Updated to version 7.7.0

CryptoExchange.Net.UnitTests/SocketClientTests.cs

@@ -72,7 +72,6 @@ namespace CryptoExchange.Net.UnitTests
                 result = messageEvent.Data;
                 rstEvent.Set();
             });
-            subObj.HandleUpdatesBeforeConfirmation = true;
             sub.AddSubscription(subObj);
 
             // act
@@ -107,7 +106,6 @@ namespace CryptoExchange.Net.UnitTests
                 original = messageEvent.OriginalData;
                 rstEvent.Set();
             });
-            subObj.HandleUpdatesBeforeConfirmation = true;
             sub.AddSubscription(subObj);
             var msgToSend = JsonConvert.SerializeObject(new { topic = "topic", property = 123 });
 

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/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
 {
@@ -85,6 +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
@@ -190,6 +196,21 @@ namespace CryptoExchange.Net.Clients
             Dictionary<string, string>? additionalHeaders = null,
             int? weight = null) where T : class
         {
+            var key = baseAddress + definition + uriParameters?.ToFormData();
+            if (ShouldCache(definition))
+            {
+                _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)
             {
@@ -215,6 +236,12 @@ namespace CryptoExchange.Net.Clients
                 if (await ShouldRetryRequestAsync(definition.RateLimitGate, result, currentTry).ConfigureAwait(false))
                     continue;
 
+                if (result.Success &&
+                    ShouldCache(definition))
+                {
+                    _cache.Add(key, result);
+                }
+
                 return result;
             }
         }
@@ -445,6 +472,7 @@ 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>(
@@ -458,9 +486,25 @@ 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)
             {
@@ -478,6 +522,13 @@ 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;
             }
         }
@@ -949,5 +1000,14 @@ namespace CryptoExchange.Net.Clients
 
             return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, 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>
@@ -198,12 +209,11 @@ 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);
@@ -250,11 +260,18 @@ 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, isTimeout).ConfigureAwait(false);
+                        return new CallResult<UpdateSubscription>(subResult.Error!);
+                    }
                 }
 
                 subscription.HandleSubQueryResponse(subQuery.Response!);
@@ -281,10 +298,11 @@ namespace CryptoExchange.Net.Clients
         /// <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<THandlerResponse>> QueryAsync<TServerResponse, THandlerResponse>(Query<TServerResponse, THandlerResponse> 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>
@@ -294,18 +312,22 @@ namespace CryptoExchange.Net.Clients
         /// <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<THandlerResponse>> QueryAsync<TServerResponse, THandlerResponse>(string url, Query<TServerResponse, THandlerResponse> query)
+        protected virtual async Task<CallResult<THandlerResponse>> QueryAsync<TServerResponse, THandlerResponse>(string url, Query<TServerResponse, THandlerResponse> query, CancellationToken ct = default)
         {
             if (_disposing)
                 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<THandlerResponse>(default);
 
@@ -334,7 +356,10 @@ namespace CryptoExchange.Net.Clients
                 return new CallResult<THandlerResponse>(new ServerError("Socket is paused"));
             }
 
-            return await socketConnection.SendAndWaitQueryAsync<TServerResponse, THandlerResponse>(query).ConfigureAwait(false);
+            if (ct.IsCancellationRequested)
+                return new CallResult<THandlerResponse>(new CancellationRequestedError());
+
+            return await socketConnection.SendAndWaitQueryAsync(query, null, ct).ConfigureAwait(false);
         }
 
         /// <summary>
@@ -358,7 +383,11 @@ 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>
@@ -372,7 +401,7 @@ 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);
@@ -397,7 +426,7 @@ 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
@@ -446,19 +475,31 @@ 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);
@@ -475,6 +516,7 @@ 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);
@@ -517,7 +559,7 @@ 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,
@@ -594,8 +636,8 @@ 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);
@@ -618,6 +660,23 @@ 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>
@@ -701,11 +760,18 @@ 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();
         }

CryptoExchange.Net/Converters/SystemTextJson/ArrayConverter.cs

@@ -81,7 +81,7 @@ 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);
@@ -92,8 +92,11 @@ 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)
+                        continue;
+
+                    var targetType = attribute.PropertyInfo.PropertyType;
 
                     object? value = null;
                     if (attribute.JsonConverterType != null)

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/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>7.5.2</PackageVersion>
-    <AssemblyVersion>7.5.2</AssemblyVersion>
-    <FileVersion>7.5.2</FileVersion>
+    <PackageVersion>7.7.0</PackageVersion>
+    <AssemblyVersion>7.7.0</AssemblyVersion>
+    <FileVersion>7.7.0</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>

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;

CryptoExchange.Net/Interfaces/IMessageProcessor.cs

@@ -16,10 +16,6 @@ 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; }

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/Logging/Extensions/RestApiClientLoggingExtensions.cs

@@ -17,6 +17,9 @@ 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 +68,21 @@ 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 +129,20 @@ 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/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/CallResult.cs

@@ -331,6 +331,11 @@ 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>
@@ -417,6 +422,17 @@ namespace CryptoExchange.Net.Objects
             return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, default, error);
         }
 
+        /// <summary>
+        /// Return a copy of this result with data source set to cache
+        /// </summary>
+        /// <returns></returns>
+        internal WebCallResult<T> Cached()
+        {
+            var result = new WebCallResult<T>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, default, Error);
+            result.DataSource = ResultDataSource.Cache;
+            return result;
+        }
+
         /// <inheritdoc />
         public override string ToString()
         {

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/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/RequestDefinition.cs

@@ -61,6 +61,12 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public TimeSpan? EndpointLimitPeriod { get; set; }
 
+
+        /// <summary>
+        /// Whether this request should never be cached
+        /// </summary>
+        public bool PreventCaching { get; set; }
+
         /// <summary>
         /// ctor
         /// </summary>

CryptoExchange.Net/Objects/RequestDefinitionCache.cs

@@ -48,6 +48,7 @@ namespace CryptoExchange.Net.Objects
         /// <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,
@@ -59,7 +60,8 @@ namespace CryptoExchange.Net.Objects
             TimeSpan? endpointLimitPeriod = null,
             RequestBodyFormat? requestBodyFormat = null,
             HttpMethodParameterPosition? parameterPosition = null,
-            ArrayParametersSerialization? arraySerialization = null)
+            ArrayParametersSerialization? arraySerialization = null,
+            bool? preventCaching = null)
         {
 
             if (!_definitions.TryGetValue(method + path, out var def))
@@ -74,6 +76,7 @@ namespace CryptoExchange.Net.Objects
                     ArraySerialization = arraySerialization,
                     RequestBodyFormat = requestBodyFormat,
                     ParameterPosition = parameterPosition,
+                    PreventCaching = preventCaching ?? false
                 };
                 _definitions.TryAdd(method + path, def);
             }

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/RateLimiting/RateLimitGate.cs

@@ -101,7 +101,7 @@ 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);
                 }

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;
@@ -246,12 +247,12 @@ namespace CryptoExchange.Net.Sockets
                 await _closeTask.ConfigureAwait(false);
                 _closeTask = null;
 
-                if (!Parameters.AutoReconnect)
+                if (Parameters.ReconnectPolicy == ReconnectPolicy.Disabled)
                 {
                     _processState = ProcessState.Idle;
                     await (OnClose?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                     return;
-                }    
+                }
 
                 if (!_stopRequested)
                 {
@@ -259,9 +260,9 @@ namespace CryptoExchange.Net.Sockets
                     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)
                 {
@@ -282,13 +283,17 @@ 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;
                     await (OnReconnected?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                     break;
@@ -298,6 +303,24 @@ namespace CryptoExchange.Net.Sockets
             _processState = 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)
         {
@@ -439,11 +462,19 @@ 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;
                             }
                         }
 

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

@@ -19,11 +19,6 @@ 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>
@@ -116,8 +111,9 @@ namespace CryptoExchange.Net.Sockets
         /// Wait untill timeout or the request is competed
         /// </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);

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;
@@ -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);
@@ -604,7 +613,7 @@ namespace CryptoExchange.Net.Sockets
             bool shouldCloseConnection;
             lock (_listenersLock)
             {
-                shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Closed);
+                shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Closed) && !DedicatedRequestConnection;
                 if (shouldCloseConnection)
                     Status = SocketStatus.Closing;
             }
@@ -686,10 +695,11 @@ 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, ManualResetEvent? 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"));
         }
 
@@ -700,14 +710,15 @@ namespace CryptoExchange.Net.Sockets
         /// <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<THandlerResponse>> SendAndWaitQueryAsync<TServerResponse, THandlerResponse>(Query<TServerResponse, THandlerResponse> query, ManualResetEvent? continueEvent = null)
+        public virtual async Task<CallResult<THandlerResponse>> SendAndWaitQueryAsync<TServerResponse, THandlerResponse>(Query<TServerResponse, THandlerResponse> query, ManualResetEvent? continueEvent = null, CancellationToken ct = default)
         {
-            await SendAndWaitIntAsync(query, continueEvent).ConfigureAwait(false);
+            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, ManualResetEvent? continueEvent, CancellationToken ct = default)
         {
             lock(_listenersLock)
                 _listeners.Add(query);
@@ -724,7 +735,7 @@ namespace CryptoExchange.Net.Sockets
 
             try
             {
-                while (true)
+                while (!ct.IsCancellationRequested)
                 {
                     if (!_socket.IsOpen)
                     {
@@ -735,11 +746,17 @@ 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
             {
@@ -799,20 +816,23 @@ 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;
             if (anyAuthenticated)
             {
                 // If we reconnected a authenticated connection we need to re-authenticate
@@ -861,6 +881,8 @@ namespace CryptoExchange.Net.Sockets
                     { 
                         subscription.HandleSubQueryResponse(subQuery.Response!);
                         waitEvent.Set();
+                        if (r.Result.Success)
+                            subscription.Confirmed = true;
                         return r.Result;
                     }));
                 }
@@ -870,9 +892,6 @@ namespace CryptoExchange.Net.Sockets
                     return taskList.First(t => !t.Result.Success).Result;
             }
 
-            foreach (var subscription in subList)
-                subscription.Confirmed = true;
-
             if (!_socket.IsOpen)
                 return new CallResult(new WebError("Socket not connected"));
 

CryptoExchange.Net/Sockets/Subscription.cs

@@ -18,11 +18,6 @@ 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 +37,6 @@ 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

CryptoExchange.Net/Testing/Implementations/TestSocket.cs

@@ -30,9 +30,14 @@ namespace CryptoExchange.Net.Testing.Implementations
         public bool IsClosed => !Connected;
         public bool IsOpen => Connected;
         public double IncomingKbps => 0;
-        public Uri Uri => new("wss://test.com/ws");
+        public Uri Uri { get; set; }
         public Func<Task<Uri?>>? GetReconnectionUrl { get; set; }
 
+        public TestSocket(string address)
+        {
+            Uri = new Uri(address);
+        }
+
         public Task<CallResult> ConnectAsync()
         {
             Connected = CanConnect;

CryptoExchange.Net/Testing/SocketSubscriptionValidator.cs

@@ -50,13 +50,17 @@ namespace CryptoExchange.Net.Testing
         /// <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="useFirstUpdateItem">Use the first item of an array update</param>
+        /// <param name="addressPath">Path</param>
         /// <returns></returns>
         /// <exception cref="Exception"></exception>
         public async Task ValidateAsync<TUpdate>(
             Func<TClient, Action<DataEvent<TUpdate>>, Task<CallResult<UpdateSubscription>>> methodInvoke,
             string name,
             string? nestedJsonProperty = null,
-            List<string>? ignoreProperties = null)
+            List<string>? ignoreProperties = null,
+            string? addressPath = null,
+            bool? useFirstUpdateItem = null)
         {
             var listener = new EnumValueTraceListener();
             Trace.Listeners.Add(listener);
@@ -79,7 +83,7 @@ namespace CryptoExchange.Net.Testing
             var data = Encoding.UTF8.GetString(buffer);
             using var reader = new StringReader(data);
 
-            var socket = TestHelpers.ConfigureSocketClient(_client);
+            var socket = TestHelpers.ConfigureSocketClient(_client, addressPath == null ? _baseAddress : _baseAddress.AppendPath(addressPath));
 
             var waiter = new AutoResetEvent(false);
             string? lastMessage = null;
@@ -157,9 +161,9 @@ namespace CryptoExchange.Net.Testing
                         throw new Exception($"{name} Update send to client did not trigger in update handler");
 
                     if (_stjCompare == true)
-                        SystemTextJsonComparer.CompareData(name, update, compareData, nestedJsonProperty ?? _nestedPropertyForCompare, ignoreProperties);
+                        SystemTextJsonComparer.CompareData(name, update, compareData, nestedJsonProperty ?? _nestedPropertyForCompare, ignoreProperties, useFirstUpdateItem ?? false);
                     else
-                        JsonNetComparer.CompareData(name, update, compareData, nestedJsonProperty ?? _nestedPropertyForCompare, ignoreProperties);
+                        JsonNetComparer.CompareData(name, update, compareData, nestedJsonProperty ?? _nestedPropertyForCompare, ignoreProperties, useFirstUpdateItem ?? false);
                 }
             }
 

CryptoExchange.Net/Testing/TestHelpers.cs

@@ -57,9 +57,9 @@ namespace CryptoExchange.Net.Testing
             return self == to;
         }
 
-        internal static TestSocket ConfigureSocketClient<T>(T client) where T : BaseSocketClient
+        internal static TestSocket ConfigureSocketClient<T>(T client, string address) where T : BaseSocketClient
         {
-            var socket = new TestSocket();
+            var socket = new TestSocket(address);
             foreach (var apiClient in client.ApiClients.OfType<SocketApiClient>())
             {
                 apiClient.SocketFactory = new TestWebsocketFactory(socket);

README.md

@@ -19,6 +19,7 @@ The following API's are directly supported. Note that there are 3rd party implem
 |Bybit|[JKorf/Bybit.Net](https://github.com/JKorf/Bybit.Net)|[![Nuget version](https://img.shields.io/nuget/v/Bybit.net.svg?style=flat-square)](https://www.nuget.org/packages/Bybit.Net)|
 |CoinEx|[JKorf/CoinEx.Net](https://github.com/JKorf/CoinEx.Net)|[![Nuget version](https://img.shields.io/nuget/v/CoinEx.net.svg?style=flat-square)](https://www.nuget.org/packages/CoinEx.Net)|
 |CoinGecko|[JKorf/CoinGecko.Net](https://github.com/JKorf/CoinGecko.Net)|[![Nuget version](https://img.shields.io/nuget/v/CoinGecko.net.svg?style=flat-square)](https://www.nuget.org/packages/CoinGecko.Net)|
+|Gate.io|[JKorf/GateIo.Net](https://github.com/JKorf/GateIo.Net)|[![Nuget version](https://img.shields.io/nuget/v/GateIo.net.svg?style=flat-square)](https://www.nuget.org/packages/GateIo.Net)|
 |Huobi/HTX|[JKorf/Huobi.Net](https://github.com/JKorf/Huobi.Net)|[![Nuget version](https://img.shields.io/nuget/v/Huobi.net.svg?style=flat-square)](https://www.nuget.org/packages/Huobi.Net)|
 |Kraken|[JKorf/Kraken.Net](https://github.com/JKorf/Kraken.Net)|[![Nuget version](https://img.shields.io/nuget/v/KrakenExchange.net.svg?style=flat-square)](https://www.nuget.org/packages/KrakenExchange.Net)|
 |Kucoin|[JKorf/Kucoin.Net](https://github.com/JKorf/Kucoin.Net)|[![Nuget version](https://img.shields.io/nuget/v/Kucoin.net.svg?style=flat-square)](https://www.nuget.org/packages/Kucoin.Net)|
@@ -45,6 +46,35 @@ Make a one time donation in a crypto currency of your choice. If you prefer to d
 Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf). 
 
 ## Release notes
+* Version 7.7.0 - 23 Jun 2024
+    * Caching support
+        * Caching is supported for GET requests within a certain time frame
+        * Enable caching by setting CachingEnabled to true in the client options
+        * Added DataSource to CallResult object
+    * Dedicated websocket connection
+        * Added functionality for always having a connection open which can then be used for order operations
+        * This eliminates the initial connection time for the first request
+        * WebSocket connection can be prepared by calling PrepareConnectionsAsync on the Api client, for example `await binanceSocketClient.SpotApi.PrepareConnectionsAsync()`. This is only needed initially; it will be reconnected when connection is lost.
+    * Added CancellationToken support for websocket queries
+    * Added SocketConnection parameter to SocketApiClient.GetAuthenticationRequest method
+    * Added ObjectStringConverter base converter for deserializing nested json strings
+    * Fixed websocket issue with ratelimiting and reconnecting interaction
+    * Fixed rate limiting issue with sub-millisecond delays
+    * Fixed websocket connection will now close if authentication fails because of not set credentials
+    * Updated websocket reconnection handling and options, added backoff policy
+    * Removed check for confirmed subscription as data often is pushed before the subscription is confirmed
+
+* Version 7.6.0 - 11 Jun 2024
+    * Added support for specifying seperate uri and body parameters
+    * Added support for different message and handling generic types on socket queries
+    * Added support for PATCH http method requests
+    * Added support for setting http request body to a specific type directly
+    * 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
+
 * Version 7.5.2 - 07 May 2024
     * Fixed SetApiCredentials not correctly being used by rate limiter causing exception
 

docs/index.html

@@ -136,18 +136,19 @@
 				<th>Repository</th>
 				<th>Nuget</th>
 			</tr>
-			<tr><td>Binance</td><td><a href="https://github.com/JKorf/Binance.Net">JKorf/Binance.Net</a></td><td><a href="https://www.nuget.org/packages/Binance.Net"><img src="https://img.shields.io/nuget/v/Binance.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>BingX</td><td><a href="https://github.com/JKorf/BingX.Net">JKorf/BingX.Net</a></td><td><a href="https://www.nuget.org/packages/JK.BingX.Net"><img src="https://img.shields.io/nuget/v/JK.BingX.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>Bitfinex</td><td><a href="https://github.com/JKorf/Bitfinex.Net">JKorf/Bitfinex.Net</a></td><td><a href="https://www.nuget.org/packages/Bitfinex.Net"><img src="https://img.shields.io/nuget/v/Bitfinex.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>Bitget</td><td><a href="https://github.com/JKorf/Bitget.Net">JKorf/Bitget.Net</a></td><td><a href="https://www.nuget.org/packages/JK.Bitget.Net"><img src="https://img.shields.io/nuget/v/JK.Bitget.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>Bybit</td><td><a href="https://github.com/JKorf/Bybit.Net">JKorf/Bybit.Net</a></td><td><a href="https://www.nuget.org/packages/Bybit.Net"><img src="https://img.shields.io/nuget/v/Bybit.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>CoinEx</td><td><a href="https://github.com/JKorf/CoinEx.Net">JKorf/CoinEx.Net</a></td><td><a href="https://www.nuget.org/packages/CoinEx.Net"><img src="https://img.shields.io/nuget/v/CoinEx.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>CoinGecko</td><td><a href="https://github.com/JKorf/CoinGecko.Net">JKorf/CoinGecko.Net</a></td><td><a href="https://www.nuget.org/packages/CoinGecko.Net"><img src="https://img.shields.io/nuget/v/CoinGecko.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>Huobi</td><td><a href="https://github.com/JKorf/Huobi.Net">JKorf/Huobi.Net</a></td><td><a href="https://www.nuget.org/packages/Huobi.Net"><img src="https://img.shields.io/nuget/v/Huobi.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>Kraken</td><td><a href="https://github.com/JKorf/Kraken.Net">JKorf/Kraken.Net</a></td><td><a href="https://www.nuget.org/packages/KrakenExchange.Net"><img src="https://img.shields.io/nuget/v/KrakenExchange.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>Kucoin</td><td><a href="https://github.com/JKorf/Kucoin.Net">JKorf/Kucoin.Net</a></td><td><a href="https://www.nuget.org/packages/Kucoin.Net"><img src="https://img.shields.io/nuget/v/Kucoin.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>Mexc</td><td><a href="https://github.com/JKorf/Mexc.Net">JKorf/Mexc.Net</a></td><td><a href="https://www.nuget.org/packages/JK.Mexc.Net"><img src="https://img.shields.io/nuget/v/JK.Mexc.net.svg?style=flat-square" /></a></td></tr>
-			<tr><td>OKX</td><td><a href="https://github.com/JKorf/OKX.Net">JKorf/OKX.Net</a></td><td><a href="https://www.nuget.org/packages/JK.OKX.Net"><img src="https://img.shields.io/nuget/v/JK.OKX.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Binance</td><td><a href="https://github.com/JKorf/Binance.Net">JKorf/Binance.Net</a></td><td><a href="https://www.nuget.org/packages/Binance.Net" target="_blank"><img src="https://img.shields.io/nuget/v/Binance.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>BingX</td><td><a href="https://github.com/JKorf/BingX.Net">JKorf/BingX.Net</a></td><td><a href="https://www.nuget.org/packages/JK.BingX.Net" target="_blank"><img src="https://img.shields.io/nuget/v/JK.BingX.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Bitfinex</td><td><a href="https://github.com/JKorf/Bitfinex.Net">JKorf/Bitfinex.Net</a></td><td><a href="https://www.nuget.org/packages/Bitfinex.Net" target="_blank"><img src="https://img.shields.io/nuget/v/Bitfinex.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Bitget</td><td><a href="https://github.com/JKorf/Bitget.Net">JKorf/Bitget.Net</a></td><td><a href="https://www.nuget.org/packages/JK.Bitget.Net" target="_blank"><img src="https://img.shields.io/nuget/v/JK.Bitget.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Bybit</td><td><a href="https://github.com/JKorf/Bybit.Net">JKorf/Bybit.Net</a></td><td><a href="https://www.nuget.org/packages/Bybit.Net" target="_blank"><img src="https://img.shields.io/nuget/v/Bybit.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>CoinEx</td><td><a href="https://github.com/JKorf/CoinEx.Net">JKorf/CoinEx.Net</a></td><td><a href="https://www.nuget.org/packages/CoinEx.Net" target="_blank"><img src="https://img.shields.io/nuget/v/CoinEx.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>CoinGecko</td><td><a href="https://github.com/JKorf/CoinGecko.Net">JKorf/CoinGecko.Net</a></td><td><a href="https://www.nuget.org/packages/CoinGecko.Net" target="_blank"><img src="https://img.shields.io/nuget/v/CoinGecko.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Gate.io</td><td><a href="https://github.com/JKorf/GateIo.Net">JKorf/GateIo.Net</a></td><td><a href="https://www.nuget.org/packages/GateIo.Net" target="_blank"><img src="https://img.shields.io/nuget/v/GateIo.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Huobi</td><td><a href="https://github.com/JKorf/Huobi.Net">JKorf/Huobi.Net</a></td><td><a href="https://www.nuget.org/packages/Huobi.Net" target="_blank"><img src="https://img.shields.io/nuget/v/Huobi.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Kraken</td><td><a href="https://github.com/JKorf/Kraken.Net">JKorf/Kraken.Net</a></td><td><a href="https://www.nuget.org/packages/KrakenExchange.Net" target="_blank"><img src="https://img.shields.io/nuget/v/KrakenExchange.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Kucoin</td><td><a href="https://github.com/JKorf/Kucoin.Net">JKorf/Kucoin.Net</a></td><td><a href="https://www.nuget.org/packages/Kucoin.Net" target="_blank"><img src="https://img.shields.io/nuget/v/Kucoin.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>Mexc</td><td><a href="https://github.com/JKorf/Mexc.Net">JKorf/Mexc.Net</a></td><td><a href="https://www.nuget.org/packages/JK.Mexc.Net" target="_blank"><img src="https://img.shields.io/nuget/v/JK.Mexc.net.svg?style=flat-square" /></a></td></tr>
+			<tr><td>OKX</td><td><a href="https://github.com/JKorf/OKX.Net">JKorf/OKX.Net</a></td><td><a href="https://www.nuget.org/packages/JK.OKX.Net" target="_blank"><img src="https://img.shields.io/nuget/v/JK.OKX.net.svg?style=flat-square" /></a></td></tr>
 		</table>
 		<p>Note that there are 3rd party implementations going around, but only the listed ones here are created and supported by me.</p>
 		<p>When using multiple of these API's the <a href="https://github.com/jkorf/CryptoClients.Net">CryptoClients.Net</a> package can be used which combines these packages and allows easy access to all exchange API's.</p>