Updated to version 7.11.1

* Added support for specifying seperate uri and body parameters
* Added support for different message and handling generic types on socket queries
* Split DataEvent.Topic into StreamId and Symbol properties
* Added support for negative time values parsing
* Added some helper methods for converting DataEvent to CallResult
* Added support for GZip/Deflate automatic decompressing in the default HttpClient
* Updated some testing methods

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/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]

CryptoExchange.Net.UnitTests/RestClientTests.cs

@@ -176,12 +176,12 @@ namespace CryptoExchange.Net.UnitTests
 
             for (var i = 0; i < requests + 1; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);             
+                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.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123".ToSecureString(), 1,  RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1,  RateLimitingBehaviour.Wait, default);
             Assert.That(!triggered);
         }
 
@@ -201,7 +201,7 @@ namespace CryptoExchange.Net.UnitTests
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
                 bool expected = i == 1 ? (expectLimiting ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 Assert.That(expected);
             }
@@ -222,9 +222,9 @@ namespace CryptoExchange.Net.UnitTests
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            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".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            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);
         }
 
@@ -243,12 +243,12 @@ namespace CryptoExchange.Net.UnitTests
 
             for (var i = 0; i < requests + 1; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+                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.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
             Assert.That(!triggered);
         }
 
@@ -266,7 +266,7 @@ namespace CryptoExchange.Net.UnitTests
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
                 bool expected = i == 1 ? (expectLimited ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 Assert.That(expected);
             }
@@ -286,7 +286,7 @@ namespace CryptoExchange.Net.UnitTests
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
                 bool expected = i == 1 ? (expectLimited ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 Assert.That(expected);
             }
@@ -309,9 +309,9 @@ namespace CryptoExchange.Net.UnitTests
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", key1?.ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            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?.ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            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);
         }
 
@@ -328,7 +328,7 @@ namespace CryptoExchange.Net.UnitTests
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            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);
@@ -348,9 +348,9 @@ namespace CryptoExchange.Net.UnitTests
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host1, "123".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            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".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host2, "123", 1, RateLimitingBehaviour.Wait, default);
             Assert.That(expectLimited ? evnt != null : evnt == null);
         }
 
@@ -365,9 +365,9 @@ namespace CryptoExchange.Net.UnitTests
             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".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            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".ToSecureString(), 1, RateLimitingBehaviour.Wait, default);
+            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);
         }
     }

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

@@ -163,6 +163,20 @@ 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 +214,41 @@ 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));
+        }
+    }
+
+    public class STJDecimalObject
+    {
+        [JsonConverter(typeof(DecimalConverter))]
+        [JsonPropertyName("test")]
+        public decimal? Test { get; set; }
     }
 
     public class STJTimeObject

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

@@ -54,6 +54,8 @@ namespace CryptoExchange.Net.UnitTests
             return deserializeResult;
         }
 
+        /// <inheritdoc />
+        public override string FormatSymbol(string baseAsset, string quoteAsset) => $"{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 +68,11 @@ 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

@@ -137,6 +137,9 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             RequestFactory = new Mock<IRequestFactory>().Object;
         }
 
+        /// <inheritdoc />
+        public override string FormatSymbol(string baseAsset, string quoteAsset) => $"{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, requestWeight: 0);
@@ -178,6 +181,9 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             RequestFactory = new Mock<IRequestFactory>().Object;
         }
 
+        /// <inheritdoc />
+        public override string FormatSymbol(string baseAsset, string quoteAsset) => $"{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, requestWeight: 0);

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -1,131 +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;
-        public event Func<int, Task> OnRequestRateLimited;
-#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<CallResult> ConnectAsync()
-        {
-            Connected = CanConnect;
-            ConnectCalls++;
-            if (CanConnect)
-                InvokeOpen();
-            return Task.FromResult(CanConnect ? new CallResult(null) : new CallResult(new CantConnectError()));
-        }
+//        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

@@ -13,11 +13,11 @@ 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;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
-    public class TestSocketClient: BaseSocketClient
+    internal class TestSocketClient: BaseSocketClient
     {
         public TestSubSocketClient SubClient { get; }
 
@@ -41,12 +41,12 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
             SubClient = AddApiClient(new TestSubSocketClient(options, options.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/");
         }
                 
@@ -75,6 +75,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
     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 +85,9 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         }
 
+        /// <inheritdoc />
+        public override string FormatSymbol(string baseAsset, string quoteAsset) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
+
         internal IWebsocket CreateSocketInternal(string address)
         {
             return CreateSocket(address);
@@ -107,7 +111,7 @@ 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/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;
 
@@ -9,48 +8,23 @@ 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
         /// </summary>
-        public SecureString? Key { get; }
+        public string Key { get; }
 
         /// <summary>
         /// The api secret to authenticate requests
         /// </summary>
-        public SecureString? Secret { get; }
+        public string Secret { get; }
 
         /// <summary>
         /// Type of the credentials
         /// </summary>
         public ApiCredentialsType CredentialType { get; }
 
-        /// <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>
@@ -72,8 +46,8 @@ namespace CryptoExchange.Net.Authentication
                 throw new ArgumentException("Key and secret can't be null/empty");
 
             CredentialType = credentialsType;
-            Key = key.ToSecureString();
-            Secret = secret.ToSecureString();
+            Key = key;
+            Secret = secret;
         }
 
         /// <summary>
@@ -82,8 +56,7 @@ 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>
@@ -103,19 +76,10 @@ namespace CryptoExchange.Net.Authentication
             if (key == null || secret == null)
                 throw new ArgumentException("apiKey or apiSecret value not found in Json credential file");
 
-            Key = key.ToSecureString();
-            Secret = secret.ToSecureString();
+            Key = key;
+            Secret = secret;
 
             inputStream.Seek(0, SeekOrigin.Begin);
         }
-
-        /// <summary>
-        /// Dispose
-        /// </summary>
-        public void Dispose()
-        {
-            Key?.Dispose();
-            Secret?.Dispose();
-        }
     }
 }

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;
@@ -13,18 +14,25 @@ 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>
@@ -35,7 +43,7 @@ namespace CryptoExchange.Net.Authentication
                 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>
@@ -365,7 +371,7 @@ namespace CryptoExchange.Net.Authentication
             {
 #if NETSTANDARD2_1_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
             {
@@ -418,9 +424,9 @@ 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 +434,23 @@ 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>
+        /// 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)
         {
-            _credentials?.Dispose();
+            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

@@ -65,10 +65,7 @@ namespace CryptoExchange.Net.Clients
             BaseAddress = baseAddress;
 
             if (apiCredentials != null)
-            {
-                AuthenticationProvider?.Dispose();
                 AuthenticationProvider = CreateAuthenticationProvider(apiCredentials.Copy());
-            }
         }
 
         /// <summary>
@@ -78,14 +75,14 @@ namespace CryptoExchange.Net.Clients
         /// <returns></returns>
         protected abstract AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials);
 
+        /// <inheritdoc />
+        public abstract string FormatSymbol(string baseAsset, string quoteAsset);
+
         /// <inheritdoc />
         public void SetApiCredentials<T>(T credentials) where T : ApiCredentials
         {
             if (credentials != null)
-            {
-                AuthenticationProvider?.Dispose();
                 AuthenticationProvider = CreateAuthenticationProvider(credentials.Copy());
-            }
         }
 
         /// <summary>
@@ -94,7 +91,6 @@ namespace CryptoExchange.Net.Clients
         public virtual void Dispose()
         {
             _disposing = true;
-            AuthenticationProvider?.Dispose();
         }
     }
 }

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -8,6 +8,7 @@ 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;
@@ -17,6 +18,7 @@ using CryptoExchange.Net.RateLimiting;
 using CryptoExchange.Net.RateLimiting.Interfaces;
 using CryptoExchange.Net.Requests;
 using Microsoft.Extensions.Logging;
+using Microsoft.Extensions.Options;
 
 namespace CryptoExchange.Net.Clients
 {
@@ -40,23 +42,33 @@ 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
         /// </summary>
         protected Dictionary<string, string>? StandardRequestHeaders { get; set; }
 
+        /// <summary>
+        /// Whether parameters need to be ordered
+        /// </summary>
+        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
         /// </summary>
@@ -65,7 +77,8 @@ 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 />
@@ -74,6 +87,10 @@ namespace CryptoExchange.Net.Clients
         /// <inheritdoc />
         public new RestApiOptions ApiOptions => (RestApiOptions)base.ApiOptions;
 
+        /// <summary>
+        /// Memory cache
+        /// </summary>
+        private static MemoryCache _cache = new MemoryCache();
 
         /// <summary>
         /// ctor
@@ -139,7 +156,7 @@ namespace CryptoExchange.Net.Clients
         /// <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<T>> SendAsync<T>(
+        protected virtual Task<WebCallResult<T>> SendAsync<T>(
             string baseAddress,
             RequestDefinition definition,
             ParameterCollection? parameters,
@@ -147,16 +164,72 @@ namespace CryptoExchange.Net.Clients
             Dictionary<string, string>? additionalHeaders = null,
             int? weight = null) where T : class
         {
+            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);
+        }
+
+        /// <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>
+        /// <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) where T : class
+        {
+            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 prepareResult = await PrepareAsync(baseAddress, definition, parameters, cancellationToken, additionalHeaders, weight).ConfigureAwait(false);
+                var requestId = ExchangeHelpers.NextId();
+
+                var prepareResult = await PrepareAsync(requestId, baseAddress, definition, cancellationToken, additionalHeaders, weight).ConfigureAwait(false);
                 if (!prepareResult)
                     return new WebCallResult<T>(prepareResult.Error!);
 
-                var request = CreateRequest(baseAddress, definition, parameters, additionalHeaders);
-                _logger.RestApiSendRequest(request.RequestId, definition, request.Content, request.Uri.Query, string.Join(", ", request.GetHeaders().Select(h => h.Key + $"=[{string.Join(",", h.Value)}]")));
+                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)
@@ -167,6 +240,12 @@ namespace CryptoExchange.Net.Clients
                 if (await ShouldRetryRequestAsync(definition.RateLimitGate, result, currentTry).ConfigureAwait(false))
                     continue;
 
+                if (result.Success &&
+                    ShouldCache(definition))
+                {
+                    _cache.Add(cacheKey!, result);
+                }
+
                 return result;
             }
         }
@@ -174,23 +253,22 @@ namespace CryptoExchange.Net.Clients
         /// <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="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</param>
         /// <returns></returns>
         /// <exception cref="Exception"></exception>
         protected virtual async Task<CallResult> PrepareAsync(
+            int requestId,
             string baseAddress,
             RequestDefinition definition,
-            ParameterCollection? parameters,
             CancellationToken cancellationToken,
             Dictionary<string, string>? additionalHeaders = null,
             int? weight = null)
         {
-            var requestId = ExchangeHelpers.NextId();
             var requestWeight = weight ?? definition.Weight;
 
             // Time sync
@@ -225,21 +303,21 @@ namespace CryptoExchange.Net.Clients
 
                 if (ClientOptions.RateLimiterEnabled)
                 {
-                    var limitResult = await definition.RateLimitGate.ProcessAsync(_logger, requestId, RateLimitItemType.Request, definition, baseAddress, ApiOptions.ApiCredentials?.Key ?? ClientOptions.ApiCredentials?.Key, requestWeight, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    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.EndpointLimitCount != null && definition.EndpointLimitPeriod != null)
+            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 limitResult = await definition.RateLimitGate.ProcessSingleAsync(_logger, requestId, RateLimitItemType.Request, definition, baseAddress, ApiOptions.ApiCredentials?.Key ?? ClientOptions.ApiCredentials?.Key, requestWeight, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    var limitResult = await definition.RateLimitGate.ProcessSingleAsync(_logger, requestId, definition.LimitGuard, RateLimitItemType.Request, definition, baseAddress, AuthenticationProvider?._credentials.Key, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
                     if (!limitResult)
                         return new CallResult(limitResult.Error!);
                 }
@@ -251,40 +329,30 @@ namespace CryptoExchange.Net.Clients
         /// <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="parameters">The parameters of the request</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? parameters,
+            ParameterCollection? uriParameters,
+            ParameterCollection? bodyParameters,
             Dictionary<string, string>? additionalHeaders)
         {
-            parameters ??= new ParameterCollection();
+            var uriParams = uriParameters == null ? null : CreateParameterDictionary(uriParameters);
+            var bodyParams = bodyParameters == null ? null : CreateParameterDictionary(bodyParameters);
+
             var uri = new Uri(baseAddress.AppendPath(definition.Path));
-            var parameterPosition = definition.ParameterPosition ?? ParameterPositions[definition.Method];
             var arraySerialization = definition.ArraySerialization ?? ArraySerialization;
             var bodyFormat = definition.RequestBodyFormat ?? RequestBodyFormat;
-            var requestId = ExchangeHelpers.NextId();
+            var parameterPosition = definition.ParameterPosition ?? ParameterPositions[definition.Method];
 
-            for (var i = 0; i < parameters.Count; i++)
-            {
-                var kvp = parameters.ElementAt(i);
-                if (kvp.Value is Func<object> delegateValue)
-                    parameters[kvp.Key] = delegateValue();
-            }
-
-            if (parameterPosition == HttpMethodParameterPosition.InUri)
-            {
-                foreach (var parameter in parameters)
-                    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>();
+            Dictionary<string, string>? headers = null;
             if (AuthenticationProvider != null)
             {
                 try
@@ -293,14 +361,14 @@ namespace CryptoExchange.Net.Clients
                         this,
                         uri,
                         definition.Method,
-                        parameters,
+                        ref uriParams,
+                        ref bodyParams,
+                        ref headers,
                         definition.Authenticated,
                         arraySerialization,
                         parameterPosition,
-                        bodyFormat,
-                        out uriParameters,
-                        out bodyParameters,
-                        out headers);
+                        bodyFormat                        
+                        );
                 }
                 catch (Exception ex)
                 {
@@ -308,24 +376,18 @@ 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);
+            // 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;
 
-            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)
             {
@@ -346,8 +408,8 @@ namespace CryptoExchange.Net.Clients
             if (parameterPosition == HttpMethodParameterPosition.InBody)
             {
                 var contentType = bodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
-                if (bodyParameters.Any())
-                    WriteParamBody(request, bodyParameters, contentType);
+                if (bodyParams != null && bodyParams.Count != 0)
+                    WriteParamBody(request, bodyParams, contentType);
                 else
                     request.SetContent(RequestBodyEmptyContent, contentType);
             }
@@ -420,6 +482,7 @@ namespace CryptoExchange.Net.Clients
         /// <param name="requestWeight">Credits used for the request</param>
         /// <param name="additionalHeaders">Additional headers to send with the 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>(
@@ -433,9 +496,25 @@ namespace CryptoExchange.Net.Clients
             ArrayParametersSerialization? arraySerialization = null,
             int requestWeight = 1,
             Dictionary<string, string>? additionalHeaders = null,
-            IRateLimitGate? gate = null
+            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)
             {
@@ -453,6 +532,13 @@ namespace CryptoExchange.Net.Clients
                 if (await ShouldRetryRequestAsync(gate, result, currentTry).ConfigureAwait(false))
                     continue;
 
+                if (result.Success &&
+                    ShouldCache(method) && 
+                    !preventCaching)
+                {
+                    _cache.Add(key, result);
+                }
+
                 return result;
             }
         }
@@ -517,7 +603,7 @@ namespace CryptoExchange.Net.Clients
 
                 if (ClientOptions.RateLimiterEnabled)
                 {
-                    var limitResult = await gate.ProcessAsync(_logger, requestId, RateLimitItemType.Request, new RequestDefinition(uri.AbsolutePath.TrimStart('/'), method) { Authenticated = signed }, uri.Host, ApiOptions.ApiCredentials?.Key ?? ClientOptions.ApiCredentials?.Key, requestWeight, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    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!);
                 }
@@ -592,47 +678,47 @@ namespace CryptoExchange.Net.Clients
                     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("Failed to parse response", 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);
                 if (parsedError != null)
                     // 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
@@ -726,8 +812,8 @@ namespace CryptoExchange.Net.Clients
             }
 
             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
@@ -736,14 +822,14 @@ 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)
                 {
@@ -751,24 +837,18 @@ 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)
             {
@@ -789,7 +869,7 @@ 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);
@@ -804,12 +884,16 @@ 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.ContainsKey(Constants.BodyPlaceHolderKey))
+                    stringData = CreateSerializer().Serialize(parameters[Constants.BodyPlaceHolderKey]);
+                else
+                    stringData = CreateSerializer().Serialize(parameters);
                 request.SetContent(stringData, contentType);
             }
             else if (contentType == Constants.FormContentHeader)
@@ -859,6 +943,19 @@ 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>
@@ -869,14 +966,14 @@ namespace CryptoExchange.Net.Clients
         {
             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;
@@ -905,7 +1002,16 @@ 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

@@ -8,6 +8,7 @@ using CryptoExchange.Net.RateLimiting.Interfaces;
 using CryptoExchange.Net.Sockets;
 using Microsoft.Extensions.Logging;
 using System;
+using System.Collections;
 using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;
@@ -52,11 +53,6 @@ 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>
@@ -72,6 +68,11 @@ namespace CryptoExchange.Net.Clients
         /// </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>();
+
         /// <inheritdoc />
         public double IncomingKbps
         {
@@ -136,6 +137,16 @@ 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>
@@ -178,7 +189,10 @@ 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;
@@ -198,12 +212,11 @@ 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).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);
@@ -241,7 +254,7 @@ 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)
             {
@@ -250,11 +263,18 @@ 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!);
@@ -278,34 +298,41 @@ 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;
 
@@ -318,7 +345,7 @@ 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
             {
@@ -329,10 +356,13 @@ 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>
@@ -356,7 +386,11 @@ namespace CryptoExchange.Net.Clients
             if (!authenticated || socket.Authenticated)
                 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>
@@ -370,7 +404,7 @@ namespace CryptoExchange.Net.Clients
                 return new CallResult(new NoApiCredentialsError());
 
             _logger.AttemptingToAuthenticate(socket.SocketId);
-            var authRequest = GetAuthenticationRequest();
+            var authRequest = GetAuthenticationRequest(socket);
             if (authRequest != null)
             {
                 var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
@@ -395,7 +429,7 @@ namespace CryptoExchange.Net.Clients
         /// 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 Query? GetAuthenticationRequest(SocketConnection connection) => throw new NotImplementedException();
 
         /// <summary>
         /// Adds a system subscription. Used for example to reply to ping requests
@@ -444,19 +478,31 @@ 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>
         /// <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)
         {
-            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)
+                                                      && 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).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault().Value;
+            }
+            else
+            {
+                connection = socketQuery.Where(s => s.Value.DedicatedRequestConnection).FirstOrDefault().Value;
+            }
+
+            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);
@@ -473,6 +519,7 @@ namespace CryptoExchange.Net.Clients
             var socket = CreateSocket(connectionAddress.Data!);
             var socketConnection = new SocketConnection(_logger, this, socket, address);
             socketConnection.UnhandledMessage += HandleUnhandledMessage;
+            socketConnection.DedicatedRequestConnection = dedicatedRequestConnection;
 
             foreach (var ptg in PeriodicTaskRegistrations)
                 socketConnection.QueryPeriodic(ptg.Identifier, ptg.Interval, ptg.QueryDelegate, ptg.Callback);
@@ -515,7 +562,7 @@ 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,
@@ -592,8 +639,8 @@ 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))
+                    tasks.Add(connection.CloseAsync());
             }
 
             await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
@@ -616,6 +663,23 @@ 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);
+        }
+
         /// <summary>
         /// Log the current state of connections and subscriptions
         /// </summary>
@@ -699,11 +763,18 @@ 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();
         }
@@ -718,9 +789,10 @@ 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/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/DateTimeConverter.cs

@@ -1,4 +1,5 @@
-using Newtonsoft.Json;
+using Microsoft.Extensions.Primitives;
+using Newtonsoft.Json;
 using System;
 using System.Diagnostics;
 using System.Diagnostics.CodeAnalysis;
@@ -38,14 +39,8 @@ 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)
             {
@@ -68,76 +63,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
                     return objectType == typeof(DateTime) ? default(DateTime) : null;
                 }
 
-                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($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + reader.Value);
-                        return default;
-                    }
-                    return new DateTime(year, month, day, hour, minute, 0, DateTimeKind.Utc);
-                }
-
-                if (stringValue.Length == 8)
-                {
-                    // Parse 20211103 format
-                    if (!int.TryParse(stringValue.Substring(0, 4), out var year)
-                        || !int.TryParse(stringValue.Substring(4, 2), out var month)
-                        || !int.TryParse(stringValue.Substring(6, 2), out var day))
-                    {
-                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + 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)
             {
@@ -150,6 +76,102 @@ 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()
@@ -290,7 +291,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
         private ReadOnlyMemory<byte> _bytes;
 
         /// <inheritdoc />
-        public bool Read(ReadOnlyMemory<byte> data)
+        public CallResult Read(ReadOnlyMemory<byte> data)
         {
             _bytes = data;
 
@@ -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

@@ -32,6 +32,7 @@ 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>
@@ -70,7 +71,8 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                         ArrayProperty = att,
                         PropertyInfo = property,
                         DefaultDeserialization = property.GetCustomAttribute<JsonConversionAttribute>() != null,
-                        JsonConverterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType
+                        JsonConverterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType,
+                        TargetType = Nullable.GetUnderlyingType(property.PropertyType) ?? property.PropertyType
                     });
                 }
 
@@ -81,7 +83,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             private static object ParseObject(ref Utf8JsonReader reader, object result, Type objectType)
             {
                 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);
@@ -92,9 +94,14 @@ 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 attribute = attributes.SingleOrDefault(a => a.ArrayProperty.Index == index);
+                    if (attribute == null)
+                    {
+                        index++;
+                        continue;
+                    }
 
+                    var targetType = attribute.TargetType;
                     object? value = null;
                     if (attribute.JsonConverterType != null)
                     {
@@ -121,7 +128,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                         };
                     }
 
-                    attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, attribute.PropertyInfo.PropertyType, CultureInfo.InvariantCulture));
+                    attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, targetType, 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/DateTimeConverter.cs

@@ -1,4 +1,5 @@
-using System;
+using Microsoft.Extensions.Primitives;
+using System;
 using System.Diagnostics;
 using System.Diagnostics.CodeAnalysis;
 using System.Globalization;
@@ -49,14 +50,8 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                     var longValue = reader.GetDouble();
                     if (longValue == 0 || longValue == -1)
                         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)
                 {
@@ -68,76 +63,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                         return default;
                     }
 
-                    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);
+                    return ParseFromString(stringValue!);
                 }
                 else
                 {
@@ -160,6 +86,104 @@ 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 +19,29 @@ 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))
                     return null;
 
-                return decimal.Parse(value, NumberStyles.Float, CultureInfo.InvariantCulture);
+                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/EnumConverter.cs

@@ -211,5 +211,37 @@ 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/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 +1,36 @@
+using System;
+using System.Globalization;
+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();
+            }
+
+            return reader.GetString();
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, string? value, JsonSerializerOptions options)
+        {
+            writer.WriteStringValue(value);
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/ObjectStringConverter.cs

@@ -0,0 +1,40 @@
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Runtime.Serialization;
+using System.Text;
+using System.Text.Json.Serialization;
+using System.Text.Json;
+using System.Globalization;
+
+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/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

@@ -68,6 +68,11 @@ 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 />
@@ -118,6 +123,12 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             if (value.Value.ValueKind == JsonValueKind.Object || value.Value.ValueKind == JsonValueKind.Array)
                 return default;
 
+            if (typeof(T) == typeof(string))
+            {
+                if (value.Value.ValueKind == JsonValueKind.Number)
+                    return (T)(object)value.Value.GetInt64().ToString();
+            }
+
             return value.Value.Deserialize<T>();
         }
 
@@ -188,7 +199,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         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)
             {
@@ -211,15 +222,16 @@ 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()
         {
@@ -236,6 +248,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         {
             _stream?.Dispose();
             _stream = null;
+            _document?.Dispose();
             _document = null;
         }
 
@@ -249,22 +262,30 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         private ReadOnlyMemory<byte> _bytes;
 
         /// <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 />
@@ -283,6 +304,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         public override void Clear()
         {
             _bytes = null;
+            _document?.Dispose();
             _document = null;
         }
     }

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -6,9 +6,9 @@
     <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>7.3.3</PackageVersion>
-    <AssemblyVersion>7.3.3</AssemblyVersion>
-    <FileVersion>7.3.3</FileVersion>
+    <PackageVersion>7.11.1</PackageVersion>
+    <AssemblyVersion>7.11.1</AssemblyVersion>
+    <FileVersion>7.11.1</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>
@@ -58,6 +58,6 @@
   <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="System.Text.Json" Version="8.0.4" />
   </ItemGroup>
 </Project>

CryptoExchange.Net/ExchangeHelpers.cs

@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Objects;
 using System;
 using System.Security.Cryptography;
+using System.Threading;
 
 namespace CryptoExchange.Net
 {
@@ -15,10 +16,6 @@ namespace CryptoExchange.Net
         /// 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
@@ -135,24 +132,13 @@ 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

CryptoExchange.Net/ExtensionMethods.cs

@@ -96,6 +96,9 @@ 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;
@@ -110,92 +113,6 @@ namespace CryptoExchange.Net
             return formData.ToString();
         }
 
-        /// <summary>
-        /// Get the string the secure string is representing
-        /// </summary>
-        /// <param name="source">The source secure string</param>
-        /// <returns></returns>
-        public static string GetString(this SecureString source)
-        {
-            lock (source)
-            {
-                string result;
-                var length = source.Length;
-                var pointer = IntPtr.Zero;
-                var chars = new char[length];
-
-                try
-                {
-                    pointer = Marshal.SecureStringToBSTR(source);
-                    Marshal.Copy(pointer, chars, 0, length);
-
-                    result = string.Join("", chars);
-                }
-                finally
-                {
-                    if (pointer != IntPtr.Zero)
-                    {
-                        Marshal.ZeroFreeBSTR(pointer);
-                    }
-                }
-
-                return result;
-            }
-        }
-
-        /// <summary>
-        /// Are 2 secure strings equal
-        /// </summary>
-        /// <param name="ss1">Source secure string</param>
-        /// <param name="ss2">Compare secure string</param>
-        /// <returns>True if equal by value</returns>
-        public static bool IsEqualTo(this SecureString ss1, SecureString ss2)
-        {
-            IntPtr bstr1 = IntPtr.Zero;
-            IntPtr bstr2 = IntPtr.Zero;
-            try
-            {
-                bstr1 = Marshal.SecureStringToBSTR(ss1);
-                bstr2 = Marshal.SecureStringToBSTR(ss2);
-                int length1 = Marshal.ReadInt32(bstr1, -4);
-                int length2 = Marshal.ReadInt32(bstr2, -4);
-                if (length1 == length2)
-                {
-                    for (int x = 0; x < length1; ++x)
-                    {
-                        byte b1 = Marshal.ReadByte(bstr1, x);
-                        byte b2 = Marshal.ReadByte(bstr2, x);
-                        if (b1 != b2) return false;
-                    }
-                }
-                else
-                {
-                    return false;
-                }
-
-                return true;
-            }
-            finally
-            {
-                if (bstr2 != IntPtr.Zero) Marshal.ZeroFreeBSTR(bstr2);
-                if (bstr1 != IntPtr.Zero) Marshal.ZeroFreeBSTR(bstr1);
-            }
-        }
-
-        /// <summary>
-        /// Create a secure string from a string
-        /// </summary>
-        /// <param name="source"></param>
-        /// <returns></returns>
-        public static SecureString ToSecureString(this string source)
-        {
-            var secureString = new SecureString();
-            foreach (var c in source)
-                secureString.AppendChar(c);
-            secureString.MakeReadOnly();
-            return secureString;
-        }
-
         /// <summary>
         /// Validates an int is one of the allowed values
         /// </summary>
@@ -315,26 +232,6 @@ 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>
@@ -342,7 +239,7 @@ 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;
@@ -450,7 +347,7 @@ namespace CryptoExchange.Net
         }
 
         /// <summary>
-        /// Decompress using Gzip
+        /// Decompress using GzipStream
         /// </summary>
         /// <param name="data"></param>
         /// <returns></returns>
@@ -464,6 +361,23 @@ namespace CryptoExchange.Net
             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);
+        }
     }
 }
 

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

@@ -12,6 +12,14 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         string BaseAddress { 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>
+        /// <returns></returns>
+        string FormatSymbol(string baseAsset, string quoteAsset);
+
         /// <summary>
         /// Set the API credentials for this API client
         /// </summary>

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

@@ -3,6 +3,7 @@ using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 using System;
 using System.Collections.Generic;
+using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Interfaces
 {
@@ -16,10 +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; }
@@ -29,7 +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 +1,27 @@
+using CryptoExchange.Net.Objects.Options;
+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);
+    }
+}

CryptoExchange.Net/Interfaces/IRateLimiter.cs

@@ -24,6 +24,6 @@ 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/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.
+        /// </summary>
+        /// <returns></returns>
+        Task<CallResult> PrepareConnectionsAsync();
     }
 }

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -17,7 +17,7 @@ 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>
@@ -78,7 +78,7 @@ namespace CryptoExchange.Net.Interfaces
         /// <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>

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;
@@ -24,6 +25,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         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;
@@ -32,6 +34,7 @@ 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;
 
         static CryptoExchangeWebSocketClientLoggingExtension()
         {
@@ -151,7 +154,7 @@ 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");
 
@@ -169,6 +172,17 @@ namespace CryptoExchange.Net.Logging.Extensions
                 LogLevel.Debug,
                 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(1028, "SocketProcessingStateChanged"),
+                "[Sckt {Id}] processing state change: {PreviousState} -> {NewState}");
+
         }
 
         public static void SocketConnecting(
@@ -285,6 +299,12 @@ 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)
         {
@@ -332,5 +352,11 @@ 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);
+        }
     }
 }

CryptoExchange.Net/Logging/Extensions/RateLimitGateLoggingExtensions.cs

@@ -3,7 +3,8 @@ using System;
 
 namespace CryptoExchange.Net.Logging.Extensions
 {
-    internal static class RateLimitGateLoggingExtensions
+#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;

CryptoExchange.Net/Logging/Extensions/RestApiClientLoggingExtensions.cs

@@ -6,7 +6,8 @@ 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;
@@ -17,6 +18,9 @@ namespace CryptoExchange.Net.Logging.Extensions
         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()
@@ -65,6 +69,21 @@ namespace CryptoExchange.Net.Logging.Extensions
                 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)
@@ -111,5 +130,20 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _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;

CryptoExchange.Net/Logging/Extensions/SocketConnectionLoggingExtension.cs

@@ -4,7 +4,8 @@ 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;

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/Objects/ApiProxy.cs

@@ -24,14 +24,14 @@ namespace CryptoExchange.Net.Objects
         /// <summary>
         /// The password of the proxy
         /// </summary>
-        public SecureString? Password { get; }
+        public string? 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 ApiProxy(string host, int port): this(host, port, null, null)
         {
         }
 
@@ -42,18 +42,7 @@ 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, string? password)
         {
             Host = host;
             Port = port;

CryptoExchange.Net/Objects/AsyncAutoResetEvent.cs

@@ -32,7 +32,7 @@ namespace CryptoExchange.Net.Objects
         /// Wait for the AutoResetEvent to be set
         /// </summary>
         /// <returns></returns>
-        public Task<bool> WaitAsync(TimeSpan? timeout = null)
+        public Task<bool> WaitAsync(TimeSpan? timeout = null, CancellationToken ct = default)
         {
             lock (_waits)
             {
@@ -44,22 +44,29 @@ namespace CryptoExchange.Net.Objects
                 }
                 else
                 {
-                    var tcs = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
-                    if(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/CallResult.cs

@@ -273,6 +273,28 @@ 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 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 +353,11 @@ 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 +371,7 @@ 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 +385,7 @@ 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 +399,7 @@ namespace CryptoExchange.Net.Objects
             RequestBody = requestBody;
             RequestHeaders = requestHeaders;
             RequestMethod = requestMethod;
+            DataSource = dataSource;
         }
 
         /// <summary>
@@ -393,7 +423,7 @@ 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 +433,7 @@ 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 +444,16 @@ 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>
+        /// 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

@@ -169,4 +169,38 @@
         /// </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
+    }
 }

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/RestExchangeOptions.cs

@@ -18,6 +18,16 @@ namespace CryptoExchange.Net.Objects.Options
         /// </summary>
         public TimeSpan TimestampRecalculationInterval { get; set; } = TimeSpan.FromHours(1);
 
+        /// <summary>
+        /// 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>
+        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>
         /// Create a copy of this options
         /// </summary>
@@ -34,7 +44,9 @@ namespace CryptoExchange.Net.Objects.Options
                 Proxy = Proxy,
                 RequestTimeout = RequestTimeout,
                 RateLimiterEnabled = RateLimiterEnabled,
-                RateLimitingBehaviour = RateLimitingBehaviour
+                RateLimitingBehaviour = RateLimitingBehaviour,
+                CachingEnabled = CachingEnabled,
+                CachingMaxAge = CachingMaxAge,
             };
         }
     }

CryptoExchange.Net/Objects/Options/SocketExchangeOptions.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Objects.Sockets;
 using System;
 
 namespace CryptoExchange.Net.Objects.Options
@@ -9,15 +10,15 @@ 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>
@@ -57,7 +58,7 @@ namespace CryptoExchange.Net.Objects.Options
             {
                 ApiCredentials = ApiCredentials?.Copy(),
                 OutputOriginalData = OutputOriginalData,
-                AutoReconnect = AutoReconnect,
+                ReconnectPolicy = ReconnectPolicy,
                 DelayAfterConnect = DelayAfterConnect,
                 MaxConcurrentResubscriptionsPerSocket = MaxConcurrentResubscriptionsPerSocket,
                 ReconnectInterval = ReconnectInterval,

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

@@ -3,6 +3,7 @@ using CryptoExchange.Net.Converters.SystemTextJson;
 using System;
 using System.Collections.Generic;
 using System.Globalization;
+using System.Linq;
 
 namespace CryptoExchange.Net.Objects
 {
@@ -148,6 +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>
@@ -166,7 +188,7 @@ namespace CryptoExchange.Net.Objects
         public void AddEnumAsInt<T>(string key, T value)
         {
             var stringVal = EnumConverter.GetString(value);
-            Add(key, EnumConverter.GetString(int.Parse(stringVal))!);
+            Add(key, int.Parse(stringVal)!);
         }
 
         /// <summary>
@@ -193,5 +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/RequestDefinition.cs

@@ -48,18 +48,22 @@ namespace CryptoExchange.Net.Objects
         /// Request weight
         /// </summary>
         public int Weight { get; set; } = 1;
+
         /// <summary>
         /// Rate limit gate to use
         /// </summary>
         public IRateLimitGate? RateLimitGate { get; set; }
+
         /// <summary>
-        /// Rate limit for this specific endpoint
+        /// Individual endpoint rate limit guard to use
         /// </summary>
-        public int? EndpointLimitCount { get; set; }
+        public IRateLimitGuard? LimitGuard { get; set; }
+
+
         /// <summary>
-        /// Rate limit period for this specific endpoint
+        /// Whether this request should never be cached
         /// </summary>
-        public TimeSpan? EndpointLimitPeriod { get; set; }
+        public bool PreventCaching { get; set; }
 
         /// <summary>
         /// ctor

CryptoExchange.Net/Objects/RequestDefinitionCache.cs

@@ -41,13 +41,13 @@ namespace CryptoExchange.Net.Objects
         /// <param name="method">The HttpMethod</param>
         /// <param name="path">Endpoint path</param>
         /// <param name="rateLimitGate">The rate limit gate</param>
-        /// <param name="endpointLimitCount">The limit count for this specific endpoint</param>
-        /// <param name="endpointLimitPeriod">The period for the limit for this specific endpoint</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,
@@ -55,11 +55,11 @@ namespace CryptoExchange.Net.Objects
             IRateLimitGate? rateLimitGate,
             int weight,
             bool authenticated,
-            int? endpointLimitCount = null,
-            TimeSpan? endpointLimitPeriod = null,
+            IRateLimitGuard? limitGuard = null,
             RequestBodyFormat? requestBodyFormat = null,
             HttpMethodParameterPosition? parameterPosition = null,
-            ArrayParametersSerialization? arraySerialization = null)
+            ArrayParametersSerialization? arraySerialization = null,
+            bool? preventCaching = null)
         {
 
             if (!_definitions.TryGetValue(method + path, out var def))
@@ -67,13 +67,13 @@ namespace CryptoExchange.Net.Objects
                 def = new RequestDefinition(path, method)
                 {
                     Authenticated = authenticated,
-                    EndpointLimitCount = endpointLimitCount,
-                    EndpointLimitPeriod = endpointLimitPeriod,
+                    LimitGuard = limitGuard,
                     RateLimitGate = rateLimitGate,
                     Weight = weight,
                     ArraySerialization = arraySerialization,
                     RequestBodyFormat = requestBodyFormat,
                     ParameterPosition = parameterPosition,
+                    PreventCaching = preventCaching ?? false
                 };
                 _definitions.TryAdd(method + path, def);
             }

CryptoExchange.Net/Objects/Sockets/DataEvent.cs

@@ -14,9 +14,14 @@ 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 +38,11 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         public T Data { get; set; }
 
-        internal DataEvent(T data, string? topic, string? originalData, DateTime timestamp, SocketUpdateType? updateType)
+        internal 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 +56,7 @@ 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 +64,11 @@ 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 +76,79 @@ 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>
+        /// 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/WebSocketParameters.cs

@@ -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>
@@ -68,11 +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/OrderBook/OrderBookFactory.cs

@@ -0,0 +1,30 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects.Options;
+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<string, string, Action<TOptions>?, ISymbolOrderBook> _assetsCtor;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbolCtor"></param>
+        /// <param name="assetsCtor"></param>
+        public OrderBookFactory(Func<string, Action<TOptions>?, ISymbolOrderBook> symbolCtor, Func<string, string, 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(baseAsset, quoteAsset, 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;
             }
 

CryptoExchange.Net/RateLimiting/Filters/AuthenticatedEndpointFilter.cs

@@ -21,7 +21,7 @@ namespace CryptoExchange.Net.RateLimiting.Filters
         }
 
         /// <inheritdoc />
-        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey)
+        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
             => definition.Authenticated == _authenticated;
     }
 }

CryptoExchange.Net/RateLimiting/Filters/ExactPathFilter.cs

@@ -24,7 +24,7 @@ namespace CryptoExchange.Net.RateLimiting.Filters
         }
 
         /// <inheritdoc />
-        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey)
+        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
             => string.Equals(definition.Path, _path, StringComparison.OrdinalIgnoreCase);
     }
 }

CryptoExchange.Net/RateLimiting/Filters/ExactPathsFilter.cs

@@ -22,7 +22,7 @@ namespace CryptoExchange.Net.RateLimiting.Filters
         }
 
         /// <inheritdoc />
-        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey)
+        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
             => _paths.Contains(definition.Path);
     }
 }

CryptoExchange.Net/RateLimiting/Filters/HostFilter.cs

@@ -21,7 +21,7 @@ namespace CryptoExchange.Net.RateLimiting.Filters
         }
 
         /// <inheritdoc />
-        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey)
+        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
             => host == _host;
 
     }

CryptoExchange.Net/RateLimiting/Filters/LimitItemTypeFilter.cs

@@ -21,7 +21,7 @@ namespace CryptoExchange.Net.RateLimiting.Filters
         }
 
         /// <inheritdoc />
-        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey)
+        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
             => type == _type;
     }
 }

CryptoExchange.Net/RateLimiting/Filters/PathStartFilter.cs

@@ -22,7 +22,7 @@ namespace CryptoExchange.Net.RateLimiting.Filters
         }
 
         /// <inheritdoc />
-        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey)
+        public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
             => definition.Path.StartsWith(_path, StringComparison.OrdinalIgnoreCase);
     }
 }

CryptoExchange.Net/RateLimiting/Guards/RateLimitGuard.cs

@@ -14,26 +14,26 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <summary>
         /// Apply guard per host
         /// </summary>
-        public static Func<RequestDefinition, string, SecureString?, string> PerHost { get; } = new Func<RequestDefinition, string, SecureString?, string>((def, host, key) => host);
+        public static Func<RequestDefinition, string, string?, string> PerHost { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => host);
         /// <summary>
         /// Apply guard per endpoint
         /// </summary>
-        public static Func<RequestDefinition, string, SecureString?, string> PerEndpoint { get; } = new Func<RequestDefinition, string, SecureString?, string>((def, host, key) => def.Path + def.Method);
+        public static Func<RequestDefinition, string, string?, string> PerEndpoint { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => def.Path + def.Method);
         /// <summary>
         /// Apply guard per API key
         /// </summary>
-        public static Func<RequestDefinition, string, SecureString?, string> PerApiKey { get; } = new Func<RequestDefinition, string, SecureString?, string>((def, host, key) => key!.GetString());
+        public static Func<RequestDefinition, string, string?, string> PerApiKey { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => key!);
         /// <summary>
         /// Apply guard per API key per endpoint
         /// </summary>
-        public static Func<RequestDefinition, string, SecureString?, string> PerApiKeyPerEndpoint { get; } = new Func<RequestDefinition, string, SecureString?, string>((def, host, key) => key!.GetString() + def.Path + def.Method);
+        public static Func<RequestDefinition, string, string?, string> PerApiKeyPerEndpoint { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => key! + def.Path + def.Method);
 
         private readonly IEnumerable<IGuardFilter> _filters;
         private readonly Dictionary<string, IWindowTracker> _trackers;
         private RateLimitWindowType _windowType;
         private double? _decayRate;
         private int? _connectionWeight;
-        private readonly Func<RequestDefinition, string, SecureString?, string> _keySelector;
+        private readonly Func<RequestDefinition, string, string?, string> _keySelector;
 
         /// <inheritdoc />
         public string Name => "RateLimitGuard";
@@ -60,7 +60,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <param name="windowType">Type of rate limit window</param>
         /// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
         /// <param name="connectionWeight">The weight of a new connection</param>
-        public RateLimitGuard(Func<RequestDefinition, string, SecureString?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null)
+        public RateLimitGuard(Func<RequestDefinition, string, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null)
             : this(keySelector, new[] { filter }, limit, timeSpan, windowType, decayPerTimeSpan, connectionWeight)
         {
         }
@@ -75,7 +75,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <param name="windowType">Type of rate limit window</param>
         /// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
         /// <param name="connectionWeight">The weight of a new connection</param>
-        public RateLimitGuard(Func<RequestDefinition, string, SecureString?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null)
+        public RateLimitGuard(Func<RequestDefinition, string, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null)
         {
             _filters = filters;
             _trackers = new Dictionary<string, IWindowTracker>();
@@ -88,7 +88,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         }
 
         /// <inheritdoc />
-        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight)
+        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
         {
             foreach(var filter in _filters)
             {
@@ -114,7 +114,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         }
 
         /// <inheritdoc />
-        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight)
+        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
         {
             foreach (var filter in _filters)
             {

CryptoExchange.Net/RateLimiting/Guards/RetryAfterGuard.cs

@@ -38,7 +38,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         }
 
         /// <inheritdoc />
-        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight)
+        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
         {
             var dif = (After + _windowBuffer) - DateTime.UtcNow;
             if (dif <= TimeSpan.Zero)
@@ -48,7 +48,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         }
 
         /// <inheritdoc />
-        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight)
+        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
         {
             return RateLimitState.NotApplied;
         }

CryptoExchange.Net/RateLimiting/Guards/SingleLimitGuard.cs

@@ -12,9 +12,22 @@ namespace CryptoExchange.Net.RateLimiting.Guards
     /// </summary>
     public class SingleLimitGuard : IRateLimitGuard
     {
+        /// <summary>
+        /// Default endpoint limit
+        /// </summary>
+        public static Func<RequestDefinition, string, string?, string> Default { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => def.Path + def.Method);
+
+        /// <summary>
+        /// Endpoint limit per API key
+        /// </summary>
+        public static Func<RequestDefinition, string, string?, string> PerApiKey { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => def.Path + def.Method);
+
         private readonly Dictionary<string, IWindowTracker> _trackers;
         private readonly RateLimitWindowType _windowType;
         private readonly double? _decayRate;
+        private readonly int _limit;
+        private readonly TimeSpan _period;
+        private readonly Func<RequestDefinition, string, string?, string> _keySelector;
 
         /// <inheritdoc />
         public string Name => "EndpointLimitGuard";
@@ -25,20 +38,28 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <summary>
         /// ctor
         /// </summary>
-        public SingleLimitGuard(RateLimitWindowType windowType, double? decayRate = null)
+        public SingleLimitGuard(
+            int limit,
+            TimeSpan period,
+            RateLimitWindowType windowType,
+            double? decayRate = null,
+            Func<RequestDefinition, string, string?, string>? keySelector = null)
         {
+            _limit = limit;
+            _period = period;
             _windowType = windowType;
             _decayRate = decayRate;
+            _keySelector = keySelector ?? Default;
             _trackers = new Dictionary<string, IWindowTracker>();
         }
 
         /// <inheritdoc />
-        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight)
+        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
         {
-            var key = definition.Path + definition.Method;
+            var key = _keySelector(definition, host, apiKey);
             if (!_trackers.TryGetValue(key, out var tracker))
             {
-                tracker = CreateTracker(definition.EndpointLimitCount!.Value, definition.EndpointLimitPeriod!.Value);
+                tracker = CreateTracker();
                 _trackers.Add(key, tracker);
             }
 
@@ -46,27 +67,27 @@ namespace CryptoExchange.Net.RateLimiting.Guards
             if (delay == default)
                 return LimitCheck.NotNeeded;
 
-            return LimitCheck.Needed(delay, definition.EndpointLimitCount!.Value, definition.EndpointLimitPeriod!.Value, tracker.Current);
+            return LimitCheck.Needed(delay, _limit, _period, tracker.Current);
         }
 
         /// <inheritdoc />
-        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight)
+        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
         {
-            var key = definition.Path + definition.Method;
+            var key = _keySelector(definition, host, apiKey);
             var tracker = _trackers[key];
             tracker.ApplyWeight(requestWeight);
-            return RateLimitState.Applied(definition.EndpointLimitCount!.Value, definition.EndpointLimitPeriod!.Value, tracker.Current);
+            return RateLimitState.Applied(_limit, _period, tracker.Current);
         }
 
         /// <summary>
         /// Create a new WindowTracker
         /// </summary>
         /// <returns></returns>
-        protected IWindowTracker CreateTracker(int limit, TimeSpan timeSpan)
+        protected IWindowTracker CreateTracker()
         {
-            return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(limit, timeSpan)
-                : _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(limit, timeSpan) :
-                new DecayWindowTracker(limit, timeSpan, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
+            return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period)
+                : _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period) :
+                new DecayWindowTracker(_limit, _period, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
         }
     }
 }

CryptoExchange.Net/RateLimiting/Interfaces/IGuardFilter.cs

@@ -16,6 +16,6 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <param name="host">The host address</param>
         /// <param name="apiKey">The API key</param>
         /// <returns>True if passed</returns>
-        bool Passes(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey);
+        bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey);
     }
 }

CryptoExchange.Net/RateLimiting/Interfaces/IRateLimitGate.cs

@@ -32,13 +32,6 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <returns></returns>
         Task SetRetryAfterGuardAsync(DateTime retryAfter);
 
-        /// <summary>
-        /// Set the SingleLimitGuard for handling individual endpoint rate limits
-        /// </summary>
-        /// <param name="guard"></param>
-        /// <returns></returns>
-        IRateLimitGate SetSingleLimitGuard(SingleLimitGuard guard);
-
         /// <summary>
         /// Returns the 'retry after' timestamp if set
         /// </summary>
@@ -58,21 +51,21 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <param name="behaviour">Behaviour when rate limit is hit</param>
         /// <param name="ct">Cancelation token</param>
         /// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
-        Task<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string baseAddress, SecureString? apiKey, int requestWeight, RateLimitingBehaviour behaviour, CancellationToken ct);
+        Task<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string baseAddress, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, CancellationToken ct);
 
         /// <summary>
         /// Enforces the rate limit as defined in the request definition. When a rate limit is hit will wait for the rate limit to pass if RateLimitingBehaviour is Wait, or return an error if it is set to Fail
         /// </summary>
         /// <param name="logger">Logger</param>
         /// <param name="itemId">Id of the item to check</param>
+        /// <param name="guard">The guard</param>
         /// <param name="type">The rate limit item type</param>
         /// <param name="definition">The request definition</param>
         /// <param name="baseAddress">The host address</param>
         /// <param name="apiKey">The API key</param>
-        /// <param name="requestWeight">Request weight</param>
         /// <param name="behaviour">Behaviour when rate limit is hit</param>
         /// <param name="ct">Cancelation token</param>
         /// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
-        Task<CallResult> ProcessSingleAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string baseAddress, SecureString? apiKey, int requestWeight, RateLimitingBehaviour behaviour, CancellationToken ct);
+        Task<CallResult> ProcessSingleAsync(ILogger logger, int itemId, IRateLimitGuard guard, RateLimitItemType type, RequestDefinition definition, string baseAddress, string? apiKey, RateLimitingBehaviour behaviour, CancellationToken ct);
     }
 }

CryptoExchange.Net/RateLimiting/Interfaces/IRateLimitGuard.cs

@@ -28,7 +28,7 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <param name="apiKey">The API key</param>
         /// <param name="requestWeight">The request weight</param>
         /// <returns></returns>
-        LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight);
+        LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight);
 
         /// <summary>
         /// Apply the request to this guard with the specified weight
@@ -39,6 +39,6 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <param name="apiKey">The API key</param>
         /// <param name="requestWeight">The request weight</param>
         /// <returns></returns>
-        RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight);
+        RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight);
     }
 }

CryptoExchange.Net/RateLimiting/RateLimitGate.cs

@@ -16,7 +16,6 @@ namespace CryptoExchange.Net.RateLimiting
     /// <inheritdoc />
     public class RateLimitGate : IRateLimitGate
     {
-        private IRateLimitGuard _singleLimitGuard = new SingleLimitGuard(RateLimitWindowType.Sliding);
         private readonly ConcurrentBag<IRateLimitGuard> _guards;
         private readonly SemaphoreSlim _semaphore;
         private readonly string _name;
@@ -37,7 +36,7 @@ namespace CryptoExchange.Net.RateLimiting
         }
 
         /// <inheritdoc />
-        public async Task<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, CancellationToken ct)
+        public async Task<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, CancellationToken ct)
         {
             await _semaphore.WaitAsync(ct).ConfigureAwait(false);
             _waitingCount++;
@@ -53,16 +52,23 @@ namespace CryptoExchange.Net.RateLimiting
         }
 
         /// <inheritdoc />
-        public async Task<CallResult> ProcessSingleAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, CancellationToken ct)
+        public async Task<CallResult> ProcessSingleAsync(
+            ILogger logger,
+            int itemId,
+            IRateLimitGuard guard,
+            RateLimitItemType type,
+            RequestDefinition definition, 
+            string host,
+            string? apiKey,
+            RateLimitingBehaviour rateLimitingBehaviour,
+            CancellationToken ct)
         {
             await _semaphore.WaitAsync(ct).ConfigureAwait(false);
-            if (requestWeight == 0)
-                requestWeight = 1;
 
             _waitingCount++;
             try
             {
-                return await CheckGuardsAsync(new IRateLimitGuard[] { _singleLimitGuard }, logger, itemId, type, definition, host, apiKey, requestWeight, rateLimitingBehaviour, ct).ConfigureAwait(false);
+                return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, host, apiKey, 1, rateLimitingBehaviour, ct).ConfigureAwait(false);
             }
             finally
             {
@@ -71,7 +77,7 @@ namespace CryptoExchange.Net.RateLimiting
             }
         }
 
-        private async Task<CallResult> CheckGuardsAsync(IEnumerable<IRateLimitGuard> guards, ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, SecureString? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, CancellationToken ct)
+        private async Task<CallResult> CheckGuardsAsync(IEnumerable<IRateLimitGuard> guards, ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, CancellationToken ct)
         {
             foreach (var guard in guards)
             {
@@ -101,7 +107,7 @@ namespace CryptoExchange.Net.RateLimiting
                         logger.RateLimitDelayingRequest(itemId, definition.Path, result.Delay, guard.Name, description);
 
                     RateLimitTriggered?.Invoke(new RateLimitEvent(_name, guard.Description, definition, host, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
-                    await Task.Delay(result.Delay, ct).ConfigureAwait(false);
+                    await Task.Delay((int)result.Delay.TotalMilliseconds + 1, ct).ConfigureAwait(false);
                     await _semaphore.WaitAsync(ct).ConfigureAwait(false);
                     return await CheckGuardsAsync(guards, logger, itemId, type, definition, host, apiKey, requestWeight, rateLimitingBehaviour, ct).ConfigureAwait(false);
                 }
@@ -130,13 +136,6 @@ namespace CryptoExchange.Net.RateLimiting
             return this;
         }
 
-        /// <inheritdoc />
-        public IRateLimitGate SetSingleLimitGuard(SingleLimitGuard guard)
-        {
-            _singleLimitGuard = guard;
-            return this;
-        }
-
         /// <inheritdoc />
         public async Task SetRetryAfterGuardAsync(DateTime retryAfter)
         {

CryptoExchange.Net/RateLimiting/Trackers/DecayWindowTracker.cs

@@ -80,7 +80,10 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         private TimeSpan DetermineWaitTime(int requestWeight)
         {
             var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
-            return TimeSpan.FromMilliseconds(Math.Ceiling(weightToRemove / DecreaseRate) * TimePeriod.TotalMilliseconds);
+            var result = TimeSpan.FromMilliseconds(Math.Ceiling(weightToRemove / DecreaseRate) * TimePeriod.TotalMilliseconds);
+            if (result < TimeSpan.Zero)
+                return TimeSpan.Zero;
+            return result;
         }
     }
 }

CryptoExchange.Net/RateLimiting/Trackers/FixedAfterStartWindowTracker.cs

@@ -97,7 +97,10 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         private TimeSpan DetermineWaitTime()
         {
             var checkTime = DateTime.UtcNow;
-            return (_nextReset!.Value - checkTime) + _fixedWindowBuffer;
+            var result = (_nextReset!.Value - checkTime) + _fixedWindowBuffer;
+            if (result < TimeSpan.Zero)
+                return TimeSpan.Zero;
+            return result;
         }
     }
 }

CryptoExchange.Net/RateLimiting/Trackers/FixedWindowTracker.cs

@@ -93,7 +93,10 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
             var checkTime = DateTime.UtcNow;
             var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
             var wait = startCurrentWindow.Add(TimePeriod) - checkTime;
-            return wait.Add(_fixedWindowBuffer);
+            var result = wait.Add(_fixedWindowBuffer);
+            if (result < TimeSpan.Zero)
+                return TimeSpan.Zero;
+            return result;
         }
     }
 }

CryptoExchange.Net/RateLimiting/Trackers/SlidingWindowTracker.cs

@@ -16,6 +16,11 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
         private readonly List<LimitEntry> _entries;
         private int _currentWeight = 0;
 
+        /// <summary>
+        /// Additional wait time to apply to account for fluctuating request times
+        /// </summary>
+        private static readonly TimeSpan _slidingWindowBuffer = TimeSpan.FromMilliseconds(1000);
+
         public SlidingWindowTracker(int limit, TimeSpan period)
         {
             Limit = limit;
@@ -89,7 +94,10 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
                 removedWeight += entry.Weight;
                 if (removedWeight >= weightToRemove)
                 {
-                    return entry.Timestamp + TimePeriod - DateTime.UtcNow;
+                    var result = entry.Timestamp + TimePeriod + _slidingWindowBuffer - DateTime.UtcNow;
+                    if (result < TimeSpan.Zero)
+                        return TimeSpan.Zero;
+                    return result;
                 }
             }
 

CryptoExchange.Net/Requests/RequestFactory.cs

@@ -19,6 +19,7 @@ namespace CryptoExchange.Net.Requests
             if (client == null)
             {
                 var handler = new HttpClientHandler();
+                handler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
                 if (proxy != null)
                 {
                     handler.Proxy = new WebProxy

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -47,6 +47,7 @@ namespace CryptoExchange.Net.Sockets
         private ProcessState _processState;
         private DateTime _lastReconnectTime;
         private string _baseAddress;
+        private int _reconnectAttempt;
 
         private const int _receiveBufferSize = 1048576;
         private const int _sendBufferSize = 4096;
@@ -107,7 +108,7 @@ namespace CryptoExchange.Net.Sockets
         public event Func<Task>? OnClose;
 
         /// <inheritdoc />
-        public event Action<WebSocketMessageType, ReadOnlyMemory<byte>>? OnStreamMessage;
+        public event Func<WebSocketMessageType, ReadOnlyMemory<byte>, Task>? OnStreamMessage;
 
         /// <inheritdoc />
         public event Func<int, Task>? OnRequestSent;
@@ -232,36 +233,37 @@ namespace CryptoExchange.Net.Sockets
             while (!_stopRequested)
             {
                 _logger.SocketStartingProcessing(Id);
-                _processState = ProcessState.Processing;
+                SetProcessState(ProcessState.Processing);
                 var sendTask = SendLoopAsync();
                 var receiveTask = ReceiveLoopAsync();
                 var timeoutTask = Parameters.Timeout != null && Parameters.Timeout > TimeSpan.FromSeconds(0) ? CheckTimeoutAsync() : Task.CompletedTask;
                 await Task.WhenAll(sendTask, receiveTask, timeoutTask).ConfigureAwait(false);
                 _logger.SocketFinishedProcessing(Id);
 
-                _processState = ProcessState.WaitingForClose;
+                SetProcessState(ProcessState.WaitingForClose);
                 while (_closeTask == null)
                     await Task.Delay(50).ConfigureAwait(false);
 
                 await _closeTask.ConfigureAwait(false);
-                _closeTask = null;
+                if (!_stopRequested)
+                    _closeTask = null;
 
-                if (!Parameters.AutoReconnect)
+                if (Parameters.ReconnectPolicy == ReconnectPolicy.Disabled)
                 {
-                    _processState = ProcessState.Idle;
+                    SetProcessState(ProcessState.Idle);
                     await (OnClose?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                     return;
-                }    
+                }
 
                 if (!_stopRequested)
                 {
-                    _processState = ProcessState.Reconnecting;
+                    SetProcessState(ProcessState.Reconnecting);
                     await (OnReconnecting?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);                    
                 }
 
-                var sinceLastReconnect = DateTime.UtcNow - _lastReconnectTime;
-                if (sinceLastReconnect < Parameters.ReconnectInterval)
-                    await Task.Delay(Parameters.ReconnectInterval - sinceLastReconnect).ConfigureAwait(false);
+                // Delay here to prevent very repid looping when a connection to the server is accepted and immediately disconnected
+                var initialDelay = GetReconnectDelay();
+                await Task.Delay(initialDelay).ConfigureAwait(false);
 
                 while (!_stopRequested)
                 {
@@ -282,32 +284,58 @@ namespace CryptoExchange.Net.Sockets
                     _ctsSource = new CancellationTokenSource();
                     while (_sendBuffer.TryDequeue(out _)) { } // Clear send buffer
 
+                    _reconnectAttempt++;
                     var connected = await ConnectInternalAsync().ConfigureAwait(false);
                     if (!connected)
                     {
-                        await Task.Delay(Parameters.ReconnectInterval).ConfigureAwait(false);
+                        // Delay between reconnect attempts
+                        var delay = GetReconnectDelay();
+                        await Task.Delay(delay).ConfigureAwait(false);
                         continue;
                     }
 
+                    _reconnectAttempt = 0;
                     _lastReconnectTime = DateTime.UtcNow;
+
+                    // Set to processing before reconnect handling
+                    SetProcessState(ProcessState.Processing);
                     await (OnReconnected?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                     break;
                 }
             }
 
-            _processState = ProcessState.Idle;
+            SetProcessState(ProcessState.Idle);
+        }
+
+        private TimeSpan GetReconnectDelay()
+        {
+            if (_reconnectAttempt == 0)
+            {
+                // Means this is directly after disconnecting. Only delay if the last reconnect time is very recent
+                var sinceLastReconnect = DateTime.UtcNow - _lastReconnectTime;
+                if (sinceLastReconnect < TimeSpan.FromSeconds(5))
+                    return TimeSpan.FromSeconds(5) - sinceLastReconnect;
+
+                return TimeSpan.FromMilliseconds(1);
+            }
+
+            var delay = Parameters.ReconnectPolicy == ReconnectPolicy.FixedDelay ? Parameters.ReconnectInterval : TimeSpan.FromSeconds(Math.Pow(2, Math.Min(5, _reconnectAttempt)));
+            if (delay > TimeSpan.Zero)
+                return delay;
+            return TimeSpan.FromMilliseconds(1);
         }
 
         /// <inheritdoc />
-        public virtual void Send(int id, string data, int weight)
+        public virtual bool Send(int id, string data, int weight)
         {
-            if (_ctsSource.IsCancellationRequested)
-                return;
+            if (_ctsSource.IsCancellationRequested || _processState != ProcessState.Processing)
+                return false;
 
             var bytes = Parameters.Encoding.GetBytes(data);
             _logger.SocketAddingBytesToSendBuffer(Id, id, bytes);
             _sendBuffer.Enqueue(new SendItem { Id = id, Weight = weight, Bytes = bytes });
             _sendEvent.Set();
+            return true;
         }
 
         /// <inheritdoc />
@@ -366,36 +394,33 @@ namespace CryptoExchange.Net.Sockets
             if (_disposed)
                 return;
 
-            //_closeState = CloseState.Closing;
-            _ctsSource.Cancel();
-            _sendEvent.Set();
-
-            if (_socket.State == WebSocketState.Open)
+            try
             {
-                try
-                {
-                    await _socket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
-                }
-                catch (Exception)
-                {
-                    // Can sometimes throw an exception when socket is in aborted state due to timing
-                    // Websocket is set to Aborted state when the cancelation token is set during SendAsync/ReceiveAsync
-                    // So socket might go to aborted state, might still be open
-                }
-            }
-            else if(_socket.State == WebSocketState.CloseReceived)
-            {
-                try
+                if (_socket.State == WebSocketState.CloseReceived)
                 {
                     await _socket.CloseAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
                 }
-                catch (Exception)
+                else if (_socket.State == WebSocketState.Open)
                 {
-                    // Can sometimes throw an exception when socket is in aborted state due to timing
-                    // Websocket is set to Aborted state when the cancelation token is set during SendAsync/ReceiveAsync
-                    // So socket might go to aborted state, might still be open
+                    await _socket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
+                    var startWait = DateTime.UtcNow;
+                    while (_socket.State != WebSocketState.Closed && _socket.State != WebSocketState.Aborted)
+                    {
+                        // Wait until we receive close confirmation
+                        await Task.Delay(10).ConfigureAwait(false);
+                        if (DateTime.UtcNow - startWait > TimeSpan.FromSeconds(5))
+                            break; // Wait for max 5 seconds, then just abort the connection
+                    }
                 }
             }
+            catch (Exception)
+            {
+                // Can sometimes throw an exception when socket is in aborted state due to timing
+                // Websocket is set to Aborted state when the cancelation token is set during SendAsync/ReceiveAsync
+                // So socket might go to aborted state, might still be open
+            }
+
+            _ctsSource.Cancel();
         }
 
         /// <summary>
@@ -413,6 +438,7 @@ namespace CryptoExchange.Net.Sockets
             _disposed = true;
             _socket.Dispose();
             _ctsSource?.Dispose();
+            _sendEvent.Dispose();
             _logger.SocketDisposed(Id);
         }
 
@@ -427,10 +453,15 @@ namespace CryptoExchange.Net.Sockets
             {
                 while (true)
                 {
-                    if (_ctsSource.IsCancellationRequested)
+                    try
+                    {
+                        if (!_sendBuffer.Any())
+                            await _sendEvent.WaitAsync(ct: _ctsSource.Token).ConfigureAwait(false);
+                    }
+                    catch (OperationCanceledException)
+                    {
                         break;
-
-                    await _sendEvent.WaitAsync().ConfigureAwait(false);
+                    }
 
                     if (_ctsSource.IsCancellationRequested)
                         break;
@@ -439,11 +470,19 @@ namespace CryptoExchange.Net.Sockets
                     {
                         if (Parameters.RateLimiter != null)
                         {
-                            var limitResult = await Parameters.RateLimiter.ProcessAsync(_logger, data.Id, RateLimitItemType.Request, requestDefinition, _baseAddress, null, data.Weight, Parameters.RateLimitingBehaviour, _ctsSource.Token).ConfigureAwait(false);
-                            if (!limitResult)
+                            try
                             {
-                                await (OnRequestRateLimited?.Invoke(data.Id) ?? Task.CompletedTask).ConfigureAwait(false);
-                                continue;
+                                var limitResult = await Parameters.RateLimiter.ProcessAsync(_logger, data.Id, RateLimitItemType.Request, requestDefinition, _baseAddress, null, data.Weight, Parameters.RateLimitingBehaviour, _ctsSource.Token).ConfigureAwait(false);
+                                if (!limitResult)
+                                {
+                                    await (OnRequestRateLimited?.Invoke(data.Id) ?? Task.CompletedTask).ConfigureAwait(false);
+                                    continue;
+                                }
+                            }
+                            catch (OperationCanceledException)
+                            {
+                                // canceled
+                                break;
                             }
                         }
 
@@ -476,7 +515,8 @@ namespace CryptoExchange.Net.Sockets
                 // Make sure we at least let the owner know there was an error
                 _logger.SocketSendLoopStoppedWithException(Id, e.Message, e);
                 await (OnError?.Invoke(e) ?? Task.CompletedTask).ConfigureAwait(false);
-                throw;
+                if (_closeTask?.IsCompleted != false)
+                    _closeTask = CloseInternalAsync();
             }
             finally
             {
@@ -527,10 +567,20 @@ namespace CryptoExchange.Net.Sockets
 
                         if (receiveResult.MessageType == WebSocketMessageType.Close)
                         {
-                            // Connection closed unexpectedly
-                            _logger.SocketReceivedCloseMessage(Id, receiveResult.CloseStatus.ToString(), receiveResult.CloseStatusDescription);
-                            if (_closeTask?.IsCompleted != false)
-                                _closeTask = CloseInternalAsync();
+                            // Connection closed
+                            if (_socket.State == WebSocketState.CloseReceived)
+                            {
+                                // Close received means it server initiated, we should send a confirmation and close the socket
+                                _logger.SocketReceivedCloseMessage(Id, receiveResult.CloseStatus.ToString(), receiveResult.CloseStatusDescription);
+                                if (_closeTask?.IsCompleted != false)
+                                    _closeTask = CloseInternalAsync();
+                            }
+                            else
+                            {
+                                // Means the socket is now closed and we were the one initiating it
+                                _logger.SocketReceivedCloseConfirmation(Id, receiveResult.CloseStatus.ToString(), receiveResult.CloseStatusDescription);
+                            }
+
                             break;
                         }
 
@@ -551,7 +601,7 @@ namespace CryptoExchange.Net.Sockets
                             {
                                 // Received a complete message and it's not multi part
                                 _logger.SocketReceivedSingleMessage(Id, receiveResult.Count);
-                                ProcessData(receiveResult.MessageType, new ReadOnlyMemory<byte>(buffer.Array, buffer.Offset, receiveResult.Count));
+                                await ProcessData(receiveResult.MessageType, new ReadOnlyMemory<byte>(buffer.Array, buffer.Offset, receiveResult.Count)).ConfigureAwait(false);
                             }
                             else
                             {
@@ -586,7 +636,7 @@ namespace CryptoExchange.Net.Sockets
                         {
                             _logger.SocketReassembledMessage(Id, multipartStream!.Length);
                             // Get the underlying buffer of the memorystream holding the written data and delimit it (GetBuffer return the full array, not only the written part)
-                            ProcessData(receiveResult.MessageType, new ReadOnlyMemory<byte>(multipartStream.GetBuffer(), 0, (int)multipartStream.Length));
+                            await ProcessData(receiveResult.MessageType, new ReadOnlyMemory<byte>(multipartStream.GetBuffer(), 0, (int)multipartStream.Length)).ConfigureAwait(false);
                         }
                         else
                         {
@@ -602,7 +652,8 @@ namespace CryptoExchange.Net.Sockets
                 // Make sure we at least let the owner know there was an error
                 _logger.SocketReceiveLoopStoppedWithException(Id, e);
                 await (OnError?.Invoke(e) ?? Task.CompletedTask).ConfigureAwait(false);
-                throw;
+                if (_closeTask?.IsCompleted != false)
+                    _closeTask = CloseInternalAsync();
             }
             finally
             {
@@ -616,10 +667,10 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="type"></param>
         /// <param name="data"></param>
         /// <returns></returns>
-        protected void ProcessData(WebSocketMessageType type, ReadOnlyMemory<byte> data)
+        protected async Task ProcessData(WebSocketMessageType type, ReadOnlyMemory<byte> data)
         {
             LastActionTime = DateTime.UtcNow;
-            OnStreamMessage?.Invoke(type, data);
+            await (OnStreamMessage?.Invoke(type, data) ?? Task.CompletedTask).ConfigureAwait(false);
         }
 
         /// <summary>
@@ -660,7 +711,6 @@ namespace CryptoExchange.Net.Sockets
                 // any exception here will stop the timeout checking, but do so silently unless the socket get's stopped.
                 // Make sure we at least let the owner know there was an error
                 await (OnError?.Invoke(e) ?? Task.CompletedTask).ConfigureAwait(false);
-                throw;
             }
         }
 
@@ -685,10 +735,14 @@ namespace CryptoExchange.Net.Sockets
             var checkTime = DateTime.UtcNow;
             if (checkTime - _lastReceivedMessagesUpdate > TimeSpan.FromSeconds(1))
             {
-                foreach (var msg in _receivedMessages.ToList()) // To list here because we're removing from the list
+                for (var i = 0; i < _receivedMessages.Count; i++)
                 {
+                    var msg = _receivedMessages[i];
                     if (checkTime - msg.Timestamp > TimeSpan.FromSeconds(3))
+                    {
                         _receivedMessages.Remove(msg);
+                        i--;
+                    }
                 }
 
                 _lastReceivedMessagesUpdate = checkTime;
@@ -716,6 +770,15 @@ namespace CryptoExchange.Net.Sockets
             if (proxy.Login != null)
                 socket.Options.Proxy.Credentials = new NetworkCredential(proxy.Login, proxy.Password);
         }
+
+        private void SetProcessState(ProcessState state)
+        {
+            if (_processState == state)
+                return;
+
+            _logger.SocketProcessingStateChanged(Id, _processState.ToString(), state.ToString());
+            _processState = state;
+        }
     }
 
     /// <summary>
@@ -729,7 +792,7 @@ namespace CryptoExchange.Net.Sockets
         public int Id { get; set; }
 
         /// <summary>
-        /// The request id
+        /// The request weight
         /// </summary>
         public int Weight { get; set; }
 

CryptoExchange.Net/Sockets/DedicatedConnectionConfig.cs

@@ -0,0 +1,21 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Sockets
+{
+    /// <summary>
+    /// Dedicated connection configuration
+    /// </summary>
+    public class DedicatedConnectionConfig
+    {
+        /// <summary>
+        /// Socket address
+        /// </summary>
+        public string SocketAddress { get; set; } = string.Empty;
+        /// <summary>
+        /// authenticated
+        /// </summary>
+        public bool Authenticated { get; set; }
+    }
+}

CryptoExchange.Net/Sockets/Query.cs

@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Requests;
 using System;
 using System.Collections.Generic;
 using System.Threading;
@@ -18,16 +19,22 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public int Id { get; } = ExchangeHelpers.NextId();
 
-        /// <summary>
-        /// Can handle data
-        /// </summary>
-        public bool CanHandleData => true;
-
         /// <summary>
         /// Has this query been completed
         /// </summary>
         public bool Completed { get; set; }
 
+        /// <summary>
+        /// The number of required responses. Can be more than 1 when for example subscribing multiple symbols streams in a single request,
+        /// and each symbol receives it's own confirmation response
+        /// </summary>
+        public int RequiredResponses { get; set; } = 1;
+
+        /// <summary>
+        /// The current number of responses received on this query
+        /// </summary>
+        public int CurrentResponses { get; set; }
+
         /// <summary>
         /// Timestamp of when the request was send
         /// </summary>
@@ -46,7 +53,7 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Wait event for the calling message processing thread
         /// </summary>
-        public ManualResetEvent? ContinueAwaiter { get; set; }
+        public AsyncResetEvent? ContinueAwaiter { get; set; }
 
         /// <summary>
         /// Strings to match this query to a received message
@@ -112,11 +119,12 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <summary>
-        /// Wait untill timeout or the request is competed
+        /// Wait until timeout or the request is completed
         /// </summary>
         /// <param name="timeout"></param>
+        /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        public async Task WaitAsync(TimeSpan timeout) => await _event.WaitAsync(timeout).ConfigureAwait(false);
+        public async Task WaitAsync(TimeSpan timeout, CancellationToken ct) => await _event.WaitAsync(timeout, ct).ConfigureAwait(false);
 
         /// <inheritdoc />
         public virtual CallResult<object> Deserialize(IMessageAccessor message, Type type) => message.Deserialize(type);
@@ -138,23 +146,24 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="message"></param>
         /// <param name="connection"></param>
         /// <returns></returns>
-        public abstract CallResult Handle(SocketConnection connection, DataEvent<object> message);
+        public abstract Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message);
 
     }
 
     /// <summary>
     /// Query
     /// </summary>
-    /// <typeparam name="TResponse">Response object type</typeparam>
-    public abstract class Query<TResponse> : Query
+    /// <typeparam name="TServerResponse">The type returned from the server</typeparam>
+    /// <typeparam name="THandlerResponse">The type to be returned to the caller</typeparam>
+    public abstract class Query<TServerResponse, THandlerResponse> : Query
     {
         /// <inheritdoc />
-        public override Type? GetMessageType(IMessageAccessor message) => typeof(TResponse);
+        public override Type? GetMessageType(IMessageAccessor message) => typeof(TServerResponse);
 
         /// <summary>
         /// The typed call result
         /// </summary>
-        public CallResult<TResponse>? TypedResult => (CallResult<TResponse>?)Result;
+        public CallResult<THandlerResponse>? TypedResult => (CallResult<THandlerResponse>?)Result;
 
         /// <summary>
         /// ctor
@@ -167,13 +176,26 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <inheritdoc />
-        public override CallResult Handle(SocketConnection connection, DataEvent<object> message)
+        public override async Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message)
         {
-            Completed = true;
-            Response = message.Data;
-            Result = HandleMessage(connection, message.As((TResponse)message.Data));
-            _event.Set();
-            ContinueAwaiter?.WaitOne();
+            CurrentResponses++;
+            if (CurrentResponses == RequiredResponses)
+            {
+                Completed = true;
+                Response = message.Data;
+            }
+
+            if (Result?.Success != false)
+                // If an error result is already set don't override that
+                Result = HandleMessage(connection, message.As((TServerResponse)message.Data));
+
+            if (CurrentResponses == RequiredResponses)
+            {
+                _event.Set();
+                if (ContinueAwaiter != null)
+                    await ContinueAwaiter.WaitAsync().ConfigureAwait(false);
+            }
+
             return Result;
         }
 
@@ -183,7 +205,7 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="connection"></param>
         /// <param name="message"></param>
         /// <returns></returns>
-        public virtual CallResult<TResponse> HandleMessage(SocketConnection connection, DataEvent<TResponse> message) => new CallResult<TResponse>(message.Data, message.OriginalData, null);
+        public abstract CallResult<THandlerResponse> HandleMessage(SocketConnection connection, DataEvent<TServerResponse> message);
 
         /// <inheritdoc />
         public override void Timeout()
@@ -192,7 +214,7 @@ namespace CryptoExchange.Net.Sockets
                 return;
 
             Completed = true;
-            Result = new CallResult<TResponse>(new CancellationRequestedError(null, "Query timeout", null));
+            Result = new CallResult<THandlerResponse>(new CancellationRequestedError(null, "Query timeout", null));
             ContinueAwaiter?.Set();
             _event.Set();
         }
@@ -200,10 +222,35 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public override void Fail(Error error)
         {
-            Result = new CallResult<TResponse>(error);
+            Result = new CallResult<THandlerResponse>(error);
             Completed = true;
             ContinueAwaiter?.Set();
             _event.Set();
         }
     }
+
+    /// <summary>
+    /// Query
+    /// </summary>
+    /// <typeparam name="TResponse">Response object type</typeparam>
+    public abstract class Query<TResponse> : Query<TResponse, TResponse>
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="request"></param>
+        /// <param name="authenticated"></param>
+        /// <param name="weight"></param>
+        protected Query(object request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
+        {
+        }
+
+        /// <summary>
+        /// Handle the query response
+        /// </summary>
+        /// <param name="connection"></param>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        public override CallResult<TResponse> HandleMessage(SocketConnection connection, DataEvent<TResponse> message) => message.ToCallResult();
+    }
 }

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -175,6 +175,11 @@ namespace CryptoExchange.Net.Sockets
             }
         }
 
+        /// <summary>
+        /// Whether this connection should be kept alive even when there is no subscription
+        /// </summary>
+        public bool DedicatedRequestConnection { get; internal set; }
+
         private bool _pausedActivity;
         private readonly object _listenersLock;
         private readonly List<IMessageProcessor> _listeners;
@@ -408,14 +413,14 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="data"></param>
         /// <param name="type"></param>
         /// <returns></returns>
-        protected virtual void HandleStreamMessage(WebSocketMessageType type, ReadOnlyMemory<byte> data)
+        protected virtual async Task HandleStreamMessage(WebSocketMessageType type, ReadOnlyMemory<byte> data)
         {
             var sw = Stopwatch.StartNew();
             var receiveTime = DateTime.UtcNow;
             string? originalData = null;
 
             // 1. Decrypt/Preprocess if necessary
-            data = ApiClient.PreprocessStreamMessage(type, data);
+            data = ApiClient.PreprocessStreamMessage(this, type, data);
 
             // 2. Read data into accessor
             _accessor.Read(data);
@@ -443,7 +448,7 @@ namespace CryptoExchange.Net.Sockets
                 // 4. Get the listeners interested in this message
                 List<IMessageProcessor> processors;
                 lock (_listenersLock)
-                    processors = _listeners.Where(s => s.ListenerIdentifiers.Contains(listenId) && s.CanHandleData).ToList();
+                    processors = _listeners.Where(s => s.ListenerIdentifiers.Contains(listenId)).ToList();
 
                 if (processors.Count == 0)
                 {
@@ -451,7 +456,7 @@ namespace CryptoExchange.Net.Sockets
                     {
                         List<string> listenerIds;
                         lock (_listenersLock)
-                            listenerIds = _listeners.Where(l => l.CanHandleData).SelectMany(l => l.ListenerIdentifiers).ToList();
+                            listenerIds = _listeners.SelectMany(l => l.ListenerIdentifiers).ToList();
                         _logger.ReceivedMessageNotMatchedToAnyListener(SocketId, listenId, string.Join(",", listenerIds));
                         UnhandledMessage?.Invoke(_accessor);
                     }
@@ -478,6 +483,10 @@ namespace CryptoExchange.Net.Sockets
                         continue;
                     }
 
+                    if (processor is Subscription subscriptionProcessor && !subscriptionProcessor.Confirmed)
+                        // If this message is for this listener then it is automatically confirmed, even if the subscription is not (yet) confirmed
+                        subscriptionProcessor.Confirmed = true;
+
                     // 6. Deserialize the message
                     object? deserialized = null;
                     desCache?.TryGetValue(messageType, out deserialized);
@@ -498,7 +507,9 @@ namespace CryptoExchange.Net.Sockets
                     try
                     {
                         var innerSw = Stopwatch.StartNew();
-                        processor.Handle(this, new DataEvent<object>(deserialized, null, originalData, receiveTime, null));
+                        await processor.Handle(this, new DataEvent<object>(deserialized, null, null, originalData, receiveTime, null)).ConfigureAwait(false);
+                        if (processor is Query query && query.RequiredResponses != 1)
+                            _logger.LogDebug($"[Sckt {SocketId}] [Req {query.Id}] responses: {query.CurrentResponses}/{query.RequiredResponses}");
                         totalUserTime += (int)innerSw.ElapsedMilliseconds;
                     }
                     catch (Exception ex)
@@ -564,9 +575,8 @@ namespace CryptoExchange.Net.Sockets
         /// Close a subscription on this connection. If all subscriptions on this connection are closed the connection gets closed as well
         /// </summary>
         /// <param name="subscription">Subscription to close</param>
-        /// <param name="unsubEvenIfNotConfirmed">Whether to send an unsub request even if the subscription wasn't confirmed</param>
         /// <returns></returns>
-        public async Task CloseAsync(Subscription subscription, bool unsubEvenIfNotConfirmed = false)
+        public async Task CloseAsync(Subscription subscription)
         {
             subscription.Closed = true;
 
@@ -580,14 +590,18 @@ namespace CryptoExchange.Net.Sockets
             bool anyDuplicateSubscription;
             lock (_listenersLock)
                 anyDuplicateSubscription = _listeners.OfType<Subscription>().Any(x => x != subscription && x.ListenerIdentifiers.All(l => subscription.ListenerIdentifiers.Contains(l)));
+
+            bool shouldCloseConnection;
+            lock (_listenersLock)
+                shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Closed) && !DedicatedRequestConnection;
             
             if (!anyDuplicateSubscription)
             {
                 bool needUnsub;
                 lock (_listenersLock)
-                    needUnsub = _listeners.Contains(subscription);
+                    needUnsub = _listeners.Contains(subscription) && !shouldCloseConnection;
 
-                if (needUnsub && (unsubEvenIfNotConfirmed || subscription.Confirmed) && _socket.IsOpen)
+                if (needUnsub && _socket.IsOpen)
                     await UnsubscribeAsync(subscription).ConfigureAwait(false);
             }
             else
@@ -601,16 +615,9 @@ namespace CryptoExchange.Net.Sockets
                 return;
             }
 
-            bool shouldCloseConnection;
-            lock (_listenersLock)
-            {
-                shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Closed);
-                if (shouldCloseConnection)
-                    Status = SocketStatus.Closing;
-            }
-
             if (shouldCloseConnection)
             {
+                Status = SocketStatus.Closing;
                 _logger.ClosingNoMoreSubscriptions(SocketId);
                 await CloseAsync().ConfigureAwait(false);
             }
@@ -686,27 +693,30 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         /// <param name="query">Query to send</param>
         /// <param name="continueEvent">Wait event for when the socket message handler can continue</param>
+        /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        public virtual async Task<CallResult> SendAndWaitQueryAsync(Query query, ManualResetEvent? continueEvent = null)
+        public virtual async Task<CallResult> SendAndWaitQueryAsync(Query query, AsyncResetEvent? continueEvent = null, CancellationToken ct = default)
         {
-            await SendAndWaitIntAsync(query, continueEvent).ConfigureAwait(false);
+            await SendAndWaitIntAsync(query, continueEvent, ct).ConfigureAwait(false);
             return query.Result ?? new CallResult(new ServerError("Timeout"));
         }
 
         /// <summary>
         /// Send a query request and wait for an answer
         /// </summary>
-        /// <typeparam name="T">Query response type</typeparam>
+        /// <typeparam name="THandlerResponse">Expected result type</typeparam>
+        /// <typeparam name="TServerResponse">The type returned to the caller</typeparam>
         /// <param name="query">Query to send</param>
         /// <param name="continueEvent">Wait event for when the socket message handler can continue</param>
+        /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        public virtual async Task<CallResult<T>> SendAndWaitQueryAsync<T>(Query<T> query, ManualResetEvent? continueEvent = null)
+        public virtual async Task<CallResult<THandlerResponse>> SendAndWaitQueryAsync<TServerResponse, THandlerResponse>(Query<TServerResponse, THandlerResponse> query, AsyncResetEvent? continueEvent = null, CancellationToken ct = default)
         {
-            await SendAndWaitIntAsync(query, continueEvent).ConfigureAwait(false);
-            return query.TypedResult ?? new CallResult<T>(new ServerError("Timeout"));
+            await SendAndWaitIntAsync(query, continueEvent, ct).ConfigureAwait(false);
+            return query.TypedResult ?? new CallResult<THandlerResponse>(new ServerError("Timeout"));
         }
 
-        private async Task SendAndWaitIntAsync(Query query, ManualResetEvent? continueEvent)
+        private async Task SendAndWaitIntAsync(Query query, AsyncResetEvent? continueEvent, CancellationToken ct = default)
         {
             lock(_listenersLock)
                 _listeners.Add(query);
@@ -723,7 +733,7 @@ namespace CryptoExchange.Net.Sockets
 
             try
             {
-                while (true)
+                while (!ct.IsCancellationRequested)
                 {
                     if (!_socket.IsOpen)
                     {
@@ -734,11 +744,17 @@ namespace CryptoExchange.Net.Sockets
                     if (query.Completed)
                         return;
 
-                    await query.WaitAsync(TimeSpan.FromMilliseconds(500)).ConfigureAwait(false);
+                    await query.WaitAsync(TimeSpan.FromMilliseconds(500), ct).ConfigureAwait(false);
 
                     if (query.Completed)
                         return;
                 }
+
+                if (ct.IsCancellationRequested)
+                {
+                    query.Fail(new CancellationRequestedError());
+                    return;
+                }
             }
             finally
             {
@@ -784,7 +800,9 @@ namespace CryptoExchange.Net.Sockets
             _logger.SendingData(SocketId, requestId, data);
             try
             {
-                _socket.Send(requestId, data, weight);
+                if (!_socket.Send(requestId, data, weight))
+                    return new CallResult(new WebError("Failed to send message, connection not open"));
+
                 return new CallResult(null);
             }
             catch(Exception ex)
@@ -798,20 +816,27 @@ namespace CryptoExchange.Net.Sockets
             if (!_socket.IsOpen)
                 return new CallResult(new WebError("Socket not connected"));
 
-            bool anySubscriptions;
-            lock (_listenersLock)
-                anySubscriptions = _listeners.OfType<Subscription>().Any(s => s.UserSubscription);
-            if (!anySubscriptions)
+            if (!DedicatedRequestConnection)
             {
-                // No need to resubscribe anything
-                _logger.NothingToResubscribeCloseConnection(SocketId);
-                _ = _socket.CloseAsync();
-                return new CallResult(null);
+                bool anySubscriptions;
+                lock (_listenersLock)
+                    anySubscriptions = _listeners.OfType<Subscription>().Any(s => s.UserSubscription);
+                if (!anySubscriptions)
+                {
+                    // No need to resubscribe anything
+                    _logger.NothingToResubscribeCloseConnection(SocketId);
+                    _ = _socket.CloseAsync();
+                    return new CallResult(null);
+                }
             }
 
             bool anyAuthenticated;
             lock (_listenersLock)
-                anyAuthenticated = _listeners.OfType<Subscription>().Any(s => s.Authenticated);
+            {
+                anyAuthenticated = _listeners.OfType<Subscription>().Any(s => s.Authenticated)
+                    || (DedicatedRequestConnection && ApiClient.AuthenticationProvider != null);
+            }
+
             if (anyAuthenticated)
             {
                 // If we reconnected a authenticated connection we need to re-authenticate
@@ -826,40 +851,43 @@ namespace CryptoExchange.Net.Sockets
                 _logger.AuthenticationSucceeded(SocketId);
             }
 
-            // Get a list of all subscriptions on the socket
-            List<Subscription> subList;
-            lock (_listenersLock)
-                subList = _listeners.OfType<Subscription>().ToList();
-
-            foreach(var subscription in subList)
-            {
-                subscription.ConnectionInvocations = 0;
-                var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
-                if (!result)
-                {
-                    _logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
-                    return result;
-                }
-            }
-
             // Foreach subscription which is subscribed by a subscription request we will need to resend that request to resubscribe
-            for (var i = 0; i < subList.Count; i += ApiClient.ClientOptions.MaxConcurrentResubscriptionsPerSocket)
+            int batch = 0;
+            int batchSize = ApiClient.ClientOptions.MaxConcurrentResubscriptionsPerSocket;
+            while (true)
             {
                 if (!_socket.IsOpen)
                     return new CallResult(new WebError("Socket not connected"));
 
+                List<Subscription> subList;
+                lock (_listenersLock)
+                    subList = _listeners.OfType<Subscription>().Skip(batch * batchSize).Take(batchSize).ToList();
+
+                if (subList.Count == 0)
+                    break;
+
                 var taskList = new List<Task<CallResult>>();
-                foreach (var subscription in subList.Skip(i).Take(ApiClient.ClientOptions.MaxConcurrentResubscriptionsPerSocket))
+                foreach (var subscription in subList)
                 {
+                    subscription.ConnectionInvocations = 0;
+                    var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
+                    if (!result)
+                    {
+                        _logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
+                        return result;
+                    }
+
                     var subQuery = subscription.GetSubQuery(this);
                     if (subQuery == null)
                         continue;
 
-                    var waitEvent = new ManualResetEvent(false);
+                    var waitEvent = new AsyncResetEvent(false);
                     taskList.Add(SendAndWaitQueryAsync(subQuery, waitEvent).ContinueWith((r) => 
                     { 
                         subscription.HandleSubQueryResponse(subQuery.Response!);
                         waitEvent.Set();
+                        if (r.Result.Success)
+                            subscription.Confirmed = true;
                         return r.Result;
                     }));
                 }
@@ -867,10 +895,9 @@ namespace CryptoExchange.Net.Sockets
                 await Task.WhenAll(taskList).ConfigureAwait(false);
                 if (taskList.Any(t => !t.Result.Success))
                     return taskList.First(t => !t.Result.Success).Result;
-            }
 
-            foreach (var subscription in subList)
-                subscription.Confirmed = true;
+                batch++;
+            }
 
             if (!_socket.IsOpen)
                 return new CallResult(new WebError("Socket not connected"));

CryptoExchange.Net/Sockets/Subscription.cs

@@ -5,6 +5,7 @@ using Microsoft.Extensions.Logging;
 using System;
 using System.Collections.Generic;
 using System.Threading;
+using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Sockets
 {
@@ -18,11 +19,6 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public int Id { get; set; }
 
-        /// <summary>
-        /// Can handle data
-        /// </summary>
-        public bool CanHandleData => Confirmed || HandleUpdatesBeforeConfirmation;
-
         /// <summary>
         /// Total amount of invocations
         /// </summary>
@@ -42,11 +38,6 @@ namespace CryptoExchange.Net.Sockets
         /// Has the subscription been confirmed
         /// </summary>
         public bool Confirmed { get; set; }
-        
-        /// <summary>
-        /// Whether this subscription should handle update messages before confirmation
-        /// </summary>
-        public bool HandleUpdatesBeforeConfirmation { get; set; }
 
         /// <summary>
         /// Is the subscription closed
@@ -132,11 +123,11 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="connection"></param>
         /// <param name="message"></param>
         /// <returns></returns>
-        public CallResult Handle(SocketConnection connection, DataEvent<object> message)
+        public Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message)
         {
             ConnectionInvocations++;
             TotalInvocations++;
-            return DoHandleMessage(connection, message);
+            return Task.FromResult(DoHandleMessage(connection, message));
         }
 
         /// <summary>

CryptoExchange.Net/Testing/Comparers/JsonNetComparer.cs

@@ -0,0 +1,387 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Globalization;
+using System.Linq;
+using System.Reflection;
+using System.Text.Json.Nodes;
+using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Converters.JsonNet;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
+
+namespace CryptoExchange.Net.Testing.Comparers
+{
+    internal class JsonNetComparer
+    {
+        internal static void CompareData(
+            string method,
+            object resultData,
+            string json,
+            string? nestedJsonProperty,
+            List<string>? ignoreProperties = null,
+            bool userSingleArrayItem = false)
+        {
+            var resultProperties = resultData.GetType().GetProperties().Select(p => (p, (JsonPropertyAttribute?)p.GetCustomAttributes(typeof(JsonPropertyAttribute), true).SingleOrDefault()));
+            var jsonObject = JToken.Parse(json);
+            if (nestedJsonProperty != null)
+            {
+                var nested = nestedJsonProperty.Split('.');
+                foreach (var nest in nested)
+                {
+                    if (int.TryParse(nest, out var index))
+                        jsonObject = jsonObject![index];
+                    else
+                        jsonObject = jsonObject![nest];
+                }
+            }
+
+            if (userSingleArrayItem)
+                jsonObject = ((JArray)jsonObject!)[0];
+
+            if (resultData.GetType().GetInterfaces().Contains(typeof(IDictionary)))
+            {
+                var dict = (IDictionary)resultData;
+                var jObj = (JObject)jsonObject!;
+                var properties = jObj.Properties();
+                foreach (var dictProp in properties)
+                {
+                    if (!dict.Contains(dictProp.Name))
+                        throw new Exception($"{method}: Dictionary has no value for {dictProp.Name} while input json `{dictProp.Name}` has value {dictProp.Value}");
+
+                    if (dictProp.Value.Type == JTokenType.Object)
+                    {
+                        // TODO Some additional checking for objects
+                        foreach (var prop in ((JObject)dictProp.Value).Properties())
+                            CheckObject(method, prop, dict[dictProp.Name]!, ignoreProperties!);
+                    }
+                    else
+                    {
+                        if (dict[dictProp.Name] == default && dictProp.Value.Type != JTokenType.Null)
+                            // Property value not correct
+                            throw new Exception($"{method}: Dictionary entry `{dictProp.Name}` has no value while input json has value {dictProp.Value}");
+                    }
+                }
+            }
+            else if (jsonObject!.Type == JTokenType.Array)
+            {
+                var jObjs = (JArray)jsonObject;
+                if (resultData is IEnumerable list)
+                {
+                    var enumerator = list.GetEnumerator();
+                    foreach (var jObj in jObjs)
+                    {
+                        enumerator.MoveNext();
+                        if (jObj.Type == JTokenType.Object)
+                        {
+                            foreach (var subProp in ((JObject)jObj).Properties())
+                            {
+                                if (ignoreProperties?.Contains(subProp.Name) == true)
+                                    continue;
+                                CheckObject(method, subProp, enumerator.Current, ignoreProperties!);
+                            }
+                        }
+                        else if (jObj.Type == JTokenType.Array)
+                        {
+                            var resultObj = enumerator.Current;
+                            if (resultObj is string)
+                                // string list
+                                continue;
+
+                            var resultProps = resultObj.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                            var arrayConverterProperty = resultObj.GetType().GetCustomAttributes(typeof(JsonConverterAttribute), true).FirstOrDefault();
+                            var jsonConverter = ((JsonConverterAttribute)arrayConverterProperty!).ConverterType;
+                            if (jsonConverter != typeof(ArrayConverter))
+                                // Not array converter?
+                                continue;
+
+                            int i = 0;
+                            foreach (var item in jObj.Children())
+                            {
+                                var arrayProp = resultProps.Where(p => p.Item2 != null).SingleOrDefault(p => p.Item2!.Index == i).p;
+                                if (arrayProp != null)
+                                    CheckPropertyValue(method, item, arrayProp.GetValue(resultObj), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+                                i++;
+                            }
+                        }
+                        else
+                        {
+                            var value = enumerator.Current;
+                            if (value == default && ((JValue)jObj).Type != JTokenType.Null)
+                                throw new Exception($"{method}: Array has no value while input json array has value {jObj}");
+                        }
+                    }
+                }
+                else
+                {
+                    var resultProps = resultData.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                    int i = 0;
+                    foreach (var item in jObjs.Children())
+                    {
+                        var arrayProp = resultProps.Where(p => p.Item2 != null).SingleOrDefault(p => p.Item2!.Index == i).p;
+                        if (arrayProp != null)
+                            CheckPropertyValue(method, item, arrayProp.GetValue(resultData), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+                        i++;
+                    }
+                }
+            }
+            else
+            {
+                foreach (var item in jsonObject)
+                {
+                    if (item is JProperty prop)
+                    {
+                        if (ignoreProperties?.Contains(prop.Name) == true)
+                            continue;
+
+                        CheckObject(method, prop, resultData, ignoreProperties);
+                    }
+                }
+            }
+
+            Debug.WriteLine($"Successfully validated {method}");
+        }
+
+        private static void CheckObject(string method, JProperty prop, object obj, List<string>? ignoreProperties)
+        {
+            var resultProperties = obj.GetType().GetProperties().Select(p => (p, ((JsonPropertyAttribute?)p.GetCustomAttributes(typeof(JsonPropertyAttribute), true).SingleOrDefault())?.PropertyName));
+
+            // Property has a value
+            var property = resultProperties.SingleOrDefault(p => p.PropertyName == prop.Name).p;
+            property ??= resultProperties.SingleOrDefault(p => p.p.Name == prop.Name).p;
+            property ??= resultProperties.SingleOrDefault(p => p.p.Name.Equals(prop.Name, StringComparison.InvariantCultureIgnoreCase)).p;
+
+            if (property is null)
+                // Property not found
+                throw new Exception($"{method}: Missing property `{prop.Name}` on `{obj.GetType().Name}`");
+
+            var propertyValue = property.GetValue(obj);
+            if (property.GetCustomAttribute<JsonPropertyAttribute>(true)?.ItemConverterType == null)
+                CheckPropertyValue(method, prop.Value, propertyValue, property.PropertyType, property.Name, prop.Name, ignoreProperties);
+        }
+
+        private static void CheckPropertyValue(string method, JToken propValue, object? propertyValue, Type propertyType, string? propertyName = null, string? propName = null, List<string>? ignoreProperties = null)
+        {
+            if (propertyValue == default && propValue.Type != JTokenType.Null && !string.IsNullOrEmpty(propValue.ToString()))
+            {
+                if (propertyType == typeof(DateTime?) && (propValue.ToString() == "" || propValue.ToString() == "0" || propValue.ToString() == "-1"))
+                    return;
+
+                // Property value not correct
+                if (propValue.ToString() != "0")
+                    throw new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {propValue}");
+            }
+
+            if (propertyValue == default && (propValue.Type == JTokenType.Null || string.IsNullOrEmpty(propValue.ToString())) || propValue.ToString() == "0")
+                return;
+
+            if (propertyValue!.GetType().GetInterfaces().Contains(typeof(IDictionary)))
+            {
+                var dict = (IDictionary)propertyValue;
+                var jObj = (JObject)propValue;
+                var properties = jObj.Properties();
+                foreach (var dictProp in properties)
+                {
+                    if (!dict.Contains(dictProp.Name))
+                        throw new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {propValue}");
+
+                    if (dictProp.Value.Type == JTokenType.Object)
+                    {
+                        CheckObject(method, dictProp, dict[dictProp.Name]!, ignoreProperties);
+                    }
+                    else
+                    {
+                        if (dict[dictProp.Name] == default && dictProp.Value.Type != JTokenType.Null)
+                            // Property value not correct
+                            throw new Exception($"{method}: Dictionary entry `{dictProp.Name}` has no value while input json has value {propValue} for");
+                    }
+                }
+            }
+            else if (propertyValue.GetType().GetInterfaces().Contains(typeof(IEnumerable))
+                && propertyValue.GetType() != typeof(string))
+            {
+                var jObjs = (JArray)propValue;
+                var list = (IEnumerable)propertyValue;
+                var enumerator = list.GetEnumerator();
+                foreach (JToken jtoken in jObjs)
+                {
+                    enumerator.MoveNext();
+                    var typeConverter = enumerator.Current.GetType().GetCustomAttributes(typeof(JsonConverterAttribute), true);
+                    if (typeConverter.Length != 0 && ((JsonConverterAttribute)typeConverter.First()).ConverterType != typeof(ArrayConverter))
+                        // Custom converter for the type, skip
+                        continue;
+
+                    if (jtoken.Type == JTokenType.Object)
+                    {
+                        foreach (var subProp in ((JObject)jtoken).Properties())
+                        {
+                            if (ignoreProperties?.Contains(subProp.Name) == true)
+                                continue;
+
+                            CheckObject(method, subProp, enumerator.Current, ignoreProperties);
+                        }
+                    }
+                    else if (jtoken.Type == JTokenType.Array)
+                    {
+                        var resultObj = enumerator.Current;
+                        var resultProps = resultObj.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                        var arrayConverterProperty = resultObj.GetType().GetCustomAttributes(typeof(JsonConverterAttribute), true).FirstOrDefault();
+                        var jsonConverter = ((JsonConverterAttribute)arrayConverterProperty!).ConverterType;
+                        if (jsonConverter != typeof(ArrayConverter))
+                            // Not array converter?
+                            continue;
+
+                        int i = 0;
+                        foreach (var item in jtoken.Children())
+                        {
+                            var arrayProp = resultProps.Where(p => p.Item2 != null).SingleOrDefault(p => p.Item2!.Index == i).p;
+                            if (arrayProp != null)
+                                CheckPropertyValue(method, item, arrayProp.GetValue(resultObj), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+
+                            i++;
+                        }
+                    }
+                    else
+                    {
+                        var value = enumerator.Current;
+                        if (value == default && ((JValue)jtoken).Type != JTokenType.Null)
+                            throw new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {jtoken}");
+
+                        CheckValues(method, propertyName!, propertyType, (JValue)jtoken, value!);
+                    }
+                }
+            }
+            else
+            {
+                if (propValue.Type == JTokenType.Object)
+                {
+                    foreach (var item in propValue)
+                    {
+                        if (item is JProperty prop)
+                        {
+                            if (ignoreProperties?.Contains(prop.Name) == true)
+                                continue;
+
+                            CheckObject(method, prop, propertyValue, ignoreProperties);
+                        }
+                    }
+                }
+                else if(propValue.Type == JTokenType.Array)
+                {
+                    var jObjs = (JArray)propValue;
+                    if (propertyValue is IEnumerable list)
+                    {
+                        var enumerator = list.GetEnumerator();
+                        foreach (var jObj in jObjs)
+                        {
+                            if (!enumerator.MoveNext())
+                            {
+                            }
+
+                            if (jObj.Type == JTokenType.Object)
+                            {
+                                foreach (var subProp in ((JObject)jObj).Properties())
+                                {
+                                    if (ignoreProperties?.Contains(subProp.Name) == true)
+                                        continue;
+                                    CheckObject(method, subProp, enumerator.Current, ignoreProperties!);
+                                }
+                            }
+                            else if (jObj.Type == JTokenType.Array)
+                            {
+                                var resultObj = enumerator.Current;
+                                var resultProps = resultObj.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                                var arrayConverterProperty = resultObj.GetType().GetCustomAttributes(typeof(JsonConverterAttribute), true).FirstOrDefault();
+                                var jsonConverter = ((JsonConverterAttribute)arrayConverterProperty!).ConverterType;
+                                if (jsonConverter != typeof(ArrayConverter))
+                                    // Not array converter?
+                                    continue;
+
+                                int i = 0;
+                                foreach (var item in jObj.Values())
+                                {
+                                    var arrayProp = resultProps.SingleOrDefault(p => p.Item2!.Index == i).p;
+                                    if (arrayProp != null)
+                                        CheckPropertyValue(method, item, arrayProp.GetValue(resultObj), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+                                    i++;
+                                }
+                            }
+                            else
+                            {
+                                var value = enumerator.Current;
+                                if (value == default && ((JValue)jObj).Type != JTokenType.Null)
+                                    throw new Exception($"{method}: Array has no value while input json array has value {jObj}");
+                            }
+                        }
+                    }
+                    else
+                    {
+                        var resultProps = propertyValue.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                        int i = 0;
+                        foreach (var item in jObjs.Children())
+                        {
+                            var arrayProp = resultProps.Where(p => p.Item2 != null).SingleOrDefault(p => p.Item2!.Index == i).p;
+                            if (arrayProp != null)
+                                CheckPropertyValue(method, item, arrayProp.GetValue(propertyValue), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+                            i++;
+                        }
+                    }
+                }
+                else
+                {
+                    CheckValues(method, propertyName!, propertyType, (JValue)propValue, propertyValue);
+                }
+            }
+        }
+
+        private static void CheckValues(string method, string property, Type propertyType, JValue jsonValue, object objectValue)
+        {
+            if (jsonValue.Type == JTokenType.String)
+            {
+                if (objectValue is decimal dec)
+                {
+                    if (jsonValue.Value<decimal>() != dec)
+                        throw new Exception($"{method}: {property} not equal: {jsonValue.Value<decimal>()} vs {dec}");
+                }
+                else if (objectValue is DateTime time)
+                {
+                    if (time != DateTimeConverter.ParseFromString(jsonValue.Value<string>()!))
+                        throw new Exception($"{method}: {property} not equal: {jsonValue.Value<decimal>()} vs {time}");
+                }
+                else if (propertyType.IsEnum || Nullable.GetUnderlyingType(propertyType)?.IsEnum == true)
+                {
+                    // TODO enum comparing
+                }
+                else if (!jsonValue.Value<string>()!.Equals(Convert.ToString(objectValue, CultureInfo.InvariantCulture), StringComparison.InvariantCultureIgnoreCase))
+                {
+                    throw new Exception($"{method}: {property} not equal: {jsonValue.Value<string>()} vs {objectValue}");
+                }
+            }
+            else if (jsonValue.Type == JTokenType.Integer)
+            {
+                if (objectValue is DateTime time)
+                {
+                    if (time != DateTimeConverter.ParseFromLong(jsonValue.Value<long>()!))
+                        throw new Exception($"{method}: {property} not equal: {jsonValue.Value<decimal>()} vs {time}");
+                }
+                else if (propertyType.IsEnum)
+                {
+                    // TODO enum comparing
+                }
+                else if (jsonValue.Value<long>() != Convert.ToInt64(objectValue))
+                {
+                    throw new Exception($"{method}: {property} not equal: {jsonValue.Value<long>()} vs {Convert.ToInt64(objectValue)}");
+                }
+            }
+            else if (jsonValue.Type == JTokenType.Boolean)
+            {
+                if (objectValue is bool boolVal && jsonValue.Value<bool>() != boolVal)
+                    throw new Exception($"{method}: {property} not equal: {jsonValue.Value<bool>()} vs {(bool)objectValue}");
+
+                if (jsonValue.Value<bool>() != bool.Parse(objectValue.ToString()))
+                    throw new Exception($"{method}: {property} not equal: {jsonValue.Value<bool>()} vs {(bool)objectValue}");
+            }
+        }
+    }
+}

CryptoExchange.Net/Testing/Comparers/SystemTextJsonComparer.cs

@@ -0,0 +1,418 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Globalization;
+using System.Linq;
+using System.Text.Json.Serialization;
+using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Converters.SystemTextJson;
+using Newtonsoft.Json.Linq;
+
+namespace CryptoExchange.Net.Testing.Comparers
+{
+    internal class SystemTextJsonComparer
+    {
+        internal static void CompareData(
+            string method,
+            object resultData,
+            string json,
+            string? nestedJsonProperty,
+            List<string>? ignoreProperties = null,
+            bool userSingleArrayItem = false)
+        {
+            var resultProperties = resultData.GetType().GetProperties().Select(p => (p, (JsonPropertyNameAttribute?)p.GetCustomAttributes(typeof(JsonPropertyNameAttribute), true).SingleOrDefault()));
+            var jsonObject = JToken.Parse(json);
+            if (nestedJsonProperty != null)
+            {
+                var nested = nestedJsonProperty.Split('.');
+                foreach (var nest in nested)
+                {
+                    if (int.TryParse(nest, out var index))
+                        jsonObject = jsonObject![index];
+                    else
+                        jsonObject = jsonObject![nest];
+                }
+            }
+
+            if (userSingleArrayItem)
+                jsonObject = ((JArray)jsonObject!)[0];
+
+            if (resultData.GetType().GetInterfaces().Contains(typeof(IDictionary)))
+            {
+                var dict = (IDictionary)resultData;
+                var jObj = (JObject)jsonObject!;
+                var properties = jObj.Properties();
+                foreach (var dictProp in properties)
+                {
+                    if (!dict.Contains(dictProp.Name))
+                        throw new Exception($"{method}: Dictionary has no value for {dictProp.Name} while input json `{dictProp.Name}` has value {dictProp.Value}");
+
+                    if (dictProp.Value.Type == JTokenType.Object)
+                    {
+                        // TODO Some additional checking for objects
+                        foreach (var prop in ((JObject)dictProp.Value).Properties())
+                            CheckObject(method, prop, dict[dictProp.Name]!, ignoreProperties!);
+                    }
+                    else
+                    {
+                        if (dict[dictProp.Name] == default && dictProp.Value.Type != JTokenType.Null)
+                        {
+                            if (dictProp.Value.ToString() == "")
+                                continue;
+
+                            // Property value not correct
+                            throw new Exception($"{method}: Dictionary entry `{dictProp.Name}` has no value while input json has value {dictProp.Value}");
+                        }
+                    }
+                }
+            }
+            else if (jsonObject!.Type == JTokenType.Array)
+            {
+                var jObjs = (JArray)jsonObject;
+                if (resultData is IEnumerable list)
+                {
+                    var enumerator = list.GetEnumerator();
+                    foreach (var jObj in jObjs)
+                    {
+                        if (!enumerator.MoveNext())
+                        {
+                        }
+
+                        if (jObj.Type == JTokenType.Object)
+                        {
+                            foreach (var subProp in ((JObject)jObj).Properties())
+                            {
+                                if (ignoreProperties?.Contains(subProp.Name) == true)
+                                    continue;
+                                CheckObject(method, subProp, enumerator.Current, ignoreProperties!);
+                            }
+                        }
+                        else if (jObj.Type == JTokenType.Array)
+                        {
+                            var resultObj = enumerator.Current;
+                            if (resultObj is string)
+                                // string list
+                                continue;
+
+                            var resultProps = resultObj.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                            var arrayConverterProperty = resultObj.GetType().GetCustomAttributes(typeof(JsonConverterAttribute), true).FirstOrDefault();
+                            var jsonConverter = ((JsonConverterAttribute)arrayConverterProperty!).ConverterType;
+                            if (jsonConverter != typeof(ArrayConverter))
+                                // Not array converter?
+                                continue;
+
+                            int i = 0;
+                            foreach (var item in jObj.Children())
+                            {
+                                var arrayProp = resultProps.Where(p => p.Item2 != null).SingleOrDefault(p => p.Item2!.Index == i).p;
+                                if (arrayProp != null)
+                                    CheckPropertyValue(method, item, arrayProp.GetValue(resultObj), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+                                i++;
+                            }
+                        }
+                        else
+                        {
+                            var value = enumerator.Current;
+                            if (value == default && ((JValue)jObj).Type != JTokenType.Null)
+                                throw new Exception($"{method}: Array has no value while input json array has value {jObj}");
+                        }
+                    }
+                }
+                else
+                {
+                    var resultProps = resultData.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                    int i = 0;
+                    foreach (var item in jObjs.Children())
+                    {
+                        var arrayProp = resultProps.Where(p => p.Item2 != null).SingleOrDefault(p => p.Item2!.Index == i).p;
+                        if (arrayProp != null)
+                            CheckPropertyValue(method, item, arrayProp.GetValue(resultData), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+                        i++;
+                    }
+                }
+            }
+            else
+            {
+                foreach (var item in jsonObject)
+                {
+                    if (item is JProperty prop)
+                    {
+                        if (ignoreProperties?.Contains(prop.Name) == true)
+                            continue;
+
+                        CheckObject(method, prop, resultData, ignoreProperties);
+                    }
+                }
+            }
+
+            Debug.WriteLine($"Successfully validated {method}");
+        }
+
+        private static void CheckObject(string method, JProperty prop, object obj, List<string>? ignoreProperties)
+        {
+            var publicProperties = obj.GetType().GetProperties(
+                System.Reflection.BindingFlags.Public 
+                | System.Reflection.BindingFlags.GetProperty 
+                | System.Reflection.BindingFlags.SetProperty
+                | System.Reflection.BindingFlags.Instance).Select(p => (p, ((JsonPropertyNameAttribute?)p.GetCustomAttributes(typeof(JsonPropertyNameAttribute), true).SingleOrDefault())?.Name));
+
+            var internalProperties = obj.GetType().GetProperties(
+                System.Reflection.BindingFlags.NonPublic
+                | System.Reflection.BindingFlags.GetProperty
+                | System.Reflection.BindingFlags.SetProperty
+                | System.Reflection.BindingFlags.Instance)
+                .Where(p => p.CustomAttributes.Any(x => x.AttributeType == typeof(JsonIncludeAttribute)))
+                .Select(p => (p, ((JsonPropertyNameAttribute?)p.GetCustomAttributes(typeof(JsonPropertyNameAttribute), true).SingleOrDefault())?.Name));
+
+            var resultProperties = publicProperties.Concat(internalProperties);
+
+            // Property has a value
+            var property = resultProperties.SingleOrDefault(p => p.Name == prop.Name).p;
+            property ??= resultProperties.SingleOrDefault(p => p.p.Name == prop.Name).p;
+
+            if (property is null)
+                // Property not found
+                throw new Exception($"{method}: Missing property `{prop.Name}` on `{obj.GetType().Name}`");
+
+            var getMethod = property.GetGetMethod();
+            if (getMethod is null)
+                // There is no getter, so probably just a set for an alternative json name
+                return;
+
+            var propertyValue = property.GetValue(obj);
+            CheckPropertyValue(method, prop.Value, propertyValue, property.PropertyType, property.Name, prop.Name, ignoreProperties);
+        }
+
+        private static void CheckPropertyValue(string method, JToken propValue, object? propertyValue, Type propertyType, string? propertyName = null, string? propName = null, List<string>? ignoreProperties = null)
+        {
+            if (propertyValue == default && propValue.Type != JTokenType.Null && !string.IsNullOrEmpty(propValue.ToString()))
+            {
+                if (propertyType == typeof(DateTime?) && (propValue.ToString() == "" || propValue.ToString() == "0" || propValue.ToString() == "-1"))
+                    return;
+
+                // Property value not correct
+                if (propValue.ToString() != "0")
+                    throw new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {propValue}");
+            }
+
+            if (propertyValue == default && (propValue.Type == JTokenType.Null || string.IsNullOrEmpty(propValue.ToString())) || propValue.ToString() == "0")
+                return;
+
+            if (propertyValue!.GetType().GetInterfaces().Contains(typeof(IDictionary)))
+            {
+                var dict = (IDictionary)propertyValue;
+                var jObj = (JObject)propValue;
+                var properties = jObj.Properties();
+                foreach (var dictProp in properties)
+                {
+                    if (!dict.Contains(dictProp.Name))
+                        throw new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {propValue}");
+
+                    if (dictProp.Value.Type == JTokenType.Object)
+                    {
+                        CheckPropertyValue(method, dictProp.Value, dict[dictProp.Name]!, dict[dictProp.Name].GetType(), null, null, ignoreProperties);
+                    }
+                    else
+                    {
+                        if (dict[dictProp.Name] == default && dictProp.Value.Type != JTokenType.Null)
+                            // Property value not correct
+                            throw new Exception($"{method}: Dictionary entry `{dictProp.Name}` has no value while input json has value {propValue} for");
+                    }
+                }
+            }
+            else if (propertyValue.GetType().GetInterfaces().Contains(typeof(IEnumerable))
+                && propertyValue.GetType() != typeof(string))
+            {
+                var jObjs = (JArray)propValue;
+                var list = (IEnumerable)propertyValue;
+                var enumerator = list.GetEnumerator();
+                foreach (JToken jtoken in jObjs)
+                {
+                    var moved = enumerator.MoveNext();
+                    if (!moved)
+                        throw new Exception("Enumeration not moved; incorrect amount of results?");
+
+                    var typeConverter = enumerator.Current.GetType().GetCustomAttributes(typeof(JsonConverterAttribute), true);
+                    if (typeConverter.Length != 0 && ((JsonConverterAttribute)typeConverter.First()).ConverterType != typeof(ArrayConverter))
+                        // Custom converter for the type, skip
+                        continue;
+
+                    if (jtoken.Type == JTokenType.Object)
+                    {
+                        foreach (var subProp in ((JObject)jtoken).Properties())
+                        {
+                            if (ignoreProperties?.Contains(subProp.Name) == true)
+                                continue;
+
+                            CheckObject(method, subProp, enumerator.Current, ignoreProperties);
+                        }
+                    }
+                    else if (jtoken.Type == JTokenType.Array)
+                    {
+                        var resultObj = enumerator.Current;
+                        var resultProps = resultObj.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                        var arrayConverterProperty = resultObj.GetType().GetCustomAttributes(typeof(JsonConverterAttribute), true).FirstOrDefault();
+                        var jsonConverter = ((JsonConverterAttribute)arrayConverterProperty!).ConverterType;
+                        if (jsonConverter != typeof(ArrayConverter))
+                            // Not array converter?
+                            continue;
+
+                        int i = 0;
+                        foreach (var item in jtoken.Children())
+                        {
+                            var arrayProp = resultProps.Where(p => p.Item2 != null).SingleOrDefault(p => p.Item2!.Index == i).p;
+                            if (arrayProp != null)
+                                CheckPropertyValue(method, item, arrayProp.GetValue(resultObj), propertyType, arrayProp.Name, "Array index " + i, ignoreProperties);
+
+                            i++;
+                        }
+                    }
+                    else
+                    {
+                        var value = enumerator.Current;
+                        if (value == default && ((JValue)jtoken).Type != JTokenType.Null)
+                            throw new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {jtoken}");
+
+                        CheckValues(method, propertyName!, propertyType, (JValue)jtoken, value!);
+                    }
+                }
+            }
+            else
+            {
+                if (propValue.Type == JTokenType.Object)
+                {
+                    foreach (var item in propValue)
+                    {
+                        if (item is JProperty prop)
+                        {
+                            if (ignoreProperties?.Contains(prop.Name) == true)
+                                continue;
+
+                            CheckObject(method, prop, propertyValue, ignoreProperties);
+                        }
+                    }
+                }
+                else if (propValue.Type == JTokenType.Array)
+                {
+                    var jObjs = (JArray)propValue;
+                    if (propertyValue is IEnumerable list)
+                    {
+                        var enumerator = list.GetEnumerator();
+                        foreach (var jObj in jObjs)
+                        {
+                            if (!enumerator.MoveNext())
+                            {
+                            }
+
+                            if (jObj.Type == JTokenType.Object)
+                            {
+                                foreach (var subProp in ((JObject)jObj).Properties())
+                                {
+                                    if (ignoreProperties?.Contains(subProp.Name) == true)
+                                        continue;
+                                    CheckObject(method, subProp, enumerator.Current, ignoreProperties!);
+                                }
+                            }
+                            else if (jObj.Type == JTokenType.Array)
+                            {
+                                var resultObj = enumerator.Current;
+                                var resultProps = resultObj.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                                var arrayConverterProperty = resultObj.GetType().GetCustomAttributes(typeof(JsonConverterAttribute), true).FirstOrDefault();
+                                var jsonConverter = ((JsonConverterAttribute)arrayConverterProperty!).ConverterType;
+                                if (jsonConverter != typeof(ArrayConverter))
+                                    // Not array converter?
+                                    continue;
+
+                                int i = 0;
+                                foreach (var item in jObj.Values())
+                                {
+                                    var arrayProp = resultProps.SingleOrDefault(p => p.Item2!.Index == i).p;
+                                    if (arrayProp != null)
+                                        CheckPropertyValue(method, item, arrayProp.GetValue(resultObj), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+                                    i++;
+                                }
+                            }
+                            else
+                            {
+                                var value = enumerator.Current;
+                                if (value == default && ((JValue)jObj).Type != JTokenType.Null)
+                                    throw new Exception($"{method}: Array has no value while input json array has value {jObj}");
+                            }
+                        }
+                    }
+                    else
+                    {
+                        var resultProps = propertyValue.GetType().GetProperties().Select(p => (p, p.GetCustomAttributes(typeof(ArrayPropertyAttribute), true).Cast<ArrayPropertyAttribute>().SingleOrDefault()));
+                        int i = 0;
+                        foreach (var item in jObjs.Children())
+                        {
+                            var arrayProp = resultProps.Where(p => p.Item2 != null).SingleOrDefault(p => p.Item2!.Index == i).p;
+                            if (arrayProp != null)
+                                CheckPropertyValue(method, item, arrayProp.GetValue(propertyValue), arrayProp.PropertyType, arrayProp.Name, "Array index " + i, ignoreProperties!);
+                            i++;
+                        }
+                    }
+                }
+                else
+                {
+                    CheckValues(method, propertyName!, propertyType, (JValue)propValue, propertyValue);
+                }
+            }
+        }
+
+        private static void CheckValues(string method, string property, Type propertyType, JValue jsonValue, object objectValue)
+        {
+            if (jsonValue.Type == JTokenType.String)
+            {
+                if (objectValue is decimal dec)
+                {
+                    if (jsonValue.Value<decimal>() != dec)
+                        throw new Exception($"{method}: {property} not equal: {jsonValue.Value<decimal>()} vs {dec}");
+                }
+                else if (objectValue is DateTime time)
+                {
+                    if (time != DateTimeConverter.ParseFromString(jsonValue.Value<string>()!))
+                        throw new Exception($"{method}: {property} not equal: {jsonValue.Value<string>()} vs {time}");
+                }
+                else if (objectValue is bool bl)
+                {
+                    var jsonStr = jsonValue.Value<string>();
+                    if (bl && (jsonStr != "1" && jsonStr != "true" && jsonStr != "True"))
+                        throw new Exception($"{method}: {property} not equal: {jsonValue.Value<string>()} vs {bl}");
+                    if (!bl && (jsonStr != "0" && jsonStr != "-1" && jsonStr != "false" && jsonStr != "False"))
+                        throw new Exception($"{method}: {property} not equal: {jsonValue.Value<string>()} vs {bl}");
+                }
+                else if (propertyType.IsEnum || Nullable.GetUnderlyingType(propertyType)?.IsEnum == true)
+                {
+                    // TODO enum comparing
+                }
+                else if (!jsonValue.Value<string>()!.Equals(Convert.ToString(objectValue, CultureInfo.InvariantCulture), StringComparison.InvariantCultureIgnoreCase))
+                {
+                    throw new Exception($"{method}: {property} not equal: {jsonValue.Value<string>()} vs {objectValue}");
+                }
+            }
+            else if (jsonValue.Type == JTokenType.Integer)
+            {
+                if (objectValue is DateTime time)
+                {
+                    if (time != DateTimeConverter.ParseFromDouble(jsonValue.Value<long>()!))
+                        throw new Exception($"{method}: {property} not equal: {DateTimeConverter.ParseFromDouble(jsonValue.Value<long>()!)} vs {time}");
+                }
+                else if (propertyType.IsEnum || Nullable.GetUnderlyingType(propertyType)?.IsEnum == true)
+                {
+                    // TODO enum comparing
+                }
+                else if (jsonValue.Value<long>() != Convert.ToInt64(objectValue))
+                {
+                    throw new Exception($"{method}: {property} not equal: {jsonValue.Value<long>()} vs {Convert.ToInt64(objectValue)}");
+                }
+            }
+            else if (jsonValue.Type == JTokenType.Boolean)
+            {
+                if (jsonValue.Value<bool>() != (bool)objectValue)
+                    throw new Exception($"{method}: {property} not equal: {jsonValue.Value<bool>()} vs {(bool)objectValue}");
+            }
+        }
+    }
+}

CryptoExchange.Net/Testing/EnumValueTraceListener.cs

@@ -0,0 +1,26 @@
+using System;
+using System.Diagnostics;
+
+namespace CryptoExchange.Net.Testing
+{
+    internal class EnumValueTraceListener : TraceListener
+    {
+        public override void Write(string message)
+        {
+            if (message.Contains("Cannot map"))
+                throw new Exception("Enum value error: " + message);
+
+            if (message.Contains("Received null enum value"))
+                throw new Exception("Enum null error: " + message);
+        }
+
+        public override void WriteLine(string message)
+        {
+            if (message.Contains("Cannot map"))
+                throw new Exception("Enum value error: " + message);
+
+            if (message.Contains("Received null enum value"))
+                throw new Exception("Enum null error: " + message);
+        }
+    }
+}

CryptoExchange.Net/Testing/Implementations/TestAuthTimeProvider.cs

@@ -0,0 +1,17 @@
+using CryptoExchange.Net.Interfaces;
+using System;
+
+namespace CryptoExchange.Net.Testing.Implementations
+{
+    internal class TestAuthTimeProvider : IAuthTimeProvider
+    {
+        private readonly DateTime _timestamp;
+
+        public TestAuthTimeProvider(DateTime timestamp)
+        {
+            _timestamp = timestamp;
+        }
+
+        public DateTime GetTime() => _timestamp;
+    }
+}

CryptoExchange.Net/Testing/Implementations/TestNonceProvider.cs

@@ -0,0 +1,23 @@
+using CryptoExchange.Net.Interfaces;
+
+namespace CryptoExchange.Net.Testing.Implementations
+{
+    /// <summary>
+    /// Test implementation for nonce provider, returning a prespecified nonce
+    /// </summary>
+    public class TestNonceProvider : INonceProvider
+    {
+        private readonly long _nonce;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public TestNonceProvider(long nonce)
+        {
+            _nonce = nonce;
+        }
+
+        /// <inheritdoc />
+        public long GetNonce() => _nonce;
+    }
+}

CryptoExchange.Net/Testing/Implementations/TestRequest.cs

@@ -0,0 +1,52 @@
+using CryptoExchange.Net.Interfaces;
+using System;
+using System.Collections.Generic;
+using System.Net.Http;
+using System.Text;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Testing.Implementations
+{
+    internal class TestRequest : IRequest
+    {
+        private readonly Dictionary<string, IEnumerable<string>> _headers = new Dictionary<string, IEnumerable<string>>();
+        private readonly TestResponse _response;
+
+        public string Accept { set { } }
+
+        public string? Content { get; private set; }
+
+        public HttpMethod Method { get; set; }
+
+        public Uri Uri { get; set; }
+
+        public int RequestId { get; set; }
+
+#pragma warning disable CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
+        public TestRequest(TestResponse response)
+#pragma warning restore CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
+        {
+            _response = response;
+        }
+
+        public void AddHeader(string key, string value)
+        {
+            _headers.Add(key, new[] { value });
+        }
+
+        public Dictionary<string, IEnumerable<string>> GetHeaders() => _headers;
+
+        public Task<IResponse> GetResponseAsync(CancellationToken cancellationToken) => Task.FromResult<IResponse>(_response);
+
+        public void SetContent(byte[] data)
+        {
+            Content = Encoding.UTF8.GetString(data);
+        }
+
+        public void SetContent(string data, string contentType)
+        {
+            Content = data;
+        }
+    }
+}

CryptoExchange.Net/Testing/Implementations/TestRequestFactory.cs

@@ -0,0 +1,29 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using System;
+using System.Net.Http;
+
+namespace CryptoExchange.Net.Testing.Implementations
+{
+    internal class TestRequestFactory : IRequestFactory
+    {
+        private readonly TestRequest _request;
+
+        public TestRequestFactory(TestRequest request)
+        {
+            _request = request;
+        }
+
+        public void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? httpClient = null)
+        {
+        }
+
+        public IRequest Create(HttpMethod method, Uri uri, int requestId)
+        {
+            _request.Method = method;
+            _request.Uri = uri;
+            _request.RequestId = requestId;
+            return _request;
+        }
+    }
+}

CryptoExchange.Net/Testing/Implementations/TestResponse.cs

@@ -0,0 +1,34 @@
+using CryptoExchange.Net.Interfaces;
+using System.Collections.Generic;
+using System.IO;
+using System.Net;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Testing.Implementations
+{
+    internal class TestResponse : IResponse
+    {
+        private readonly Stream _response;
+
+        public HttpStatusCode StatusCode { get; }
+
+        public bool IsSuccessStatusCode { get; }
+
+        public long? ContentLength { get; }
+
+        public IEnumerable<KeyValuePair<string, IEnumerable<string>>> ResponseHeaders { get; } = new Dictionary<string, IEnumerable<string>>();
+
+        public TestResponse(HttpStatusCode code, Stream response)
+        {
+            StatusCode = code;
+            IsSuccessStatusCode = code == HttpStatusCode.OK;
+            _response = response;
+        }
+
+        public void Close()
+        {
+        }
+
+        public Task<Stream> GetResponseStreamAsync() => Task.FromResult(_response);
+    }
+}

CryptoExchange.Net/Testing/Implementations/TestSocket.cs

@@ -0,0 +1,95 @@
+using System;
+using System.Net.WebSockets;
+using System.Text;
+using System.Threading.Tasks;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using Newtonsoft.Json;
+
+namespace CryptoExchange.Net.Testing.Implementations
+{
+    internal class TestSocket : IWebsocket
+    {
+        public event Action<string>? OnMessageSend;
+
+        public bool CanConnect { get; set; } = true;
+        public bool Connected { 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;
+        public event Func<Exception, Task>? OnError;
+#pragma warning restore 0067
+        public event Func<int, Task>? OnRequestSent;
+        public event Func<WebSocketMessageType, ReadOnlyMemory<byte>, Task>? OnStreamMessage;
+        public event Func<Task>? OnOpen;
+
+        public int Id { get; }
+        public bool IsClosed => !Connected;
+        public bool IsOpen => Connected;
+        public double IncomingKbps => 0;
+        public Uri Uri { get; set; }
+        public Func<Task<Uri?>>? GetReconnectionUrl { get; set; }
+
+        public static int lastId = 0;
+        public static object lastIdLock = new object();
+
+        public TestSocket(string address)
+        {
+            Uri = new Uri(address);
+            lock (lastIdLock)
+            {
+                Id = lastId + 1;
+                lastId++;
+            }
+        }
+
+        public Task<CallResult> ConnectAsync()
+        {
+            Connected = CanConnect;
+            return Task.FromResult(CanConnect ? new CallResult(null) : new CallResult(new CantConnectError()));
+        }
+
+        public bool Send(int requestId, string data, int weight)
+        {
+            if (!Connected)
+                throw new Exception("Socket not connected");
+
+            OnRequestSent?.Invoke(requestId);
+            OnMessageSend?.Invoke(data);
+            return true;
+        }
+
+        public Task CloseAsync()
+        {
+            Connected = false;
+            return Task.FromResult(0);
+        }
+
+        public void InvokeClose()
+        {
+            Connected = false;
+            OnClose?.Invoke();
+        }
+
+        public void InvokeOpen()
+        {
+            OnOpen?.Invoke();
+        }
+
+        public void InvokeMessage(string data)
+        {
+            OnStreamMessage?.Invoke(WebSocketMessageType.Text, new ReadOnlyMemory<byte>(Encoding.UTF8.GetBytes(data))).Wait();
+        }
+
+        public void InvokeMessage<T>(T data)
+        {
+            OnStreamMessage?.Invoke(WebSocketMessageType.Text, new ReadOnlyMemory<byte>(Encoding.UTF8.GetBytes(JsonConvert.SerializeObject(data)))).Wait();
+        }
+
+        public Task ReconnectAsync() => throw new NotImplementedException();
+        public void Dispose() { }
+    }
+}

CryptoExchange.Net/Testing/Implementations/TestWebsocketFactory.cs

@@ -0,0 +1,17 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects.Sockets;
+using Microsoft.Extensions.Logging;
+
+namespace CryptoExchange.Net.Testing.Implementations
+{
+    internal class TestWebsocketFactory : IWebsocketFactory
+    {
+        private readonly TestSocket _socket;
+        public TestWebsocketFactory(TestSocket socket)
+        {
+            _socket = socket;
+        }
+
+        public IWebsocket CreateWebsocket(ILogger logger, WebSocketParameters parameters) => _socket;
+    }
+}

CryptoExchange.Net/Testing/RestIntergrationTest.cs

@@ -0,0 +1,100 @@
+using CryptoExchange.Net.Objects;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Diagnostics;
+using System.Linq.Expressions;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Testing
+{
+    /// <summary>
+    /// Base class for executing REST API integration tests
+    /// </summary>
+    /// <typeparam name="TClient">Client type</typeparam>
+    public abstract class RestIntergrationTest<TClient>
+    {
+        /// <summary>
+        /// Get a client instance
+        /// </summary>
+        /// <param name="loggerFactory"></param>
+        /// <returns></returns>
+        public abstract TClient GetClient(ILoggerFactory loggerFactory);
+
+        /// <summary>
+        /// Whether the test should be run. By default integration tests aren't executed, can be set to true to force execution.
+        /// </summary>
+        public virtual bool Run { get; set; }
+
+        /// <summary>
+        /// Whether API credentials are provided and thus authenticated calls can be executed. Should be set in the GetClient implementation.
+        /// </summary>
+        public bool Authenticated { get; set; }
+
+        /// <summary>
+        /// Create a client
+        /// </summary>
+        /// <returns></returns>
+        protected TClient CreateClient()
+        {
+            var fact = new LoggerFactory();
+            fact.AddProvider(new TraceLoggerProvider());
+            return GetClient(fact);
+        }
+
+        /// <summary>
+        /// Check if integration tests should be executed
+        /// </summary>
+        /// <returns></returns>
+        protected bool ShouldRun()
+        {
+            var integrationTests = Environment.GetEnvironmentVariable("INTEGRATION");
+            if (!Run && integrationTests != "1")
+                return false;
+
+            return true;
+        }
+
+        /// <summary>
+        /// Execute a REST endpoint call and check for any errors or warnings.
+        /// </summary>
+        /// <typeparam name="T">Type of response</typeparam>
+        /// <param name="expression">The call expression</param>
+        /// <param name="authRequest">Whether this is an authenticated request</param>
+        public async Task RunAndCheckResult<T>(Expression<Func<TClient, Task<WebCallResult<T>>>> expression, bool authRequest)
+        {
+            if (!ShouldRun())
+                return;
+
+            var client = CreateClient();
+
+            var expressionBody = (MethodCallExpression)expression.Body;
+            if (authRequest && !Authenticated)
+            {
+                Debug.WriteLine($"Skipping {expressionBody.Method.Name}, not authenticated");
+                return;
+            }
+
+            var listener = new EnumValueTraceListener();
+            Trace.Listeners.Add(listener);
+
+            WebCallResult<T> result;
+            try
+            {
+                result = await expression.Compile().Invoke(client).ConfigureAwait(false);
+            }
+            catch (Exception ex)
+            {
+                throw new Exception($"Method {expressionBody.Method.Name} threw an exception: " + ex.ToLogString());
+            }
+            finally
+            {
+                Trace.Listeners.Remove(listener);
+            }
+
+            if (!result.Success)
+                throw new Exception($"Method {expressionBody.Method.Name} returned error: " + result.Error);
+
+            Debug.WriteLine($"{expressionBody.Method.Name} {result}");
+        }
+    }
+}

CryptoExchange.Net/Testing/RestRequestValidator.cs

@@ -0,0 +1,191 @@
+using CryptoExchange.Net.Clients;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Testing.Comparers;
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.IO;
+using System.Net.Http;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Testing
+{
+    /// <summary>
+    /// Validator for REST requests, comparing path, http method, authentication and response parsing
+    /// </summary>
+    /// <typeparam name="TClient">The Rest client</typeparam>
+    public class RestRequestValidator<TClient> where TClient : BaseRestClient
+    {
+        private readonly TClient _client;
+        private readonly Func<WebCallResult, bool> _isAuthenticated;
+        private readonly string _folder;
+        private readonly string _baseAddress;
+        private readonly string? _nestedPropertyForCompare;
+        private readonly bool _stjCompare;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="client">Client to test</param>
+        /// <param name="folder">Folder for json test values</param>
+        /// <param name="baseAddress">The base address that is expected</param>
+        /// <param name="isAuthenticated">Func for checking if the request is authenticated</param>
+        /// <param name="nestedPropertyForCompare">Property to use for compare</param>
+        /// <param name="stjCompare">Use System.Text.Json for comparing</param>
+        public RestRequestValidator(TClient client, string folder, string baseAddress, Func<WebCallResult, bool> isAuthenticated, string? nestedPropertyForCompare = null, bool stjCompare = true)
+        {
+            _client = client;
+            _folder = folder;
+            _baseAddress = baseAddress;
+            _nestedPropertyForCompare = nestedPropertyForCompare;
+            _isAuthenticated = isAuthenticated;
+            _stjCompare = stjCompare;
+        }
+
+        /// <summary>
+        /// Validate a request
+        /// </summary>
+        /// <typeparam name="TResponse">Expected response type</typeparam>
+        /// <param name="methodInvoke">Method invocation</param>
+        /// <param name="name">Method name for looking up json test values</param>
+        /// <param name="nestedJsonProperty">Use nested json property for compare</param>
+        /// <param name="ignoreProperties">Ignore certain properties</param>
+        /// <param name="useSingleArrayItem">Use the first item of an json array response</param>
+        /// <param name="skipResponseValidation">Whether to skip the response model validation</param>
+        /// <returns></returns>
+        /// <exception cref="Exception"></exception>
+        public Task ValidateAsync<TResponse>(
+           Func<TClient, Task<WebCallResult<TResponse>>> methodInvoke,
+           string name,
+           string? nestedJsonProperty = null,
+           List<string>? ignoreProperties = null,
+           bool useSingleArrayItem = false,
+            bool skipResponseValidation = false)
+            => ValidateAsync<TResponse, TResponse>(methodInvoke, name, nestedJsonProperty, ignoreProperties, useSingleArrayItem, skipResponseValidation);
+
+        /// <summary>
+        /// Validate a request
+        /// </summary>
+        /// <typeparam name="TResponse">Expected response type</typeparam>
+        /// <typeparam name="TActualResponse">The concrete response type</typeparam>
+        /// <param name="methodInvoke">Method invocation</param>
+        /// <param name="name">Method name for looking up json test values</param>
+        /// <param name="nestedJsonProperty">Use nested json property for compare</param>
+        /// <param name="ignoreProperties">Ignore certain properties</param>
+        /// <param name="useSingleArrayItem">Use the first item of an json array response</param>
+        /// <param name="skipResponseValidation">Whether to skip the response model validation</param>
+        /// <returns></returns>
+        /// <exception cref="Exception"></exception>
+        public async Task ValidateAsync<TResponse, TActualResponse>(
+            Func<TClient, Task<WebCallResult<TResponse>>> methodInvoke,
+            string name,
+            string? nestedJsonProperty = null,
+            List<string>? ignoreProperties = null,
+            bool useSingleArrayItem = false,
+            bool skipResponseValidation = false) where TActualResponse : TResponse
+        {
+            var listener = new EnumValueTraceListener();
+            Trace.Listeners.Add(listener);
+            
+            var path = Directory.GetParent(Environment.CurrentDirectory)!.Parent!.Parent!.FullName;
+            FileStream file;
+            try
+            {
+                file = File.OpenRead(Path.Combine(path, _folder, $"{name}.txt"));
+            }
+            catch (FileNotFoundException)
+            {
+                throw new Exception($"Response file not found for {name}: {path}");
+            }
+
+            var buffer = new byte[file.Length];
+            await file.ReadAsync(buffer, 0, buffer.Length).ConfigureAwait(false);
+            file.Close();
+
+            var data = Encoding.UTF8.GetString(buffer);
+            using var reader = new StringReader(data);
+            var expectedMethod = reader.ReadLine();
+            var expectedPath = reader.ReadLine();
+            var expectedAuth = bool.Parse(reader.ReadLine()!);
+            var response = reader.ReadToEnd();
+
+            TestHelpers.ConfigureRestClient(_client, response, System.Net.HttpStatusCode.OK);
+            var result = await methodInvoke(_client).ConfigureAwait(false);
+
+            // Check request/response properties
+            if (result.Error != null)
+                throw new Exception(name + " returned error " + result.Error);
+            if (_isAuthenticated(result.AsDataless()) != expectedAuth)
+                throw new Exception(name + $" authentication not matched. Expected: {expectedAuth}, Actual: {_isAuthenticated(result.AsDataless())}");
+            if (result.RequestMethod != new HttpMethod(expectedMethod!))
+                throw new Exception(name + $" http method not matched. Expected {expectedMethod}, Actual: {result.RequestMethod}");
+            if (expectedPath != result.RequestUrl!.Replace(_baseAddress, "").Split(new char[] { '?' })[0])
+                throw new Exception(name + $" path not matched. Expected: {expectedPath}, Actual: {result.RequestUrl!.Replace(_baseAddress, "").Split(new char[] { '?' })[0]}");
+
+            if (!skipResponseValidation)
+            {
+                // Check response data
+                object responseData = (TActualResponse)result.Data!;
+                if (_stjCompare == true)
+                    SystemTextJsonComparer.CompareData(name, responseData, response, nestedJsonProperty ?? _nestedPropertyForCompare, ignoreProperties, useSingleArrayItem);
+                else
+                    JsonNetComparer.CompareData(name, responseData, response, nestedJsonProperty ?? _nestedPropertyForCompare, ignoreProperties, useSingleArrayItem);
+            }
+
+            Trace.Listeners.Remove(listener);
+        }
+
+        /// <summary>
+        /// Validate a request
+        /// </summary>
+        /// <param name="methodInvoke">Method invocation</param>
+        /// <param name="name">Method name for looking up json test values</param>
+        /// <returns></returns>
+        /// <exception cref="Exception"></exception>
+        public async Task ValidateAsync(
+            Func<TClient, Task<WebCallResult>> methodInvoke,
+            string name)
+        {
+            var listener = new EnumValueTraceListener();
+            Trace.Listeners.Add(listener);
+
+            var path = Directory.GetParent(Environment.CurrentDirectory)!.Parent!.Parent!.FullName;
+            FileStream file;
+            try
+            {
+                file = File.OpenRead(Path.Combine(path, _folder, $"{name}.txt"));
+            }
+            catch (FileNotFoundException)
+            {
+                throw new Exception($"Response file not found for {name}: {path}");
+            }
+
+            var buffer = new byte[file.Length];
+            await file.ReadAsync(buffer, 0, buffer.Length).ConfigureAwait(false);
+            file.Close();
+
+            var data = Encoding.UTF8.GetString(buffer);
+            using var reader = new StringReader(data);
+            var expectedMethod = reader.ReadLine();
+            var expectedPath = reader.ReadLine();
+            var expectedAuth = bool.Parse(reader.ReadLine()!);
+            var response = reader.ReadToEnd();
+
+            TestHelpers.ConfigureRestClient(_client, response, System.Net.HttpStatusCode.OK);
+            var result = await methodInvoke(_client).ConfigureAwait(false);
+
+            // Check request/response properties
+            if (result.Error != null)
+                throw new Exception(name + " returned error " + result.Error);
+            if (_isAuthenticated(result) != expectedAuth)
+                throw new Exception(name + $" authentication not matched. Expected: {expectedAuth}, Actual: {_isAuthenticated(result)}");
+            if (result.RequestMethod != new HttpMethod(expectedMethod!))
+                throw new Exception(name + $" http method not matched. Expected {expectedMethod}, Actual: {result.RequestMethod}");
+            if (expectedPath != result.RequestUrl!.Replace(_baseAddress, "").Split(new char[] { '?' })[0])
+                throw new Exception(name + $" path not matched. Expected: {expectedPath}, Actual: {result.RequestUrl!.Replace(_baseAddress, "").Split(new char[] { '?' })[0]}");
+
+            Trace.Listeners.Remove(listener);
+        }
+    }
+}