendingRequest in requests)
             {
-
                 if (pendingRequest.CheckData(tokenData))
                 {
                     lock (_pendingRequests)
@@ -329,12 +348,13 @@ namespace CryptoExchange.Net.Sockets
                         // Answer to a timed out request, unsub if it is a subscription request
                         if (pendingRequest.Subscription != null)
                         {
-                            _logger.Log(LogLevel.Warning, "Received subscription info after request timed out; unsubscribing. Consider increasing the SocketResponseTimout");
+                            _logger.Log(LogLevel.Warning, "Received subscription info after request timed out; unsubscribing. Consider increasing the RequestTimeout");
                             _ = ApiClient.UnsubscribeAsync(this, pendingRequest.Subscription).ConfigureAwait(false);
                         }
                     }
                     else
                     {
+                        _logger.Log(LogLevel.Trace, $"Socket {SocketId} - msg {pendingRequest.Id} - received data matched to pending request");
                         pendingRequest.Succeed(tokenData);
                     }
 
@@ -363,7 +383,7 @@ namespace CryptoExchange.Net.Sockets
                                                 "Data from this socket may arrive late or not at all if message processing is continuously slow.");
             }
 
-            _logger.Log(LogLevel.Trace, $"Socket {SocketId}{(subscription == null ? "" : " subscription " + subscription!.Id)} message processed in {(int)total.TotalMilliseconds}ms, ({(int)userProcessTime.TotalMilliseconds}ms user code)");
+            _logger.Log(LogLevel.Trace, $"Socket {SocketId}{(subscription == null ? "" : " subscription " + subscription!.Id)} message processed in {(int)total.TotalMilliseconds}ms ({(int)userProcessTime.TotalMilliseconds}ms user code)");
         }
 
         /// <summary>
@@ -570,45 +590,69 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="timeout">The timeout for response</param>
         /// <param name="subscription">Subscription if this is a subscribe request</param>
         /// <param name="handler">The response handler, should return true if the received JToken was the response to the request</param>
+        /// <param name="weight">The weight of the message</param>
         /// <returns></returns>
-        public virtual Task SendAndWaitAsync<T>(T obj, TimeSpan timeout, SocketSubscription? subscription, Func<JToken, bool> handler)
+        public virtual async Task SendAndWaitAsync<T>(T obj, TimeSpan timeout, SocketSubscription? subscription, int weight, Func<JToken, bool> handler)
         {
-            var pending = new PendingRequest(handler, timeout, subscription);
+            var pending = new PendingRequest(ExchangeHelpers.NextId(), handler, timeout, subscription);
             lock (_pendingRequests)
             {
                 _pendingRequests.Add(pending);
             }
-            var sendOk = Send(obj);
-            if(!sendOk)            
-                pending.Fail();            
 
-            return pending.Event.WaitAsync(timeout);
+            var sendOk = Send(pending.Id, obj, weight);
+            if (!sendOk)
+            {
+                pending.Fail();
+                return;
+            }
+
+            while (true)
+            {
+                if(!_socket.IsOpen)
+                {
+                    pending.Fail();
+                    return;
+                }
+
+                if (pending.Completed)
+                    return;
+
+                await pending.Event.WaitAsync(TimeSpan.FromMilliseconds(500)).ConfigureAwait(false);
+
+                if (pending.Completed)
+                    return;
+            }
         }
 
         /// <summary>
         /// Send data over the websocket connection
         /// </summary>
         /// <typeparam name="T">The type of the object to send</typeparam>
+        /// <param name="requestId">The request id</param>
         /// <param name="obj">The object to send</param>
         /// <param name="nullValueHandling">How null values should be serialized</param>
-        public virtual bool Send<T>(T obj, NullValueHandling nullValueHandling = NullValueHandling.Ignore)
+        /// <param name="weight">The weight of the message</param>
+        public virtual bool Send<T>(int requestId, T obj, int weight, NullValueHandling nullValueHandling = NullValueHandling.Ignore)
         {
             if(obj is string str)
-                return Send(str);
+                return Send(requestId, str, weight);
             else
-                return Send(JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }));
+                return Send(requestId, JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }), weight);
         }
 
         /// <summary>
         /// Send string data over the websocket connection
         /// </summary>
         /// <param name="data">The data to send</param>
-        public virtual bool Send(string data)
+        /// <param name="weight">The weight of the message</param>
+        /// <param name="requestId">The id of the request</param>
+        public virtual bool Send(int requestId, string data, int weight)
         {
-            _logger.Log(LogLevel.Trace, $"Socket {SocketId} sending data: {data}");
+            _logger.Log(LogLevel.Trace, $"Socket {SocketId} - msg {requestId} - sending messsage: {data}");
             try
             {
-                _socket.Send(data);
+                _socket.Send(requestId, data, weight);
                 return true;
             }
             catch(Exception)

CryptoExchange.Net/Sockets/WebSocketParameters.cs

@@ -1,4 +1,5 @@
-using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
 using System;
 using System.Collections.Generic;
 using System.Text;
@@ -52,9 +53,9 @@ 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; }
+        public IEnumerable<IRateLimiter>? RateLimiters { get; set; }
 
         /// <summary>
         /// Origin header value to send in the connection handshake

README.md

@@ -1,5 +1,5 @@
 # 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)
+[![.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)](https://www.nuget.org/packages/CryptoExchange.Net)  [![Nuget downloads](https://img.shields.io/nuget/dt/CryptoExchange.Net.svg)](https://www.nuget.org/packages/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.
 
@@ -18,7 +18,6 @@ Use one of the following following referral links to signup to a new exchange to
 [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)  
 
@@ -32,6 +31,25 @@ Make a one time donation in a crypto currency of your choice. If you prefer to d
 Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf). 
 
 ## Release notes
+* 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
 

docs/index.md

@@ -3,7 +3,7 @@ title: Home
 nav_order: 1
 ---
 
-[![.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)
+[![.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)](https://www.nuget.org/packages/CryptoExchange.Net)  [![Nuget downloads](https://img.shields.io/nuget/dt/CryptoExchange.Net.svg)](https://www.nuget.org/packages/CryptoExchange.Net)
 
 The CryptoExchange.Net library is a base package for exchange API implementations. It offers base classes for creating clients for exchange API's. Basing exchange implementation on the common CryptoExchange.Net library allows for ease of implementation for new exchanges, as only the endpoints and models have to implemented, but not all systems around requests and connections, and it makes it easier for users to implement a new library in their code base as all base principles and configuration are the same for different exchanges.
 
@@ -20,6 +20,7 @@ These will always be on the latest CryptoExchange.Net version and the latest ver
 |<a href="https://github.com/JKorf/Huobi.Net"><img src="https://github.com/JKorf/Huobi.Net/blob/master/Huobi.Net/Icon/icon.png?raw=true"></a>|Huobi|https://jkorf.github.io/Huobi.Net/|
 |<a href="https://github.com/JKorf/Kraken.Net"><img src="https://github.com/JKorf/Kraken.Net/blob/master/Kraken.Net/Icon/icon.png?raw=true"></a>|Kraken|https://jkorf.github.io/Kraken.Net/|
 |<a href="https://github.com/JKorf/Kucoin.Net"><img src="https://github.com/JKorf/Kucoin.Net/blob/master/Kucoin.Net/Icon/icon.png?raw=true"></a>|Kucoin|https://jkorf.github.io/Kucoin.Net/|
+|<a href="https://github.com/JKorf/OKX.Net"><img src="https://raw.githubusercontent.com/JKorf/OKX.Net/358d31f58d8ee51fc234bff1940878a8d0ce5676/Okex.Net/Icon/icon.png"></a>|OKX|https://jkorf.github.io/OKX.Net/|
 
 **Implementations by third parties**  
 These might not be compatible with other libraries, make sure to check the CryptoExchange.Net version.  
@@ -31,7 +32,6 @@ These might not be compatible with other libraries, make sure to check the Crypt
 |<a href="https://github.com/ridicoulous/Bitmex.Net"><img src="https://github.com/ridicoulous/Bitmex.Net/blob/master/Bitmex.Net/Icon/icon.png?raw=true"></a>|Bitmex|
 |<a href="https://github.com/intelligences/HitBTC.Net"><img src="https://github.com/intelligences/HitBTC.Net/blob/master/src/HitBTC.Net/Icon/icon.png?raw=true"></a>|HitBTC|
 |<a href="https://github.com/EricGarnier/LiveCoin.Net"><img src="https://github.com/EricGarnier/LiveCoin.Net/blob/master/LiveCoin.Net/Icon/icon.png?raw=true"></a>|LiveCoin|
-|<a href="https://github.com/burakoner/OKEx.Net"><img src="https://github.com/burakoner/OKEx.Net/blob/master/Okex.Net/Icon/icon.png?raw=true"></a>|OKEx|
 |<a href="https://github.com/burakoner/Chiliz.Net"><img src="https://github.com/burakoner/Chiliz.Net/blob/master/Chiliz.Net/Icon/icon.png?raw=true"></a>|Chiliz|
 |<a href="https://github.com/burakoner/BtcTurk.Net"><img src="https://github.com/burakoner/BtcTurk.Net/blob/master/BtcTurk.Net/Icon/icon.png?raw=true"></a>|BtcTurk|
 |<a href="https://github.com/burakoner/Thodex.Net"><img src="https://github.com/burakoner/Thodex.Net/blob/master/Thodex.Net/Icon/icon.png?raw=true"></a>|Thodex|