Updated to version 8.7.4

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/CallResultTests.cs

@@ -121,6 +121,7 @@ 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"));
@@ -150,6 +151,7 @@ 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);

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="17.9.0"></PackageReference>
-    <PackageReference Include="Moq" Version="4.20.70" />
-    <PackageReference Include="NUnit" Version="4.1.0"></PackageReference>
-    <PackageReference Include="NUnit3TestAdapter" Version="4.5.0"></PackageReference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0"></PackageReference>
+    <PackageReference Include="Moq" Version="4.20.72" />
+    <PackageReference Include="NUnit" Version="4.2.2"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="4.6.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

CryptoExchange.Net.UnitTests/ExchangeHelpersTests.cs

@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Objects;
 using NUnit.Framework;
 using NUnit.Framework.Legacy;
+using System.Diagnostics;
 using System.Globalization;
 
 namespace CryptoExchange.Net.UnitTests
@@ -70,5 +71,20 @@ namespace CryptoExchange.Net.UnitTests
             var result = ExchangeHelpers.Normalize(input);
             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/OptionsTests.cs

@@ -51,8 +51,8 @@ namespace CryptoExchange.Net.UnitTests
 
             // assert
             Assert.That(options.ReceiveWindow == TimeSpan.FromSeconds(10));
-            Assert.That(options.ApiCredentials.Key.GetString() == "123");
-            Assert.That(options.ApiCredentials.Secret.GetString() == "456");
+            Assert.That(options.ApiCredentials.Key == "123");
+            Assert.That(options.ApiCredentials.Secret == "456");
         }
 
         [Test]
@@ -64,10 +64,10 @@ namespace CryptoExchange.Net.UnitTests
             options.Api2Options.ApiCredentials = new ApiCredentials("789", "101");
 
             // assert
-            Assert.That(options.Api1Options.ApiCredentials.Key.GetString() == "123");
-            Assert.That(options.Api1Options.ApiCredentials.Secret.GetString() == "456");
-            Assert.That(options.Api2Options.ApiCredentials.Key.GetString() == "789");
-            Assert.That(options.Api2Options.ApiCredentials.Secret.GetString() == "101");
+            Assert.That(options.Api1Options.ApiCredentials.Key == "123");
+            Assert.That(options.Api1Options.ApiCredentials.Secret == "456");
+            Assert.That(options.Api2Options.ApiCredentials.Key == "789");
+            Assert.That(options.Api2Options.ApiCredentials.Secret == "101");
         }
 
         [Test]
@@ -100,6 +100,10 @@ namespace CryptoExchange.Net.UnitTests
             Assert.That(authProvider1.GetSecret() == "222");
             Assert.That(authProvider2.GetKey() == "123");
             Assert.That(authProvider2.GetSecret() == "456");
+
+            // Cleanup static values
+            TestClientOptions.Default.ApiCredentials = null;
+            TestClientOptions.Default.Api1Options.ApiCredentials = null;
         }
 
         [Test]
@@ -121,6 +125,10 @@ namespace CryptoExchange.Net.UnitTests
             Assert.That(authProvider2.GetKey() == "123");
             Assert.That(authProvider2.GetSecret() == "456");
             Assert.That(client.Api2.BaseAddress == "https://localhost:123");
+
+            // Cleanup static values
+            TestClientOptions.Default.ApiCredentials = null;
+            TestClientOptions.Default.Api1Options.ApiCredentials = null;
         }
     }
 
@@ -134,6 +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>
@@ -143,12 +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>();
-            options.Api1Options = Api1Options.Copy<RestApiOptions>();
-            options.Api2Options = Api2Options.Copy<RestApiOptions>();
-            return options;
+            targetOptions = base.Set<TestClientOptions>(targetOptions);
+            targetOptions.Api1Options = Api1Options.Set(targetOptions.Api1Options);
+            targetOptions.Api2Options = Api2Options.Set(targetOptions.Api2Options);
+            return targetOptions;
         }
     }
 }

CryptoExchange.Net.UnitTests/RestClientTests.cs

@@ -13,6 +13,11 @@ 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
 {
@@ -107,14 +112,14 @@ namespace CryptoExchange.Net.UnitTests
             // arrange
             // act
             var options = new TestClientOptions();
-            options.Api1Options.RateLimiters = new List<IRateLimiter> { new RateLimiter() };
-            options.Api1Options.RateLimitingBehaviour = RateLimitingBehaviour.Fail;
+            options.Api1Options.TimestampRecalculationInterval = TimeSpan.FromMinutes(10);
+            options.Api1Options.OutputOriginalData = true;
             options.RequestTimeout = TimeSpan.FromMinutes(1);
             var client = new TestBaseClient(options);
 
             // assert
-            Assert.That(((TestClientOptions)client.ClientOptions).Api1Options.RateLimiters.Count == 1);
-            Assert.That(((TestClientOptions)client.ClientOptions).Api1Options.RateLimitingBehaviour == RateLimitingBehaviour.Fail);
+            Assert.That(((TestClientOptions)client.ClientOptions).Api1Options.TimestampRecalculationInterval == TimeSpan.FromMinutes(10));
+            Assert.That(((TestClientOptions)client.ClientOptions).Api1Options.OutputOriginalData == true);
             Assert.That(((TestClientOptions)client.ClientOptions).RequestTimeout == TimeSpan.FromMinutes(1));
         }
 
@@ -162,18 +167,22 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase(1, 2)]
         public async Task PartialEndpointRateLimiterBasics(int requests, double perSeconds)
         {
-            var rateLimiter = new RateLimiter();
-            rateLimiter.AddPartialEndpointLimit("/sapi/", requests, TimeSpan.FromSeconds(perSeconds));
+            var rateLimiter = new RateLimitGate("Test");
+            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);             
-                Assert.That(i == requests? result1.Data > 1 : result1.Data == 0);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);             
+                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);
-            Assert.That(result2.Data == 0);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1,  RateLimitingBehaviour.Wait, default);
+            Assert.That(!triggered);
         }
 
         [TestCase("/sapi/test1", true)]
@@ -183,29 +192,40 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/sapi/", true)]
         public async Task PartialEndpointRateLimiterEndpoints(string endpoint, bool expectLimiting)
         {
-            var rateLimiter = new RateLimiter();
-            rateLimiter.AddPartialEndpointLimit("/sapi/", 1, TimeSpan.FromSeconds(0.1));
+            var rateLimiter = new RateLimitGate("Test");
+            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);
-                bool expected = i == 1 ? (expectLimiting ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0; 
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+                bool expected = i == 1 ? (expectLimiting ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 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();
-            rateLimiter.AddPartialEndpointLimit("/sapi/", 1, TimeSpan.FromSeconds(0.1), countPerEndpoint: true);
+            var rateLimiter = new RateLimitGate("Test");
+            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 result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
-            Assert.That(result1.Data == 0);            
-            Assert.That(expectLimiting ? result2.Data > 0 : result2.Data == 0);            
+            var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get);
+            var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get);
+
+            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)]
@@ -214,18 +234,22 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase(1, 2)]
         public async Task EndpointRateLimiterBasics(int requests, double perSeconds)
         {
-            var rateLimiter = new RateLimiter();
-            rateLimiter.AddEndpointLimit("/sapi/test", requests, TimeSpan.FromSeconds(perSeconds));
+            var rateLimiter = new RateLimitGate("Test");
+            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);
-                Assert.That(i == requests ? result1.Data > 1 : result1.Data == 0);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+                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);
-            Assert.That(result2.Data == 0);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(!triggered);
         }
 
         [TestCase("/", false)]
@@ -233,13 +257,17 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/sapi/test/123", false)]
         public async Task EndpointRateLimiterEndpoints(string endpoint, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
-            rateLimiter.AddEndpointLimit("/sapi/test", 1, TimeSpan.FromSeconds(0.1));
+            var rateLimiter = new RateLimitGate("Test");
+            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);
-                bool expected = i == 1 ? (expectLimited ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0; 
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+                bool expected = i == 1 ? (expectLimited ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 Assert.That(expected);
             }
         }
@@ -250,47 +278,41 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/sapi/test23", false)]
         public async Task EndpointRateLimiterMultipleEndpoints(string endpoint, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
-            rateLimiter.AddEndpointLimit(new[] { "/sapi/test", "/sapi/test2" }, 1, TimeSpan.FromSeconds(0.1));
+            var rateLimiter = new RateLimitGate("Test");
+            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);
-                bool expected = i == 1 ? (expectLimited ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0;
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+                bool expected = i == 1 ? (expectLimited ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 Assert.That(expected);
             }
         }
 
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, true, true, true)]
-        [TestCase("123", "456", "/sapi/test", "/sapi/test", true, true, true, false)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test2", true, true, true, true)]
-        [TestCase("123", "123", "/sapi/test2", "/sapi/test", true, true, true, true)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, false, true, false)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, true, true, false)]
-        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, false, true, false)]
-        [TestCase(null, "123", "/sapi/test", "/sapi/test", false, true, true, false)]
-        [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)
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", true)]
+        [TestCase("123", "456", "/sapi/test", "/sapi/test", false)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test2", true)]
+        [TestCase("123", "123", "/sapi/test2", "/sapi/test", true)]
+        [TestCase(null, "123", "/sapi/test", "/sapi/test", false)]
+        [TestCase("123", null, "/sapi/test", "/sapi/test", false)]
+        [TestCase(null, null, "/sapi/test", "/sapi/test", false)]
+        public async Task ApiKeyRateLimiterBasics(string key1, string key2, string endpoint1, string endpoint2, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
-            rateLimiter.AddApiKeyLimit(1, TimeSpan.FromSeconds(0.1), onlyForSignedRequests, false);
+            var rateLimiter = new RateLimitGate("Test");
+            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);
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, signed2, key2?.ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
-            Assert.That(result1.Data == 0);
-            Assert.That(expectLimited ? 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", 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)]
@@ -298,29 +320,70 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/", "/sapi/test2", true)]
         public async Task TotalRateLimiterBasics(string endpoint1, string endpoint2, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
-            rateLimiter.AddTotalRateLimit(1, TimeSpan.FromSeconds(0.1));
+            var rateLimiter = new RateLimitGate("Test");
+            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);
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, true, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
-            Assert.That(result1.Data == 0);
-            Assert.That(expectLimited ? 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", null, 1, RateLimitingBehaviour.Wait, default);
+            Assert.That(expectLimited ? evnt != null : evnt == null);
         }
 
-        [TestCase("/sapi/test", true, true, true, false)]
-        [TestCase("/sapi/test", false, true, true, false)]
-        [TestCase("/sapi/test", false, true, false, true)]
-        [TestCase("/sapi/test", true, true, false, true)]
-        public async Task ApiKeyRateLimiterIgnores_TotalRateLimiter_IfSet(string endpoint, bool signed1, bool signed2, bool ignoreTotal, bool expectLimited)
+        [TestCase("https://test.com", "/sapi/test", "https://test.com", "/sapi/test", true)]
+        [TestCase("https://test2.com", "/sapi/test", "https://test.com", "/sapi/test", false)]
+        [TestCase("https://test.com", "/sapi/test", "https://test2.com", "/sapi/test", false)]
+        [TestCase("https://test.com", "/sapi/test", "https://test.com", "/sapi/test2", true)]
+        public async Task HostRateLimiterBasics(string host1, string endpoint1, string host2, string endpoint2, bool expectLimited)
         {
-            var rateLimiter = new RateLimiter();
-            rateLimiter.AddApiKeyLimit(100, TimeSpan.FromSeconds(0.1), true, ignoreTotal);
-            rateLimiter.AddTotalRateLimit(1, TimeSpan.FromSeconds(0.1));
+            var rateLimiter = new RateLimitGate("Test");
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new HostFilter("https://test.com"), 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(), endpoint, HttpMethod.Get, signed1, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
-            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, signed2, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
-            Assert.That(result1.Data == 0);
-            Assert.That(expectLimited ? 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, 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

@@ -58,9 +58,7 @@ namespace CryptoExchange.Net.UnitTests
                 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;
@@ -72,11 +70,10 @@ namespace CryptoExchange.Net.UnitTests
                 result = messageEvent.Data;
                 rstEvent.Set();
             });
-            subObj.HandleUpdatesBeforeConfirmation = true;
             sub.AddSubscription(subObj);
 
             // act
-            socket.InvokeMessage("{\"property\": \"123\", \"topic\": \"topic\"}");
+            socket.InvokeMessage("{\"property\": \"123\", \"action\": \"update\", \"topic\": \"topic\"}");
             rstEvent.WaitOne(1000);
 
             // assert
@@ -94,9 +91,7 @@ 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;
@@ -107,9 +102,8 @@ namespace CryptoExchange.Net.UnitTests
                 original = messageEvent.OriginalData;
                 rstEvent.Set();
             });
-            subObj.HandleUpdatesBeforeConfirmation = true;
             sub.AddSubscription(subObj);
-            var msgToSend = JsonConvert.SerializeObject(new { topic = "topic", property = 123 });
+            var msgToSend = JsonConvert.SerializeObject(new { topic = "topic", action = "update", property = 123 });
 
             // act
             socket.InvokeMessage(msgToSend);
@@ -204,7 +198,7 @@ namespace CryptoExchange.Net.UnitTests
 
             // act
             var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
-            socket.InvokeMessage(JsonConvert.SerializeObject(new { channel, status = "error" }));
+            socket.InvokeMessage(JsonConvert.SerializeObject(new { channel, action = "subscribe", status = "error" }));
             await sub;
 
             // assert
@@ -227,7 +221,7 @@ namespace CryptoExchange.Net.UnitTests
 
             // act
             var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
-            socket.InvokeMessage(JsonConvert.SerializeObject(new { channel, status = "confirmed" }));
+            socket.InvokeMessage(JsonConvert.SerializeObject(new { channel, action = "subscribe", status = "confirmed" }));
             await sub;
 
             // assert

CryptoExchange.Net.UnitTests/SystemTextJsonConverterTests.cs

@@ -5,6 +5,8 @@ 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
 {
@@ -163,6 +165,20 @@ namespace CryptoExchange.Net.UnitTests
             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)]
@@ -200,6 +216,79 @@ namespace CryptoExchange.Net.UnitTests
             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
@@ -232,4 +321,42 @@ namespace CryptoExchange.Net.UnitTests
         [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

@@ -10,6 +10,10 @@ 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!;
 
@@ -19,6 +23,9 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
 
     internal class UnsubResponse
     {
+        [JsonProperty("action")]
+        public string Action { get; set; } = null!;
+
         [JsonProperty("status")]
         public string Status { get; set; } = null!;
     }
@@ -29,7 +36,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
 
         public TestChannelQuery(string channel, string request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
         {
-            ListenerIdentifiers = new HashSet<string> { channel };
+            ListenerIdentifiers = new HashSet<string> { request + "-" + channel };
         }
 
         public override CallResult<SubResponse> HandleMessage(SocketConnection connection, DataEvent<SubResponse> message)

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

@@ -15,7 +15,7 @@ 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)
         {

CryptoExchange.Net.UnitTests/TestImplementations/TestBaseClient.cs

@@ -8,6 +8,7 @@ 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;
 
@@ -19,7 +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()));
         }
@@ -54,6 +55,8 @@ namespace CryptoExchange.Net.UnitTests
             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();
@@ -66,14 +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, RequestBodyFormat bodyFormat, 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 GetSecret() => _credentials.Secret.GetString();
+        public string GetKey() => _credentials.Key;
+        public string GetSecret() => _credentials.Secret;
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -15,6 +15,8 @@ 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
 {
@@ -23,22 +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")
-        {
-            var options = TestClientOptions.Default.Copy();
-            optionsFunc(options);
-            Initialize(options);
-
-            Api1 = new TestRestApi1Client(options);
-            Api2 = new TestRestApi2Client(options);
+            Api1 = new TestRestApi1Client(options.Value);
+            Api2 = new TestRestApi2Client(options.Value);
         }
 
         public void SetResponse(string responseData, out IRequest requestObj)
@@ -137,14 +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)
@@ -178,9 +178,12 @@ 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, IMessageAccessor accessor)

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -1,130 +1,132 @@
-using System;
-using System.IO;
-using System.Net.WebSockets;
-using System.Security.Authentication;
-using System.Text;
-using System.Threading.Tasks;
-using CryptoExchange.Net.Interfaces;
-using CryptoExchange.Net.Objects;
+//using System;
+//using System.IO;
+//using System.Net.WebSockets;
+//using System.Security.Authentication;
+//using System.Text;
+//using System.Threading.Tasks;
+//using CryptoExchange.Net.Interfaces;
+//using CryptoExchange.Net.Objects;
 
-namespace CryptoExchange.Net.UnitTests.TestImplementations
-{
-    public class TestSocket: IWebsocket
-    {
-        public bool CanConnect { get; set; }
-        public bool Connected { get; set; }
+//namespace CryptoExchange.Net.UnitTests.TestImplementations
+//{
+//    public class TestSocket: IWebsocket
+//    {
+//        public bool CanConnect { get; set; }
+//        public bool Connected { get; set; }
 
-        public event Func<Task> OnClose;
-#pragma warning disable 0067
-        public event Func<Task> OnReconnected;
-        public event Func<Task> OnReconnecting;
-#pragma warning restore 0067
-        public event Func<int, Task> OnRequestSent;
-        public event Action<WebSocketMessageType, ReadOnlyMemory<byte>> OnStreamMessage;
-        public event Func<Exception, Task> OnError;
-        public event Func<Task> OnOpen;
-        public Func<Task<Uri>> GetReconnectionUrl { get; set; }
+//        public event Func<Task> OnClose;
+//#pragma warning disable 0067
+//        public event Func<Task> OnReconnected;
+//        public event Func<Task> OnReconnecting;
+//        public event Func<int, Task> OnRequestRateLimited;
+//#pragma warning restore 0067
+//        public event Func<int, Task> OnRequestSent;
+//        public event Func<WebSocketMessageType, ReadOnlyMemory<byte>, Task> OnStreamMessage;
+//        public event Func<Exception, Task> OnError;
+//        public event Func<Task> OnOpen;
+//        public Func<Task<Uri>> GetReconnectionUrl { get; set; }
 
-        public int Id { get; }
-        public bool ShouldReconnect { get; set; }
-        public TimeSpan Timeout { get; set; }
-        public Func<string, string> DataInterpreterString { get; set; }
-        public Func<byte[], string> DataInterpreterBytes { get; set; }
-        public DateTime? DisconnectTime { get; set; }
-        public string Url { get; }
-        public bool IsClosed => !Connected;
-        public bool IsOpen => Connected;
-        public bool PingConnection { get; set; }
-        public TimeSpan PingInterval { get; set; }
-        public SslProtocols SSLProtocols { get; set; }
-        public Encoding Encoding { get; set; }
+//        public int Id { get; }
+//        public bool ShouldReconnect { get; set; }
+//        public TimeSpan Timeout { get; set; }
+//        public Func<string, string> DataInterpreterString { get; set; }
+//        public Func<byte[], string> DataInterpreterBytes { get; set; }
+//        public DateTime? DisconnectTime { get; set; }
+//        public string Url { get; }
+//        public bool IsClosed => !Connected;
+//        public bool IsOpen => Connected;
+//        public bool PingConnection { get; set; }
+//        public TimeSpan PingInterval { get; set; }
+//        public SslProtocols SSLProtocols { get; set; }
+//        public Encoding Encoding { get; set; }
 
-        public int ConnectCalls { get; private set; }
-        public bool Reconnecting { get; set; }
-        public string Origin { get; set; }
-        public int? RatelimitPerSecond { get; set; }
+//        public int ConnectCalls { get; private set; }
+//        public bool Reconnecting { get; set; }
+//        public string Origin { 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 object lastIdLock = new object();
+//        public static int lastId = 0;
+//        public static object lastIdLock = new object();
 
-        public TestSocket()
-        {
-            lock (lastIdLock)
-            {
-                Id = lastId + 1;
-                lastId++;
-            }
-        }
+//        public TestSocket()
+//        {
+//            lock (lastIdLock)
+//            {
+//                Id = lastId + 1;
+//                lastId++;
+//            }
+//        }
 
-        public Task<bool> ConnectAsync()
-        {
-            Connected = CanConnect;
-            ConnectCalls++;
-            if (CanConnect)
-                InvokeOpen();
-            return Task.FromResult(CanConnect);
-        }
+//        public Task<CallResult> ConnectAsync()
+//        {
+//            Connected = CanConnect;
+//            ConnectCalls++;
+//            if (CanConnect)
+//                InvokeOpen();
+//            return Task.FromResult(CanConnect ? new CallResult(null) : new CallResult(new CantConnectError()));
+//        }
 
-        public void Send(int requestId, string data, int weight)
-        {
-            if(!Connected)
-                throw new Exception("Socket not connected");
-            OnRequestSent?.Invoke(requestId);
-        }
+//        public bool Send(int requestId, string data, int weight)
+//        {
+//            if(!Connected)
+//                throw new Exception("Socket not connected");
+//            OnRequestSent?.Invoke(requestId);
+//            return true;
+//        }
 
-        public void Reset()
-        {
-        }
+//        public void Reset()
+//        {
+//        }
 
-        public Task CloseAsync()
-        {
-            Connected = false;
-            DisconnectTime = DateTime.UtcNow;
-            OnClose?.Invoke();
-            return Task.FromResult(0);
-        }
+//        public Task CloseAsync()
+//        {
+//            Connected = false;
+//            DisconnectTime = DateTime.UtcNow;
+//            OnClose?.Invoke();
+//            return Task.FromResult(0);
+//        }
 
-        public void SetProxy(string host, int port)
-        {
-            throw new NotImplementedException();
-        }
-        public void Dispose()
-        {
-        }
+//        public void SetProxy(string host, int port)
+//        {
+//            throw new NotImplementedException();
+//        }
+//        public void Dispose()
+//        {
+//        }
 
-        public void InvokeClose()
-        {
-            Connected = false;
-            DisconnectTime = DateTime.UtcNow;
-            Reconnecting = true;
-            OnClose?.Invoke();
-        }
+//        public void InvokeClose()
+//        {
+//            Connected = false;
+//            DisconnectTime = DateTime.UtcNow;
+//            Reconnecting = true;
+//            OnClose?.Invoke();
+//        }
 
-        public void InvokeOpen()
-        {
-            OnOpen?.Invoke();
-        }
+//        public void InvokeOpen()
+//        {
+//            OnOpen?.Invoke();
+//        }
 
-        public void InvokeMessage(string data)
-        {
-            OnStreamMessage?.Invoke(WebSocketMessageType.Text, new ReadOnlyMemory<byte>(Encoding.UTF8.GetBytes(data)));
-        }
+//        public void InvokeMessage(string data)
+//        {
+//            OnStreamMessage?.Invoke(WebSocketMessageType.Text, new ReadOnlyMemory<byte>(Encoding.UTF8.GetBytes(data))).Wait();
+//        }
 
-        public void SetProxy(ApiProxy proxy)
-        {
-            throw new NotImplementedException();
-        }
+//        public void SetProxy(ApiProxy proxy)
+//        {
+//            throw new NotImplementedException();
+//        }
 
-        public void InvokeError(Exception error)
-        {
-            OnError?.Invoke(error);
-        }
-        public Task ReconnectAsync() => Task.CompletedTask;
-    }
-}
+//        public void InvokeError(Exception error)
+//        {
+//            OnError?.Invoke(error);
+//        }
+//        public Task ReconnectAsync() => Task.CompletedTask;
+//    }
+//}

CryptoExchange.Net.UnitTests/TestImplementations/TestSocketClient.cs

@@ -13,40 +13,37 @@ using CryptoExchange.Net.Sockets;
 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>();
-            optionsFunc(options);
-            Initialize(options);
+            Initialize(options.Value);
 
-            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/");
         }
                 
@@ -69,12 +66,28 @@ 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 Subscription TestSubscription { get; private set; } = null;
@@ -84,6 +97,9 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         }
 
+        /// <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);
@@ -92,7 +108,7 @@ 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;
         }
@@ -107,7 +123,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             var id = message.GetValue<string>(_channelPath);
             id ??= message.GetValue<string>(_topicPath);
 
-            return id;
+            return message.GetValue<string>(_actionPath) + "-" + id;
         }
 
         public Task<CallResult<UpdateSubscription>> SubscribeToSomethingAsync(string channel, Action<DataEvent<string>> onUpdate, CancellationToken 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

@@ -1,6 +1,5 @@
 using System;
 using System.IO;
-using System.Security;
 using CryptoExchange.Net.Converters.SystemTextJson;
 using CryptoExchange.Net.Converters.MessageParsing;
 
@@ -9,71 +8,37 @@ 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="secret">The api secret used for signing</param>
-        public ApiCredentials(SecureString key, SecureString 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(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)
+        /// <param name="key">The api key / label used for identification</param>
+        /// <param name="secret">The api secret or private key used for signing</param>
+        /// <param name="credentialType">The type of credentials</param>
+        public ApiCredentials(string key, string secret, ApiCredentialsType credentialType = ApiCredentialsType.Hmac)
         {
             if (string.IsNullOrEmpty(key) || string.IsNullOrEmpty(secret))
                 throw new ArgumentException("Key and secret can't be null/empty");
 
-            CredentialType = credentialsType;
-            Key = key.ToSecureString();
-            Secret = secret.ToSecureString();
+            CredentialType = credentialType;
+            Key = key;
+            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!.GetString(), Secret!.GetString(), CredentialType);
+            return new ApiCredentials(Key, Secret, CredentialType);
         }
 
         /// <summary>
@@ -92,7 +56,7 @@ 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)
         {
             var accessor = new SystemTextJsonStreamMessageAccessor();
             if (!accessor.Read(inputStream, false).Result)
@@ -102,20 +66,9 @@ namespace CryptoExchange.Net.Authentication
             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);
-        }
-
-        /// <summary>
-        /// Dispose
-        /// </summary>
-        public void Dispose()
-        {
-            Key?.Dispose();
-            Secret?.Dispose();
+            return new ApiCredentials(key, secret);
         }
     }
 }

CryptoExchange.Net/Authentication/AuthenticationProvider.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Clients;
 using CryptoExchange.Net.Converters.SystemTextJson;
+using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using System;
 using System.Collections.Generic;
@@ -13,29 +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>
@@ -44,26 +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,
-            RequestBodyFormat requestBodyFormat,
-            out SortedDictionary<string, object> uriParameters,
-            out SortedDictionary<string, object> bodyParameters,
-            out Dictionary<string, string> headers
+            RequestBodyFormat requestBodyFormat
             );
 
         /// <summary>
@@ -363,9 +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-----", "")
@@ -380,7 +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
             {
@@ -397,10 +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>
@@ -418,9 +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>
@@ -428,15 +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 />
-        public void Dispose()
+        /// <summary>
+        /// 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

@@ -1,14 +1,9 @@
 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;
 
 namespace CryptoExchange.Net.Clients
@@ -43,6 +38,9 @@ namespace CryptoExchange.Net.Clients
         /// </summary>
         public bool OutputOriginalData { get; }
 
+        /// <inheritdoc />
+        public bool Authenticated => ApiOptions.ApiCredentials != null || ClientOptions.ApiCredentials != null;
+
         /// <summary>
         /// Api options
         /// </summary>
@@ -72,10 +70,7 @@ namespace CryptoExchange.Net.Clients
             BaseAddress = baseAddress;
 
             if (apiCredentials != null)
-            {
-                AuthenticationProvider?.Dispose();
                 AuthenticationProvider = CreateAuthenticationProvider(apiCredentials.Copy());
-            }
         }
 
         /// <summary>
@@ -85,14 +80,26 @@ namespace CryptoExchange.Net.Clients
         /// <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());
-            }
+        }
+
+        /// <inheritdoc />
+        public virtual void SetOptions<T>(UpdateOptions<T> options) where T : ApiCredentials
+        {
+            ClientOptions.Proxy = options.Proxy;
+            ClientOptions.RequestTimeout = options.RequestTimeout ?? ClientOptions.RequestTimeout;
+
+            ApiOptions.ApiCredentials = options.ApiCredentials ?? ClientOptions.ApiCredentials;
+            if (options.ApiCredentials != null)
+                AuthenticationProvider = CreateAuthenticationProvider(options.ApiCredentials.Copy());
         }
 
         /// <summary>
@@ -101,7 +108,6 @@ namespace CryptoExchange.Net.Clients
         public virtual void Dispose()
         {
             _disposing = true;
-            AuthenticationProvider?.Dispose();
         }
     }
 }

CryptoExchange.Net/Clients/BaseClient.cs

@@ -12,6 +12,28 @@ namespace CryptoExchange.Net.Clients
     /// </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>
@@ -27,6 +49,9 @@ namespace CryptoExchange.Net.Clients
         /// </summary>
         protected internal ILogger _logger;
 
+        private object _versionLock = new object();
+        private Version _exchangeVersion;
+
         /// <summary>
         /// Provided client options
         /// </summary>
@@ -57,7 +82,7 @@ namespace CryptoExchange.Net.Clients
                 throw new ArgumentNullException(nameof(options));
 
             ClientOptions = options;
-            _logger.Log(LogLevel.Trace, $"Client configuration: {options}, CryptoExchange.Net: v{typeof(BaseClient).Assembly.GetName().Version}, {Exchange}.Net: v{GetType().Assembly.GetName().Version}");
+            _logger.Log(LogLevel.Trace, $"Client configuration: {options}, CryptoExchange.Net: v{CryptoExchangeLibVersion}, {Exchange}.Net: v{ExchangeLibVersion}");
         }
 
         /// <summary>
@@ -84,6 +109,16 @@ namespace CryptoExchange.Net.Clients
             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/BaseSocketClient.cs

@@ -108,5 +108,19 @@ namespace CryptoExchange.Net.Clients
             }
             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/RestApiClient.cs

@@ -8,11 +8,14 @@ using System.Net;
 using System.Net.Http;
 using System.Threading;
 using System.Threading.Tasks;
+using CryptoExchange.Net.Caching;
 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.RateLimiting;
+using CryptoExchange.Net.RateLimiting.Interfaces;
 using CryptoExchange.Net.Requests;
 using Microsoft.Extensions.Logging;
 
@@ -38,17 +41,17 @@ namespace CryptoExchange.Net.Clients
         /// <summary>
         /// Request body content type
         /// </summary>
-        protected RequestBodyFormat RequestBodyFormat = RequestBodyFormat.Json;
+        protected internal RequestBodyFormat RequestBodyFormat = RequestBodyFormat.Json;
 
         /// <summary>
         /// How to serialize array parameters when making requests
         /// </summary>
-        protected ArrayParametersSerialization ArraySerialization = ArrayParametersSerialization.Array;
+        protected internal ArrayParametersSerialization ArraySerialization = ArrayParametersSerialization.Array;
 
         /// <summary>
         /// What request body should be set when no data is send (only used in combination with postParametersPosition.InBody)
         /// </summary>
-        protected string RequestBodyEmptyContent = "{}";
+        protected internal string RequestBodyEmptyContent = "{}";
 
         /// <summary>
         /// Request headers to be sent with each request
@@ -56,9 +59,14 @@ namespace CryptoExchange.Net.Clients
         protected Dictionary<string, string>? StandardRequestHeaders { get; set; }
 
         /// <summary>
-        /// List of rate limiters
+        /// Whether parameters need to be ordered
         /// </summary>
-        internal IEnumerable<IRateLimiter> RateLimiters { get; }
+        protected internal bool OrderParameters { get; set; } = true;
+
+        /// <summary>
+        /// Parameter order comparer
+        /// </summary>
+        protected IComparer<string> ParameterOrderComparer { get; } = new OrderedStringComparer();
 
         /// <summary>
         /// Where to put the parameters for requests with different Http methods
@@ -68,7 +76,8 @@ namespace CryptoExchange.Net.Clients
             { HttpMethod.Get, HttpMethodParameterPosition.InUri },
             { HttpMethod.Post, HttpMethodParameterPosition.InBody },
             { HttpMethod.Delete, HttpMethodParameterPosition.InBody },
-            { HttpMethod.Put, HttpMethodParameterPosition.InBody }
+            { HttpMethod.Put, HttpMethodParameterPosition.InBody },
+            { new HttpMethod("Patch"), HttpMethodParameterPosition.InBody },
         };
 
         /// <inheritdoc />
@@ -77,6 +86,10 @@ namespace CryptoExchange.Net.Clients
         /// <inheritdoc />
         public new RestApiOptions ApiOptions => (RestApiOptions)base.ApiOptions;
 
+        /// <summary>
+        /// Memory cache
+        /// </summary>
+        private static MemoryCache _cache = new MemoryCache();
 
         /// <summary>
         /// ctor
@@ -94,11 +107,6 @@ namespace CryptoExchange.Net.Clients
                   options,
                   apiOptions)
         {
-            var rateLimiters = new List<IRateLimiter>();
-            foreach (var rateLimiter in apiOptions.RateLimiters)
-                rateLimiters.Add(rateLimiter);
-            RateLimiters = rateLimiters;
-
             RequestFactory.Configure(options.Proxy, options.RequestTimeout, httpClient);
         }
 
@@ -114,6 +122,307 @@ namespace CryptoExchange.Net.Clients
         /// <returns></returns>
         protected virtual IMessageSerializer CreateSerializer() => new JsonNetMessageSerializer();
 
+        /// <summary>
+        /// Send a request to the base address based on the request definition
+        /// </summary>
+        /// <param name="baseAddress">Host and schema</param>
+        /// <param name="definition">Request definition</param>
+        /// <param name="parameters">Request parameters</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <param name="additionalHeaders">Additional headers for this request</param>
+        /// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
+        /// <returns></returns>
+        protected virtual async Task<WebCallResult> SendAsync(
+            string baseAddress,
+            RequestDefinition definition,
+            ParameterCollection? parameters,
+            CancellationToken cancellationToken,
+            Dictionary<string, string>? additionalHeaders = null,
+            int? weight = null)
+        { 
+            var result = await SendAsync<object>(baseAddress, definition, parameters, cancellationToken, additionalHeaders, weight).ConfigureAwait(false);
+            return result.AsDataless();
+        }
+
+        /// <summary>
+        /// Send a request to the base address based on the request definition
+        /// </summary>
+        /// <typeparam name="T">Response type</typeparam>
+        /// <param name="baseAddress">Host and schema</param>
+        /// <param name="definition">Request definition</param>
+        /// <param name="parameters">Request parameters</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <param name="additionalHeaders">Additional headers for this request</param>
+        /// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
+        /// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
+        /// <returns></returns>
+        protected virtual Task<WebCallResult<T>> SendAsync<T>(
+            string baseAddress,
+            RequestDefinition definition,
+            ParameterCollection? parameters,
+            CancellationToken cancellationToken,
+            Dictionary<string, string>? additionalHeaders = null,
+            int? weight = null,
+            int? weightSingleLimiter = null)
+        {
+            var parameterPosition = definition.ParameterPosition ?? ParameterPositions[definition.Method];
+            return SendAsync<T>(
+                baseAddress,
+                definition,
+                parameterPosition == HttpMethodParameterPosition.InUri ? parameters : null,
+                parameterPosition == HttpMethodParameterPosition.InBody ? parameters : null,
+                cancellationToken,
+                additionalHeaders,
+                weight,
+                weightSingleLimiter);
+        }
+
+        /// <summary>
+        /// Send a request to the base address based on the request definition
+        /// </summary>
+        /// <typeparam name="T">Response type</typeparam>
+        /// <param name="baseAddress">Host and schema</param>
+        /// <param name="definition">Request definition</param>
+        /// <param name="uriParameters">Request query parameters</param>
+        /// <param name="bodyParameters">Request body parameters</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <param name="additionalHeaders">Additional headers for this request</param>
+        /// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
+        /// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
+        /// <returns></returns>
+        protected virtual async Task<WebCallResult<T>> SendAsync<T>(
+            string baseAddress,
+            RequestDefinition definition,
+            ParameterCollection? uriParameters,
+            ParameterCollection? bodyParameters,
+            CancellationToken cancellationToken,
+            Dictionary<string, string>? additionalHeaders = null,
+            int? weight = null,
+            int? weightSingleLimiter = null)
+        {
+            string? cacheKey = null;
+            if (ShouldCache(definition))
+            {
+                cacheKey = baseAddress + definition + uriParameters?.ToFormData();
+                _logger.CheckingCache(cacheKey);
+                var cachedValue = _cache.Get(cacheKey, ClientOptions.CachingMaxAge);
+                if (cachedValue != null)
+                {
+                    _logger.CacheHit(cacheKey);
+                    var original = (WebCallResult<T>)cachedValue;
+                    return original.Cached();
+                }
+
+                _logger.CacheNotHit(cacheKey);
+            }
+
+            int currentTry = 0;
+            while (true)
+            {
+                currentTry++;
+                var requestId = ExchangeHelpers.NextId();
+
+                var prepareResult = await PrepareAsync(requestId, baseAddress, definition, cancellationToken, additionalHeaders, weight, weightSingleLimiter).ConfigureAwait(false);
+                if (!prepareResult)
+                    return new WebCallResult<T>(prepareResult.Error!);
+
+                var request = CreateRequest(
+                    requestId,
+                    baseAddress,
+                    definition,
+                    uriParameters,
+                    bodyParameters,
+                    additionalHeaders);
+                _logger.RestApiSendRequest(request.RequestId, definition, request.Content, string.IsNullOrEmpty(request.Uri.Query) ? "-" : request.Uri.Query, string.Join(", ", request.GetHeaders().Select(h => h.Key + $"=[{string.Join(",", h.Value)}]")));
+                TotalRequestsMade++;
+                var result = await GetResponseAsync<T>(request, definition.RateLimitGate, cancellationToken).ConfigureAwait(false);
+                if (!result)
+                    _logger.RestApiErrorReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), result.Error?.ToString());
+                else
+                    _logger.RestApiResponseReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), OutputOriginalData ? result.OriginalData : "[Data only available when OutputOriginal = true]");
+
+                if (await ShouldRetryRequestAsync(definition.RateLimitGate, result, currentTry).ConfigureAwait(false))
+                    continue;
+
+                if (result.Success &&
+                    ShouldCache(definition))
+                {
+                    _cache.Add(cacheKey!, result);
+                }
+
+                return result;
+            }
+        }
+
+        /// <summary>
+        /// Prepare before sending a request. Sync time between client and server and check rate limits
+        /// </summary>
+        /// <param name="requestId">Request id</param>
+        /// <param name="baseAddress">Host and schema</param>
+        /// <param name="definition">Request definition</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <param name="additionalHeaders">Additional headers for this request</param>
+        /// <param name="weight">Override the request weight for this request</param>
+        /// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
+        /// <returns></returns>
+        /// <exception cref="Exception"></exception>
+        protected virtual async Task<CallResult> PrepareAsync(
+            int requestId,
+            string baseAddress,
+            RequestDefinition definition,
+            CancellationToken cancellationToken,
+            Dictionary<string, string>? additionalHeaders = null,
+            int? weight = null,
+            int? weightSingleLimiter = null)
+        {
+            // Time sync
+            if (definition.Authenticated)
+            {
+                if (AuthenticationProvider == null)
+                {
+                    _logger.RestApiNoApiCredentials(requestId, definition.Path);
+                    return new CallResult<IRequest>(new NoApiCredentialsError());
+                }
+
+                var syncTask = SyncTimeAsync();
+                var timeSyncInfo = GetTimeSyncInfo();
+
+                if (timeSyncInfo != null && timeSyncInfo.TimeSyncState.LastSyncTime == default)
+                {
+                    // Initially with first request we'll need to wait for the time syncing, if it's not the first request we can just continue
+                    var syncTimeResult = await syncTask.ConfigureAwait(false);
+                    if (!syncTimeResult)
+                    {
+                        _logger.RestApiFailedToSyncTime(requestId, syncTimeResult.Error!.ToString());
+                        return syncTimeResult.AsDataless();
+                    }
+                }
+            }            
+
+            // Rate limiting
+            var requestWeight = weight ?? definition.Weight;
+            if (requestWeight != 0)
+            {
+                if (definition.RateLimitGate == null)
+                    throw new Exception("Ratelimit gate not set when request weight is not 0");
+
+                if (ClientOptions.RateLimiterEnabled)
+                {
+                    var limitResult = await definition.RateLimitGate.ProcessAsync(_logger, requestId, RateLimitItemType.Request, definition, baseAddress, AuthenticationProvider?._credentials.Key, requestWeight, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    if (!limitResult)
+                        return new CallResult(limitResult.Error!);
+                }
+            }
+
+            // Endpoint specific rate limiting
+            if (definition.LimitGuard != null && ClientOptions.RateLimiterEnabled)
+            {
+                if (definition.RateLimitGate == null)
+                    throw new Exception("Ratelimit gate not set when endpoint limit is specified");
+
+                if (ClientOptions.RateLimiterEnabled)
+                {
+                    var singleRequestWeight = weightSingleLimiter ?? 1;
+                    var limitResult = await definition.RateLimitGate.ProcessSingleAsync(_logger, requestId, definition.LimitGuard, RateLimitItemType.Request, definition, baseAddress, AuthenticationProvider?._credentials.Key, singleRequestWeight, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    if (!limitResult)
+                        return new CallResult(limitResult.Error!);
+                }
+            }
+
+            return new CallResult(null);
+        }
+
+        /// <summary>
+        /// Creates a request object
+        /// </summary>
+        /// <param name="requestId">Id of the request</param>
+        /// <param name="baseAddress">Host and schema</param>
+        /// <param name="definition">Request definition</param>
+        /// <param name="uriParameters">The query parameters of the request</param>
+        /// <param name="bodyParameters">The body parameters of the request</param>
+        /// <param name="additionalHeaders">Additional headers to send with the request</param>
+        /// <returns></returns>
+        protected virtual IRequest CreateRequest(
+            int requestId,
+            string baseAddress,
+            RequestDefinition definition,
+            ParameterCollection? uriParameters,
+            ParameterCollection? bodyParameters,
+            Dictionary<string, string>? additionalHeaders)
+        {
+            var uriParams = uriParameters == null ? null : CreateParameterDictionary(uriParameters);
+            var bodyParams = bodyParameters == null ? null : CreateParameterDictionary(bodyParameters);
+
+            var uri = new Uri(baseAddress.AppendPath(definition.Path));
+            var arraySerialization = definition.ArraySerialization ?? ArraySerialization;
+            var bodyFormat = definition.RequestBodyFormat ?? RequestBodyFormat;
+            var parameterPosition = definition.ParameterPosition ?? ParameterPositions[definition.Method];
+
+            Dictionary<string, string>? headers = null;
+            if (AuthenticationProvider != null)
+            {
+                try
+                {
+                    AuthenticationProvider.AuthenticateRequest(
+                        this,
+                        uri,
+                        definition.Method,
+                        ref uriParams,
+                        ref bodyParams,
+                        ref headers,
+                        definition.Authenticated,
+                        arraySerialization,
+                        parameterPosition,
+                        bodyFormat                        
+                        );
+                }
+                catch (Exception ex)
+                {
+                    throw new Exception("Failed to authenticate request, make sure your API credentials are correct", ex);
+                }
+            }
+
+            // Add the auth parameters to the uri, start with a new URI to be able to sort the parameters including the auth parameters
+            if (uriParams != null)
+                uri = uri.SetParameters(uriParams, arraySerialization);
+
+            var request = RequestFactory.Create(definition.Method, uri, requestId);
+            request.Accept = Constants.JsonContentHeader;
+
+            if (headers != null)
+            {
+                foreach (var header in headers)
+                    request.AddHeader(header.Key, header.Value);
+            }
+
+            if (additionalHeaders != null)
+            {
+                foreach (var header in additionalHeaders)
+                    request.AddHeader(header.Key, header.Value);
+            }
+
+            if (StandardRequestHeaders != null)
+            {
+                foreach (var header in StandardRequestHeaders)
+                {
+                    // Only add it if it isn't overwritten
+                    if (additionalHeaders?.ContainsKey(header.Key) != true)
+                        request.AddHeader(header.Key, header.Value);
+                }
+            }
+
+            if (parameterPosition == HttpMethodParameterPosition.InBody)
+            {
+                var contentType = bodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
+                if (bodyParams != null && bodyParams.Count != 0)
+                    WriteParamBody(request, bodyParams, contentType);
+                else
+                    request.SetContent(RequestBodyEmptyContent, contentType);
+            }
+
+            return request;
+        }
+
         /// <summary>
         /// Execute a request to the uri and returns if it was successful
         /// </summary>
@@ -127,7 +436,7 @@ namespace CryptoExchange.Net.Clients
         /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
         /// <param name="requestWeight">Credits used for the request</param>
         /// <param name="additionalHeaders">Additional headers to send with the request</param>
-        /// <param name="ignoreRatelimit">Ignore rate limits for this request</param>
+        /// <param name="gate">The ratelimit gate to use</param>
         /// <returns></returns>
         [return: NotNull]
         protected virtual async Task<WebCallResult> SendRequestAsync(
@@ -141,23 +450,23 @@ namespace CryptoExchange.Net.Clients
             ArrayParametersSerialization? arraySerialization = null,
             int requestWeight = 1,
             Dictionary<string, string>? additionalHeaders = null,
-            bool ignoreRatelimit = false)
+            IRateLimitGate? gate = null)
         {
             int currentTry = 0;
             while (true)
             {
                 currentTry++;
-                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, requestBodyFormat, parameterPosition, arraySerialization, requestWeight, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
+                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, requestBodyFormat, parameterPosition, arraySerialization, requestWeight, additionalHeaders, gate).ConfigureAwait(false);
                 if (!request)
                     return new WebCallResult(request.Error!);
 
-                var result = await GetResponseAsync<object>(request.Data, cancellationToken).ConfigureAwait(false);
+                var result = await GetResponseAsync<object>(request.Data, gate, cancellationToken).ConfigureAwait(false);
                 if (!result)
                     _logger.RestApiErrorReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), result.Error?.ToString());
                 else
                     _logger.RestApiResponseReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), OutputOriginalData ? result.OriginalData : "[Data only available when OutputOriginal = true]");
 
-                if (await ShouldRetryRequestAsync(result, currentTry).ConfigureAwait(false))
+                if (await ShouldRetryRequestAsync(gate, result, currentTry).ConfigureAwait(false))
                     continue;
 
                 return result.AsDataless();
@@ -178,7 +487,8 @@ namespace CryptoExchange.Net.Clients
         /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
         /// <param name="requestWeight">Credits used for the request</param>
         /// <param name="additionalHeaders">Additional headers to send with the request</param>
-        /// <param name="ignoreRatelimit">Ignore rate limits for this request</param>
+        /// <param name="gate">The ratelimit gate to use</param>
+        /// <param name="preventCaching">Whether caching should be prevented for this request</param>
         /// <returns></returns>
         [return: NotNull]
         protected virtual async Task<WebCallResult<T>> SendRequestAsync<T>(
@@ -192,26 +502,49 @@ namespace CryptoExchange.Net.Clients
             ArrayParametersSerialization? arraySerialization = null,
             int requestWeight = 1,
             Dictionary<string, string>? additionalHeaders = null,
-            bool ignoreRatelimit = false
+            IRateLimitGate? gate = null,
+            bool preventCaching = false
             ) where T : class
         {
+            var key = uri.ToString() + method + signed + parameters?.ToFormData();
+            if (ShouldCache(method) && !preventCaching)
+            {
+                _logger.CheckingCache(key);
+                var cachedValue = _cache.Get(key, ClientOptions.CachingMaxAge);
+                if (cachedValue != null)
+                {
+                    _logger.CacheHit(key);
+                    var original = (WebCallResult<T>)cachedValue;
+                    return original.Cached();
+                }
+
+                _logger.CacheNotHit(key);
+            }
+
             int currentTry = 0;
             while (true)
             {
                 currentTry++;
-                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, requestBodyFormat, parameterPosition, arraySerialization, requestWeight, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
+                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, requestBodyFormat, parameterPosition, arraySerialization, requestWeight, additionalHeaders, gate).ConfigureAwait(false);
                 if (!request)
                     return new WebCallResult<T>(request.Error!);
 
-                var result = await GetResponseAsync<T>(request.Data, cancellationToken).ConfigureAwait(false);
+                var result = await GetResponseAsync<T>(request.Data, gate, cancellationToken).ConfigureAwait(false);
                 if (!result)
                     _logger.RestApiErrorReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), result.Error?.ToString());
                 else
                     _logger.RestApiResponseReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), OutputOriginalData ? result.OriginalData : "[Data only available when OutputOriginal = true]");
 
-                if (await ShouldRetryRequestAsync(result, currentTry).ConfigureAwait(false))
+                if (await ShouldRetryRequestAsync(gate, result, currentTry).ConfigureAwait(false))
                     continue;
 
+                if (result.Success &&
+                    ShouldCache(method) && 
+                    !preventCaching)
+                {
+                    _cache.Add(key, result);
+                }
+
                 return result;
             }
         }
@@ -229,7 +562,7 @@ namespace CryptoExchange.Net.Clients
         /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
         /// <param name="requestWeight">Credits used for the request</param>
         /// <param name="additionalHeaders">Additional headers to send with the request</param>
-        /// <param name="ignoreRatelimit">Ignore rate limits for this request</param>
+        /// <param name="gate">The rate limit gate to use</param>
         /// <returns></returns>
         protected virtual async Task<CallResult<IRequest>> PrepareRequestAsync(
             Uri uri,
@@ -242,12 +575,18 @@ namespace CryptoExchange.Net.Clients
             ArrayParametersSerialization? arraySerialization = null,
             int requestWeight = 1,
             Dictionary<string, string>? additionalHeaders = null,
-            bool ignoreRatelimit = false)
+            IRateLimitGate? gate = null)
         {
             var requestId = ExchangeHelpers.NextId();
 
             if (signed)
             {
+                if (AuthenticationProvider == null)
+                {
+                    _logger.RestApiNoApiCredentials(requestId, uri.AbsolutePath);
+                    return new CallResult<IRequest>(new NoApiCredentialsError());
+                }
+
                 var syncTask = SyncTimeAsync();
                 var timeSyncInfo = GetTimeSyncInfo();
 
@@ -262,23 +601,20 @@ namespace CryptoExchange.Net.Clients
                     }
                 }
             }
-
-            if (!ignoreRatelimit)
+            
+            if (requestWeight != 0)
             {
-                foreach (var limiter in RateLimiters)
+                if (gate == null)
+                    throw new Exception("Ratelimit gate not set when request weight is not 0");
+
+                if (ClientOptions.RateLimiterEnabled)
                 {
-                    var limitResult = await limiter.LimitRequestAsync(_logger, uri.AbsolutePath, method, signed, ApiOptions.ApiCredentials?.Key ?? ClientOptions.ApiCredentials?.Key, ApiOptions.RateLimitingBehaviour, requestWeight, cancellationToken).ConfigureAwait(false);
-                    if (!limitResult.Success)
+                    var limitResult = await gate.ProcessAsync(_logger, requestId, RateLimitItemType.Request, new RequestDefinition(uri.AbsolutePath.TrimStart('/'), method) { Authenticated = signed }, uri.Host, AuthenticationProvider?._credentials.Key, requestWeight, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    if (!limitResult)
                         return new CallResult<IRequest>(limitResult.Error!);
                 }
             }
 
-            if (signed && AuthenticationProvider == null)
-            {
-                _logger.RestApiNoApiCredentials(requestId, uri.AbsolutePath);
-                return new CallResult<IRequest>(new NoApiCredentialsError());
-            }
-
             _logger.RestApiCreatingRequest(requestId, uri);
             var paramsPosition = parameterPosition ?? ParameterPositions[method];
             var request = ConstructRequest(uri, method, parameters?.OrderBy(p => p.Key).ToDictionary(p => p.Key, p => p.Value), signed, paramsPosition, arraySerialization ?? ArraySerialization, requestBodyFormat ?? RequestBodyFormat, requestId, additionalHeaders);
@@ -288,7 +624,7 @@ namespace CryptoExchange.Net.Clients
                 paramString = $" with request body '{request.Content}'";
 
             var headers = request.GetHeaders();
-            if (headers.Any())
+            if (headers.Count != 0)
                 paramString += " with headers " + string.Join(", ", headers.Select(h => h.Key + $"=[{string.Join(",", h.Value)}]"));
 
             TotalRequestsMade++;
@@ -300,10 +636,12 @@ namespace CryptoExchange.Net.Clients
         /// Executes the request and returns the result deserialized into the type parameter class
         /// </summary>
         /// <param name="request">The request object to execute</param>
+        /// <param name="gate">The ratelimit gate used</param>
         /// <param name="cancellationToken">Cancellation token</param>
         /// <returns></returns>
         protected virtual async Task<WebCallResult<T>> GetResponseAsync<T>(
             IRequest request,
+            IRateLimitGate? gate,
             CancellationToken cancellationToken)
         {
             var sw = Stopwatch.StartNew();
@@ -328,54 +666,76 @@ namespace CryptoExchange.Net.Clients
 
                     Error error;
                     if (response.StatusCode == (HttpStatusCode)418 || response.StatusCode == (HttpStatusCode)429)
-                        error = ParseRateLimitResponse((int)response.StatusCode, response.ResponseHeaders, accessor);
+                    {
+                        var rateError = ParseRateLimitResponse((int)response.StatusCode, response.ResponseHeaders, accessor);
+                        if (rateError.RetryAfter != null && gate != null && ClientOptions.RateLimiterEnabled)
+                        {
+                            _logger.RestApiRateLimitPauseUntil(request.RequestId, rateError.RetryAfter.Value);
+                            await gate.SetRetryAfterGuardAsync(rateError.RetryAfter.Value).ConfigureAwait(false);
+                        }
+
+                        error = rateError;
+                    }
                     else
+                    {
                         error = ParseErrorResponse((int)response.StatusCode, response.ResponseHeaders, accessor);
+                    }
 
                     if (error.Code == null || error.Code == 0)
                         error.Code = (int)response.StatusCode;
 
-                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
+                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error!);
                 }
 
                 if (typeof(T) == typeof(object))
                     // Success status code and expected empty response, assume it's correct
-                    return new WebCallResult<T>(statusCode, headers, sw.Elapsed, 0, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, null);
+                    return new WebCallResult<T>(statusCode, headers, sw.Elapsed, 0, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, null);
 
                 var valid = await accessor.Read(responseStream, outputOriginalData).ConfigureAwait(false);
                 if (!valid)
                 {
                     // Invalid json
-                    var error = new ServerError(accessor.OriginalDataAvailable ? accessor.GetOriginalString() : "[Data only available when OutputOriginal = true in client options]");
-                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error);
+                    var error = new ServerError("Failed to parse response: " + valid.Error!.Message, accessor.OriginalDataAvailable ? accessor.GetOriginalString() : "[Data only available when OutputOriginal = true in client options]");
+                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error);
                 }
 
                 // Json response received
-                var parsedError = TryParseError(accessor);
+                var parsedError = TryParseError(response.ResponseHeaders, accessor);
                 if (parsedError != null)
+                {
+                    if (parsedError is ServerRateLimitError rateError)
+                    {
+                        if (rateError.RetryAfter != null && gate != null && ClientOptions.RateLimiterEnabled)
+                        {
+                            _logger.RestApiRateLimitPauseUntil(request.RequestId, rateError.RetryAfter.Value);
+                            await gate.SetRetryAfterGuardAsync(rateError.RetryAfter.Value).ConfigureAwait(false);
+                        }
+                    }
+
                     // Success status code, but TryParseError determined it was an error response
-                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parsedError);
+                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, parsedError);
+                }
 
                 var deserializeResult = accessor.Deserialize<T>();
-                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), deserializeResult.Data, deserializeResult.Error);
+                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, deserializeResult.Data, deserializeResult.Error);
             }
             catch (HttpRequestException requestException)
             {
                 // Request exception, can't reach server for instance
                 var exceptionInfo = requestException.ToLogString();
-                return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError(exceptionInfo));
+                return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, new WebError(exceptionInfo));
             }
             catch (OperationCanceledException canceledException)
             {
                 if (cancellationToken != default && canceledException.CancellationToken == cancellationToken)
                 {
                     // Cancellation token canceled by caller
-                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new CancellationRequestedError());
+                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, new CancellationRequestedError());
                 }
                 else
                 {
                     // Request timed out
-                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError($"Request timed out"));
+                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, new WebError($"Request timed out"));
                 }
             }
             finally
@@ -388,22 +748,47 @@ namespace CryptoExchange.Net.Clients
 
         /// <summary>
         /// Can be used to parse an error even though response status indicates success. Some apis always return 200 OK, even though there is an error.
-        /// When setting manualParseError to true this method will be called for each response to be able to check if the response is an error or not.
+        /// This method will be called for each response to be able to check if the response is an error or not.
         /// If the response is an error this method should return the parsed error, else it should return null
         /// </summary>
         /// <param name="accessor">Data accessor</param>
+        /// <param name="responseHeaders">The response headers</param>
         /// <returns>Null if not an error, Error otherwise</returns>
-        protected virtual ServerError? TryParseError(IMessageAccessor accessor) => null;
+        protected virtual Error? TryParseError(IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, IMessageAccessor accessor) => null;
 
         /// <summary>
         /// Can be used to indicate that a request should be retried. Defaults to false. Make sure to retry a max number of times (based on the the tries parameter) or the request will retry forever.
         /// Note that this is always called; even when the request might be successful
         /// </summary>
         /// <typeparam name="T">WebCallResult type parameter</typeparam>
+        /// <param name="gate">The rate limit gate the call used</param>
         /// <param name="callResult">The result of the call</param>
         /// <param name="tries">The current try number</param>
         /// <returns>True if call should retry, false if the call should return</returns>
-        protected virtual Task<bool> ShouldRetryRequestAsync<T>(WebCallResult<T> callResult, int tries) => Task.FromResult(false);
+        protected virtual async Task<bool> ShouldRetryRequestAsync<T>(IRateLimitGate? gate, WebCallResult<T> callResult, int tries)
+        {
+            if (tries >= 2)
+                // Only retry once
+                return false;
+
+            if (callResult.Error is ServerRateLimitError
+                && ClientOptions.RateLimiterEnabled
+                && ClientOptions.RateLimitingBehaviour != RateLimitingBehaviour.Fail
+                && gate != null)
+            {
+                var retryTime = await gate.GetRetryAfterTime().ConfigureAwait(false);
+                if (retryTime == null)
+                    return false;
+
+                if (retryTime.Value - DateTime.UtcNow < TimeSpan.FromSeconds(60))
+                {
+                    _logger.RestApiRateLimitRetry(callResult.RequestId!.Value, retryTime.Value);
+                    return true;
+                }
+            }
+
+            return false;
+        }
 
         /// <summary>
         /// Creates a request object
@@ -441,12 +826,12 @@ namespace CryptoExchange.Net.Clients
             if (parameterPosition == HttpMethodParameterPosition.InUri)
             {
                 foreach (var parameter in parameters)
-                    uri = uri.AddQueryParmeter(parameter.Key, parameter.Value.ToString());
+                    uri = uri.AddQueryParmeter(parameter.Key, parameter.Value.ToString()!);
             }
 
             var headers = new Dictionary<string, string>();
-            var uriParameters = parameterPosition == HttpMethodParameterPosition.InUri ? new SortedDictionary<string, object>(parameters) : new SortedDictionary<string, object>();
-            var bodyParameters = parameterPosition == HttpMethodParameterPosition.InBody ? new SortedDictionary<string, object>(parameters) : new SortedDictionary<string, object>();
+            var uriParameters = parameterPosition == HttpMethodParameterPosition.InUri ? CreateParameterDictionary(parameters) : null;
+            var bodyParameters = parameterPosition == HttpMethodParameterPosition.InBody ? CreateParameterDictionary(parameters) : null;
             if (AuthenticationProvider != null)
             {
                 try
@@ -455,14 +840,14 @@ namespace CryptoExchange.Net.Clients
                         this,
                         uri,
                         method,
-                        parameters,
+                        ref uriParameters,
+                        ref bodyParameters,
+                        ref headers,
                         signed,
                         arraySerialization,
                         parameterPosition,
-                        bodyFormat,
-                        out uriParameters,
-                        out bodyParameters,
-                        out headers);
+                        bodyFormat
+                        );
                 }
                 catch (Exception ex)
                 {
@@ -470,24 +855,18 @@ namespace CryptoExchange.Net.Clients
                 }
             }
 
-            // Sanity check
-            foreach (var param in parameters)
-            {
-                if (!uriParameters.ContainsKey(param.Key) && !bodyParameters.ContainsKey(param.Key))
-                {
-                    throw new Exception($"Missing parameter {param.Key} after authentication processing. AuthenticationProvider implementation " +
-                        $"should return provided parameters in either the uri or body parameters output");
-                }
-            }
-
             // Add the auth parameters to the uri, start with a new URI to be able to sort the parameters including the auth parameters            
-            uri = uri.SetParameters(uriParameters, arraySerialization);
+            if (uriParameters != null)
+                uri = uri.SetParameters(uriParameters, arraySerialization);
 
             var request = RequestFactory.Create(method, uri, requestId);
             request.Accept = Constants.JsonContentHeader;
 
-            foreach (var header in headers)
-                request.AddHeader(header.Key, header.Value);
+            if (headers != null)
+            {
+                foreach (var header in headers)
+                    request.AddHeader(header.Key, header.Value);
+            }
 
             if (additionalHeaders != null)
             {
@@ -508,7 +887,7 @@ namespace CryptoExchange.Net.Clients
             if (parameterPosition == HttpMethodParameterPosition.InBody)
             {
                 var contentType = bodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
-                if (bodyParameters.Any())
+                if (bodyParameters?.Any() == true)
                     WriteParamBody(request, bodyParameters, contentType);
                 else
                     request.SetContent(RequestBodyEmptyContent, contentType);
@@ -523,12 +902,16 @@ namespace CryptoExchange.Net.Clients
         /// <param name="request">The request to set the parameters on</param>
         /// <param name="parameters">The parameters to set</param>
         /// <param name="contentType">The content type of the data</param>
-        protected virtual void WriteParamBody(IRequest request, SortedDictionary<string, object> parameters, string contentType)
+        protected virtual void WriteParamBody(IRequest request, IDictionary<string, object> parameters, string contentType)
         {
             if (contentType == Constants.JsonContentHeader)
             {
                 // Write the parameters as json in the body
-                var stringData = CreateSerializer().Serialize(parameters);
+                string stringData;
+                if (parameters.Count == 1 && parameters.TryGetValue(Constants.BodyPlaceHolderKey, out object? value))
+                    stringData = CreateSerializer().Serialize(value);
+                else
+                    stringData = CreateSerializer().Serialize(parameters);
                 request.SetContent(stringData, contentType);
             }
             else if (contentType == Constants.FormContentHeader)
@@ -559,7 +942,7 @@ namespace CryptoExchange.Net.Clients
         /// <param name="responseHeaders">The response headers</param>
         /// <param name="accessor">Data accessor</param>
         /// <returns></returns>
-        protected virtual Error ParseRateLimitResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, IMessageAccessor accessor)
+        protected virtual ServerRateLimitError ParseRateLimitResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, IMessageAccessor accessor)
         {
             var message = accessor.OriginalDataAvailable ? accessor.GetOriginalString() : "[Error response content only available when OutputOriginal = true in client options]";
 
@@ -578,24 +961,45 @@ namespace CryptoExchange.Net.Clients
             return new ServerRateLimitError(message);
         }
 
+        /// <summary>
+        /// Create the parameter IDictionary
+        /// </summary>
+        /// <param name="parameters"></param>
+        /// <returns></returns>
+        protected internal IDictionary<string, object> CreateParameterDictionary(IDictionary<string, object> parameters)
+        {
+            if (!OrderParameters)
+                return parameters;
+
+            return new SortedDictionary<string, object>(parameters, ParameterOrderComparer);
+        }
+
         /// <summary>
         /// Retrieve the server time for the purpose of syncing time between client and server to prevent authentication issues
         /// </summary>
         /// <returns>Server time</returns>
         protected virtual Task<WebCallResult<DateTime>> GetServerTimestampAsync() => throw new NotImplementedException();
 
+        /// <inheritdoc />
+        public override void SetOptions<T>(UpdateOptions<T> options)
+        {
+            base.SetOptions(options);
+
+            RequestFactory.UpdateSettings(options.Proxy, options.RequestTimeout ?? ClientOptions.RequestTimeout);
+        }
+
         internal async Task<WebCallResult<bool>> SyncTimeAsync()
         {
             var timeSyncParams = GetTimeSyncInfo();
             if (timeSyncParams == null)
-                return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
+                return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
 
             if (await timeSyncParams.TimeSyncState.Semaphore.WaitAsync(0).ConfigureAwait(false))
             {
                 if (!timeSyncParams.SyncTime || DateTime.UtcNow - timeSyncParams.TimeSyncState.LastSyncTime < timeSyncParams.RecalculationInterval)
                 {
                     timeSyncParams.TimeSyncState.Semaphore.Release();
-                    return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
+                    return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
                 }
 
                 var localTime = DateTime.UtcNow;
@@ -624,7 +1028,16 @@ namespace CryptoExchange.Net.Clients
                 timeSyncParams.TimeSyncState.Semaphore.Release();
             }
 
-            return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
+            return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
         }
+
+        private bool ShouldCache(RequestDefinition definition)
+            => ClientOptions.CachingEnabled
+            && definition.Method == HttpMethod.Get
+            && !definition.PreventCaching;
+
+        private bool ShouldCache(HttpMethod method)
+            => ClientOptions.CachingEnabled
+            && method == HttpMethod.Get;
     }
 }

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -4,6 +4,7 @@ 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 Microsoft.Extensions.Logging;
 using System;
@@ -51,15 +52,10 @@ namespace CryptoExchange.Net.Clients
         /// </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>
         /// The max size a websocket message size can be
@@ -67,10 +63,20 @@ namespace CryptoExchange.Net.Clients
         protected internal int? MessageSendSizeLimit { get; set; }
 
         /// <summary>
-        /// Periodic task regisrations
+        /// 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
         {
@@ -121,10 +127,6 @@ namespace CryptoExchange.Net.Clients
                   options,
                   apiOptions)
         {
-            var rateLimiters = new List<IRateLimiter>();
-            foreach (var rateLimiter in apiOptions.RateLimiters)
-                rateLimiters.Add(rateLimiter);
-            RateLimiters = rateLimiters;
         }
 
         /// <summary>
@@ -139,6 +141,16 @@ namespace CryptoExchange.Net.Clients
         /// <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>
         /// Add a query to periodically send on each connection
         /// </summary>
@@ -146,7 +158,7 @@ namespace CryptoExchange.Net.Clients
         /// <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
             {
@@ -181,7 +193,10 @@ namespace CryptoExchange.Net.Clients
                 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;
@@ -201,12 +216,11 @@ namespace CryptoExchange.Net.Clients
                 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;
-                    subscription.HandleUpdatesBeforeConfirmation = subscription.HandleUpdatesBeforeConfirmation || HandleMessageBeforeConfirmation;
 
                     // Add a subscription on the socket connection
                     var success = socketConnection.AddSubscription(subscription);
@@ -244,7 +258,7 @@ namespace CryptoExchange.Net.Clients
                 return new CallResult<UpdateSubscription>(new ServerError("Socket is paused"));
             }
 
-            var waitEvent = new ManualResetEvent(false);
+            var waitEvent = new AsyncResetEvent(false);
             var subQuery = subscription.GetSubQuery(socketConnection);
             if (subQuery != null)
             {
@@ -253,11 +267,18 @@ namespace CryptoExchange.Net.Clients
                 if (!subResult)
                 {
                     waitEvent?.Set();
-                    _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
-                    var unsubscribe = subResult.Error is CancellationRequestedError;
-                    await socketConnection.CloseAsync(subscription, unsubscribe).ConfigureAwait(false);
-                    return new CallResult<UpdateSubscription>(subResult.Error!);
+                    var isTimeout = subResult.Error is CancellationRequestedError;
+                    if (isTimeout && subscription.Confirmed)
+                    {
+                        // No response received, but the subscription did receive updates. We'll assume success
+                    }
+                    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!);
@@ -281,34 +302,41 @@ namespace CryptoExchange.Net.Clients
         /// <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;
 
@@ -321,7 +349,7 @@ namespace CryptoExchange.Net.Clients
 
                 var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated).ConfigureAwait(false);
                 if (!connectResult)
-                    return new CallResult<T>(connectResult.Error!);
+                    return new CallResult<THandlerResponse>(connectResult.Error!);
             }
             finally
             {
@@ -332,10 +360,13 @@ namespace CryptoExchange.Net.Clients
             if (socketConnection.PausedActivity)
             {
                 _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>
@@ -344,22 +375,26 @@ namespace CryptoExchange.Net.Clients
         /// <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>
@@ -367,13 +402,13 @@ namespace CryptoExchange.Net.Clients
         /// </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.AttemptingToAuthenticate(socket.SocketId);
-            var authRequest = GetAuthenticationRequest();
+            var authRequest = await GetAuthenticationRequestAsync(socket).ConfigureAwait(false);
             if (authRequest != null)
             {
                 var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
@@ -385,20 +420,21 @@ namespace CryptoExchange.Net.Clients
                         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.Authenticated(socket.SocketId);
             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
@@ -447,19 +483,36 @@ namespace CryptoExchange.Net.Clients
         /// </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)
-                                                  && s.Value.Tag.TrimEnd('/') == address.TrimEnd('/')
-                                                  && s.Value.ApiClient.GetType() == GetType()
-                                                  && (s.Value.Authenticated == authenticated || !authenticated) && s.Value.Connected).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault();
-            var result = socketResult.Equals(default(KeyValuePair<int, SocketConnection>)) ? null : socketResult.Value;
-            if (result != null)
+            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.ApiClient.GetType() == GetType()
+                                                      && (s.Value.Authenticated == authenticated || !authenticated)
+                                                      && (AllowTopicsOnTheSameConnection || !s.Value.Topics.Contains(topic))
+                                                      && 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);
@@ -476,6 +529,15 @@ namespace CryptoExchange.Net.Clients
             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);
@@ -494,21 +556,35 @@ namespace CryptoExchange.Net.Clients
         {
         }
 
+        /// <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>
@@ -517,11 +593,12 @@ namespace CryptoExchange.Net.Clients
         /// <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
             };
@@ -593,8 +670,8 @@ namespace CryptoExchange.Net.Clients
             var tasks = new List<Task>();
             {
                 var socketList = socketConnections.Values;
-                foreach (var sub in socketList)
-                    tasks.Add(sub.CloseAsync());
+                foreach (var connection in socketList.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection))
+                    tasks.Add(connection.CloseAsync());
             }
 
             await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
@@ -617,37 +694,117 @@ namespace CryptoExchange.Net.Clients
             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(bool includeSubDetails = true)
         {
-            var sb = new StringBuilder();
-            sb.AppendLine($"{GetType().Name}");
-            sb.AppendLine($"  Connections: {socketConnections.Count}");
-            sb.AppendLine($"  Subscriptions: {CurrentSubscriptions}");
-            sb.AppendLine($"  Download speed: {IncomingKbps} kbps");
-            foreach (var connection in socketConnections)
+            return GetState(includeSubDetails).ToString();
+        }
+
+        /// <summary>
+        /// Gets the state of the client
+        /// </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($"    Id: {connection.Key}");
-                sb.AppendLine($"    Address: {connection.Value.ConnectionUri}");
-                sb.AppendLine($"    Subscriptions: {connection.Value.UserSubscriptionCount}");
-                sb.AppendLine($"    Status: {connection.Value.Status}");
-                sb.AppendLine($"    Authenticated: {connection.Value.Authenticated}");
-                sb.AppendLine($"    Download speed: {connection.Value.IncomingKbps} kbps");
-                sb.AppendLine($"    Subscriptions:");
-                if (includeSubDetails)
-                {
-                    foreach (var subscription in connection.Value.Subscriptions)
-                    {
-                        sb.AppendLine($"      Id: {subscription.Id}");
-                        sb.AppendLine($"      Confirmed: {subscription.Confirmed}");
-                        sb.AppendLine($"      Invocations: {subscription.TotalInvocations}");
-                        sb.AppendLine($"      Identifiers: [{string.Join(", ", subscription.ListenerIdentifiers)}]");
-                    }
-                }
+                SocketConnection connection = socketIdAndConnection.Value;
+                SocketConnection.SocketConnectionState connectionState = connection.GetState(includeSubDetails);
+                connectionStates.Add(connectionState);
+            }
+
+            return new SocketApiClientState(socketConnections.Count, CurrentSubscriptions, IncomingKbps, connectionStates);
+        }
+
+        /// <summary>
+        /// Get the current state of the client
+        /// </summary>
+        /// <param name="Connections">Number of sockets for this client</param>
+        /// <param name="Subscriptions">Total number of subscriptions</param>
+        /// <param name="DownloadSpeed">Total download speed</param>
+        /// <param name="ConnectionStates">State of each socket connection</param>
+        public record SocketApiClientState(
+            int Connections,
+            int Subscriptions,
+            double DownloadSpeed,
+            List<SocketConnection.SocketConnectionState> ConnectionStates)
+        {
+            /// <summary>
+            /// Print the state of the client
+            /// </summary>
+            /// <param name="sb"></param>
+            /// <returns></returns>
+            protected virtual bool PrintMembers(StringBuilder sb)
+            {
+                sb.AppendLine();
+                sb.AppendLine($"\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>
@@ -656,11 +813,18 @@ namespace CryptoExchange.Net.Clients
         public override void Dispose()
         {
             _disposing = true;
-            if (socketConnections.Sum(s => s.Value.UserSubscriptionCount) > 0)
+            var tasks = new List<Task>();
             {
-                _logger.DisposingSocketClient();
-                _ = UnsubscribeAllAsync();
+                var socketList = socketConnections.Values.Where(x => x.UserSubscriptionCount > 0 || x.Connected);
+                if (socketList.Any())
+                    _logger.DisposingSocketClient();
+
+                foreach (var connection in socketList)
+                {
+                    tasks.Add(connection.CloseAsync());
+                }
             }
+
             semaphoreSlim?.Dispose();
             base.Dispose();
         }
@@ -675,9 +839,10 @@ namespace CryptoExchange.Net.Clients
         /// <summary>
         /// Preprocess a stream message
         /// </summary>
+        /// <param name="connection"></param>
         /// <param name="type"></param>
         /// <param name="data"></param>
         /// <returns></returns>
-        public virtual ReadOnlyMemory<byte> PreprocessStreamMessage(WebSocketMessageType type, ReadOnlyMemory<byte> data) => data;
+        public virtual ReadOnlyMemory<byte> PreprocessStreamMessage(SocketConnection connection, WebSocketMessageType type, ReadOnlyMemory<byte> data) => data;
     }
 }

CryptoExchange.Net/Converters/ArrayPropertyAttribute.cs

@@ -1,6 +1,4 @@
 using System;
-using System.Collections.Generic;
-using System.Text;
 
 namespace CryptoExchange.Net.Converters
 {

CryptoExchange.Net/Converters/JsonNet/ArrayConverter.cs

@@ -36,7 +36,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
 
             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.JsonNet
                     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.JsonNet
                 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.JsonNet
                     }
                     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.JsonNet
                 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
@@ -187,9 +187,9 @@ namespace CryptoExchange.Net.Converters.JsonNet
         }
 
         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))!);
     }
 }

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

@@ -34,7 +34,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
         /// </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

@@ -38,14 +38,8 @@ namespace CryptoExchange.Net.Converters.JsonNet
                 var longValue = (long)reader.Value;
                 if (longValue == 0 || longValue == -1)
                     return objectType == typeof(DateTime) ? default(DateTime): null;
-                if (longValue < 19999999999)
-                    return ConvertFromSeconds(longValue);
-                if (longValue < 19999999999999)
-                    return ConvertFromMilliseconds(longValue);
-                if (longValue < 19999999999999999)
-                    return ConvertFromMicroseconds(longValue);
-                
-                return ConvertFromNanoseconds(longValue);
+
+                return ParseFromLong(longValue);
             }
             else if (reader.TokenType is JsonToken.Float)
             {
@@ -68,61 +62,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
                     return objectType == typeof(DateTime) ? default(DateTime) : null;
                 }
 
-                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: " + 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);
+                return ParseFromString(stringValue);
             }
             else if(reader.TokenType == JsonToken.Date)
             {
@@ -135,6 +75,102 @@ namespace CryptoExchange.Net.Converters.JsonNet
             }
         }
 
+        /// <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/JsonNetMessageAccessor.cs

@@ -224,7 +224,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
         public override bool OriginalDataAvailable => _stream?.CanSeek == true;
 
         /// <inheritdoc />
-        public async Task<bool> Read(Stream stream, bool bufferStream)
+        public async Task<CallResult> Read(Stream stream, bool bufferStream)
         {
             if (bufferStream && stream is not MemoryStream)
             {
@@ -252,14 +252,15 @@ namespace CryptoExchange.Net.Converters.JsonNet
             {
                 _token = await JToken.LoadAsync(jsonTextReader).ConfigureAwait(false);
                 IsJson = true;
+                return new CallResult(null);
             }
-            catch (Exception)
+            catch (Exception ex)
             {
                 // Not a json message
                 IsJson = false;
+                return new CallResult(new ServerError("JsonError: " + ex.Message));
             }
 
-            return IsJson;
         }
         /// <inheritdoc />
         public override string GetOriginalString()
@@ -290,13 +291,13 @@ namespace CryptoExchange.Net.Converters.JsonNet
         private ReadOnlyMemory<byte> _bytes;
 
         /// <inheritdoc />
-        public bool Read(ReadOnlyMemory<byte> data)
+        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(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);
@@ -305,14 +306,14 @@ namespace CryptoExchange.Net.Converters.JsonNet
             {
                 _token = JToken.Load(jsonTextReader);
                 IsJson = true;
+                return new CallResult(null);
             }
-            catch (Exception)
+            catch (Exception ex)
             {
                 // Not a json message
                 IsJson = false;
+                return new CallResult(new ServerError("JsonError: " + ex.Message));
             }
-
-            return IsJson;
         }
 
         /// <inheritdoc />

CryptoExchange.Net/Converters/SystemTextJson/ArrayConverter.cs

@@ -23,7 +23,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
         {
             Type converterType = typeof(ArrayConverterInner<>).MakeGenericType(typeToConvert);
-            return (JsonConverter)Activator.CreateInstance(converterType);
+            return (JsonConverter)Activator.CreateInstance(converterType)!;
         }
 
         private class ArrayPropertyInfo
@@ -32,17 +32,77 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             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)
             {
-                // TODO
-                throw new NotImplementedException();
+                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.TargetType == typeof(string))
+                            writer.WriteStringValue(Convert.ToString(objValue, CultureInfo.InvariantCulture));
+                        else if(prop.TargetType.IsEnum)
+                            writer.WriteStringValue(EnumConverter.GetString(objValue));
+                        else if (prop.TargetType == typeof(bool))
+                            writer.WriteBooleanValue((bool)objValue);
+                        else
+                            writer.WriteRawValue(Convert.ToString(objValue, CultureInfo.InvariantCulture)!);
+                    }
+                    else
+                    {
+                        JsonSerializer.Serialize(writer, objValue, typeOptions ?? options);
+                    }
+                }
+
+                writer.WriteEndArray();
             }
 
             /// <inheritdoc />
@@ -51,8 +111,21 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 if (reader.TokenType == JsonTokenType.Null)
                     return default;
 
-                var result = Activator.CreateInstance(typeToConvert);
-                return (T)ParseObject(ref reader, result, typeToConvert);
+                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)
@@ -70,7 +143,8 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                         ArrayProperty = att,
                         PropertyInfo = property,
                         DefaultDeserialization = property.GetCustomAttribute<JsonConversionAttribute>() != null,
-                        JsonConverterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType
+                        JsonConverterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType ?? property.PropertyType.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType,
+                        TargetType = Nullable.GetUnderlyingType(property.PropertyType) ?? property.PropertyType
                     });
                 }
 
@@ -78,10 +152,10 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 return attributes;
             }
 
-            private static object ParseObject(ref Utf8JsonReader reader, object result, Type objectType)
+            private static object ParseObject(ref Utf8JsonReader reader, object result, Type objectType, JsonSerializerOptions options)
             {
                 if (reader.TokenType != JsonTokenType.StartArray)
-                    throw new Exception("1");
+                    throw new Exception("Not an array");
 
                 if (!_typeAttributesCache.TryGetValue(objectType, out var attributes))
                     attributes = CacheTypeAttributes(objectType);
@@ -92,37 +166,58 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                     if (reader.TokenType == JsonTokenType.EndArray)
                         break;
 
-                var attribute = attributes.SingleOrDefault(a => a.ArrayProperty.Index == index);
-                var targetType = attribute.PropertyInfo.PropertyType;
+                    var indexAttributes = attributes.Where(a => a.ArrayProperty.Index == index);
+                    if (!indexAttributes.Any())
+                    {
+                        index++;
+                        continue;
+                    }
 
-                    object? value = null;
-                    if (attribute.JsonConverterType != null)
+                    foreach (var attribute in indexAttributes)
                     {
-                        // Has JsonConverter attribute
-                        var options = new JsonSerializerOptions();
-                        options.Converters.Add((JsonConverter)Activator.CreateInstance(attribute.JsonConverterType));
-                        value = JsonDocument.ParseValue(ref reader).Deserialize(targetType, options);
-                    }
-                    else if (attribute.DefaultDeserialization)
-                    {
-                        // Use default deserialization
-                        value = JsonDocument.ParseValue(ref reader).Deserialize(targetType);
-                    }
-                    else
-                    {
-                        value = reader.TokenType switch
+                        var targetType = attribute.TargetType;
+                        object? value = null;
+                        if (attribute.JsonConverterType != null)
                         {
-                            JsonTokenType.Null => null,
-                            JsonTokenType.False => false,
-                            JsonTokenType.True => true,
-                            JsonTokenType.String => reader.GetString(),
-                            JsonTokenType.Number => reader.GetDecimal(),
-                            _ => throw new NotImplementedException($"Array deserialization of type {reader.TokenType} not supported"),
-                        };
+                            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));
                     }
 
-                    attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, attribute.PropertyInfo.PropertyType, CultureInfo.InvariantCulture));
-                    
                     index++;
                 }
 

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

@@ -21,14 +21,14 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
         {
             Type converterType = typeof(BoolConverterInner<>).MakeGenericType(typeToConvert);
-            return (JsonConverter)Activator.CreateInstance(converterType);
+            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)
@@ -74,7 +74,10 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
             public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
             {
-                writer.WriteNullValue();
+                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

@@ -27,7 +27,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
         {
             Type converterType = typeof(DateTimeConverterInner<>).MakeGenericType(typeToConvert);
-            return (JsonConverter)Activator.CreateInstance(converterType);
+            return (JsonConverter)Activator.CreateInstance(converterType)!;
         }
 
         private class DateTimeConverterInner<T> : JsonConverter<T>
@@ -47,82 +47,23 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 if (reader.TokenType is JsonTokenType.Number)
                 {
                     var longValue = reader.GetDouble();
-                    if (longValue == 0 || longValue == -1)
+                    if (longValue == 0 || longValue < 0)
                         return default;
-                    if (longValue < 19999999999)
-                        return ConvertFromSeconds(longValue);
-                    if (longValue < 19999999999999)
-                        return ConvertFromMilliseconds(longValue);
-                    if (longValue < 19999999999999999)
-                        return ConvertFromMicroseconds(longValue);
 
-                    return ConvertFromNanoseconds(longValue);
+                    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;
                     }
 
-                    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);
+                    return ParseFromString(stringValue!);
                 }
                 else
                 {
@@ -133,7 +74,9 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
             {
                 if (value == null)
+                {
                     writer.WriteNullValue();
+                }
                 else
                 {
                     var dtValue = (DateTime)(object)value;
@@ -145,6 +88,104 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             }
         }
 
+        /// <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>

CryptoExchange.Net/Converters/SystemTextJson/DecimalConverter.cs

@@ -19,13 +19,33 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             if (reader.TokenType == JsonTokenType.String)
             {
                 var value = reader.GetString();
-                if (string.IsNullOrEmpty(value))
+                if (string.IsNullOrEmpty(value) || string.Equals("null", value, StringComparison.OrdinalIgnoreCase))
                     return null;
 
-                return decimal.Parse(value, NumberStyles.Float, CultureInfo.InvariantCulture);
+                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;
+                }
             }
 
-            return reader.GetDecimal();
+            try
+            {
+                return reader.GetDecimal();
+            }
+            catch(FormatException)
+            {
+                // Format issue, assume value is too large
+                return decimal.MaxValue;
+            }
         }
 
         /// <inheritdoc />

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

@@ -172,6 +172,13 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                     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
@@ -211,5 +218,37 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
             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

@@ -21,6 +21,8 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                         new EnumConverter(),
                         new BoolConverter(),
                         new DecimalConverter(),
+                        new IntConverter(),
+                        new LongConverter()
                     }
         };
     }

CryptoExchange.Net/Converters/SystemTextJson/SystemTextJsonMessageAccessor.cs

@@ -21,6 +21,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         protected JsonDocument? _document;
 
         private static JsonSerializerOptions _serializerOptions = SerializerOptions.WithConverters;
+        private JsonSerializerOptions? _customSerializerOptions;
 
         /// <inheritdoc />
         public bool IsJson { get; set; }
@@ -31,6 +32,21 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         /// <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)
         {
@@ -42,7 +58,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
             try
             {
-                var result = _document.Deserialize(type, _serializerOptions);
+                var result = _document.Deserialize(type, _customSerializerOptions ?? _serializerOptions);
                 return new CallResult<object>(result!);
             }
             catch (JsonException ex)
@@ -50,6 +66,11 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 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 />
@@ -60,7 +81,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
             try
             {
-                var result = _document.Deserialize<T>(_serializerOptions);
+                var result = _document.Deserialize<T>(_customSerializerOptions ?? _serializerOptions);
                 return new CallResult<T>(result!);
             }
             catch (JsonException ex)
@@ -68,6 +89,11 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 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 />
@@ -116,23 +142,39 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 return default;
 
             if (value.Value.ValueKind == JsonValueKind.Object || value.Value.ValueKind == JsonValueKind.Array)
+            {
+                try
+                {
+                    return value.Value.Deserialize<T>(_customSerializerOptions ?? _serializerOptions);
+                }
+                catch { }
                 return default;
+            }
 
-            var ttype = typeof(T);
-            if (ttype == typeof(string))
-                return (T?)(object?)value.Value.GetString();
-            if (ttype == typeof(short))
-                return (T)(object)value.Value.GetInt16();
-            if (ttype == typeof(int))
-                return (T)(object)value.Value.GetInt32();
-            if (ttype == typeof(long))
-                return (T)(object)value.Value.GetInt64();
+            if (typeof(T) == typeof(string))
+            {
+                if (value.Value.ValueKind == JsonValueKind.Number)
+                    return (T)(object)value.Value.GetInt64().ToString();
+            }
 
-            return default;
+            return value.Value.Deserialize<T>();
         }
 
         /// <inheritdoc />
-        public List<T?>? GetValues<T>(MessagePath path) => throw new NotImplementedException();
+        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)
         {
@@ -197,8 +239,22 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         /// <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<bool> Read(Stream stream, bool bufferStream)
+        public async Task<CallResult> Read(Stream stream, bool bufferStream)
         {
             if (bufferStream && stream is not MemoryStream)
             {
@@ -221,15 +277,16 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             {
                 _document = await JsonDocument.ParseAsync(_stream ?? stream).ConfigureAwait(false);
                 IsJson = true;
+                return new CallResult(null);
             }
-            catch (Exception)
+            catch (Exception ex)
             {
                 // Not a json message
                 IsJson = false;
+                return new CallResult(new ServerError("JsonError: " + ex.Message));
             }
-
-            return IsJson;
         }
+
         /// <inheritdoc />
         public override string GetOriginalString()
         {
@@ -246,6 +303,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         {
             _stream?.Dispose();
             _stream = null;
+            _document?.Dispose();
             _document = null;
         }
 
@@ -258,23 +316,45 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
     {
         private ReadOnlyMemory<byte> _bytes;
 
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonByteMessageAccessor() : base()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonByteMessageAccessor(JsonSerializerOptions options) : base(options)
+        {
+        }
+
         /// <inheritdoc />
-        public bool Read(ReadOnlyMemory<byte> data)
+        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)
+            catch (Exception ex)
             {
                 // Not a json message
                 IsJson = false;
+                return new CallResult(new ServerError("JsonError: " + ex.Message));
             }
-
-            return IsJson;
         }
 
         /// <inheritdoc />
@@ -293,6 +373,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         public override void Clear()
         {
             _bytes = null;
+            _document?.Dispose();
             _document = null;
         }
     }

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -1,14 +1,14 @@
 <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>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>7.2.0</PackageVersion>
-    <AssemblyVersion>7.2.0</AssemblyVersion>
-    <FileVersion>7.2.0</FileVersion>
+    <PackageVersion>8.7.4</PackageVersion>
+    <AssemblyVersion>8.7.4</AssemblyVersion>
+    <FileVersion>8.7.4</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>
@@ -20,7 +20,7 @@
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
     <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>
@@ -35,7 +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>
@@ -48,16 +48,17 @@
       <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="8.0.0" />
+    <PackageReference Include="Microsoft.Extensions.Http" Version="9.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="8.0.1" />
-    <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="8.0.1" />
-    <PackageReference Include="System.Text.Json" Version="8.0.3" />
+    <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="9.0.0" />
+    <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()
-        {
-            lock (_idLock)
-            {
-                _lastId += 1;
-                return _lastId;
-            }
-        }
+        public static int NextId() => Interlocked.Increment(ref _lastId);
 
         /// <summary>
         /// Return the last unique id that was generated
         /// </summary>
         /// <returns></returns>
-        public static int LastId()
-        {
-            lock (_idLock)
-                return _lastId;
-        }
+        public static int LastId() => _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

@@ -1,20 +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 System.Collections;
-using System.Net.Http;
-using System.Data.Common;
-using Newtonsoft.Json.Linq;
+using Microsoft.Extensions.DependencyInjection;
+using CryptoExchange.Net.SharedApis;
 
 namespace CryptoExchange.Net
 {
@@ -72,7 +67,7 @@ namespace CryptoExchange.Net
             {
                 if (serializationType == ArrayParametersSerialization.Array)
                 {
-                    uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? Uri.EscapeDataString(arrayEntry.Value.ToString()) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={string.Format(CultureInfo.InvariantCulture, "{0}", 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)
                 {
@@ -102,6 +97,9 @@ namespace CryptoExchange.Net
             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;
@@ -113,93 +111,7 @@ namespace CryptoExchange.Net
                     formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value));
                 }
             }
-            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;
+            return formData.ToString()!;
         }
 
         /// <summary>
@@ -277,6 +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>
@@ -321,26 +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>
@@ -348,7 +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;
@@ -456,7 +358,7 @@ namespace CryptoExchange.Net
         }
 
         /// <summary>
-        /// Decompress using Gzip
+        /// Decompress using GzipStream
         /// </summary>
         /// <param name="data"></param>
         /// <returns></returns>
@@ -464,12 +366,141 @@ namespace CryptoExchange.Net
         {
             using var decompressedStream = new MemoryStream();
             using var dataStream = MemoryMarshal.TryGetArray(data, out var arraySegment)
-                ? new MemoryStream(arraySegment.Array, arraySegment.Offset, arraySegment.Count)
+                ? 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 Microsoft.Extensions.DependencyInjection;
-using System;
-using System.Collections.Generic;
-using System.Text;
+using System;
 
 namespace CryptoExchange.Net.Interfaces
 {

CryptoExchange.Net/Interfaces/IMessageAccessor.cs

@@ -84,7 +84,7 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         /// <param name="stream"></param>
         /// <param name="bufferStream"></param>
-        Task<bool> Read(Stream stream, bool bufferStream);
+        Task<CallResult> Read(Stream stream, bool bufferStream);
     }
 
     /// <summary>
@@ -96,6 +96,6 @@ namespace CryptoExchange.Net.Interfaces
         /// Load a data message
         /// </summary>
         /// <param name="data"></param>
-        bool Read(ReadOnlyMemory<byte> data);
+        CallResult Read(ReadOnlyMemory<byte> data);
     }
 }

CryptoExchange.Net/Interfaces/IMessageProcessor.cs

@@ -17,10 +17,6 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         public int Id { get; }
         /// <summary>
-        /// Whether this listener can handle data
-        /// </summary>
-        public bool CanHandleData { get; }
-        /// <summary>
         /// The identifiers for this processor
         /// </summary>
         public HashSet<string> ListenerIdentifiers { get; }
@@ -30,7 +26,7 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="connection"></param>
         /// <param name="message"></param>
         /// <returns></returns>
-        CallResult Handle(SocketConnection connection, DataEvent<object> message);
+        Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message);
         /// <summary>
         /// Get the type the message should be deserialized to
         /// </summary>

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/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;
 
@@ -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/IWebsocket.cs

@@ -1,5 +1,5 @@
-using System;
-using System.IO;
+using CryptoExchange.Net.Objects;
+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 Action<WebSocketMessageType, ReadOnlyMemory<byte>> 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

@@ -3,7 +3,8 @@ using System;
 
 namespace CryptoExchange.Net.Logging.Extensions
 {
-    internal static class CryptoExchangeWebSocketClientLoggingExtension
+#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;
@@ -20,11 +21,11 @@ namespace CryptoExchange.Net.Logging.Extensions
         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?> _sendDelayedBecauseOfRateLimit;
         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;
@@ -33,6 +34,8 @@ namespace CryptoExchange.Net.Logging.Extensions
         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()
         {
@@ -74,7 +77,7 @@ namespace CryptoExchange.Net.Logging.Extensions
             _addingBytesToSendBuffer = LoggerMessage.Define<int, int, int>(
                 LogLevel.Trace,
                 new EventId(1007, "AddingBytesToSendBuffer"),
-                "[Sckt {SocketId}] msg {RequestId} - Adding {NumBytes} bytes to send buffer");
+                "[Sckt {SocketId}] [Req {RequestId}] adding {NumBytes} bytes to send buffer");
 
             _reconnectRequested = LoggerMessage.Define<int>(
                 LogLevel.Debug,
@@ -111,15 +114,10 @@ namespace CryptoExchange.Net.Logging.Extensions
                 new EventId(1014, "Disposed"),
                 "[Sckt {SocketId}] disposed");
 
-            _sendDelayedBecauseOfRateLimit = LoggerMessage.Define<int, int, int>(
-                LogLevel.Debug,
-                new EventId(1015, "SendDelayedBecauseOfRateLimit"),
-                "[Sckt {SocketId}] msg {RequestId} - send delayed {DelayMS}ms because of rate limit");
-
             _sentBytes = LoggerMessage.Define<int, int, int>(
                 LogLevel.Trace,
                 new EventId(1016, "SentBytes"),
-                "[Sckt {SocketId}] msg {RequestId} - sent {NumBytes} bytes");
+                "[Sckt {SocketId}] [Req {RequestId}] sent {NumBytes} bytes");
 
             _sendLoopStoppedWithException = LoggerMessage.Define<int, string>(
                 LogLevel.Warning,
@@ -157,7 +155,7 @@ namespace CryptoExchange.Net.Logging.Extensions
                 "[Sckt {SocketId}] discarding incomplete message of {NumBytes} bytes");
 
             _receiveLoopStoppedWithException = LoggerMessage.Define<int>(
-                LogLevel.Warning,
+                LogLevel.Error,
                 new EventId(1024, "ReceiveLoopStoppedWithException"),
                 "[Sckt {SocketId}] receive loop stopped with exception");
 
@@ -172,9 +170,25 @@ namespace CryptoExchange.Net.Logging.Extensions
                 "[Sckt {SocketId}] starting task checking for no data received for {Timeout}");
 
             _noDataReceiveTimoutReconnect = LoggerMessage.Define<int, TimeSpan?>(
-                LogLevel.Debug,
+                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(
@@ -267,12 +281,6 @@ namespace CryptoExchange.Net.Logging.Extensions
             _disposed(logger, socketId, null);
         }
 
-        public static void SocketSendDelayedBecauseOfRateLimit(
-            this ILogger logger, int socketId, int requestId, int delay)
-        {
-            _sendDelayedBecauseOfRateLimit(logger, socketId, requestId, delay, null);
-        }
-
         public static void SocketSentBytes(
             this ILogger logger, int socketId, int requestId, int numBytes)
         {
@@ -297,6 +305,12 @@ namespace CryptoExchange.Net.Logging.Extensions
             _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)
         {
@@ -344,5 +358,17 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _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

@@ -1,11 +1,13 @@
-using Microsoft.Extensions.Logging;
+using CryptoExchange.Net.Objects;
+using Microsoft.Extensions.Logging;
 using System;
 using System.Net;
 using System.Net.Http;
 
 namespace CryptoExchange.Net.Logging.Extensions
 {
-    internal static class RestApiClientLoggingExtensions
+#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;
@@ -13,6 +15,12 @@ namespace CryptoExchange.Net.Logging.Extensions
         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()
@@ -46,6 +54,36 @@ namespace CryptoExchange.Net.Logging.Extensions
                 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)
@@ -77,5 +115,35 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _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

@@ -3,7 +3,8 @@ using System;
 
 namespace CryptoExchange.Net.Logging.Extensions
 {
-    internal static class SocketApiClientLoggingExtension
+#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;
@@ -21,6 +22,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         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()
         {
@@ -103,6 +105,11 @@ namespace CryptoExchange.Net.Logging.Extensions
                 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)
@@ -184,5 +191,10 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _reconnectingAllConnections(logger, connectionCount, null);
         }
+
+        public static void AddingRetryAfterGuard(this ILogger logger, DateTime retryAfter)
+        {
+            _addingRetryAfterGuard(logger, retryAfter, null);
+        }
     }
 }

CryptoExchange.Net/Logging/Extensions/SocketConnectionLoggingExtension.cs

@@ -1,11 +1,11 @@
 using System;
 using System.Net.WebSockets;
-using CryptoExchange.Net.Objects;
 using Microsoft.Extensions.Logging;
 
 namespace CryptoExchange.Net.Logging.Extensions
 {
-    internal static class SocketConnectionLoggingExtension
+#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;
@@ -73,7 +73,7 @@ namespace CryptoExchange.Net.Logging.Extensions
             _messageSentNotPending = LoggerMessage.Define<int, int>(
                 LogLevel.Debug,
                 new EventId(2006, "MessageSentNotPending"),
-                "[Sckt {SocketId}] msg {RequestId} - message sent, but not pending");
+                "[Sckt {SocketId}] [Req {RequestId}] message sent, but not pending");
 
             _receivedData = LoggerMessage.Define<int, string>(
                 LogLevel.Trace,
@@ -178,12 +178,12 @@ namespace CryptoExchange.Net.Logging.Extensions
             _periodicSendFailed = LoggerMessage.Define<int, string, string>(
                 LogLevel.Warning,
                 new EventId(2027, "PeriodicSendFailed"),
-                "[Sckt {SocketId}] Periodic send {Identifier} failed: {ErrorMessage}");
+                "[Sckt {SocketId}] periodic send {Identifier} failed: {ErrorMessage}");
 
             _sendingData = LoggerMessage.Define<int, int, string>(
                 LogLevel.Trace,
                 new EventId(2028, "SendingData"),
-                "[Sckt {SocketId}] msg {RequestId} - sending messsage: {Data}");
+                "[Sckt {SocketId}] [Req {RequestId}] sending message: {Data}");
 
             _receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string>(
                 LogLevel.Warning,

CryptoExchange.Net/Logging/Extensions/SymbolOrderBookLoggingExtensions.cs

@@ -4,7 +4,9 @@ using Microsoft.Extensions.Logging;
 
 namespace CryptoExchange.Net.Logging.Extensions
 {
-    internal static class SymbolOrderBookLoggingExtensions
+#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;

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; }
-
-        /// <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)
-        {
-        }
+        public string? Password { get; set; }
 
         /// <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())
-        {
-        }
-
-        /// <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)
+        public ApiProxy(string host, int port, string? login = null, string? password = null)
         {
             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(timeout != null)
-                    {
-                        var cancellationSource = new CancellationTokenSource(timeout.Value);
-                        var registration = cancellationSource.Token.Register(() =>
-                        {
-                            lock (_waits)
-                            {
-                                tcs.TrySetResult(false);
+                    if (ct.IsCancellationRequested)
+                        return _completed;
 
-                                // Not the cleanest but it works
-                                _waits = new Queue<TaskCompletionSource<bool>>(_waits.Where(i => i != tcs));
-                            }
-                        }, useSynchronizationContext: false);
+                    var tcs = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
+                    if (timeout.HasValue)
+                    {
+                        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>
@@ -129,7 +179,11 @@
         /// <summary>
         /// Round to closest value
         /// </summary>
-        Closest
+        Closest,
+        /// <summary>
+        /// Round up (ceil)
+        /// </summary>
+        Up
     }
 
     /// <summary>
@@ -146,4 +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
+    }
 }

CryptoExchange.Net/Objects/Options/ExchangeOptions.cs

@@ -28,6 +28,15 @@ namespace CryptoExchange.Net.Objects.Options
         /// </summary>        
         public ApiCredentials? ApiCredentials { get; set; }
 
+        /// <summary>
+        /// Whether or not client side rate limiting should be applied
+        /// </summary>
+        public bool RateLimiterEnabled { get; set; } = true;
+        /// <summary>
+        /// What should happen when a rate limit is reached
+        /// </summary>
+        public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait;
+
         /// <inheritdoc />
         public override string ToString()
         {

CryptoExchange.Net/Objects/Options/LibraryOptions.cs

@@ -0,0 +1,58 @@
+using CryptoExchange.Net.Authentication;
+using Microsoft.Extensions.DependencyInjection;
+
+namespace CryptoExchange.Net.Objects.Options
+{
+    /// <summary>
+    /// Library options
+    /// </summary>
+    /// <typeparam name="TRestOptions"></typeparam>
+    /// <typeparam name="TSocketOptions"></typeparam>
+    /// <typeparam name="TApiCredentials"></typeparam>
+    /// <typeparam name="TEnvironment"></typeparam>
+    public class LibraryOptions<TRestOptions, TSocketOptions, TApiCredentials, TEnvironment>
+        where TRestOptions: RestExchangeOptions, new()
+        where TSocketOptions: SocketExchangeOptions, new()
+        where TApiCredentials: ApiCredentials
+        where TEnvironment: TradeEnvironment
+    {
+        /// <summary>
+        /// Rest client options
+        /// </summary>
+        public TRestOptions Rest { get; set; } = new TRestOptions();
+
+        /// <summary>
+        /// Socket client options
+        /// </summary>
+        public TSocketOptions Socket { get; set; } = new TSocketOptions();
+
+        /// <summary>
+        /// Trade environment. Contains info about URL's to use to connect to the API.
+        /// </summary>
+        public TEnvironment? Environment { get; set; }
+
+        /// <summary>
+        /// The api credentials used for signing requests.
+        /// </summary>
+        public TApiCredentials? ApiCredentials { get; set; }
+
+        /// <summary>
+        /// The DI service lifetime for the socket client
+        /// </summary>
+        public ServiceLifetime? SocketClientLifeTime { get; set; }
+
+        /// <summary>
+        /// Copy values from these options to the target options
+        /// </summary>
+        public T Set<T>(T targetOptions) where T: LibraryOptions<TRestOptions, TSocketOptions, TApiCredentials, TEnvironment>
+        {
+            targetOptions.ApiCredentials = ApiCredentials;
+            targetOptions.Environment = Environment;
+            targetOptions.SocketClientLifeTime = SocketClientLifeTime;
+            targetOptions.Rest = Rest.Set(targetOptions.Rest);
+            targetOptions.Socket = Socket.Set(targetOptions.Socket);
+
+            return targetOptions;
+        }
+    }
+}

CryptoExchange.Net/Objects/Options/OrderBookOptions.cs

@@ -3,7 +3,7 @@
     /// <summary>
     /// Base for order book options
     /// </summary>
-    public class OrderBookOptions : ExchangeOptions
+    public class OrderBookOptions
     {
         /// <summary>
         /// Whether or not checksum validation is enabled. Default is true, disabling will ignore checksum messages.
@@ -19,11 +19,7 @@
         {
             return new T
             {
-                ApiCredentials = ApiCredentials?.Copy(),
-                OutputOriginalData = OutputOriginalData,
                 ChecksumValidationEnabled = ChecksumValidationEnabled,
-                Proxy = Proxy,
-                RequestTimeout = RequestTimeout
             };
         }
     }

CryptoExchange.Net/Objects/Options/RestApiOptions.cs

@@ -1,7 +1,5 @@
 using CryptoExchange.Net.Authentication;
-using CryptoExchange.Net.Interfaces;
 using System;
-using System.Collections.Generic;
 
 namespace CryptoExchange.Net.Objects.Options
 {
@@ -10,16 +8,6 @@ namespace CryptoExchange.Net.Objects.Options
     /// </summary>
     public class RestApiOptions : ApiOptions
     {
-        /// <summary>
-        /// List of rate limiters to use
-        /// </summary>
-        public List<IRateLimiter> RateLimiters { get; set; } = new List<IRateLimiter>();
-
-        /// <summary>
-        /// What to do when a call would exceed the rate limit
-        /// </summary>
-        public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait;
-
         /// <summary>
         /// Whether or not to automatically sync the local time with the server time
         /// </summary>
@@ -31,21 +19,15 @@ namespace CryptoExchange.Net.Objects.Options
         public TimeSpan? TimestampRecalculationInterval { get; set; }
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public virtual T Copy<T>() where T : RestApiOptions, new()
+        public T Set<T>(T item) where T : RestApiOptions, new()
         {
-            return new T
-            {
-                ApiCredentials = ApiCredentials?.Copy(),
-                OutputOriginalData = OutputOriginalData,
-                AutoTimestamp = AutoTimestamp,
-                RateLimiters = RateLimiters,
-                RateLimitingBehaviour = RateLimitingBehaviour,
-                TimestampRecalculationInterval = TimestampRecalculationInterval
-            };
+            item.ApiCredentials = ApiCredentials?.Copy();
+            item.OutputOriginalData = OutputOriginalData;
+            item.AutoTimestamp = AutoTimestamp;
+            item.TimestampRecalculationInterval = TimestampRecalculationInterval;
+            return item;
         }
     }
 

CryptoExchange.Net/Objects/Options/RestExchangeOptions.cs

@@ -19,21 +19,31 @@ namespace CryptoExchange.Net.Objects.Options
         public TimeSpan TimestampRecalculationInterval { get; set; } = TimeSpan.FromHours(1);
 
         /// <summary>
-        /// Create a copy of this options
+        /// Whether caching is enabled. Caching will only be applied to GET http requests. The lifetime of cached results can be determined by the `CachingMaxAge` option
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public T Copy<T>() where T : RestExchangeOptions, new()
+        public bool CachingEnabled { get; set; } = false;
+
+        /// <summary>
+        /// The max age of a cached entry, only used when the `CachingEnabled` options is set to true. When a cached entry is older than the max age it will be discarded and a new server request will be done
+        /// </summary>
+        public TimeSpan CachingMaxAge { get; set; } = TimeSpan.FromSeconds(5);
+
+        /// <summary>
+        /// Set the values of this options on the target options
+        /// </summary>
+        public T Set<T>(T item) where T : RestExchangeOptions, new()
         {
-            return new T
-            {
-                OutputOriginalData = OutputOriginalData,
-                AutoTimestamp = AutoTimestamp,
-                TimestampRecalculationInterval = TimestampRecalculationInterval,
-                ApiCredentials = ApiCredentials?.Copy(),
-                Proxy = Proxy,
-                RequestTimeout = RequestTimeout
-            };
+            item.OutputOriginalData = OutputOriginalData;
+            item.AutoTimestamp = AutoTimestamp;
+            item.TimestampRecalculationInterval = TimestampRecalculationInterval;
+            item.ApiCredentials = ApiCredentials?.Copy();
+            item.Proxy = Proxy;
+            item.RequestTimeout = RequestTimeout;
+            item.RateLimiterEnabled = RateLimiterEnabled;
+            item.RateLimitingBehaviour = RateLimitingBehaviour;
+            item.CachingEnabled = CachingEnabled;
+            item.CachingMaxAge = CachingMaxAge;
+            return item;
         }
     }
 
@@ -52,15 +62,13 @@ namespace CryptoExchange.Net.Objects.Options
 #pragma warning restore CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public new T Copy<T>() where T : RestExchangeOptions<TEnvironment>, new()
+        public new T Set<T>(T target) where T : RestExchangeOptions<TEnvironment>, new()
         {
-            var result = base.Copy<T>();
-            result.Environment = Environment;
-            return result;
+            base.Set(target);
+            target.Environment = Environment;
+            return target;
         }
     }
 

CryptoExchange.Net/Objects/Options/SocketApiOptions.cs

@@ -1,7 +1,5 @@
 using CryptoExchange.Net.Authentication;
-using CryptoExchange.Net.Interfaces;
 using System;
-using System.Collections.Generic;
 
 namespace CryptoExchange.Net.Objects.Options
 {
@@ -10,11 +8,6 @@ namespace CryptoExchange.Net.Objects.Options
     /// </summary>
     public class SocketApiOptions : ApiOptions
     {
-        /// <summary>
-        /// List of rate limiters to use
-        /// </summary>
-        public List<IRateLimiter> RateLimiters { get; set; } = new List<IRateLimiter>();
-
         /// <summary>
         /// The max time of not receiving any data after which the connection is assumed to be dropped. This can only be used for socket connections where a steady flow of data is expected,
         /// for example when the server sends intermittent ping requests
@@ -27,20 +20,15 @@ namespace CryptoExchange.Net.Objects.Options
         public int? MaxSocketConnections { get; set; }
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public T Copy<T>() where T : SocketApiOptions, new()
+        public T Set<T>(T item) where T : SocketApiOptions, new()
         {
-            return new T
-            {
-                ApiCredentials = ApiCredentials?.Copy(),
-                OutputOriginalData = OutputOriginalData,
-                RateLimiters = RateLimiters,
-                SocketNoDataTimeout = SocketNoDataTimeout,
-                MaxSocketConnections = MaxSocketConnections,
-            };
+            item.ApiCredentials = ApiCredentials?.Copy();
+            item.OutputOriginalData = OutputOriginalData;
+            item.SocketNoDataTimeout = SocketNoDataTimeout;
+            item.MaxSocketConnections = MaxSocketConnections;
+            return item;
         }
     }
 

CryptoExchange.Net/Objects/Options/SocketExchangeOptions.cs

@@ -9,15 +9,15 @@ namespace CryptoExchange.Net.Objects.Options
     public class SocketExchangeOptions : ExchangeOptions
     {
         /// <summary>
-        /// Whether or not the socket should automatically reconnect when losing connection
-        /// </summary>
-        public bool AutoReconnect { get; set; } = true;
-
-        /// <summary>
-        /// Time to wait between reconnect attempts
+        /// The fixed time to wait between reconnect attempts, only used when `ReconnectPolicy` is set to `ReconnectPolicy.ExponentialBackoff`
         /// </summary>
         public TimeSpan ReconnectInterval { get; set; } = TimeSpan.FromSeconds(5);
 
+        /// <summary>
+        /// Reconnect policy
+        /// </summary>
+        public ReconnectPolicy ReconnectPolicy { get; set; } = ReconnectPolicy.FixedDelay;
+
         /// <summary>
         /// Max number of concurrent resubscription tasks per socket after reconnecting a socket
         /// </summary>
@@ -46,27 +46,33 @@ namespace CryptoExchange.Net.Objects.Options
         /// </summary>
         public TimeSpan DelayAfterConnect { get; set; } = TimeSpan.Zero;
 
+        /// <summary>
+        /// This delay is used to set a RetryAfter guard on the connection after a rate limit is hit on the server. 
+        /// This is used to prevent the client from reconnecting too quickly after a rate limit is hit.
+        /// </summary>
+        public TimeSpan? ConnectDelayAfterRateLimited { get; set; }
+
         /// <summary>
         /// Create a copy of this options
         /// </summary>
         /// <typeparam name="T"></typeparam>
         /// <returns></returns>
-        public T Copy<T>() where T : SocketExchangeOptions, new()
+        public T Set<T>(T item) where T : SocketExchangeOptions, new()
         {
-            return new T
-            {
-                ApiCredentials = ApiCredentials?.Copy(),
-                OutputOriginalData = OutputOriginalData,
-                AutoReconnect = AutoReconnect,
-                DelayAfterConnect = DelayAfterConnect,
-                MaxConcurrentResubscriptionsPerSocket = MaxConcurrentResubscriptionsPerSocket,
-                ReconnectInterval = ReconnectInterval,
-                SocketNoDataTimeout = SocketNoDataTimeout,
-                SocketSubscriptionsCombineTarget = SocketSubscriptionsCombineTarget,
-                MaxSocketConnections = MaxSocketConnections,
-                Proxy = Proxy,
-                RequestTimeout = RequestTimeout
-            };
+            item.ApiCredentials = ApiCredentials?.Copy();
+            item.OutputOriginalData = OutputOriginalData;
+            item.ReconnectPolicy = ReconnectPolicy;
+            item.DelayAfterConnect = DelayAfterConnect;
+            item.MaxConcurrentResubscriptionsPerSocket = MaxConcurrentResubscriptionsPerSocket;
+            item.ReconnectInterval = ReconnectInterval;
+            item.SocketNoDataTimeout = SocketNoDataTimeout;
+            item.SocketSubscriptionsCombineTarget = SocketSubscriptionsCombineTarget;
+            item.MaxSocketConnections = MaxSocketConnections;
+            item.Proxy = Proxy;
+            item.RequestTimeout = RequestTimeout;
+            item.RateLimitingBehaviour = RateLimitingBehaviour;
+            item.RateLimiterEnabled = RateLimiterEnabled;
+            return item;
         }
     }
 
@@ -85,15 +91,13 @@ namespace CryptoExchange.Net.Objects.Options
 #pragma warning restore CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public new T Copy<T>() where T : SocketExchangeOptions<TEnvironment>, new()
+        public new T Set<T>(T target) where T : SocketExchangeOptions<TEnvironment>, new()
         {
-            var result = base.Copy<T>();
-            result.Environment = Environment;
-            return result;
+            base.Set(target);
+            target.Environment = Environment;
+            return target;
         }
     }
 

CryptoExchange.Net/Objects/Options/UpdateOptions.cs

@@ -0,0 +1,29 @@
+using CryptoExchange.Net.Authentication;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Objects.Options
+{
+    /// <summary>
+    /// Options to update
+    /// </summary>
+    public class UpdateOptions<T> where T : ApiCredentials
+    {
+        /// <summary>
+        /// Proxy setting. Note that if this is not provided any previously set proxy will be reset
+        /// </summary>
+        public ApiProxy? Proxy { get; set; }
+        /// <summary>
+        /// Api credentials
+        /// </summary>
+        public T? ApiCredentials { get; set; }
+        /// <summary>
+        /// Request timeout
+        /// </summary>
+        public TimeSpan? RequestTimeout { get; set; }
+    }
+
+    /// <inheritdoc />
+    public class UpdateOptions : UpdateOptions<ApiCredentials> { }
+}

CryptoExchange.Net/Objects/OrderedStringComparer.cs

@@ -0,0 +1,29 @@
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Objects
+{
+    /// <summary>
+    /// Order string comparer, sorts by alphabetical order
+    /// </summary>
+    public class OrderedStringComparer : IComparer<string>
+    {
+        /// <summary>
+        /// Compare function
+        /// </summary>
+        /// <param name="x"></param>
+        /// <param name="y"></param>
+        /// <returns></returns>
+        public int Compare(string? x, string? y)
+        {
+            // Shortcuts: If both are null, they are the same.
+            if (x == null && y == null) return 0;
+
+            // If one is null and the other isn't, then the
+            // one that is null is "lesser".
+            if (x == null) return -1;
+            if (y == null) return 1;
+
+            return x.CompareTo(y);
+        }
+    }
+}

CryptoExchange.Net/Objects/ParameterCollection.cs

@@ -1,9 +1,9 @@
 using CryptoExchange.Net.Attributes;
-using CryptoExchange.Net.Converters;
 using CryptoExchange.Net.Converters.SystemTextJson;
 using System;
 using System.Collections.Generic;
 using System.Globalization;
+using System.Linq;
 
 namespace CryptoExchange.Net.Objects
 {
@@ -149,6 +149,27 @@ namespace CryptoExchange.Net.Objects
                 Add(key, DateTimeConverter.ConvertToSeconds(value));
         }
 
+        /// <summary>
+        /// Add a datetime value as string seconds timestamp
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddSecondsString(string key, DateTime value)
+        {
+            Add(key, DateTimeConverter.ConvertToSeconds(value).ToString()!);
+        }
+
+        /// <summary>
+        /// Add a datetime value as string seconds timestamp. Not added if value is null
+        /// </summary>
+        /// <param name="key"></param>
+        /// <param name="value"></param>
+        public void AddOptionalSecondsString(string key, DateTime? value)
+        {
+            if (value != null)
+                Add(key, DateTimeConverter.ConvertToSeconds(value).ToString()!);
+        }
+
         /// <summary>
         /// Add an enum value as the string value as mapped using the <see cref="MapAttribute" />
         /// </summary>
@@ -166,8 +187,8 @@ namespace CryptoExchange.Net.Objects
         /// <param name="value"></param>
         public void AddEnumAsInt<T>(string key, T value)
         {
-            var stringVal = EnumConverter.GetString(value);
-            Add(key, EnumConverter.GetString(int.Parse(stringVal))!);
+            var stringVal = EnumConverter.GetString(value)!;
+            Add(key, int.Parse(stringVal)!);
         }
 
         /// <summary>
@@ -194,5 +215,18 @@ namespace CryptoExchange.Net.Objects
                 Add(key, int.Parse(stringVal));
             }
         }
+
+        /// <summary>
+        /// Set the request body. Can be used to specify a simple value or array as the body instead of an object
+        /// </summary>
+        /// <param name="body">Body to set</param>
+        /// <exception cref="InvalidOperationException"></exception>
+        public void SetBody(object body)
+        {
+            if (this.Any())
+                throw new InvalidOperationException("Can't set body when other parameters already specified");
+
+            Add(Constants.BodyPlaceHolderKey, body);
+        }
     }
 }

CryptoExchange.Net/Objects/RateLimiter.cs

@@ -1,443 +0,0 @@
-using CryptoExchange.Net.Interfaces;
-using Microsoft.Extensions.Logging;
-using System;
-using System.Collections.Generic;
-using System.Diagnostics;
-using System.Linq;
-using System.Net.Http;
-using System.Security;
-using System.Threading;
-using System.Threading.Tasks;
-
-namespace CryptoExchange.Net.Objects
-{
-    /// <summary>
-    /// Limits the amount of requests to a certain constraint
-    /// </summary>
-    public class RateLimiter : IRateLimiter
-    {
-        private readonly object _limiterLock = new object();
-        internal List<Limiter> _limiters = new List<Limiter>();
-
-        /// <summary>
-        /// Create a new RateLimiter. Configure the rate limiter by calling <see cref="AddTotalRateLimit"/>, 
-        /// <see cref="AddEndpointLimit(string, int, TimeSpan, HttpMethod?, bool)"/>, <see cref="AddPartialEndpointLimit(string, int, TimeSpan, HttpMethod?, bool, bool)"/> or <see cref="AddApiKeyLimit"/>.
-        /// </summary>
-        public RateLimiter()
-        {
-        }
-
-        /// <summary>
-        /// Add a rate limit for the total amount of requests per time period
-        /// </summary>
-        /// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
-        /// <param name="perTimePeriod">The time period the limit is for</param>
-        public RateLimiter AddTotalRateLimit(int limit, TimeSpan perTimePeriod)
-        {
-            lock(_limiterLock)
-                _limiters.Add(new TotalRateLimiter(limit, perTimePeriod, null));
-            return this;
-        }
-
-        /// <summary>
-        /// Add a rate lmit for the amount of requests per time for an endpoint
-        /// </summary>
-        /// <param name="endpoint">The endpoint the limit is for</param>
-        /// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
-        /// <param name="perTimePeriod">The time period the limit is for</param>
-        /// <param name="method">The HttpMethod the limit is for, null for all</param>
-        /// <param name="excludeFromOtherRateLimits">If set to true it ignores other rate limits</param>
-        public RateLimiter AddEndpointLimit(string endpoint, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool excludeFromOtherRateLimits = false)
-        {
-            lock(_limiterLock)
-                _limiters.Add(new EndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, excludeFromOtherRateLimits));
-            return this;
-        }
-
-        /// <summary>
-        /// Add a rate lmit for the amount of requests per time for an endpoint
-        /// </summary>
-        /// <param name="endpoints">The endpoints the limit is for</param>
-        /// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
-        /// <param name="perTimePeriod">The time period the limit is for</param>
-        /// <param name="method">The HttpMethod the limit is for, null for all</param>
-        /// <param name="excludeFromOtherRateLimits">If set to true it ignores other rate limits</param>
-        public RateLimiter AddEndpointLimit(IEnumerable<string> endpoints, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool excludeFromOtherRateLimits = false)
-        {
-            lock(_limiterLock)
-                _limiters.Add(new EndpointRateLimiter(endpoints.ToArray(), limit, perTimePeriod, method, excludeFromOtherRateLimits));
-            return this;
-        }
-
-        /// <summary>
-        /// Add a rate lmit for the amount of requests per time for an endpoint
-        /// </summary>
-        /// <param name="endpoint">The endpoint the limit is for</param>
-        /// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
-        /// <param name="perTimePeriod">The time period the limit is for</param>
-        /// <param name="method">The HttpMethod the limit is for, null for all</param>
-        /// <param name="ignoreOtherRateLimits">If set to true it ignores other rate limits</param>
-        /// <param name="countPerEndpoint">Whether all requests for this partial endpoint are bound to the same limit or each individual endpoint has its own limit</param>
-        public RateLimiter AddPartialEndpointLimit(string endpoint, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool countPerEndpoint = false, bool ignoreOtherRateLimits = false)
-        {
-            lock(_limiterLock)
-                _limiters.Add(new PartialEndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, ignoreOtherRateLimits, countPerEndpoint));
-            return this;
-        }
-
-        /// <summary>
-        /// Add a rate limit for the amount of requests per Api key
-        /// </summary>
-        /// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
-        /// <param name="perTimePeriod">The time period the limit is for</param>
-        /// <param name="onlyForSignedRequests">Only include calls that are signed in this limiter</param>
-        /// <param name="excludeFromTotalRateLimit">Exclude requests with API key from the total rate limiter</param>
-        public RateLimiter AddApiKeyLimit(int limit, TimeSpan perTimePeriod, bool onlyForSignedRequests, bool excludeFromTotalRateLimit)
-        {
-            lock(_limiterLock)
-                _limiters.Add(new ApiKeyRateLimiter(limit, perTimePeriod, null, onlyForSignedRequests, excludeFromTotalRateLimit));
-            return this;
-        }
-
-        /// <summary>
-        /// Add a rate limit for the amount of messages that can be send per connection
-        /// </summary>
-        /// <param name="endpoint">The endpoint that the limit is for</param>
-        /// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
-        /// <param name="perTimePeriod">The time period the limit is for</param>
-        public RateLimiter AddConnectionRateLimit(string endpoint, int limit, TimeSpan perTimePeriod)
-        {
-            lock (_limiterLock)
-                _limiters.Add(new ConnectionRateLimiter(new[] { endpoint }, limit, perTimePeriod));
-            return this;
-        }
-
-        /// <inheritdoc />
-        public async Task<CallResult<int>> LimitRequestAsync(ILogger logger, string endpoint, HttpMethod method, bool signed, SecureString? apiKey, RateLimitingBehaviour limitBehaviour, int requestWeight, CancellationToken ct)
-        {
-            int totalWaitTime = 0;
-
-            List<EndpointRateLimiter> endpointLimits;
-            lock (_limiterLock)
-                endpointLimits = _limiters.OfType<EndpointRateLimiter>().Where(h => h.Endpoints.Contains(endpoint) && (h.Method  == null || h.Method == method)).ToList();
-            foreach (var endpointLimit in endpointLimits)
-            {
-                var waitResult = await ProcessTopic(logger, endpointLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
-                if (!waitResult)
-                    return waitResult;
-
-                totalWaitTime += waitResult.Data;
-            }
-
-            if (endpointLimits.Any(l => l.IgnoreOtherRateLimits))
-                return new CallResult<int>(totalWaitTime);
-
-            List<PartialEndpointRateLimiter> partialEndpointLimits;
-            lock (_limiterLock)
-                partialEndpointLimits = _limiters.OfType<PartialEndpointRateLimiter>().Where(h => h.PartialEndpoints.Any(h => endpoint.Contains(h)) && (h.Method == null || h.Method == method)).ToList();
-            foreach (var partialEndpointLimit in partialEndpointLimits)
-            {
-                if (partialEndpointLimit.CountPerEndpoint)
-                {
-                    SingleTopicRateLimiter? thisEndpointLimit;
-                    lock (_limiterLock)
-                    {
-                        thisEndpointLimit = _limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.PartialEndpoint && (string)h.Topic == endpoint);
-                        if (thisEndpointLimit == null)
-                        {
-                            thisEndpointLimit = new SingleTopicRateLimiter(endpoint, partialEndpointLimit);
-                            _limiters.Add(thisEndpointLimit);
-                        }
-                    }
-
-                    var waitResult = await ProcessTopic(logger, thisEndpointLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
-                    if (!waitResult)
-                        return waitResult;
-
-                    totalWaitTime += waitResult.Data;
-                }
-                else
-                {
-                    var waitResult = await ProcessTopic(logger, partialEndpointLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
-                    if (!waitResult)
-                        return waitResult;
-
-                    totalWaitTime += waitResult.Data;
-                }
-            }
-
-            if(partialEndpointLimits.Any(p => p.IgnoreOtherRateLimits))
-                return new CallResult<int>(totalWaitTime);
-
-            List<ApiKeyRateLimiter> apiLimits;
-            lock (_limiterLock)
-                apiLimits = _limiters.OfType<ApiKeyRateLimiter>().Where(h => h.Type == RateLimitType.ApiKey).ToList();
-            foreach (var apiLimit in apiLimits)
-            {
-                if(apiKey == null)
-                {
-                    if (!apiLimit.OnlyForSignedRequests)
-                    {
-                        var waitResult = await ProcessTopic(logger, apiLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
-                        if (!waitResult)
-                            return waitResult;
-
-                        totalWaitTime += waitResult.Data;
-                    }
-                }
-                else if (signed || !apiLimit.OnlyForSignedRequests)
-                {
-                    SingleTopicRateLimiter? thisApiLimit;
-                    lock (_limiterLock)
-                    {
-                        thisApiLimit = _limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey && ((SecureString)h.Topic).IsEqualTo(apiKey));
-                        if (thisApiLimit == null)
-                        {
-                            thisApiLimit = new SingleTopicRateLimiter(apiKey, apiLimit);
-                            _limiters.Add(thisApiLimit);
-                        }
-                    }
-
-                    var waitResult = await ProcessTopic(logger, thisApiLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
-                    if (!waitResult)
-                        return waitResult;
-
-                    totalWaitTime += waitResult.Data;
-                }
-            }
-
-            if ((signed || apiLimits.All(l => !l.OnlyForSignedRequests)) && apiLimits.Any(l => l.IgnoreTotalRateLimit))
-                return new CallResult<int>(totalWaitTime);
-
-            List<TotalRateLimiter> totalLimits;
-            lock (_limiterLock)
-                totalLimits = _limiters.OfType<TotalRateLimiter>().ToList();
-            foreach(var totalLimit in  totalLimits) 
-            {
-                var waitResult = await ProcessTopic(logger, totalLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
-                if (!waitResult)
-                    return waitResult;
-
-                totalWaitTime += waitResult.Data;
-            }
-
-            return new CallResult<int>(totalWaitTime);
-        }
-
-        private static async Task<CallResult<int>> ProcessTopic(ILogger logger, Limiter historyTopic, string endpoint, int requestWeight, RateLimitingBehaviour limitBehaviour, CancellationToken ct)
-        {
-            var sw = Stopwatch.StartNew();
-            try
-            {
-                await historyTopic.Semaphore.WaitAsync(ct).ConfigureAwait(false);
-            }
-            catch (OperationCanceledException)
-            {
-                return new CallResult<int>(new CancellationRequestedError());
-            }
-            sw.Stop();
-
-            try
-            {
-                int totalWaitTime = 0;
-                while (true)
-                {
-                    // Remove requests no longer in time period from the history
-                    var checkTime = DateTime.UtcNow;
-                    for (var i = 0; i < historyTopic.Entries.Count; i++)
-                    {
-                        if (historyTopic.Entries[i].Timestamp < checkTime - historyTopic.Period)
-                        {
-                            historyTopic.Entries.Remove(historyTopic.Entries[i]);
-                            i--;
-                        }
-                        else
-                            break;
-                    }
-
-                    var currentWeight = !historyTopic.Entries.Any() ? 0 : historyTopic.Entries.Sum(h => h.Weight);
-                    if (currentWeight + requestWeight > historyTopic.Limit)
-                    {
-                        if (currentWeight == 0)
-                            throw new Exception("Request limit reached without any prior request. " +
-                                $"This request can never execute with the current rate limiter. Request weight: {requestWeight}, Ratelimit: {historyTopic.Limit}");
-
-                        // Wait until the next entry should be removed from the history
-                        var thisWaitTime = (int)Math.Round(((historyTopic.Entries.First().Timestamp + historyTopic.Period) - checkTime).TotalMilliseconds);
-                        if (thisWaitTime > 0)
-                        {
-                            if (limitBehaviour == RateLimitingBehaviour.Fail)
-                            {
-                                var msg = $"Request to {endpoint} failed because of rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}";
-                                logger.Log(LogLevel.Warning, msg);
-                                return new CallResult<int>(new ClientRateLimitError(msg) { RetryAfter = DateTime.UtcNow.AddSeconds(thisWaitTime) });
-                            }
-
-                            logger.Log(LogLevel.Information, $"Message to {endpoint} waiting {thisWaitTime}ms for rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}");
-                            try
-                            {
-                                await Task.Delay(thisWaitTime, ct).ConfigureAwait(false);
-                            }
-                            catch (OperationCanceledException)
-                            {
-                                return new CallResult<int>(new CancellationRequestedError());
-                            }
-                            totalWaitTime += thisWaitTime;
-                        }
-                    }
-                    else
-                    {
-                        break;
-                    }
-                }
-
-                var newTime = DateTime.UtcNow;
-                historyTopic.Entries.Add(new LimitEntry(newTime, requestWeight));
-                return new CallResult<int>(totalWaitTime);
-            }
-            finally
-            {
-                historyTopic.Semaphore.Release();
-            }
-        }
-
-        internal struct LimitEntry
-        {
-            public DateTime Timestamp { get; set; }
-            public int Weight { get; set; }
-
-            public LimitEntry(DateTime timestamp, int weight)
-            {
-                Timestamp = timestamp;
-                Weight = weight;
-            }
-        }
-
-        internal class Limiter
-        {
-            public RateLimitType Type { get; set; }
-            public HttpMethod? Method { get; set; }
-
-            public SemaphoreSlim Semaphore { get; set; }
-            public int Limit { get; set; }
-
-            public TimeSpan Period { get; set; }
-            public List<LimitEntry> Entries { get; set; } = new List<LimitEntry>();
-
-            public Limiter(RateLimitType type, int limit, TimeSpan perPeriod, HttpMethod? method)
-            {
-                Semaphore = new SemaphoreSlim(1, 1);
-                Type = type;
-                Limit = limit;
-                Period = perPeriod;
-                Method = method;
-            }
-        }
-
-        internal class TotalRateLimiter : Limiter
-        {
-            public TotalRateLimiter(int limit, TimeSpan perPeriod, HttpMethod? method)
-                : base(RateLimitType.Total, limit, perPeriod, method)
-            {
-            }
-
-            public override string ToString()
-            {
-                return nameof(TotalRateLimiter);
-            }
-        }
-
-        internal class ConnectionRateLimiter : PartialEndpointRateLimiter
-        {
-            public ConnectionRateLimiter(int limit, TimeSpan perPeriod)
-                : base(new[] { "/" }, limit, perPeriod, null, true, true)
-            {
-            }
-
-            public ConnectionRateLimiter(string[] endpoints, int limit, TimeSpan perPeriod)
-                : base(endpoints, limit, perPeriod, null, true, true)
-            {
-            }
-
-            public override string ToString()
-            {
-                return nameof(ConnectionRateLimiter);
-            }
-        }
-
-        internal class EndpointRateLimiter: Limiter
-        {
-            public string[] Endpoints { get; set; }
-            public bool IgnoreOtherRateLimits { get; set; }
-
-            public EndpointRateLimiter(string[] endpoints, int limit, TimeSpan perPeriod, HttpMethod? method, bool ignoreOtherRateLimits)
-                :base(RateLimitType.Endpoint, limit, perPeriod, method)
-            {
-                Endpoints = endpoints;
-                IgnoreOtherRateLimits = ignoreOtherRateLimits;
-            }
-
-            public override string ToString()
-            {
-                return nameof(EndpointRateLimiter) + $": {string.Join(", ", Endpoints)}";
-            }
-        }
-
-        internal class PartialEndpointRateLimiter : Limiter
-        {
-            public string[] PartialEndpoints { get; set; }
-            public bool IgnoreOtherRateLimits { get; set; }
-            public bool CountPerEndpoint { get; set; }
-
-            public PartialEndpointRateLimiter(string[] partialEndpoints, int limit, TimeSpan perPeriod, HttpMethod? method, bool ignoreOtherRateLimits, bool countPerEndpoint)
-                : base(RateLimitType.PartialEndpoint, limit, perPeriod, method)
-            {
-                PartialEndpoints = partialEndpoints;
-                IgnoreOtherRateLimits = ignoreOtherRateLimits;
-                CountPerEndpoint = countPerEndpoint;
-            }
-
-            public override string ToString()
-            {
-                return nameof(PartialEndpointRateLimiter) + $": {string.Join(", ", PartialEndpoints)}";
-            }
-        }
-
-        internal class ApiKeyRateLimiter : Limiter
-        {
-            public bool OnlyForSignedRequests { get; set; }
-            public bool IgnoreTotalRateLimit { get; set; }
-
-            public ApiKeyRateLimiter(int limit, TimeSpan perPeriod, HttpMethod? method, bool onlyForSignedRequests, bool ignoreTotalRateLimit)
-                :base(RateLimitType.ApiKey, limit, perPeriod, method)
-            {
-                OnlyForSignedRequests = onlyForSignedRequests;
-                IgnoreTotalRateLimit = ignoreTotalRateLimit;
-            }
-        }
-
-        internal class SingleTopicRateLimiter: Limiter
-        {
-            public object Topic { get; set; }
-
-            public SingleTopicRateLimiter(object topic, Limiter limiter)
-                :base(limiter.Type, limiter.Limit, limiter.Period, limiter.Method)
-            {
-                Topic = topic;
-            }
-
-            public override string ToString()
-            {
-                return (Type == RateLimitType.ApiKey ? nameof(ApiKeyRateLimiter): nameof(EndpointRateLimiter)) + $": {Topic}";
-            }
-        }
-
-        internal enum RateLimitType 
-        { 
-            Total,
-            Endpoint,
-            PartialEndpoint,
-            ApiKey
-        }
-    }
-}

CryptoExchange.Net/Objects/RequestDefinition.cs

@@ -0,0 +1,88 @@
+using CryptoExchange.Net.RateLimiting.Interfaces;
+using System.Net.Http;
+
+namespace CryptoExchange.Net.Objects
+{
+    /// <summary>
+    /// The definition of a rest request
+    /// </summary>
+    public class RequestDefinition
+    {
+        private string? _stringRep;
+
+        // Basics
+
+        /// <summary>
+        /// Path of the request
+        /// </summary>
+        public string Path { get; set; }
+        /// <summary>
+        /// Http method of the request
+        /// </summary>
+        public HttpMethod Method { get; set; }
+        /// <summary>
+        /// Is the request authenticated
+        /// </summary>
+        public bool Authenticated { get; set; }
+
+
+        // Formating
+
+        /// <summary>
+        /// The body format for this request
+        /// </summary>
+        public RequestBodyFormat? RequestBodyFormat { get; set; }
+        /// <summary>
+        /// The position of parameters for this request
+        /// </summary>
+        public HttpMethodParameterPosition? ParameterPosition { get; set; }
+        /// <summary>
+        /// The array serialization type for this request
+        /// </summary>
+        public ArrayParametersSerialization? ArraySerialization { get; set; }
+
+        // Rate limiting
+        
+        /// <summary>
+        /// Request weight
+        /// </summary>
+        public int Weight { get; set; } = 1;
+
+        /// <summary>
+        /// Rate limit gate to use
+        /// </summary>
+        public IRateLimitGate? RateLimitGate { get; set; }
+
+        /// <summary>
+        /// Individual endpoint rate limit guard to use
+        /// </summary>
+        public IRateLimitGuard? LimitGuard { get; set; }
+
+        /// <summary>
+        /// Whether this request should never be cached
+        /// </summary>
+        public bool PreventCaching { get; set; }
+
+        /// <summary>
+        /// Connection id
+        /// </summary>
+        public int? ConnectionId { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="path"></param>
+        /// <param name="method"></param>
+        public RequestDefinition(string path, HttpMethod method)
+        {
+            Path = path;
+            Method = method;
+        }
+
+        /// <inheritdoc />
+        public override string ToString()
+        {
+            return _stringRep ??= $"{Method} {Path}{(Authenticated ? " authenticated" : "")}";
+        }
+    }
+}

CryptoExchange.Net/Objects/RequestDefinitionCache.cs

@@ -0,0 +1,111 @@
+using CryptoExchange.Net.RateLimiting.Interfaces;
+using System.Collections.Concurrent;
+using System.Net.Http;
+
+namespace CryptoExchange.Net.Objects
+{
+    /// <summary>
+    /// Request definitions cache
+    /// </summary>
+    public class RequestDefinitionCache
+    {
+        private readonly ConcurrentDictionary<string, RequestDefinition> _definitions = new();
+
+        /// <summary>
+        /// Get a definition if it is already in the cache or create a new definition and add it to the cache
+        /// </summary>
+        /// <param name="method">The HttpMethod</param>
+        /// <param name="path">Endpoint path</param>
+        /// <param name="authenticated">Endpoint is authenticated</param>
+        /// <returns></returns>
+        public RequestDefinition GetOrCreate(HttpMethod method, string path, bool authenticated = false)
+            => GetOrCreate(method, path, null, 0, authenticated, null, null, null, null, null);
+
+        /// <summary>
+        /// Get a definition if it is already in the cache or create a new definition and add it to the cache
+        /// </summary>
+        /// <param name="method">The HttpMethod</param>
+        /// <param name="path">Endpoint path</param>
+        /// <param name="rateLimitGate">The rate limit gate</param>
+        /// <param name="weight">Request weight</param>
+        /// <param name="authenticated">Endpoint is authenticated</param>
+        /// <returns></returns>
+        public RequestDefinition GetOrCreate(HttpMethod method, string path, IRateLimitGate rateLimitGate, int weight = 1, bool authenticated = false)
+            => GetOrCreate(method, path, rateLimitGate,  weight, authenticated, null, null, null, null, null);
+
+        /// <summary>
+        /// Get a definition if it is already in the cache or create a new definition and add it to the cache
+        /// </summary>
+        /// <param name="method">The HttpMethod</param>
+        /// <param name="path">Endpoint path</param>
+        /// <param name="rateLimitGate">The rate limit gate</param>
+        /// <param name="limitGuard">The rate limit guard for this specific endpoint</param>
+        /// <param name="weight">Request weight</param>
+        /// <param name="authenticated">Endpoint is authenticated</param>
+        /// <param name="requestBodyFormat">Request body format</param>
+        /// <param name="parameterPosition">Parameter position</param>
+        /// <param name="arraySerialization">Array serialization type</param>
+        /// <param name="preventCaching">Prevent request caching</param>
+        /// <returns></returns>
+        public RequestDefinition GetOrCreate(
+            HttpMethod method,
+            string path,
+            IRateLimitGate? rateLimitGate,
+            int weight,
+            bool authenticated,
+            IRateLimitGuard? limitGuard = null,
+            RequestBodyFormat? requestBodyFormat = null,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            bool? preventCaching = null)
+            => GetOrCreate(method + path, method, path, rateLimitGate, weight, authenticated, limitGuard, requestBodyFormat, parameterPosition, arraySerialization, preventCaching);
+
+        /// <summary>
+        /// Get a definition if it is already in the cache or create a new definition and add it to the cache
+        /// </summary>
+        /// <param name="identifier">Request identifier</param>
+        /// <param name="method">The HttpMethod</param>
+        /// <param name="path">Endpoint path</param>
+        /// <param name="rateLimitGate">The rate limit gate</param>
+        /// <param name="limitGuard">The rate limit guard for this specific endpoint</param>
+        /// <param name="weight">Request weight</param>
+        /// <param name="authenticated">Endpoint is authenticated</param>
+        /// <param name="requestBodyFormat">Request body format</param>
+        /// <param name="parameterPosition">Parameter position</param>
+        /// <param name="arraySerialization">Array serialization type</param>
+        /// <param name="preventCaching">Prevent request caching</param>
+        /// <returns></returns>
+        public RequestDefinition GetOrCreate(
+            string identifier,
+            HttpMethod method,
+            string path,
+            IRateLimitGate? rateLimitGate,
+            int weight,
+            bool authenticated,
+            IRateLimitGuard? limitGuard = null,
+            RequestBodyFormat? requestBodyFormat = null,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            bool? preventCaching = null)
+        {
+
+            if (!_definitions.TryGetValue(identifier, out var def))
+            {
+                def = new RequestDefinition(path, method)
+                {
+                    Authenticated = authenticated,
+                    LimitGuard = limitGuard,
+                    RateLimitGate = rateLimitGate,
+                    Weight = weight,
+                    ArraySerialization = arraySerialization,
+                    RequestBodyFormat = requestBodyFormat,
+                    ParameterPosition = parameterPosition,
+                    PreventCaching = preventCaching ?? false
+                };
+                _definitions.TryAdd(identifier, def);
+            }
+
+            return def;
+        }
+    }
+}

CryptoExchange.Net/Objects/Sockets/DataEvent.cs

@@ -1,4 +1,5 @@
-using System;
+using CryptoExchange.Net.SharedApis;
+using System;
 
 namespace CryptoExchange.Net.Objects.Sockets
 {
@@ -14,9 +15,14 @@ namespace CryptoExchange.Net.Objects.Sockets
         public DateTime Timestamp { get; set; }
 
         /// <summary>
-        /// The topic of the update, what symbol/asset etc..
+        /// The stream producing the update
         /// </summary>
-        public string? Topic { get; set; }
+        public string? StreamId { get; set; }
+
+        /// <summary>
+        /// The symbol the update is for
+        /// </summary>
+        public string? Symbol { get; set; }
 
         /// <summary>
         /// The original data that was received, only available when OutputOriginalData is set to true in the client options
@@ -33,10 +39,14 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         public T Data { get; set; }
 
-        internal DataEvent(T data, string? topic, string? originalData, DateTime timestamp, SocketUpdateType? updateType)
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public DataEvent(T data, string? streamId, string? symbol, string? originalData, DateTime timestamp, SocketUpdateType? updateType)
         {
             Data = data;
-            Topic = topic;
+            StreamId = streamId;
+            Symbol = symbol;
             OriginalData = originalData;
             Timestamp = timestamp;
             UpdateType = updateType;
@@ -50,7 +60,7 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// <returns></returns>
         public DataEvent<K> As<K>(K data)
         {
-            return new DataEvent<K>(data, Topic, OriginalData, Timestamp, UpdateType);
+            return new DataEvent<K>(data, StreamId, Symbol, OriginalData, Timestamp, UpdateType);
         }
 
         /// <summary>
@@ -58,11 +68,11 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         /// <typeparam name="K">The type of the new data</typeparam>
         /// <param name="data">The new data</param>
-        /// <param name="topic">The new topic</param>
+        /// <param name="symbol">The new symbol</param>
         /// <returns></returns>
-        public DataEvent<K> As<K>(K data, string? topic)
+        public DataEvent<K> As<K>(K data, string? symbol)
         {
-            return new DataEvent<K>(data, topic, OriginalData, Timestamp, UpdateType);
+            return new DataEvent<K>(data, StreamId, symbol, OriginalData, Timestamp, UpdateType);
         }
 
         /// <summary>
@@ -70,12 +80,92 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         /// <typeparam name="K">The type of the new data</typeparam>
         /// <param name="data">The new data</param>
-        /// <param name="topic">The new topic</param>
+        /// <param name="streamId">The new stream id</param>
+        /// <param name="symbol">The new symbol</param>
         /// <param name="updateType">The type of update</param>
         /// <returns></returns>
-        public DataEvent<K> As<K>(K data, string? topic, SocketUpdateType updateType)
+        public DataEvent<K> As<K>(K data, string streamId, string? symbol, SocketUpdateType updateType)
         {
-            return new DataEvent<K>(data, topic, OriginalData, Timestamp, updateType);
+            return new DataEvent<K>(data, streamId, symbol, OriginalData, Timestamp, updateType);
+        }
+
+        /// <summary>
+        /// Copy the WebCallResult to a new data type
+        /// </summary>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="exchange">The exchange the result is for</param>
+        /// <param name="data">The data</param>
+        /// <returns></returns>
+        public ExchangeEvent<K> AsExchangeEvent<K>(string exchange, K data)
+        {
+            return new ExchangeEvent<K>(exchange, this.As<K>(data));
+        }
+
+
+        /// <summary>
+        /// Specify the symbol
+        /// </summary>
+        /// <param name="symbol"></param>
+        /// <returns></returns>
+        public DataEvent<T> WithSymbol(string symbol)
+        {
+            Symbol = symbol;
+            return this;
+        }
+
+        /// <summary>
+        /// Specify the update type
+        /// </summary>
+        /// <param name="type"></param>
+        /// <returns></returns>
+        public DataEvent<T> WithUpdateType(SocketUpdateType type)
+        {
+            UpdateType = type;
+            return this;
+        }
+
+        /// <summary>
+        /// Specify the stream id
+        /// </summary>
+        /// <param name="streamId"></param>
+        /// <returns></returns>
+        public DataEvent<T> WithStreamId(string streamId)
+        {
+            StreamId = streamId;
+            return this;
+        }
+
+        /// <summary>
+        /// Create a CallResult from this DataEvent
+        /// </summary>
+        /// <returns></returns>
+        public CallResult<T> ToCallResult()
+        {
+            return new CallResult<T>(Data, OriginalData, null);
+        }
+
+        /// <summary>
+        /// Create a CallResult from this DataEvent
+        /// </summary>
+        /// <returns></returns>
+        public CallResult<K> ToCallResult<K>(K data)
+        {
+            return new CallResult<K>(data, OriginalData, null);
+        }
+
+        /// <summary>
+        /// Create a CallResult from this DataEvent
+        /// </summary>
+        /// <returns></returns>
+        public CallResult<K> ToCallResult<K>(Error error)
+        {
+            return new CallResult<K>(default, OriginalData, error);
+        }
+
+        /// <inheritdoc />
+        public override string ToString()
+        {
+            return $"{StreamId} - {(Symbol == null ? "" : (Symbol + " - "))}{(UpdateType == null ? "" : (UpdateType + " - "))}{Data}";
         }
     }
 }

CryptoExchange.Net/Objects/Sockets/UpdateSubscription.cs

@@ -30,6 +30,15 @@ namespace CryptoExchange.Net.Objects.Sockets
             remove => _connection.ConnectionClosed -= value;
         }
 
+        /// <summary>
+        /// Event when a lost connection is restored, but the resubscribing of update subscriptions failed
+        /// </summary>
+        public event Action<Error> ResubscribingFailed
+        {
+            add => _connection.ResubscribingFailed += value;
+            remove => _connection.ResubscribingFailed -= value;
+        }
+
         /// <summary>
         /// Event when the connection is restored. Timespan parameter indicates the time the socket has been offline for before reconnecting. 
         /// Note that when the executing code is suspended and resumed at a later period (for example, a laptop going to sleep) the disconnect time will be incorrect as the diconnect

CryptoExchange.Net/Objects/Sockets/WebSocketParameters.cs

@@ -1,4 +1,4 @@
-using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.RateLimiting.Interfaces;
 using System;
 using System.Collections.Generic;
 using System.Text;
@@ -26,20 +26,20 @@ namespace CryptoExchange.Net.Objects.Sockets
         public IDictionary<string, string> Cookies { get; set; } = new Dictionary<string, string>();
 
         /// <summary>
-        /// The time to wait between reconnect attempts
+        /// The fixed time to wait between reconnect attempts, only used when `ReconnectPolicy` is set to `ReconnectPolicy.ExponentialBackoff`
         /// </summary>
         public TimeSpan ReconnectInterval { get; set; } = TimeSpan.FromSeconds(5);
 
+        /// <summary>
+        /// Reconnect policy
+        /// </summary>
+        public ReconnectPolicy ReconnectPolicy { get; set; } = ReconnectPolicy.FixedDelay;
+
         /// <summary>
         /// Proxy for the connection
         /// </summary>
         public ApiProxy? Proxy { get; set; }
 
-        /// <summary>
-        /// Whether the socket should automatically reconnect when connection is lost
-        /// </summary>
-        public bool AutoReconnect { get; set; }
-
         /// <summary>
         /// The maximum time of no data received before considering the connection lost and closting/reconnecting the socket
         /// </summary>
@@ -51,9 +51,13 @@ namespace CryptoExchange.Net.Objects.Sockets
         public TimeSpan? KeepAliveInterval { get; set; }
 
         /// <summary>
-        /// The rate limiters for the socket connection
+        /// The rate limiter for the socket connection
         /// </summary>
-        public IEnumerable<IRateLimiter>? RateLimiters { get; set; }
+        public IRateLimitGate? RateLimiter { get; set; }
+        /// <summary>
+        /// What to do when rate limit is reached
+        /// </summary>
+        public RateLimitingBehaviour RateLimitingBehaviour { get; set; }
 
         /// <summary>
         /// Encoding for sending/receiving data
@@ -64,11 +68,11 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// ctor
         /// </summary>
         /// <param name="uri">Uri</param>
-        /// <param name="autoReconnect">Auto reconnect</param>
-        public WebSocketParameters(Uri uri, bool autoReconnect)
+        /// <param name="policy">Reconnect policy</param>
+        public WebSocketParameters(Uri uri, ReconnectPolicy policy)
         {
             Uri = uri;
-            AutoReconnect = autoReconnect;
+            ReconnectPolicy = policy;
         }
     }
 }

CryptoExchange.Net/Objects/TimeSyncState.cs

@@ -82,12 +82,12 @@ namespace CryptoExchange.Net.Objects
             TimeSyncState.LastSyncTime = DateTime.UtcNow;
             if (offset.TotalMilliseconds > 0 && offset.TotalMilliseconds < 500)
             {
-                Logger.Log(LogLevel.Information, $"{TimeSyncState.ApiName} Time offset within limits, set offset to 0ms");
+                Logger.Log(LogLevel.Information, "{TimeSyncState.ApiName} Time offset within limits, set offset to 0ms", TimeSyncState.ApiName);
                 TimeSyncState.TimeOffset = TimeSpan.Zero;
             }
             else
             {
-                Logger.Log(LogLevel.Information, $"{TimeSyncState.ApiName} Time offset set to {Math.Round(offset.TotalMilliseconds)}ms");
+                Logger.Log(LogLevel.Information, "{TimeSyncState.ApiName} Time offset set to {Offset}ms", TimeSyncState.ApiName, Math.Round(offset.TotalMilliseconds));
                 TimeSyncState.TimeOffset = offset;
             }
         }

CryptoExchange.Net/Objects/TradeEnvironment.cs

@@ -24,14 +24,14 @@
         /// <summary>
         /// Name of the environment
         /// </summary>
-        public string EnvironmentName { get; init; }
+        public string Name { get; set; }
 
         /// <summary>
         /// </summary>
         /// <param name="name"></param>
         protected TradeEnvironment(string name)
         {
-            EnvironmentName = name;
+            Name = name;
         }
     }
 }

CryptoExchange.Net/OrderBook/OrderBookFactory.cs

@@ -0,0 +1,34 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.SharedApis;
+using System;
+
+namespace CryptoExchange.Net.OrderBook
+{
+    /// <inheritdoc />
+    public class OrderBookFactory<TOptions> : IOrderBookFactory<TOptions> where TOptions: OrderBookOptions
+    {
+        private readonly Func<string, Action<TOptions>?, ISymbolOrderBook> _symbolCtor;
+        private readonly Func<SharedSymbol, Action<TOptions>?, ISymbolOrderBook> _assetsCtor;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbolCtor"></param>
+        /// <param name="assetsCtor"></param>
+        public OrderBookFactory(Func<string, Action<TOptions>?, ISymbolOrderBook> symbolCtor, Func<SharedSymbol, Action<TOptions>?, ISymbolOrderBook> assetsCtor)
+        {
+            _symbolCtor = symbolCtor;
+            _assetsCtor = assetsCtor;
+        }
+
+        /// <inheritdoc />
+        public ISymbolOrderBook Create(string symbol, Action<TOptions>? options = null) => _symbolCtor(symbol, options);
+
+        /// <inheritdoc />
+        public ISymbolOrderBook Create(string baseAsset, string quoteAsset, Action<TOptions>? options = null) => _assetsCtor(new SharedSymbol(TradingMode.Spot, baseAsset, quoteAsset), options);
+        
+        /// <inheritdoc />
+        public ISymbolOrderBook Create(SharedSymbol symbol, Action<TOptions>? options = null) => _assetsCtor(symbol, options);
+    }
+}

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -810,7 +810,7 @@ namespace CryptoExchange.Net.OrderBook
         {
             if (lastUpdateId <= LastSequenceNumber)
             {
-                _logger.OrderBookUpdateSkipped(Api, Symbol, firstUpdateId, lastUpdateId);
+                _logger.OrderBookUpdateSkipped(Api, Symbol, lastUpdateId, LastSequenceNumber);
                 return;
             }
 
@@ -843,9 +843,9 @@ namespace CryptoExchange.Net.OrderBook
 
     internal class DescComparer<T> : IComparer<T>
     {
-        public int Compare(T x, T y)
+        public int Compare(T? x, T? y)
         {
-            return Comparer<T>.Default.Compare(y, x);
+            return Comparer<T>.Default.Compare(y!, x!);
         }
     }
 }

CryptoExchange.Net/RateLimiting/Filters/AuthenticatedEndpointFilter.cs

@@ -0,0 +1,26 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.RateLimiting.Interfaces;
+
+namespace CryptoExchange.Net.RateLimiting.Filters
+{
+    /// <summary>
+    /// Filter requests based on whether they're authenticated or not
+    /// </summary>
+    public class AuthenticatedEndpointFilter : IGuardFilter
+    {
+        private readonly bool _authenticated;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="authenticated"></param>
+        public AuthenticatedEndpointFilter(bool authenticated)
+        {
+            _authenticated = authenticated;
+        }
+
+        /// <inheritdoc />
+        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
+            => definition.Authenticated == _authenticated;
+    }
+}

CryptoExchange.Net/RateLimiting/Filters/ExactPathFilter.cs

@@ -0,0 +1,27 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.RateLimiting.Interfaces;
+using System;
+
+namespace CryptoExchange.Net.RateLimiting.Filters
+{
+    /// <summary>
+    /// Filter requests based on whether the request path matches a specific path
+    /// </summary>
+    public class ExactPathFilter : IGuardFilter
+    {
+        private readonly string _path;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="path"></param>
+        public ExactPathFilter(string path)
+        {
+            _path = path;
+        }
+
+        /// <inheritdoc />
+        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
+            => string.Equals(definition.Path, _path, StringComparison.OrdinalIgnoreCase);
+    }
+}