Updated to version 8.7.2

Added SetOptions method to update client settings
Added SocketConnection parameter to PeriodicQuery callback
Added setting of DefaultProxyCredentials on HttpClient instance when client is not provided by DI
Added support for overriding request time out per request
Changed max wait time for close handshake response from 5 seconds to 1 second
Fixed exception in trade tracker when there is no data in the initial snapshot

.github/workflows/dotnet.yml

@@ -16,7 +16,7 @@ jobs:
     - name: Setup .NET
       uses: actions/setup-dotnet@v1
       with:
-        dotnet-version: 6.0.x
+        dotnet-version: 9.0.x
     - name: Restore dependencies
       run: dotnet restore
     - name: Build

CryptoExchange.Net.UnitTests/AsyncResetEventTests.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Objects;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -24,8 +25,8 @@ namespace CryptoExchange.Net.UnitTests
             var result1 = await waiter1;
             var result2 = await waiter2;
 
-            Assert.True(result1);
+            Assert.That(result1);
-            Assert.True(result2);
+            Assert.That(result2);
         }
 
         [Test]
@@ -39,8 +40,8 @@ namespace CryptoExchange.Net.UnitTests
             var result1 = await waiter1;
             var result2 = await waiter2;
 
-            Assert.True(result1);
+            Assert.That(result1);
-            Assert.True(result2);
+            Assert.That(result2);
         }
 
         [Test]
@@ -55,14 +56,14 @@ namespace CryptoExchange.Net.UnitTests
 
             var result1 = await waiter1;
 
-            Assert.True(result1);
+            Assert.That(result1);
-            Assert.True(waiter2.Status != TaskStatus.RanToCompletion);
+            Assert.That(waiter2.Status != TaskStatus.RanToCompletion);
 
             evnt.Set();
 
             var result2 = await waiter2;
 
-            Assert.True(result2);
+            Assert.That(result2);
         }
 
         [Test]
@@ -75,13 +76,13 @@ namespace CryptoExchange.Net.UnitTests
 
             var result1 = await waiter1;
 
-            Assert.True(result1);
+            Assert.That(result1);
-            Assert.True(waiter2.Status != TaskStatus.RanToCompletion);
+            Assert.That(waiter2.Status != TaskStatus.RanToCompletion);
             evnt.Set();
 
             var result2 = await waiter2;
 
-            Assert.True(result2);
+            Assert.That(result2);
         }
 
         [Test]
@@ -105,12 +106,12 @@ namespace CryptoExchange.Net.UnitTests
             for(var i = 1; i <= 10; i++)
             {
                 evnt.Set();
-                Assert.AreEqual(10 - i, waiters.Count(w => w.Status != TaskStatus.RanToCompletion));
+                Assert.That(10 - i == waiters.Count(w => w.Status != TaskStatus.RanToCompletion));
             }
 
             await resultsWaiter;
 
-            Assert.AreEqual(10, results.Count(r => r));
+            Assert.That(10 == results.Count(r => r));
         }
 
         [Test]
@@ -124,7 +125,7 @@ namespace CryptoExchange.Net.UnitTests
 
             var result1 = await waiter1;
 
-            Assert.True(result1);
+            Assert.That(result1);
         }
 
         [Test]
@@ -134,9 +135,9 @@ namespace CryptoExchange.Net.UnitTests
 
             var waiter1 = evnt.WaitAsync(TimeSpan.FromMilliseconds(100));
 
-            var result1 = await waiter1;            
+            var result1 = await waiter1;
 
-            Assert.False(result1);
+            ClassicAssert.False(result1);
         }
     }
 }

CryptoExchange.Net.UnitTests/BaseClientTests.cs

@@ -3,6 +3,7 @@ using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.UnitTests.TestImplementations;
 using Microsoft.Extensions.Logging;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 using System;
 using System.Collections.Generic;
 
@@ -21,7 +22,7 @@ namespace CryptoExchange.Net.UnitTests
             var result = client.SubClient.Deserialize<object>("{\"testProperty\": 123}");
 
             // assert
-            Assert.IsTrue(result.Success);
+            Assert.That(result.Success);
         }
 
         [TestCase]
@@ -34,8 +35,8 @@ namespace CryptoExchange.Net.UnitTests
             var result = client.SubClient.Deserialize<object>("{\"testProperty\": 123");
 
             // assert
-            Assert.IsFalse(result.Success);
+            ClassicAssert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
+            Assert.That(result.Error != null);
         }
 
         [TestCase("https://api.test.com/api", new[] { "path1", "path2" }, "https://api.test.com/api/path1/path2")]
@@ -48,7 +49,7 @@ namespace CryptoExchange.Net.UnitTests
         public void AppendPathTests(string baseUrl, string[] path, string expected)
         {
             var result = baseUrl.AppendPath(path);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
     }
 }

CryptoExchange.Net.UnitTests/CallResultTests.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Objects;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -17,9 +18,9 @@ namespace CryptoExchange.Net.UnitTests
         {
             var result = new CallResult(new ServerError("TestError"));
 
-            Assert.AreEqual(result.Error.Message, "TestError");
+            ClassicAssert.AreSame(result.Error.Message, "TestError");
-            Assert.IsFalse(result);
+            ClassicAssert.IsFalse(result);
-            Assert.IsFalse(result.Success);
+            ClassicAssert.IsFalse(result.Success);
         }
 
         [Test]
@@ -27,9 +28,9 @@ namespace CryptoExchange.Net.UnitTests
         {
             var result = new CallResult(null);
 
-            Assert.IsNull(result.Error);
+            ClassicAssert.IsNull(result.Error);
-            Assert.IsTrue(result);
+            Assert.That(result);
-            Assert.IsTrue(result.Success);
+            Assert.That(result.Success);
         }
 
         [Test]
@@ -37,10 +38,10 @@ namespace CryptoExchange.Net.UnitTests
         {
             var result = new CallResult<object>(new ServerError("TestError"));
 
-            Assert.AreEqual(result.Error.Message, "TestError");
+            ClassicAssert.AreSame(result.Error.Message, "TestError");
-            Assert.IsNull(result.Data);
+            ClassicAssert.IsNull(result.Data);
-            Assert.IsFalse(result);
+            ClassicAssert.IsFalse(result);
-            Assert.IsFalse(result.Success);
+            ClassicAssert.IsFalse(result.Success);
         }
 
         [Test]
@@ -48,10 +49,10 @@ namespace CryptoExchange.Net.UnitTests
         {
             var result = new CallResult<object>(new object());
 
-            Assert.IsNull(result.Error);
+            ClassicAssert.IsNull(result.Error);
-            Assert.IsNotNull(result.Data);
+            ClassicAssert.IsNotNull(result.Data);
-            Assert.IsTrue(result);
+            Assert.That(result);
-            Assert.IsTrue(result.Success);
+            Assert.That(result.Success);
         }
 
         [Test]
@@ -60,11 +61,11 @@ namespace CryptoExchange.Net.UnitTests
             var result = new CallResult<TestObjectResult>(new TestObjectResult());
             var asResult = result.As<TestObject2>(result.Data.InnerData);
 
-            Assert.IsNull(asResult.Error);
+            ClassicAssert.IsNull(asResult.Error);
-            Assert.IsNotNull(asResult.Data);
+            ClassicAssert.IsNotNull(asResult.Data);
-            Assert.IsTrue(asResult.Data is TestObject2);
+            Assert.That(asResult.Data is not null);
-            Assert.IsTrue(asResult);
+            Assert.That(asResult);
-            Assert.IsTrue(asResult.Success);
+            Assert.That(asResult.Success);
         }
 
         [Test]
@@ -73,11 +74,11 @@ namespace CryptoExchange.Net.UnitTests
             var result = new CallResult<TestObjectResult>(new ServerError("TestError"));
             var asResult = result.As<TestObject2>(default);
 
-            Assert.IsNotNull(asResult.Error);
+            ClassicAssert.IsNotNull(asResult.Error);
-            Assert.AreEqual(asResult.Error.Message, "TestError");
+            ClassicAssert.AreSame(asResult.Error.Message, "TestError");
-            Assert.IsNull(asResult.Data);
+            ClassicAssert.IsNull(asResult.Data);
-            Assert.IsFalse(asResult);
+            ClassicAssert.IsFalse(asResult);
-            Assert.IsFalse(asResult.Success);
+            ClassicAssert.IsFalse(asResult.Success);
         }
 
         [Test]
@@ -86,11 +87,11 @@ namespace CryptoExchange.Net.UnitTests
             var result = new CallResult<TestObjectResult>(new ServerError("TestError"));
             var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
 
-            Assert.IsNotNull(asResult.Error);
+            ClassicAssert.IsNotNull(asResult.Error);
-            Assert.AreEqual(asResult.Error.Message, "TestError2");
+            ClassicAssert.AreSame(asResult.Error.Message, "TestError2");
-            Assert.IsNull(asResult.Data);
+            ClassicAssert.IsNull(asResult.Data);
-            Assert.IsFalse(asResult);
+            ClassicAssert.IsFalse(asResult);
-            Assert.IsFalse(asResult.Success);
+            ClassicAssert.IsFalse(asResult.Success);
         }
 
         [Test]
@@ -99,11 +100,11 @@ namespace CryptoExchange.Net.UnitTests
             var result = new WebCallResult<TestObjectResult>(new ServerError("TestError"));
             var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
 
-            Assert.IsNotNull(asResult.Error);
+            ClassicAssert.IsNotNull(asResult.Error);
-            Assert.AreEqual(asResult.Error.Message, "TestError2");
+            ClassicAssert.AreSame(asResult.Error.Message, "TestError2");
-            Assert.IsNull(asResult.Data);
+            ClassicAssert.IsNull(asResult.Data);
-            Assert.IsFalse(asResult);
+            ClassicAssert.IsFalse(asResult);
-            Assert.IsFalse(asResult.Success);
+            ClassicAssert.IsFalse(asResult.Success);
         }
 
         [Test]
@@ -120,19 +121,20 @@ namespace CryptoExchange.Net.UnitTests
                 null,
                 HttpMethod.Get,
                 new List<KeyValuePair<string, IEnumerable<string>>>(),
+                ResultDataSource.Server,
                 new TestObjectResult(),
                 null);
             var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
 
-            Assert.IsNotNull(asResult.Error);
+            ClassicAssert.IsNotNull(asResult.Error);
-            Assert.AreEqual(asResult.Error.Message, "TestError2");
+            Assert.That(asResult.Error.Message == "TestError2");
-            Assert.AreEqual(asResult.ResponseStatusCode, System.Net.HttpStatusCode.OK);
+            Assert.That(asResult.ResponseStatusCode == System.Net.HttpStatusCode.OK);
-            Assert.AreEqual(asResult.ResponseTime, TimeSpan.FromSeconds(1));
+            Assert.That(asResult.ResponseTime == TimeSpan.FromSeconds(1));
-            Assert.AreEqual(asResult.RequestUrl, "https://test.com/api");
+            Assert.That(asResult.RequestUrl == "https://test.com/api");
-            Assert.AreEqual(asResult.RequestMethod, HttpMethod.Get);
+            Assert.That(asResult.RequestMethod == HttpMethod.Get);
-            Assert.IsNull(asResult.Data);
+            ClassicAssert.IsNull(asResult.Data);
-            Assert.IsFalse(asResult);
+            ClassicAssert.IsFalse(asResult);
-            Assert.IsFalse(asResult.Success);
+            ClassicAssert.IsFalse(asResult.Success);
         }
 
         [Test]
@@ -149,18 +151,19 @@ namespace CryptoExchange.Net.UnitTests
                 null,
                 HttpMethod.Get,
                 new List<KeyValuePair<string, IEnumerable<string>>>(),
+                ResultDataSource.Server,
                 new TestObjectResult(),
                 null);
             var asResult = result.As<TestObject2>(result.Data.InnerData);
 
-            Assert.IsNull(asResult.Error);
+            ClassicAssert.IsNull(asResult.Error);
-            Assert.AreEqual(asResult.ResponseStatusCode, System.Net.HttpStatusCode.OK);
+            Assert.That(asResult.ResponseStatusCode == System.Net.HttpStatusCode.OK);
-            Assert.AreEqual(asResult.ResponseTime, TimeSpan.FromSeconds(1));
+            Assert.That(asResult.ResponseTime == TimeSpan.FromSeconds(1));
-            Assert.AreEqual(asResult.RequestUrl, "https://test.com/api");
+            Assert.That(asResult.RequestUrl == "https://test.com/api");
-            Assert.AreEqual(asResult.RequestMethod, HttpMethod.Get);
+            Assert.That(asResult.RequestMethod == HttpMethod.Get);
-            Assert.IsNotNull(asResult.Data);
+            ClassicAssert.IsNotNull(asResult.Data);
-            Assert.IsTrue(asResult);
+            Assert.That(asResult);
-            Assert.IsTrue(asResult.Success);
+            Assert.That(asResult.Success);
         }
     }
 

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

@@ -1,15 +1,15 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <IsPackable>false</IsPackable>
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.1.0-preview-20211130-02"></PackageReference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0"></PackageReference>
-    <PackageReference Include="Moq" Version="4.20.70" />
+    <PackageReference Include="Moq" Version="4.20.72" />
-    <PackageReference Include="NUnit" Version="3.13.2"></PackageReference>
+    <PackageReference Include="NUnit" Version="4.2.2"></PackageReference>
-    <PackageReference Include="NUnit3TestAdapter" Version="4.2.0"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="4.6.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

CryptoExchange.Net.UnitTests/ExchangeHelpersTests.cs

@@ -1,5 +1,7 @@
 using CryptoExchange.Net.Objects;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
+using System.Diagnostics;
 using System.Globalization;
 
 namespace CryptoExchange.Net.UnitTests
@@ -16,7 +18,7 @@ namespace CryptoExchange.Net.UnitTests
         public void ClampValueTests(decimal min, decimal max, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.ClampValue(min, max, input);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
 
         [TestCase(0.1, 1, 0.1, RoundingType.Down, 0.4, 0.4)]
@@ -33,7 +35,7 @@ namespace CryptoExchange.Net.UnitTests
         public void AdjustValueStepTests(decimal min, decimal max, decimal? step, RoundingType roundingType, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.AdjustValueStep(min, max, step, roundingType, input);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
 
         [TestCase(0.1, 1, 2, RoundingType.Closest, 0.4, 0.4)]
@@ -48,7 +50,7 @@ namespace CryptoExchange.Net.UnitTests
         public void AdjustValuePrecisionTests(decimal min, decimal max, int? precision, RoundingType roundingType, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.AdjustValuePrecision(min, max, precision, roundingType, input);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
 
         [TestCase(5, 0.1563158, 0.15631)]
@@ -59,7 +61,7 @@ namespace CryptoExchange.Net.UnitTests
         public void RoundDownTests(int decimalPlaces, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.RoundDown(input, decimalPlaces);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
 
         [TestCase(0.1234560000, "0.123456")]
@@ -67,7 +69,22 @@ namespace CryptoExchange.Net.UnitTests
         public void NormalizeTests(decimal input, string expected)
         {
             var result = ExchangeHelpers.Normalize(input);
-            Assert.AreEqual(expected, result.ToString(CultureInfo.InvariantCulture));
+            Assert.That(expected == result.ToString(CultureInfo.InvariantCulture));
+        }
+
+        [Test]
+        [TestCase("123", "BKR", 32, true, "BKRJK123")]
+        [TestCase("123", "BKR", 32, false, "123")]
+        [TestCase("123123123123123123123123123123", "BKR", 32, true, "123123123123123123123123123123")] // 30
+        [TestCase("12312312312312312312312312312", "BKR", 32, true, "12312312312312312312312312312")] // 27
+        [TestCase("123123123123123123123123123", "BKR", 32, true, "BKRJK123123123123123123123123123")] // 25
+        [TestCase(null, "BKR", 32, true, null)]
+        public void ApplyBrokerIdTests(string clientOrderId, string brokerId, int maxLength, bool allowValueAdjustement, string expected)
+        {
+            var result = LibraryHelpers.ApplyBrokerId(clientOrderId, brokerId, maxLength, allowValueAdjustement);
+            
+            if (expected != null)
+                Assert.That(result, Is.EqualTo(expected));
         }
     }
 }

CryptoExchange.Net.UnitTests/JsonNetConverterTests.cs

@@ -1,7 +1,9 @@
 using CryptoExchange.Net.Attributes;
 using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Converters.JsonNet;
 using Newtonsoft.Json;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -11,7 +13,7 @@ using System.Threading.Tasks;
 namespace CryptoExchange.Net.UnitTests
 {
     [TestFixture()]
-    public class ConverterTests
+    public class JsonNetConverterTests
     {
         [TestCase("2021-05-12")]
         [TestCase("20210512")]
@@ -27,7 +29,7 @@ namespace CryptoExchange.Net.UnitTests
         public void TestDateTimeConverterString(string input, bool expectNull = false)
         {
             var output = JsonConvert.DeserializeObject<TimeObject>($"{{ \"time\": \"{input}\" }}");
-            Assert.AreEqual(output.Time, expectNull ? null: new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output.Time == (expectNull ? null: new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc)));
         }
 
         [TestCase(1620777600.000)]
@@ -35,7 +37,7 @@ namespace CryptoExchange.Net.UnitTests
         public void TestDateTimeConverterDouble(double input)
         {
             var output = JsonConvert.DeserializeObject<TimeObject>($"{{ \"time\": {input} }}");
-            Assert.AreEqual(output.Time, new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output.Time == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
         }
 
         [TestCase(1620777600)]
@@ -46,7 +48,7 @@ namespace CryptoExchange.Net.UnitTests
         public void TestDateTimeConverterLong(long input, bool expectNull = false)
         {
             var output = JsonConvert.DeserializeObject<TimeObject>($"{{ \"time\": {input} }}");
-            Assert.AreEqual(output.Time, expectNull ? null : new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output.Time == (expectNull ? null : new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc)));
         }
 
         [TestCase(1620777600)]
@@ -54,14 +56,14 @@ namespace CryptoExchange.Net.UnitTests
         public void TestDateTimeConverterFromSeconds(double input)
         {
             var output = DateTimeConverter.ConvertFromSeconds(input);
-            Assert.AreEqual(output, new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
         }
 
         [Test]
         public void TestDateTimeConverterToSeconds()
         {
             var output = DateTimeConverter.ConvertToSeconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
-            Assert.AreEqual(output, 1620777600);
+            Assert.That(output == 1620777600);
         }
 
         [TestCase(1620777600000)]
@@ -69,49 +71,49 @@ namespace CryptoExchange.Net.UnitTests
         public void TestDateTimeConverterFromMilliseconds(double input)
         {
             var output = DateTimeConverter.ConvertFromMilliseconds(input);
-            Assert.AreEqual(output, new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
         }
 
         [Test]
         public void TestDateTimeConverterToMilliseconds()
         {
             var output = DateTimeConverter.ConvertToMilliseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
-            Assert.AreEqual(output, 1620777600000);
+            Assert.That(output == 1620777600000);
         }
 
         [TestCase(1620777600000000)]
         public void TestDateTimeConverterFromMicroseconds(long input)
         {
             var output = DateTimeConverter.ConvertFromMicroseconds(input);
-            Assert.AreEqual(output, new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
         }
 
         [Test]
         public void TestDateTimeConverterToMicroseconds()
         {
             var output = DateTimeConverter.ConvertToMicroseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
-            Assert.AreEqual(output, 1620777600000000);
+            Assert.That(output == 1620777600000000);
         }
 
         [TestCase(1620777600000000000)]
         public void TestDateTimeConverterFromNanoseconds(long input)
         {
             var output = DateTimeConverter.ConvertFromNanoseconds(input);
-            Assert.AreEqual(output, new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
         }
 
         [Test]
         public void TestDateTimeConverterToNanoseconds()
         {
             var output = DateTimeConverter.ConvertToNanoseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
-            Assert.AreEqual(output, 1620777600000000000);
+            Assert.That(output == 1620777600000000000);
         }
 
         [TestCase()]
         public void TestDateTimeConverterNull()
         {
             var output = JsonConvert.DeserializeObject<TimeObject>($"{{ \"time\": null }}");
-            Assert.AreEqual(output.Time, null);
+            Assert.That(output.Time == null);
         }
 
         [TestCase(TestEnum.One, "1")]
@@ -122,7 +124,7 @@ namespace CryptoExchange.Net.UnitTests
         public void TestEnumConverterNullableGetStringTests(TestEnum? value, string expected)
         {
             var output = EnumConverter.GetString(value);
-            Assert.AreEqual(output, expected);
+            Assert.That(output == expected);
         }
 
         [TestCase(TestEnum.One, "1")]
@@ -132,7 +134,7 @@ namespace CryptoExchange.Net.UnitTests
         public void TestEnumConverterGetStringTests(TestEnum value, string expected)
         {
             var output = EnumConverter.GetString(value);
-            Assert.AreEqual(output, expected);
+            Assert.That(output == expected);
         }
 
         [TestCase("1", TestEnum.One)]
@@ -147,7 +149,7 @@ namespace CryptoExchange.Net.UnitTests
         {
             var val = value == null ? "null" : $"\"{value}\"";
             var output = JsonConvert.DeserializeObject<EnumObject>($"{{ \"Value\": {val} }}");
-            Assert.AreEqual(output.Value, expected);
+            Assert.That(output.Value == expected);
         }
 
         [TestCase("1", TestEnum.One)]
@@ -162,7 +164,7 @@ namespace CryptoExchange.Net.UnitTests
         {
             var val = value == null ? "null" : $"\"{value}\"";
             var output = JsonConvert.DeserializeObject<NotNullableEnumObject>($"{{ \"Value\": {val} }}");
-            Assert.AreEqual(output.Value, expected);
+            Assert.That(output.Value == expected);
         }
 
         [TestCase("1", true)]
@@ -181,7 +183,7 @@ namespace CryptoExchange.Net.UnitTests
         {
             var val = value == null ? "null" : $"\"{value}\"";
             var output = JsonConvert.DeserializeObject<BoolObject>($"{{ \"Value\": {val} }}");
-            Assert.AreEqual(output.Value, expected);
+            Assert.That(output.Value == expected);
         }
 
         [TestCase("1", true)]
@@ -200,7 +202,7 @@ namespace CryptoExchange.Net.UnitTests
         {
             var val = value == null ? "null" : $"\"{value}\"";
             var output = JsonConvert.DeserializeObject<NotNullableBoolObject>($"{{ \"Value\": {val} }}");
-            Assert.AreEqual(output.Value, expected);
+            Assert.That(output.Value == expected);
         }
     }
 

CryptoExchange.Net.UnitTests/OptionsTests.cs

@@ -4,6 +4,7 @@ using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.UnitTests.TestImplementations;
 using Microsoft.Extensions.Logging;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -49,9 +50,9 @@ namespace CryptoExchange.Net.UnitTests
             };
 
             // assert
-            Assert.AreEqual(options.ReceiveWindow, TimeSpan.FromSeconds(10));
+            Assert.That(options.ReceiveWindow == TimeSpan.FromSeconds(10));
-            Assert.AreEqual(options.ApiCredentials.Key.GetString(), "123");
+            Assert.That(options.ApiCredentials.Key == "123");
-            Assert.AreEqual(options.ApiCredentials.Secret.GetString(), "456");
+            Assert.That(options.ApiCredentials.Secret == "456");
         }
 
         [Test]
@@ -63,10 +64,10 @@ namespace CryptoExchange.Net.UnitTests
             options.Api2Options.ApiCredentials = new ApiCredentials("789", "101");
 
             // assert
-            Assert.AreEqual(options.Api1Options.ApiCredentials.Key.GetString(), "123");
+            Assert.That(options.Api1Options.ApiCredentials.Key == "123");
-            Assert.AreEqual(options.Api1Options.ApiCredentials.Secret.GetString(), "456");
+            Assert.That(options.Api1Options.ApiCredentials.Secret == "456");
-            Assert.AreEqual(options.Api2Options.ApiCredentials.Key.GetString(), "789");
+            Assert.That(options.Api2Options.ApiCredentials.Key == "789");
-            Assert.AreEqual(options.Api2Options.ApiCredentials.Secret.GetString(), "101");
+            Assert.That(options.Api2Options.ApiCredentials.Secret == "101");
         }
 
         [Test]
@@ -79,10 +80,10 @@ namespace CryptoExchange.Net.UnitTests
 
             var authProvider1 = (TestAuthProvider)client.Api1.AuthenticationProvider;
             var authProvider2 = (TestAuthProvider)client.Api2.AuthenticationProvider;
-            Assert.AreEqual(authProvider1.GetKey(), "111");
+            Assert.That(authProvider1.GetKey() == "111");
-            Assert.AreEqual(authProvider1.GetSecret(), "222");
+            Assert.That(authProvider1.GetSecret() == "222");
-            Assert.AreEqual(authProvider2.GetKey(), "333");
+            Assert.That(authProvider2.GetKey() == "333");
-            Assert.AreEqual(authProvider2.GetSecret(), "444");
+            Assert.That(authProvider2.GetSecret() == "444");
         }
 
         [Test]
@@ -95,10 +96,14 @@ namespace CryptoExchange.Net.UnitTests
 
             var authProvider1 = (TestAuthProvider)client.Api1.AuthenticationProvider;
             var authProvider2 = (TestAuthProvider)client.Api2.AuthenticationProvider;
-            Assert.AreEqual(authProvider1.GetKey(), "111");
+            Assert.That(authProvider1.GetKey() == "111");
-            Assert.AreEqual(authProvider1.GetSecret(), "222");
+            Assert.That(authProvider1.GetSecret() == "222");
-            Assert.AreEqual(authProvider2.GetKey(), "123");
+            Assert.That(authProvider2.GetKey() == "123");
-            Assert.AreEqual(authProvider2.GetSecret(), "456");
+            Assert.That(authProvider2.GetSecret() == "456");
+
+            // Cleanup static values
+            TestClientOptions.Default.ApiCredentials = null;
+            TestClientOptions.Default.Api1Options.ApiCredentials = null;
         }
 
         [Test]
@@ -115,11 +120,15 @@ namespace CryptoExchange.Net.UnitTests
 
             var authProvider1 = (TestAuthProvider)client.Api1.AuthenticationProvider;
             var authProvider2 = (TestAuthProvider)client.Api2.AuthenticationProvider;
-            Assert.AreEqual(authProvider1.GetKey(), "333");
+            Assert.That(authProvider1.GetKey() == "333");
-            Assert.AreEqual(authProvider1.GetSecret(), "444");
+            Assert.That(authProvider1.GetSecret() == "444");
-            Assert.AreEqual(authProvider2.GetKey(), "123");
+            Assert.That(authProvider2.GetKey() == "123");
-            Assert.AreEqual(authProvider2.GetSecret(), "456");
+            Assert.That(authProvider2.GetSecret() == "456");
-            Assert.AreEqual(client.Api2.BaseAddress, "https://localhost:123");
+            Assert.That(client.Api2.BaseAddress == "https://localhost:123");
+
+            // Cleanup static values
+            TestClientOptions.Default.ApiCredentials = null;
+            TestClientOptions.Default.Api1Options.ApiCredentials = null;
         }
     }
 
@@ -133,6 +142,14 @@ namespace CryptoExchange.Net.UnitTests
             Environment = new TestEnvironment("test", "https://test.com")
         };
 
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public TestClientOptions()
+        {
+            Default?.Set(this);
+        }
+
         /// <summary>
         /// The default receive window for requests
         /// </summary>
@@ -142,12 +159,12 @@ namespace CryptoExchange.Net.UnitTests
 
         public RestApiOptions Api2Options { get; set; } = new RestApiOptions();
 
-        internal TestClientOptions Copy()
+        internal TestClientOptions Set(TestClientOptions targetOptions)
         {
-            var options = Copy<TestClientOptions>();
+            targetOptions = base.Set<TestClientOptions>(targetOptions);
-            options.Api1Options = Api1Options.Copy<RestApiOptions>();
+            targetOptions.Api1Options = Api1Options.Set(targetOptions.Api1Options);
-            options.Api2Options = Api2Options.Copy<RestApiOptions>();
+            targetOptions.Api2Options = Api2Options.Set(targetOptions.Api2Options);
-            return options;
+            return targetOptions;
         }
     }
 }

CryptoExchange.Net.UnitTests/RestClientTests.cs

@@ -12,6 +12,12 @@ using Microsoft.Extensions.Logging;
 using System.Net.Http;
 using System.Threading.Tasks;
 using System.Threading;
+using NUnit.Framework.Legacy;
+using CryptoExchange.Net.RateLimiting;
+using System.Net;
+using CryptoExchange.Net.RateLimiting.Guards;
+using CryptoExchange.Net.RateLimiting.Filters;
+using CryptoExchange.Net.RateLimiting.Interfaces;
 
 namespace CryptoExchange.Net.UnitTests
 {
@@ -30,8 +36,8 @@ namespace CryptoExchange.Net.UnitTests
             var result = client.Api1.Request<TestObject>().Result;
 
             // assert
-            Assert.IsTrue(result.Success);
+            Assert.That(result.Success);
-            Assert.IsTrue(TestHelpers.AreEqual(expected, result.Data));
+            Assert.That(TestHelpers.AreEqual(expected, result.Data));
         }
 
         [TestCase]
@@ -45,8 +51,8 @@ namespace CryptoExchange.Net.UnitTests
             var result = client.Api1.Request<TestObject>().Result;
 
             // assert
-            Assert.IsFalse(result.Success);
+            ClassicAssert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
+            Assert.That(result.Error != null);
         }
 
         [TestCase]
@@ -60,8 +66,8 @@ namespace CryptoExchange.Net.UnitTests
             var result = await client.Api1.Request<TestObject>();
 
             // assert
-            Assert.IsFalse(result.Success);
+            ClassicAssert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
+            Assert.That(result.Error != null);
         }
 
         [TestCase]
@@ -75,11 +81,11 @@ namespace CryptoExchange.Net.UnitTests
             var result = await client.Api1.Request<TestObject>();
 
             // assert
-            Assert.IsFalse(result.Success);
+            ClassicAssert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
+            Assert.That(result.Error != null);
-            Assert.IsTrue(result.Error is ServerError);
+            Assert.That(result.Error is ServerError);
-            Assert.IsTrue(result.Error.Message.Contains("Invalid request"));
+            Assert.That(result.Error.Message.Contains("Invalid request"));
-            Assert.IsTrue(result.Error.Message.Contains("123"));
+            Assert.That(result.Error.Message.Contains("123"));
         }
 
         [TestCase]
@@ -93,11 +99,11 @@ namespace CryptoExchange.Net.UnitTests
             var result = await client.Api2.Request<TestObject>();
 
             // assert
-            Assert.IsFalse(result.Success);
+            ClassicAssert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
+            Assert.That(result.Error != null);
-            Assert.IsTrue(result.Error is ServerError);
+            Assert.That(result.Error is ServerError);
-            Assert.IsTrue(result.Error.Code == 123);
+            Assert.That(result.Error.Code == 123);
-            Assert.IsTrue(result.Error.Message == "Invalid request");
+            Assert.That(result.Error.Message == "Invalid request");
         }
 
         [TestCase]
@@ -106,15 +112,15 @@ namespace CryptoExchange.Net.UnitTests
             // arrange
             // act
             var options = new TestClientOptions();
-            options.Api1Options.RateLimiters = new List<IRateLimiter> { new RateLimiter() };
+            options.Api1Options.TimestampRecalculationInterval = TimeSpan.FromMinutes(10);
-            options.Api1Options.RateLimitingBehaviour = RateLimitingBehaviour.Fail;
+            options.Api1Options.OutputOriginalData = true;
             options.RequestTimeout = TimeSpan.FromMinutes(1);
             var client = new TestBaseClient(options);
 
             // assert
-            Assert.IsTrue(((TestClientOptions)client.ClientOptions).Api1Options.RateLimiters.Count == 1);
+            Assert.That(((TestClientOptions)client.ClientOptions).Api1Options.TimestampRecalculationInterval == TimeSpan.FromMinutes(10));
-            Assert.IsTrue(((TestClientOptions)client.ClientOptions).Api1Options.RateLimitingBehaviour == RateLimitingBehaviour.Fail);
+            Assert.That(((TestClientOptions)client.ClientOptions).Api1Options.OutputOriginalData == true);
-            Assert.IsTrue(((TestClientOptions)client.ClientOptions).RequestTimeout == TimeSpan.FromMinutes(1));
+            Assert.That(((TestClientOptions)client.ClientOptions).RequestTimeout == TimeSpan.FromMinutes(1));
         }
 
         [TestCase("GET", HttpMethodParameterPosition.InUri)] // No need to test InBody for GET since thats not valid
@@ -145,13 +151,13 @@ namespace CryptoExchange.Net.UnitTests
             });
 
             // assert
-            Assert.AreEqual(request.Method, new HttpMethod(method));
+            Assert.That(request.Method == new HttpMethod(method));
-            Assert.AreEqual(request.Content?.Contains("TestParam1") == true, pos == HttpMethodParameterPosition.InBody);
+            Assert.That((request.Content?.Contains("TestParam1") == true) == (pos == HttpMethodParameterPosition.InBody));
-            Assert.AreEqual(request.Uri.ToString().Contains("TestParam1"), pos == HttpMethodParameterPosition.InUri);
+            Assert.That((request.Uri.ToString().Contains("TestParam1")) == (pos == HttpMethodParameterPosition.InUri));
-            Assert.AreEqual(request.Content?.Contains("TestParam2") == true, pos == HttpMethodParameterPosition.InBody);
+            Assert.That((request.Content?.Contains("TestParam2") == true) == (pos == HttpMethodParameterPosition.InBody));
-            Assert.AreEqual(request.Uri.ToString().Contains("TestParam2"), pos == HttpMethodParameterPosition.InUri);
+            Assert.That((request.Uri.ToString().Contains("TestParam2")) == (pos == HttpMethodParameterPosition.InUri));
-            Assert.AreEqual(request.GetHeaders().First().Key, "TestHeader");
+            Assert.That(request.GetHeaders().First().Key == "TestHeader");
-            Assert.IsTrue(request.GetHeaders().First().Value.Contains("123"));
+            Assert.That(request.GetHeaders().First().Value.Contains("123"));
         }
 
 
@@ -161,18 +167,22 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase(1, 2)]
         public async Task PartialEndpointRateLimiterBasics(int requests, double perSeconds)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddPartialEndpointLimit("/sapi/", requests, TimeSpan.FromSeconds(perSeconds));
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new PathStartFilter("/sapi/"), requests, TimeSpan.FromSeconds(perSeconds), RateLimitWindowType.Fixed));
+
+            var triggered = false;
+            rateLimiter.RateLimitTriggered += (x) => { triggered = true; };
+            var requestDefinition = new RequestDefinition("/sapi/v1/system/status", HttpMethod.Get);
 
             for (var i = 0; i < requests + 1; i++)
             {
-                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), "/sapi/v1/system/status", HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);             
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);             
-                Assert.IsTrue(i == requests? result1.Data > 1 : result1.Data == 0);
+                Assert.That(i == requests? triggered : !triggered);
             }
-
+            triggered = false;
             await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), "/sapi/v1/system/status", HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1,  RateLimitingBehaviour.Wait, default);
-            Assert.IsTrue(result2.Data == 0);
+            Assert.That(!triggered);
         }
 
         [TestCase("/sapi/test1", true)]
@@ -182,29 +192,40 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/sapi/", true)]
         public async Task PartialEndpointRateLimiterEndpoints(string endpoint, bool expectLimiting)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddPartialEndpointLimit("/sapi/", 1, TimeSpan.FromSeconds(0.1));
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new PathStartFilter("/sapi/"), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
 
+            var requestDefinition = new RequestDefinition(endpoint, HttpMethod.Get);
+
+            RateLimitEvent evnt = null;
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
-                bool expected = i == 1 ? (expectLimiting ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0; 
+                bool expected = i == 1 ? (expectLimiting ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
-                Assert.IsTrue(expected);
+                Assert.That(expected);
             }
         }
+
         [TestCase("/sapi/", "/sapi/", true)]
         [TestCase("/sapi/test", "/sapi/test", true)]
         [TestCase("/sapi/test", "/sapi/test123", false)]
         [TestCase("/sapi/test", "/sapi/", false)]
         public async Task PartialEndpointRateLimiterEndpoints(string endpoint1, string endpoint2, bool expectLimiting)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddPartialEndpointLimit("/sapi/", 1, TimeSpan.FromSeconds(0.1), countPerEndpoint: true);
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new PathStartFilter("/sapi/"), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
 
-            var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint1, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get);
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get);
-            Assert.IsTrue(result1.Data == 0);            
+
-            Assert.IsTrue(expectLimiting ? result2.Data > 0 : result2.Data == 0);            
+            RateLimitEvent evnt = null;
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
+
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(evnt == null);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(expectLimiting ? evnt != null : evnt == null);
         }
 
         [TestCase(1, 0.1)]
@@ -213,18 +234,22 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase(1, 2)]
         public async Task EndpointRateLimiterBasics(int requests, double perSeconds)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddEndpointLimit("/sapi/test", requests, TimeSpan.FromSeconds(perSeconds));
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new PathStartFilter("/sapi/test"), requests, TimeSpan.FromSeconds(perSeconds), RateLimitWindowType.Fixed));
+
+            bool triggered = false;
+            rateLimiter.RateLimitTriggered += (x) => { triggered = true; };
+            var requestDefinition = new RequestDefinition("/sapi/test", HttpMethod.Get);
 
             for (var i = 0; i < requests + 1; i++)
             {
-                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), "/sapi/test", HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
-                Assert.IsTrue(i == requests ? result1.Data > 1 : result1.Data == 0);
+                Assert.That(i == requests ? triggered : !triggered);
             }
-
+            triggered = false;
             await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), "/sapi/test", HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
-            Assert.IsTrue(result2.Data == 0);
+            Assert.That(!triggered);
         }
 
         [TestCase("/", false)]
@@ -232,14 +257,18 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/sapi/test/123", false)]
         public async Task EndpointRateLimiterEndpoints(string endpoint, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddEndpointLimit("/sapi/test", 1, TimeSpan.FromSeconds(0.1));
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new ExactPathFilter("/sapi/test"), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
+            
+            var requestDefinition = new RequestDefinition(endpoint, HttpMethod.Get);
 
+            RateLimitEvent evnt = null;
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
-                bool expected = i == 1 ? (expectLimited ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0; 
+                bool expected = i == 1 ? (expectLimited ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
-                Assert.IsTrue(expected);
+                Assert.That(expected);
             }
         }
 
@@ -249,47 +278,41 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/sapi/test23", false)]
         public async Task EndpointRateLimiterMultipleEndpoints(string endpoint, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddEndpointLimit(new[] { "/sapi/test", "/sapi/test2" }, 1, TimeSpan.FromSeconds(0.1));
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new ExactPathsFilter(new[] { "/sapi/test", "/sapi/test2" }), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
+            var requestDefinition = new RequestDefinition(endpoint, HttpMethod.Get);
 
+            RateLimitEvent evnt = null;
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
-                bool expected = i == 1 ? (expectLimited ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0;
+                bool expected = i == 1 ? (expectLimited ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
-                Assert.IsTrue(expected);
+                Assert.That(expected);
             }
         }
 
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, true, true, true)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", true)]
-        [TestCase("123", "456", "/sapi/test", "/sapi/test", true, true, true, false)]
+        [TestCase("123", "456", "/sapi/test", "/sapi/test", false)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test2", true, true, true, true)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test2", true)]
-        [TestCase("123", "123", "/sapi/test2", "/sapi/test", true, true, true, true)]
+        [TestCase("123", "123", "/sapi/test2", "/sapi/test", true)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, false, true, false)]
+        [TestCase(null, "123", "/sapi/test", "/sapi/test", false)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, true, true, false)]
+        [TestCase("123", null, "/sapi/test", "/sapi/test", false)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, false, true, false)]
+        [TestCase(null, null, "/sapi/test", "/sapi/test", false)]
-        [TestCase(null, "123", "/sapi/test", "/sapi/test", false, true, true, false)]
+        public async Task ApiKeyRateLimiterBasics(string key1, string key2, string endpoint1, string endpoint2, bool expectLimited)
-        [TestCase("123", null, "/sapi/test", "/sapi/test", true, false, true, false)]
-        [TestCase(null, null, "/sapi/test", "/sapi/test", false, false, true, false)]
-
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, true, false, true)]
-        [TestCase("123", "456", "/sapi/test", "/sapi/test", true, true, false, false)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test2", true, true, false, true)]
-        [TestCase("123", "123", "/sapi/test2", "/sapi/test", true, true, false, true)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, false, false, true)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, true, false, true)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, false, false, true)]
-        [TestCase(null, "123", "/sapi/test", "/sapi/test", false, true, false, false)]
-        [TestCase("123", null, "/sapi/test", "/sapi/test", true, false, false, false)]
-        [TestCase(null, null, "/sapi/test", "/sapi/test", false, false, false, true)]
-        public async Task ApiKeyRateLimiterBasics(string key1, string key2, string endpoint1, string endpoint2, bool signed1, bool signed2, bool onlyForSignedRequests, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddApiKeyLimit(1, TimeSpan.FromSeconds(0.1), onlyForSignedRequests, false);
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerApiKey, new AuthenticatedEndpointFilter(true), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Sliding));
+            var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get) { Authenticated = key1 != null };
+            var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get) { Authenticated = key2 != null };
 
-            var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint1, HttpMethod.Get, signed1, key1?.ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            RateLimitEvent evnt = null;
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, signed2, key2?.ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
-            Assert.IsTrue(result1.Data == 0);
+
-            Assert.IsTrue(expectLimited ? result2.Data > 0 : result2.Data == 0);            
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", key1, 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(evnt == null);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", key2, 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(expectLimited ? evnt != null : evnt == null);
         }
 
         [TestCase("/sapi/test", "/sapi/test", true)]
@@ -297,29 +320,70 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/", "/sapi/test2", true)]
         public async Task TotalRateLimiterBasics(string endpoint1, string endpoint2, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddTotalRateLimit(1, TimeSpan.FromSeconds(0.1));
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, Array.Empty<IGuardFilter>(), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
+            var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get);
+            var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get) { Authenticated = true };
 
-            var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint1, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            RateLimitEvent evnt = null;
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, true, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
-            Assert.IsTrue(result1.Data == 0);
+
-            Assert.IsTrue(expectLimited ? result2.Data > 0 : result2.Data == 0);
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(evnt == null);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", null, 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(expectLimited ? evnt != null : evnt == null);
         }
 
-        [TestCase("/sapi/test", true, true, true, false)]
+        [TestCase("https://test.com", "/sapi/test", "https://test.com", "/sapi/test", true)]
-        [TestCase("/sapi/test", false, true, true, false)]
+        [TestCase("https://test2.com", "/sapi/test", "https://test.com", "/sapi/test", false)]
-        [TestCase("/sapi/test", false, true, false, true)]
+        [TestCase("https://test.com", "/sapi/test", "https://test2.com", "/sapi/test", false)]
-        [TestCase("/sapi/test", true, true, false, true)]
+        [TestCase("https://test.com", "/sapi/test", "https://test.com", "/sapi/test2", true)]
-        public async Task ApiKeyRateLimiterIgnores_TotalRateLimiter_IfSet(string endpoint, bool signed1, bool signed2, bool ignoreTotal, bool expectLimited)
+        public async Task HostRateLimiterBasics(string host1, string endpoint1, string host2, string endpoint2, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
+            var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddApiKeyLimit(100, TimeSpan.FromSeconds(0.1), true, ignoreTotal);
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new HostFilter("https://test.com"), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
-            rateLimiter.AddTotalRateLimit(1, TimeSpan.FromSeconds(0.1));
+            var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get);
+            var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get) { Authenticated = true };
 
-            var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, signed1, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            RateLimitEvent evnt = null;
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, signed2, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
-            Assert.IsTrue(result1.Data == 0);
+
-            Assert.IsTrue(expectLimited ? result2.Data > 0 : result2.Data == 0);
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host1, "123", 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(evnt == null);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host2, "123", 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(expectLimited ? evnt != null : evnt == null);
+        }
+
+        [TestCase("https://test.com", "https://test.com", true)]
+        [TestCase("https://test2.com", "https://test.com", false)]
+        [TestCase("https://test.com", "https://test2.com", false)]
+        public async Task ConnectionRateLimiterBasics(string host1, string host2, bool expectLimited)
+        {
+            var rateLimiter = new RateLimitGate("Test");
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new LimitItemTypeFilter(RateLimitItemType.Connection), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
+
+            RateLimitEvent evnt = null;
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
+
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), host1, "123", 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(evnt == null);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), host2, "123", 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(expectLimited ? evnt != null : evnt == null);
+        }
+
+        [Test]
+        public async Task ConnectionRateLimiterCancel()
+        {
+            var rateLimiter = new RateLimitGate("Test");
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new LimitItemTypeFilter(RateLimitItemType.Connection), 1, TimeSpan.FromSeconds(10), RateLimitWindowType.Fixed));
+
+            RateLimitEvent evnt = null;
+            rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
+            var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
+
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), "https://test.com", "123", 1, RateLimitingBehaviour.Wait, ct.Token);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), "https://test.com", "123", 1, RateLimitingBehaviour.Wait, ct.Token);
+            Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>());
         }
     }
 }

CryptoExchange.Net.UnitTests/SocketClientTests.cs

@@ -9,9 +9,9 @@ using CryptoExchange.Net.UnitTests.TestImplementations;
 using CryptoExchange.Net.UnitTests.TestImplementations.Sockets;
 using Microsoft.Extensions.Logging;
 using Moq;
-using Newtonsoft.Json.Linq;
+using Newtonsoft.Json;
 using NUnit.Framework;
-using NUnit.Framework.Constraints;
+using NUnit.Framework.Legacy;
 
 namespace CryptoExchange.Net.UnitTests
 {
@@ -29,10 +29,9 @@ namespace CryptoExchange.Net.UnitTests
                 options.SubOptions.MaxSocketConnections = 1;
             });
 
-
             //assert
-            Assert.NotNull(client.SubClient.ApiOptions.ApiCredentials);
+            ClassicAssert.NotNull(client.SubClient.ApiOptions.ApiCredentials);
-            Assert.AreEqual(1, client.SubClient.ApiOptions.MaxSocketConnections);
+            Assert.That(1 == client.SubClient.ApiOptions.MaxSocketConnections);
         }
 
         [TestCase(true)]
@@ -48,43 +47,42 @@ namespace CryptoExchange.Net.UnitTests
             var connectResult = client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, null));
 
             //assert
-            Assert.IsTrue(connectResult.Success == canConnect);
+            Assert.That(connectResult.Success == canConnect);
         }
 
         [TestCase]
-        public async Task SocketMessages_Should_BeProcessedInDataHandlers()
+        public void SocketMessages_Should_BeProcessedInDataHandlers()
         {
             // arrange
             var client = new TestSocketClient(options => {
                 options.ReconnectInterval = TimeSpan.Zero;
             });
             var socket = client.CreateSocket();
-            socket.ShouldReconnect = true;
             socket.CanConnect = true;
-            socket.DisconnectTime = DateTime.UtcNow;
             var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
             var rstEvent = new ManualResetEvent(false);
             Dictionary<string, string> result = null;
 
             client.SubClient.ConnectSocketSub(sub);
 
-            sub.AddSubscription(new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
+            var subObj = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
             {
                 result = messageEvent.Data;
                 rstEvent.Set();
-            }));
+            });
+            sub.AddSubscription(subObj);
 
             // act
-            await socket.InvokeMessage("{\"property\": \"123\", \"topic\": \"topic\"}");
+            socket.InvokeMessage("{\"property\": \"123\", \"action\": \"update\", \"topic\": \"topic\"}");
             rstEvent.WaitOne(1000);
 
             // assert
-            Assert.IsTrue(result["property"] == "123");
+            Assert.That(result["property"] == "123");
         }
 
         [TestCase(false)]
         [TestCase(true)]
-        public async Task SocketMessages_Should_ContainOriginalDataIfEnabled(bool enabled)
+        public void SocketMessages_Should_ContainOriginalDataIfEnabled(bool enabled)
         {
             // arrange
             var client = new TestSocketClient(options =>
@@ -93,26 +91,26 @@ namespace CryptoExchange.Net.UnitTests
                 options.SubOptions.OutputOriginalData = enabled;
             });
             var socket = client.CreateSocket();
-            socket.ShouldReconnect = true;
             socket.CanConnect = true;
-            socket.DisconnectTime = DateTime.UtcNow;
             var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
             var rstEvent = new ManualResetEvent(false);
             string original = null;
 
             client.SubClient.ConnectSocketSub(sub);
-            sub.AddSubscription(new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
+            var subObj = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
             {
                 original = messageEvent.OriginalData;
                 rstEvent.Set();
-            }));
+            });
+            sub.AddSubscription(subObj);
+            var msgToSend = JsonConvert.SerializeObject(new { topic = "topic", action = "update", property = 123 });
 
             // act
-            await socket.InvokeMessage("{\"property\": 123}");
+            socket.InvokeMessage(msgToSend);
             rstEvent.WaitOne(1000);
 
             // assert
-            Assert.IsTrue(original == (enabled ? "{\"property\": 123}" : null));
+            Assert.That(original == (enabled ? msgToSend : null));
         }
 
         [TestCase()]
@@ -136,7 +134,7 @@ namespace CryptoExchange.Net.UnitTests
             client.UnsubscribeAsync(ups).Wait();
 
             // assert
-            Assert.IsTrue(socket.Connected == false);
+            Assert.That(socket.Connected == false);
         }
 
         [TestCase()]
@@ -164,8 +162,8 @@ namespace CryptoExchange.Net.UnitTests
             client.UnsubscribeAllAsync().Wait();
 
             // assert
-            Assert.IsTrue(socket1.Connected == false);
+            Assert.That(socket1.Connected == false);
-            Assert.IsTrue(socket2.Connected == false);
+            Assert.That(socket2.Connected == false);
         }
 
         [TestCase()]
@@ -181,7 +179,53 @@ namespace CryptoExchange.Net.UnitTests
             var connectResult = client.SubClient.ConnectSocketSub(sub1);
 
             // assert
-            Assert.IsFalse(connectResult.Success);
+            ClassicAssert.IsFalse(connectResult.Success);
+        }
+
+        [TestCase()]
+        public async Task ErrorResponse_ShouldNot_ConfirmSubscription()
+        {
+            // arrange
+            var channel = "trade_btcusd";
+            var client = new TestSocketClient(opt =>
+            {
+                opt.OutputOriginalData = true;
+                opt.SocketSubscriptionsCombineTarget = 1;
+            });
+            var socket = client.CreateSocket();
+            socket.CanConnect = true;
+            client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, "https://test.test"));
+
+            // act
+            var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
+            socket.InvokeMessage(JsonConvert.SerializeObject(new { channel, action = "subscribe", status = "error" }));
+            await sub;
+
+            // assert
+            ClassicAssert.IsFalse(client.SubClient.TestSubscription.Confirmed);
+        }
+
+        [TestCase()]
+        public async Task SuccessResponse_Should_ConfirmSubscription()
+        {
+            // arrange
+            var channel = "trade_btcusd";
+            var client = new TestSocketClient(opt =>
+            {
+                opt.OutputOriginalData = true;
+                opt.SocketSubscriptionsCombineTarget = 1;
+            });
+            var socket = client.CreateSocket();
+            socket.CanConnect = true;
+            client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, "https://test.test"));
+
+            // act
+            var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
+            socket.InvokeMessage(JsonConvert.SerializeObject(new { channel, action = "subscribe", status = "confirmed" }));
+            await sub;
+
+            // assert
+            Assert.That(client.SubClient.TestSubscription.Confirmed);
         }
     }
 }

CryptoExchange.Net.UnitTests/SymbolOrderBookTests.cs

@@ -8,6 +8,7 @@ using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.OrderBook;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 
 namespace CryptoExchange.Net.UnitTests
 {
@@ -18,7 +19,7 @@ namespace CryptoExchange.Net.UnitTests
 
         private class TestableSymbolOrderBook : SymbolOrderBook
         {
-            public TestableSymbolOrderBook() : base(null, "Test", "BTC/USD")
+            public TestableSymbolOrderBook() : base(null, "Test", "Test", "BTC/USD")
             {
                 Initialize(_defaultOrderBookOptions);
             }
@@ -56,31 +57,31 @@ namespace CryptoExchange.Net.UnitTests
         public void GivenEmptyBidList_WhenBestBid_ThenEmptySymbolOrderBookEntry()
         {
             var symbolOrderBook = new TestableSymbolOrderBook();
-            Assert.IsNotNull(symbolOrderBook.BestBid);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestBid);
-            Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
+            Assert.That(0m == symbolOrderBook.BestBid.Price);
-            Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
+            Assert.That(0m == symbolOrderBook.BestAsk.Quantity);
         }
 
         [TestCase]
         public void GivenEmptyAskList_WhenBestAsk_ThenEmptySymbolOrderBookEntry()
         {
             var symbolOrderBook = new TestableSymbolOrderBook();
-            Assert.IsNotNull(symbolOrderBook.BestBid);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestBid);
-            Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
+            Assert.That(0m == symbolOrderBook.BestBid.Price);
-            Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
+            Assert.That(0m == symbolOrderBook.BestAsk.Quantity);
         }
 
         [TestCase]
         public void GivenEmptyBidAndAskList_WhenBestOffers_ThenEmptySymbolOrderBookEntries()
         {
             var symbolOrderBook = new TestableSymbolOrderBook();
-            Assert.IsNotNull(symbolOrderBook.BestOffers);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestOffers);
-            Assert.IsNotNull(symbolOrderBook.BestOffers.Bid);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestOffers.Bid);
-            Assert.IsNotNull(symbolOrderBook.BestOffers.Ask);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestOffers.Ask);
-            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Bid.Price);
+            Assert.That(0m == symbolOrderBook.BestOffers.Bid.Price);
-            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Bid.Quantity);
+            Assert.That(0m == symbolOrderBook.BestOffers.Bid.Quantity);
-            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Ask.Price);
+            Assert.That(0m == symbolOrderBook.BestOffers.Ask.Price);
-            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Ask.Quantity);
+            Assert.That(0m == symbolOrderBook.BestOffers.Ask.Quantity);
         }
 
         [TestCase]
@@ -103,12 +104,12 @@ namespace CryptoExchange.Net.UnitTests
             var resultBids2 = orderbook.CalculateAverageFillPrice(1.5m, OrderBookEntryType.Bid);
             var resultAsks2 = orderbook.CalculateAverageFillPrice(1.5m, OrderBookEntryType.Ask);
 
-            Assert.True(resultBids.Success);
+            Assert.That(resultBids.Success);
-            Assert.True(resultAsks.Success);
+            Assert.That(resultAsks.Success);
-            Assert.AreEqual(1.05m, resultBids.Data);
+            Assert.That(1.05m == resultBids.Data);
-            Assert.AreEqual(1.25m, resultAsks.Data);
+            Assert.That(1.25m == resultAsks.Data);
-            Assert.AreEqual(1.06666667m, resultBids2.Data);
+            Assert.That(1.06666667m == resultBids2.Data);
-            Assert.AreEqual(1.23333333m, resultAsks2.Data);
+            Assert.That(1.23333333m == resultAsks2.Data);
         }
 
         [TestCase]
@@ -131,12 +132,12 @@ namespace CryptoExchange.Net.UnitTests
             var resultBids2 = orderbook.CalculateTradableAmount(1.5m, OrderBookEntryType.Bid);
             var resultAsks2 = orderbook.CalculateTradableAmount(1.5m, OrderBookEntryType.Ask);
 
-            Assert.True(resultBids.Success);
+            Assert.That(resultBids.Success);
-            Assert.True(resultAsks.Success);
+            Assert.That(resultAsks.Success);
-            Assert.AreEqual(1.9m, resultBids.Data);
+            Assert.That(1.9m == resultBids.Data);
-            Assert.AreEqual(1.61538462m, resultAsks.Data);
+            Assert.That(1.61538462m == resultAsks.Data);
-            Assert.AreEqual(1.4m, resultBids2.Data);
+            Assert.That(1.4m == resultBids2.Data);
-            Assert.AreEqual(1.23076923m, resultAsks2.Data);
+            Assert.That(1.23076923m == resultAsks2.Data);
         }
     }
 }

CryptoExchange.Net.UnitTests/SystemTextJsonConverterTests.cs

@@ -0,0 +1,362 @@
+using CryptoExchange.Net.Attributes;
+using CryptoExchange.Net.Converters.SystemTextJson;
+using System.Text.Json;
+using NUnit.Framework;
+using System;
+using System.Text.Json.Serialization;
+using NUnit.Framework.Legacy;
+using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Testing.Comparers;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture()]
+    public class SystemTextJsonConverterTests
+    {
+        [TestCase("2021-05-12")]
+        [TestCase("20210512")]
+        [TestCase("210512")]
+        [TestCase("1620777600.000")]
+        [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)
+        {
+            var output = JsonSerializer.Deserialize<STJTimeObject>($"{{ \"time\": \"{input}\" }}");
+            Assert.That(output.Time == (expectNull ? null: new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc)));
+        }
+
+        [TestCase(1620777600.000)]
+        [TestCase(1620777600000d)]
+        public void TestDateTimeConverterDouble(double input)
+        {
+            var output = JsonSerializer.Deserialize<STJTimeObject>($"{{ \"time\": {input} }}");
+            Assert.That(output.Time == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [TestCase(1620777600)]
+        [TestCase(1620777600000)]
+        [TestCase(1620777600000000)]
+        [TestCase(1620777600000000000)]
+        [TestCase(0, true)]
+        public void TestDateTimeConverterLong(long input, bool expectNull = false)
+        {
+            var output = JsonSerializer.Deserialize<STJTimeObject>($"{{ \"time\": {input} }}");
+            Assert.That(output.Time == (expectNull ? null : new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc)));
+        }
+
+        [TestCase(1620777600)]
+        [TestCase(1620777600.000)]
+        public void TestDateTimeConverterFromSeconds(double input)
+        {
+            var output = DateTimeConverter.ConvertFromSeconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToSeconds()
+        {
+            var output = DateTimeConverter.ConvertToSeconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600);
+        }
+
+        [TestCase(1620777600000)]
+        [TestCase(1620777600000.000)]
+        public void TestDateTimeConverterFromMilliseconds(double input)
+        {
+            var output = DateTimeConverter.ConvertFromMilliseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToMilliseconds()
+        {
+            var output = DateTimeConverter.ConvertToMilliseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000);
+        }
+
+        [TestCase(1620777600000000)]
+        public void TestDateTimeConverterFromMicroseconds(long input)
+        {
+            var output = DateTimeConverter.ConvertFromMicroseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToMicroseconds()
+        {
+            var output = DateTimeConverter.ConvertToMicroseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000000);
+        }
+
+        [TestCase(1620777600000000000)]
+        public void TestDateTimeConverterFromNanoseconds(long input)
+        {
+            var output = DateTimeConverter.ConvertFromNanoseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToNanoseconds()
+        {
+            var output = DateTimeConverter.ConvertToNanoseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000000000);
+        }
+
+        [TestCase()]
+        public void TestDateTimeConverterNull()
+        {
+            var output = JsonSerializer.Deserialize<STJTimeObject>($"{{ \"time\": null }}");
+            Assert.That(output.Time == null);
+        }
+
+        [TestCase(TestEnum.One, "1")]
+        [TestCase(TestEnum.Two, "2")]
+        [TestCase(TestEnum.Three, "three")]
+        [TestCase(TestEnum.Four, "Four")]
+        [TestCase(null, null)]
+        public void TestEnumConverterNullableGetStringTests(TestEnum? value, string expected)
+        {
+            var output = EnumConverter.GetString(value);
+            Assert.That(output == expected);
+        }
+
+        [TestCase(TestEnum.One, "1")]
+        [TestCase(TestEnum.Two, "2")]
+        [TestCase(TestEnum.Three, "three")]
+        [TestCase(TestEnum.Four, "Four")]
+        public void TestEnumConverterGetStringTests(TestEnum value, string expected)
+        {
+            var output = EnumConverter.GetString(value);
+            Assert.That(output == expected);
+        }
+
+        [TestCase("1", TestEnum.One)]
+        [TestCase("2", TestEnum.Two)]
+        [TestCase("3", TestEnum.Three)]
+        [TestCase("three", TestEnum.Three)]
+        [TestCase("Four", TestEnum.Four)]
+        [TestCase("four", TestEnum.Four)]
+        [TestCase("Four1", null)]
+        [TestCase(null, null)]
+        public void TestEnumConverterNullableDeserializeTests(string value, TestEnum? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonSerializer.Deserialize<STJEnumObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", TestEnum.One)]
+        [TestCase("2", TestEnum.Two)]
+        [TestCase("3", TestEnum.Three)]
+        [TestCase("three", TestEnum.Three)]
+        [TestCase("Four", TestEnum.Four)]
+        [TestCase("four", TestEnum.Four)]
+        [TestCase("Four1", TestEnum.One)]
+        [TestCase(null, TestEnum.One)]
+        public void TestEnumConverterNotNullableDeserializeTests(string value, TestEnum? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonSerializer.Deserialize<NotNullableSTJEnumObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", TestEnum.One)]
+        [TestCase("2", TestEnum.Two)]
+        [TestCase("3", TestEnum.Three)]
+        [TestCase("three", TestEnum.Three)]
+        [TestCase("Four", TestEnum.Four)]
+        [TestCase("four", TestEnum.Four)]
+        [TestCase("Four1", TestEnum.One)]
+        [TestCase(null, TestEnum.One)]
+        public void TestEnumConverterParseStringTests(string value, TestEnum? expected)
+        {
+            var result = EnumConverter.ParseString<TestEnum>(value);
+            Assert.That(result == 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" : $"\"{value}\"";
+            var output = JsonSerializer.Deserialize<STJBoolObject>($"{{ \"Value\": {val} }}");
+            Assert.That(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" : $"\"{value}\"";
+            var output = JsonSerializer.Deserialize<NotNullableSTJBoolObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", 1)]
+        [TestCase("1.1", 1.1)]
+        [TestCase("-1.1", -1.1)]
+        [TestCase(null, null)]
+        [TestCase("", null)]
+        [TestCase("null", null)]
+        [TestCase("1E+2", 100)]
+        [TestCase("1E-2", 0.01)]
+        [TestCase("80228162514264337593543950335", -999)] // -999 is workaround for not being able to specify decimal.MaxValue
+        public void TestDecimalConverterString(string value, decimal? expected)
+        {
+            var result = JsonSerializer.Deserialize<STJDecimalObject>("{ \"test\": \""+ value + "\"}");
+            Assert.That(result.Test, Is.EqualTo(expected == -999 ? decimal.MaxValue : expected));
+        }
+
+        [TestCase("1", 1)]
+        [TestCase("1.1", 1.1)]
+        [TestCase("-1.1", -1.1)]
+        [TestCase("null", null)]
+        [TestCase("1E+2", 100)]
+        [TestCase("1E-2", 0.01)]
+        [TestCase("80228162514264337593543950335", -999)] // -999 is workaround for not being able to specify decimal.MaxValue
+        public void TestDecimalConverterNumber(string value, decimal? expected)
+        {
+            var result = JsonSerializer.Deserialize<STJDecimalObject>("{ \"test\": " + value + "}");
+            Assert.That(result.Test, Is.EqualTo(expected == -999 ? decimal.MaxValue : expected));
+        }
+
+        [Test()]
+        public void TestArrayConverter()
+        {
+            var data = new Test()
+            {
+                Prop1 = 2,
+                Prop2 = null,
+                Prop3 = "123",
+                Prop3Again = "123",
+                Prop4 = null,
+                Prop5 = new Test2
+                {
+                    Prop21 = 3,
+                    Prop22 = "456"
+                },
+                Prop6 = new Test3
+                {
+                    Prop31 = 4,
+                    Prop32 = "789"
+                },
+                Prop7 = TestEnum.Two
+            };
+
+            var serialized = JsonSerializer.Serialize(data);
+            var deserialized = JsonSerializer.Deserialize<Test>(serialized);
+
+            Assert.That(deserialized.Prop1, Is.EqualTo(2));
+            Assert.That(deserialized.Prop2, Is.Null);
+            Assert.That(deserialized.Prop3, Is.EqualTo("123"));
+            Assert.That(deserialized.Prop3Again, Is.EqualTo("123"));
+            Assert.That(deserialized.Prop4, Is.Null);
+            Assert.That(deserialized.Prop5.Prop21, Is.EqualTo(3));
+            Assert.That(deserialized.Prop5.Prop22, Is.EqualTo("456"));
+            Assert.That(deserialized.Prop6.Prop31, Is.EqualTo(4));
+            Assert.That(deserialized.Prop6.Prop32, Is.EqualTo("789"));
+            Assert.That(deserialized.Prop7, Is.EqualTo(TestEnum.Two));
+        }
+    }
+
+    public class STJDecimalObject
+    {
+        [JsonConverter(typeof(DecimalConverter))]
+        [JsonPropertyName("test")]
+        public decimal? Test { get; set; }
+    }
+
+    public class STJTimeObject
+    {
+        [JsonConverter(typeof(DateTimeConverter))]
+        [JsonPropertyName("time")]
+        public DateTime? Time { get; set; }
+    }
+
+    public class STJEnumObject
+    {
+        [JsonConverter(typeof(EnumConverter))]
+        public TestEnum? Value { get; set; }
+    }
+
+    public class NotNullableSTJEnumObject
+    {
+        [JsonConverter(typeof(EnumConverter))]
+        public TestEnum Value { get; set; }
+    }
+
+    public class STJBoolObject
+    {
+        [JsonConverter(typeof(BoolConverter))]
+        public bool? Value { get; set; }
+    }
+
+    public class NotNullableSTJBoolObject
+    {
+        [JsonConverter(typeof(BoolConverter))]
+        public bool Value { get; set; }
+    }
+
+    [JsonConverter(typeof(ArrayConverter))]
+    record Test
+    {
+        [ArrayProperty(0)]
+        public int Prop1 { get; set; }
+        [ArrayProperty(1)]
+        public int? Prop2 { get; set; }
+        [ArrayProperty(2)]
+        public string Prop3 { get; set; }
+        [ArrayProperty(2)]
+        public string Prop3Again { get; set; }
+        [ArrayProperty(3)]
+        public string Prop4 { get; set; }
+        [ArrayProperty(4)]
+        public Test2 Prop5 { get; set; }
+        [ArrayProperty(5)]
+        public Test3 Prop6 { get; set; }
+        [ArrayProperty(6), JsonConverter(typeof(EnumConverter))]
+        public TestEnum? Prop7 { get; set; }
+    }
+
+    [JsonConverter(typeof(ArrayConverter))]
+    record Test2
+    {
+        [ArrayProperty(0)]
+        public int Prop21 { get; set; }
+        [ArrayProperty(1)]
+        public string Prop22 { get; set; }
+    }
+
+    record Test3
+    {
+        [JsonPropertyName("prop31")]
+        public int Prop31 { get; set; }
+        [JsonPropertyName("prop32")]
+        public string Prop32 { get; set; }
+    }
+}

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

@@ -0,0 +1,52 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets;
+using Newtonsoft.Json;
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
+{
+    internal class SubResponse
+    {
+
+        [JsonProperty("action")]
+        public string Action { get; set; } = null!;
+
+        [JsonProperty("channel")]
+        public string Channel { get; set; } = null!;
+
+        [JsonProperty("status")]
+        public string Status { get; set; } = null!;
+    }
+
+    internal class UnsubResponse
+    {
+        [JsonProperty("action")]
+        public string Action { get; set; } = null!;
+
+        [JsonProperty("status")]
+        public string Status { get; set; } = null!;
+    }
+
+    internal class TestChannelQuery : Query<SubResponse>
+    {
+        public override HashSet<string> ListenerIdentifiers { get; set; }
+
+        public TestChannelQuery(string channel, string request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
+        {
+            ListenerIdentifiers = new HashSet<string> { request + "-" + channel };
+        }
+
+        public override CallResult<SubResponse> HandleMessage(SocketConnection connection, DataEvent<SubResponse> message)
+        {
+            if (!message.Data.Status.Equals("confirmed", StringComparison.OrdinalIgnoreCase))
+            {
+                return new CallResult<SubResponse>(new ServerError(message.Data.Status));
+            }
+
+            return base.HandleMessage(connection, message);
+        }
+    }
+}

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

@@ -1,7 +1,7 @@
-using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Interfaces;
+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;
@@ -15,18 +15,18 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
     {
         private readonly Action<DataEvent<T>> _handler;
 
-        public override HashSet<string> ListenerIdentifiers { get; set; } = new HashSet<string> { "topic" };
+        public override HashSet<string> ListenerIdentifiers { get; set; } = new HashSet<string> { "update-topic" };
 
         public TestSubscription(ILogger logger, Action<DataEvent<T>> handler) : base(logger, false)
         {
             _handler = handler;
         }
 
-        public override Task<CallResult> DoHandleMessageAsync(SocketConnection connection, DataEvent<object> message)
+        public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
         {
             var data = (T)message.Data;
             _handler.Invoke(message.As(data));
-            return Task.FromResult(new CallResult(null));
+            return new CallResult(null);
         }
 
         public override Type GetMessageType(IMessageAccessor message) => typeof(T);

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

@@ -0,0 +1,38 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets;
+using Microsoft.Extensions.Logging;
+using Moq;
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
+{
+    internal class TestSubscriptionWithResponseCheck<T> : Subscription<SubResponse, UnsubResponse>
+    {
+        private readonly Action<DataEvent<T>> _handler;
+        private readonly string _channel;
+
+        public override HashSet<string> ListenerIdentifiers { get; set; }
+
+        public TestSubscriptionWithResponseCheck(string channel, Action<DataEvent<T>> handler) : base(Mock.Of<ILogger>(), false)
+        {
+            ListenerIdentifiers = new HashSet<string>() { channel };
+            _handler = handler;
+            _channel = channel;
+        }
+
+        public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
+        {
+            var data = (T)message.Data;
+            _handler.Invoke(message.As(data));
+            return new CallResult(null);
+        }
+
+        public override Type GetMessageType(IMessageAccessor message) => typeof(T);
+        public override Query GetSubQuery(SocketConnection connection) => new TestChannelQuery(_channel, "subscribe", false, 1);
+        public override Query GetUnsubQuery() => new TestChannelQuery(_channel, "unsubscribe", false, 1);
+    }
+}

CryptoExchange.Net.UnitTests/TestImplementations/TestBaseClient.cs

@@ -1,10 +1,14 @@
 using System;
 using System.Collections.Generic;
+using System.IO;
 using System.Net.Http;
+using System.Text;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Clients;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.SharedApis;
 using CryptoExchange.Net.UnitTests.TestImplementations;
 using Microsoft.Extensions.Logging;
 
@@ -16,7 +20,7 @@ namespace CryptoExchange.Net.UnitTests
 
         public TestBaseClient(): base(null, "Test")
         {
-            var options = TestClientOptions.Default.Copy();
+            var options = new TestClientOptions();
             Initialize(options);
             SubClient = AddApiClient(new TestSubClient(options, new RestApiOptions()));
         }
@@ -39,8 +43,20 @@ namespace CryptoExchange.Net.UnitTests
         {
         }
 
-        public CallResult<T> Deserialize<T>(string data) => Deserialize<T>(data, null, null);
+        public CallResult<T> Deserialize<T>(string data)
+        {
+            var stream = new MemoryStream(Encoding.UTF8.GetBytes(data));
+            var accessor = CreateAccessor();
+            var valid = accessor.Read(stream, true).Result;
+            if (!valid)
+                return new CallResult<T>(new ServerError(data));
+            
+            var deserializeResult = accessor.Deserialize<T>();
+            return deserializeResult;
+        }
 
+        /// <inheritdoc />
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode futuresType, DateTime? deliverDate = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
         public override TimeSpan? GetTimeOffset() => null;
         public override TimeSyncInfo GetTimeSyncInfo() => null;
         protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials) => throw new NotImplementedException();
@@ -53,14 +69,11 @@ namespace CryptoExchange.Net.UnitTests
         {
         }
 
-        public override void AuthenticateRequest(RestApiClient apiClient, Uri uri, HttpMethod method, Dictionary<string, object> providedParameters, bool auth, ArrayParametersSerialization arraySerialization, HttpMethodParameterPosition parameterPosition, out SortedDictionary<string, object> uriParameters, out SortedDictionary<string, object> bodyParameters, out Dictionary<string, string> headers)
+        public override void AuthenticateRequest(RestApiClient apiClient, Uri uri, HttpMethod method, ref IDictionary<string, object> uriParams, ref IDictionary<string, object> bodyParams, ref Dictionary<string, string> headers, bool auth, ArrayParametersSerialization arraySerialization, HttpMethodParameterPosition parameterPosition, RequestBodyFormat bodyFormat)
         {
-            bodyParameters = new SortedDictionary<string, object>();
-            uriParameters = new SortedDictionary<string, object>();
-            headers = new Dictionary<string, string>();
         }
 
-        public string GetKey() => _credentials.Key.GetString();
+        public string GetKey() => _credentials.Key;
-        public string GetSecret() => _credentials.Secret.GetString();
+        public string GetSecret() => _credentials.Secret;
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -14,6 +14,9 @@ using CryptoExchange.Net.Authentication;
 using System.Collections.Generic;
 using CryptoExchange.Net.Objects.Options;
 using Microsoft.Extensions.Logging;
+using CryptoExchange.Net.Clients;
+using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.Options;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
@@ -22,22 +25,17 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public TestRestApi1Client Api1 { get; }
         public TestRestApi2Client Api2 { get; }
 
-        public TestRestClient(Action<TestClientOptions> optionsFunc) : this(optionsFunc, null)
+        public TestRestClient(Action<TestClientOptions> optionsDelegate = null)
+            : this(null, null, Options.Create(ApplyOptionsDelegate(optionsDelegate)))
         {
         }
 
-        public TestRestClient(ILoggerFactory loggerFactory = null, HttpClient httpClient = null) : this((x) => { }, httpClient, loggerFactory)
+        public TestRestClient(HttpClient httpClient, ILoggerFactory loggerFactory, IOptions<TestClientOptions> options) : base(loggerFactory, "Test")
         {
-        }
+            Initialize(options.Value);
 
-        public TestRestClient(Action<TestClientOptions> optionsFunc, HttpClient httpClient = null, ILoggerFactory loggerFactory = null) : base(loggerFactory, "Test")
+            Api1 = new TestRestApi1Client(options.Value);
-        {
+            Api2 = new TestRestApi2Client(options.Value);
-            var options = TestClientOptions.Default.Copy();
-            optionsFunc(options);
-            Initialize(options);
-
-            Api1 = new TestRestApi1Client(options);
-            Api2 = new TestRestApi2Client(options);
         }
 
         public void SetResponse(string responseData, out IRequest requestObj)
@@ -136,14 +134,17 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             RequestFactory = new Mock<IRequestFactory>().Object;
         }
 
+        /// <inheritdoc />
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode futuresType, DateTime? deliverDate = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+
         public async Task<CallResult<T>> Request<T>(CancellationToken ct = default) where T : class
         {
-            return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct);
+            return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct, requestWeight: 0);
         }
 
         public async Task<CallResult<T>> RequestWithParams<T>(HttpMethod method, Dictionary<string, object> parameters, Dictionary<string, string> headers) where T : class
         {
-            return await SendRequestAsync<T>(new Uri("http://www.test.com"), method, default, parameters, additionalHeaders: headers);
+            return await SendRequestAsync<T>(new Uri("http://www.test.com"), method, default, parameters, requestWeight: 0, additionalHeaders: headers);
         }
 
         public void SetParameterPosition(HttpMethod method, HttpMethodParameterPosition position)
@@ -177,16 +178,19 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             RequestFactory = new Mock<IRequestFactory>().Object;
         }
 
+        /// <inheritdoc />
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode futuresType, DateTime? deliverDate = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+
         public async Task<CallResult<T>> Request<T>(CancellationToken ct = default) where T : class
         {
-            return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct);
+            return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct, requestWeight: 0);
         }
 
-        protected override Error ParseErrorResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, string data)
+        protected override Error ParseErrorResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, IMessageAccessor accessor)
         {
-            var errorData = ValidateJson(data);
+            var errorData = accessor.Deserialize<TestError>();
 
-            return new ServerError((int)errorData.Data["errorCode"], (string)errorData.Data["errorMessage"]);
+            return new ServerError(errorData.Data.ErrorCode, errorData.Data.ErrorMessage);
         }
 
         public override TimeSpan? GetTimeOffset()
@@ -208,6 +212,12 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         }
     }
 
+    public class TestError
+    {
+        public int ErrorCode { get; set; }
+        public string ErrorMessage { get; set; }
+    }
+
     public class ParseErrorTestRestClient: TestRestClient
     {
         public ParseErrorTestRestClient() { }

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -1,131 +1,132 @@
-using System;
+//using System;
-using System.IO;
+//using System.IO;
-using System.Net.WebSockets;
+//using System.Net.WebSockets;
-using System.Security.Authentication;
+//using System.Security.Authentication;
-using System.Text;
+//using System.Text;
-using System.Threading.Tasks;
+//using System.Threading.Tasks;
-using CryptoExchange.Net.Interfaces;
+//using CryptoExchange.Net.Interfaces;
-using CryptoExchange.Net.Objects;
+//using CryptoExchange.Net.Objects;
 
-namespace CryptoExchange.Net.UnitTests.TestImplementations
+//namespace CryptoExchange.Net.UnitTests.TestImplementations
-{
+//{
-    public class TestSocket: IWebsocket
+//    public class TestSocket: IWebsocket
-    {
+//    {
-        public bool CanConnect { get; set; }
+//        public bool CanConnect { get; set; }
-        public bool Connected { get; set; }
+//        public bool Connected { get; set; }
 
-        public event Func<Task> OnClose;
+//        public event Func<Task> OnClose;
-#pragma warning disable 0067
+//#pragma warning disable 0067
-        public event Func<Task> OnReconnected;
+//        public event Func<Task> OnReconnected;
-        public event Func<Task> OnReconnecting;
+//        public event Func<Task> OnReconnecting;
-#pragma warning restore 0067
+//        public event Func<int, Task> OnRequestRateLimited;
-        public event Func<int, Task> OnRequestSent;
+//#pragma warning restore 0067
-        public event Func<WebSocketMessageType, Stream, Task> OnStreamMessage;
+//        public event Func<int, Task> OnRequestSent;
-        public event Func<Exception, Task> OnError;
+//        public event Func<WebSocketMessageType, ReadOnlyMemory<byte>, Task> OnStreamMessage;
-        public event Func<Task> OnOpen;
+//        public event Func<Exception, Task> OnError;
-        public Func<Task<Uri>> GetReconnectionUrl { get; set; }
+//        public event Func<Task> OnOpen;
+//        public Func<Task<Uri>> GetReconnectionUrl { get; set; }
 
-        public int Id { get; }
+//        public int Id { get; }
-        public bool ShouldReconnect { get; set; }
+//        public bool ShouldReconnect { get; set; }
-        public TimeSpan Timeout { get; set; }
+//        public TimeSpan Timeout { get; set; }
-        public Func<string, string> DataInterpreterString { get; set; }
+//        public Func<string, string> DataInterpreterString { get; set; }
-        public Func<byte[], string> DataInterpreterBytes { get; set; }
+//        public Func<byte[], string> DataInterpreterBytes { get; set; }
-        public DateTime? DisconnectTime { get; set; }
+//        public DateTime? DisconnectTime { get; set; }
-        public string Url { get; }
+//        public string Url { get; }
-        public bool IsClosed => !Connected;
+//        public bool IsClosed => !Connected;
-        public bool IsOpen => Connected;
+//        public bool IsOpen => Connected;
-        public bool PingConnection { get; set; }
+//        public bool PingConnection { get; set; }
-        public TimeSpan PingInterval { get; set; }
+//        public TimeSpan PingInterval { get; set; }
-        public SslProtocols SSLProtocols { get; set; }
+//        public SslProtocols SSLProtocols { get; set; }
-        public Encoding Encoding { get; set; }
+//        public Encoding Encoding { get; set; }
 
-        public int ConnectCalls { get; private set; }
+//        public int ConnectCalls { get; private set; }
-        public bool Reconnecting { get; set; }
+//        public bool Reconnecting { get; set; }
-        public string Origin { get; set; }
+//        public string Origin { get; set; }
-        public int? RatelimitPerSecond { get; set; }
+//        public int? RatelimitPerSecond { get; set; }
 
-        public double IncomingKbps => throw new NotImplementedException();
+//        public double IncomingKbps => throw new NotImplementedException();
 
-        public Uri Uri => new Uri("");
+//        public Uri Uri => new Uri("");
 
-        public TimeSpan KeepAliveInterval { get; set; }
+//        public TimeSpan KeepAliveInterval { get; set; }
 
-        public static int lastId = 0;
+//        public static int lastId = 0;
-        public static object lastIdLock = new object();
+//        public static object lastIdLock = new object();
 
-        public TestSocket()
+//        public TestSocket()
-        {
+//        {
-            lock (lastIdLock)
+//            lock (lastIdLock)
-            {
+//            {
-                Id = lastId + 1;
+//                Id = lastId + 1;
-                lastId++;
+//                lastId++;
-            }
+//            }
-        }
+//        }
 
-        public Task<bool> ConnectAsync()
+//        public Task<CallResult> ConnectAsync()
-        {
+//        {
-            Connected = CanConnect;
+//            Connected = CanConnect;
-            ConnectCalls++;
+//            ConnectCalls++;
-            if (CanConnect)
+//            if (CanConnect)
-                InvokeOpen();
+//                InvokeOpen();
-            return Task.FromResult(CanConnect);
+//            return Task.FromResult(CanConnect ? new CallResult(null) : new CallResult(new CantConnectError()));
-        }
+//        }
 
-        public void Send(int requestId, string data, int weight)
+//        public bool Send(int requestId, string data, int weight)
-        {
+//        {
-            if(!Connected)
+//            if(!Connected)
-                throw new Exception("Socket not connected");
+//                throw new Exception("Socket not connected");
-            OnRequestSent?.Invoke(requestId);
+//            OnRequestSent?.Invoke(requestId);
-        }
+//            return true;
+//        }
 
-        public void Reset()
+//        public void Reset()
-        {
+//        {
-        }
+//        }
 
-        public Task CloseAsync()
+//        public Task CloseAsync()
-        {
+//        {
-            Connected = false;
+//            Connected = false;
-            DisconnectTime = DateTime.UtcNow;
+//            DisconnectTime = DateTime.UtcNow;
-            OnClose?.Invoke();
+//            OnClose?.Invoke();
-            return Task.FromResult(0);
+//            return Task.FromResult(0);
-        }
+//        }
 
-        public void SetProxy(string host, int port)
+//        public void SetProxy(string host, int port)
-        {
+//        {
-            throw new NotImplementedException();
+//            throw new NotImplementedException();
-        }
+//        }
-        public void Dispose()
+//        public void Dispose()
-        {
+//        {
-        }
+//        }
 
-        public void InvokeClose()
+//        public void InvokeClose()
-        {
+//        {
-            Connected = false;
+//            Connected = false;
-            DisconnectTime = DateTime.UtcNow;
+//            DisconnectTime = DateTime.UtcNow;
-            Reconnecting = true;
+//            Reconnecting = true;
-            OnClose?.Invoke();
+//            OnClose?.Invoke();
-        }
+//        }
 
-        public void InvokeOpen()
+//        public void InvokeOpen()
-        {
+//        {
-            OnOpen?.Invoke();
+//            OnOpen?.Invoke();
-        }
+//        }
 
-        public async Task InvokeMessage(string data)
+//        public void InvokeMessage(string data)
-        {
+//        {
-            var stream = new MemoryStream(Encoding.UTF8.GetBytes(data));
+//            OnStreamMessage?.Invoke(WebSocketMessageType.Text, new ReadOnlyMemory<byte>(Encoding.UTF8.GetBytes(data))).Wait();
-            await OnStreamMessage?.Invoke(WebSocketMessageType.Text, stream);
+//        }
-        }
 
-        public void SetProxy(ApiProxy proxy)
+//        public void SetProxy(ApiProxy proxy)
-        {
+//        {
-            throw new NotImplementedException();
+//            throw new NotImplementedException();
-        }
+//        }
 
-        public void InvokeError(Exception error)
+//        public void InvokeError(Exception error)
-        {
+//        {
-            OnError?.Invoke(error);
+//            OnError?.Invoke(error);
-        }
+//        }
-        public Task ReconnectAsync() => Task.CompletedTask;
+//        public Task ReconnectAsync() => Task.CompletedTask;
-    }
+//    }
-}
+//}

CryptoExchange.Net.UnitTests/TestImplementations/TestSocketClient.cs

@@ -1,49 +1,49 @@
 using System;
 using System.Collections.Generic;
+using System.Threading;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Clients;
+using CryptoExchange.Net.Converters.MessageParsing;
 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 CryptoExchange.Net.UnitTests.TestImplementations.Sockets;
 using Microsoft.Extensions.Logging;
 using Moq;
-using Newtonsoft.Json.Linq;
+using CryptoExchange.Net.Testing.Implementations;
+using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.Options;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
-    public class TestSocketClient: BaseSocketClient
+    internal class TestSocketClient: BaseSocketClient
     {
         public TestSubSocketClient SubClient { get; }
 
-        public TestSocketClient(ILoggerFactory loggerFactory = null) : this((x) => { }, loggerFactory)
-        {
-        }
-
         /// <summary>
         /// Create a new instance of KucoinSocketClient
         /// </summary>
         /// <param name="optionsFunc">Configure the options to use for this client</param>
-        public TestSocketClient(Action<TestSocketOptions> optionsFunc) : this(optionsFunc, null)
+        public TestSocketClient(Action<TestSocketOptions> optionsDelegate = null)
+            : this(Options.Create(ApplyOptionsDelegate(optionsDelegate)), null)
         {
         }
 
-        public TestSocketClient(Action<TestSocketOptions> optionsFunc, ILoggerFactory loggerFactory = null) : base(loggerFactory, "Test")
+        public TestSocketClient(IOptions<TestSocketOptions> options, ILoggerFactory loggerFactory = null) : base(loggerFactory, "Test")
         {
-            var options = TestSocketOptions.Default.Copy<TestSocketOptions>();
+            Initialize(options.Value);
-            optionsFunc(options);
-            Initialize(options);
 
-            SubClient = AddApiClient(new TestSubSocketClient(options, options.SubOptions));
+            SubClient = AddApiClient(new TestSubSocketClient(options.Value, options.Value.SubOptions));
             SubClient.SocketFactory = new Mock<IWebsocketFactory>().Object;
-            Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<ILogger>(), It.IsAny<WebSocketParameters>())).Returns(new TestSocket());
+            Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<ILogger>(), It.IsAny<WebSocketParameters>())).Returns(new TestSocket("https://test.com"));
         }
 
         public TestSocket CreateSocket()
         {
-            Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<ILogger>(), It.IsAny<WebSocketParameters>())).Returns(new TestSocket());
+            Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<ILogger>(), It.IsAny<WebSocketParameters>())).Returns(new TestSocket("https://test.com"));
             return (TestSocket)SubClient.CreateSocketInternal("https://localhost:123/");
         }
                 
@@ -66,17 +66,40 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             Environment = new TestEnvironment("Live", "https://test.test")
         };
 
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public TestSocketOptions()
+        {
+            Default?.Set(this);
+        }
+
         public SocketApiOptions SubOptions { get; set; } = new SocketApiOptions();
+
+        internal TestSocketOptions Set(TestSocketOptions targetOptions)
+        {
+            targetOptions = base.Set<TestSocketOptions>(targetOptions);
+            targetOptions.SubOptions = SubOptions.Set(targetOptions.SubOptions);
+            return targetOptions;
+        }
     }
 
     public class TestSubSocketClient : SocketApiClient
     {
+        private MessagePath _channelPath = MessagePath.Get().Property("channel");
+        private MessagePath _actionPath = MessagePath.Get().Property("action");
+        private MessagePath _topicPath = MessagePath.Get().Property("topic");
 
-        public TestSubSocketClient(TestSocketOptions options, SocketApiOptions apiOptions): base(new TraceLogger(), options.Environment.TestAddress, options, apiOptions)
+        public Subscription TestSubscription { get; private set; } = null;
+
+        public TestSubSocketClient(TestSocketOptions options, SocketApiOptions apiOptions) : base(new TraceLogger(), options.Environment.TestAddress, options, apiOptions)
         {
 
         }
 
+        /// <inheritdoc />
+        public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode futuresType, DateTime? deliverDate = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+
         internal IWebsocket CreateSocketInternal(string address)
         {
             return CreateSocket(address);
@@ -85,11 +108,28 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
             => new TestAuthProvider(credentials);
 
-        public CallResult<bool> ConnectSocketSub(SocketConnection sub)
+        public CallResult ConnectSocketSub(SocketConnection sub)
         {
             return ConnectSocketAsync(sub).Result;
         }
 
-        public override string GetListenerIdentifier(IMessageAccessor messageAccessor) => "topic";
+        public override string GetListenerIdentifier(IMessageAccessor message)
+        {
+            if (!message.IsJson)
+            {
+                return "topic";
+            }
+
+            var id = message.GetValue<string>(_channelPath);
+            id ??= message.GetValue<string>(_topicPath);
+
+            return message.GetValue<string>(_actionPath) + "-" + id;
+        }
+
+        public Task<CallResult<UpdateSubscription>> SubscribeToSomethingAsync(string channel, Action<DataEvent<string>> onUpdate, CancellationToken ct)
+        {
+            TestSubscription = new TestSubscriptionWithResponseCheck<string>(channel, onUpdate);
+            return SubscribeAsync(TestSubscription, ct);
+        }        
     }
 }

CryptoExchange.Net.sln

@@ -11,7 +11,9 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "BlazorClient", "Examples\Bl
 EndProject
 Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Examples", "Examples", "{5734C2A9-F12C-4754-A8B9-640C24DC4E02}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ConsoleClient", "Examples\ConsoleClient\ConsoleClient.csproj", "{23480C58-23BF-4EBF-A173-B7F51A043A99}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "ConsoleClient", "Examples\ConsoleClient\ConsoleClient.csproj", "{23480C58-23BF-4EBF-A173-B7F51A043A99}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedClients", "Examples\SharedClients\SharedClients.csproj", "{988A87EF-EAEA-4313-A6CF-FA869813D5AB}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -35,6 +37,10 @@ Global
 		{23480C58-23BF-4EBF-A173-B7F51A043A99}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{23480C58-23BF-4EBF-A173-B7F51A043A99}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{23480C58-23BF-4EBF-A173-B7F51A043A99}.Release|Any CPU.Build.0 = Release|Any CPU
+		{988A87EF-EAEA-4313-A6CF-FA869813D5AB}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{988A87EF-EAEA-4313-A6CF-FA869813D5AB}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{988A87EF-EAEA-4313-A6CF-FA869813D5AB}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{988A87EF-EAEA-4313-A6CF-FA869813D5AB}.Release|Any CPU.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -42,6 +48,7 @@ Global
 	GlobalSection(NestedProjects) = preSolution
 		{AF4F5C19-162E-48F4-8B0B-BA5A2D7CE06A} = {5734C2A9-F12C-4754-A8B9-640C24DC4E02}
 		{23480C58-23BF-4EBF-A173-B7F51A043A99} = {5734C2A9-F12C-4754-A8B9-640C24DC4E02}
+		{988A87EF-EAEA-4313-A6CF-FA869813D5AB} = {5734C2A9-F12C-4754-A8B9-640C24DC4E02}
 	EndGlobalSection
 	GlobalSection(ExtensibilityGlobals) = postSolution
 		SolutionGuid = {0D1B9CE9-E0B7-4B8B-88BF-6EA2CC8CA3D7}

CryptoExchange.Net/Attributes/NullableAttributes.cs

@@ -1,4 +1,4 @@
-#if !NETSTANDARD2_1
+#if NETSTANDARD2_0
 namespace System.Diagnostics.CodeAnalysis
 {
     using System;

CryptoExchange.Net/Authentication/ApiCredentials.cs

@@ -1,79 +1,44 @@
 using System;
 using System.IO;
-using System.Security;
+using CryptoExchange.Net.Converters.SystemTextJson;
-using System.Text;
+using CryptoExchange.Net.Converters.MessageParsing;
-using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net.Authentication
 {
     /// <summary>
     /// Api credentials, used to sign requests accessing private endpoints
     /// </summary>
-    public class ApiCredentials: IDisposable
+    public class ApiCredentials
     {
         /// <summary>
-        /// The api key to authenticate requests
+        /// The api key / label to authenticate requests
         /// </summary>
-        public SecureString? Key { get; }
+        public string Key { get; set; }
 
         /// <summary>
-        /// The api secret to authenticate requests
+        /// The api secret or private key to authenticate requests
         /// </summary>
-        public SecureString? Secret { get; }
+        public string Secret { get; set; }
 
         /// <summary>
         /// Type of the credentials
         /// </summary>
-        public ApiCredentialsType CredentialType { get; }
+        public ApiCredentialsType CredentialType { get; set; }
 
         /// <summary>
         /// Create Api credentials providing an api key and secret for authentication
         /// </summary>
-        /// <param name="key">The api key used for identification</param>
+        /// <param name="key">The api key / label used for identification</param>
-        /// <param name="secret">The api secret used for signing</param>
+        /// <param name="secret">The api secret or private key used for signing</param>
-        public ApiCredentials(SecureString key, SecureString secret) : this(key, secret, ApiCredentialsType.Hmac)
+        /// <param name="credentialType">The type of credentials</param>
-        {
+        public ApiCredentials(string key, string secret, ApiCredentialsType credentialType = ApiCredentialsType.Hmac)
-        }
-
-        /// <summary>
-        /// Create Api credentials providing an api key and secret for authentication
-        /// </summary>
-        /// <param name="key">The api key used for identification</param>
-        /// <param name="secret">The api secret used for signing</param>
-        /// <param name="credentialsType">The type of credentials</param>
-        public ApiCredentials(SecureString key, SecureString secret, ApiCredentialsType credentialsType)
-        {
-            if (key == null || secret == null)
-                throw new ArgumentException("Key and secret can't be null/empty");
-
-            CredentialType = credentialsType;
-            Key = key;
-            Secret = secret;
-        }
-
-        /// <summary>
-        /// Create Api credentials providing an api key and secret for authentication
-        /// </summary>
-        /// <param name="key">The api key used for identification</param>
-        /// <param name="secret">The api secret used for signing</param>
-        public ApiCredentials(string key, string secret) : this(key, secret, ApiCredentialsType.Hmac)
-        {
-        }
-
-        /// <summary>
-        /// Create Api credentials providing an api key and secret for authentication
-        /// </summary>
-        /// <param name="key">The api key used for identification</param>
-        /// <param name="secret">The api secret used for signing</param>
-        /// <param name="credentialsType">The type of credentials</param>
-        public ApiCredentials(string key, string secret, ApiCredentialsType credentialsType)
         {
             if (string.IsNullOrEmpty(key) || string.IsNullOrEmpty(secret))
                 throw new ArgumentException("Key and secret can't be null/empty");
 
-            CredentialType = credentialsType;
+            CredentialType = credentialType;
-            Key = key.ToSecureString();
+            Key = key;
-            Secret = secret.ToSecureString();
+            Secret = secret;
         }
 
         /// <summary>
@@ -82,8 +47,7 @@ namespace CryptoExchange.Net.Authentication
         /// <returns></returns>
         public virtual ApiCredentials Copy()
         {
-            // Use .GetString() to create a copy of the SecureString
+            return new ApiCredentials(Key, Secret, CredentialType);
-            return new ApiCredentials(Key!.GetString(), Secret!.GetString(), CredentialType);
         }
 
         /// <summary>
@@ -92,47 +56,19 @@ namespace CryptoExchange.Net.Authentication
         /// <param name="inputStream">The stream containing the json data</param>
         /// <param name="identifierKey">A key to identify the credentials for the API. For example, when set to `binanceKey` the json data should contain a value for the property `binanceKey`. Defaults to 'apiKey'.</param>
         /// <param name="identifierSecret">A key to identify the credentials for the API. For example, when set to `binanceSecret` the json data should contain a value for the property `binanceSecret`. Defaults to 'apiSecret'.</param>
-        public ApiCredentials(Stream inputStream, string? identifierKey = null, string? identifierSecret = null)
+        public static ApiCredentials FromStream(Stream inputStream, string? identifierKey = null, string? identifierSecret = null)
         {
-            using var reader = new StreamReader(inputStream, Encoding.UTF8, false, 512, true);
+            var accessor = new SystemTextJsonStreamMessageAccessor();
-            
+            if (!accessor.Read(inputStream, false).Result)
-            var stringData = reader.ReadToEnd();
-            var jsonData = stringData.ToJToken();
-            if(jsonData == null)
                 throw new ArgumentException("Input stream not valid json data");
 
-            var key = TryGetValue(jsonData, identifierKey ?? "apiKey");
+            var key = accessor.GetValue<string>(MessagePath.Get().Property(identifierKey ?? "apiKey"));
-            var secret = TryGetValue(jsonData, identifierSecret ?? "apiSecret");
+            var secret = accessor.GetValue<string>(MessagePath.Get().Property(identifierSecret ?? "apiSecret"));
-
             if (key == null || secret == null)
                 throw new ArgumentException("apiKey or apiSecret value not found in Json credential file");
-
+            
-            Key = key.ToSecureString();
-            Secret = secret.ToSecureString();            
-
             inputStream.Seek(0, SeekOrigin.Begin);
-        }
+            return new ApiCredentials(key, secret);
-
-        /// <summary>
-        /// Try get the value of a key from a JToken
-        /// </summary>
-        /// <param name="data"></param>
-        /// <param name="key"></param>
-        /// <returns></returns>
-        protected string? TryGetValue(JToken data, string key)
-        {
-            if (data[key] == null)
-                return null;
-            return (string) data[key]!;
-        }       
-
-        /// <summary>
-        /// Dispose
-        /// </summary>
-        public void Dispose()
-        {
-            Key?.Dispose();
-            Secret?.Dispose();
         }
     }
 }

CryptoExchange.Net/Authentication/AuthenticationProvider.cs

@@ -1,4 +1,6 @@
-using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Clients;
+using CryptoExchange.Net.Converters.SystemTextJson;
+using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using System;
 using System.Collections.Generic;
@@ -12,29 +14,36 @@ namespace CryptoExchange.Net.Authentication
     /// <summary>
     /// Base class for authentication providers
     /// </summary>
-    public abstract class AuthenticationProvider : IDisposable
+    public abstract class AuthenticationProvider
     {
+        internal IAuthTimeProvider TimeProvider { get; set; } = new AuthTimeProvider();
+
         /// <summary>
         /// Provided credentials
         /// </summary>
-        protected readonly ApiCredentials _credentials;
+        protected internal readonly ApiCredentials _credentials;
 
         /// <summary>
         /// Byte representation of the secret
         /// </summary>
         protected byte[] _sBytes;
 
+        /// <summary>
+        /// Get the API key of the current credentials
+        /// </summary>
+        public string ApiKey => _credentials.Key!;
+
         /// <summary>
         /// ctor
         /// </summary>
         /// <param name="credentials"></param>
         protected AuthenticationProvider(ApiCredentials credentials)
         {
-            if (credentials.Secret == null)
+            if (credentials.Key == null || credentials.Secret == null)
                 throw new ArgumentException("ApiKey/Secret needed");
 
             _credentials = credentials;
-            _sBytes = Encoding.UTF8.GetBytes(credentials.Secret.GetString());
+            _sBytes = Encoding.UTF8.GetBytes(credentials.Secret);
         }
 
         /// <summary>
@@ -43,24 +52,24 @@ namespace CryptoExchange.Net.Authentication
         /// <param name="apiClient">The Api client sending the request</param>
         /// <param name="uri">The uri for the request</param>
         /// <param name="method">The method of the request</param>
-        /// <param name="providedParameters">The request parameters</param>
         /// <param name="auth">If the requests should be authenticated</param>
         /// <param name="arraySerialization">Array serialization type</param>
-        /// <param name="parameterPosition">The position where the providedParameters should go</param>
+        /// <param name="requestBodyFormat">The formatting of the request body</param>
         /// <param name="uriParameters">Parameters that need to be in the Uri of the request. Should include the provided parameters if they should go in the uri</param>
         /// <param name="bodyParameters">Parameters that need to be in the body of the request. Should include the provided parameters if they should go in the body</param>
         /// <param name="headers">The headers that should be send with the request</param>
+        /// <param name="parameterPosition">The position where the providedParameters should go</param>
         public abstract void AuthenticateRequest(
             RestApiClient apiClient,
             Uri uri,
             HttpMethod method,
-            Dictionary<string, object> providedParameters,
+            ref IDictionary<string, object>? uriParameters,
+            ref IDictionary<string, object>? bodyParameters,
+            ref Dictionary<string, string>? headers,
             bool auth,
             ArrayParametersSerialization arraySerialization,
             HttpMethodParameterPosition parameterPosition,
-            out SortedDictionary<string, object> uriParameters,
+            RequestBodyFormat requestBodyFormat
-            out SortedDictionary<string, object> bodyParameters,
-            out Dictionary<string, string> headers
             );
 
         /// <summary>
@@ -245,7 +254,7 @@ namespace CryptoExchange.Net.Authentication
         }
 
         /// <summary>
-        /// HMACSHA512 sign the data and return the hash
+        /// HMACSHA256 sign the data and return the hash
         /// </summary>
         /// <param name="data">Data to sign</param>
         /// <param name="outputType">String type</param>
@@ -267,7 +276,7 @@ namespace CryptoExchange.Net.Authentication
         }
 
         /// <summary>
-        /// HMACSHA512 sign the data and return the hash
+        /// HMACSHA384 sign the data and return the hash
         /// </summary>
         /// <param name="data">Data to sign</param>
         /// <param name="outputType">String type</param>
@@ -360,9 +369,9 @@ namespace CryptoExchange.Net.Authentication
             var rsa = RSA.Create();
             if (_credentials.CredentialType == ApiCredentialsType.RsaPem)
             {
-#if NETSTANDARD2_1_OR_GREATER
+#if NETSTANDARD2_1_OR_GREATER || NET9_0_OR_GREATER
                 // Read from pem private key
-                var key = _credentials.Secret!.GetString()
+                var key = _credentials.Secret!
                         .Replace("\n", "")
                         .Replace("-----BEGIN PRIVATE KEY-----", "")
                         .Replace("-----END PRIVATE KEY-----", "")
@@ -377,7 +386,7 @@ namespace CryptoExchange.Net.Authentication
             else if (_credentials.CredentialType == ApiCredentialsType.RsaXml)
             {
                 // Read from xml private key format
-                rsa.FromXmlString(_credentials.Secret!.GetString());
+                rsa.FromXmlString(_credentials.Secret!);
             }
             else
             {
@@ -394,10 +403,14 @@ namespace CryptoExchange.Net.Authentication
         /// <returns></returns>
         protected static string BytesToHexString(byte[] buff)
         {
+#if NET9_0_OR_GREATER
+            return Convert.ToHexString(buff);
+#else
             var result = string.Empty;
             foreach (var t in buff)
                 result += t.ToString("X2");
             return result;
+#endif
         }
 
         /// <summary>
@@ -415,9 +428,9 @@ namespace CryptoExchange.Net.Authentication
         /// </summary>
         /// <param name="apiClient"></param>
         /// <returns></returns>
-        protected static DateTime GetTimestamp(RestApiClient apiClient)
+        protected DateTime GetTimestamp(RestApiClient apiClient)
         {
-            return DateTime.UtcNow.Add(apiClient.GetTimeOffset() ?? TimeSpan.Zero)!;
+            return TimeProvider.GetTime().Add(apiClient.GetTimeOffset() ?? TimeSpan.Zero)!;
         }
 
         /// <summary>
@@ -425,15 +438,33 @@ namespace CryptoExchange.Net.Authentication
         /// </summary>
         /// <param name="apiClient"></param>
         /// <returns></returns>
-        protected static string GetMillisecondTimestamp(RestApiClient apiClient)
+        protected string GetMillisecondTimestamp(RestApiClient apiClient)
         {
             return DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient)).Value.ToString(CultureInfo.InvariantCulture);
         }
 
-        /// <inheritdoc />
+        /// <summary>
-        public void Dispose()
+        /// Get millisecond timestamp as a long including the time sync offset from the api client
+        /// </summary>
+        /// <param name="apiClient"></param>
+        /// <returns></returns>
+        protected long GetMillisecondTimestampLong(RestApiClient apiClient)
         {
-            _credentials?.Dispose();
+            return DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient)).Value;
+        }
+
+        /// <summary>
+        /// Return the serialized request body
+        /// </summary>
+        /// <param name="serializer"></param>
+        /// <param name="parameters"></param>
+        /// <returns></returns>
+        protected string GetSerializedBody(IMessageSerializer serializer, IDictionary<string, object> parameters)
+        {
+            if (parameters.Count == 1 && parameters.ContainsKey(Constants.BodyPlaceHolderKey))
+                return serializer.Serialize(parameters[Constants.BodyPlaceHolderKey]);
+            else
+                return serializer.Serialize(parameters);
         }
     }
 

CryptoExchange.Net/Caching/MemoryCache.cs

@@ -0,0 +1,54 @@
+using System;
+using System.Collections.Concurrent;
+
+namespace CryptoExchange.Net.Caching
+{
+    internal class MemoryCache
+    {
+        private readonly ConcurrentDictionary<string, CacheItem> _cache = new ConcurrentDictionary<string, CacheItem>();
+
+        /// <summary>
+        /// Add a new cache entry. Will override an existing entry if it already exists
+        /// </summary>
+        /// <param name="key">The key identifier</param>
+        /// <param name="value">Cache value</param>
+        public void Add(string key, object value)
+        {
+            var cacheItem = new CacheItem(DateTime.UtcNow, value);
+            _cache.AddOrUpdate(key, cacheItem, (key, val1) => cacheItem);
+        }
+
+        /// <summary>
+        /// Get a cached value
+        /// </summary>
+        /// <param name="key">The key identifier</param>
+        /// <param name="maxAge">The max age of the cached entry</param>
+        /// <returns>Cached value if it was in cache</returns>
+        public object? Get(string key, TimeSpan maxAge)
+        {
+            _cache.TryGetValue(key, out CacheItem? value);
+            if (value == null)
+                return null;
+
+            if (DateTime.UtcNow - value.CacheTime > maxAge)
+            {
+                _cache.TryRemove(key, out _);
+                return null;
+            }
+
+            return value.Value;
+        }
+
+        private class CacheItem
+        {
+            public DateTime CacheTime { get; }
+            public object Value { get; }
+
+            public CacheItem(DateTime cacheTime, object value)
+            {
+                CacheTime = cacheTime;
+                Value = value;
+            }
+        }
+    }
+}

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -1,19 +1,12 @@
 using System;
-using System.Collections.Generic;
-using System.IO;
-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;
+using CryptoExchange.Net.SharedApis;
 using Microsoft.Extensions.Logging;
-using Newtonsoft.Json;
-using Newtonsoft.Json.Linq;
 
-namespace CryptoExchange.Net
+namespace CryptoExchange.Net.Clients
 {
     /// <summary>
     /// Base API for all API clients
@@ -35,37 +28,6 @@ namespace CryptoExchange.Net
         /// </summary>
         public AuthenticationProvider? AuthenticationProvider { get; private set; }
 
-        /// <summary>
-        /// Where to put the parameters for requests with different Http methods
-        /// </summary>
-        public Dictionary<HttpMethod, HttpMethodParameterPosition> ParameterPositions { get; set; } = new Dictionary<HttpMethod, HttpMethodParameterPosition>
-        {
-            { HttpMethod.Get, HttpMethodParameterPosition.InUri },
-            { HttpMethod.Post, HttpMethodParameterPosition.InBody },
-            { HttpMethod.Delete, HttpMethodParameterPosition.InBody },
-            { HttpMethod.Put, HttpMethodParameterPosition.InBody }
-        };
-
-        /// <summary>
-        /// Request body content type
-        /// </summary>
-        public RequestBodyFormat requestBodyFormat = RequestBodyFormat.Json;
-
-        /// <summary>
-        /// Whether or not we need to manually parse an error instead of relying on the http status code
-        /// </summary>
-        public bool manualParseError = false;
-
-        /// <summary>
-        /// How to serialize array parameters when making requests
-        /// </summary>
-        public ArrayParametersSerialization arraySerialization = ArrayParametersSerialization.Array;
-
-        /// <summary>
-        /// What request body should be set when no data is send (only used in combination with postParametersPosition.InBody)
-        /// </summary>
-        public string requestBodyEmptyContent = "{}";
-
         /// <summary>
         /// The environment this client communicates to
         /// </summary>
@@ -76,10 +38,8 @@ namespace CryptoExchange.Net
         /// </summary>
         public bool OutputOriginalData { get; }
 
-        /// <summary>
+        /// <inheritdoc />
-        /// The default serializer
+        public bool Authenticated => ApiOptions.ApiCredentials != null || ClientOptions.ApiCredentials != null;
-        /// </summary>
-        protected virtual JsonSerializer DefaultSerializer { get; set; } = JsonSerializer.Create(SerializerOptions.Default);
 
         /// <summary>
         /// Api options
@@ -110,10 +70,7 @@ namespace CryptoExchange.Net
             BaseAddress = baseAddress;
 
             if (apiCredentials != null)
-            {
-                AuthenticationProvider?.Dispose();
                 AuthenticationProvider = CreateAuthenticationProvider(apiCredentials.Copy());
-            }
         }
 
         /// <summary>
@@ -123,203 +80,26 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         protected abstract AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials);
 
+        /// <inheritdoc />
+        public abstract string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverDate = null);
+
         /// <inheritdoc />
         public void SetApiCredentials<T>(T credentials) where T : ApiCredentials
         {
+            ApiOptions.ApiCredentials = credentials;
             if (credentials != null)
-            {
-                AuthenticationProvider?.Dispose();
                 AuthenticationProvider = CreateAuthenticationProvider(credentials.Copy());
-            }
         }
 
-        /// <summary>
+        /// <inheritdoc />
-        /// Tries to parse the json data and return a JToken, validating the input not being empty and being valid json
+        public virtual void SetOptions<T>(UpdateOptions<T> options) where T : ApiCredentials
-        /// </summary>
-        /// <param name="data">The data to parse</param>
-        /// <returns></returns>
-        protected CallResult<JToken> ValidateJson(string data)
         {
-            if (string.IsNullOrEmpty(data))
+            ClientOptions.Proxy = options.Proxy;
-            {
+            ClientOptions.RequestTimeout = options.RequestTimeout ?? ClientOptions.RequestTimeout;
-                var info = "Empty data object received";
-                _logger.Log(LogLevel.Error, info);
-                return new CallResult<JToken>(new DeserializeError(info, data));
-            }
 
-            try
+            ApiOptions.ApiCredentials = options.ApiCredentials ?? ClientOptions.ApiCredentials;
-            {
+            if (options.ApiCredentials != null)
-                return new CallResult<JToken>(JToken.Parse(data));
+                AuthenticationProvider = CreateAuthenticationProvider(options.ApiCredentials.Copy());
-            }
-            catch (JsonReaderException jre)
-            {
-                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}";
-                return new CallResult<JToken>(new DeserializeError(info, data));
-            }
-            catch (JsonSerializationException jse)
-            {
-                var info = $"Deserialize JsonSerializationException: {jse.Message}";
-                return new CallResult<JToken>(new DeserializeError(info, data));
-            }
-            catch (Exception ex)
-            {
-                var exceptionInfo = ex.ToLogString();
-                var info = $"Deserialize Unknown Exception: {exceptionInfo}";
-                return new CallResult<JToken>(new DeserializeError(info, data));
-            }
-        }
-
-        /// <summary>
-        /// Deserialize a string into an object
-        /// </summary>
-        /// <typeparam name="T">The type to deserialize into</typeparam>
-        /// <param name="data">The data to deserialize</param>
-        /// <param name="serializer">A specific serializer to use</param>
-        /// <param name="requestId">Id of the request the data is returned from (used for grouping logging by request)</param>
-        /// <returns></returns>
-        protected CallResult<T> Deserialize<T>(string data, JsonSerializer? serializer = null, int? requestId = null)
-        {
-            var tokenResult = ValidateJson(data);
-            if (!tokenResult)
-            {
-                _logger.Log(LogLevel.Error, tokenResult.Error!.Message);
-                return new CallResult<T>(tokenResult.Error);
-            }
-
-            return Deserialize<T>(tokenResult.Data, serializer, requestId);
-        }
-
-        /// <summary>
-        /// Deserialize a JToken into an object
-        /// </summary>
-        /// <typeparam name="T">The type to deserialize into</typeparam>
-        /// <param name="obj">The data to deserialize</param>
-        /// <param name="serializer">A specific serializer to use</param>
-        /// <param name="requestId">Id of the request the data is returned from (used for grouping logging by request)</param>
-        /// <returns></returns>
-        protected CallResult<T> Deserialize<T>(JToken obj, JsonSerializer? serializer = null, int? requestId = null)
-        {
-            serializer ??= DefaultSerializer;
-
-            try
-            {
-                return new CallResult<T>(obj.ToObject<T>(serializer)!);
-            }
-            catch (JsonReaderException jre)
-            {
-                var info = $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonReaderException: {jre.Message} Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}, data: {obj}";
-                _logger.Log(LogLevel.Error, info);
-                return new CallResult<T>(new DeserializeError(info, obj));
-            }
-            catch (JsonSerializationException jse)
-            {
-                var info = $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonSerializationException: {jse.Message} data: {obj}";
-                _logger.Log(LogLevel.Error, info);
-                return new CallResult<T>(new DeserializeError(info, obj));
-            }
-            catch (Exception ex)
-            {
-                var exceptionInfo = ex.ToLogString();
-                var info = $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize Unknown Exception: {exceptionInfo}, data: {obj}";
-                _logger.Log(LogLevel.Error, info);
-                return new CallResult<T>(new DeserializeError(info, obj));
-            }
-        }
-
-        /// <summary>
-        /// Deserialize a stream into an object
-        /// </summary>
-        /// <typeparam name="T">The type to deserialize into</typeparam>
-        /// <param name="stream">The stream to deserialize</param>
-        /// <param name="serializer">A specific serializer to use</param>
-        /// <param name="requestId">Id of the request the data is returned from (used for grouping logging by request)</param>
-        /// <param name="elapsedMilliseconds">Milliseconds response time for the request this stream is a response for</param>
-        /// <returns></returns>
-        protected async Task<CallResult<T>> DeserializeAsync<T>(Stream stream, JsonSerializer? serializer = null, int? requestId = null, long? elapsedMilliseconds = null)
-        {
-            serializer ??= DefaultSerializer;
-            string? data = null;
-
-            try
-            {
-                // Let the reader keep the stream open so we're able to seek if needed. The calling method will close the stream.
-                using var reader = new StreamReader(stream, Encoding.UTF8, false, 512, true);
-                // If we have to output the original json data or output the data into the logging we'll have to read to full response
-                // in order to log/return the json data
-                if (OutputOriginalData == true)
-                {
-                    data = await reader.ReadToEndAsync().ConfigureAwait(false);
-                    var result = Deserialize<T>(data, serializer, requestId);
-                    result.OriginalData = data;
-                    return result;
-                }
-
-                // 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);
-                return new CallResult<T>(serializer.Deserialize<T>(jsonReader)!);
-            }
-            catch (JsonReaderException jre)
-            {
-                if (data == null)
-                {
-                    if (stream.CanSeek)
-                    {
-                        // If we can seek the stream rewind it so we can retrieve the original data that was sent
-                        stream.Seek(0, SeekOrigin.Begin);
-                        data = await ReadStreamAsync(stream).ConfigureAwait(false);
-                    }
-                    else
-                    {
-                        data = "[Data only available in Trace LogLevel]";
-                    }
-                }
-                _logger.Log(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}, data: {data}");
-                return new CallResult<T>(new DeserializeError($"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}", data));
-            }
-            catch (JsonSerializationException jse)
-            {
-                if (data == null)
-                {
-                    if (stream.CanSeek)
-                    {
-                        stream.Seek(0, SeekOrigin.Begin);
-                        data = await ReadStreamAsync(stream).ConfigureAwait(false);
-                    }
-                    else
-                    {
-                        data = "[Data only available in Trace LogLevel]";
-                    }
-                }
-
-                _logger.Log(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonSerializationException: {jse.Message}, data: {data}");
-                return new CallResult<T>(new DeserializeError($"Deserialize JsonSerializationException: {jse.Message}", data));
-            }
-            catch (Exception ex)
-            {
-                if (data == null)
-                {
-                    if (stream.CanSeek)
-                    {
-                        stream.Seek(0, SeekOrigin.Begin);
-                        data = await ReadStreamAsync(stream).ConfigureAwait(false);
-                    }
-                    else
-                    {
-                        data = "[Data only available in Trace LogLevel]";
-                    }
-                }
-
-                var exceptionInfo = ex.ToLogString();
-                _logger.Log(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize Unknown Exception: {exceptionInfo}, data: {data}");
-                return new CallResult<T>(new DeserializeError($"Deserialize Unknown Exception: {exceptionInfo}", data));
-            }
-        }
-
-        private static async Task<string> ReadStreamAsync(Stream stream)
-        {
-            using var reader = new StreamReader(stream, Encoding.UTF8, false, 512, true);
-            return await reader.ReadToEndAsync().ConfigureAwait(false);
         }
 
         /// <summary>
@@ -328,7 +108,6 @@ namespace CryptoExchange.Net
         public virtual void Dispose()
         {
             _disposing = true;
-            AuthenticationProvider?.Dispose();
         }
     }
 }

CryptoExchange.Net/Clients/BaseClient.cs

@@ -5,17 +5,39 @@ using Microsoft.Extensions.Logging.Abstractions;
 using System;
 using System.Collections.Generic;
 
-namespace CryptoExchange.Net
+namespace CryptoExchange.Net.Clients
 {
     /// <summary>
     /// The base for all clients, websocket client and rest client
     /// </summary>
     public abstract class BaseClient : IDisposable
     {
+        /// <summary>
+        /// Version of the CryptoExchange.Net base library
+        /// </summary>
+        public Version CryptoExchangeLibVersion { get; } = typeof(BaseClient).Assembly.GetName().Version!;
+
+        /// <summary>
+        /// Version of the client implementation
+        /// </summary>
+        public Version ExchangeLibVersion
+        { 
+            get
+            {
+               lock(_versionLock)
+                {
+                    if (_exchangeVersion == null)
+                        _exchangeVersion = GetType().Assembly.GetName().Version!;
+
+                    return _exchangeVersion;
+                }
+            }
+        }
+
         /// <summary>
         /// The name of the API the client is for
         /// </summary>
-        internal string Name { get; }
+        public string Exchange { get; }
 
         /// <summary>
         /// Api clients in this client
@@ -26,7 +48,10 @@ namespace CryptoExchange.Net
         /// The log object
         /// </summary>
         protected internal ILogger _logger;
-        
+
+        private object _versionLock = new object();
+        private Version _exchangeVersion;
+
         /// <summary>
         /// Provided client options
         /// </summary>
@@ -36,14 +61,14 @@ namespace CryptoExchange.Net
         /// ctor
         /// </summary>
         /// <param name="logger">Logger</param>
-        /// <param name="name">The name of the API this client is for</param>
+        /// <param name="exchange">The name of the exchange this client is for</param>
 #pragma warning disable CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
-        protected BaseClient(ILoggerFactory? logger, string name)
+        protected BaseClient(ILoggerFactory? logger, string exchange)
 #pragma warning restore CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
         {
-            _logger = logger?.CreateLogger(name) ?? NullLoggerFactory.Instance.CreateLogger(name);
+            _logger = logger?.CreateLogger(exchange) ?? NullLoggerFactory.Instance.CreateLogger(exchange);
 
-            Name = name;
+            Exchange = exchange;
         }
 
         /// <summary>
@@ -57,7 +82,7 @@ namespace CryptoExchange.Net
                 throw new ArgumentNullException(nameof(options));
 
             ClientOptions = options;
-            _logger.Log(LogLevel.Trace, $"Client configuration: {options}, CryptoExchange.Net: v{typeof(BaseClient).Assembly.GetName().Version}, {Name}.Net: v{GetType().Assembly.GetName().Version}");
+            _logger.Log(LogLevel.Trace, $"Client configuration: {options}, CryptoExchange.Net: v{CryptoExchangeLibVersion}, {Exchange}.Net: v{ExchangeLibVersion}");
         }
 
         /// <summary>
@@ -74,7 +99,7 @@ namespace CryptoExchange.Net
         /// Register an API client
         /// </summary>
         /// <param name="apiClient">The client</param>
-        protected T AddApiClient<T>(T apiClient) where T:  BaseApiClient
+        protected T AddApiClient<T>(T apiClient) where T : BaseApiClient
         {
             if (ClientOptions == null)
                 throw new InvalidOperationException("Client should have called Initialize before adding API clients");
@@ -84,6 +109,16 @@ namespace CryptoExchange.Net
             return apiClient;
         }
 
+        /// <summary>
+        /// Apply the options delegate to a new options instance
+        /// </summary>
+        protected static T ApplyOptionsDelegate<T>(Action<T>? del) where T: new()
+        {
+            var opts = new T();
+            del?.Invoke(opts);
+            return opts;
+        }
+
         /// <summary>
         /// Dispose
         /// </summary>

CryptoExchange.Net/Clients/BaseRestClient.cs

@@ -2,7 +2,7 @@ using System.Linq;
 using CryptoExchange.Net.Interfaces;
 using Microsoft.Extensions.Logging;
 
-namespace CryptoExchange.Net
+namespace CryptoExchange.Net.Clients
 {
     /// <summary>
     /// Base rest client

CryptoExchange.Net/Clients/BaseSocketClient.cs

@@ -4,23 +4,24 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Logging.Extensions;
 using CryptoExchange.Net.Objects.Sockets;
 using Microsoft.Extensions.Logging;
 
-namespace CryptoExchange.Net
+namespace CryptoExchange.Net.Clients
 {
     /// <summary>
     /// Base for socket client implementations
     /// </summary>
-    public abstract class BaseSocketClient: BaseClient, ISocketClient
+    public abstract class BaseSocketClient : BaseClient, ISocketClient
     {
         #region fields
-        
+
         /// <summary>
         /// If client is disposing
         /// </summary>
         protected bool _disposing;
-        
+
         /// <inheritdoc />
         public int CurrentConnections => ApiClients.OfType<SocketApiClient>().Sum(c => c.CurrentConnections);
         /// <inheritdoc />
@@ -33,8 +34,8 @@ namespace CryptoExchange.Net
         /// ctor
         /// </summary>
         /// <param name="logger">Logger</param>
-        /// <param name="name">The name of the API this client is for</param>
+        /// <param name="exchange">The name of the exchange this client is for</param>
-        protected BaseSocketClient(ILoggerFactory? logger, string name) : base(logger, name)
+        protected BaseSocketClient(ILoggerFactory? logger, string exchange) : base(logger, exchange)
         {
         }
 
@@ -45,11 +46,11 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task UnsubscribeAsync(int subscriptionId)
         {
-            foreach(var socket in ApiClients.OfType<SocketApiClient>())
+            foreach (var socket in ApiClients.OfType<SocketApiClient>())
             {
                 var result = await socket.UnsubscribeAsync(subscriptionId).ConfigureAwait(false);
                 if (result)
-                    break;                
+                    break;
             }
         }
 
@@ -63,7 +64,7 @@ namespace CryptoExchange.Net
             if (subscription == null)
                 throw new ArgumentNullException(nameof(subscription));
 
-            _logger.Log(LogLevel.Information, $"Socket {subscription.SocketId} Unsubscribing subscription  " + subscription.Id);
+            _logger.UnsubscribingSubscription(subscription.SocketId, subscription.Id);
             await subscription.CloseAsync().ConfigureAwait(false);
         }
 
@@ -73,10 +74,10 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task UnsubscribeAllAsync()
         {
-            var tasks = new List<Task>();            
+            var tasks = new List<Task>();
             foreach (var client in ApiClients.OfType<SocketApiClient>())
                 tasks.Add(client.UnsubscribeAllAsync());
-            
+
             await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
         }
 
@@ -86,7 +87,7 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task ReconnectAsync()
         {
-            _logger.Log(LogLevel.Information, $"Reconnecting all {CurrentConnections} connections");
+            _logger.ReconnectingAllConnections(CurrentConnections);
             var tasks = new List<Task>();
             foreach (var client in ApiClients.OfType<SocketApiClient>())
             {
@@ -107,5 +108,19 @@ namespace CryptoExchange.Net
             }
             return result.ToString();
         }
+
+        /// <summary>
+        /// Returns the state of all socket api clients
+        /// </summary>
+        /// <returns></returns>
+        public List<SocketApiClient.SocketApiClientState> GetSocketApiClientStates()
+        {
+            var result = new List<SocketApiClient.SocketApiClientState>();
+            foreach (var client in ApiClients.OfType<SocketApiClient>())
+            {
+                result.Add(client.GetState());
+            }
+            return result;
+        }
     }
 }

CryptoExchange.Net/Clients/CryptoRestClient.cs

@@ -42,6 +42,6 @@ namespace CryptoExchange.Net.Clients
         /// </summary>
         /// <param name="exchangeName"></param>
         /// <returns></returns>
-        public ISpotClient? SpotClient(string exchangeName) => _serviceProvider.GetServices<ISpotClient>()?.SingleOrDefault(s => s.ExchangeName.Equals(exchangeName, StringComparison.InvariantCultureIgnoreCase));
+        public ISpotClient? SpotClient(string exchangeName) => _serviceProvider?.GetServices<ISpotClient>()?.SingleOrDefault(s => s.ExchangeName.Equals(exchangeName, StringComparison.InvariantCultureIgnoreCase));
     }
 }

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -1,23 +1,22 @@
+using CryptoExchange.Net.Converters.JsonNet;
 using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Logging.Extensions;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.RateLimiting.Interfaces;
 using CryptoExchange.Net.Sockets;
-using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
 using Microsoft.Extensions.Logging;
 using System;
 using System.Collections.Concurrent;
 using System.Collections.Generic;
-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;
 
-namespace CryptoExchange.Net
+namespace CryptoExchange.Net.Clients
 {
     /// <summary>
     /// Base socket API client for interaction with a websocket API
@@ -53,21 +52,31 @@ namespace CryptoExchange.Net
         /// </summary>
         protected internal bool UnhandledMessageExpected { get; set; }
 
-        /// <summary>
-        /// If true a subscription will accept message before the confirmation of a subscription has been received
-        /// </summary>
-        protected bool HandleMessageBeforeConfirmation { get; set; }
-
         /// <summary>
         /// The rate limiters 
         /// </summary>
-        protected internal IEnumerable<IRateLimiter>? RateLimiters { get; set; }
+        protected internal IRateLimitGate? RateLimiter { get; set; }
 
         /// <summary>
-        /// Periodic task regisrations
+        /// The max size a websocket message size can be
+        /// </summary>
+        protected internal int? MessageSendSizeLimit { get; set; }
+
+        /// <summary>
+        /// Periodic task registrations
         /// </summary>
         protected List<PeriodicTaskRegistration> PeriodicTaskRegistrations { get; set; } = new List<PeriodicTaskRegistration>();
 
+        /// <summary>
+        /// List of address to keep an alive connection to
+        /// </summary>
+        protected List<DedicatedConnectionConfig> DedicatedConnectionConfigs { get; set; } = new List<DedicatedConnectionConfig>();
+
+        /// <summary>
+        /// Whether to allow multiple subscriptions with the same topic on the same connection
+        /// </summary>
+        protected bool AllowTopicsOnTheSameConnection { get; set; } = true;
+
         /// <inheritdoc />
         public double IncomingKbps
         {
@@ -110,18 +119,36 @@ namespace CryptoExchange.Net
         /// <param name="options">Client options</param>
         /// <param name="baseAddress">Base address for this API client</param>
         /// <param name="apiOptions">The Api client options</param>
-        public SocketApiClient(ILogger logger, string baseAddress, SocketExchangeOptions options, SocketApiOptions apiOptions) 
+        public SocketApiClient(ILogger logger, string baseAddress, SocketExchangeOptions options, SocketApiOptions apiOptions)
-            : base(logger, 
+            : base(logger,
                   apiOptions.OutputOriginalData ?? options.OutputOriginalData,
                   apiOptions.ApiCredentials ?? options.ApiCredentials,
                   baseAddress,
                   options,
                   apiOptions)
         {
-            var rateLimiters = new List<IRateLimiter>();
+        }
-            foreach (var rateLimiter in apiOptions.RateLimiters)
+
-                rateLimiters.Add(rateLimiter);
+        /// <summary>
-            RateLimiters = rateLimiters;
+        /// Create a message accessor instance
+        /// </summary>
+        /// <returns></returns>
+        protected internal virtual IByteMessageAccessor CreateAccessor() => new JsonNetByteMessageAccessor();
+
+        /// <summary>
+        /// Create a serializer instance
+        /// </summary>
+        /// <returns></returns>
+        protected internal virtual IMessageSerializer CreateSerializer() => new JsonNetMessageSerializer();
+
+        /// <summary>
+        /// Keep an open connection to this url
+        /// </summary>
+        /// <param name="url"></param>
+        /// <param name="auth"></param>
+        protected virtual void SetDedicatedConnection(string url, bool auth)
+        {
+            DedicatedConnectionConfigs.Add(new DedicatedConnectionConfig() { SocketAddress = url, Authenticated = auth });
         }
 
         /// <summary>
@@ -131,7 +158,7 @@ namespace CryptoExchange.Net
         /// <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)
+        protected virtual void RegisterPeriodicQuery(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<SocketConnection, CallResult>? callback)
         {
             PeriodicTaskRegistrations.Add(new PeriodicTaskRegistration
             {
@@ -166,7 +193,10 @@ namespace CryptoExchange.Net
                 return new CallResult<UpdateSubscription>(new InvalidOperationError("Client disposed, can't subscribe"));
 
             if (subscription.Authenticated && AuthenticationProvider == null)
+            {
+                _logger.LogWarning("Failed to subscribe, private subscription but no API credentials set");
                 return new CallResult<UpdateSubscription>(new NoApiCredentialsError());
+            }
 
             SocketConnection socketConnection;
             var released = false;
@@ -186,17 +216,17 @@ namespace CryptoExchange.Net
                 while (true)
                 {
                     // Get a new or existing socket connection
-                    var socketResult = await GetSocketConnection(url, subscription.Authenticated).ConfigureAwait(false);
+                    var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, subscription.Topic).ConfigureAwait(false);
                     if (!socketResult)
                         return socketResult.As<UpdateSubscription>(null);
 
                     socketConnection = socketResult.Data;
 
                     // Add a subscription on the socket connection
-                    var success = socketConnection.CanAddSubscription();
+                    var success = socketConnection.AddSubscription(subscription);
                     if (!success)
                     {
-                        _logger.Log(LogLevel.Trace, $"[Sckt {socketConnection.SocketId}] failed to add subscription, retrying on different connection");
+                        _logger.FailedToAddSubscriptionRetryOnDifferentConnection(socketConnection.SocketId);
                         continue;
                     }
 
@@ -224,7 +254,7 @@ namespace CryptoExchange.Net
 
             if (socketConnection.PausedActivity)
             {
-                _logger.Log(LogLevel.Warning, $"[Sckt {socketConnection.SocketId}] has been paused, can't subscribe at this moment");
+                _logger.HasBeenPausedCantSubscribeAtThisMoment(socketConnection.SocketId);
                 return new CallResult<UpdateSubscription>(new ServerError("Socket is paused"));
             }
 
@@ -232,20 +262,23 @@ namespace CryptoExchange.Net
             var subQuery = subscription.GetSubQuery(socketConnection);
             if (subQuery != null)
             {
-                if (HandleMessageBeforeConfirmation)
-                    socketConnection.AddSubscription(subscription);
-
                 // Send the request and wait for answer
                 var subResult = await socketConnection.SendAndWaitQueryAsync(subQuery, waitEvent).ConfigureAwait(false);
                 if (!subResult)
                 {
                     waitEvent?.Set();
-                    _logger.Log(LogLevel.Warning, $"[Sckt {socketConnection.SocketId}] failed to subscribe: {subResult.Error}");                    
+                    var isTimeout = subResult.Error is CancellationRequestedError;
-                    // If this was a timeout we still need to send an unsubscribe to prevent messages coming in later
+                    if (isTimeout && subscription.Confirmed)
-                    var unsubscribe = subResult.Error is CancellationRequestedError;
+                    {
-                    await socketConnection.CloseAsync(subscription, unsubscribe).ConfigureAwait(false);
+                        // No response received, but the subscription did receive updates. We'll assume success
-
+                    }
-                    return new CallResult<UpdateSubscription>(subResult.Error!);
+                    else
+                    {
+                        _logger.FailedToSubscribe(socketConnection.SocketId, subResult.Error?.ToString());
+                        // If this was a timeout we still need to send an unsubscribe to prevent messages coming in later
+                        await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
+                        return new CallResult<UpdateSubscription>(subResult.Error!);
+                    }
                 }
 
                 subscription.HandleSubQueryResponse(subQuery.Response!);
@@ -256,50 +289,54 @@ namespace CryptoExchange.Net
             {
                 subscription.CancellationTokenRegistration = ct.Register(async () =>
                 {
-                    _logger.Log(LogLevel.Information, $"[Sckt {socketConnection.SocketId}] Cancellation token set, closing subscription {subscription.Id}");
+                    _logger.CancellationTokenSetClosingSubscription(socketConnection.SocketId, subscription.Id);
                     await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
                 }, false);
             }
 
-            if (!HandleMessageBeforeConfirmation)
-                socketConnection.AddSubscription(subscription);
-
             waitEvent?.Set();
-            _logger.Log(LogLevel.Information, $"[Sckt {socketConnection.SocketId}] subscription {subscription.Id} completed successfully");
+            _logger.SubscriptionCompletedSuccessfully(socketConnection.SocketId, subscription.Id);
             return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));
         }
 
         /// <summary>
         /// Send a query on a socket connection to the BaseAddress and wait for the response
         /// </summary>
-        /// <typeparam name="T">Expected result type</typeparam>
+        /// <typeparam name="THandlerResponse">Expected result type</typeparam>
+        /// <typeparam name="TServerResponse">The type returned to the caller</typeparam>
         /// <param name="query">The query</param>
+        /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        protected virtual Task<CallResult<T>> QueryAsync<T>(Query<T> query)
+        protected virtual Task<CallResult<THandlerResponse>> QueryAsync<TServerResponse, THandlerResponse>(Query<TServerResponse, THandlerResponse> query, CancellationToken ct = default)
         {
-            return QueryAsync(BaseAddress, query);
+            return QueryAsync(BaseAddress, query, ct);
         }
 
         /// <summary>
         /// Send a query on a socket connection and wait for the response
         /// </summary>
-        /// <typeparam name="T">The expected result type</typeparam>
+        /// <typeparam name="THandlerResponse">Expected result type</typeparam>
+        /// <typeparam name="TServerResponse">The type returned to the caller</typeparam>
         /// <param name="url">The url for the request</param>
         /// <param name="query">The query</param>
+        /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, Query<T> query)
+        protected virtual async Task<CallResult<THandlerResponse>> QueryAsync<TServerResponse, THandlerResponse>(string url, Query<TServerResponse, THandlerResponse> query, CancellationToken ct = default)
         {
             if (_disposing)
-                return new CallResult<T>(new InvalidOperationError("Client disposed, can't query"));
+                return new CallResult<THandlerResponse>(new InvalidOperationError("Client disposed, can't query"));
+
+            if (ct.IsCancellationRequested)
+                return new CallResult<THandlerResponse>(new CancellationRequestedError());
 
             SocketConnection socketConnection;
             var released = false;
             await semaphoreSlim.WaitAsync().ConfigureAwait(false);
             try
             {
-                var socketResult = await GetSocketConnection(url, query.Authenticated).ConfigureAwait(false);
+                var socketResult = await GetSocketConnection(url, query.Authenticated, true).ConfigureAwait(false);
                 if (!socketResult)
-                    return socketResult.As<T>(default);
+                    return socketResult.As<THandlerResponse>(default);
 
                 socketConnection = socketResult.Data;
 
@@ -312,7 +349,7 @@ namespace CryptoExchange.Net
 
                 var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated).ConfigureAwait(false);
                 if (!connectResult)
-                    return new CallResult<T>(connectResult.Error!);
+                    return new CallResult<THandlerResponse>(connectResult.Error!);
             }
             finally
             {
@@ -322,11 +359,14 @@ namespace CryptoExchange.Net
 
             if (socketConnection.PausedActivity)
             {
-                _logger.Log(LogLevel.Warning, $"[Sckt {socketConnection.SocketId}] has been paused, can't send query at this moment");
+                _logger.HasBeenPausedCantSendQueryAtThisMoment(socketConnection.SocketId);
-                return new CallResult<T>(new ServerError("Socket is paused"));
+                return new CallResult<THandlerResponse>(new ServerError("Socket is paused"));
             }
 
-            return await socketConnection.SendAndWaitQueryAsync(query).ConfigureAwait(false);
+            if (ct.IsCancellationRequested)
+                return new CallResult<THandlerResponse>(new CancellationRequestedError());
+
+            return await socketConnection.SendAndWaitQueryAsync(query, null, ct).ConfigureAwait(false);
         }
 
         /// <summary>
@@ -335,22 +375,26 @@ namespace CryptoExchange.Net
         /// <param name="socket">The connection to check</param>
         /// <param name="authenticated">Whether the socket should authenticated</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<bool>> ConnectIfNeededAsync(SocketConnection socket, bool authenticated)
+        protected virtual async Task<CallResult> ConnectIfNeededAsync(SocketConnection socket, bool authenticated)
         {
             if (socket.Connected)
-                return new CallResult<bool>(true);
+                return new CallResult(null);
 
             var connectResult = await ConnectSocketAsync(socket).ConfigureAwait(false);
             if (!connectResult)
-                return new CallResult<bool>(connectResult.Error!);
+                return connectResult;
 
             if (ClientOptions.DelayAfterConnect != TimeSpan.Zero)
                 await Task.Delay(ClientOptions.DelayAfterConnect).ConfigureAwait(false);
 
             if (!authenticated || socket.Authenticated)
-                return new CallResult<bool>(true);
+                return new CallResult(null);
 
-            return await AuthenticateSocketAsync(socket).ConfigureAwait(false);
+            var result = await AuthenticateSocketAsync(socket).ConfigureAwait(false);
+            if (!result)
+                await socket.CloseAsync().ConfigureAwait(false);
+
+            return result;
         }
 
         /// <summary>
@@ -358,38 +402,39 @@ namespace CryptoExchange.Net
         /// </summary>
         /// <param name="socket">Socket to authenticate</param>
         /// <returns></returns>
-        public virtual async Task<CallResult<bool>> AuthenticateSocketAsync(SocketConnection socket)
+        public virtual async Task<CallResult> AuthenticateSocketAsync(SocketConnection socket)
         {
             if (AuthenticationProvider == null)
-                return new CallResult<bool>(new NoApiCredentialsError());
+                return new CallResult(new NoApiCredentialsError());
 
-            _logger.Log(LogLevel.Debug, $"[Sckt {socket.SocketId}] Attempting to authenticate");
+            _logger.AttemptingToAuthenticate(socket.SocketId);
-            var authRequest = GetAuthenticationRequest();
+            var authRequest = await GetAuthenticationRequestAsync(socket).ConfigureAwait(false);
             if (authRequest != null)
             {
                 var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
 
                 if (!result)
                 {
-                    _logger.Log(LogLevel.Warning, $"[Sckt {socket.SocketId}] authentication failed");
+                    _logger.AuthenticationFailed(socket.SocketId);
                     if (socket.Connected)
                         await socket.CloseAsync().ConfigureAwait(false);
 
                     result.Error!.Message = "Authentication failed: " + result.Error.Message;
-                    return new CallResult<bool>(result.Error)!;
+                    return new CallResult(result.Error)!;
                 }
+
+                _logger.Authenticated(socket.SocketId);
             }
 
-            _logger.Log(LogLevel.Debug, $"[Sckt {socket.SocketId}] authenticated");
             socket.Authenticated = true;
-            return new CallResult<bool>(true);
+            return new CallResult(null);
         }
 
         /// <summary>
         /// Should return the request which can be used to authenticate a socket connection
         /// </summary>
         /// <returns></returns>
-        protected internal virtual Query? GetAuthenticationRequest() => throw new NotImplementedException();
+        protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) => throw new NotImplementedException();
 
         /// <summary>
         /// Adds a system subscription. Used for example to reply to ping requests
@@ -438,37 +483,61 @@ namespace CryptoExchange.Net
         /// </summary>
         /// <param name="address">The address the socket is for</param>
         /// <param name="authenticated">Whether the socket should be authenticated</param>
+        /// <param name="dedicatedRequestConnection">Whether a dedicated request connection should be returned</param>
+        /// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(string address, bool authenticated)
+        protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(string address, bool authenticated, bool dedicatedRequestConnection, string? topic = null)
         {
-            var socketResult = socketConnections.Where(s => (s.Value.Status == SocketConnection.SocketStatus.None || s.Value.Status == SocketConnection.SocketStatus.Connected)
+            var socketQuery = socketConnections.Where(s => (s.Value.Status == SocketConnection.SocketStatus.None || s.Value.Status == SocketConnection.SocketStatus.Connected)
-                                                  && s.Value.Tag.TrimEnd('/') == address.TrimEnd('/')
+                                                      && s.Value.Tag.TrimEnd('/') == address.TrimEnd('/')
-                                                  && (s.Value.ApiClient.GetType() == GetType())
+                                                      && s.Value.ApiClient.GetType() == GetType()
-                                                  && (s.Value.Authenticated == authenticated || !authenticated) && s.Value.Connected).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault();
+                                                      && (s.Value.Authenticated == authenticated || !authenticated)
-            var result = socketResult.Equals(default(KeyValuePair<int, SocketConnection>)) ? null : socketResult.Value;
+                                                      && (AllowTopicsOnTheSameConnection || !s.Value.Topics.Contains(topic))
-            if (result != null)
+                                                      && s.Value.Connected);
+
+            SocketConnection connection;
+            if (!dedicatedRequestConnection)
             {
-                if (result.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections) && socketConnections.All(s => s.Value.UserSubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
+                connection = socketQuery.Where(s => !s.Value.DedicatedRequestConnection.IsDedicatedRequestConnection).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault().Value;
-                {
+            }
+            else
+            {
+                connection = socketQuery.Where(s => s.Value.DedicatedRequestConnection.IsDedicatedRequestConnection).FirstOrDefault().Value;
+                if (connection != null && !connection.DedicatedRequestConnection.Authenticated)
+                    // Mark dedicated request connection as authenticated if the request is authenticated
+                    connection.DedicatedRequestConnection.Authenticated = authenticated;
+            }
+
+            if (connection != null)
+            {
+                if (connection.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);
+                    return new CallResult<SocketConnection>(connection);
-                }
             }
 
             var connectionAddress = await GetConnectionUrlAsync(address, authenticated).ConfigureAwait(false);
             if (!connectionAddress)
             {
-                _logger.Log(LogLevel.Warning, $"Failed to determine connection url: " + connectionAddress.Error);
+                _logger.FailedToDetermineConnectionUrl(connectionAddress.Error?.ToString());
                 return connectionAddress.As<SocketConnection>(null);
             }
 
             if (connectionAddress.Data != address)
-                _logger.Log(LogLevel.Debug, $"Connection address set to " + connectionAddress.Data);
+                _logger.ConnectionAddressSetTo(connectionAddress.Data!);
 
             // Create new socket
             var socket = CreateSocket(connectionAddress.Data!);
             var socketConnection = new SocketConnection(_logger, this, socket, address);
             socketConnection.UnhandledMessage += HandleUnhandledMessage;
+            socketConnection.ConnectRateLimitedAsync += HandleConnectRateLimitedAsync;
+            if (dedicatedRequestConnection)
+            {
+                socketConnection.DedicatedRequestConnection = new DedicatedConnectionState
+                {
+                    IsDedicatedRequestConnection = dedicatedRequestConnection,
+                    Authenticated = authenticated
+                };
+            }
 
             foreach (var ptg in PeriodicTaskRegistrations)
                 socketConnection.QueryPeriodic(ptg.Identifier, ptg.Interval, ptg.QueryDelegate, ptg.Callback);
@@ -487,21 +556,35 @@ namespace CryptoExchange.Net
         {
         }
 
+        /// <summary>
+        /// Process connect rate limited
+        /// </summary>
+        protected async virtual Task HandleConnectRateLimitedAsync()
+        {
+            if (ClientOptions.RateLimiterEnabled && RateLimiter is not null && ClientOptions.ConnectDelayAfterRateLimited is not null)
+            {
+                var retryAfter = DateTime.UtcNow.Add(ClientOptions.ConnectDelayAfterRateLimited.Value);
+                _logger.AddingRetryAfterGuard(retryAfter);
+                await RateLimiter.SetRetryAfterGuardAsync(retryAfter, RateLimiting.RateLimitItemType.Connection).ConfigureAwait(false);
+            }
+        }
+
         /// <summary>
         /// Connect a socket
         /// </summary>
         /// <param name="socketConnection">The socket to connect</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<bool>> ConnectSocketAsync(SocketConnection socketConnection)
+        protected virtual async Task<CallResult> ConnectSocketAsync(SocketConnection socketConnection)
         {
-            if (await socketConnection.ConnectAsync().ConfigureAwait(false))
+            var connectResult = await socketConnection.ConnectAsync().ConfigureAwait(false);
+            if (connectResult)
             {
                 socketConnections.TryAdd(socketConnection.SocketId, socketConnection);
-                return new CallResult<bool>(true);
+                return connectResult;
             }
 
             socketConnection.Dispose();
-            return new CallResult<bool>(new CantConnectError());
+            return connectResult;
         }
 
         /// <summary>
@@ -510,11 +593,12 @@ namespace CryptoExchange.Net
         /// <param name="address">The address to connect to</param>
         /// <returns></returns>
         protected virtual WebSocketParameters GetWebSocketParameters(string address)
-            => new(new Uri(address), ClientOptions.AutoReconnect)
+            => new(new Uri(address), ClientOptions.ReconnectPolicy)
             {
                 KeepAliveInterval = KeepAliveInterval,
                 ReconnectInterval = ClientOptions.ReconnectInterval,
-                RateLimiters = RateLimiters,
+                RateLimiter = ClientOptions.RateLimiterEnabled ? RateLimiter : null,
+                RateLimitingBehaviour = ClientOptions.RateLimitingBehaviour,
                 Proxy = ClientOptions.Proxy,
                 Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout
             };
@@ -527,7 +611,7 @@ namespace CryptoExchange.Net
         protected virtual IWebsocket CreateSocket(string address)
         {
             var socket = SocketFactory.CreateWebsocket(_logger, GetWebSocketParameters(address));
-            _logger.Log(LogLevel.Debug, $"[Sckt {socket.Id}] created for " + address);
+            _logger.SocketCreatedForAddress(socket.Id, address);
             return socket;
         }
 
@@ -553,7 +637,7 @@ namespace CryptoExchange.Net
             if (subscription == null || connection == null)
                 return false;
 
-            _logger.Log(LogLevel.Information, $"[Sckt {connection.SocketId}] unsubscribing subscription " + subscriptionId);
+            _logger.UnsubscribingSubscription(connection.SocketId, subscriptionId);
             await connection.CloseAsync(subscription).ConfigureAwait(false);
             return true;
         }
@@ -568,7 +652,7 @@ namespace CryptoExchange.Net
             if (subscription == null)
                 throw new ArgumentNullException(nameof(subscription));
 
-            _logger.Log(LogLevel.Information, $"[Sckt {subscription.SocketId}] Unsubscribing subscription  " + subscription.Id);
+            _logger.UnsubscribingSubscription(subscription.SocketId, subscription.Id);
             await subscription.CloseAsync().ConfigureAwait(false);
         }
 
@@ -582,12 +666,12 @@ namespace CryptoExchange.Net
             if (sum == 0)
                 return;
 
-            _logger.Log(LogLevel.Information, $"Unsubscribing all {socketConnections.Sum(s => s.Value.UserSubscriptionCount)} subscriptions");
+            _logger.UnsubscribingAll(socketConnections.Sum(s => s.Value.UserSubscriptionCount));
             var tasks = new List<Task>();
             {
                 var socketList = socketConnections.Values;
-                foreach (var sub in socketList)
+                foreach (var connection in socketList.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection))
-                    tasks.Add(sub.CloseAsync()); 
+                    tasks.Add(connection.CloseAsync());
             }
 
             await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
@@ -599,7 +683,7 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task ReconnectAsync()
         {
-            _logger.Log(LogLevel.Information, $"Reconnecting all {socketConnections.Count} connections");
+            _logger.ReconnectingAllConnections(socketConnections.Count);
             var tasks = new List<Task>();
             {
                 var socketList = socketConnections.Values;
@@ -610,34 +694,117 @@ namespace CryptoExchange.Net
             await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
         }
 
+        /// <inheritdoc />
+        public virtual async Task<CallResult> PrepareConnectionsAsync()
+        {
+            foreach (var item in DedicatedConnectionConfigs)
+            {
+                var socketResult = await GetSocketConnection(item.SocketAddress, item.Authenticated, true).ConfigureAwait(false);
+                if (!socketResult)
+                    return socketResult.AsDataless();
+
+                var connectResult = await ConnectIfNeededAsync(socketResult.Data, item.Authenticated).ConfigureAwait(false);
+                if (!connectResult)
+                    return new CallResult(connectResult.Error!);
+            }
+
+            return new CallResult(null);
+        }
+
+        /// <inheritdoc />
+        public override void SetOptions<T>(UpdateOptions<T> options)
+        {
+            var previousProxyIsSet = ClientOptions.Proxy != null;
+            base.SetOptions(options);
+
+            if ((!previousProxyIsSet && options.Proxy == null)
+                || !socketConnections.Any())
+            {
+                return;
+            }
+
+            _logger.LogInformation("Reconnecting websockets to apply proxy");
+
+            // Update proxy, also triggers reconnect
+            foreach (var connection in socketConnections)
+                _ = connection.Value.UpdateProxy(options.Proxy);
+        }
+
         /// <summary>
         /// Log the current state of connections and subscriptions
         /// </summary>
-        public string GetSubscriptionsState()
+        public string GetSubscriptionsState(bool includeSubDetails = true)
         {
-            var sb = new StringBuilder();
+            return GetState(includeSubDetails).ToString();
-            sb.AppendLine($"{GetType().Name}");
+        }
-            sb.AppendLine($"  Connections: {socketConnections.Count}");
+
-            sb.AppendLine($"  Subscriptions: {CurrentSubscriptions}");
+        /// <summary>
-            sb.AppendLine($"  Download speed: {IncomingKbps} kbps");
+        /// Gets the state of the client
-            foreach (var connection in socketConnections)
+        /// </summary>
+        /// <param name="includeSubDetails">True to get details for each subscription</param>
+        /// <returns></returns>
+        public SocketApiClientState GetState(bool includeSubDetails = true)
+        {
+            var connectionStates = new List<SocketConnection.SocketConnectionState>();
+            foreach (var socketIdAndConnection in socketConnections)
             {
-                sb.AppendLine($"    Id: {connection.Key}");
+                SocketConnection connection = socketIdAndConnection.Value;
-                sb.AppendLine($"    Address: {connection.Value.ConnectionUri}");
+                SocketConnection.SocketConnectionState connectionState = connection.GetState(includeSubDetails);
-                sb.AppendLine($"    Subscriptions: {connection.Value.UserSubscriptionCount}");
+                connectionStates.Add(connectionState);
-                sb.AppendLine($"    Status: {connection.Value.Status}");
+            }
-                sb.AppendLine($"    Authenticated: {connection.Value.Authenticated}");
+
-                sb.AppendLine($"    Download speed: {connection.Value.IncomingKbps} kbps");
+            return new SocketApiClientState(socketConnections.Count, CurrentSubscriptions, IncomingKbps, connectionStates);
-                sb.AppendLine($"    Subscriptions:");
+        }
-                foreach (var subscription in connection.Value.Subscriptions)
+
-                {
+        /// <summary>
-                    sb.AppendLine($"      Id: {subscription.Id}");
+        /// Get the current state of the client
-                    sb.AppendLine($"      Confirmed: {subscription.Confirmed}");
+        /// </summary>
-                    sb.AppendLine($"      Invocations: {subscription.TotalInvocations}");
+        /// <param name="Connections">Number of sockets for this client</param>
-                    sb.AppendLine($"      Identifiers: [{string.Join(", ", subscription.ListenerIdentifiers)}]");
+        /// <param name="Subscriptions">Total number of subscriptions</param>
-                }
+        /// <param name="DownloadSpeed">Total download speed</param>
+        /// <param name="ConnectionStates">State of each socket connection</param>
+        public record SocketApiClientState(
+            int Connections,
+            int Subscriptions,
+            double DownloadSpeed,
+            List<SocketConnection.SocketConnectionState> ConnectionStates)
+        {
+            /// <summary>
+            /// Print the state of the client
+            /// </summary>
+            /// <param name="sb"></param>
+            /// <returns></returns>
+            protected virtual bool PrintMembers(StringBuilder sb)
+            {
+                sb.AppendLine();
+                sb.AppendLine($"\tTotal connections: {Connections}");
+                sb.AppendLine($"\tTotal subscriptions: {Subscriptions}");
+                sb.AppendLine($"\tDownload speed: {DownloadSpeed} kbps");
+                sb.AppendLine($"\tConnections:");
+                ConnectionStates.ForEach(cs =>
+                {
+                    sb.AppendLine($"\t\tId: {cs.Id}");
+                    sb.AppendLine($"\t\tAddress: {cs.Address}");
+                    sb.AppendLine($"\t\tTotal subscriptions: {cs.Subscriptions}");
+                    sb.AppendLine($"\t\tStatus: {cs.Status}");
+                    sb.AppendLine($"\t\tAuthenticated: {cs.Authenticated}");
+                    sb.AppendLine($"\t\tDownload speed: {cs.DownloadSpeed} kbps");
+                    sb.AppendLine($"\t\tPending queries: {cs.PendingQueries}");
+                    if (cs.SubscriptionStates?.Count > 0)
+                    {
+                        sb.AppendLine($"\t\tSubscriptions:");
+                        cs.SubscriptionStates.ForEach(subState =>
+                        {
+                            sb.AppendLine($"\t\t\tId: {subState.Id}");
+                            sb.AppendLine($"\t\t\tConfirmed: {subState.Confirmed}");
+                            sb.AppendLine($"\t\t\tInvocations: {subState.Invocations}");
+                            sb.AppendLine($"\t\t\tIdentifiers: [{string.Join(",", subState.Identifiers)}]");
+                        });
+                    }
+                });
+
+                return true;
             }
-            return sb.ToString();
         }
 
         /// <summary>
@@ -646,11 +813,18 @@ namespace CryptoExchange.Net
         public override void Dispose()
         {
             _disposing = true;
-            if (socketConnections.Sum(s => s.Value.UserSubscriptionCount) > 0)
+            var tasks = new List<Task>();
             {
-                _logger.Log(LogLevel.Debug, "Disposing socket client, closing all subscriptions");
+                var socketList = socketConnections.Values.Where(x => x.UserSubscriptionCount > 0 || x.Connected);
-                _ = UnsubscribeAllAsync();
+                if (socketList.Any())
+                    _logger.DisposingSocketClient();
+
+                foreach (var connection in socketList)
+                {
+                    tasks.Add(connection.CloseAsync());
+                }
             }
+
             semaphoreSlim?.Dispose();
             base.Dispose();
         }
@@ -665,9 +839,10 @@ namespace CryptoExchange.Net
         /// <summary>
         /// Preprocess a stream message
         /// </summary>
+        /// <param name="connection"></param>
         /// <param name="type"></param>
-        /// <param name="stream"></param>
+        /// <param name="data"></param>
         /// <returns></returns>
-        public virtual Stream PreprocessStreamMessage(WebSocketMessageType type, Stream stream) => stream;
+        public virtual ReadOnlyMemory<byte> PreprocessStreamMessage(SocketConnection connection, WebSocketMessageType type, ReadOnlyMemory<byte> data) => data;
     }
 }

CryptoExchange.Net/Converters/ArrayPropertyAttribute.cs

@@ -0,0 +1,25 @@
+using System;
+
+namespace CryptoExchange.Net.Converters
+{
+    /// <summary>
+    /// Mark property as an index in the array
+    /// </summary>
+    [AttributeUsage(AttributeTargets.Property)]
+    public class ArrayPropertyAttribute : Attribute
+    {
+        /// <summary>
+        /// The index in the array
+        /// </summary>
+        public int Index { get; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="index"></param>
+        public ArrayPropertyAttribute(int index)
+        {
+            Index = index;
+        }
+    }
+}

CryptoExchange.Net/Converters/JsonNet/ArrayConverter.cs

@@ -8,7 +8,7 @@ using CryptoExchange.Net.Attributes;
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
 
-namespace CryptoExchange.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Converter for arrays to objects. Can deserialize data like [0.1, 0.2, "test"] to an object. Mapping is done by marking the class with [JsonConverter(typeof(ArrayConverter))] and the properties
@@ -36,7 +36,7 @@ namespace CryptoExchange.Net.Converters
 
             var result = Activator.CreateInstance(objectType);
             var arr = JArray.Load(reader);
-            return ParseObject(arr, result, objectType);
+            return ParseObject(arr, result!, objectType);
         }
 
         private static object ParseObject(JArray arr, object result, Type objectType)
@@ -58,25 +58,25 @@ namespace CryptoExchange.Net.Converters
                     var count = 0;
                     if (innerArray.Count == 0)
                     {
-                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 0 });
+                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 0 })!;
                         property.SetValue(result, arrayResult);
                     }
                     else if (innerArray[0].Type == JTokenType.Array)
                     {
-                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { innerArray.Count });
+                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { innerArray.Count })!;
                         foreach (var obj in innerArray)
                         {
                             var innerObj = Activator.CreateInstance(objType!);
-                            arrayResult[count] = ParseObject((JArray)obj, innerObj, objType!);
+                            arrayResult[count] = ParseObject((JArray)obj, innerObj!, objType!);
                             count++;
                         }
                         property.SetValue(result, arrayResult);
                     }
                     else
                     {
-                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 1 });
+                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 1 })!;
                         var innerObj = Activator.CreateInstance(objType!);
-                        arrayResult[0] = ParseObject(innerArray, innerObj, objType!);
+                        arrayResult[0] = ParseObject(innerArray, innerObj!, objType!);
                         property.SetValue(result, arrayResult);
                     }
                     continue;
@@ -88,7 +88,7 @@ namespace CryptoExchange.Net.Converters
                 object? value;
                 if (converterAttribute != null)
                 {
-                    value = arr[attribute.Index].ToObject(property.PropertyType, new JsonSerializer {Converters = {(JsonConverter) Activator.CreateInstance(converterAttribute.ConverterType)}});
+                    value = arr[attribute.Index].ToObject(property.PropertyType, new JsonSerializer {Converters = {(JsonConverter) Activator.CreateInstance(converterAttribute.ConverterType)!}});
                 }
                 else if (conversionAttribute != null)
                 {
@@ -120,7 +120,7 @@ namespace CryptoExchange.Net.Converters
                     }
                     else if ((property.PropertyType == typeof(decimal)
                      || property.PropertyType == typeof(decimal?))
-                     && (value != null && value.ToString().IndexOf("e", StringComparison.OrdinalIgnoreCase) >= 0))
+                     && (value != null && value.ToString()!.IndexOf("e", StringComparison.OrdinalIgnoreCase) >= 0))
                     {
                         var v = value.ToString();
                         if (decimal.TryParse(v, NumberStyles.Float, CultureInfo.InvariantCulture, out var dec))
@@ -164,7 +164,7 @@ namespace CryptoExchange.Net.Converters
                 last = arrayProp.Index;
                 var converterAttribute = GetCustomAttribute<JsonConverterAttribute>(prop);
                 if (converterAttribute != null)
-                    writer.WriteRawValue(JsonConvert.SerializeObject(prop.GetValue(value), (JsonConverter)Activator.CreateInstance(converterAttribute.ConverterType)));
+                    writer.WriteRawValue(JsonConvert.SerializeObject(prop.GetValue(value), (JsonConverter)Activator.CreateInstance(converterAttribute.ConverterType)!));
                 else if (!IsSimple(prop.PropertyType))
                     serializer.Serialize(writer, prop.GetValue(value));
                 else
@@ -187,30 +187,9 @@ namespace CryptoExchange.Net.Converters
         }
 
         private static T? GetCustomAttribute<T>(MemberInfo memberInfo) where T : Attribute =>
-            (T?)_attributeByMemberInfoAndTypeCache.GetOrAdd((memberInfo, typeof(T)), tuple => memberInfo.GetCustomAttribute(typeof(T)));
+            (T?)_attributeByMemberInfoAndTypeCache.GetOrAdd((memberInfo, typeof(T)), tuple => memberInfo.GetCustomAttribute(typeof(T))!);
 
         private static T? GetCustomAttribute<T>(Type type) where T : Attribute =>
-            (T?)_attributeByTypeAndTypeCache.GetOrAdd((type, typeof(T)), tuple => type.GetCustomAttribute(typeof(T)));
+            (T?)_attributeByTypeAndTypeCache.GetOrAdd((type, typeof(T)), tuple => type.GetCustomAttribute(typeof(T))!);
-    }
-
-    /// <summary>
-    /// Mark property as an index in the array
-    /// </summary>
-    [AttributeUsage(AttributeTargets.Property)]
-    public class ArrayPropertyAttribute: Attribute
-    {
-        /// <summary>
-        /// The index in the array
-        /// </summary>
-        public int Index { get; }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="index"></param>
-        public ArrayPropertyAttribute(int index)
-        {
-            Index = index;
-        }
     }
 }

CryptoExchange.Net/Converters/JsonNet/BaseConverter.cs

@@ -4,7 +4,7 @@ using System.Diagnostics;
 using System.Linq;
 using Newtonsoft.Json;
 
-namespace CryptoExchange.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Base class for enum converters

CryptoExchange.Net/Converters/JsonNet/BigDecimalConverter.cs

@@ -0,0 +1,62 @@
+using System;
+using System.Globalization;
+using Newtonsoft.Json;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <summary>
+    /// Decimal converter that handles overflowing decimal values (by setting it to decimal.MaxValue)
+    /// </summary>
+    public class BigDecimalConverter : JsonConverter
+    {
+        /// <inheritdoc />
+        public override bool CanConvert(Type objectType)
+        {
+            if (Nullable.GetUnderlyingType(objectType) != null)
+                return Nullable.GetUnderlyingType(objectType) == typeof(decimal);
+            return objectType == typeof(decimal);
+        }
+
+        /// <inheritdoc />
+        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
+        {
+            if (reader.TokenType == JsonToken.Null)
+                return null;
+
+            if (reader.TokenType == JsonToken.Float || reader.TokenType == JsonToken.Integer)
+            {
+                try
+                {
+                    return decimal.Parse(reader.Value!.ToString()!, NumberStyles.Float, CultureInfo.InvariantCulture);
+                }
+                catch (OverflowException) 
+                {
+                    // Value doesn't fit decimal; set it to max value
+                    return decimal.MaxValue;
+                }
+            }
+
+            if (reader.TokenType == JsonToken.String)
+            {
+                try
+                {
+                    var value = reader.Value!.ToString()!;
+                    return decimal.Parse(value, NumberStyles.Float, CultureInfo.InvariantCulture);
+                }
+                catch (OverflowException)
+                {
+                    // Value doesn't fit decimal; set it to max value
+                    return decimal.MaxValue;
+                }
+            }
+
+            return null;
+        }
+
+        /// <inheritdoc />
+        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
+        {
+            writer.WriteValue(value);
+        }
+    }
+}

CryptoExchange.Net/Converters/JsonNet/BoolConverter.cs

@@ -1,7 +1,7 @@
 using System;
 using Newtonsoft.Json;
 
-namespace CryptoExchange.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Boolean converter with support for "0"/"1" (strings)
@@ -34,7 +34,7 @@ namespace CryptoExchange.Net.Converters
         /// </returns>
         public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
         {
-            var value = reader.Value?.ToString().ToLower().Trim();
+            var value = reader.Value?.ToString()!.ToLower().Trim();
             if (value == null || value == "")
             {
                 if (Nullable.GetUnderlyingType(objectType) != null)

CryptoExchange.Net/Converters/JsonNet/DateTimeConverter.cs

@@ -4,7 +4,7 @@ using System.Diagnostics;
 using System.Diagnostics.CodeAnalysis;
 using System.Globalization;
 
-namespace CryptoExchange.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Datetime converter. Supports converting from string/long/double to DateTime and back. Numbers are assumed to be the time since 1970-01-01.
@@ -26,21 +26,20 @@ namespace CryptoExchange.Net.Converters
         public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
         {
             if (reader.Value == null)
+            {
+                if (objectType == typeof(DateTime))
+                    return default(DateTime);
+
                 return null;
+            }
 
             if(reader.TokenType is JsonToken.Integer)
             {
                 var longValue = (long)reader.Value;
                 if (longValue == 0 || longValue == -1)
                     return objectType == typeof(DateTime) ? default(DateTime): null;
-                if (longValue < 19999999999)
+
-                    return ConvertFromSeconds(longValue);
+                return ParseFromLong(longValue);
-                if (longValue < 19999999999999)
-                    return ConvertFromMilliseconds(longValue);
-                if (longValue < 19999999999999999)
-                    return ConvertFromMicroseconds(longValue);
-                
-                return ConvertFromNanoseconds(longValue);
             }
             else if (reader.TokenType is JsonToken.Float)
             {
@@ -56,9 +55,6 @@ namespace CryptoExchange.Net.Converters
             else if(reader.TokenType is JsonToken.String)
             {
                 var stringValue = (string)reader.Value;
-                if (string.IsNullOrWhiteSpace(stringValue))
-                    return null;
-
                 if (string.IsNullOrWhiteSpace(stringValue)
                     || stringValue == "-1"
                     || (double.TryParse(stringValue, out var doubleVal) && doubleVal == 0))
@@ -66,61 +62,7 @@ namespace CryptoExchange.Net.Converters
                     return objectType == typeof(DateTime) ? default(DateTime) : null;
                 }
 
-                if (stringValue.Length == 8)
+                return ParseFromString(stringValue);
-                {
-                    // Parse 20211103 format
-                    if (!int.TryParse(stringValue.Substring(0, 4), out var year)
-                        || !int.TryParse(stringValue.Substring(4, 2), out var month)
-                        || !int.TryParse(stringValue.Substring(6, 2), out var day))
-                    {
-                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + reader.Value);
-                        return default;
-                    }
-                    return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
-                }
-
-                if (stringValue.Length == 6)
-                {
-                    // Parse 211103 format
-                    if (!int.TryParse(stringValue.Substring(0, 2), out var year)
-                        || !int.TryParse(stringValue.Substring(2, 2), out var month)
-                        || !int.TryParse(stringValue.Substring(4, 2), out var day))
-                    {
-                        Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + reader.Value);
-                        return default;
-                    }
-                    return new DateTime(year + 2000, month, day, 0, 0, 0, DateTimeKind.Utc);
-                }
-
-                if (double.TryParse(stringValue, NumberStyles.Float, CultureInfo.InvariantCulture, out var doubleValue))
-                {
-                    // Parse 1637745563.000 format
-                    if (doubleValue < 19999999999)
-                        return ConvertFromSeconds(doubleValue);
-                    if (doubleValue < 19999999999999)
-                        return ConvertFromMilliseconds((long)doubleValue);
-                    if (doubleValue < 19999999999999999)
-                        return ConvertFromMicroseconds((long)doubleValue);
-
-                    return ConvertFromNanoseconds((long)doubleValue);
-                }
-
-                if(stringValue.Length == 10)
-                {
-                    // Parse 2021-11-03 format
-                    var values = stringValue.Split('-');
-                    if(!int.TryParse(values[0], out var year)
-                        || !int.TryParse(values[1], out var month)
-                        || !int.TryParse(values[2], out var day))
-                    {
-                        Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + reader.Value);
-                        return default;
-                    }
-
-                    return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
-                }
-
-                return DateTime.Parse(stringValue, CultureInfo.InvariantCulture, DateTimeStyles.AdjustToUniversal | DateTimeStyles.AssumeUniversal);
             }
             else if(reader.TokenType == JsonToken.Date)
             {
@@ -133,6 +75,102 @@ namespace CryptoExchange.Net.Converters
             }
         }
 
+        /// <summary>
+        /// Parse a long value to datetime
+        /// </summary>
+        /// <param name="longValue"></param>
+        /// <returns></returns>
+        public static DateTime ParseFromLong(long longValue)
+        {
+            if (longValue < 19999999999)
+                return ConvertFromSeconds(longValue);
+            if (longValue < 19999999999999)
+                return ConvertFromMilliseconds(longValue);
+            if (longValue < 19999999999999999)
+                return ConvertFromMicroseconds(longValue);
+
+            return ConvertFromNanoseconds(longValue);
+        }
+
+        /// <summary>
+        /// Parse a string value to datetime
+        /// </summary>
+        /// <param name="stringValue"></param>
+        /// <returns></returns>
+        public static DateTime ParseFromString(string stringValue)
+        {
+            if (stringValue.Length == 12 && stringValue.StartsWith("202"))
+            {
+                // Parse 202303261200 format
+                if (!int.TryParse(stringValue.Substring(0, 4), out var year)
+                    || !int.TryParse(stringValue.Substring(4, 2), out var month)
+                    || !int.TryParse(stringValue.Substring(6, 2), out var day)
+                    || !int.TryParse(stringValue.Substring(8, 2), out var hour)
+                    || !int.TryParse(stringValue.Substring(10, 2), out var minute))
+                {
+                    Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                    return default;
+                }
+                return new DateTime(year, month, day, hour, minute, 0, DateTimeKind.Utc);
+            }
+
+            if (stringValue.Length == 8)
+            {
+                // Parse 20211103 format
+                if (!int.TryParse(stringValue.Substring(0, 4), out var year)
+                    || !int.TryParse(stringValue.Substring(4, 2), out var month)
+                    || !int.TryParse(stringValue.Substring(6, 2), out var day))
+                {
+                    Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                    return default;
+                }
+                return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
+            }
+
+            if (stringValue.Length == 6)
+            {
+                // Parse 211103 format
+                if (!int.TryParse(stringValue.Substring(0, 2), out var year)
+                    || !int.TryParse(stringValue.Substring(2, 2), out var month)
+                    || !int.TryParse(stringValue.Substring(4, 2), out var day))
+                {
+                    Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                    return default;
+                }
+                return new DateTime(year + 2000, month, day, 0, 0, 0, DateTimeKind.Utc);
+            }
+
+            if (double.TryParse(stringValue, NumberStyles.Float, CultureInfo.InvariantCulture, out var doubleValue))
+            {
+                // Parse 1637745563.000 format
+                if (doubleValue < 19999999999)
+                    return ConvertFromSeconds(doubleValue);
+                if (doubleValue < 19999999999999)
+                    return ConvertFromMilliseconds((long)doubleValue);
+                if (doubleValue < 19999999999999999)
+                    return ConvertFromMicroseconds((long)doubleValue);
+
+                return ConvertFromNanoseconds((long)doubleValue);
+            }
+
+            if (stringValue.Length == 10)
+            {
+                // Parse 2021-11-03 format
+                var values = stringValue.Split('-');
+                if (!int.TryParse(values[0], out var year)
+                    || !int.TryParse(values[1], out var month)
+                    || !int.TryParse(values[2], out var day))
+                {
+                    Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                    return default;
+                }
+
+                return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
+            }
+
+            return DateTime.Parse(stringValue, CultureInfo.InvariantCulture, DateTimeStyles.AdjustToUniversal | DateTimeStyles.AssumeUniversal);
+        }
+
         /// <summary>
         /// Convert a seconds since epoch (01-01-1970) value to DateTime
         /// </summary>

CryptoExchange.Net/Converters/JsonNet/DecimalStringWriterConverter.cs

@@ -2,7 +2,7 @@
 using System;
 using System.Globalization;
 
-namespace Kraken.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Converter for serializing decimal values as string
@@ -14,7 +14,7 @@ namespace Kraken.Net.Converters
 
         /// <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)
         {

CryptoExchange.Net/Converters/JsonNet/EnumConverter.cs

@@ -7,7 +7,7 @@ using System.Diagnostics;
 using System.Diagnostics.CodeAnalysis;
 using System.Linq;
 
-namespace CryptoExchange.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Converter for enum values. Enums entries should be noted with a MapAttribute to map the enum value to a string value

CryptoExchange.Net/Converters/JsonNet/JsonNetMessageAccessor.cs

@@ -0,0 +1,338 @@
+using CryptoExchange.Net.Converters.MessageParsing;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Linq;
+using System.Runtime.InteropServices;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <summary>
+    /// Json.Net message accessor
+    /// </summary>
+    public abstract class JsonNetMessageAccessor : IMessageAccessor
+    {
+        /// <summary>
+        /// The json token loaded
+        /// </summary>
+        protected JToken? _token;
+        private static readonly JsonSerializer _serializer = JsonSerializer.Create(SerializerOptions.WithConverters);
+
+        /// <inheritdoc />
+        public bool IsJson { get; protected set; }
+
+        /// <inheritdoc />
+        public abstract bool OriginalDataAvailable { get; }
+
+        /// <inheritdoc />
+        public object? Underlying => _token;
+
+        /// <inheritdoc />
+        public CallResult<object> Deserialize(Type type, MessagePath? path = null)
+        {
+            if (!IsJson)
+                return new CallResult<object>(GetOriginalString());
+
+            var source = _token;
+            if (path != null)
+                source = GetPathNode(path.Value);
+
+            try
+            {
+                var result = source!.ToObject(type, _serializer)!;
+                return new CallResult<object>(result);
+            }
+            catch (JsonReaderException jre)
+            {
+                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (JsonSerializationException jse)
+            {
+                var info = $"Deserialize JsonSerializationException: {jse.Message}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (Exception ex)
+            {
+                var exceptionInfo = ex.ToLogString();
+                var info = $"Deserialize Unknown Exception: {exceptionInfo}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+        }
+
+        /// <inheritdoc />
+        public CallResult<T> Deserialize<T>(MessagePath? path = null)
+        {
+            var source = _token;
+            if (path != null)
+                source = GetPathNode(path.Value);
+
+            try
+            {
+                var result = source!.ToObject<T>(_serializer)!;
+                return new CallResult<T>(result);
+            }
+            catch (JsonReaderException jre)
+            {
+                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (JsonSerializationException jse)
+            {
+                var info = $"Deserialize JsonSerializationException: {jse.Message}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (Exception ex)
+            {
+                var exceptionInfo = ex.ToLogString();
+                var info = $"Deserialize Unknown Exception: {exceptionInfo}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType()
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            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)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            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)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            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)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            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)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var currentToken = _token;
+            foreach (var node in path)
+            {
+                if (node.Type == 0)
+                {
+                    // Int value
+                    var val = node.Index!.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[node.Property!];
+                }
+                else
+                {
+                    // Property name
+                    if (currentToken!.Type != JTokenType.Object)
+                        return null;
+
+                    currentToken = (currentToken.First as JProperty)?.Name;
+                }
+
+                if (currentToken == null)
+                    return null;
+            }
+
+            return currentToken;
+        }
+
+        /// <inheritdoc />
+        public abstract string GetOriginalString();
+
+        /// <inheritdoc />
+        public abstract void Clear();
+    }
+
+    /// <summary>
+    /// Json.Net stream message accessor
+    /// </summary>
+    public class JsonNetStreamMessageAccessor : JsonNetMessageAccessor, IStreamMessageAccessor
+    {
+        private Stream? _stream;
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => _stream?.CanSeek == true;
+
+        /// <inheritdoc />
+        public async Task<CallResult> Read(Stream stream, bool bufferStream)
+        {
+            if (bufferStream && stream is not MemoryStream)
+            {
+                // We need to be buffer the stream, and it's not currently a seekable stream, so copy it to a new memory stream
+                _stream = new MemoryStream();
+                stream.CopyTo(_stream);
+                _stream.Position = 0;
+            }
+            else if (bufferStream)
+            {
+                // We need to buffer the stream, and the current stream is seekable, store as is
+                _stream = stream;
+            }
+            else
+            {
+                // We don't need to buffer the stream, so don't bother keeping the reference
+            }
+
+            var readStream = _stream ?? stream;
+            var length = readStream.CanSeek ? readStream.Length : 4096;
+            using var reader = new StreamReader(readStream, Encoding.UTF8, false, (int)Math.Max(2, length), true);
+            using var jsonTextReader = new JsonTextReader(reader);
+
+            try
+            {
+                _token = await JToken.LoadAsync(jsonTextReader).ConfigureAwait(false);
+                IsJson = true;
+                return new CallResult(null);
+            }
+            catch (Exception ex)
+            {
+                // Not a json message
+                IsJson = false;
+                return new CallResult(new ServerError("JsonError: " + ex.Message));
+            }
+
+        }
+        /// <inheritdoc />
+        public override string GetOriginalString()
+        {
+            if (_stream is null)
+                throw new NullReferenceException("Stream not initialized");
+
+            _stream.Position = 0;
+            using var textReader = new StreamReader(_stream, Encoding.UTF8, false, 1024, true);
+            return textReader.ReadToEnd();
+        }
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _stream?.Dispose();
+            _stream = null;
+            _token = null;
+        }
+
+    }
+
+    /// <summary>
+    /// Json.Net byte message accessor
+    /// </summary>
+    public class JsonNetByteMessageAccessor : JsonNetMessageAccessor, IByteMessageAccessor
+    {
+        private ReadOnlyMemory<byte> _bytes;
+
+        /// <inheritdoc />
+        public CallResult Read(ReadOnlyMemory<byte> data)
+        {
+            _bytes = data;
+
+            // Try getting the underlying byte[] instead of the ToArray to prevent creating a copy
+            using var stream = MemoryMarshal.TryGetArray(data, out var arraySegment)
+                ? new MemoryStream(arraySegment.Array!, arraySegment.Offset, arraySegment.Count)
+                : new MemoryStream(data.ToArray());
+            using var reader = new StreamReader(stream, Encoding.UTF8, false, Math.Max(2, data.Length), true);
+            using var jsonTextReader = new JsonTextReader(reader);
+
+            try
+            {
+                _token = JToken.Load(jsonTextReader);
+                IsJson = true;
+                return new CallResult(null);
+            }
+            catch (Exception ex)
+            {
+                // Not a json message
+                IsJson = false;
+                return new CallResult(new ServerError("JsonError: " + ex.Message));
+            }
+        }
+
+        /// <inheritdoc />
+        public override string GetOriginalString() =>
+            // Netstandard 2.0 doesn't support GetString from a ReadonlySpan<byte>, so use ToArray there instead
+#if NETSTANDARD2_0
+            Encoding.UTF8.GetString(_bytes.ToArray());
+#else
+            Encoding.UTF8.GetString(_bytes.Span);
+#endif
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => true;
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _bytes = null;
+            _token = null;
+        }
+    }
+}

CryptoExchange.Net/Converters/JsonNet/JsonNetMessageSerializer.cs

@@ -1,10 +1,10 @@
-using CryptoExchange.Net.Sockets.MessageParsing.Interfaces;
+using CryptoExchange.Net.Interfaces;
 using Newtonsoft.Json;
 
-namespace CryptoExchange.Net.Sockets.MessageParsing
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <inheritdoc />
-    public class JsonNetSerializer : IMessageSerializer
+    public class JsonNetMessageSerializer : IMessageSerializer
     {
         /// <inheritdoc />
         public string Serialize(object message) => JsonConvert.SerializeObject(message, Formatting.None);

CryptoExchange.Net/Converters/JsonNet/SerializerOptions.cs

@@ -1,7 +1,7 @@
 using Newtonsoft.Json;
 using System.Globalization;
 
-namespace CryptoExchange.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Serializer options

CryptoExchange.Net/Converters/MessageParsing/MessageNode.cs

@@ -1,4 +1,4 @@
-namespace CryptoExchange.Net.Sockets.MessageParsing
+namespace CryptoExchange.Net.Converters.MessageParsing
 {
     /// <summary>
     /// Node accessor
@@ -6,17 +6,23 @@
     public struct NodeAccessor
     {
         /// <summary>
-        /// Value
+        /// Index
         /// </summary>
-        public object? Value { get; }
+        public int? Index { get; }
+        /// <summary>
+        /// Property name
+        /// </summary>
+        public string? Property { get; }
+
         /// <summary>
         /// Type (0 = int, 1 = string, 2 = prop name)
         /// </summary>
         public int Type { get; }
 
-        private NodeAccessor(object? value, int type)
+        private NodeAccessor(int? index, string? property, int type)
         {
-            Value = value;
+            Index = index;
+            Property = property;
             Type = type;
         }
 
@@ -25,20 +31,19 @@
         /// </summary>
         /// <param name="value"></param>
         /// <returns></returns>
-        public static NodeAccessor Int(int value) { return new NodeAccessor(value, 0); }
+        public static NodeAccessor Int(int value) { return new NodeAccessor(value, null, 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); }
+        public static NodeAccessor String(string value) { return new NodeAccessor(null, value, 1); }
 
         /// <summary>
         /// Create a property name node accessor
         /// </summary>
         /// <returns></returns>
-        public static NodeAccessor PropertyName() { return new NodeAccessor(null, 2); }
+        public static NodeAccessor PropertyName() { return new NodeAccessor(null, null, 2); }
     }
-
 }

CryptoExchange.Net/Converters/MessageParsing/MessagePath.cs

@@ -1,7 +1,7 @@
 using System.Collections;
 using System.Collections.Generic;
 
-namespace CryptoExchange.Net.Sockets.MessageParsing
+namespace CryptoExchange.Net.Converters.MessageParsing
 {
     /// <summary>
     /// Message access definition

CryptoExchange.Net/Converters/MessageParsing/MessagePathExtension.cs

@@ -1,4 +1,4 @@
-namespace CryptoExchange.Net.Sockets.MessageParsing
+namespace CryptoExchange.Net.Converters.MessageParsing
 {
     /// <summary>
     /// Message path extension methods

CryptoExchange.Net/Converters/MessageParsing/NodeType.cs

@@ -1,4 +1,4 @@
-namespace CryptoExchange.Net.Sockets.MessageParsing
+namespace CryptoExchange.Net.Converters.MessageParsing
 {
     /// <summary>
     /// Message node type

CryptoExchange.Net/Converters/SystemTextJson/ArrayConverter.cs

@@ -0,0 +1,228 @@
+using System;
+using System.Collections.Concurrent;
+using System.Globalization;
+using System.Linq;
+using System.Reflection;
+using System.Text.Json.Serialization;
+using System.Text.Json;
+using CryptoExchange.Net.Attributes;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Converter for arrays to objects. Can deserialize data like [0.1, 0.2, "test"] to an object. Mapping is done by marking the class with [JsonConverter(typeof(ArrayConverter))] and the properties
+    /// with [ArrayProperty(x)] where x is the index of the property in the array
+    /// </summary>
+    public class ArrayConverter : JsonConverterFactory
+    {
+        /// <inheritdoc />
+        public override bool CanConvert(Type typeToConvert) => true;
+
+        /// <inheritdoc />
+        public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
+        {
+            Type converterType = typeof(ArrayConverterInner<>).MakeGenericType(typeToConvert);
+            return (JsonConverter)Activator.CreateInstance(converterType)!;
+        }
+
+        private class ArrayPropertyInfo
+        {
+            public PropertyInfo PropertyInfo { get; set; } = null!;
+            public ArrayPropertyAttribute ArrayProperty { get; set; } = null!;
+            public Type? JsonConverterType { get; set; }
+            public bool DefaultDeserialization { get; set; }
+            public Type TargetType { get; set; } = null!;
+        }
+
+        private class ArrayConverterInner<T> : JsonConverter<T>
+        {
+            private static readonly ConcurrentDictionary<Type, List<ArrayPropertyInfo>> _typeAttributesCache = new ConcurrentDictionary<Type, List<ArrayPropertyInfo>>();
+            private static readonly ConcurrentDictionary<Type, JsonSerializerOptions> _converterOptionsCache = new ConcurrentDictionary<Type, JsonSerializerOptions>();
+
+            public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            {
+                if (value == null)
+                {
+                    writer.WriteNullValue();
+                    return;
+                }
+
+                writer.WriteStartArray();
+
+                var valueType = value.GetType();
+                if (!_typeAttributesCache.TryGetValue(valueType, out var typeAttributes))
+                    typeAttributes = CacheTypeAttributes(valueType);
+
+                var ordered = typeAttributes.Where(x => x.ArrayProperty != null).OrderBy(p => p.ArrayProperty.Index);
+                var last = -1;
+                foreach (var prop in ordered)
+                {
+                    if (prop.ArrayProperty.Index == last)
+                        continue;
+
+                    while (prop.ArrayProperty.Index != last + 1)
+                    {
+                        writer.WriteNullValue();
+                        last += 1;
+                    }
+
+                    last = prop.ArrayProperty.Index;
+
+                    var objValue = prop.PropertyInfo.GetValue(value);
+                    if (objValue == null)
+                    {
+                        writer.WriteNullValue();
+                        continue;
+                    }
+
+                    JsonSerializerOptions? typeOptions = null;
+                    if (prop.JsonConverterType != null)
+                    {
+                        var converter = (JsonConverter)Activator.CreateInstance(prop.JsonConverterType)!;
+                        typeOptions = new JsonSerializerOptions();
+                        typeOptions.Converters.Clear();
+                        typeOptions.Converters.Add(converter);
+                    }
+
+                    if (prop.JsonConverterType == null && IsSimple(prop.PropertyInfo.PropertyType))
+                    {
+                        if (prop.PropertyInfo.PropertyType == typeof(string))
+                            writer.WriteStringValue(Convert.ToString(objValue, CultureInfo.InvariantCulture));
+                        else if(prop.PropertyInfo.PropertyType.IsEnum)
+                            writer.WriteStringValue(EnumConverter.GetString(objValue));
+                        else if (prop.PropertyInfo.PropertyType == typeof(bool))
+                            writer.WriteBooleanValue((bool)objValue);
+                        else
+                            writer.WriteRawValue(Convert.ToString(objValue, CultureInfo.InvariantCulture)!);
+                    }
+                    else
+                    {
+                        JsonSerializer.Serialize(writer, objValue, typeOptions ?? options);
+                    }
+                }
+
+                writer.WriteEndArray();
+            }
+
+            /// <inheritdoc />
+            public override T? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+            {
+                if (reader.TokenType == JsonTokenType.Null)
+                    return default;
+
+                var result = Activator.CreateInstance(typeToConvert)!;
+                return (T)ParseObject(ref reader, result, typeToConvert, options);
+            }
+
+            private static bool IsSimple(Type type)
+            {
+                if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Nullable<>))
+                {
+                    // nullable type, check if the nested type is simple.
+                    return IsSimple(type.GetGenericArguments()[0]);
+                }
+                return type.IsPrimitive
+                  || type.IsEnum
+                  || type == typeof(string)
+                  || type == typeof(decimal);
+            }
+
+            private static List<ArrayPropertyInfo> CacheTypeAttributes(Type type)
+            {
+                var attributes = new List<ArrayPropertyInfo>();
+                var properties = type.GetProperties();
+                foreach (var property in properties)
+                {
+                    var att = property.GetCustomAttribute<ArrayPropertyAttribute>();
+                    if (att == null)
+                        continue;
+
+                    attributes.Add(new ArrayPropertyInfo
+                    {
+                        ArrayProperty = att,
+                        PropertyInfo = property,
+                        DefaultDeserialization = property.GetCustomAttribute<JsonConversionAttribute>() != null,
+                        JsonConverterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType ?? property.PropertyType.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType,
+                        TargetType = Nullable.GetUnderlyingType(property.PropertyType) ?? property.PropertyType
+                    });
+                }
+
+                _typeAttributesCache.TryAdd(type, attributes);
+                return attributes;
+            }
+
+            private static object ParseObject(ref Utf8JsonReader reader, object result, Type objectType, JsonSerializerOptions options)
+            {
+                if (reader.TokenType != JsonTokenType.StartArray)
+                    throw new Exception("Not an array");
+
+                if (!_typeAttributesCache.TryGetValue(objectType, out var attributes))
+                    attributes = CacheTypeAttributes(objectType);
+
+                int index = 0;
+                while (reader.Read())
+                {
+                    if (reader.TokenType == JsonTokenType.EndArray)
+                        break;
+
+                    var indexAttributes = attributes.Where(a => a.ArrayProperty.Index == index);
+                    if (!indexAttributes.Any())
+                    {
+                        index++;
+                        continue;
+                    }
+
+                    foreach (var attribute in indexAttributes)
+                    {
+                        var targetType = attribute.TargetType;
+                        object? value = null;
+                        if (attribute.JsonConverterType != null)
+                        {
+                            if (!_converterOptionsCache.TryGetValue(attribute.JsonConverterType, out var newOptions))
+                            {
+                                var converter = (JsonConverter)Activator.CreateInstance(attribute.JsonConverterType)!;
+                                newOptions = new JsonSerializerOptions
+                                {
+                                    NumberHandling = SerializerOptions.WithConverters.NumberHandling,
+                                    PropertyNameCaseInsensitive = SerializerOptions.WithConverters.PropertyNameCaseInsensitive,
+                                    Converters = { converter },
+                                };
+                                _converterOptionsCache.TryAdd(attribute.JsonConverterType, newOptions);
+                            }
+
+                            value = JsonDocument.ParseValue(ref reader).Deserialize(attribute.PropertyInfo.PropertyType, newOptions);
+                        }
+                        else if (attribute.DefaultDeserialization)
+                        {
+                            // Use default deserialization
+                            value = JsonDocument.ParseValue(ref reader).Deserialize(attribute.PropertyInfo.PropertyType, SerializerOptions.WithConverters);
+                        }
+                        else
+                        {
+                            value = reader.TokenType switch
+                            {
+                                JsonTokenType.Null => null,
+                                JsonTokenType.False => false,
+                                JsonTokenType.True => true,
+                                JsonTokenType.String => reader.GetString(),
+                                JsonTokenType.Number => reader.GetDecimal(),
+                                JsonTokenType.StartObject => JsonSerializer.Deserialize(ref reader, attribute.TargetType, options),
+                                _ => throw new NotImplementedException($"Array deserialization of type {reader.TokenType} not supported"),
+                            };
+                        }
+
+                        if (targetType.IsAssignableFrom(value?.GetType()))
+                            attribute.PropertyInfo.SetValue(result, value);
+                        else
+                            attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, targetType, CultureInfo.InvariantCulture));
+                    }
+
+                    index++;
+                }
+
+                return result;
+            }
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/BigDecimalConverter.cs

@@ -0,0 +1,46 @@
+using System;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Decimal converter that handles overflowing decimal values (by setting it to decimal.MaxValue)
+    /// </summary>
+    public class BigDecimalConverter : JsonConverter<decimal>
+    {
+        /// <inheritdoc />
+        public override decimal Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            if (reader.TokenType == JsonTokenType.String)
+            {
+                try
+                {
+                    return decimal.Parse(reader.GetString()!, NumberStyles.Float, CultureInfo.InvariantCulture);
+                }
+                catch(OverflowException)
+                {
+                    // Value doesn't fit decimal, default to max value
+                    return decimal.MaxValue;
+                }
+            }
+
+            try
+            {
+                return reader.GetDecimal();
+            }
+            catch(FormatException)
+            {
+                // Format issue, assume value is too large
+                return decimal.MaxValue;
+            }
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, decimal value, JsonSerializerOptions options)
+        {
+            writer.WriteNumberValue(value);
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/BoolConverter.cs

@@ -0,0 +1,85 @@
+using System;
+using System.Diagnostics;
+using System.Runtime.Serialization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Bool converter
+    /// </summary>
+    public class BoolConverter : JsonConverterFactory
+    {
+        /// <inheritdoc />
+        public override bool CanConvert(Type typeToConvert)
+        {
+            return typeToConvert == typeof(bool) || typeToConvert == typeof(bool?);
+        }
+
+        /// <inheritdoc />
+        public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
+        {
+            Type converterType = typeof(BoolConverterInner<>).MakeGenericType(typeToConvert);
+            return (JsonConverter)Activator.CreateInstance(converterType)!;
+        }
+
+        private class BoolConverterInner<T> : JsonConverter<T>
+        {
+            public override T Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+                => (T)((object?)ReadBool(ref reader, typeToConvert, options) ?? default(T))!;
+            
+            public bool? ReadBool(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+            {
+                if (reader.TokenType == JsonTokenType.True)
+                    return true;
+
+                if (reader.TokenType == JsonTokenType.False)
+                    return false;
+
+                var value = reader.TokenType switch
+                {
+                    JsonTokenType.String => reader.GetString(),
+                    JsonTokenType.Number => reader.GetInt16().ToString(),
+                    _ => null
+                };
+
+                value = value?.ToLowerInvariant().Trim();
+                if (string.IsNullOrEmpty(value))
+                {
+                    if (typeToConvert == typeof(bool))
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Received null bool value, but property type is not a nullable bool");
+                    return default;
+                }
+
+                switch (value)
+                {
+                    case "true":
+                    case "yes":
+                    case "y":
+                    case "1":
+                    case "on":
+                        return true;
+                    case "false":
+                    case "no":
+                    case "n":
+                    case "0":
+                    case "off":
+                    case "-1":
+                        return false;
+                }
+
+                throw new SerializationException($"Can't convert bool value {value}");
+            }
+
+            public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            {
+                if (value is bool boolVal)
+                    writer.WriteBooleanValue(boolVal);
+                else
+                    writer.WriteNullValue();
+            }
+        }
+
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/CommaSplitEnumConverter.cs

@@ -0,0 +1,27 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Converter for comma seperated enum values
+    /// </summary>
+    public class CommaSplitEnumConverter<T> : JsonConverter<IEnumerable<T>> where T : Enum
+    {
+        /// <inheritdoc />
+        public override IEnumerable<T>? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            return (reader.GetString()?.Split(',').Select(x => EnumConverter.ParseString<T>(x)).ToArray() ?? new T[0])!;
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, IEnumerable<T> value, JsonSerializerOptions options)
+        {
+            writer.WriteStringValue(string.Join(",", value.Select(x => EnumConverter.GetString(x))));
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/DateTimeConverter.cs

@@ -0,0 +1,243 @@
+using System;
+using System.Diagnostics;
+using System.Diagnostics.CodeAnalysis;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Date time converter
+    /// </summary>
+    public class DateTimeConverter : JsonConverterFactory
+    {
+        private static readonly DateTime _epoch = new(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
+        private const long _ticksPerSecond = TimeSpan.TicksPerMillisecond * 1000;
+        private const double _ticksPerMicrosecond = TimeSpan.TicksPerMillisecond / 1000d;
+        private const double _ticksPerNanosecond = TimeSpan.TicksPerMillisecond / 1000d / 1000;
+
+        /// <inheritdoc />
+        public override bool CanConvert(Type typeToConvert)
+        {
+            return typeToConvert == typeof(DateTime) || typeToConvert == typeof(DateTime?);
+        }
+
+        /// <inheritdoc />
+        public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
+        {
+            Type converterType = typeof(DateTimeConverterInner<>).MakeGenericType(typeToConvert);
+            return (JsonConverter)Activator.CreateInstance(converterType)!;
+        }
+
+        private class DateTimeConverterInner<T> : JsonConverter<T>
+        {
+            public override T Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+                => (T)((object?)ReadDateTime(ref reader, typeToConvert, options) ?? default(T))!;
+
+            private DateTime? ReadDateTime(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+            {
+                if (reader.TokenType == JsonTokenType.Null)
+                {
+                    if (typeToConvert == typeof(DateTime))
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | DateTime value of null, but property is not nullable");
+                    return default;
+                }
+
+                if (reader.TokenType is JsonTokenType.Number)
+                {
+                    var longValue = reader.GetDouble();
+                    if (longValue == 0 || longValue == -1)
+                        return default;
+
+                    return ParseFromDouble(longValue);
+                }
+                else if (reader.TokenType is JsonTokenType.String)
+                {
+                    var stringValue = reader.GetString();
+                    if (string.IsNullOrWhiteSpace(stringValue)
+                        || stringValue == "-1"
+                        || stringValue == "0001-01-01T00:00:00Z"
+                        || double.TryParse(stringValue, out var doubleVal) && doubleVal == 0)
+                    {
+                        return default;
+                    }
+
+                    return ParseFromString(stringValue!);
+                }
+                else
+                {
+                    return reader.GetDateTime();
+                }
+            }
+
+            public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            {
+                if (value == null)
+                {
+                    writer.WriteNullValue();
+                }
+                else
+                {
+                    var dtValue = (DateTime)(object)value;
+                    if (dtValue == default)
+                        writer.WriteStringValue(default(DateTime));
+                    else
+                        writer.WriteNumberValue((long)Math.Round((dtValue - new DateTime(1970, 1, 1)).TotalMilliseconds));
+                }
+            }
+        }
+
+        /// <summary>
+        /// Parse a long value to datetime
+        /// </summary>
+        /// <param name="longValue"></param>
+        /// <returns></returns>
+        public static DateTime ParseFromDouble(double longValue)
+        {
+            if (longValue < 19999999999)
+                return ConvertFromSeconds(longValue);
+            if (longValue < 19999999999999)
+                return ConvertFromMilliseconds(longValue);
+            if (longValue < 19999999999999999)
+                return ConvertFromMicroseconds(longValue);
+
+            return ConvertFromNanoseconds(longValue);
+        }
+
+        /// <summary>
+        /// Parse a string value to datetime
+        /// </summary>
+        /// <param name="stringValue"></param>
+        /// <returns></returns>
+        public static DateTime ParseFromString(string stringValue)
+        {
+            if (stringValue!.Length == 12 && stringValue.StartsWith("202"))
+            {
+                // Parse 202303261200 format
+                if (!int.TryParse(stringValue.Substring(0, 4), out var year)
+                    || !int.TryParse(stringValue.Substring(4, 2), out var month)
+                    || !int.TryParse(stringValue.Substring(6, 2), out var day)
+                    || !int.TryParse(stringValue.Substring(8, 2), out var hour)
+                    || !int.TryParse(stringValue.Substring(10, 2), out var minute))
+                {
+                    Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                    return default;
+                }
+                return new DateTime(year, month, day, hour, minute, 0, DateTimeKind.Utc);
+            }
+
+            if (stringValue.Length == 8)
+            {
+                // Parse 20211103 format
+                if (!int.TryParse(stringValue.Substring(0, 4), out var year)
+                    || !int.TryParse(stringValue.Substring(4, 2), out var month)
+                    || !int.TryParse(stringValue.Substring(6, 2), out var day))
+                {
+                    Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                    return default;
+                }
+                return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
+            }
+
+            if (stringValue.Length == 6)
+            {
+                // Parse 211103 format
+                if (!int.TryParse(stringValue.Substring(0, 2), out var year)
+                    || !int.TryParse(stringValue.Substring(2, 2), out var month)
+                    || !int.TryParse(stringValue.Substring(4, 2), out var day))
+                {
+                    Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                    return default;
+                }
+                return new DateTime(year + 2000, month, day, 0, 0, 0, DateTimeKind.Utc);
+            }
+
+            if (double.TryParse(stringValue, NumberStyles.Float, CultureInfo.InvariantCulture, out var doubleValue))
+            {
+                // Parse 1637745563.000 format
+                if (doubleValue <= 0)
+                    return default;
+                if (doubleValue < 19999999999)
+                    return ConvertFromSeconds(doubleValue);
+                if (doubleValue < 19999999999999)
+                    return ConvertFromMilliseconds((long)doubleValue);
+                if (doubleValue < 19999999999999999)
+                    return ConvertFromMicroseconds((long)doubleValue);
+
+                return ConvertFromNanoseconds((long)doubleValue);
+            }
+
+            if (stringValue.Length == 10)
+            {
+                // Parse 2021-11-03 format
+                var values = stringValue.Split('-');
+                if (!int.TryParse(values[0], out var year)
+                    || !int.TryParse(values[1], out var month)
+                    || !int.TryParse(values[2], out var day))
+                {
+                    Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                    return default;
+                }
+
+                return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
+            }
+
+            return DateTime.Parse(stringValue, CultureInfo.InvariantCulture, DateTimeStyles.AdjustToUniversal | DateTimeStyles.AssumeUniversal);
+        }
+
+        /// <summary>
+        /// Convert a seconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="seconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromSeconds(double seconds) => _epoch.AddTicks((long)Math.Round(seconds * _ticksPerSecond));
+        /// <summary>
+        /// Convert a milliseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="milliseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromMilliseconds(double milliseconds) => _epoch.AddTicks((long)Math.Round(milliseconds * TimeSpan.TicksPerMillisecond));
+        /// <summary>
+        /// Convert a microseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="microseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromMicroseconds(double microseconds) => _epoch.AddTicks((long)Math.Round(microseconds * _ticksPerMicrosecond));
+        /// <summary>
+        /// Convert a nanoseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="nanoseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromNanoseconds(double nanoseconds) => _epoch.AddTicks((long)Math.Round(nanoseconds * _ticksPerNanosecond));
+
+        /// <summary>
+        /// Convert a DateTime value to seconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToSeconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).TotalSeconds);
+        /// <summary>
+        /// Convert a DateTime value to milliseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToMilliseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).TotalMilliseconds);
+        /// <summary>
+        /// Convert a DateTime value to microseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToMicroseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).Ticks / _ticksPerMicrosecond);
+        /// <summary>
+        /// Convert a DateTime value to nanoseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToNanoseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).Ticks / _ticksPerNanosecond);
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/DecimalConverter.cs

@@ -0,0 +1,60 @@
+using System;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Decimal converter
+    /// </summary>
+    public class DecimalConverter : JsonConverter<decimal?>
+    {
+        /// <inheritdoc />
+        public override decimal? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            if (reader.TokenType == JsonTokenType.Null)
+                return null;
+
+            if (reader.TokenType == JsonTokenType.String)
+            {
+                var value = reader.GetString();
+                if (string.IsNullOrEmpty(value) || string.Equals("null", value, StringComparison.OrdinalIgnoreCase))
+                    return null;
+
+                if (string.Equals("Infinity", value, StringComparison.Ordinal))
+                    // Infinity returned by the server, default to max value
+                    return decimal.MaxValue;
+
+                try
+                {
+                    return decimal.Parse(value, NumberStyles.Float, CultureInfo.InvariantCulture);
+                }
+                catch(OverflowException)
+                {
+                    // Value doesn't fit decimal, default to max value
+                    return decimal.MaxValue;
+                }
+            }
+
+            try
+            {
+                return reader.GetDecimal();
+            }
+            catch(FormatException)
+            {
+                // Format issue, assume value is too large
+                return decimal.MaxValue;
+            }
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, decimal? value, JsonSerializerOptions options)
+        {
+            if (value == null)
+                writer.WriteNullValue();
+            else
+                writer.WriteNumberValue(value.Value);
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/DecimalStringWriterConverter.cs

@@ -0,0 +1,23 @@
+using System;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Converter for serializing decimal values as string
+    /// </summary>
+    public class DecimalStringWriterConverter : JsonConverter<decimal>
+    {
+        /// <inheritdoc />
+        public override decimal Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, decimal value, JsonSerializerOptions options)
+            => writer.WriteStringValue(value.ToString(CultureInfo.InvariantCulture) ?? null);
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/EmptyArrayObjectConverter.cs

@@ -0,0 +1,37 @@
+using System;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Converter mapping to an object but also handles when an empty array is send
+    /// </summary>
+    /// <typeparam name="T"></typeparam>
+    public class EmptyArrayObjectConverter<T> : JsonConverter<T>
+    {
+        private static JsonSerializerOptions _defaultConverter = SerializerOptions.WithConverters;
+
+        /// <inheritdoc />
+        public override T? Read(
+            ref Utf8JsonReader reader,
+            Type typeToConvert,
+            JsonSerializerOptions options)
+        {
+            switch (reader.TokenType)
+            {
+                case JsonTokenType.StartArray:
+                    _ = JsonSerializer.Deserialize<object[]>(ref reader, options);
+                    return default;
+                case JsonTokenType.StartObject:
+                    return JsonSerializer.Deserialize<T>(ref reader, _defaultConverter);
+            };
+
+            return default;
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            => JsonSerializer.Serialize(writer, (object?)value, options);
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/EnumConverter.cs

@@ -0,0 +1,254 @@
+using CryptoExchange.Net.Attributes;
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Reflection;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Converter for enum values. Enums entries should be noted with a MapAttribute to map the enum value to a string value
+    /// </summary>
+    public class EnumConverter : JsonConverterFactory
+    {
+        private bool _warnOnMissingEntry = true;
+        private bool _writeAsInt;
+        private static readonly ConcurrentDictionary<Type, List<KeyValuePair<object, string>>> _mapping = new();
+
+        /// <summary>
+        /// </summary>
+        public EnumConverter() { }
+
+        /// <summary>
+        /// </summary>
+        /// <param name="writeAsInt"></param>
+        /// <param name="warnOnMissingEntry"></param>
+        public EnumConverter(bool writeAsInt, bool warnOnMissingEntry)
+        {
+            _writeAsInt = writeAsInt;
+            _warnOnMissingEntry = warnOnMissingEntry;
+        }
+
+        /// <inheritdoc />
+        public override bool CanConvert(Type typeToConvert)
+        {
+            return typeToConvert.IsEnum || Nullable.GetUnderlyingType(typeToConvert)?.IsEnum == true;
+        }
+
+        /// <inheritdoc />
+        public override JsonConverter? CreateConverter(Type typeToConvert, JsonSerializerOptions options)
+        {
+            JsonConverter converter = (JsonConverter)Activator.CreateInstance(
+                typeof(EnumConverterInner<>).MakeGenericType(
+                    new Type[] { typeToConvert }),
+                BindingFlags.Instance | BindingFlags.Public,
+                binder: null,
+                args: new object[] { _writeAsInt, _warnOnMissingEntry },
+                culture: null)!;
+
+            return converter;
+        }
+
+        private static List<KeyValuePair<object, string>> AddMapping(Type objectType)
+        {
+            var mapping = new List<KeyValuePair<object, string>>();
+            var enumMembers = objectType.GetMembers();
+            foreach (var member in enumMembers)
+            {
+                var maps = member.GetCustomAttributes(typeof(MapAttribute), false);
+                foreach (MapAttribute attribute in maps)
+                {
+                    foreach (var value in attribute.Values)
+                        mapping.Add(new KeyValuePair<object, string>(Enum.Parse(objectType, member.Name), value));
+                }
+            }
+            _mapping.TryAdd(objectType, mapping);
+            return mapping;
+        }
+
+        private class EnumConverterInner<T> : JsonConverter<T>
+        {
+            private bool _warnOnMissingEntry = true;
+            private bool _writeAsInt;
+
+            public EnumConverterInner(bool writeAsInt, bool warnOnMissingEntry)
+            {
+                _warnOnMissingEntry = warnOnMissingEntry;
+                _writeAsInt = writeAsInt;
+            }
+
+            public override T? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+            {
+                var enumType = Nullable.GetUnderlyingType(typeToConvert) ?? typeToConvert;
+                if (!_mapping.TryGetValue(enumType, out var mapping))
+                    mapping = AddMapping(enumType);
+
+                var stringValue = reader.TokenType switch
+                {
+                    JsonTokenType.String => reader.GetString(),
+                    JsonTokenType.Number => reader.GetInt16().ToString(),
+                    JsonTokenType.True => reader.GetBoolean().ToString(),
+                    JsonTokenType.False => reader.GetBoolean().ToString(),
+                    JsonTokenType.Null => null,
+                    _ => throw new Exception("Invalid token type for enum deserialization: " + reader.TokenType)
+                };
+
+                if (string.IsNullOrEmpty(stringValue))
+                {
+                    // Received null value
+                    var emptyResult = GetDefaultValue(typeToConvert, enumType);
+                    if (emptyResult != null)
+                        // If the property we're parsing to isn't nullable there isn't a correct way to return this as null will either throw an exception (.net framework) or the default enum value (dotnet core).
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Received null enum value, but property type is not a nullable enum. EnumType: {enumType.Name}. If you think {enumType.Name} should be nullable please open an issue on the Github repo");
+
+                    return (T?)emptyResult;
+                }
+
+                if (!GetValue(enumType, mapping, stringValue!, out var result))
+                {
+                    var defaultValue = GetDefaultValue(typeToConvert, enumType);
+                    if (string.IsNullOrWhiteSpace(stringValue))
+                    {
+                        if (defaultValue != null)
+                            // We received an empty string and have no mapping for it, and the property isn't nullable
+                            Trace.WriteLine($"{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.
+                        if (_warnOnMissingEntry)
+                            Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Cannot map enum value. EnumType: {enumType.Name}, Value: {stringValue}, Known values: {string.Join(", ", mapping.Select(m => m.Value))}. If you think {stringValue} should added please open an issue on the Github repo");
+                    }
+
+                    return (T?)defaultValue;
+                }
+
+                return (T?)result;
+            }
+
+            public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            {
+                if (value == null)
+                {
+                    writer.WriteNullValue();
+                }
+                else
+                {
+                    if (!_writeAsInt)
+                    {
+                        var stringValue = GetString(value.GetType(), value);
+                        writer.WriteStringValue(stringValue);
+                    }
+                    else
+                    {
+                        writer.WriteNumberValue((int)Convert.ChangeType(value, typeof(int)));
+                    }
+                }
+            }
+
+            private static object? GetDefaultValue(Type objectType, Type enumType)
+            {
+                if (Nullable.GetUnderlyingType(objectType) != null)
+                    return null;
+
+                return Activator.CreateInstance(enumType); // return default value
+            }
+
+            private static bool GetValue(Type objectType, List<KeyValuePair<object, string>> enumMapping, string value, out object? result)
+            {
+                // Check for exact match first, then if not found fallback to a case insensitive match 
+                var mapping = enumMapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCulture));
+                if (mapping.Equals(default(KeyValuePair<object, string>)))
+                    mapping = enumMapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCultureIgnoreCase));
+
+                if (!mapping.Equals(default(KeyValuePair<object, string>)))
+                {
+                    result = mapping.Key;
+                    return true;
+                }
+
+                if (objectType.IsDefined(typeof(FlagsAttribute)))
+                {
+                    var intValue = int.Parse(value);
+                    result = Enum.ToObject(objectType, intValue);
+                    return true;
+                }
+
+                try
+                {
+                    // If no explicit mapping is found try to parse string
+                    result = Enum.Parse(objectType, value, true);
+                    return true;
+                }
+                catch (Exception)
+                {
+                    result = default;
+                    return false;
+                }
+            }
+        }
+
+        /// <summary>
+        /// Get the string value for an enum value using the MapAttribute mapping. When multiple values are mapped for a enum entry the first value will be returned
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <param name="enumValue"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("enumValue")]
+        public static string? GetString<T>(T enumValue) => GetString(typeof(T), enumValue);
+
+        /// <summary>
+        /// Get the string value for an enum value using the MapAttribute mapping. When multiple values are mapped for a enum entry the first value will be returned
+        /// </summary>
+        /// <param name="objectType"></param>
+        /// <param name="enumValue"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("enumValue")]
+        public static string? GetString(Type objectType, object? enumValue)
+        {
+            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());
+        }
+
+        /// <summary>
+        /// Get the enum value from a string
+        /// </summary>
+        /// <typeparam name="T">Enum type</typeparam>
+        /// <param name="value">String value</param>
+        /// <returns></returns>
+        public static T? ParseString<T>(string value) where T : Enum
+        {
+            var type = typeof(T);
+            if (!_mapping.TryGetValue(type, out var enumMapping))
+                enumMapping = AddMapping(type);
+
+            var mapping = enumMapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCulture));
+            if (mapping.Equals(default(KeyValuePair<object, string>)))
+                mapping = enumMapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCultureIgnoreCase));
+
+            if (!mapping.Equals(default(KeyValuePair<object, string>)))
+            {
+                return (T)mapping.Key;
+            }
+
+            try
+            {
+                // If no explicit mapping is found try to parse string
+                return (T)Enum.Parse(type, value, true);
+            }
+            catch (Exception)
+            {
+                return default;
+            }
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/IntConverter.cs

@@ -0,0 +1,40 @@
+using System;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Int converter
+    /// </summary>
+    public class IntConverter : JsonConverter<int?>
+    {
+        /// <inheritdoc />
+        public override int? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            if (reader.TokenType == JsonTokenType.Null)
+                return null;
+
+            if (reader.TokenType == JsonTokenType.String)
+            {
+                var value = reader.GetString();
+                if (string.IsNullOrEmpty(value))
+                    return null;
+
+                return int.Parse(value, NumberStyles.Integer, CultureInfo.InvariantCulture);
+            }
+
+            return reader.GetInt32();
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, int? value, JsonSerializerOptions options)
+        {
+            if (value == null)
+                writer.WriteNullValue();
+            else
+                writer.WriteNumberValue(value.Value);
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/JsonConverterCtorAttribute.cs

@@ -0,0 +1,31 @@
+using System;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Attribute for allowing specifying a JsonConverter with constructor parameters
+    /// </summary>
+    [AttributeUsage(AttributeTargets.Property)]
+    public class JsonConverterCtorAttribute : JsonConverterAttribute
+    {
+        private readonly object[] _parameters;
+        private readonly Type _type;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public JsonConverterCtorAttribute(Type type, params object[] parameters)
+        {
+            _type = type;
+            _parameters = parameters;
+        }
+
+        /// <inheritdoc />
+        public override JsonConverter CreateConverter(Type typeToConvert)
+        {
+            return (JsonConverter)Activator.CreateInstance(_type, _parameters)!;
+        }
+    }
+
+}

CryptoExchange.Net/Converters/SystemTextJson/LongConverter.cs

@@ -0,0 +1,40 @@
+using System;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Int converter
+    /// </summary>
+    public class LongConverter : JsonConverter<long?>
+    {
+        /// <inheritdoc />
+        public override long? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            if (reader.TokenType == JsonTokenType.Null)
+                return null;
+
+            if (reader.TokenType == JsonTokenType.String)
+            {
+                var value = reader.GetString();
+                if (string.IsNullOrEmpty(value))
+                    return null;
+
+                return long.Parse(value, NumberStyles.Integer, CultureInfo.InvariantCulture);
+            }
+
+            return reader.GetInt64();
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, long? value, JsonSerializerOptions options)
+        {
+            if (value == null)
+                writer.WriteNullValue();
+            else
+                writer.WriteNumberValue(value.Value);
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/NumberStringConverter.cs

@@ -0,0 +1,42 @@
+using System;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Read string or number as string
+    /// </summary>
+    public class NumberStringConverter : JsonConverter<string?>
+    {
+        /// <inheritdoc />
+        public override string? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            if (reader.TokenType == JsonTokenType.Null)
+                return null;
+
+            if (reader.TokenType == JsonTokenType.Number)
+            {
+                if (reader.TryGetInt64(out var value))
+                    return value.ToString();
+
+                return reader.GetDecimal().ToString();
+            }
+
+            try
+            {
+                return reader.GetString();
+            }
+            catch (Exception)
+            {
+                return null;
+            }
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, string? value, JsonSerializerOptions options)
+        {
+            writer.WriteStringValue(value);
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/ObjectStringConverter.cs

@@ -0,0 +1,35 @@
+using System;
+using System.Text.Json.Serialization;
+using System.Text.Json;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// 
+    /// </summary>
+    /// <typeparam name="T"></typeparam>
+    public class ObjectStringConverter<T> : JsonConverter<T>
+    {
+        /// <inheritdoc />
+        public override T? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            if (reader.TokenType == JsonTokenType.Null)
+                return default;
+
+            var value = reader.GetString();
+            if (string.IsNullOrEmpty(value))
+                return default;
+
+            return (T?)JsonDocument.Parse(value!).Deserialize(typeof(T));
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, T? value, JsonSerializerOptions options)
+        {
+            if (value is null)
+                writer.WriteStringValue("");
+
+            writer.WriteStringValue(JsonSerializer.Serialize(value, options));
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/ReplaceConverter.cs

@@ -0,0 +1,41 @@
+using System;
+using System.Linq;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Replace a value on a string property
+    /// </summary>
+    public class ReplaceConverter : JsonConverter<string>
+    {
+        private readonly (string ValueToReplace, string ValueToReplaceWith)[] _replacementSets;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ReplaceConverter(params string[] replaceSets)
+        {
+            _replacementSets = replaceSets.Select(x =>
+            {
+                var split = x.Split(new string[] { "->" }, StringSplitOptions.None);
+                if (split.Length != 2)
+                    throw new ArgumentException("Invalid replacement config");
+                return (split[0], split[1]);
+            }).ToArray();
+        }
+
+        /// <inheritdoc />
+        public override string? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            var value = reader.GetString();
+            foreach (var set in _replacementSets)
+                value = value?.Replace(set.ValueToReplace, set.ValueToReplaceWith);
+            return value;
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, string value, JsonSerializerOptions options) => writer.WriteStringValue(value);
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/SerializerOptions.cs

@@ -0,0 +1,29 @@
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Serializer options
+    /// </summary>
+    public static class SerializerOptions
+    {
+        /// <summary>
+        /// Json serializer settings which includes the EnumConverter, DateTimeConverter, BoolConverter and DecimalConverter
+        /// </summary>
+        public static JsonSerializerOptions WithConverters { get; } = new JsonSerializerOptions
+        {
+            NumberHandling = JsonNumberHandling.AllowReadingFromString | JsonNumberHandling.AllowNamedFloatingPointLiterals,
+            PropertyNameCaseInsensitive = false,
+            Converters =
+                    {
+                        new DateTimeConverter(),
+                        new EnumConverter(),
+                        new BoolConverter(),
+                        new DecimalConverter(),
+                        new IntConverter(),
+                        new LongConverter()
+                    }
+        };
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/SystemTextJsonMessageAccessor.cs

@@ -0,0 +1,380 @@
+using CryptoExchange.Net.Converters.MessageParsing;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Text;
+using System.Text.Json;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// System.Text.Json message accessor
+    /// </summary>
+    public abstract class SystemTextJsonMessageAccessor : IMessageAccessor
+    {
+        /// <summary>
+        /// The JsonDocument loaded
+        /// </summary>
+        protected JsonDocument? _document;
+
+        private static JsonSerializerOptions _serializerOptions = SerializerOptions.WithConverters;
+        private JsonSerializerOptions? _customSerializerOptions;
+
+        /// <inheritdoc />
+        public bool IsJson { get; set; }
+
+        /// <inheritdoc />
+        public abstract bool OriginalDataAvailable { get; }
+
+        /// <inheritdoc />
+        public object? Underlying => throw new NotImplementedException();
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonMessageAccessor()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonMessageAccessor(JsonSerializerOptions options)
+        {
+            _customSerializerOptions = options;
+        }
+
+        /// <inheritdoc />
+        public CallResult<object> Deserialize(Type type, MessagePath? path = null)
+        {
+            if (!IsJson)
+                return new CallResult<object>(GetOriginalString());
+
+            if (_document == null)
+                throw new InvalidOperationException("No json document loaded");
+
+            try
+            {
+                var result = _document.Deserialize(type, _customSerializerOptions ?? _serializerOptions);
+                return new CallResult<object>(result!);
+            }
+            catch (JsonException ex)
+            {
+                var info = $"Deserialize JsonException: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (Exception ex)
+            {
+                var info = $"Deserialize unknown Exception: {ex.Message}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+        }
+
+        /// <inheritdoc />
+        public CallResult<T> Deserialize<T>(MessagePath? path = null)
+        {
+            if (_document == null)
+                throw new InvalidOperationException("No json document loaded");
+
+            try
+            {
+                var result = _document.Deserialize<T>(_customSerializerOptions ?? _serializerOptions);
+                return new CallResult<T>(result!);
+            }
+            catch (JsonException ex)
+            {
+                var info = $"Deserialize JsonException: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (Exception ex)
+            {
+                var info = $"Unknown exception: {ex.Message}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType()
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            if (_document == null)
+                throw new InvalidOperationException("No json document loaded");
+
+            return _document.RootElement.ValueKind switch
+            {
+                JsonValueKind.Object => NodeType.Object,
+                JsonValueKind.Array => NodeType.Array,
+                _ => NodeType.Value
+            };
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var node = GetPathNode(path);
+            if (!node.HasValue)
+                return null;
+
+            return node.Value.ValueKind switch
+            {
+                JsonValueKind.Object => NodeType.Object,
+                JsonValueKind.Array => NodeType.Array,
+                _ => NodeType.Value
+            };
+        }
+
+        /// <inheritdoc />
+        public T? GetValue<T>(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var value = GetPathNode(path);
+            if (value == null)
+                return default;
+
+            if (value.Value.ValueKind == JsonValueKind.Object || value.Value.ValueKind == JsonValueKind.Array)
+            {
+                try
+                {
+                    return value.Value.Deserialize<T>(_customSerializerOptions ?? _serializerOptions);
+                }
+                catch { }
+                return default;
+            }
+
+            if (typeof(T) == typeof(string))
+            {
+                if (value.Value.ValueKind == JsonValueKind.Number)
+                    return (T)(object)value.Value.GetInt64().ToString();
+            }
+
+            return value.Value.Deserialize<T>();
+        }
+
+        /// <inheritdoc />
+        public List<T?>? GetValues<T>(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var value = GetPathNode(path);
+            if (value == null)
+                return default;
+
+            if (value.Value.ValueKind != JsonValueKind.Array)
+                return default;
+
+            return value.Value.Deserialize<List<T>>()!;
+        }
+
+        private JsonElement? GetPathNode(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            if (_document == null)
+                throw new InvalidOperationException("No json document loaded");
+
+            JsonElement? currentToken = _document.RootElement;
+            foreach (var node in path)
+            {
+                if (node.Type == 0)
+                {
+                    // Int value
+                    var val = node.Index!.Value;
+                    if (currentToken!.Value.ValueKind != JsonValueKind.Array || currentToken.Value.GetArrayLength() <= val)
+                        return null;
+
+                    currentToken = currentToken.Value[val];
+                }
+                else if (node.Type == 1)
+                {
+                    // String value
+                    if (currentToken!.Value.ValueKind != JsonValueKind.Object)
+                        return null;
+
+                    if (!currentToken.Value.TryGetProperty(node.Property!, out var token))
+                        return null;
+                    currentToken = token;
+                }
+                else
+                {
+                    // Property name
+                    if (currentToken!.Value.ValueKind != JsonValueKind.Object)
+                        return null;
+
+                    throw new NotImplementedException();
+                }
+
+                if (currentToken == null)
+                    return null;
+            }
+
+            return currentToken;
+        }
+
+        /// <inheritdoc />
+        public abstract string GetOriginalString();
+
+        /// <inheritdoc />
+        public abstract void Clear();
+    }
+
+    /// <summary>
+    /// System.Text.Json stream message accessor
+    /// </summary>
+    public class SystemTextJsonStreamMessageAccessor : SystemTextJsonMessageAccessor, IStreamMessageAccessor
+    {
+        private Stream? _stream;
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => _stream?.CanSeek == true;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonStreamMessageAccessor(): base()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonStreamMessageAccessor(JsonSerializerOptions options): base(options)
+        {
+        }
+
+        /// <inheritdoc />
+        public async Task<CallResult> Read(Stream stream, bool bufferStream)
+        {
+            if (bufferStream && stream is not MemoryStream)
+            {
+                // We need to be buffer the stream, and it's not currently a seekable stream, so copy it to a new memory stream
+                _stream = new MemoryStream();
+                stream.CopyTo(_stream);
+                _stream.Position = 0;
+            }
+            else if (bufferStream)
+            {
+                // We need to buffer the stream, and the current stream is seekable, store as is
+                _stream = stream;
+            }
+            else
+            {
+                // We don't need to buffer the stream, so don't bother keeping the reference
+            }
+
+            try
+            {
+                _document = await JsonDocument.ParseAsync(_stream ?? stream).ConfigureAwait(false);
+                IsJson = true;
+                return new CallResult(null);
+            }
+            catch (Exception ex)
+            {
+                // Not a json message
+                IsJson = false;
+                return new CallResult(new ServerError("JsonError: " + ex.Message));
+            }
+        }
+
+        /// <inheritdoc />
+        public override string GetOriginalString()
+        {
+            if (_stream is null)
+                throw new NullReferenceException("Stream not initialized");
+
+            _stream.Position = 0;
+            using var textReader = new StreamReader(_stream, Encoding.UTF8, false, 1024, true);
+            return textReader.ReadToEnd();
+        }
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _stream?.Dispose();
+            _stream = null;
+            _document?.Dispose();
+            _document = null;
+        }
+
+    }
+
+    /// <summary>
+    /// System.Text.Json byte message accessor
+    /// </summary>
+    public class SystemTextJsonByteMessageAccessor : SystemTextJsonMessageAccessor, IByteMessageAccessor
+    {
+        private ReadOnlyMemory<byte> _bytes;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonByteMessageAccessor() : base()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonByteMessageAccessor(JsonSerializerOptions options) : base(options)
+        {
+        }
+
+        /// <inheritdoc />
+        public CallResult Read(ReadOnlyMemory<byte> data)
+        {
+            _bytes = data;
+
+            try
+            {
+                var firstByte = data.Span[0];
+                if (firstByte != 0x7b && firstByte != 0x5b)
+                {
+                    // Value doesn't start with `{` or `[`, prevent deserialization attempt as it's slow
+                    IsJson = false;
+                    return new CallResult(new ServerError("Not a json value"));
+                }
+
+                _document = JsonDocument.Parse(data);
+                IsJson = true;
+                return new CallResult(null);
+            }
+            catch (Exception ex)
+            {
+                // Not a json message
+                IsJson = false;
+                return new CallResult(new ServerError("JsonError: " + ex.Message));
+            }
+        }
+
+        /// <inheritdoc />
+        public override string GetOriginalString() =>
+            // Netstandard 2.0 doesn't support GetString from a ReadonlySpan<byte>, so use ToArray there instead
+#if NETSTANDARD2_0
+            Encoding.UTF8.GetString(_bytes.ToArray());
+#else
+            Encoding.UTF8.GetString(_bytes.Span);
+#endif
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => true;
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _bytes = null;
+            _document?.Dispose();
+            _document = null;
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/SystemTextJsonMessageSerializer.cs

@@ -0,0 +1,12 @@
+using CryptoExchange.Net.Interfaces;
+using System.Text.Json;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <inheritdoc />
+    public class SystemTextJsonMessageSerializer : IMessageSerializer
+    {
+        /// <inheritdoc />
+        public string Serialize(object message) => JsonSerializer.Serialize(message, SerializerOptions.WithConverters);
+    }
+}

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -1,15 +1,16 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <TargetFrameworks>netstandard2.0;netstandard2.1</TargetFrameworks>
+    <TargetFrameworks>netstandard2.0;netstandard2.1;net9.0</TargetFrameworks>
   </PropertyGroup>
   <PropertyGroup>
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
-    <Description>A base package for implementing cryptocurrency API's</Description>
+    <Description>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.</Description>
-    <PackageVersion>7.0.0-beta2</PackageVersion>
+    <PackageVersion>8.7.2</PackageVersion>
-    <AssemblyVersion>7.0.0-beta2</AssemblyVersion>
+    <AssemblyVersion>8.7.2</AssemblyVersion>
-    <FileVersion>7.0.0-beta2</FileVersion>
+    <FileVersion>8.7.2</FileVersion>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
+    <PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange</PackageTags>
     <RepositoryType>git</RepositoryType>
     <RepositoryUrl>https://github.com/JKorf/CryptoExchange.Net.git</RepositoryUrl>
     <PackageProjectUrl>https://github.com/JKorf/CryptoExchange.Net</PackageProjectUrl>
@@ -17,9 +18,9 @@
     <PackageReadmeFile>README.md</PackageReadmeFile>
     <PackageIcon>icon.png</PackageIcon>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <PackageReleaseNotes>7.0.0-beta2 - Updated RevitalizeRequestAsync signature, Removed duplicate logging</PackageReleaseNotes>
+    <PackageReleaseNotes>https://github.com/JKorf/CryptoExchange.Net?tab=readme-ov-file#release-notes</PackageReleaseNotes>
     <Nullable>enable</Nullable>
-    <LangVersion>10.0</LangVersion>
+    <LangVersion>12.0</LangVersion>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>
   </PropertyGroup>
   <ItemGroup>
@@ -34,7 +35,7 @@
     <ContinuousIntegrationBuild>true</ContinuousIntegrationBuild>
   </PropertyGroup>
   <ItemGroup Label="Deterministic Build" Condition="'$(Configuration)' == 'Release'">
-    <PackageReference Include="Microsoft.SourceLink.GitHub" Version="1.0.0">
+    <PackageReference Include="Microsoft.SourceLink.GitHub" Version="8.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
@@ -43,19 +44,21 @@
     <DocumentationFile>CryptoExchange.Net.xml</DocumentationFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="ConfigureAwaitChecker.Analyzer" Version="5.0.0">
+    <PackageReference Include="ConfigureAwaitChecker.Analyzer" Version="5.0.0.1">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="8.0.0">
+    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="9.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="Microsoft.Extensions.Http" Version="3.1.32" />
+    <PackageReference Include="Microsoft.Extensions.Http" Version="9.0.0" />
-    <PackageReference Include="Newtonsoft.Json" Version="13.0.1" />
+    <PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="3.1.32" />
+    <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="9.0.0" />
-    <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="3.1.32" />
+    <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="9.0.0" />
+    <PackageReference Include="System.Text.Json" Version="9.0.0" />
+    <PackageReference Include="Microsoft.Extensions.Options.ConfigurationExtensions" Version="9.0.0" />
   </ItemGroup>
 </Project>

CryptoExchange.Net/ExchangeHelpers.cs

@@ -1,6 +1,11 @@
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.SharedApis;
 using System;
+using System.Collections.Generic;
+using System.Runtime.CompilerServices;
 using System.Security.Cryptography;
+using System.Threading;
+using System.Threading.Tasks;
 
 namespace CryptoExchange.Net
 {
@@ -11,14 +16,26 @@ namespace CryptoExchange.Net
     {
         private const string _allowedRandomChars = "ABCDEFGHIJKLMONOPQRSTUVWXYZabcdefghijklmonopqrstuvwxyz0123456789";
 
+        private static readonly Dictionary<int, string> _monthSymbols = new Dictionary<int, string>()
+        {
+            { 1, "F" },
+            { 2, "G" },
+            { 3, "H" },
+            { 4, "J" },
+            { 5, "K" },
+            { 6, "M" },
+            { 7, "N" },
+            { 8, "Q" },
+            { 9, "U" },
+            { 10, "V" },
+            { 11, "X" },
+            { 12, "Z" },
+        };
+
         /// <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
@@ -58,6 +75,11 @@ namespace CryptoExchange.Net
             {
                 value -= offset;
             }
+            else if(roundingType == RoundingType.Up)
+            {
+                if (offset != 0)
+                    value += (step.Value - offset);
+            }
             else
             {
                 if (offset < step / 2)
@@ -110,17 +132,23 @@ namespace CryptoExchange.Net
         }
 
         /// <summary>
-        /// Rounds a value down to 
+        /// Rounds a value down 
         /// </summary>
-        /// <param name="i"></param>
-        /// <param name="decimalPlaces"></param>
-        /// <returns></returns>
         public static decimal RoundDown(decimal i, double decimalPlaces)
         {
             var power = Convert.ToDecimal(Math.Pow(10, decimalPlaces));
             return Math.Floor(i * power) / power;
         }
 
+        /// <summary>
+        /// Rounds a value up
+        /// </summary>
+        public static decimal RoundUp(decimal i, double decimalPlaces)
+        {
+            var power = Convert.ToDecimal(Math.Pow(10, decimalPlaces));
+            return Math.Ceiling(i * power) / power;
+        }
+
         /// <summary>
         /// Strips any trailing zero's of a decimal value, useful when converting the value to string.
         /// </summary>
@@ -135,24 +163,13 @@ namespace CryptoExchange.Net
         /// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique
         /// </summary>
         /// <returns></returns>
-        public static int NextId()
+        public static int NextId() => Interlocked.Increment(ref _lastId);
-        {
-            lock (_idLock)
-            {
-                _lastId += 1;
-                return _lastId;
-            }
-        }
 
         /// <summary>
         /// Return the last unique id that was generated
         /// </summary>
         /// <returns></returns>
-        public static int LastId()
+        public static int LastId() => _lastId;
-        {
-            lock (_idLock)
-                return _lastId;
-        }
 
         /// <summary>
         /// Generate a random string of specified length
@@ -163,7 +180,7 @@ namespace CryptoExchange.Net
         {
             var randomChars = new char[length];
 
-#if NETSTANDARD2_1_OR_GREATER
+#if NETSTANDARD2_1_OR_GREATER || NET9_0_OR_GREATER
             for (int i = 0; i < length; i++)
                 randomChars[i] = _allowedRandomChars[RandomNumberGenerator.GetInt32(0, _allowedRandomChars.Length)];
 #else
@@ -191,5 +208,71 @@ namespace CryptoExchange.Net
 
             return source + RandomString(totalLength - source.Length);
         }
+
+        /// <summary>
+        /// Get the month representation for futures symbol based on the delivery month
+        /// </summary>
+        /// <param name="time">Delivery time</param>
+        /// <returns></returns>
+        public static string GetDeliveryMonthSymbol(DateTime time) => _monthSymbols[time.Month];
+
+        /// <summary>
+        /// Execute multiple requests to retrieve multiple pages of the result set
+        /// </summary>
+        /// <typeparam name="T">Type of the client</typeparam>
+        /// <typeparam name="U">Type of the request</typeparam>
+        /// <param name="paginatedFunc">The func to execute with each request</param>
+        /// <param name="request">The request parameters</param>
+        /// <param name="ct">Cancellation token</param>
+        /// <returns></returns>
+        public static async IAsyncEnumerable<ExchangeWebResult<IEnumerable<T>>> ExecutePages<T, U>(Func<U, INextPageToken?, CancellationToken, Task<ExchangeWebResult<IEnumerable<T>>>> paginatedFunc, U request, [EnumeratorCancellation]CancellationToken ct = default)
+        {
+            var result = new List<T>();
+            ExchangeWebResult<IEnumerable<T>> batch;
+            INextPageToken? nextPageToken = null;
+            while (true)
+            {
+                batch = await paginatedFunc(request, nextPageToken, ct).ConfigureAwait(false);
+                yield return batch;
+                if (!batch || ct.IsCancellationRequested)
+                    break;
+
+                result.AddRange(batch.Data);
+                nextPageToken = batch.NextPageToken;
+                if (nextPageToken == null)
+                    break;
+            }
+        }
+
+        /// <summary>
+        /// Apply the rules (price and quantity step size and decimals precision, min/max quantity) from the symbol to the quantity and price
+        /// </summary>
+        /// <param name="symbol">The symbol as retrieved from the exchange</param>
+        /// <param name="quantity">Quantity to trade</param>
+        /// <param name="price">Price to trade at</param>
+        /// <param name="adjustedQuantity">Quantity adjusted to match all trading rules</param>
+        /// <param name="adjustedPrice">Price adjusted to match all trading rules</param>
+        public static void ApplySymbolRules(SharedSpotSymbol symbol, decimal quantity, decimal? price, out decimal adjustedQuantity, out decimal? adjustedPrice)
+        {
+            adjustedPrice = price;
+            adjustedQuantity = quantity;
+            var minNotionalAdjust = false;
+
+            if (price != null)
+            {
+                adjustedPrice = AdjustValueStep(0, decimal.MaxValue, symbol.PriceStep, RoundingType.Down, price.Value);
+                adjustedPrice = symbol.PriceSignificantFigures.HasValue ? RoundToSignificantDigits(adjustedPrice.Value, symbol.PriceSignificantFigures.Value, RoundingType.Closest) : adjustedPrice;
+                adjustedPrice = symbol.PriceDecimals.HasValue ? RoundDown(price.Value, symbol.PriceDecimals.Value) : adjustedPrice;
+                if (adjustedPrice != 0 && adjustedPrice * quantity < symbol.MinNotionalValue)
+                {
+                    adjustedQuantity = symbol.MinNotionalValue.Value / adjustedPrice.Value;
+                    minNotionalAdjust = true;
+                }
+            }
+
+            adjustedQuantity = AdjustValueStep(symbol.MinTradeQuantity ?? 0, symbol.MaxTradeQuantity ?? decimal.MaxValue, symbol.QuantityStep, minNotionalAdjust ? RoundingType.Up : RoundingType.Down, adjustedQuantity);
+            adjustedQuantity = symbol.QuantityDecimals.HasValue ? (minNotionalAdjust ? RoundUp(adjustedQuantity, symbol.QuantityDecimals.Value) : RoundDown(adjustedQuantity, symbol.QuantityDecimals.Value)) : adjustedQuantity;
+
+        }
     }
 }

CryptoExchange.Net/ExtensionMethods.cs

@@ -1,15 +1,15 @@
 using System;
 using System.Collections.Generic;
-using System.Diagnostics;
+using System.IO.Compression;
+using System.IO;
 using System.Linq;
 using System.Runtime.InteropServices;
-using System.Security;
 using System.Text;
 using System.Web;
 using CryptoExchange.Net.Objects;
-using Microsoft.Extensions.Logging;
+using System.Globalization;
-using Newtonsoft.Json;
+using Microsoft.Extensions.DependencyInjection;
-using Newtonsoft.Json.Linq;
+using CryptoExchange.Net.SharedApis;
 
 namespace CryptoExchange.Net
 {
@@ -29,18 +29,6 @@ namespace CryptoExchange.Net
             parameters.Add(key, value);
         }
 
-        /// <summary>
-        /// Add a parameter
-        /// </summary>
-        /// <param name="parameters"></param>
-        /// <param name="key"></param>
-        /// <param name="value"></param>
-        /// <param name="converter"></param>
-        public static void AddParameter(this Dictionary<string, object> parameters, string key, string value, JsonConverter converter)
-        {
-            parameters.Add(key, JsonConvert.SerializeObject(value, converter));
-        }
-
         /// <summary>
         /// Add a parameter
         /// </summary>
@@ -52,18 +40,6 @@ namespace CryptoExchange.Net
             parameters.Add(key, value);
         }
 
-        /// <summary>
-        /// Add a parameter
-        /// </summary>
-        /// <param name="parameters"></param>
-        /// <param name="key"></param>
-        /// <param name="value"></param>
-        /// <param name="converter"></param>
-        public static void AddParameter(this Dictionary<string, object> parameters, string key, object value, JsonConverter converter)
-        {
-            parameters.Add(key, JsonConvert.SerializeObject(value, converter));
-        }
-
         /// <summary>
         /// Add an optional parameter. Not added if value is null
         /// </summary>
@@ -76,19 +52,6 @@ namespace CryptoExchange.Net
                 parameters.Add(key, value);
         }
 
-        /// <summary>
-        /// Add an optional parameter. Not added if value is null
-        /// </summary>
-        /// <param name="parameters"></param>
-        /// <param name="key"></param>
-        /// <param name="value"></param>
-        /// <param name="converter"></param>
-        public static void AddOptionalParameter(this Dictionary<string, object> parameters, string key, object? value, JsonConverter converter)
-        {
-            if (value != null)
-                parameters.Add(key, JsonConvert.SerializeObject(value, converter));
-        }
-
         /// <summary>
         /// Create a query string of the specified parameters
         /// </summary>
@@ -96,7 +59,7 @@ namespace CryptoExchange.Net
         /// <param name="urlEncodeValues">Whether or not the values should be url encoded</param>
         /// <param name="serializationType">How to serialize array parameters</param>
         /// <returns></returns>
-        public static string CreateParamString(this Dictionary<string, object> parameters, bool urlEncodeValues, ArrayParametersSerialization serializationType)
+        public static string CreateParamString(this IDictionary<string, object> parameters, bool urlEncodeValues, ArrayParametersSerialization serializationType)
         {
             var uriString = string.Empty;
             var arraysParameters = parameters.Where(p => p.Value.GetType().IsArray).ToList();
@@ -104,17 +67,22 @@ namespace CryptoExchange.Net
             {
                 if (serializationType == ArrayParametersSerialization.Array)
                 {
-                    uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? Uri.EscapeDataString(arrayEntry.Value.ToString()) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={v}"))}&";
+                    uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? Uri.EscapeDataString(arrayEntry.Value.ToString()!) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={string.Format(CultureInfo.InvariantCulture, "{0}", v)}"))}&";
+                }
+                else if (serializationType == ArrayParametersSerialization.MultipleValues)
+                {
+                    var array = (Array)arrayEntry.Value;
+                    uriString += string.Join("&", array.OfType<object>().Select(a => $"{arrayEntry.Key}={Uri.EscapeDataString(string.Format(CultureInfo.InvariantCulture, "{0}", a))}"));
+                    uriString += "&";
                 }
                 else
                 {
                     var array = (Array)arrayEntry.Value;
-                    uriString += string.Join("&", array.OfType<object>().Select(a => $"{arrayEntry.Key}={Uri.EscapeDataString(a.ToString())}"));
+                    uriString += $"{arrayEntry.Key}=[{string.Join(",", array.OfType<object>().Select(a => string.Format(CultureInfo.InvariantCulture, "{0}", a)))}]&";
-                    uriString += "&";
                 }
             }
 
-            uriString += $"{string.Join("&", parameters.Where(p => !p.Value.GetType().IsArray).Select(s => $"{s.Key}={(urlEncodeValues ? Uri.EscapeDataString(s.Value.ToString()) : s.Value)}"))}";
+            uriString += $"{string.Join("&", parameters.Where(p => !p.Value.GetType().IsArray).Select(s => $"{s.Key}={(urlEncodeValues ? Uri.EscapeDataString(string.Format(CultureInfo.InvariantCulture, "{0}", s.Value)) : string.Format(CultureInfo.InvariantCulture, "{0}", s.Value))}"))}";
             uriString = uriString.TrimEnd('&');
             return uriString;
         }
@@ -124,141 +92,26 @@ namespace CryptoExchange.Net
         /// </summary>
         /// <param name="parameters"></param>
         /// <returns></returns>
-        public static string ToFormData(this SortedDictionary<string, object> parameters)
+        public static string ToFormData(this IDictionary<string, object> parameters)
         {
             var formData = HttpUtility.ParseQueryString(string.Empty);
             foreach (var kvp in parameters)
             {
+                if (kvp.Value is null)
+                    continue;
+
                 if (kvp.Value.GetType().IsArray)
                 {
                     var array = (Array)kvp.Value;
                     foreach (var value in array)
-                        formData.Add(kvp.Key, value.ToString());
+                        formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", value));
                 }
                 else
                 {
-                    formData.Add(kvp.Key, kvp.Value.ToString());
+                    formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value));
                 }
             }
-            return formData.ToString();
+            return formData.ToString()!;
-        }
-        
-
-        /// <summary>
-        /// Get the string the secure string is representing
-        /// </summary>
-        /// <param name="source">The source secure string</param>
-        /// <returns></returns>
-        public static string GetString(this SecureString source)
-        {
-            lock (source)
-            {
-                string result;
-                var length = source.Length;
-                var pointer = IntPtr.Zero;
-                var chars = new char[length];
-
-                try
-                {
-                    pointer = Marshal.SecureStringToBSTR(source);
-                    Marshal.Copy(pointer, chars, 0, length);
-
-                    result = string.Join("", chars);
-                }
-                finally
-                {
-                    if (pointer != IntPtr.Zero)
-                    {
-                        Marshal.ZeroFreeBSTR(pointer);
-                    }
-                }
-
-                return result;
-            }
-        }
-
-        /// <summary>
-        /// Are 2 secure strings equal
-        /// </summary>
-        /// <param name="ss1">Source secure string</param>
-        /// <param name="ss2">Compare secure string</param>
-        /// <returns>True if equal by value</returns>
-        public static bool IsEqualTo(this SecureString ss1, SecureString ss2)
-        {
-            IntPtr bstr1 = IntPtr.Zero;
-            IntPtr bstr2 = IntPtr.Zero;
-            try
-            {
-                bstr1 = Marshal.SecureStringToBSTR(ss1);
-                bstr2 = Marshal.SecureStringToBSTR(ss2);
-                int length1 = Marshal.ReadInt32(bstr1, -4);
-                int length2 = Marshal.ReadInt32(bstr2, -4);
-                if (length1 == length2)
-                {
-                    for (int x = 0; x < length1; ++x)
-                    {
-                        byte b1 = Marshal.ReadByte(bstr1, x);
-                        byte b2 = Marshal.ReadByte(bstr2, x);
-                        if (b1 != b2) return false;
-                    }
-                }
-                else
-                {
-                    return false;
-                }
-
-                return true;
-            }
-            finally
-            {
-                if (bstr2 != IntPtr.Zero) Marshal.ZeroFreeBSTR(bstr2);
-                if (bstr1 != IntPtr.Zero) Marshal.ZeroFreeBSTR(bstr1);
-            }
-        }
-
-        /// <summary>
-        /// Create a secure string from a string
-        /// </summary>
-        /// <param name="source"></param>
-        /// <returns></returns>
-        public static SecureString ToSecureString(this string source)
-        {
-            var secureString = new SecureString();
-            foreach (var c in source)
-                secureString.AppendChar(c);
-            secureString.MakeReadOnly();
-            return secureString;
-        }
-
-        /// <summary>
-        /// String to JToken
-        /// </summary>
-        /// <param name="stringData"></param>
-        /// <param name="logger"></param>
-        /// <returns></returns>
-        public static JToken? ToJToken(this string stringData, ILogger? logger = null)
-        {
-            if (string.IsNullOrEmpty(stringData))
-                return null;
-
-            try
-            {
-                return JToken.Parse(stringData);
-            }
-            catch (JsonReaderException jre)
-            {
-                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}. Data: {stringData}";
-                logger?.Log(LogLevel.Error, info);
-                if (logger == null) Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | {info}");
-                return null;
-            }
-            catch (JsonSerializationException jse)
-            {
-                var info = $"Deserialize JsonSerializationException: {jse.Message}. Data: {stringData}";
-                logger?.Log(LogLevel.Error, info);
-                if (logger == null) Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | {info}");
-                return null;
-            }
         }
 
         /// <summary>
@@ -336,6 +189,16 @@ namespace CryptoExchange.Net
                 throw new ArgumentException($"No values provided for parameter {argumentName}", argumentName);
         }
 
+        /// <summary>
+        /// Format a string to RFC3339/ISO8601 string
+        /// </summary>
+        /// <param name="dateTime"></param>
+        /// <returns></returns>
+        public static string ToRfc3339String(this DateTime dateTime)
+        {
+            return dateTime.ToString("yyyy-MM-dd'T'HH:mm:ss.fffzzz", DateTimeFormatInfo.InvariantInfo);
+        }
+
         /// <summary>
         /// Format an exception and inner exception to a readable string
         /// </summary>
@@ -380,26 +243,6 @@ namespace CryptoExchange.Net
             return url.TrimEnd('/');
         }
 
-        /// <summary>
-        /// Fill parameters in a path. Parameters are specified by '{}' and should be specified in occuring sequence
-        /// </summary>
-        /// <param name="path">The total path string</param>
-        /// <param name="values">The values to fill</param>
-        /// <returns></returns>
-        public static string FillPathParameters(this string path, params string[] values)
-        {
-            foreach (var value in values)
-            {
-                var index = path.IndexOf("{}", StringComparison.Ordinal);
-                if (index >= 0)
-                {
-                    path = path.Remove(index, 2);
-                    path = path.Insert(index, value);
-                }
-            }
-            return path;
-        }
-
         /// <summary>
         /// Create a new uri with the provided parameters as query
         /// </summary>
@@ -407,7 +250,7 @@ namespace CryptoExchange.Net
         /// <param name="baseUri"></param>
         /// <param name="arraySerialization"></param>
         /// <returns></returns>
-        public static Uri SetParameters(this Uri baseUri, SortedDictionary<string, object> parameters, ArrayParametersSerialization arraySerialization)
+        public static Uri SetParameters(this Uri baseUri, IDictionary<string, object> parameters, ArrayParametersSerialization arraySerialization)
         {
             var uriBuilder = new UriBuilder();
             uriBuilder.Scheme = baseUri.Scheme;
@@ -417,10 +260,26 @@ namespace CryptoExchange.Net
             var httpValueCollection = HttpUtility.ParseQueryString(string.Empty);
             foreach (var parameter in parameters)
             {
-                if(parameter.Value.GetType().IsArray)
+                if (parameter.Value.GetType().IsArray)
                 {
-                    foreach (var item in (object[])parameter.Value)
+                    if (arraySerialization == ArrayParametersSerialization.JsonArray)
-                        httpValueCollection.Add(arraySerialization == ArrayParametersSerialization.Array ? parameter.Key + "[]" : parameter.Key, item.ToString());
+                    {
+                        httpValueCollection.Add(parameter.Key, $"[{string.Join(",", (object[])parameter.Value)}]");
+                    }
+                    else
+                    {
+                        foreach (var item in (object[])parameter.Value)
+                        {
+                            if (arraySerialization == ArrayParametersSerialization.Array)
+                            {
+                                httpValueCollection.Add(parameter.Key + "[]", item.ToString());
+                            }
+                            else
+                            {
+                                httpValueCollection.Add(parameter.Key, item.ToString());
+                            }
+                        }
+                    }
                 }
                 else
                 {
@@ -450,8 +309,24 @@ namespace CryptoExchange.Net
             {
                 if (parameter.Value.GetType().IsArray)
                 {
-                    foreach (var item in (object[])parameter.Value)
+                    if (arraySerialization == ArrayParametersSerialization.JsonArray)
-                        httpValueCollection.Add(arraySerialization == ArrayParametersSerialization.Array ? parameter.Key + "[]" : parameter.Key, item.ToString());
+                    {
+                        httpValueCollection.Add(parameter.Key, $"[{string.Join(",", (object[])parameter.Value)}]");
+                    }
+                    else
+                    {
+                        foreach (var item in (object[])parameter.Value)
+                        {
+                            if (arraySerialization == ArrayParametersSerialization.Array)
+                            {
+                                httpValueCollection.Add(parameter.Key + "[]", item.ToString());
+                            }
+                            else
+                            {
+                                httpValueCollection.Add(parameter.Key, item.ToString());
+                            }
+                        }
+                    }
                 }
                 else
                 {
@@ -481,6 +356,151 @@ namespace CryptoExchange.Net
 
             return ub.Uri;
         }
+
+        /// <summary>
+        /// Decompress using GzipStream
+        /// </summary>
+        /// <param name="data"></param>
+        /// <returns></returns>
+        public static ReadOnlyMemory<byte> DecompressGzip(this ReadOnlyMemory<byte> data)
+        {
+            using var decompressedStream = new MemoryStream();
+            using var dataStream = MemoryMarshal.TryGetArray(data, out var arraySegment)
+                ? new MemoryStream(arraySegment.Array!, arraySegment.Offset, arraySegment.Count)
+                : new MemoryStream(data.ToArray());
+            using var deflateStream = new GZipStream(new MemoryStream(data.ToArray()), CompressionMode.Decompress);
+            deflateStream.CopyTo(decompressedStream);
+            return new ReadOnlyMemory<byte>(decompressedStream.GetBuffer(), 0, (int)decompressedStream.Length);
+        }
+
+        /// <summary>
+        /// Decompress using DeflateStream
+        /// </summary>
+        /// <param name="input"></param>
+        /// <returns></returns>
+        public static ReadOnlyMemory<byte> Decompress(this ReadOnlyMemory<byte> input)
+        {
+            var output = new MemoryStream();
+
+            using (var compressStream = new MemoryStream(input.ToArray()))
+            using (var decompressor = new DeflateStream(compressStream, CompressionMode.Decompress))
+                decompressor.CopyTo(output);
+
+            output.Position = 0;
+            return new ReadOnlyMemory<byte>(output.GetBuffer(), 0, (int)output.Length);
+        }
+
+        /// <summary>
+        /// Whether the trading mode is linear
+        /// </summary>
+        public static bool IsLinear(this TradingMode type) => type == TradingMode.PerpetualLinear || type == TradingMode.DeliveryLinear;
+
+        /// <summary>
+        /// Whether the trading mode is inverse
+        /// </summary>
+        public static bool IsInverse(this TradingMode type) => type == TradingMode.PerpetualInverse || type == TradingMode.DeliveryInverse;
+        
+        /// <summary>
+        /// Whether the trading mode is perpetual
+        /// </summary>
+        public static bool IsPerpetual(this TradingMode type) => type == TradingMode.PerpetualInverse || type == TradingMode.PerpetualLinear;
+
+        /// <summary>
+        /// Whether the trading mode is delivery
+        /// </summary>
+        public static bool IsDelivery(this TradingMode type) => type == TradingMode.DeliveryInverse || type == TradingMode.DeliveryLinear;
+
+        /// <summary>
+        /// Register rest client interfaces
+        /// </summary>
+        public static IServiceCollection RegisterSharedRestInterfaces<T>(this IServiceCollection services, Func<IServiceProvider, T> client)
+        {
+            if (typeof(IAssetsRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IAssetsRestClient)client(x)!);
+            if (typeof(IBalanceRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IBalanceRestClient)client(x)!);
+            if (typeof(IDepositRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IDepositRestClient)client(x)!);
+            if (typeof(IKlineRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IKlineRestClient)client(x)!);
+            if (typeof(IListenKeyRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IListenKeyRestClient)client(x)!);
+            if (typeof(IOrderBookRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IOrderBookRestClient)client(x)!);
+            if (typeof(IRecentTradeRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IRecentTradeRestClient)client(x)!);
+            if (typeof(ITradeHistoryRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ITradeHistoryRestClient)client(x)!);
+            if (typeof(IWithdrawalRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IWithdrawalRestClient)client(x)!);
+            if (typeof(IWithdrawRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IWithdrawRestClient)client(x)!);
+            if (typeof(IFeeRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IFeeRestClient)client(x)!);
+
+            if (typeof(ISpotOrderRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ISpotOrderRestClient)client(x)!);
+            if (typeof(ISpotSymbolRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ISpotSymbolRestClient)client(x)!);
+            if (typeof(ISpotTickerRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ISpotTickerRestClient)client(x)!);
+
+            if (typeof(IFundingRateRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IFundingRateRestClient)client(x)!);
+            if (typeof(IFuturesOrderRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IFuturesOrderRestClient)client(x)!);
+            if (typeof(IFuturesSymbolRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IFuturesSymbolRestClient)client(x)!);
+            if (typeof(IFuturesTickerRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IFuturesTickerRestClient)client(x)!);
+            if (typeof(IIndexPriceKlineRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IIndexPriceKlineRestClient)client(x)!);
+            if (typeof(ILeverageRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ILeverageRestClient)client(x)!);
+            if (typeof(IMarkPriceKlineRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IMarkPriceKlineRestClient)client(x)!);
+            if (typeof(IOpenInterestRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IOpenInterestRestClient)client(x)!);
+            if (typeof(IPositionHistoryRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IPositionHistoryRestClient)client(x)!);
+            if (typeof(IPositionModeRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IPositionModeRestClient)client(x)!);
+
+            return services;
+        }
+
+        /// <summary>
+        /// Register socket client interfaces
+        /// </summary>
+        public static IServiceCollection RegisterSharedSocketInterfaces<T>(this IServiceCollection services, Func<IServiceProvider, T> client)
+        {
+            if (typeof(IBalanceSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IBalanceSocketClient)client(x)!);
+            if (typeof(IBookTickerSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IBookTickerSocketClient)client(x)!);
+            if (typeof(IKlineSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IKlineSocketClient)client(x)!);
+            if (typeof(IOrderBookRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IOrderBookRestClient)client(x)!);
+            if (typeof(ITickerSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ITickerSocketClient)client(x)!);
+            if (typeof(ITickersSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ITickersSocketClient)client(x)!);
+            if (typeof(ITradeSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ITradeSocketClient)client(x)!);
+            if (typeof(IUserTradeSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IUserTradeSocketClient)client(x)!);
+
+            if (typeof(ISpotOrderSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (ISpotOrderSocketClient)client(x)!);
+
+            if (typeof(IFuturesOrderSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IFuturesOrderSocketClient)client(x)!);
+            if (typeof(IPositionSocketClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IPositionSocketClient)client(x)!);
+
+            return services;
+        }
     }
 }
 

CryptoExchange.Net/Interfaces/CommonClients/IBaseRestClient.cs

@@ -8,131 +8,87 @@ using System.Threading.Tasks;
 namespace CryptoExchange.Net.Interfaces.CommonClients
 {
     /// <summary>
-    /// Common rest client endpoints
+    /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
     /// </summary>
     public interface IBaseRestClient
     {
         /// <summary>
-        /// The name of the exchange
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
         string ExchangeName { get; }
 
         /// <summary>
-        /// Should be triggered on order placing
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
         event Action<OrderId> OnOrderPlaced;
         /// <summary>
-        /// Should be triggered on order cancelling
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
         event Action<OrderId> OnOrderCanceled;
 
         /// <summary>
-        /// Get the symbol name based on a base and quote asset
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="baseAsset">The base asset</param>
-        /// <param name="quoteAsset">The quote asset</param>
-        /// <returns></returns>
         string GetSymbolName(string baseAsset, string quoteAsset);
 
         /// <summary>
-        /// Get a list of symbols for the exchange
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<Symbol>>> GetSymbolsAsync(CancellationToken ct = default);
 
         /// <summary>
-        /// Get a ticker for the exchange
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="symbol">The symbol to get klines for</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<Ticker>> GetTickerAsync(string symbol, CancellationToken ct = default);
 
         /// <summary>
-        /// Get a list of tickers for the exchange
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<Ticker>>> GetTickersAsync(CancellationToken ct = default);
 
         /// <summary>
-        /// Get a list of candles for a given symbol on the exchange
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="symbol">The symbol to retrieve the candles for</param>
-        /// <param name="timespan">The timespan to retrieve the candles for. The supported value are dependent on the exchange</param>
-        /// <param name="startTime">[Optional] Start time to retrieve klines for</param>
-        /// <param name="endTime">[Optional] End time to retrieve klines for</param>
-        /// <param name="limit">[Optional] Max number of results</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<Kline>>> GetKlinesAsync(string symbol, TimeSpan timespan, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Get the order book for a symbol
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="symbol">The symbol to get the book for</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<CommonObjects.OrderBook>> GetOrderBookAsync(string symbol, CancellationToken ct = default);
 
         /// <summary>
-        /// The recent trades for a symbol
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="symbol">The symbol to get the trades for</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<Trade>>> GetRecentTradesAsync(string symbol, CancellationToken ct = default);
 
         /// <summary>
-        /// Get balances
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="accountId">[Optional] The account id to retrieve balances for, required for some exchanges, ignored otherwise</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<Balance>>> GetBalancesAsync(string? accountId = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Get an order by id
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="orderId">The id</param>
-        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<Order>> GetOrderAsync(string orderId, string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Get trades for an order by id
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="orderId">The id</param>
-        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<UserTrade>>> GetOrderTradesAsync(string orderId, string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Get a list of open orders
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="symbol">[Optional] The symbol to get open orders for, required for some exchanges, ignored otherwise</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<Order>>> GetOpenOrdersAsync(string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Get a list of closed orders
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="symbol">[Optional] The symbol to get closed orders for, required for some exchanges, ignored otherwise</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<Order>>> GetClosedOrdersAsync(string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Cancel an order by id
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="orderId">The id</param>
-        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<OrderId>> CancelOrderAsync(string orderId, string? symbol = null, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/Interfaces/CommonClients/IFuturesClient.cs

@@ -7,30 +7,18 @@ using CryptoExchange.Net.Objects;
 namespace CryptoExchange.Net.Interfaces.CommonClients
 {
     /// <summary>
-    /// Common futures endpoints
+    /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
     /// </summary>
     public interface IFuturesClient : IBaseRestClient
     {
         /// <summary>
-        /// Place an order
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="symbol">The symbol the order is for</param>
-        /// <param name="side">The side of the order</param>
-        /// <param name="type">The type of the order</param>
-        /// <param name="quantity">The quantity of the order</param>
-        /// <param name="price">The price of the order, only for limit orders</param>
-        /// <param name="accountId">[Optional] The account id to place the order on, required for some exchanges, ignored otherwise</param>
-        /// <param name="leverage">[Optional] Leverage for this order. This is needed for some exchanges. For exchanges where this is not needed this parameter is ignored (and should be set before hand)</param>
-        /// <param name="clientOrderId">[Optional] Client specified id for this order</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns>The id of the resulting order</returns>
         Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, int? leverage = null, string? accountId = null, string? clientOrderId = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Get position
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns></returns>
         Task<WebCallResult<IEnumerable<Position>>> GetPositionsAsync(CancellationToken ct = default);
     }
 }

CryptoExchange.Net/Interfaces/CommonClients/ISpotClient.cs

@@ -6,22 +6,13 @@ using System.Threading.Tasks;
 namespace CryptoExchange.Net.Interfaces.CommonClients
 {
     /// <summary>
-    /// Common spot endpoints
+    /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="" /> for more info.
     /// </summary>
     public interface ISpotClient: IBaseRestClient
     {
         /// <summary>
-        /// Place an order
+        /// DEPRECATED; use <see cref="SharedApis.ISharedClient" /> instead for common/shared functionality. See <see href="https://jkorf.github.io/CryptoExchange.Net/docs/index.html#shared" /> for more info.
         /// </summary>
-        /// <param name="symbol">The symbol the order is for</param>
-        /// <param name="side">The side of the order</param>
-        /// <param name="type">The type of the order</param>
-        /// <param name="quantity">The quantity of the order</param>
-        /// <param name="price">The price of the order, only for limit orders</param>
-        /// <param name="accountId">[Optional] The account id to place the order on, required for some exchanges, ignored otherwise</param>
-        /// <param name="clientOrderId">[Optional] Client specified id for this order</param>
-        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
-        /// <returns>The id of the resulting order</returns>
         Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, string? accountId = null, string? clientOrderId = null, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/Interfaces/IAuthTimeProvider.cs

@@ -0,0 +1,16 @@
+using System;
+
+namespace CryptoExchange.Net.Interfaces
+{
+    /// <summary>
+    /// Time provider
+    /// </summary>
+    internal interface IAuthTimeProvider
+    {
+        /// <summary>
+        /// Get current time
+        /// </summary>
+        /// <returns></returns>
+        DateTime GetTime();
+    }
+}

CryptoExchange.Net/Interfaces/IBaseApiClient.cs

@@ -1,4 +1,8 @@
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.SharedApis;
+using System;
 
 namespace CryptoExchange.Net.Interfaces
 {
@@ -12,11 +16,33 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         string BaseAddress { get; }
 
+        /// <summary>
+        /// Whether or not API credentials have been configured for this client. Does not check the credentials are actually valid.
+        /// </summary>
+        bool Authenticated { get; }
+
+        /// <summary>
+        /// Format a base and quote asset to an exchange accepted symbol 
+        /// </summary>
+        /// <param name="baseAsset">The base asset</param>
+        /// <param name="quoteAsset">The quote asset</param>
+        /// <param name="tradingMode">The trading mode</param>
+        /// <param name="deliverDate">The deliver date for a delivery futures symbol</param>
+        /// <returns></returns>
+        string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverDate = null);
+
         /// <summary>
         /// Set the API credentials for this API client
         /// </summary>
         /// <typeparam name="T"></typeparam>
         /// <param name="credentials"></param>
         void SetApiCredentials<T>(T credentials) where T : ApiCredentials;
+
+        /// <summary>
+        /// Set new options. Note that when using a proxy this should be provided in the options even when already set before or it will be reset.
+        /// </summary>
+        /// <typeparam name="T">Api credentials type</typeparam>
+        /// <param name="options">Options to set</param>
+        void SetOptions<T>(UpdateOptions<T> options) where T : ApiCredentials;
     }
 }

CryptoExchange.Net/Interfaces/ICryptoRestClient.cs

@@ -1,8 +1,6 @@
 using CryptoExchange.Net.Interfaces.CommonClients;
-using Microsoft.Extensions.DependencyInjection;
 using System;
 using System.Collections.Generic;
-using System.Text;
 
 namespace CryptoExchange.Net.Interfaces
 {

CryptoExchange.Net/Interfaces/ICryptoSocketClient.cs

@@ -1,8 +1,4 @@
-using CryptoExchange.Net.Interfaces.CommonClients;
+using System;
-using Microsoft.Extensions.DependencyInjection;
-using System;
-using System.Collections.Generic;
-using System.Text;
 
 namespace CryptoExchange.Net.Interfaces
 {

CryptoExchange.Net/Interfaces/IMessageAccessor.cs

@@ -1,8 +1,11 @@
-using System;
+using CryptoExchange.Net.Converters.MessageParsing;
+using CryptoExchange.Net.Objects;
+using System;
 using System.Collections.Generic;
 using System.IO;
+using System.Threading.Tasks;
 
-namespace CryptoExchange.Net.Sockets.MessageParsing.Interfaces
+namespace CryptoExchange.Net.Interfaces
 {
     /// <summary>
     /// Message accessor
@@ -14,14 +17,17 @@ namespace CryptoExchange.Net.Sockets.MessageParsing.Interfaces
         /// </summary>
         bool IsJson { get; }
         /// <summary>
+        /// Is the original data available for retrieval
+        /// </summary>
+        bool OriginalDataAvailable { get; }
+        /// <summary>
         /// The underlying data object
         /// </summary>
         object? Underlying { get; }
         /// <summary>
-        /// Load a stream message
+        /// Clear internal data structure
         /// </summary>
-        /// <param name="stream"></param>
+        void Clear();
-        void Load(Stream stream);
         /// <summary>
         /// Get the type of node
         /// </summary>
@@ -53,6 +59,43 @@ namespace CryptoExchange.Net.Sockets.MessageParsing.Interfaces
         /// <param name="type"></param>
         /// <param name="path"></param>
         /// <returns></returns>
-        object Deserialize(Type type, MessagePath? path = null);
+        CallResult<object> Deserialize(Type type, MessagePath? path = null);
+        /// <summary>
+        /// Deserialize the message into this type
+        /// </summary>
+        /// <param name="path"></param>
+        /// <returns></returns>
+        CallResult<T> Deserialize<T>(MessagePath? path = null);
+
+        /// <summary>
+        /// Get the original string value
+        /// </summary>
+        /// <returns></returns>
+        string GetOriginalString();
+    }
+
+    /// <summary>
+    /// Stream message accessor
+    /// </summary>
+    public interface IStreamMessageAccessor : IMessageAccessor
+    {
+        /// <summary>
+        /// Load a stream message
+        /// </summary>
+        /// <param name="stream"></param>
+        /// <param name="bufferStream"></param>
+        Task<CallResult> Read(Stream stream, bool bufferStream);
+    }
+
+    /// <summary>
+    /// Byte message accessor
+    /// </summary>
+    public interface IByteMessageAccessor : IMessageAccessor
+    {
+        /// <summary>
+        /// Load a data message
+        /// </summary>
+        /// <param name="data"></param>
+        CallResult Read(ReadOnlyMemory<byte> data);
     }
 }

CryptoExchange.Net/Interfaces/IMessageProcessor.cs

@@ -1,7 +1,6 @@
 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;
@@ -27,7 +26,7 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="connection"></param>
         /// <param name="message"></param>
         /// <returns></returns>
-        Task<CallResult> HandleAsync(SocketConnection connection, DataEvent<object> message);
+        Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message);
         /// <summary>
         /// Get the type the message should be deserialized to
         /// </summary>
@@ -35,11 +34,11 @@ namespace CryptoExchange.Net.Interfaces
         /// <returns></returns>
         Type? GetMessageType(IMessageAccessor messageAccessor);
         /// <summary>
-        /// Deserialize a message int oobject of type
+        /// Deserialize a message into object of type
         /// </summary>
         /// <param name="accessor"></param>
         /// <param name="type"></param>
         /// <returns></returns>
-        object Deserialize(IMessageAccessor accessor, Type type);
+        CallResult<object> Deserialize(IMessageAccessor accessor, Type type);
     }
 }

CryptoExchange.Net/Interfaces/IMessageSerializer.cs

@@ -1,4 +1,4 @@
-namespace CryptoExchange.Net.Sockets.MessageParsing.Interfaces
+namespace CryptoExchange.Net.Interfaces
 {
     /// <summary>
     /// Serializer interface

CryptoExchange.Net/Interfaces/IOrderBookFactory.cs

@@ -0,0 +1,35 @@
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.SharedApis;
+using System;
+
+namespace CryptoExchange.Net.Interfaces
+{
+    /// <summary>
+    /// Factory for ISymbolOrderBook instances
+    /// </summary>
+    public interface IOrderBookFactory<TOptions> where TOptions : OrderBookOptions
+    {
+        /// <summary>
+        /// Create a new order book by symbol name
+        /// </summary>
+        /// <param name="symbol">Symbol name</param>
+        /// <param name="options">Options for the order book</param>
+        /// <returns></returns>
+        public ISymbolOrderBook Create(string symbol, Action<TOptions>? options = null);
+        /// <summary>
+        /// Create a new order book by base and quote asset names
+        /// </summary>
+        /// <param name="baseAsset">Base asset name</param>
+        /// <param name="quoteAsset">Quote asset name</param>
+        /// <param name="options">Options for the order book</param>
+        /// <returns></returns>
+        public ISymbolOrderBook Create(string baseAsset, string quoteAsset, Action<TOptions>? options = null);
+        /// <summary>
+        /// Create a new order book by base and quote asset names
+        /// </summary>
+        /// <param name="symbol">Symbol</param>
+        /// <param name="options">Options for the order book</param>
+        /// <returns></returns>
+        public ISymbolOrderBook Create(SharedSymbol symbol, Action<TOptions>? options = null);
+    }
+}

CryptoExchange.Net/Interfaces/IRateLimiter.cs

@@ -1,7 +1,6 @@
 using CryptoExchange.Net.Objects;
 using Microsoft.Extensions.Logging;
 using System.Net.Http;
-using System.Security;
 using System.Threading;
 using System.Threading.Tasks;
 
@@ -24,6 +23,6 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="requestWeight">The weight of the request</param>
         /// <param name="ct">Cancellation token to cancel waiting</param>
         /// <returns>The time in milliseconds spend waiting</returns>
-        Task<CallResult<int>> LimitRequestAsync(ILogger log, string endpoint, HttpMethod method, bool signed, SecureString? apiKey, RateLimitingBehaviour limitBehaviour, int requestWeight, CancellationToken ct);
+        Task<CallResult<int>> LimitRequestAsync(ILogger log, string endpoint, HttpMethod method, bool signed, string? apiKey, RateLimitingBehaviour limitBehaviour, int requestWeight, CancellationToken ct);
     }
 }

CryptoExchange.Net/Interfaces/IRequestFactory.cs

@@ -24,6 +24,13 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="requestTimeout">Request timeout to use</param>
         /// <param name="httpClient">Optional shared http client instance</param>
         /// <param name="proxy">Optional proxy to use when no http client is provided</param>
-        void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? httpClient=null);
+        void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? httpClient = null);
+
+        /// <summary>
+        /// Update settings
+        /// </summary>
+        /// <param name="proxy">Proxy to use</param>
+        /// <param name="requestTimeout">Request timeout to use</param>
+        void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout);
     }
 }

CryptoExchange.Net/Interfaces/IRestClient.cs

@@ -17,5 +17,10 @@ namespace CryptoExchange.Net.Interfaces
         /// The total amount of requests made with this client
         /// </summary>
         int TotalRequestsMade { get; }
+
+        /// <summary>
+        /// The exchange name
+        /// </summary>
+        string Exchange { get; }
     }
 }

CryptoExchange.Net/Interfaces/ISocketApiClient.cs

@@ -1,4 +1,5 @@
-using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.Objects.Sockets;
 using System.Threading.Tasks;
 
@@ -36,7 +37,7 @@ namespace CryptoExchange.Net.Interfaces
         /// <summary>
         /// Log the current state of connections and subscriptions
         /// </summary>
-        string GetSubscriptionsState();
+        string GetSubscriptionsState(bool includeSubDetails = true);
         /// <summary>
         /// Reconnect all connections
         /// </summary>
@@ -59,5 +60,11 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="subscription">The subscription to unsubscribe</param>
         /// <returns></returns>
         Task UnsubscribeAsync(UpdateSubscription subscription);
+
+        /// <summary>
+        /// Prepare connections which can subsequently be used for sending websocket requests. Note that this is not required. If not prepared it will be initialized at the first websocket request.
+        /// </summary>
+        /// <returns></returns>
+        Task<CallResult> PrepareConnectionsAsync();
     }
 }

CryptoExchange.Net/Interfaces/ISocketClient.cs

@@ -10,6 +10,11 @@ namespace CryptoExchange.Net.Interfaces
     /// </summary>
     public interface ISocketClient: IDisposable
     {
+        /// <summary>
+        /// The exchange name
+        /// </summary>
+        string Exchange { get; }
+
         /// <summary>
         /// The options provided for this client
         /// </summary>

CryptoExchange.Net/Interfaces/ISymbolOrderBook.cs

@@ -12,9 +12,14 @@ namespace CryptoExchange.Net.Interfaces
     public interface ISymbolOrderBook
     {
         /// <summary>
-        /// Identifier
+        /// The exchange the book is for
         /// </summary>
-        string Id { get; }
+        string Exchange { get; }
+
+        /// <summary>
+        /// The Api the book is for
+        /// </summary>
+        string Api { get; }
 
         /// <summary>
         /// The status of the order book. Order book is up to date when the status is `Synced`

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -1,5 +1,5 @@
-using System;
+using CryptoExchange.Net.Objects;
-using System.IO;
+using System;
 using System.Net.WebSockets;
 using System.Threading.Tasks;
 
@@ -17,12 +17,20 @@ namespace CryptoExchange.Net.Interfaces
         /// <summary>
         /// Websocket message received event
         /// </summary>
-        event Func<WebSocketMessageType, Stream, Task> OnStreamMessage;
+        event Func<WebSocketMessageType, ReadOnlyMemory<byte>, Task> OnStreamMessage;
         /// <summary>
         /// Websocket sent event, RequestId as parameter
         /// </summary>
         event Func<int, Task> OnRequestSent;
         /// <summary>
+        /// Websocket query was ratelimited and couldn't be send
+        /// </summary>
+        event Func<int, Task>? OnRequestRateLimited;
+        /// <summary>
+        /// Connection was ratelimited and couldn't be established
+        /// </summary>
+        event Func<Task>? OnConnectRateLimited;
+        /// <summary>
         /// Websocket error event
         /// </summary>
         event Func<Exception, Task> OnError;
@@ -67,14 +75,14 @@ namespace CryptoExchange.Net.Interfaces
         /// Connect the socket
         /// </summary>
         /// <returns></returns>
-        Task<bool> ConnectAsync();
+        Task<CallResult> ConnectAsync();
         /// <summary>
         /// Send data
         /// </summary>
         /// <param name="id"></param>
         /// <param name="data"></param>
         /// <param name="weight"></param>
-        void Send(int id, string data, int weight);
+        bool Send(int id, string data, int weight);
         /// <summary>
         /// Reconnect the socket
         /// </summary>
@@ -85,5 +93,10 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         /// <returns></returns>
         Task CloseAsync();
+
+        /// <summary>
+        /// Update proxy setting
+        /// </summary>
+        void UpdateProxy(ApiProxy? proxy);
     }
 }

CryptoExchange.Net/LibraryHelpers.cs

@@ -0,0 +1,47 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net
+{
+    /// <summary>
+    /// Helpers for client libraries
+    /// </summary>
+    public static class LibraryHelpers
+    {
+        /// <summary>
+        /// Client order id seperator
+        /// </summary>
+        public const string ClientOrderIdSeperator = "JK";
+
+        /// <summary>
+        /// Apply broker id to a client order id
+        /// </summary>
+        /// <param name="clientOrderId"></param>
+        /// <param name="brokerId"></param>
+        /// <param name="maxLength"></param>
+        /// <param name="allowValueAdjustement"></param>
+        /// <returns></returns>
+        public static string ApplyBrokerId(string? clientOrderId, string brokerId, int maxLength, bool allowValueAdjustement)
+        {
+            var reservedLength = brokerId.Length + ClientOrderIdSeperator.Length;
+
+            if ((clientOrderId?.Length + reservedLength) > maxLength)
+                return clientOrderId!;
+
+            if (!string.IsNullOrEmpty(clientOrderId))
+            {
+                if (allowValueAdjustement)
+                    clientOrderId = brokerId + ClientOrderIdSeperator + clientOrderId;
+
+                return clientOrderId!;
+            }
+            else
+            {
+                clientOrderId = ExchangeHelpers.AppendRandomString(brokerId + ClientOrderIdSeperator, maxLength);
+            }
+
+            return clientOrderId;
+        }
+    }
+}

CryptoExchange.Net/Logging/Extensions/CryptoExchangeWebSocketClientLoggingExtension.cs

@@ -0,0 +1,374 @@
+using Microsoft.Extensions.Logging;
+using System;
+
+namespace CryptoExchange.Net.Logging.Extensions
+{
+#pragma warning disable CS1591 // Missing XML comment for publicly visible type or member
+    public static class CryptoExchangeWebSocketClientLoggingExtension
+    {
+        private static readonly Action<ILogger, int, Exception?> _connecting;
+        private static readonly Action<ILogger, int, string, Exception?> _connectionFailed;
+        private static readonly Action<ILogger, int, Uri, Exception?> _connected;
+        private static readonly Action<ILogger, int, Exception?> _startingProcessing;
+        private static readonly Action<ILogger, int, Exception?> _finishedProcessing;
+        private static readonly Action<ILogger, int, Exception?> _attemptReconnect;
+        private static readonly Action<ILogger, int, Uri, Exception?> _setReconnectUri;
+        private static readonly Action<ILogger, int, int, int, Exception?> _addingBytesToSendBuffer;
+        private static readonly Action<ILogger, int, Exception?> _reconnectRequested;
+        private static readonly Action<ILogger, int, Exception?> _closeAsyncWaitingForExistingCloseTask;
+        private static readonly Action<ILogger, int, Exception?> _closeAsyncSocketNotOpen;
+        private static readonly Action<ILogger, int, Exception?> _closing;
+        private static readonly Action<ILogger, int, Exception?> _closed;
+        private static readonly Action<ILogger, int, Exception?> _disposing;
+        private static readonly Action<ILogger, int, Exception?> _disposed;
+        private static readonly Action<ILogger, int, int, int, Exception?> _sentBytes;
+        private static readonly Action<ILogger, int, string, Exception?> _sendLoopStoppedWithException;
+        private static readonly Action<ILogger, int, Exception?> _sendLoopFinished;
+        private static readonly Action<ILogger, int, string, string ,Exception?> _receivedCloseMessage;
+        private static readonly Action<ILogger, int, string, string ,Exception?> _receivedCloseConfirmation;
+        private static readonly Action<ILogger, int, int, Exception?> _receivedPartialMessage;
+        private static readonly Action<ILogger, int, int, Exception?> _receivedSingleMessage;
+        private static readonly Action<ILogger, int, long, Exception?> _reassembledMessage;
+        private static readonly Action<ILogger, int, long, Exception?> _discardIncompleteMessage;
+        private static readonly Action<ILogger, int, Exception?> _receiveLoopStoppedWithException;
+        private static readonly Action<ILogger, int, Exception?> _receiveLoopFinished;
+        private static readonly Action<ILogger, int, TimeSpan?, Exception?> _startingTaskForNoDataReceivedCheck;
+        private static readonly Action<ILogger, int, TimeSpan?, Exception?> _noDataReceiveTimoutReconnect;
+        private static readonly Action<ILogger, int, string, string, Exception?> _socketProcessingStateChanged;
+        private static readonly Action<ILogger, int, Exception?> _socketPingTimeout;
+
+        static CryptoExchangeWebSocketClientLoggingExtension()
+        {
+            _connecting = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1000, "Connecting"),
+                "[Sckt {SocketId}] connecting");
+
+            _connectionFailed = LoggerMessage.Define<int, string>(
+                LogLevel.Error,
+                new EventId(1001, "ConnectionFailed"),
+                "[Sckt {SocketId}] connection failed: {ErrorMessage}");
+
+            _connected = LoggerMessage.Define<int, Uri?>(
+                LogLevel.Debug,
+                new EventId(1002, "Connected"),
+                "[Sckt {SocketId}] connected to {Uri}");
+
+            _startingProcessing = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1003, "StartingProcessing"),
+                "[Sckt {SocketId}] starting processing tasks");
+
+            _finishedProcessing = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1004, "FinishedProcessing"),
+                "[Sckt {SocketId}] processing tasks finished");
+
+            _attemptReconnect = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1005, "AttemptReconnect"),
+                "[Sckt {SocketId}] attempting to reconnect");
+
+            _setReconnectUri = LoggerMessage.Define<int, Uri>(
+                LogLevel.Debug,
+                new EventId(1006, "SetReconnectUri"),
+                "[Sckt {SocketId}] reconnect URI set to {ReconnectUri}");
+
+            _addingBytesToSendBuffer = LoggerMessage.Define<int, int, int>(
+                LogLevel.Trace,
+                new EventId(1007, "AddingBytesToSendBuffer"),
+                "[Sckt {SocketId}] [Req {RequestId}] adding {NumBytes} bytes to send buffer");
+
+            _reconnectRequested = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1008, "ReconnectRequested"),
+                "[Sckt {SocketId}] reconnect requested");
+
+            _closeAsyncWaitingForExistingCloseTask = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1009, "CloseAsyncWaitForExistingCloseTask"),
+                "[Sckt {SocketId}] CloseAsync() waiting for existing close task");
+
+            _closeAsyncSocketNotOpen = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1010, "CloseAsyncSocketNotOpen"),
+                "[Sckt {SocketId}] CloseAsync() socket not open");
+
+            _closing = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1011, "Closing"),
+               "[Sckt {SocketId}] closing");
+
+            _closed = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1012, "Closed"),
+                "[Sckt {SocketId}] closed");
+
+            _disposing = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1013, "Disposing"),
+                "[Sckt {SocketId}] disposing");
+
+            _disposed = LoggerMessage.Define<int>(
+                LogLevel.Trace,
+                new EventId(1014, "Disposed"),
+                "[Sckt {SocketId}] disposed");
+
+            _sentBytes = LoggerMessage.Define<int, int, int>(
+                LogLevel.Trace,
+                new EventId(1016, "SentBytes"),
+                "[Sckt {SocketId}] [Req {RequestId}] sent {NumBytes} bytes");
+
+            _sendLoopStoppedWithException = LoggerMessage.Define<int, string>(
+                LogLevel.Warning,
+                new EventId(1017, "SendLoopStoppedWithException"),
+                "[Sckt {SocketId}] send loop stopped with exception: {ErrorMessage}");
+
+            _sendLoopFinished = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1018, "SendLoopFinished"),
+                "[Sckt {SocketId}] send loop finished");
+
+            _receivedCloseMessage = LoggerMessage.Define<int, string, string>(
+                LogLevel.Debug,
+                new EventId(1019, "ReceivedCloseMessage"),
+                "[Sckt {SocketId}] received `Close` message, CloseStatus: {CloseStatus}, CloseStatusDescription: {CloseStatusDescription}");
+
+            _receivedPartialMessage = LoggerMessage.Define<int, int>(
+                LogLevel.Trace,
+                new EventId(1020, "ReceivedPartialMessage"),
+                "[Sckt {SocketId}] received {NumBytes} bytes in partial message");
+
+            _receivedSingleMessage = LoggerMessage.Define<int, int>(
+                LogLevel.Trace,
+                new EventId(1021, "ReceivedSingleMessage"),
+                "[Sckt {SocketId}] received {NumBytes} bytes in single message");
+
+            _reassembledMessage = LoggerMessage.Define<int, long>(
+                LogLevel.Trace,
+                new EventId(1022, "ReassembledMessage"),
+                "[Sckt {SocketId}] reassembled message of {NumBytes} bytes");
+
+            _discardIncompleteMessage = LoggerMessage.Define<int, long>(
+                LogLevel.Trace,
+                new EventId(1023, "DiscardIncompleteMessage"),
+                "[Sckt {SocketId}] discarding incomplete message of {NumBytes} bytes");
+
+            _receiveLoopStoppedWithException = LoggerMessage.Define<int>(
+                LogLevel.Error,
+                new EventId(1024, "ReceiveLoopStoppedWithException"),
+                "[Sckt {SocketId}] receive loop stopped with exception");
+
+            _receiveLoopFinished = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(1025, "ReceiveLoopFinished"),
+                "[Sckt {SocketId}] receive loop finished");
+
+            _startingTaskForNoDataReceivedCheck = LoggerMessage.Define<int, TimeSpan?>(
+                LogLevel.Debug,
+                new EventId(1026, "StartingTaskForNoDataReceivedCheck"),
+                "[Sckt {SocketId}] starting task checking for no data received for {Timeout}");
+
+            _noDataReceiveTimoutReconnect = LoggerMessage.Define<int, TimeSpan?>(
+                LogLevel.Warning,
+                new EventId(1027, "NoDataReceiveTimeoutReconnect"),
+                "[Sckt {SocketId}] no data received for {Timeout}, reconnecting socket");
+
+            _receivedCloseConfirmation = LoggerMessage.Define<int, string, string>(
+                LogLevel.Debug,
+                new EventId(1028, "ReceivedCloseMessage"),
+                "[Sckt {SocketId}] received `Close` message confirming our close request, CloseStatus: {CloseStatus}, CloseStatusDescription: {CloseStatusDescription}");
+
+            _socketProcessingStateChanged = LoggerMessage.Define<int, string, string>(
+                LogLevel.Trace,
+                new EventId(1029, "SocketProcessingStateChanged"),
+                "[Sckt {Id}] processing state change: {PreviousState} -> {NewState}");
+
+            _socketPingTimeout = LoggerMessage.Define<int>(
+                LogLevel.Warning,
+                new EventId(1030, "SocketPingTimeout"),
+                "[Sckt {Id}] ping frame timeout; reconnecting socket");
+
+        }
+
+        public static void SocketConnecting(
+            this ILogger logger, int socketId)
+        {
+            _connecting(logger, socketId, null);
+        }
+
+        public static void SocketConnectionFailed(
+            this ILogger logger, int socketId, string message, Exception e)
+        {
+            _connectionFailed(logger, socketId, message, e);
+        }
+
+        public static void SocketConnected(
+            this ILogger logger, int socketId, Uri uri)
+        {
+            _connected(logger, socketId, uri, null);
+        }
+
+        public static void SocketStartingProcessing(
+            this ILogger logger, int socketId)
+        {
+            _startingProcessing(logger, socketId, null);
+        }
+
+        public static void SocketFinishedProcessing(
+            this ILogger logger, int socketId)
+        {
+            _finishedProcessing(logger, socketId, null);
+        }
+
+        public static void SocketAttemptReconnect(
+            this ILogger logger, int socketId)
+        {
+            _attemptReconnect(logger, socketId, null);
+        }
+
+        public static void SocketSetReconnectUri(
+            this ILogger logger, int socketId, Uri uri)
+        {
+            _setReconnectUri(logger, socketId, uri, null);
+        }
+
+        public static void SocketAddingBytesToSendBuffer(
+            this ILogger logger, int socketId, int requestId, byte[] bytes)
+        {
+            _addingBytesToSendBuffer(logger, socketId, requestId, bytes.Length, null);
+        }
+
+        public static void SocketReconnectRequested(
+            this ILogger logger, int socketId)
+        {
+            _reconnectRequested(logger, socketId, null);
+        }
+
+        public static void SocketCloseAsyncWaitingForExistingCloseTask(
+            this ILogger logger, int socketId)
+        {
+            _closeAsyncWaitingForExistingCloseTask(logger, socketId, null);
+        }
+
+        public static void SocketCloseAsyncSocketNotOpen(
+            this ILogger logger, int socketId)
+        {
+            _closeAsyncSocketNotOpen(logger, socketId, null);
+        }
+
+        public static void SocketClosing(
+            this ILogger logger, int socketId)
+        {
+            _closing(logger, socketId, null);
+        }
+
+        public static void SocketClosed(
+            this ILogger logger, int socketId)
+        {
+            _closed(logger, socketId, null);
+        }
+
+        public static void SocketDisposing(
+            this ILogger logger, int socketId)
+        {
+            _disposing(logger, socketId, null);
+        }
+
+        public static void SocketDisposed(
+            this ILogger logger, int socketId)
+        {
+            _disposed(logger, socketId, null);
+        }
+
+        public static void SocketSentBytes(
+            this ILogger logger, int socketId, int requestId, int numBytes)
+        {
+            _sentBytes(logger, socketId, requestId, numBytes, null);
+        }
+
+        public static void SocketSendLoopStoppedWithException(
+            this ILogger logger, int socketId, string message, Exception e)
+        {
+            _sendLoopStoppedWithException(logger, socketId, message, e);
+        }
+
+        public static void SocketSendLoopFinished(
+            this ILogger logger, int socketId)
+        {
+            _sendLoopFinished(logger, socketId, null);
+        }
+
+        public static void SocketReceivedCloseMessage(
+            this ILogger logger, int socketId, string webSocketCloseStatus, string closeStatusDescription)
+        {
+            _receivedCloseMessage(logger, socketId, webSocketCloseStatus, closeStatusDescription, null);
+        }
+
+        public static void SocketReceivedCloseConfirmation(
+            this ILogger logger, int socketId, string webSocketCloseStatus, string closeStatusDescription)
+        {
+            _receivedCloseConfirmation(logger, socketId, webSocketCloseStatus, closeStatusDescription, null);
+        }
+
+        public static void SocketReceivedPartialMessage(
+            this ILogger logger, int socketId, int countBytes)
+        {
+            _receivedPartialMessage(logger, socketId, countBytes, null);
+        }
+
+        public static void SocketReceivedSingleMessage(
+            this ILogger logger, int socketId, int countBytes)
+        {
+            _receivedSingleMessage(logger, socketId, countBytes, null);
+        }
+
+        public static void SocketReassembledMessage(
+            this ILogger logger, int socketId, long countBytes)
+        {
+            _reassembledMessage(logger, socketId, countBytes, null);
+        }
+
+        public static void SocketDiscardIncompleteMessage(
+            this ILogger logger, int socketId, long countBytes)
+        {
+            _discardIncompleteMessage(logger, socketId, countBytes, null);
+        }
+
+        public static void SocketReceiveLoopStoppedWithException(
+            this ILogger logger, int socketId, Exception e)
+        {
+            _receiveLoopStoppedWithException(logger, socketId, e);
+        }
+
+        public static void SocketReceiveLoopFinished(
+            this ILogger logger, int socketId)
+        {
+            _receiveLoopFinished(logger, socketId, null);
+        }
+
+        public static void SocketStartingTaskForNoDataReceivedCheck(
+            this ILogger logger, int socketId, TimeSpan? timeSpan)
+        {
+            _startingTaskForNoDataReceivedCheck(logger, socketId, timeSpan, null);
+        }
+
+        public static void SocketNoDataReceiveTimoutReconnect(
+            this ILogger logger, int socketId, TimeSpan? timeSpan)
+        {
+            _noDataReceiveTimoutReconnect(logger, socketId, timeSpan, null);
+        }
+
+        public static void SocketProcessingStateChanged(
+            this ILogger logger, int socketId, string prevState, string newState)
+        {
+            _socketProcessingStateChanged(logger, socketId, prevState, newState, null);
+        }
+
+        public static void SocketPingTimeout(
+            this ILogger logger, int socketId)
+        {
+            _socketPingTimeout(logger, socketId, null);
+        }
+    }
+}

CryptoExchange.Net/Logging/Extensions/RateLimitGateLoggingExtensions.cs

@@ -0,0 +1,79 @@
+using Microsoft.Extensions.Logging;
+using System;
+
+namespace CryptoExchange.Net.Logging.Extensions
+{
+#pragma warning disable CS1591 // Missing XML comment for publicly visible type or member
+    public static class RateLimitGateLoggingExtensions
+    {
+        private static readonly Action<ILogger, int, string, string, string, Exception?> _rateLimitRequestFailed;
+        private static readonly Action<ILogger, int, string, string, Exception?> _rateLimitConnectionFailed;
+        private static readonly Action<ILogger, int, string, TimeSpan, string, string, Exception?> _rateLimitDelayingRequest;
+        private static readonly Action<ILogger, int, TimeSpan, string, string, Exception?> _rateLimitDelayingConnection;
+        private static readonly Action<ILogger, int, string, string, string, int, Exception?> _rateLimitAppliedRequest;
+        private static readonly Action<ILogger, int, string, string, int, Exception?> _rateLimitAppliedConnection;
+
+        static RateLimitGateLoggingExtensions()
+        {
+            _rateLimitRequestFailed = LoggerMessage.Define<int, string, string, string>(
+                LogLevel.Warning,
+                new EventId(6000, "RateLimitRequestFailed"),
+                "[Req {Id}] Call to {Path} failed because of ratelimit guard {Guard}; {Limit}");
+
+            _rateLimitConnectionFailed = LoggerMessage.Define<int, string, string>(
+                LogLevel.Warning,
+                new EventId(6001, "RateLimitConnectionFailed"),
+                "[Sckt {Id}] Connection failed because of ratelimit guard {Guard}; {Limit}");
+
+            _rateLimitDelayingRequest = LoggerMessage.Define<int, string, TimeSpan, string, string>(
+                LogLevel.Warning,
+                new EventId(6002, "RateLimitDelayingRequest"),
+                "[Req {Id}] Delaying call to {Path} by {Delay} because of ratelimit guard {Guard}; {Limit}");
+
+            _rateLimitDelayingConnection = LoggerMessage.Define<int, TimeSpan, string, string>(
+                LogLevel.Warning,
+                new EventId(6003, "RateLimitDelayingConnection"),
+                "[Sckt {Id}] Delaying connection by {Delay} because of ratelimit guard {Guard}; {Limit}");
+
+            _rateLimitAppliedConnection = LoggerMessage.Define<int, string, string, int>(
+                LogLevel.Trace,
+                new EventId(6004, "RateLimitDelayingConnection"),
+                "[Sckt {Id}] Connection passed ratelimit guard {Guard}; {Limit}, New count: {Current}");
+
+            _rateLimitAppliedRequest = LoggerMessage.Define<int, string, string, string, int>(
+                LogLevel.Trace,
+                new EventId(6005, "RateLimitAppliedRequest"),
+                "[Req {Id}] Call to {Path} passed ratelimit guard {Guard}; {Limit}, New count: {Current}");
+        }
+
+        public static void RateLimitRequestFailed(this ILogger logger, int requestId, string path, string guard, string limit)
+        {
+            _rateLimitRequestFailed(logger, requestId, path, guard, limit, null);
+        }
+
+        public static void RateLimitConnectionFailed(this ILogger logger, int connectionId, string guard, string limit)
+        {
+            _rateLimitConnectionFailed(logger, connectionId, guard, limit, null);
+        }
+
+        public static void RateLimitDelayingRequest(this ILogger logger, int requestId, string path, TimeSpan delay, string guard, string limit)
+        {
+            _rateLimitDelayingRequest(logger, requestId, path, delay, guard, limit, null);
+        }
+
+        public static void RateLimitDelayingConnection(this ILogger logger, int connectionId, TimeSpan delay, string guard, string limit)
+        {
+            _rateLimitDelayingConnection(logger, connectionId, delay, guard, limit, null);
+        }
+
+        public static void RateLimitAppliedConnection(this ILogger logger, int connectionId, string guard, string limit, int current)
+        {
+            _rateLimitAppliedConnection(logger, connectionId, guard, limit, current, null);
+        }
+
+        public static void RateLimitAppliedRequest(this ILogger logger, int requestIdId, string path, string guard, string limit, int current)
+        {
+            _rateLimitAppliedRequest(logger, requestIdId, path, guard, limit, current, null);
+        }
+    }
+}

CryptoExchange.Net/Logging/Extensions/RestApiClientLoggingExtensions.cs

@@ -0,0 +1,149 @@
+using CryptoExchange.Net.Objects;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Net;
+using System.Net.Http;
+
+namespace CryptoExchange.Net.Logging.Extensions
+{
+#pragma warning disable CS1591 // Missing XML comment for publicly visible type or member
+    public static class RestApiClientLoggingExtensions
+    {
+        private static readonly Action<ILogger, int?, int?, long, string?, Exception?> _restApiErrorReceived;
+        private static readonly Action<ILogger, int?, int?, long, string?, Exception?> _restApiResponseReceived;
+        private static readonly Action<ILogger, int, string, Exception?> _restApiFailedToSyncTime;
+        private static readonly Action<ILogger, int, string, Exception?> _restApiNoApiCredentials;
+        private static readonly Action<ILogger, int, Uri, Exception?> _restApiCreatingRequest;
+        private static readonly Action<ILogger, int, HttpMethod, string, Uri, string, Exception?> _restApiSendingRequest;
+        private static readonly Action<ILogger, int, DateTime, Exception?> _restApiRateLimitRetry;
+        private static readonly Action<ILogger, int, DateTime, Exception?> _restApiRateLimitPauseUntil;
+        private static readonly Action<ILogger, int, RequestDefinition, string?, string, string, Exception?> _restApiSendRequest;
+        private static readonly Action<ILogger, string, Exception?> _restApiCheckingCache;
+        private static readonly Action<ILogger, string, Exception?> _restApiCacheHit;
+        private static readonly Action<ILogger, string, Exception?> _restApiCacheNotHit;
+
+
+        static RestApiClientLoggingExtensions()
+        {
+            _restApiErrorReceived = LoggerMessage.Define<int?, int?, long, string?>(
+                LogLevel.Warning,
+                new EventId(4000, "RestApiErrorReceived"),
+                "[Req {RequestId}] {ResponseStatusCode} - Error received in {ResponseTime}ms: {ErrorMessage}");
+
+            _restApiResponseReceived = LoggerMessage.Define<int?, int?, long, string?>(
+                LogLevel.Debug,
+                new EventId(4001, "RestApiResponseReceived"),
+                "[Req {RequestId}] {ResponseStatusCode} - Response received in {ResponseTime}ms: {OriginalData}");
+
+            _restApiFailedToSyncTime = LoggerMessage.Define<int, string>(
+                LogLevel.Debug,
+                new EventId(4002, "RestApifailedToSyncTime"),
+                "[Req {RequestId}] Failed to sync time, aborting request: {ErrorMessage}");
+
+            _restApiNoApiCredentials = LoggerMessage.Define<int, string>(
+                LogLevel.Warning,
+                new EventId(4003, "RestApiNoApiCredentials"),
+                "[Req {RequestId}] Request {RestApiUri} failed because no ApiCredentials were provided");
+
+            _restApiCreatingRequest = LoggerMessage.Define<int, Uri>(
+                LogLevel.Information,
+                new EventId(4004, "RestApiCreatingRequest"),
+                "[Req {RequestId}] Creating request for {RestApiUri}");
+
+            _restApiSendingRequest = LoggerMessage.Define<int, HttpMethod, string, Uri, string>(
+                LogLevel.Trace,
+                new EventId(4005, "RestApiSendingRequest"),
+                "[Req {RequestId}] Sending {Method} {Signed} request to {RestApiUri}{Query}");
+
+            _restApiRateLimitRetry = LoggerMessage.Define<int, DateTime>(
+                LogLevel.Warning,
+                new EventId(4006, "RestApiRateLimitRetry"),
+                "[Req {RequestId}] Received ratelimit error, retrying after {Timestamp}");
+
+            _restApiRateLimitPauseUntil = LoggerMessage.Define<int, DateTime>(
+                LogLevel.Warning,
+                new EventId(4007, "RestApiRateLimitPauseUntil"),
+                "[Req {RequestId}] Ratelimit error from server, pausing requests until {Until}");
+
+            _restApiSendRequest = LoggerMessage.Define<int, RequestDefinition, string?, string, string>(
+                LogLevel.Debug,
+                new EventId(4008, "RestApiSendRequest"),
+                "[Req {RequestId}] Sending {Definition} request with body {Body}, query parameters {Query} and headers {Headers}");
+
+            _restApiCheckingCache = LoggerMessage.Define<string>(
+                LogLevel.Trace,
+                new EventId(4009, "RestApiCheckingCache"),
+                "Checking cache for key {Key}");
+
+            _restApiCacheHit = LoggerMessage.Define<string>(
+                LogLevel.Trace,
+                new EventId(4010, "RestApiCacheHit"),
+                "Cache hit for key {Key}");
+
+            _restApiCacheNotHit = LoggerMessage.Define<string>(
+                LogLevel.Trace,
+                new EventId(4011, "RestApiCacheNotHit"),
+                "Cache not hit for key {Key}");
+        }
+
+        public static void RestApiErrorReceived(this ILogger logger, int? requestId, HttpStatusCode? responseStatusCode, long responseTime, string? error)
+        {
+            _restApiErrorReceived(logger, requestId, (int?)responseStatusCode, responseTime, error, null);
+        }
+
+        public static void RestApiResponseReceived(this ILogger logger, int? requestId, HttpStatusCode? responseStatusCode, long responseTime, string? originalData)
+        {
+            _restApiResponseReceived(logger, requestId, (int?)responseStatusCode, responseTime, originalData, null);
+        }
+
+        public static void RestApiFailedToSyncTime(this ILogger logger, int requestId, string error)
+        {
+            _restApiFailedToSyncTime(logger, requestId, error, null);
+        }
+
+        public static void RestApiNoApiCredentials(this ILogger logger, int requestId, string uri)
+        {
+            _restApiNoApiCredentials(logger, requestId, uri, null);
+        }
+
+        public static void RestApiCreatingRequest(this ILogger logger, int requestId, Uri uri)
+        {
+            _restApiCreatingRequest(logger, requestId, uri, null);
+        }
+
+        public static void RestApiSendingRequest(this ILogger logger, int requestId, HttpMethod method, string signed, Uri uri, string paramString)
+        {
+            _restApiSendingRequest(logger, requestId, method, signed, uri, paramString, null);
+        }
+
+        public static void RestApiRateLimitRetry(this ILogger logger, int requestId, DateTime retryAfter)
+        {
+            _restApiRateLimitRetry(logger, requestId, retryAfter, null);
+        }
+
+        public static void RestApiRateLimitPauseUntil(this ILogger logger, int requestId, DateTime retryAfter)
+        {
+            _restApiRateLimitPauseUntil(logger, requestId, retryAfter, null);
+        }
+
+        public static void RestApiSendRequest(this ILogger logger, int requestId, RequestDefinition definition, string? body, string query, string headers)
+        {
+            _restApiSendRequest(logger, requestId, definition, body, query, headers, null);
+        }
+
+        public static void CheckingCache(this ILogger logger, string key)
+        {
+            _restApiCheckingCache(logger, key, null);
+        }
+
+        public static void CacheHit(this ILogger logger, string key)
+        {
+            _restApiCacheHit(logger, key, null);
+        }
+
+        public static void CacheNotHit(this ILogger logger, string key)
+        {
+            _restApiCacheNotHit(logger, key, null);
+        }
+    }
+}

CryptoExchange.Net/Logging/Extensions/SocketApiClientLoggingExtension.cs

@@ -0,0 +1,200 @@
+using Microsoft.Extensions.Logging;
+using System;
+
+namespace CryptoExchange.Net.Logging.Extensions
+{
+#pragma warning disable CS1591 // Missing XML comment for publicly visible type or member
+    public static class SocketApiClientLoggingExtension
+    {
+        private static readonly Action<ILogger, int, Exception?> _failedToAddSubscriptionRetryOnDifferentConnection;
+        private static readonly Action<ILogger, int, Exception?> _hasBeenPausedCantSubscribeAtThisMoment;
+        private static readonly Action<ILogger, int, string?, Exception?> _failedToSubscribe;
+        private static readonly Action<ILogger, int, int, Exception?> _cancellationTokenSetClosingSubscription;
+        private static readonly Action<ILogger, int, int, Exception?> _subscriptionCompletedSuccessfully;
+        private static readonly Action<ILogger, int, Exception?> _hasBeenPausedCantSendQueryAtThisMoment;
+        private static readonly Action<ILogger, int, Exception?> _attemptingToAuthenticate;
+        private static readonly Action<ILogger, int, Exception?> _authenticationFailed;
+        private static readonly Action<ILogger, int, Exception?> _authenticated;
+        private static readonly Action<ILogger, string?, Exception?> _failedToDetermineConnectionUrl;
+        private static readonly Action<ILogger, string, Exception?> _connectionAddressSetTo;
+        private static readonly Action<ILogger, int, string, Exception?> _socketCreatedForAddress;
+        private static readonly Action<ILogger, int, Exception?> _unsubscribingAll;
+        private static readonly Action<ILogger, Exception?> _disposingSocketClient;
+        private static readonly Action<ILogger, int, int, Exception?> _unsubscribingSubscription;
+        private static readonly Action<ILogger, int, Exception?> _reconnectingAllConnections;
+        private static readonly Action<ILogger, DateTime, Exception?> _addingRetryAfterGuard;
+
+        static SocketApiClientLoggingExtension()
+        {
+            _failedToAddSubscriptionRetryOnDifferentConnection = LoggerMessage.Define<int>(
+                LogLevel.Trace,
+                new EventId(3000, "FailedToAddSubscriptionRetryOnDifferentConnection"),
+                "[Sckt {SocketId}] failed to add subscription, retrying on different connection");
+
+            _hasBeenPausedCantSubscribeAtThisMoment = LoggerMessage.Define<int>(
+                LogLevel.Warning,
+                new EventId(3001, "HasBeenPausedCantSubscribeAtThisMoment"),
+                "[Sckt {SocketId}] has been paused, can't subscribe at this moment");
+
+            _failedToSubscribe = LoggerMessage.Define<int, string?>(
+                LogLevel.Warning,
+                new EventId(3002, "FailedToSubscribe"),
+                "[Sckt {SocketId}] failed to subscribe: {ErrorMessage}");
+
+            _cancellationTokenSetClosingSubscription = LoggerMessage.Define<int, int>(
+                LogLevel.Information,
+                new EventId(3003, "CancellationTokenSetClosingSubscription"),
+                "[Sckt {SocketId}] Cancellation token set, closing subscription {SubscriptionId}");
+
+            _subscriptionCompletedSuccessfully = LoggerMessage.Define<int, int>(
+                LogLevel.Information,
+                new EventId(3004, "SubscriptionCompletedSuccessfully"),
+                "[Sckt {SocketId}] subscription {SubscriptionId} completed successfully");
+
+            _hasBeenPausedCantSendQueryAtThisMoment = LoggerMessage.Define<int>(
+                LogLevel.Warning,
+                new EventId(3005, "HasBeenPausedCantSendQueryAtThisMoment"),
+                "[Sckt {SocketId}] has been paused, can't send query at this moment");
+
+            _attemptingToAuthenticate = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(3006, "AttemptingToAuthenticate"),
+                "[Sckt {SocketId}] Attempting to authenticate");
+
+            _authenticationFailed = LoggerMessage.Define<int>(
+                LogLevel.Warning,
+                new EventId(3007, "AuthenticationFailed"),
+                "[Sckt {SocketId}] authentication failed");
+
+            _authenticated = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(3008, "Authenticated"),
+                "[Sckt {SocketId}] authenticated");
+
+            _failedToDetermineConnectionUrl = LoggerMessage.Define<string?>(
+                LogLevel.Warning,
+                new EventId(3009, "FailedToDetermineConnectionUrl"),
+                "Failed to determine connection url: {ErrorMessage}");
+
+            _connectionAddressSetTo = LoggerMessage.Define<string>(
+                LogLevel.Debug,
+                new EventId(3010, "ConnectionAddressSetTo"),
+                "Connection address set to {ConnectionAddress}");
+
+            _socketCreatedForAddress = LoggerMessage.Define<int, string>(
+                LogLevel.Debug,
+                new EventId(3011, "SocketCreatedForAddress"),
+                "[Sckt {SocketId}] created for {Address}");
+
+            _unsubscribingAll = LoggerMessage.Define<int>(
+                LogLevel.Information,
+                new EventId(3013, "UnsubscribingAll"),
+                "Unsubscribing all {SubscriptionCount} subscriptions");
+
+            _disposingSocketClient = LoggerMessage.Define(
+                LogLevel.Debug,
+                new EventId(3015, "DisposingSocketClient"),
+                "Disposing socket client, closing all subscriptions");
+
+            _unsubscribingSubscription = LoggerMessage.Define<int, int>(
+                LogLevel.Information,
+                new EventId(3016, "UnsubscribingSubscription"),
+                "[Sckt {SocketId}] Unsubscribing subscription {SubscriptionId}");
+
+            _reconnectingAllConnections = LoggerMessage.Define<int>(
+                LogLevel.Information,
+                new EventId(3017, "ReconnectingAll"),
+                "Reconnecting all {ConnectionCount} connections");
+
+            _addingRetryAfterGuard = LoggerMessage.Define<DateTime>(
+                LogLevel.Warning,
+                new EventId(3018, "AddRetryAfterGuard"),
+                "Adding RetryAfterGuard ({RetryAfter}) because the connection attempt was rate limited");
+        }
+
+        public static void FailedToAddSubscriptionRetryOnDifferentConnection(this ILogger logger, int socketId)
+        {
+            _failedToAddSubscriptionRetryOnDifferentConnection(logger, socketId, null);
+        }
+
+        public static void HasBeenPausedCantSubscribeAtThisMoment(this ILogger logger, int socketId)
+        {
+            _hasBeenPausedCantSubscribeAtThisMoment(logger, socketId, null);
+        }
+
+        public static void FailedToSubscribe(this ILogger logger, int socketId, string? error)
+        {
+            _failedToSubscribe(logger, socketId, error, null);
+        }
+
+        public static void CancellationTokenSetClosingSubscription(this ILogger logger, int socketId, int subscriptionId)
+        {
+            _cancellationTokenSetClosingSubscription(logger, socketId, subscriptionId, null);
+        }
+
+        public static void SubscriptionCompletedSuccessfully(this ILogger logger, int socketId, int subscriptionId)
+        {
+            _subscriptionCompletedSuccessfully(logger, socketId, subscriptionId, null);
+        }
+
+        public static void HasBeenPausedCantSendQueryAtThisMoment(this ILogger logger, int socketId)
+        {
+            _hasBeenPausedCantSendQueryAtThisMoment(logger, socketId, null);
+        }
+
+        public static void AttemptingToAuthenticate(this ILogger logger, int socketId)
+        {
+            _attemptingToAuthenticate(logger, socketId, null);
+        }
+
+        public static void AuthenticationFailed(this ILogger logger, int socketId)
+        {
+            _authenticationFailed(logger, socketId, null);
+        }
+
+        public static void Authenticated(this ILogger logger, int socketId)
+        {
+            _authenticated(logger, socketId, null);
+        }
+
+        public static void FailedToDetermineConnectionUrl(this ILogger logger, string? error)
+        {
+            _failedToDetermineConnectionUrl(logger, error, null);
+        }
+
+        public static void ConnectionAddressSetTo(this ILogger logger, string connectionAddress)
+        {
+            _connectionAddressSetTo(logger, connectionAddress, null);
+        }
+
+        public static void SocketCreatedForAddress(this ILogger logger, int socketId, string address)
+        {
+            _socketCreatedForAddress(logger, socketId, address, null);
+        }
+
+        public static void UnsubscribingAll(this ILogger logger, int subscriptionCount)
+        {
+            _unsubscribingAll(logger, subscriptionCount, null);
+        }
+
+        public static void DisposingSocketClient(this ILogger logger)
+        {
+            _disposingSocketClient(logger, null);
+        }
+
+        public static void UnsubscribingSubscription(this ILogger logger, int socketId, int subscriptionId)
+        {
+            _unsubscribingSubscription(logger, socketId, subscriptionId, null);
+        }
+
+        public static void ReconnectingAllConnections(this ILogger logger, int connectionCount)
+        {
+            _reconnectingAllConnections(logger, connectionCount, null);
+        }
+
+        public static void AddingRetryAfterGuard(this ILogger logger, DateTime retryAfter)
+        {
+            _addingRetryAfterGuard(logger, retryAfter, null);
+        }
+    }
+}

CryptoExchange.Net/Logging/Extensions/SocketConnectionLoggingExtension.cs

@@ -0,0 +1,325 @@
+using System;
+using System.Net.WebSockets;
+using Microsoft.Extensions.Logging;
+
+namespace CryptoExchange.Net.Logging.Extensions
+{
+#pragma warning disable CS1591 // Missing XML comment for publicly visible type or member
+    public static class SocketConnectionLoggingExtension
+    {
+        private static readonly Action<ILogger, int, bool, Exception?> _activityPaused;
+        private static readonly Action<ILogger, int, Sockets.SocketConnection.SocketStatus, Sockets.SocketConnection.SocketStatus, Exception?> _socketStatusChanged;
+        private static readonly Action<ILogger, int, string?, Exception?> _failedReconnectProcessing;
+        private static readonly Action<ILogger, int, Exception?> _unkownExceptionWhileProcessingReconnection;
+        private static readonly Action<ILogger, int, WebSocketError, string?, Exception?> _webSocketErrorCodeAndDetails;
+        private static readonly Action<ILogger, int, string?, Exception?> _webSocketError;
+        private static readonly Action<ILogger, int, int, Exception?> _messageSentNotPending;
+        private static readonly Action<ILogger, int, string, Exception?> _receivedData;
+        private static readonly Action<ILogger, int, string, Exception?> _failedToEvaluateMessage;
+        private static readonly Action<ILogger, int, Exception?> _errorProcessingMessage;
+        private static readonly Action<ILogger, int, int, string, Exception?> _processorMatched;
+        private static readonly Action<ILogger, int, int, Exception?> _receivedMessageNotRecognized;
+        private static readonly Action<ILogger, int, string?, Exception?> _failedToDeserializeMessage;
+        private static readonly Action<ILogger, int, string, Exception?> _userMessageProcessingFailed;
+        private static readonly Action<ILogger, int, long, long, Exception?> _messageProcessed;
+        private static readonly Action<ILogger, int, int, Exception?> _closingSubscription;
+        private static readonly Action<ILogger, int, Exception?> _notUnsubscribingSubscriptionBecauseDuplicateRunning;
+        private static readonly Action<ILogger, int, Exception?> _alreadyClosing;
+        private static readonly Action<ILogger, int, Exception?> _closingNoMoreSubscriptions;
+        private static readonly Action<ILogger, int, int, int, Exception?> _addingNewSubscription;
+        private static readonly Action<ILogger, int, Exception?> _nothingToResubscribeCloseConnection;
+        private static readonly Action<ILogger, int, Exception?> _failedAuthenticationDisconnectAndRecoonect;
+        private static readonly Action<ILogger, int, Exception?> _authenticationSucceeded;
+        private static readonly Action<ILogger, int, string?, Exception?> _failedRequestRevitalization;
+        private static readonly Action<ILogger, int, Exception?> _allSubscriptionResubscribed;
+        private static readonly Action<ILogger, int, int, Exception?> _subscriptionUnsubscribed;
+        private static readonly Action<ILogger, int, string, Exception?> _sendingPeriodic;
+        private static readonly Action<ILogger, int, string, string, Exception?> _periodicSendFailed;
+        private static readonly Action<ILogger, int, int, string, Exception?> _sendingData;
+        private static readonly Action<ILogger, int, string, string, Exception?> _receivedMessageNotMatchedToAnyListener;
+
+        static SocketConnectionLoggingExtension()
+        {
+            _activityPaused = LoggerMessage.Define<int, bool>(
+                LogLevel.Information,
+                new EventId(2000, "ActivityPaused"),
+                "[Sckt {SocketId}] paused activity: {Paused}");
+
+            _socketStatusChanged = LoggerMessage.Define<int, Sockets.SocketConnection.SocketStatus, Sockets.SocketConnection.SocketStatus>(
+                LogLevel.Debug,
+                new EventId(2001, "SocketStatusChanged"),
+                "[Sckt {SocketId}] status changed from {OldStatus} to {NewStatus}");
+
+            _failedReconnectProcessing = LoggerMessage.Define<int, string?>(
+                LogLevel.Warning,
+                new EventId(2002, "FailedReconnectProcessing"),
+                "[Sckt {SocketId}] failed reconnect processing: {ErrorMessage}, reconnecting again");
+
+            _unkownExceptionWhileProcessingReconnection = LoggerMessage.Define<int>(
+                LogLevel.Warning,
+                new EventId(2003, "UnkownExceptionWhileProcessingReconnection"),
+                "[Sckt {SocketId}] Unknown exception while processing reconnection, reconnecting again");
+
+            _webSocketErrorCodeAndDetails = LoggerMessage.Define<int, WebSocketError, string?>(
+                LogLevel.Warning,
+                new EventId(2004, "WebSocketErrorCode"),
+                "[Sckt {SocketId}] error: Websocket error code {WebSocketErrorCdoe}, details: {Details}");
+
+            _webSocketError = LoggerMessage.Define<int, string?>(
+                LogLevel.Warning,
+                new EventId(2005, "WebSocketError"),
+                "[Sckt {SocketId}] error: {ErrorMessage}");
+
+            _messageSentNotPending = LoggerMessage.Define<int, int>(
+                LogLevel.Debug,
+                new EventId(2006, "MessageSentNotPending"),
+                "[Sckt {SocketId}] [Req {RequestId}] message sent, but not pending");
+
+            _receivedData = LoggerMessage.Define<int, string>(
+                LogLevel.Trace,
+                new EventId(2007, "ReceivedData"),
+                "[Sckt {SocketId}] received {OriginalData}");
+
+            _failedToEvaluateMessage = LoggerMessage.Define<int, string>(
+                LogLevel.Warning,
+                new EventId(2008, "FailedToEvaluateMessage"),
+                "[Sckt {SocketId}] failed to evaluate message. {OriginalData}");
+
+            _errorProcessingMessage = LoggerMessage.Define<int>(
+                LogLevel.Error,
+                new EventId(2009, "ErrorProcessingMessage"),
+                "[Sckt {SocketId}] error processing message");
+
+            _processorMatched = LoggerMessage.Define<int, int, string>(
+                LogLevel.Trace,
+                new EventId(2010, "ProcessorMatched"),
+                "[Sckt {SocketId}] {Count} processor(s) matched to message with listener identifier {ListenerId}");
+
+            _receivedMessageNotRecognized = LoggerMessage.Define<int, int>(
+                LogLevel.Warning,
+                new EventId(2011, "ReceivedMessageNotRecognized"),
+                "[Sckt {SocketId}] received message not recognized by handler {ProcessorId}");
+
+            _failedToDeserializeMessage = LoggerMessage.Define<int, string?>(
+                LogLevel.Warning,
+                new EventId(2012, "FailedToDeserializeMessage"),
+                "[Sckt {SocketId}] deserialization failed: {ErrorMessage}");
+
+            _userMessageProcessingFailed = LoggerMessage.Define<int, string>(
+                LogLevel.Warning,
+                new EventId(2013, "UserMessageProcessingFailed"),
+                "[Sckt {SocketId}] user message processing failed: {ErrorMessage}");
+
+            _messageProcessed = LoggerMessage.Define<int, long, long>(
+                LogLevel.Trace,
+                new EventId(2014, "MessageProcessed"),
+                "[Sckt {SocketId}] message processed in {ProcessingTime}ms, {ParsingTime}ms parsing");
+
+            _closingSubscription = LoggerMessage.Define<int, int>(
+                LogLevel.Debug,
+                new EventId(2015, "ClosingSubscription"),
+                "[Sckt {SocketId}] closing subscription {SubscriptionId}");
+
+            _notUnsubscribingSubscriptionBecauseDuplicateRunning = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(2016, "NotUnsubscribingSubscription"),
+                "[Sckt {SocketId}] not unsubscribing subscription as there is still a duplicate subscription running");
+
+            _alreadyClosing = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(2017, "AlreadyClosing"),
+                "[Sckt {SocketId}] already closing");
+
+            _closingNoMoreSubscriptions = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(2018, "ClosingNoMoreSubscriptions"),
+                "[Sckt {SocketId}] closing as there are no more subscriptions");
+
+            _addingNewSubscription = LoggerMessage.Define<int, int, int>(
+                LogLevel.Debug,
+                new EventId(2019, "AddingNewSubscription"),
+                "[Sckt {SocketId}] adding new subscription with id {SubscriptionId}, total subscriptions on connection: {UserSubscriptionCount}");
+
+            _nothingToResubscribeCloseConnection = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(2020, "NothingToResubscribe"),
+                "[Sckt {SocketId}] nothing to resubscribe, closing connection");
+
+            _failedAuthenticationDisconnectAndRecoonect = LoggerMessage.Define<int>(
+                LogLevel.Warning,
+                new EventId(2021, "FailedAuthentication"),
+                "[Sckt {SocketId}] authentication failed on reconnected socket. Disconnecting and reconnecting");
+
+            _authenticationSucceeded = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(2022, "AuthenticationSucceeded"),
+                "[Sckt {SocketId}] authentication succeeded on reconnected socket");
+
+            _failedRequestRevitalization = LoggerMessage.Define<int, string?>(
+                LogLevel.Warning,
+                new EventId(2023, "FailedRequestRevitalization"),
+                "[Sckt {SocketId}] failed request revitalization: {ErrorMessage}");
+
+            _allSubscriptionResubscribed = LoggerMessage.Define<int>(
+                LogLevel.Debug,
+                new EventId(2024, "AllSubscriptionResubscribed"),
+                "[Sckt {SocketId}] all subscription successfully resubscribed on reconnected socket");
+
+            _subscriptionUnsubscribed = LoggerMessage.Define<int, int>(
+                LogLevel.Information,
+                new EventId(2025, "SubscriptionUnsubscribed"),
+                "[Sckt {SocketId}] subscription {SubscriptionId} unsubscribed");
+
+            _sendingPeriodic = LoggerMessage.Define<int, string>(
+                LogLevel.Trace,
+                new EventId(2026, "SendingPeriodic"),
+                "[Sckt {SocketId}] sending periodic {Identifier}");
+
+            _periodicSendFailed = LoggerMessage.Define<int, string, string>(
+                LogLevel.Warning,
+                new EventId(2027, "PeriodicSendFailed"),
+                "[Sckt {SocketId}] periodic send {Identifier} failed: {ErrorMessage}");
+
+            _sendingData = LoggerMessage.Define<int, int, string>(
+                LogLevel.Trace,
+                new EventId(2028, "SendingData"),
+                "[Sckt {SocketId}] [Req {RequestId}] sending message: {Data}");
+
+            _receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string>(
+                LogLevel.Warning,
+                new EventId(2029, "ReceivedMessageNotMatchedToAnyListener"),
+                "[Sckt {SocketId}] received message not matched to any listener. ListenId: {ListenId}, current listeners: {ListenIds}");
+        }
+
+        public static void ActivityPaused(this ILogger logger, int socketId, bool paused)
+        {
+            _activityPaused(logger, socketId, paused, null);
+        }
+
+        public static void SocketStatusChanged(this ILogger logger, int socketId, Sockets.SocketConnection.SocketStatus oldStatus, Sockets.SocketConnection.SocketStatus newStatus)
+        {
+            _socketStatusChanged(logger, socketId, oldStatus, newStatus, null);
+        }
+
+        public static void FailedReconnectProcessing(this ILogger logger, int socketId, string? error)
+        {
+            _failedReconnectProcessing(logger, socketId, error, null);
+        }
+
+        public static void UnkownExceptionWhileProcessingReconnection(this ILogger logger, int socketId, Exception e)
+        {
+            _unkownExceptionWhileProcessingReconnection(logger, socketId, e);
+        }
+
+        public static void WebSocketErrorCodeAndDetails(this ILogger logger, int socketId, WebSocketError error, string? details, Exception e)
+        {
+            _webSocketErrorCodeAndDetails(logger, socketId, error, details, e);
+        }
+
+        public static void WebSocketError(this ILogger logger, int socketId, string? errorMessage, Exception e)
+        {
+            _webSocketError(logger, socketId, errorMessage, e);
+        }
+
+        public static void MessageSentNotPending(this ILogger logger, int socketId, int requestId)
+        {
+            _messageSentNotPending(logger, socketId, requestId, null);
+        }
+
+        public static void ReceivedData(this ILogger logger, int socketId, string originalData)
+        {
+            _receivedData(logger, socketId, originalData, null);
+        }
+        public static void FailedToEvaluateMessage(this ILogger logger, int socketId, string originalData)
+        {
+            _failedToEvaluateMessage(logger, socketId, originalData, null);
+        }
+        public static void ErrorProcessingMessage(this ILogger logger, int socketId, Exception e)
+        {
+            _errorProcessingMessage(logger, socketId, e);
+        }
+        public static void ProcessorMatched(this ILogger logger, int socketId, int count, string listenerId)
+        {
+            _processorMatched(logger, socketId, count, listenerId, null);
+        }
+        public static void ReceivedMessageNotRecognized(this ILogger logger, int socketId, int id)
+        {
+            _receivedMessageNotRecognized(logger, socketId, id, null);
+        }
+        public static void FailedToDeserializeMessage(this ILogger logger, int socketId, string? errorMessage)
+        {
+            _failedToDeserializeMessage(logger, socketId, errorMessage, null);
+        }
+        public static void UserMessageProcessingFailed(this ILogger logger, int socketId, string errorMessage, Exception e)
+        {
+            _userMessageProcessingFailed(logger, socketId, errorMessage, e);
+        }
+        public static void MessageProcessed(this ILogger logger, int socketId, long processingTime, long parsingTime)
+        {
+            _messageProcessed(logger, socketId, processingTime, parsingTime, null);
+        }
+        public static void ClosingSubscription(this ILogger logger, int socketId, int subscriptionId)
+        {
+            _closingSubscription(logger, socketId, subscriptionId, null);
+        }
+        public static void NotUnsubscribingSubscriptionBecauseDuplicateRunning(this ILogger logger, int socketId)
+        {
+            _notUnsubscribingSubscriptionBecauseDuplicateRunning(logger, socketId, null);
+        }
+        public static void AlreadyClosing(this ILogger logger, int socketId)
+        {
+            _alreadyClosing(logger, socketId, null);
+        }
+        public static void ClosingNoMoreSubscriptions(this ILogger logger, int socketId)
+        {
+            _closingNoMoreSubscriptions(logger, socketId, null);
+        }
+        public static void AddingNewSubscription(this ILogger logger, int socketId, int subscriptionId, int userSubscriptionCount)
+        {
+            _addingNewSubscription(logger, socketId, subscriptionId, userSubscriptionCount, null);
+        }
+
+        public static void NothingToResubscribeCloseConnection(this ILogger logger, int socketId)
+        {
+            _nothingToResubscribeCloseConnection(logger, socketId, null);
+        }
+        public static void FailedAuthenticationDisconnectAndRecoonect(this ILogger logger, int socketId)
+        {
+            _failedAuthenticationDisconnectAndRecoonect(logger, socketId, null);
+        }
+        public static void AuthenticationSucceeded(this ILogger logger, int socketId)
+        {
+            _authenticationSucceeded(logger, socketId, null);
+        }
+        public static void FailedRequestRevitalization(this ILogger logger, int socketId, string? errorMessage)
+        {
+            _failedRequestRevitalization(logger, socketId, errorMessage, null);
+        }
+        public static void AllSubscriptionResubscribed(this ILogger logger, int socketId)
+        {
+            _allSubscriptionResubscribed(logger, socketId, null);
+        }
+        public static void SubscriptionUnsubscribed(this ILogger logger, int socketId, int subscriptionId)
+        {
+            _subscriptionUnsubscribed(logger, socketId, subscriptionId, null);
+        }
+        public static void SendingPeriodic(this ILogger logger, int socketId, string identifier)
+        {
+            _sendingPeriodic(logger, socketId, identifier, null);
+        }
+        public static void PeriodicSendFailed(this ILogger logger, int socketId, string identifier, string errorMessage, Exception e)
+        {
+            _periodicSendFailed(logger, socketId, identifier, errorMessage, e);
+        }
+
+        public static void SendingData(this ILogger logger, int socketId, int requestId, string data)
+        {
+            _sendingData(logger, socketId, requestId, data, null);
+        }
+
+        public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string listenId, string listenIds)
+        {
+            _receivedMessageNotMatchedToAnyListener(logger, socketId, listenId, listenIds, null);
+        }
+    }
+}

CryptoExchange.Net/Logging/Extensions/SymbolOrderBookLoggingExtensions.cs

@@ -0,0 +1,238 @@
+using System;
+using CryptoExchange.Net.Objects;
+using Microsoft.Extensions.Logging;
+
+namespace CryptoExchange.Net.Logging.Extensions
+{
+#pragma warning disable CS1591 // Missing XML comment for publicly visible type or member
+
+    public static class SymbolOrderBookLoggingExtensions
+    {
+        private static readonly Action<ILogger, string, string, OrderBookStatus, OrderBookStatus, Exception?> _orderBookStatusChanged;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookStarting;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookStoppedStarting;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookStopping;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookStopped;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookConnectionLost;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookDisconnected;
+        private static readonly Action<ILogger, string, string, int, Exception?> _orderBookProcessingBufferedUpdates;
+        private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookUpdateSkipped;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookOutOfSyncChecksum;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncFailed;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookResyncing;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookResynced;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookMessageSkippedBecauseOfResubscribing;
+        private static readonly Action<ILogger, string, string, long, long, long, Exception?> _orderBookDataSet;
+        private static readonly Action<ILogger, string, string, long, long, long, long, Exception?> _orderBookUpdateBuffered;
+        private static readonly Action<ILogger, string, string, decimal, decimal, Exception?> _orderBookOutOfSyncDetected;
+        private static readonly Action<ILogger, string, string, Exception?> _orderBookReconnectingSocket;
+        private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookSkippedMessage;
+        private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookProcessedMessage;
+        private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookOutOfSync;
+
+        static SymbolOrderBookLoggingExtensions()
+        {
+            _orderBookStatusChanged = LoggerMessage.Define<string, string, OrderBookStatus, OrderBookStatus>(
+                LogLevel.Information,
+                new EventId(5000, "OrderBookStatusChanged"),
+                "{Api} order book {Symbol} status changed: {PreviousStatus} => {NewStatus}");
+
+            _orderBookStarting = LoggerMessage.Define<string, string>(
+                LogLevel.Debug,
+                new EventId(5001, "OrderBookStarting"),
+                "{Api} order book {Symbol} starting");
+
+            _orderBookStoppedStarting = LoggerMessage.Define<string, string>(
+                LogLevel.Debug,
+                new EventId(5002, "OrderBookStoppedStarting"),
+                "{Api} order book {Symbol} stopped while starting");
+
+            _orderBookConnectionLost = LoggerMessage.Define<string, string>(
+                LogLevel.Warning,
+                new EventId(5003, "OrderBookConnectionLost"),
+                "{Api} order book {Symbol} connection lost");
+
+            _orderBookDisconnected = LoggerMessage.Define<string, string>(
+                LogLevel.Warning,
+                new EventId(5004, "OrderBookDisconnected"),
+                "{Api} order book {Symbol} disconnected");
+
+            _orderBookStopping = LoggerMessage.Define<string, string>(
+                LogLevel.Debug,
+                new EventId(5005, "OrderBookStopping"),
+                "{Api} order book {Symbol} stopping");
+
+
+            _orderBookStopped = LoggerMessage.Define<string, string>(
+                LogLevel.Trace,
+                new EventId(5006, "OrderBookStopped"),
+                "{Api} order book {Symbol} stopped");
+
+            _orderBookProcessingBufferedUpdates = LoggerMessage.Define<string, string, int>(
+                LogLevel.Debug,
+                new EventId(5007, "OrderBookProcessingBufferedUpdates"),
+                "{Api} order book {Symbol} Processing {NumberBufferedUpdated} buffered updates");
+
+            _orderBookUpdateSkipped = LoggerMessage.Define<string, string, long, long>(
+                LogLevel.Debug,
+                new EventId(5008, "OrderBookUpdateSkipped"),
+                "{Api} order book {Symbol} update skipped #{SequenceNumber}, currently at #{LastSequenceNumber}");
+
+            _orderBookOutOfSync = LoggerMessage.Define<string, string, long, long>(
+                LogLevel.Warning,
+                new EventId(5009, "OrderBookOutOfSync"),
+                "{Api} order book {Symbol} out of sync (expected {ExpectedSequenceNumber}, was {SequenceNumber}), reconnecting");
+
+            _orderBookResynced = LoggerMessage.Define<string, string>(
+                LogLevel.Information,
+                new EventId(5010, "OrderBookResynced"),
+                "{Api} order book {Symbol} successfully resynchronized");
+
+            _orderBookMessageSkippedBecauseOfResubscribing = LoggerMessage.Define<string, string>(
+                LogLevel.Trace,
+                new EventId(5011, "OrderBookMessageSkippedResubscribing"),
+                "{Api} order book {Symbol} Skipping message because of resubscribing");
+
+            _orderBookDataSet = LoggerMessage.Define<string, string, long, long, long>(
+                LogLevel.Debug,
+                new EventId(5012, "OrderBookDataSet"),
+                "{Api} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{EndUpdateId}");
+
+            _orderBookUpdateBuffered = LoggerMessage.Define<string, string, long, long, long, long>(
+                LogLevel.Trace,
+                new EventId(5013, "OrderBookUpdateBuffered"),
+                "{Api} order book {Symbol} update buffered #{StartUpdateId}-#{EndUpdateId} [{AsksCount} asks, {BidsCount} bids]");
+
+            _orderBookOutOfSyncDetected = LoggerMessage.Define<string, string, decimal, decimal>(
+                LogLevel.Warning,
+                new EventId(5014, "OrderBookOutOfSyncDetected"),
+                "{Api} order book {Symbol} detected out of sync order book. First ask: {FirstAsk}, first bid: {FirstBid}. Resyncing");
+
+            _orderBookReconnectingSocket = LoggerMessage.Define<string, string>(
+                LogLevel.Warning,
+                new EventId(5015, "OrderBookReconnectingSocket"),
+                "{Api} order book {Symbol} out of sync. Reconnecting socket");
+
+            _orderBookResyncing = LoggerMessage.Define<string, string>(
+                LogLevel.Warning,
+                new EventId(5016, "OrderBookResyncing"),
+                "{Api} order book {Symbol} out of sync. Resyncing");
+
+            _orderBookResyncFailed = LoggerMessage.Define<string, string>(
+                LogLevel.Warning,
+                new EventId(5017, "OrderBookResyncFailed"),
+                "{Api} order book {Symbol} resync failed, reconnecting socket");
+
+            _orderBookSkippedMessage = LoggerMessage.Define<string, string, long, long>(
+                LogLevel.Trace,
+                new EventId(5018, "OrderBookSkippedMessage"),
+                "{Api} order book {Symbol} update skipped #{FirstUpdateId}-{LastUpdateId}");
+
+            _orderBookProcessedMessage = LoggerMessage.Define<string, string, long, long>(
+                LogLevel.Trace,
+                new EventId(5019, "OrderBookProcessedMessage"),
+                "{Api} order book {Symbol} update processed #{FirstUpdateId}-{LastUpdateId}");
+
+            _orderBookOutOfSyncChecksum = LoggerMessage.Define<string, string>(
+                LogLevel.Warning,
+                new EventId(5020, "OrderBookOutOfSyncChecksum"),
+                "{Api} order book {Symbol} out of sync. Checksum mismatch, resyncing");
+        }
+
+        public static void OrderBookStatusChanged(this ILogger logger, string api, string symbol, OrderBookStatus previousStatus, OrderBookStatus newStatus)
+        {
+            _orderBookStatusChanged(logger, api, symbol, previousStatus, newStatus, null);
+        }
+        public static void OrderBookStarting(this ILogger logger, string api, string symbol)
+        {
+            _orderBookStarting(logger, api, symbol, null);
+        }
+        public static void OrderBookStoppedStarting(this ILogger logger, string api, string symbol)
+        {
+            _orderBookStoppedStarting(logger, api, symbol, null);
+        }
+        public static void OrderBookConnectionLost(this ILogger logger, string api, string symbol)
+        {
+            _orderBookConnectionLost(logger, api, symbol, null);
+        }
+
+        public static void OrderBookDisconnected(this ILogger logger, string api, string symbol)
+        {
+            _orderBookDisconnected(logger, api, symbol, null);
+        }
+
+        public static void OrderBookStopping(this ILogger logger, string api, string symbol)
+        {
+            _orderBookStopping(logger, api, symbol, null);
+        }
+
+        public static void OrderBookStopped(this ILogger logger, string api, string symbol)
+        {
+            _orderBookStopped(logger, api, symbol, null);
+        }
+
+        public static void OrderBookProcessingBufferedUpdates(this ILogger logger, string api, string symbol, int numberBufferedUpdated)
+        {
+            _orderBookProcessingBufferedUpdates(logger, api, symbol, numberBufferedUpdated, null);
+        }
+
+        public static void OrderBookUpdateSkipped(this ILogger logger, string api, string symbol, long sequence, long lastSequenceNumber)
+        {
+            _orderBookUpdateSkipped(logger, api, symbol, sequence, lastSequenceNumber, null);
+        }
+
+        public static void OrderBookOutOfSync(this ILogger logger, string api, string symbol, long expectedSequenceNumber, long sequenceNumber)
+        {
+            _orderBookOutOfSync(logger, api, symbol, expectedSequenceNumber, sequenceNumber, null);
+        }
+
+        public static void OrderBookResynced(this ILogger logger, string api, string symbol)
+        {
+            _orderBookResynced(logger, api, symbol, null);
+        }
+
+        public static void OrderBookMessageSkippedResubscribing(this ILogger logger, string api, string symbol)
+        {
+            _orderBookMessageSkippedBecauseOfResubscribing(logger, api, symbol, null);
+        }
+        public static void OrderBookDataSet(this ILogger logger, string api, string symbol, long bidCount, long askCount, long endUpdateId)
+        {
+            _orderBookDataSet(logger, api, symbol, bidCount, askCount, endUpdateId, null);
+        }
+        public static void OrderBookUpdateBuffered(this ILogger logger, string api, string symbol, long startUpdateId, long endUpdateId, long asksCount, long bidsCount)
+        {
+            _orderBookUpdateBuffered(logger, api, symbol, startUpdateId, endUpdateId, asksCount, bidsCount, null);
+        }
+        public static void OrderBookOutOfSyncDetected(this ILogger logger, string api, string symbol, decimal firstAsk, decimal firstBid)
+        {
+            _orderBookOutOfSyncDetected(logger, api, symbol, firstAsk, firstBid, null);
+        }
+
+        public static void OrderBookReconnectingSocket(this ILogger logger, string api, string symbol)
+        {
+            _orderBookReconnectingSocket(logger, api, symbol, null);
+        }
+
+        public static void OrderBookResyncing(this ILogger logger, string api, string symbol)
+        {
+            _orderBookResyncing(logger, api, symbol, null);
+        }
+        public static void OrderBookResyncFailed(this ILogger logger, string api, string symbol)
+        {
+            _orderBookResyncFailed(logger, api, symbol, null);
+        }
+        public static void OrderBookSkippedMessage(this ILogger logger, string api, string symbol, long firstUpdateId, long lastUpdateId)
+        {
+            _orderBookSkippedMessage(logger, api, symbol, firstUpdateId, lastUpdateId, null);
+        }
+        public static void OrderBookProcessedMessage(this ILogger logger, string api, string symbol, long firstUpdateId, long lastUpdateId)
+        {
+            _orderBookProcessedMessage(logger, api, symbol, firstUpdateId, lastUpdateId, null);
+        }
+
+        public static void OrderBookOutOfSyncChecksum(this ILogger logger, string api, string symbol)
+        {
+            _orderBookOutOfSyncChecksum(logger, api, symbol, null);
+        }
+    }
+}

CryptoExchange.Net/Logging/Extensions/TrackerLoggingExtensions.cs

@@ -0,0 +1,292 @@
+using System;
+using CryptoExchange.Net.Objects;
+using Microsoft.Extensions.Logging;
+
+namespace CryptoExchange.Net.Logging.Extensions
+{
+#pragma warning disable CS1591 // Missing XML comment for publicly visible type or member
+
+    public static class TrackerLoggingExtensions
+    {
+        private static readonly Action<ILogger, string, SyncStatus, SyncStatus, Exception?> _klineTrackerStatusChanged;
+        private static readonly Action<ILogger, string, Exception?> _klineTrackerStarting;
+        private static readonly Action<ILogger, string, string, Exception?> _klineTrackerStartFailed;
+        private static readonly Action<ILogger, string, Exception?> _klineTrackerStarted;
+        private static readonly Action<ILogger, string, Exception?> _klineTrackerStopping;
+        private static readonly Action<ILogger, string, Exception?> _klineTrackerStopped;
+        private static readonly Action<ILogger, string, DateTime, Exception?> _klineTrackerInitialDataSet;
+        private static readonly Action<ILogger, string, DateTime, Exception?> _klineTrackerKlineUpdated;
+        private static readonly Action<ILogger, string, DateTime, Exception?> _klineTrackerKlineAdded;
+        private static readonly Action<ILogger, string, Exception?> _klineTrackerConnectionLost;
+        private static readonly Action<ILogger, string, Exception?> _klineTrackerConnectionClosed;
+        private static readonly Action<ILogger, string, Exception?> _klineTrackerConnectionRestored;
+
+        private static readonly Action<ILogger, string, SyncStatus, SyncStatus, Exception?> _tradeTrackerStatusChanged;
+        private static readonly Action<ILogger, string, Exception?> _tradeTrackerStarting;
+        private static readonly Action<ILogger, string, string, Exception?> _tradeTrackerStartFailed;
+        private static readonly Action<ILogger, string, Exception?> _tradeTrackerStarted;
+        private static readonly Action<ILogger, string, Exception?> _tradeTrackerStopping;
+        private static readonly Action<ILogger, string, Exception?> _tradeTrackerStopped;
+        private static readonly Action<ILogger, string, int, long, Exception?> _tradeTrackerInitialDataSet;
+        private static readonly Action<ILogger, string, long, Exception?> _tradeTrackerPreSnapshotSkip;
+        private static readonly Action<ILogger, string, long, Exception?> _tradeTrackerPreSnapshotApplied;
+        private static readonly Action<ILogger, string, long, Exception?> _tradeTrackerTradeAdded;
+        private static readonly Action<ILogger, string, Exception?> _tradeTrackerConnectionLost;
+        private static readonly Action<ILogger, string, Exception?> _tradeTrackerConnectionClosed;
+        private static readonly Action<ILogger, string, Exception?> _tradeTrackerConnectionRestored;
+
+        static TrackerLoggingExtensions()
+        {
+            _klineTrackerStatusChanged = LoggerMessage.Define<string, SyncStatus, SyncStatus>(
+                LogLevel.Debug,
+                new EventId(6001, "KlineTrackerStatusChanged"),
+                "Kline tracker for {Symbol} status changed: {OldStatus} => {NewStatus}");
+
+            _klineTrackerStarting = LoggerMessage.Define<string>(
+                LogLevel.Debug,
+                new EventId(6002, "KlineTrackerStarting"),
+                "Kline tracker for {Symbol} starting");
+
+            _klineTrackerStartFailed = LoggerMessage.Define<string, string>(
+                LogLevel.Warning,
+                new EventId(6003, "KlineTrackerStartFailed"),
+                "Kline tracker for {Symbol} failed to start: {Error}");
+
+            _klineTrackerStarted = LoggerMessage.Define<string>(
+                LogLevel.Information,
+                new EventId(6004, "KlineTrackerStarted"),
+                "Kline tracker for {Symbol} started");
+
+            _klineTrackerStopping = LoggerMessage.Define<string>(
+                LogLevel.Debug,
+                new EventId(6005, "KlineTrackerStopping"),
+                "Kline tracker for {Symbol} stopping");
+
+            _klineTrackerStopped = LoggerMessage.Define<string>(
+                LogLevel.Information,
+                new EventId(6006, "KlineTrackerStopped"),
+                "Kline tracker for {Symbol} stopped");
+
+            _klineTrackerInitialDataSet = LoggerMessage.Define<string, DateTime>(
+                LogLevel.Debug,
+                new EventId(6007, "KlineTrackerInitialDataSet"),
+                "Kline tracker for {Symbol} initial data set, last timestamp: {LastTime}");
+
+            _klineTrackerKlineUpdated = LoggerMessage.Define<string, DateTime>(
+                LogLevel.Trace,
+                new EventId(6008, "KlineTrackerKlineUpdated"),
+                "Kline tracker for {Symbol} kline updated for open time: {LastTime}");
+
+            _klineTrackerKlineAdded = LoggerMessage.Define<string, DateTime>(
+                LogLevel.Trace,
+                new EventId(6009, "KlineTrackerKlineAdded"),
+                "Kline tracker for {Symbol} new kline for open time: {LastTime}");
+
+            _klineTrackerConnectionLost = LoggerMessage.Define<string>(
+                LogLevel.Warning,
+                new EventId(6010, "KlineTrackerConnectionLost"),
+                "Kline tracker for {Symbol} connection lost");
+
+            _klineTrackerConnectionClosed = LoggerMessage.Define<string>(
+                LogLevel.Warning,
+                new EventId(6011, "KlineTrackerConnectionClosed"),
+                "Kline tracker for {Symbol} disconnected");
+
+            _klineTrackerConnectionRestored = LoggerMessage.Define<string>(
+                LogLevel.Information,
+                new EventId(6012, "KlineTrackerConnectionRestored"),
+                "Kline tracker for {Symbol} successfully resynchronized");
+
+
+            _tradeTrackerStatusChanged = LoggerMessage.Define<string, SyncStatus, SyncStatus>(
+                LogLevel.Debug,
+                new EventId(6013, "KlineTrackerStatusChanged"),
+                "Trade tracker for {Symbol} status changed: {OldStatus} => {NewStatus}");
+
+            _tradeTrackerStarting = LoggerMessage.Define<string>(
+                LogLevel.Debug,
+                new EventId(6014, "KlineTrackerStarting"),
+                "Trade tracker for {Symbol} starting");
+
+            _tradeTrackerStartFailed = LoggerMessage.Define<string, string>(
+                LogLevel.Warning,
+                new EventId(6015, "KlineTrackerStartFailed"),
+                "Trade tracker for {Symbol} failed to start: {Error}");
+
+            _tradeTrackerStarted = LoggerMessage.Define<string>(
+                LogLevel.Information,
+                new EventId(6016, "KlineTrackerStarted"),
+                "Trade tracker for {Symbol} started");
+
+            _tradeTrackerStopping = LoggerMessage.Define<string>(
+                LogLevel.Debug,
+                new EventId(6017, "KlineTrackerStopping"),
+                "Trade tracker for {Symbol} stopping");
+
+            _tradeTrackerStopped = LoggerMessage.Define<string>(
+                LogLevel.Information,
+                new EventId(6018, "KlineTrackerStopped"),
+                "Trade tracker for {Symbol} stopped");
+
+            _tradeTrackerInitialDataSet = LoggerMessage.Define<string, int, long>(
+                LogLevel.Debug,
+                new EventId(6019, "TradeTrackerInitialDataSet"),
+                "Trade tracker for {Symbol} snapshot set, Count: {Count}, Last id: {LastId}");
+
+            _tradeTrackerPreSnapshotSkip = LoggerMessage.Define<string, long>(
+                LogLevel.Trace,
+                new EventId(6020, "TradeTrackerPreSnapshotSkip"),
+                "Trade tracker for {Symbol} skipping {Id}, already in snapshot");
+
+            _tradeTrackerPreSnapshotApplied = LoggerMessage.Define<string, long>(
+                LogLevel.Trace,
+                new EventId(6021, "TradeTrackerPreSnapshotApplied"),
+                "Trade tracker for {Symbol} adding {Id} from pre-snapshot");
+
+            _tradeTrackerTradeAdded = LoggerMessage.Define<string, long>(
+                LogLevel.Trace,
+                new EventId(6022, "TradeTrackerTradeAdded"),
+                "Trade tracker for {Symbol} adding trade {Id}");
+
+            _tradeTrackerConnectionLost = LoggerMessage.Define<string>(
+                LogLevel.Warning,
+                new EventId(6023, "TradeTrackerConnectionLost"),
+                "Trade tracker for {Symbol} connection lost");
+
+            _tradeTrackerConnectionClosed = LoggerMessage.Define<string>(
+                LogLevel.Warning,
+                new EventId(6024, "TradeTrackerConnectionClosed"),
+                "Trade tracker for {Symbol} disconnected");
+
+            _tradeTrackerConnectionRestored = LoggerMessage.Define<string>(
+                LogLevel.Information,
+                new EventId(6025, "TradeTrackerConnectionRestored"),
+                "Trade tracker for {Symbol} successfully resynchronized");
+        }
+
+        public static void KlineTrackerStatusChanged(this ILogger logger, string symbol, SyncStatus oldStatus, SyncStatus newStatus)
+        {
+            _klineTrackerStatusChanged(logger, symbol, oldStatus, newStatus, null);
+        }
+
+        public static void KlineTrackerStarting(this ILogger logger, string symbol)
+        {
+            _klineTrackerStarting(logger, symbol, null);
+        }
+
+        public static void KlineTrackerStartFailed(this ILogger logger, string symbol, string error)
+        {
+            _klineTrackerStartFailed(logger, symbol, error, null);
+        }
+
+        public static void KlineTrackerStarted(this ILogger logger, string symbol)
+        {
+            _klineTrackerStarted(logger, symbol, null);
+        }
+
+        public static void KlineTrackerStopping(this ILogger logger, string symbol)
+        {
+            _klineTrackerStopping(logger, symbol, null);
+        }
+
+        public static void KlineTrackerStopped(this ILogger logger, string symbol)
+        {
+            _klineTrackerStopped(logger, symbol, null);
+        }
+
+        public static void KlineTrackerInitialDataSet(this ILogger logger, string symbol, DateTime lastTime)
+        {
+            _klineTrackerInitialDataSet(logger, symbol, lastTime, null);
+        }
+
+        public static void KlineTrackerKlineUpdated(this ILogger logger, string symbol, DateTime lastTime)
+        {
+            _klineTrackerKlineUpdated(logger, symbol, lastTime, null);
+        }
+
+        public static void KlineTrackerKlineAdded(this ILogger logger, string symbol, DateTime lastTime)
+        {
+            _klineTrackerKlineAdded(logger, symbol, lastTime, null);
+        }
+
+        public static void KlineTrackerConnectionLost(this ILogger logger, string symbol)
+        {
+            _klineTrackerConnectionLost(logger, symbol, null);
+        }
+
+        public static void KlineTrackerConnectionClosed(this ILogger logger, string symbol)
+        {
+            _klineTrackerConnectionClosed(logger, symbol, null);
+        }
+
+        public static void KlineTrackerConnectionRestored(this ILogger logger, string symbol)
+        {
+            _klineTrackerConnectionRestored(logger, symbol, null);
+        }
+
+        public static void TradeTrackerStatusChanged(this ILogger logger, string symbol, SyncStatus oldStatus, SyncStatus newStatus)
+        {
+            _tradeTrackerStatusChanged(logger, symbol, oldStatus, newStatus, null);
+        }
+
+        public static void TradeTrackerStarting(this ILogger logger, string symbol)
+        {
+            _tradeTrackerStarting(logger, symbol, null);
+        }
+
+        public static void TradeTrackerStartFailed(this ILogger logger, string symbol, string error)
+        {
+            _tradeTrackerStartFailed(logger, symbol, error, null);
+        }
+
+        public static void TradeTrackerStarted(this ILogger logger, string symbol)
+        {
+            _tradeTrackerStarted(logger, symbol, null);
+        }
+
+        public static void TradeTrackerStopping(this ILogger logger, string symbol)
+        {
+            _tradeTrackerStopping(logger, symbol, null);
+        }
+
+        public static void TradeTrackerStopped(this ILogger logger, string symbol)
+        {
+            _tradeTrackerStopped(logger, symbol, null);
+        }
+
+        public static void TradeTrackerInitialDataSet(this ILogger logger, string symbol, int count, long lastId)
+        {
+            _tradeTrackerInitialDataSet(logger, symbol, count, lastId, null);
+        }
+
+        public static void TradeTrackerPreSnapshotSkip(this ILogger logger, string symbol, long lastId)
+        {
+            _tradeTrackerPreSnapshotSkip(logger, symbol, lastId, null);
+        }
+
+        public static void TradeTrackerPreSnapshotApplied(this ILogger logger, string symbol, long lastId)
+        {
+            _tradeTrackerPreSnapshotApplied(logger, symbol, lastId, null);
+        }
+
+        public static void TradeTrackerTradeAdded(this ILogger logger, string symbol, long lastId)
+        {
+            _tradeTrackerTradeAdded(logger, symbol, lastId, null);
+        }
+
+        public static void TradeTrackerConnectionLost(this ILogger logger, string symbol)
+        {
+            _tradeTrackerConnectionLost(logger, symbol, null);
+        }
+
+        public static void TradeTrackerConnectionClosed(this ILogger logger, string symbol)
+        {
+            _tradeTrackerConnectionClosed(logger, symbol, null);
+        }
+
+        public static void TradeTrackerConnectionRestored(this ILogger logger, string symbol)
+        {
+            _tradeTrackerConnectionRestored(logger, symbol, null);
+        }
+    }
+}

CryptoExchange.Net/Objects/ApiProxy.cs

@@ -1,6 +1,4 @@
-using System.Security;
+namespace CryptoExchange.Net.Objects
-
-namespace CryptoExchange.Net.Objects
 {
     /// <summary>
     /// Proxy info
@@ -10,30 +8,21 @@ namespace CryptoExchange.Net.Objects
         /// <summary>
         /// The host address of the proxy
         /// </summary>
-        public string Host { get; }
+        public string Host { get; set; }
         /// <summary>
         /// The port of the proxy
         /// </summary>
-        public int Port { get; }
+        public int Port { get; set; }
 
         /// <summary>
         /// The login of the proxy
         /// </summary>
-        public string? Login { get; }
+        public string? Login { get; set; }
 
         /// <summary>
         /// The password of the proxy
         /// </summary>
-        public SecureString? Password { get; }
+        public string? Password { get; set; }
-
-        /// <summary>
-        /// Create new settings for a proxy
-        /// </summary>
-        /// <param name="host">The proxy hostname/ip</param>
-        /// <param name="port">The proxy port</param>
-        public ApiProxy(string host, int port): this(host, port, null, (SecureString?)null)
-        {
-        }
 
         /// <summary>
         /// Create new settings for a proxy
@@ -42,18 +31,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="port">The proxy port</param>
         /// <param name="login">The proxy login</param>
         /// <param name="password">The proxy password</param>
-        public ApiProxy(string host, int port, string? login, string? password) : this(host, port, login, password?.ToSecureString())
+        public ApiProxy(string host, int port, string? login = null, string? password = null)
-        {
-        }
-
-        /// <summary>
-        /// Create new settings for a proxy
-        /// </summary>
-        /// <param name="host">The proxy hostname/ip</param>
-        /// <param name="port">The proxy port</param>
-        /// <param name="login">The proxy login</param>
-        /// <param name="password">The proxy password</param>
-        public ApiProxy(string host, int port, string? login, SecureString? password)
         {
             Host = host;
             Port = port;

CryptoExchange.Net/Objects/AsyncAutoResetEvent.cs

@@ -32,7 +32,7 @@ namespace CryptoExchange.Net.Objects
         /// Wait for the AutoResetEvent to be set
         /// </summary>
         /// <returns></returns>
-        public Task<bool> WaitAsync(TimeSpan? timeout = null)
+        public Task<bool> WaitAsync(TimeSpan? timeout = null, CancellationToken ct = default)
         {
             lock (_waits)
             {
@@ -44,22 +44,29 @@ namespace CryptoExchange.Net.Objects
                 }
                 else
                 {
-                    var tcs = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
+                    if (ct.IsCancellationRequested)
-                    if(timeout != null)
+                        return _completed;
-                    {
-                        var cancellationSource = new CancellationTokenSource(timeout.Value);
-                        var registration = cancellationSource.Token.Register(() =>
-                        {
-                            lock (_waits)
-                            {
-                                tcs.TrySetResult(false);
 
-                                // Not the cleanest but it works
+                    var tcs = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
-                                _waits = new Queue<TaskCompletionSource<bool>>(_waits.Where(i => i != tcs));
+                    if (timeout.HasValue)
-                            }
+                    {
-                        }, useSynchronizationContext: false);
+                        var timeoutSource = new CancellationTokenSource(timeout.Value);
+                        var cancellationSource = CancellationTokenSource.CreateLinkedTokenSource(timeoutSource.Token, ct);
+                        ct = cancellationSource.Token;
                     }
 
+                    var registration = ct.Register(() =>
+                    {
+                        lock (_waits)
+                        {
+                            tcs.TrySetResult(false);
+
+                            // Not the cleanest but it works
+                            _waits = new Queue<TaskCompletionSource<bool>>(_waits.Where(i => i != tcs));
+                        }
+                    }, useSynchronizationContext: false);
+                    
+
                     _waits.Enqueue(tcs);
                     return tcs.Task;
                 }

CryptoExchange.Net/Objects/AuthTimeProvider.cs

@@ -0,0 +1,10 @@
+using CryptoExchange.Net.Interfaces;
+using System;
+
+namespace CryptoExchange.Net.Objects
+{
+    internal class AuthTimeProvider : IAuthTimeProvider
+    {
+        public DateTime GetTime() => DateTime.UtcNow;
+    }
+}

CryptoExchange.Net/Objects/ByteOrderComparer.cs

@@ -14,7 +14,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="x"></param>
         /// <param name="y"></param>
         /// <returns></returns>
-        public int Compare(byte[] x, byte[] y)
+        public int Compare(byte[]? x, byte[]? y)
         {
             // Shortcuts: If both are null, they are the same.
             if (x == null && y == null) return 0;

CryptoExchange.Net/Objects/CallResult.cs

@@ -1,4 +1,5 @@
-using System;
+using CryptoExchange.Net.SharedApis;
+using System;
 using System.Collections.Generic;
 using System.Diagnostics.CodeAnalysis;
 using System.Net;
@@ -273,6 +274,54 @@ namespace CryptoExchange.Net.Objects
             return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
         }
 
+        /// <summary>
+        /// Copy the WebCallResult to a new data type
+        /// </summary>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="data">The data of the new type</param>
+        /// <returns></returns>
+        public WebCallResult<K> As<K>([AllowNull] K data)
+        {
+            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, 0, null, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Server, data, Error);
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to an ExchangeWebResult of a new data type
+        /// </summary>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="exchange">The exchange</param>
+        /// <param name="tradeMode">Trade mode the result applies to</param>
+        /// <param name="data">The data</param>
+        /// <returns></returns>
+        public ExchangeWebResult<K> AsExchangeResult<K>(string exchange, TradingMode tradeMode, [AllowNull] K data)
+        {
+            return new ExchangeWebResult<K>(exchange, tradeMode, this.As<K>(data));
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to an ExchangeWebResult of a new data type
+        /// </summary>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="exchange">The exchange</param>
+        /// <param name="tradeModes">Trade modes the result applies to</param>
+        /// <param name="data">The data</param>
+        /// <returns></returns>
+        public ExchangeWebResult<K> AsExchangeResult<K>(string exchange, TradingMode[]? tradeModes, [AllowNull] K data)
+        {
+            return new ExchangeWebResult<K>(exchange, tradeModes, this.As<K>(data));
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to a new data type
+        /// </summary>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="error">The error returned</param>
+        /// <returns></returns>
+        public WebCallResult<K> AsError<K>(Error error)
+        {
+            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, 0, null, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Server, default, error);
+        }
+
         /// <inheritdoc />
         public override string ToString()
         {
@@ -331,6 +380,11 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public TimeSpan? ResponseTime { get; set; }
 
+        /// <summary>
+        /// The data source of this result
+        /// </summary>
+        public ResultDataSource DataSource { get; set; } = ResultDataSource.Server;
+
         /// <summary>
         /// Create a new result
         /// </summary>
@@ -344,6 +398,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="requestBody"></param>
         /// <param name="requestMethod"></param>
         /// <param name="requestHeaders"></param>
+        /// <param name="dataSource"></param>
         /// <param name="data"></param>
         /// <param name="error"></param>
         public WebCallResult(
@@ -357,6 +412,7 @@ namespace CryptoExchange.Net.Objects
             string? requestBody,
             HttpMethod? requestMethod,
             IEnumerable<KeyValuePair<string, IEnumerable<string>>>? requestHeaders,
+            ResultDataSource dataSource,
             [AllowNull] T data,
             Error? error) : base(data, originalData, error)
         {
@@ -370,6 +426,7 @@ namespace CryptoExchange.Net.Objects
             RequestBody = requestBody;
             RequestHeaders = requestHeaders;
             RequestMethod = requestMethod;
+            DataSource = dataSource;
         }
 
         /// <summary>
@@ -393,7 +450,7 @@ namespace CryptoExchange.Net.Objects
         /// 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, null, default, error) { }
+        public WebCallResult(Error? error) : this(null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, default, error) { }
 
         /// <summary>
         /// Copy the WebCallResult to a new data type
@@ -403,7 +460,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult<K> As<K>([AllowNull] K data)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, data, Error);
+            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, Error);
         }
 
         /// <summary>
@@ -414,7 +471,78 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult<K> AsError<K>(Error error)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, default, error);
+            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, default, error);
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to an ExchangeWebResult of a new data type
+        /// </summary>
+        /// <param name="exchange">The exchange</param>
+        /// <param name="tradeMode">Trade mode the result applies to</param>
+        /// <returns></returns>
+        public ExchangeWebResult<T> AsExchangeResult(string exchange, TradingMode tradeMode)
+        {
+            return new ExchangeWebResult<T>(exchange, tradeMode, this);
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to an ExchangeWebResult of a new data type
+        /// </summary>
+        /// <param name="exchange">The exchange</param>
+        /// <param name="tradeModes">Trade modes the result applies to</param>
+        /// <returns></returns>
+        public ExchangeWebResult<T> AsExchangeResult(string exchange, TradingMode[] tradeModes)
+        {
+            return new ExchangeWebResult<T>(exchange, tradeModes, this);
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to an ExchangeWebResult of a new data type
+        /// </summary>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="exchange">The exchange</param>
+        /// <param name="tradeMode">Trade mode the result applies to</param>
+        /// <param name="data">Data</param>
+        /// <param name="nextPageToken">Next page token</param>
+        /// <returns></returns>
+        public ExchangeWebResult<K> AsExchangeResult<K>(string exchange, TradingMode tradeMode, [AllowNull] K data, INextPageToken? nextPageToken = null)
+        {
+            return new ExchangeWebResult<K>(exchange, tradeMode, As<K>(data), nextPageToken);
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to an ExchangeWebResult of a new data type
+        /// </summary>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="exchange">The exchange</param>
+        /// <param name="tradeModes">Trade modes the result applies to</param>
+        /// <param name="data">Data</param>
+        /// <param name="nextPageToken">Next page token</param>
+        /// <returns></returns>
+        public ExchangeWebResult<K> AsExchangeResult<K>(string exchange, TradingMode[]? tradeModes, [AllowNull] K data, INextPageToken? nextPageToken = null)
+        {
+            return new ExchangeWebResult<K>(exchange, tradeModes, As<K>(data), nextPageToken);
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to an ExchangeWebResult with a specific error
+        /// </summary>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="exchange">The exchange</param>
+        /// <param name="error">The error returned</param>
+        /// <returns></returns>
+        public ExchangeWebResult<K> AsExchangeError<K>(string exchange, Error error)
+        {
+            return new ExchangeWebResult<K>(exchange, null, AsError<K>(error));
+        }
+
+        /// <summary>
+        /// Return a copy of this result with data source set to cache
+        /// </summary>
+        /// <returns></returns>
+        internal WebCallResult<T> Cached()
+        {
+            return new WebCallResult<T>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Cache, Data, Error);
         }
 
         /// <inheritdoc />

CryptoExchange.Net/Objects/Constants.cs

@@ -13,5 +13,9 @@
         /// Form content type header
         /// </summary>
         public const string FormContentHeader = "application/x-www-form-urlencoded";
+        /// <summary>
+        /// Placeholder key for when request body should be set to the value of this KVP
+        /// </summary>
+        public const string BodyPlaceHolderKey = "_BODY_";
     }
 }

CryptoExchange.Net/Objects/Enums.cs

@@ -15,6 +15,29 @@
         Wait
     }
 
+    /// <summary>
+    /// What to do when a request would exceed the rate limit
+    /// </summary>
+    public enum RateLimitWindowType
+    {
+        /// <summary>
+        /// A sliding window
+        /// </summary>
+        Sliding,
+        /// <summary>
+        /// A fixed interval window
+        /// </summary>
+        Fixed,
+        /// <summary>
+        /// A fixed interval starting after the first request
+        /// </summary>
+        FixedAfterFirst,
+        /// <summary>
+        /// Decaying window
+        /// </summary>
+        Decay
+    }
+
     /// <summary>
     /// Where the parameters for a HttpMethod should be added in a request
     /// </summary>
@@ -45,6 +68,33 @@
         Json
     }
 
+    /// <summary>
+    /// Tracker sync status
+    /// </summary>
+    public enum SyncStatus
+    {
+        /// <summary>
+        /// Not connected
+        /// </summary>
+        Disconnected,
+        /// <summary>
+        /// Syncing, data connection is being made
+        /// </summary>
+        Syncing,
+        /// <summary>
+        /// The connection is active, but the full data backlog is not yet reached. For example, a tracker set to retain 10 minutes of data only has 8 minutes of data at this moment.
+        /// </summary>
+        PartiallySynced,
+        /// <summary>
+        /// Synced
+        /// </summary>
+        Synced,
+        /// <summary>
+        /// Disposed
+        /// </summary>
+        Diposed
+    }
+
     /// <summary>
     /// Status of the order book
     /// </summary>
@@ -99,15 +149,22 @@
     /// Define how array parameters should be send
     /// </summary>
     public enum ArrayParametersSerialization
+#pragma warning disable CS1570 // XML comment has badly formed XML
     {
         /// <summary>
-        /// Send multiple key=value for each entry
+        /// Send as key=value1&key=value2
         /// </summary>
         MultipleValues,
+
         /// <summary>
-        /// Create an []=value array
+        /// Send as key[]=value1&key[]=value2
         /// </summary>
-        Array
+        Array,
+        /// <summary>
+        /// Send as key=[value1, value2]
+        /// </summary>
+        JsonArray
+#pragma warning restore CS1570 // XML comment has badly formed XML
     }
 
     /// <summary>
@@ -122,7 +179,11 @@
         /// <summary>
         /// Round to closest value
         /// </summary>
-        Closest
+        Closest,
+        /// <summary>
+        /// Round up (ceil)
+        /// </summary>
+        Up
     }
 
     /// <summary>
@@ -139,4 +200,53 @@
         /// </summary>
         Snapshot
     }
+
+    /// <summary>
+    /// Reconnect policy
+    /// </summary>
+    public enum ReconnectPolicy
+    {
+        /// <summary>
+        /// Reconnect is disabled
+        /// </summary>
+        Disabled,
+        /// <summary>
+        /// Fixed delay of `ReconnectInterval` between retries
+        /// </summary>
+        FixedDelay,
+        /// <summary>
+        /// Backof policy of 2^`reconnectAttempt`, where `reconnectAttempt` has a max value of 5
+        /// </summary>
+        ExponentialBackoff
+    }
+
+    /// <summary>
+    /// The data source of the result
+    /// </summary>
+    public enum ResultDataSource
+    {
+        /// <summary>
+        /// From server
+        /// </summary>
+        Server,
+        /// <summary>
+        /// From cache
+        /// </summary>
+        Cache
+    }
+
+    /// <summary>
+    /// Type of exchange
+    /// </summary>
+    public enum ExchangeType
+    {
+        /// <summary>
+        /// Centralized
+        /// </summary>
+        CEX,
+        /// <summary>
+        /// Decentralized
+        /// </summary>
+        DEX
+    }
 }