Updated to version 8.5.0

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

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

@@ -1,4 +1,4 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
     <TargetFramework>net8.0</TargetFramework>
@@ -6,10 +6,10 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0"></PackageReference>
-    <PackageReference Include="Moq" Version="4.20.70" />
-    <PackageReference Include="NUnit" Version="4.1.0"></PackageReference>
-    <PackageReference Include="NUnit3TestAdapter" Version="4.5.0"></PackageReference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0"></PackageReference>
+    <PackageReference Include="Moq" Version="4.20.72" />
+    <PackageReference Include="NUnit" Version="4.2.2"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="4.6.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

CryptoExchange.Net.UnitTests/ExchangeHelpersTests.cs

@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Objects;
 using NUnit.Framework;
 using NUnit.Framework.Legacy;
+using System.Diagnostics;
 using System.Globalization;
 
 namespace CryptoExchange.Net.UnitTests
@@ -70,5 +71,20 @@ namespace CryptoExchange.Net.UnitTests
             var result = ExchangeHelpers.Normalize(input);
             Assert.That(expected == result.ToString(CultureInfo.InvariantCulture));
         }
+
+        [Test]
+        [TestCase("123", "BKR", 32, true, "BKRJK123")]
+        [TestCase("123", "BKR", 32, false, "123")]
+        [TestCase("123123123123123123123123123123", "BKR", 32, true, "123123123123123123123123123123")] // 30
+        [TestCase("12312312312312312312312312312", "BKR", 32, true, "12312312312312312312312312312")] // 27
+        [TestCase("123123123123123123123123123", "BKR", 32, true, "BKRJK123123123123123123123123123")] // 25
+        [TestCase(null, "BKR", 32, true, null)]
+        public void ApplyBrokerIdTests(string clientOrderId, string brokerId, int maxLength, bool allowValueAdjustement, string expected)
+        {
+            var result = LibraryHelpers.ApplyBrokerId(clientOrderId, brokerId, maxLength, allowValueAdjustement);
+            
+            if (expected != null)
+                Assert.That(result, Is.EqualTo(expected));
+        }
     }
 }

CryptoExchange.Net.UnitTests/OptionsTests.cs

@@ -100,6 +100,10 @@ namespace CryptoExchange.Net.UnitTests
             Assert.That(authProvider1.GetSecret() == "222");
             Assert.That(authProvider2.GetKey() == "123");
             Assert.That(authProvider2.GetSecret() == "456");
+
+            // Cleanup static values
+            TestClientOptions.Default.ApiCredentials = null;
+            TestClientOptions.Default.Api1Options.ApiCredentials = null;
         }
 
         [Test]
@@ -121,6 +125,10 @@ namespace CryptoExchange.Net.UnitTests
             Assert.That(authProvider2.GetKey() == "123");
             Assert.That(authProvider2.GetSecret() == "456");
             Assert.That(client.Api2.BaseAddress == "https://localhost:123");
+
+            // Cleanup static values
+            TestClientOptions.Default.ApiCredentials = null;
+            TestClientOptions.Default.Api1Options.ApiCredentials = null;
         }
     }
 
@@ -134,6 +142,14 @@ namespace CryptoExchange.Net.UnitTests
             Environment = new TestEnvironment("test", "https://test.com")
         };
 
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public TestClientOptions()
+        {
+            Default?.Set(this);
+        }
+
         /// <summary>
         /// The default receive window for requests
         /// </summary>
@@ -143,12 +159,12 @@ namespace CryptoExchange.Net.UnitTests
 
         public RestApiOptions Api2Options { get; set; } = new RestApiOptions();
 
-        internal TestClientOptions Copy()
+        internal TestClientOptions Set(TestClientOptions targetOptions)
         {
-            var options = Copy<TestClientOptions>();
-            options.Api1Options = Api1Options.Copy<RestApiOptions>();
-            options.Api2Options = Api2Options.Copy<RestApiOptions>();
-            return options;
+            targetOptions = base.Set<TestClientOptions>(targetOptions);
+            targetOptions.Api1Options = Api1Options.Set(targetOptions.Api1Options);
+            targetOptions.Api2Options = Api2Options.Set(targetOptions.Api2Options);
+            return targetOptions;
         }
     }
 }

CryptoExchange.Net.UnitTests/RestClientTests.cs

@@ -302,7 +302,7 @@ namespace CryptoExchange.Net.UnitTests
         public async Task ApiKeyRateLimiterBasics(string key1, string key2, string endpoint1, string endpoint2, bool expectLimited)
         {
             var rateLimiter = new RateLimitGate("Test");
-            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerApiKey, new AuthenticatedEndpointFilter(true), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
+            rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerApiKey, new AuthenticatedEndpointFilter(true), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Sliding));
             var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get) { Authenticated = key1 != null };
             var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get) { Authenticated = key2 != null };
 

CryptoExchange.Net.UnitTests/SystemTextJsonConverterTests.cs

@@ -5,6 +5,8 @@ using NUnit.Framework;
 using System;
 using System.Text.Json.Serialization;
 using NUnit.Framework.Legacy;
+using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Testing.Comparers;
 
 namespace CryptoExchange.Net.UnitTests
 {
@@ -242,6 +244,44 @@ namespace CryptoExchange.Net.UnitTests
             var result = JsonSerializer.Deserialize<STJDecimalObject>("{ \"test\": " + value + "}");
             Assert.That(result.Test, Is.EqualTo(expected == -999 ? decimal.MaxValue : expected));
         }
+
+        [Test()]
+        public void TestArrayConverter()
+        {
+            var data = new Test()
+            {
+                Prop1 = 2,
+                Prop2 = null,
+                Prop3 = "123",
+                Prop3Again = "123",
+                Prop4 = null,
+                Prop5 = new Test2
+                {
+                    Prop21 = 3,
+                    Prop22 = "456"
+                },
+                Prop6 = new Test3
+                {
+                    Prop31 = 4,
+                    Prop32 = "789"
+                },
+                Prop7 = TestEnum.Two
+            };
+
+            var serialized = JsonSerializer.Serialize(data);
+            var deserialized = JsonSerializer.Deserialize<Test>(serialized);
+
+            Assert.That(deserialized.Prop1, Is.EqualTo(2));
+            Assert.That(deserialized.Prop2, Is.Null);
+            Assert.That(deserialized.Prop3, Is.EqualTo("123"));
+            Assert.That(deserialized.Prop3Again, Is.EqualTo("123"));
+            Assert.That(deserialized.Prop4, Is.Null);
+            Assert.That(deserialized.Prop5.Prop21, Is.EqualTo(3));
+            Assert.That(deserialized.Prop5.Prop22, Is.EqualTo("456"));
+            Assert.That(deserialized.Prop6.Prop31, Is.EqualTo(4));
+            Assert.That(deserialized.Prop6.Prop32, Is.EqualTo("789"));
+            Assert.That(deserialized.Prop7, Is.EqualTo(TestEnum.Two));
+        }
     }
 
     public class STJDecimalObject
@@ -281,4 +321,42 @@ namespace CryptoExchange.Net.UnitTests
         [JsonConverter(typeof(BoolConverter))]
         public bool Value { get; set; }
     }
+
+    [JsonConverter(typeof(ArrayConverter))]
+    record Test
+    {
+        [ArrayProperty(0)]
+        public int Prop1 { get; set; }
+        [ArrayProperty(1)]
+        public int? Prop2 { get; set; }
+        [ArrayProperty(2)]
+        public string Prop3 { get; set; }
+        [ArrayProperty(2)]
+        public string Prop3Again { get; set; }
+        [ArrayProperty(3)]
+        public string Prop4 { get; set; }
+        [ArrayProperty(4)]
+        public Test2 Prop5 { get; set; }
+        [ArrayProperty(5)]
+        public Test3 Prop6 { get; set; }
+        [ArrayProperty(6), JsonConverter(typeof(EnumConverter))]
+        public TestEnum? Prop7 { get; set; }
+    }
+
+    [JsonConverter(typeof(ArrayConverter))]
+    record Test2
+    {
+        [ArrayProperty(0)]
+        public int Prop21 { get; set; }
+        [ArrayProperty(1)]
+        public string Prop22 { get; set; }
+    }
+
+    record Test3
+    {
+        [JsonPropertyName("prop31")]
+        public int Prop31 { get; set; }
+        [JsonPropertyName("prop32")]
+        public string Prop32 { get; set; }
+    }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestBaseClient.cs

@@ -20,7 +20,7 @@ namespace CryptoExchange.Net.UnitTests
 
         public TestBaseClient(): base(null, "Test")
         {
-            var options = TestClientOptions.Default.Copy();
+            var options = new TestClientOptions();
             Initialize(options);
             SubClient = AddApiClient(new TestSubClient(options, new RestApiOptions()));
         }

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -16,6 +16,7 @@ using CryptoExchange.Net.Objects.Options;
 using Microsoft.Extensions.Logging;
 using CryptoExchange.Net.Clients;
 using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.Options;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
@@ -24,22 +25,17 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public TestRestApi1Client Api1 { get; }
         public TestRestApi2Client Api2 { get; }
 
-        public TestRestClient(Action<TestClientOptions> optionsFunc) : this(optionsFunc, null)
+        public TestRestClient(Action<TestClientOptions> optionsDelegate = null)
+            : this(null, null, Options.Create(ApplyOptionsDelegate(optionsDelegate)))
         {
         }
 
-        public TestRestClient(ILoggerFactory loggerFactory = null, HttpClient httpClient = null) : this((x) => { }, httpClient, loggerFactory)
+        public TestRestClient(HttpClient httpClient, ILoggerFactory loggerFactory, IOptions<TestClientOptions> options) : base(loggerFactory, "Test")
         {
-        }
+            Initialize(options.Value);
 
-        public TestRestClient(Action<TestClientOptions> optionsFunc, HttpClient httpClient = null, ILoggerFactory loggerFactory = null) : base(loggerFactory, "Test")
-        {
-            var options = TestClientOptions.Default.Copy();
-            optionsFunc(options);
-            Initialize(options);
-
-            Api1 = new TestRestApi1Client(options);
-            Api2 = new TestRestApi2Client(options);
+            Api1 = new TestRestApi1Client(options.Value);
+            Api2 = new TestRestApi2Client(options.Value);
         }
 
         public void SetResponse(string responseData, out IRequest requestObj)

CryptoExchange.Net.UnitTests/TestImplementations/TestSocketClient.cs

@@ -15,6 +15,7 @@ using Microsoft.Extensions.Logging;
 using Moq;
 using CryptoExchange.Net.Testing.Implementations;
 using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.Options;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
@@ -22,25 +23,20 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
     {
         public TestSubSocketClient SubClient { get; }
 
-        public TestSocketClient(ILoggerFactory loggerFactory = null) : this((x) => { }, loggerFactory)
-        {
-        }
-
         /// <summary>
         /// Create a new instance of KucoinSocketClient
         /// </summary>
         /// <param name="optionsFunc">Configure the options to use for this client</param>
-        public TestSocketClient(Action<TestSocketOptions> optionsFunc) : this(optionsFunc, null)
+        public TestSocketClient(Action<TestSocketOptions> optionsDelegate = null)
+            : this(Options.Create(ApplyOptionsDelegate(optionsDelegate)), null)
         {
         }
 
-        public TestSocketClient(Action<TestSocketOptions> optionsFunc, ILoggerFactory loggerFactory = null) : base(loggerFactory, "Test")
+        public TestSocketClient(IOptions<TestSocketOptions> options, ILoggerFactory loggerFactory = null) : base(loggerFactory, "Test")
         {
-            var options = TestSocketOptions.Default.Copy<TestSocketOptions>();
-            optionsFunc(options);
-            Initialize(options);
+            Initialize(options.Value);
 
-            SubClient = AddApiClient(new TestSubSocketClient(options, options.SubOptions));
+            SubClient = AddApiClient(new TestSubSocketClient(options.Value, options.Value.SubOptions));
             SubClient.SocketFactory = new Mock<IWebsocketFactory>().Object;
             Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<ILogger>(), It.IsAny<WebSocketParameters>())).Returns(new TestSocket("https://test.com"));
         }
@@ -70,7 +66,22 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             Environment = new TestEnvironment("Live", "https://test.test")
         };
 
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public TestSocketOptions()
+        {
+            Default?.Set(this);
+        }
+
         public SocketApiOptions SubOptions { get; set; } = new SocketApiOptions();
+
+        internal TestSocketOptions Set(TestSocketOptions targetOptions)
+        {
+            targetOptions = base.Set<TestSocketOptions>(targetOptions);
+            targetOptions.SubOptions = SubOptions.Set(targetOptions.SubOptions);
+            return targetOptions;
+        }
     }
 
     public class TestSubSocketClient : SocketApiClient

CryptoExchange.Net/Attributes/NullableAttributes.cs

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

CryptoExchange.Net/Authentication/ApiCredentials.cs

@@ -13,39 +13,30 @@ namespace CryptoExchange.Net.Authentication
         /// <summary>
         /// The api key / label to authenticate requests
         /// </summary>
-        public string Key { get; }
+        public string Key { get; set; }
 
         /// <summary>
         /// The api secret or private key to authenticate requests
         /// </summary>
-        public string Secret { get; }
+        public string Secret { get; set; }
 
         /// <summary>
         /// Type of the credentials
         /// </summary>
-        public ApiCredentialsType CredentialType { get; }
+        public ApiCredentialsType CredentialType { get; set; }
 
         /// <summary>
         /// Create Api credentials providing an api key and secret for authentication
         /// </summary>
         /// <param name="key">The api key / label used for identification</param>
         /// <param name="secret">The api secret or private key used for signing</param>
-        public ApiCredentials(string key, string secret) : this(key, secret, ApiCredentialsType.Hmac)
-        {
-        }
-
-        /// <summary>
-        /// Create Api credentials providing an api key and secret for authentication
-        /// </summary>
-        /// <param name="key">The api key / label used for identification</param>
-        /// <param name="secret">The api secret or private key used for signing</param>
-        /// <param name="credentialsType">The type of credentials</param>
-        public ApiCredentials(string key, string secret, ApiCredentialsType credentialsType)
+        /// <param name="credentialType">The type of credentials</param>
+        public ApiCredentials(string key, string secret, ApiCredentialsType credentialType = ApiCredentialsType.Hmac)
         {
             if (string.IsNullOrEmpty(key) || string.IsNullOrEmpty(secret))
                 throw new ArgumentException("Key and secret can't be null/empty");
 
-            CredentialType = credentialsType;
+            CredentialType = credentialType;
             Key = key;
             Secret = secret;
         }
@@ -65,7 +56,7 @@ namespace CryptoExchange.Net.Authentication
         /// <param name="inputStream">The stream containing the json data</param>
         /// <param name="identifierKey">A key to identify the credentials for the API. For example, when set to `binanceKey` the json data should contain a value for the property `binanceKey`. Defaults to 'apiKey'.</param>
         /// <param name="identifierSecret">A key to identify the credentials for the API. For example, when set to `binanceSecret` the json data should contain a value for the property `binanceSecret`. Defaults to 'apiSecret'.</param>
-        public ApiCredentials(Stream inputStream, string? identifierKey = null, string? identifierSecret = null)
+        public static ApiCredentials FromStream(Stream inputStream, string? identifierKey = null, string? identifierSecret = null)
         {
             var accessor = new SystemTextJsonStreamMessageAccessor();
             if (!accessor.Read(inputStream, false).Result)
@@ -75,11 +66,9 @@ namespace CryptoExchange.Net.Authentication
             var secret = accessor.GetValue<string>(MessagePath.Get().Property(identifierSecret ?? "apiSecret"));
             if (key == null || secret == null)
                 throw new ArgumentException("apiKey or apiSecret value not found in Json credential file");
-
-            Key = key;
-            Secret = secret;
-
+            
             inputStream.Seek(0, SeekOrigin.Begin);
+            return new ApiCredentials(key, secret);
         }
     }
 }

CryptoExchange.Net/Authentication/AuthenticationProvider.cs

@@ -31,7 +31,7 @@ namespace CryptoExchange.Net.Authentication
         /// <summary>
         /// Get the API key of the current credentials
         /// </summary>
-        public string ApiKey => _credentials.Key;
+        public string ApiKey => _credentials.Key!;
 
         /// <summary>
         /// ctor
@@ -39,7 +39,7 @@ namespace CryptoExchange.Net.Authentication
         /// <param name="credentials"></param>
         protected AuthenticationProvider(ApiCredentials credentials)
         {
-            if (credentials.Secret == null)
+            if (credentials.Key == null || credentials.Secret == null)
                 throw new ArgumentException("ApiKey/Secret needed");
 
             _credentials = credentials;
@@ -369,7 +369,7 @@ namespace CryptoExchange.Net.Authentication
             var rsa = RSA.Create();
             if (_credentials.CredentialType == ApiCredentialsType.RsaPem)
             {
-#if NETSTANDARD2_1_OR_GREATER
+#if NETSTANDARD2_1_OR_GREATER || NET9_0_OR_GREATER
                 // Read from pem private key
                 var key = _credentials.Secret!
                         .Replace("\n", "")

CryptoExchange.Net/Caching/MemoryCache.cs

@@ -26,7 +26,7 @@ namespace CryptoExchange.Net.Caching
         /// <returns>Cached value if it was in cache</returns>
         public object? Get(string key, TimeSpan maxAge)
         {
-            _cache.TryGetValue(key, out CacheItem value);
+            _cache.TryGetValue(key, out CacheItem? value);
             if (value == null)
                 return null;
 

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -88,10 +88,22 @@ namespace CryptoExchange.Net.Clients
         /// <inheritdoc />
         public void SetApiCredentials<T>(T credentials) where T : ApiCredentials
         {
+            ApiOptions.ApiCredentials = credentials;
             if (credentials != null)
                 AuthenticationProvider = CreateAuthenticationProvider(credentials.Copy());
         }
 
+        /// <inheritdoc />
+        public virtual void SetOptions<T>(UpdateOptions<T> options) where T : ApiCredentials
+        {
+            ClientOptions.Proxy = options.Proxy;
+            ClientOptions.RequestTimeout = options.RequestTimeout ?? ClientOptions.RequestTimeout;
+
+            ApiOptions.ApiCredentials = options.ApiCredentials ?? ClientOptions.ApiCredentials;
+            if (options.ApiCredentials != null)
+                AuthenticationProvider = CreateAuthenticationProvider(options.ApiCredentials.Copy());
+        }
+
         /// <summary>
         /// Dispose
         /// </summary>

CryptoExchange.Net/Clients/BaseClient.cs

@@ -15,7 +15,7 @@ namespace CryptoExchange.Net.Clients
         /// <summary>
         /// Version of the CryptoExchange.Net base library
         /// </summary>
-        public Version CryptoExchangeLibVersion { get; } = typeof(BaseClient).Assembly.GetName().Version;
+        public Version CryptoExchangeLibVersion { get; } = typeof(BaseClient).Assembly.GetName().Version!;
 
         /// <summary>
         /// Version of the client implementation
@@ -27,7 +27,7 @@ namespace CryptoExchange.Net.Clients
                lock(_versionLock)
                 {
                     if (_exchangeVersion == null)
-                        _exchangeVersion = GetType().Assembly.GetName().Version;
+                        _exchangeVersion = GetType().Assembly.GetName().Version!;
 
                     return _exchangeVersion;
                 }
@@ -109,6 +109,16 @@ namespace CryptoExchange.Net.Clients
             return apiClient;
         }
 
+        /// <summary>
+        /// Apply the options delegate to a new options instance
+        /// </summary>
+        protected static T ApplyOptionsDelegate<T>(Action<T>? del) where T: new()
+        {
+            var opts = new T();
+            del?.Invoke(opts);
+            return opts;
+        }
+
         /// <summary>
         /// Dispose
         /// </summary>

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -807,7 +807,7 @@ namespace CryptoExchange.Net.Clients
             if (parameterPosition == HttpMethodParameterPosition.InUri)
             {
                 foreach (var parameter in parameters)
-                    uri = uri.AddQueryParmeter(parameter.Key, parameter.Value.ToString());
+                    uri = uri.AddQueryParmeter(parameter.Key, parameter.Value.ToString()!);
             }
 
             var headers = new Dictionary<string, string>();
@@ -961,6 +961,14 @@ namespace CryptoExchange.Net.Clients
         /// <returns>Server time</returns>
         protected virtual Task<WebCallResult<DateTime>> GetServerTimestampAsync() => throw new NotImplementedException();
 
+        /// <inheritdoc />
+        public override void SetOptions<T>(UpdateOptions<T> options)
+        {
+            base.SetOptions(options);
+
+            RequestFactory.UpdateSettings(options.Proxy, options.RequestTimeout ?? ClientOptions.RequestTimeout);
+        }
+
         internal async Task<WebCallResult<bool>> SyncTimeAsync()
         {
             var timeSyncParams = GetTimeSyncInfo();

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -72,6 +72,11 @@ namespace CryptoExchange.Net.Clients
         /// </summary>
         protected List<DedicatedConnectionConfig> DedicatedConnectionConfigs { get; set; } = new List<DedicatedConnectionConfig>();
 
+        /// <summary>
+        /// Whether to allow multiple subscriptions with the same topic on the same connection
+        /// </summary>
+        protected bool AllowTopicsOnTheSameConnection { get; set; } = true;
+
         /// <inheritdoc />
         public double IncomingKbps
         {
@@ -153,7 +158,7 @@ namespace CryptoExchange.Net.Clients
         /// <param name="interval"></param>
         /// <param name="queryDelegate"></param>
         /// <param name="callback"></param>
-        protected virtual void RegisterPeriodicQuery(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<CallResult>? callback)
+        protected virtual void RegisterPeriodicQuery(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<SocketConnection, CallResult>? callback)
         {
             PeriodicTaskRegistrations.Add(new PeriodicTaskRegistration
             {
@@ -211,7 +216,7 @@ namespace CryptoExchange.Net.Clients
                 while (true)
                 {
                     // Get a new or existing socket connection
-                    var socketResult = await GetSocketConnection(url, subscription.Authenticated, false).ConfigureAwait(false);
+                    var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, subscription.Topic).ConfigureAwait(false);
                     if (!socketResult)
                         return socketResult.As<UpdateSubscription>(null);
 
@@ -403,7 +408,7 @@ namespace CryptoExchange.Net.Clients
                 return new CallResult(new NoApiCredentialsError());
 
             _logger.AttemptingToAuthenticate(socket.SocketId);
-            var authRequest = GetAuthenticationRequest(socket);
+            var authRequest = await GetAuthenticationRequestAsync(socket).ConfigureAwait(false);
             if (authRequest != null)
             {
                 var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
@@ -417,9 +422,10 @@ namespace CryptoExchange.Net.Clients
                     result.Error!.Message = "Authentication failed: " + result.Error.Message;
                     return new CallResult(result.Error)!;
                 }
+
+                _logger.Authenticated(socket.SocketId);
             }
 
-            _logger.Authenticated(socket.SocketId);
             socket.Authenticated = true;
             return new CallResult(null);
         }
@@ -428,7 +434,7 @@ 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(SocketConnection connection) => throw new NotImplementedException();
+        protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) => throw new NotImplementedException();
 
         /// <summary>
         /// Adds a system subscription. Used for example to reply to ping requests
@@ -478,23 +484,28 @@ namespace CryptoExchange.Net.Clients
         /// <param name="address">The address the socket is for</param>
         /// <param name="authenticated">Whether the socket should be authenticated</param>
         /// <param name="dedicatedRequestConnection">Whether a dedicated request connection should be returned</param>
+        /// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(string address, bool authenticated, bool dedicatedRequestConnection)
+        protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(string address, bool authenticated, bool dedicatedRequestConnection, string? topic = null)
         {
             var socketQuery = socketConnections.Where(s => (s.Value.Status == SocketConnection.SocketStatus.None || s.Value.Status == SocketConnection.SocketStatus.Connected)
                                                       && s.Value.Tag.TrimEnd('/') == address.TrimEnd('/')
                                                       && s.Value.ApiClient.GetType() == GetType()
                                                       && (s.Value.Authenticated == authenticated || !authenticated)
+                                                      && (AllowTopicsOnTheSameConnection || !s.Value.Topics.Contains(topic))
                                                       && s.Value.Connected);
 
             SocketConnection connection;
             if (!dedicatedRequestConnection)
             {
-                connection = socketQuery.Where(s => !s.Value.DedicatedRequestConnection).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault().Value;
+                connection = socketQuery.Where(s => !s.Value.DedicatedRequestConnection.IsDedicatedRequestConnection).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault().Value;
             }
             else
             {
-                connection = socketQuery.Where(s => s.Value.DedicatedRequestConnection).FirstOrDefault().Value;
+                connection = socketQuery.Where(s => s.Value.DedicatedRequestConnection.IsDedicatedRequestConnection).FirstOrDefault().Value;
+                if (connection != null && !connection.DedicatedRequestConnection.Authenticated)
+                    // Mark dedicated request connection as authenticated if the request is authenticated
+                    connection.DedicatedRequestConnection.Authenticated = authenticated;
             }
 
             if (connection != null)
@@ -519,7 +530,14 @@ namespace CryptoExchange.Net.Clients
             var socketConnection = new SocketConnection(_logger, this, socket, address);
             socketConnection.UnhandledMessage += HandleUnhandledMessage;
             socketConnection.ConnectRateLimitedAsync += HandleConnectRateLimitedAsync;
-            socketConnection.DedicatedRequestConnection = dedicatedRequestConnection;
+            if (dedicatedRequestConnection)
+            {
+                socketConnection.DedicatedRequestConnection = new DedicatedConnectionState
+                {
+                    IsDedicatedRequestConnection = dedicatedRequestConnection,
+                    Authenticated = authenticated
+                };
+            }
 
             foreach (var ptg in PeriodicTaskRegistrations)
                 socketConnection.QueryPeriodic(ptg.Identifier, ptg.Interval, ptg.QueryDelegate, ptg.Callback);
@@ -652,7 +670,7 @@ namespace CryptoExchange.Net.Clients
             var tasks = new List<Task>();
             {
                 var socketList = socketConnections.Values;
-                foreach (var connection in socketList.Where(s => !s.DedicatedRequestConnection))
+                foreach (var connection in socketList.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection))
                     tasks.Add(connection.CloseAsync());
             }
 
@@ -693,6 +711,25 @@ namespace CryptoExchange.Net.Clients
             return new CallResult(null);
         }
 
+        /// <inheritdoc />
+        public override void SetOptions<T>(UpdateOptions<T> options)
+        {
+            var previousProxyIsSet = ClientOptions.Proxy != null;
+            base.SetOptions(options);
+
+            if ((!previousProxyIsSet && options.Proxy == null)
+                || !socketConnections.Any())
+            {
+                return;
+            }
+
+            _logger.LogInformation("Reconnecting websockets to apply proxy");
+
+            // Update proxy, also triggers reconnect
+            foreach (var connection in socketConnections)
+                _ = connection.Value.UpdateProxy(options.Proxy);
+        }
+
         /// <summary>
         /// Log the current state of connections and subscriptions
         /// </summary>

CryptoExchange.Net/Converters/JsonNet/ArrayConverter.cs

@@ -36,7 +36,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
 
             var result = Activator.CreateInstance(objectType);
             var arr = JArray.Load(reader);
-            return ParseObject(arr, result, objectType);
+            return ParseObject(arr, result!, objectType);
         }
 
         private static object ParseObject(JArray arr, object result, Type objectType)
@@ -58,25 +58,25 @@ namespace CryptoExchange.Net.Converters.JsonNet
                     var count = 0;
                     if (innerArray.Count == 0)
                     {
-                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 0 });
+                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 0 })!;
                         property.SetValue(result, arrayResult);
                     }
                     else if (innerArray[0].Type == JTokenType.Array)
                     {
-                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { innerArray.Count });
+                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { innerArray.Count })!;
                         foreach (var obj in innerArray)
                         {
                             var innerObj = Activator.CreateInstance(objType!);
-                            arrayResult[count] = ParseObject((JArray)obj, innerObj, objType!);
+                            arrayResult[count] = ParseObject((JArray)obj, innerObj!, objType!);
                             count++;
                         }
                         property.SetValue(result, arrayResult);
                     }
                     else
                     {
-                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 1 });
+                        var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 1 })!;
                         var innerObj = Activator.CreateInstance(objType!);
-                        arrayResult[0] = ParseObject(innerArray, innerObj, objType!);
+                        arrayResult[0] = ParseObject(innerArray, innerObj!, objType!);
                         property.SetValue(result, arrayResult);
                     }
                     continue;
@@ -88,7 +88,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
                 object? value;
                 if (converterAttribute != null)
                 {
-                    value = arr[attribute.Index].ToObject(property.PropertyType, new JsonSerializer {Converters = {(JsonConverter) Activator.CreateInstance(converterAttribute.ConverterType)}});
+                    value = arr[attribute.Index].ToObject(property.PropertyType, new JsonSerializer {Converters = {(JsonConverter) Activator.CreateInstance(converterAttribute.ConverterType)!}});
                 }
                 else if (conversionAttribute != null)
                 {
@@ -120,7 +120,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
                     }
                     else if ((property.PropertyType == typeof(decimal)
                      || property.PropertyType == typeof(decimal?))
-                     && (value != null && value.ToString().IndexOf("e", StringComparison.OrdinalIgnoreCase) >= 0))
+                     && (value != null && value.ToString()!.IndexOf("e", StringComparison.OrdinalIgnoreCase) >= 0))
                     {
                         var v = value.ToString();
                         if (decimal.TryParse(v, NumberStyles.Float, CultureInfo.InvariantCulture, out var dec))
@@ -164,7 +164,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
                 last = arrayProp.Index;
                 var converterAttribute = GetCustomAttribute<JsonConverterAttribute>(prop);
                 if (converterAttribute != null)
-                    writer.WriteRawValue(JsonConvert.SerializeObject(prop.GetValue(value), (JsonConverter)Activator.CreateInstance(converterAttribute.ConverterType)));
+                    writer.WriteRawValue(JsonConvert.SerializeObject(prop.GetValue(value), (JsonConverter)Activator.CreateInstance(converterAttribute.ConverterType)!));
                 else if (!IsSimple(prop.PropertyType))
                     serializer.Serialize(writer, prop.GetValue(value));
                 else
@@ -187,9 +187,9 @@ namespace CryptoExchange.Net.Converters.JsonNet
         }
 
         private static T? GetCustomAttribute<T>(MemberInfo memberInfo) where T : Attribute =>
-            (T?)_attributeByMemberInfoAndTypeCache.GetOrAdd((memberInfo, typeof(T)), tuple => memberInfo.GetCustomAttribute(typeof(T)));
+            (T?)_attributeByMemberInfoAndTypeCache.GetOrAdd((memberInfo, typeof(T)), tuple => memberInfo.GetCustomAttribute(typeof(T))!);
 
         private static T? GetCustomAttribute<T>(Type type) where T : Attribute =>
-            (T?)_attributeByTypeAndTypeCache.GetOrAdd((type, typeof(T)), tuple => type.GetCustomAttribute(typeof(T)));
+            (T?)_attributeByTypeAndTypeCache.GetOrAdd((type, typeof(T)), tuple => type.GetCustomAttribute(typeof(T))!);
     }
 }

CryptoExchange.Net/Converters/JsonNet/BigDecimalConverter.cs

@@ -27,7 +27,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
             {
                 try
                 {
-                    return decimal.Parse(reader.Value!.ToString(), NumberStyles.Float, CultureInfo.InvariantCulture);
+                    return decimal.Parse(reader.Value!.ToString()!, NumberStyles.Float, CultureInfo.InvariantCulture);
                 }
                 catch (OverflowException) 
                 {
@@ -40,7 +40,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
             {
                 try
                 {
-                    var value = reader.Value!.ToString();
+                    var value = reader.Value!.ToString()!;
                     return decimal.Parse(value, NumberStyles.Float, CultureInfo.InvariantCulture);
                 }
                 catch (OverflowException)

CryptoExchange.Net/Converters/JsonNet/BoolConverter.cs

@@ -34,7 +34,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
         /// </returns>
         public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
         {
-            var value = reader.Value?.ToString().ToLower().Trim();
+            var value = reader.Value?.ToString()!.ToLower().Trim();
             if (value == null || value == "")
             {
                 if (Nullable.GetUnderlyingType(objectType) != null)

CryptoExchange.Net/Converters/JsonNet/JsonNetMessageAccessor.cs

@@ -297,7 +297,7 @@ namespace CryptoExchange.Net.Converters.JsonNet
 
             // Try getting the underlying byte[] instead of the ToArray to prevent creating a copy
             using var stream = MemoryMarshal.TryGetArray(data, out var arraySegment)
-                ? new MemoryStream(arraySegment.Array, arraySegment.Offset, arraySegment.Count)
+                ? new MemoryStream(arraySegment.Array!, arraySegment.Offset, arraySegment.Count)
                 : new MemoryStream(data.ToArray());
             using var reader = new StreamReader(stream, Encoding.UTF8, false, Math.Max(2, data.Length), true);
             using var jsonTextReader = new JsonTextReader(reader);

CryptoExchange.Net/Converters/SystemTextJson/ArrayConverter.cs

@@ -23,7 +23,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
         {
             Type converterType = typeof(ArrayConverterInner<>).MakeGenericType(typeToConvert);
-            return (JsonConverter)Activator.CreateInstance(converterType);
+            return (JsonConverter)Activator.CreateInstance(converterType)!;
         }
 
         private class ArrayPropertyInfo
@@ -38,12 +38,67 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         private class ArrayConverterInner<T> : JsonConverter<T>
         {
             private static readonly ConcurrentDictionary<Type, List<ArrayPropertyInfo>> _typeAttributesCache = new ConcurrentDictionary<Type, List<ArrayPropertyInfo>>();
-
+            private static readonly ConcurrentDictionary<Type, JsonSerializerOptions> _converterOptionsCache = new ConcurrentDictionary<Type, JsonSerializerOptions>();
 
             public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
             {
-                // TODO
-                throw new NotImplementedException();
+                if (value == null)
+                {
+                    writer.WriteNullValue();
+                    return;
+                }
+
+                writer.WriteStartArray();
+
+                var valueType = value.GetType();
+                if (!_typeAttributesCache.TryGetValue(valueType, out var typeAttributes))
+                    typeAttributes = CacheTypeAttributes(valueType);
+
+                var ordered = typeAttributes.Where(x => x.ArrayProperty != null).OrderBy(p => p.ArrayProperty.Index);
+                var last = -1;
+                foreach (var prop in ordered)
+                {
+                    if (prop.ArrayProperty.Index == last)
+                        continue;
+
+                    while (prop.ArrayProperty.Index != last + 1)
+                    {
+                        writer.WriteNullValue();
+                        last += 1;
+                    }
+
+                    last = prop.ArrayProperty.Index;
+
+                    var objValue = prop.PropertyInfo.GetValue(value);
+                    if (objValue == null)
+                    {
+                        writer.WriteNullValue();
+                        continue;
+                    }
+
+                    JsonSerializerOptions? typeOptions = null;
+                    if (prop.JsonConverterType != null)
+                    {
+                        var converter = (JsonConverter)Activator.CreateInstance(prop.JsonConverterType)!;
+                        typeOptions = new JsonSerializerOptions();
+                        typeOptions.Converters.Clear();
+                        typeOptions.Converters.Add(converter);
+                    }
+
+                    if (prop.JsonConverterType == null && IsSimple(prop.PropertyInfo.PropertyType))
+                    {
+                        if (prop.PropertyInfo.PropertyType == typeof(string))
+                            writer.WriteStringValue(Convert.ToString(objValue, CultureInfo.InvariantCulture));
+                        else
+                            writer.WriteRawValue(Convert.ToString(objValue, CultureInfo.InvariantCulture)!);
+                    }
+                    else
+                    {
+                        JsonSerializer.Serialize(writer, objValue, typeOptions ?? options);
+                    }
+                }
+
+                writer.WriteEndArray();
             }
 
             /// <inheritdoc />
@@ -52,8 +107,21 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 if (reader.TokenType == JsonTokenType.Null)
                     return default;
 
-                var result = Activator.CreateInstance(typeToConvert);
-                return (T)ParseObject(ref reader, result, typeToConvert);
+                var result = Activator.CreateInstance(typeToConvert)!;
+                return (T)ParseObject(ref reader, result, typeToConvert, options);
+            }
+
+            private static bool IsSimple(Type type)
+            {
+                if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Nullable<>))
+                {
+                    // nullable type, check if the nested type is simple.
+                    return IsSimple(type.GetGenericArguments()[0]);
+                }
+                return type.IsPrimitive
+                  || type.IsEnum
+                  || type == typeof(string)
+                  || type == typeof(decimal);
             }
 
             private static List<ArrayPropertyInfo> CacheTypeAttributes(Type type)
@@ -71,7 +139,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                         ArrayProperty = att,
                         PropertyInfo = property,
                         DefaultDeserialization = property.GetCustomAttribute<JsonConversionAttribute>() != null,
-                        JsonConverterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType,
+                        JsonConverterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType ?? property.PropertyType.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType,
                         TargetType = Nullable.GetUnderlyingType(property.PropertyType) ?? property.PropertyType
                     });
                 }
@@ -80,7 +148,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 return attributes;
             }
 
-            private static object ParseObject(ref Utf8JsonReader reader, object result, Type objectType)
+            private static object ParseObject(ref Utf8JsonReader reader, object result, Type objectType, JsonSerializerOptions options)
             {
                 if (reader.TokenType != JsonTokenType.StartArray)
                     throw new Exception("Not an array");
@@ -107,15 +175,24 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                         object? value = null;
                         if (attribute.JsonConverterType != null)
                         {
-                            // Has JsonConverter attribute
-                            var options = new JsonSerializerOptions();
-                            options.Converters.Add((JsonConverter)Activator.CreateInstance(attribute.JsonConverterType));
-                            value = JsonDocument.ParseValue(ref reader).Deserialize(targetType, options);
+                            if (!_converterOptionsCache.TryGetValue(attribute.JsonConverterType, out var newOptions))
+                            {
+                                var converter = (JsonConverter)Activator.CreateInstance(attribute.JsonConverterType)!;
+                                newOptions = new JsonSerializerOptions
+                                {
+                                    NumberHandling = SerializerOptions.WithConverters.NumberHandling,
+                                    PropertyNameCaseInsensitive = SerializerOptions.WithConverters.PropertyNameCaseInsensitive,
+                                    Converters = { converter },
+                                };
+                                _converterOptionsCache.TryAdd(attribute.JsonConverterType, newOptions);
+                            }
+
+                            value = JsonDocument.ParseValue(ref reader).Deserialize(targetType, newOptions);
                         }
                         else if (attribute.DefaultDeserialization)
                         {
                             // Use default deserialization
-                            value = JsonDocument.ParseValue(ref reader).Deserialize(targetType);
+                            value = JsonDocument.ParseValue(ref reader).Deserialize(targetType, options);
                         }
                         else
                         {
@@ -126,11 +203,15 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                                 JsonTokenType.True => true,
                                 JsonTokenType.String => reader.GetString(),
                                 JsonTokenType.Number => reader.GetDecimal(),
+                                JsonTokenType.StartObject => JsonSerializer.Deserialize(ref reader, attribute.TargetType, options),
                                 _ => throw new NotImplementedException($"Array deserialization of type {reader.TokenType} not supported"),
                             };
                         }
 
-                        attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, targetType, CultureInfo.InvariantCulture));
+                        if (targetType.IsAssignableFrom(value?.GetType()))
+                            attribute.PropertyInfo.SetValue(result, value);
+                        else
+                            attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, targetType, CultureInfo.InvariantCulture));
                     }
 
                     index++;

CryptoExchange.Net/Converters/SystemTextJson/BigDecimalConverter.cs

@@ -17,7 +17,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             {
                 try
                 {
-                    return decimal.Parse(reader.GetString(), NumberStyles.Float, CultureInfo.InvariantCulture);
+                    return decimal.Parse(reader.GetString()!, NumberStyles.Float, CultureInfo.InvariantCulture);
                 }
                 catch(OverflowException)
                 {

CryptoExchange.Net/Converters/SystemTextJson/BoolConverter.cs

@@ -21,7 +21,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
         {
             Type converterType = typeof(BoolConverterInner<>).MakeGenericType(typeToConvert);
-            return (JsonConverter)Activator.CreateInstance(converterType);
+            return (JsonConverter)Activator.CreateInstance(converterType)!;
         }
 
         private class BoolConverterInner<T> : JsonConverter<T>

CryptoExchange.Net/Converters/SystemTextJson/CommaSplitEnumConverter.cs

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

CryptoExchange.Net/Converters/SystemTextJson/DateTimeConverter.cs

@@ -27,7 +27,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
         {
             Type converterType = typeof(DateTimeConverterInner<>).MakeGenericType(typeToConvert);
-            return (JsonConverter)Activator.CreateInstance(converterType);
+            return (JsonConverter)Activator.CreateInstance(converterType)!;
         }
 
         private class DateTimeConverterInner<T> : JsonConverter<T>
@@ -74,7 +74,9 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
             {
                 if (value == null)
+                {
                     writer.WriteNullValue();
+                }
                 else
                 {
                     var dtValue = (DateTime)(object)value;

CryptoExchange.Net/Converters/SystemTextJson/DecimalConverter.cs

@@ -19,9 +19,13 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             if (reader.TokenType == JsonTokenType.String)
             {
                 var value = reader.GetString();
-                if (string.IsNullOrEmpty(value) || string.Equals("null", value))
+                if (string.IsNullOrEmpty(value) || string.Equals("null", value, StringComparison.OrdinalIgnoreCase))
                     return null;
 
+                if (string.Equals("Infinity", value, StringComparison.Ordinal))
+                    // Infinity returned by the server, default to max value
+                    return decimal.MaxValue;
+
                 try
                 {
                     return decimal.Parse(value, NumberStyles.Float, CultureInfo.InvariantCulture);

CryptoExchange.Net/Converters/SystemTextJson/EmptyArrayObjectConverter.cs

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

CryptoExchange.Net/Converters/SystemTextJson/JsonConverterCtorAttribute.cs

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

CryptoExchange.Net/Converters/SystemTextJson/ReplaceConverter.cs

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

CryptoExchange.Net/Converters/SystemTextJson/SystemTextJsonMessageAccessor.cs

@@ -21,6 +21,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         protected JsonDocument? _document;
 
         private static JsonSerializerOptions _serializerOptions = SerializerOptions.WithConverters;
+        private JsonSerializerOptions? _customSerializerOptions;
 
         /// <inheritdoc />
         public bool IsJson { get; set; }
@@ -31,6 +32,21 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         /// <inheritdoc />
         public object? Underlying => throw new NotImplementedException();
 
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonMessageAccessor()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonMessageAccessor(JsonSerializerOptions options)
+        {
+            _customSerializerOptions = options;
+        }
+
         /// <inheritdoc />
         public CallResult<object> Deserialize(Type type, MessagePath? path = null)
         {
@@ -42,7 +58,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
             try
             {
-                var result = _document.Deserialize(type, _serializerOptions);
+                var result = _document.Deserialize(type, _customSerializerOptions ?? _serializerOptions);
                 return new CallResult<object>(result!);
             }
             catch (JsonException ex)
@@ -50,6 +66,11 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 var info = $"Deserialize JsonException: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
                 return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
             }
+            catch (Exception ex)
+            {
+                var info = $"Deserialize unknown Exception: {ex.Message}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
         }
 
         /// <inheritdoc />
@@ -60,7 +81,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
             try
             {
-                var result = _document.Deserialize<T>(_serializerOptions);
+                var result = _document.Deserialize<T>(_customSerializerOptions ?? _serializerOptions);
                 return new CallResult<T>(result!);
             }
             catch (JsonException ex)
@@ -121,7 +142,14 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 return default;
 
             if (value.Value.ValueKind == JsonValueKind.Object || value.Value.ValueKind == JsonValueKind.Array)
+            {
+                try
+                {
+                    return value.Value.Deserialize<T>(_customSerializerOptions ?? _serializerOptions);
+                }
+                catch { }
                 return default;
+            }
 
             if (typeof(T) == typeof(string))
             {
@@ -211,6 +239,20 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         /// <inheritdoc />
         public override bool OriginalDataAvailable => _stream?.CanSeek == true;
 
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonStreamMessageAccessor(): base()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonStreamMessageAccessor(JsonSerializerOptions options): base(options)
+        {
+        }
+
         /// <inheritdoc />
         public async Task<CallResult> Read(Stream stream, bool bufferStream)
         {
@@ -274,6 +316,20 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
     {
         private ReadOnlyMemory<byte> _bytes;
 
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonByteMessageAccessor() : base()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SystemTextJsonByteMessageAccessor(JsonSerializerOptions options) : base(options)
+        {
+        }
+
         /// <inheritdoc />
         public CallResult Read(ReadOnlyMemory<byte> data)
         {

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -1,14 +1,14 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <TargetFrameworks>netstandard2.0;netstandard2.1</TargetFrameworks>
+    <TargetFrameworks>netstandard2.0;netstandard2.1;net9.0</TargetFrameworks>
   </PropertyGroup>
   <PropertyGroup>
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
     <Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
-    <PackageVersion>8.0.3</PackageVersion>
-    <AssemblyVersion>8.0.3</AssemblyVersion>
-    <FileVersion>8.0.3</FileVersion>
+    <PackageVersion>8.5.0</PackageVersion>
+    <AssemblyVersion>8.5.0</AssemblyVersion>
+    <FileVersion>8.5.0</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>
@@ -20,7 +20,7 @@
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
     <PackageReleaseNotes>https://github.com/JKorf/CryptoExchange.Net?tab=readme-ov-file#release-notes</PackageReleaseNotes>
     <Nullable>enable</Nullable>
-    <LangVersion>10.0</LangVersion>
+    <LangVersion>12.0</LangVersion>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>
   </PropertyGroup>
   <ItemGroup>
@@ -48,16 +48,17 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="8.0.0">
+    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="9.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="Microsoft.Extensions.Http" Version="8.0.1" />
+    <PackageReference Include="Microsoft.Extensions.Http" Version="9.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="8.0.2" />
-    <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="8.0.2" />
-    <PackageReference Include="System.Text.Json" Version="8.0.5" />
+    <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="9.0.0" />
+    <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="9.0.0" />
+    <PackageReference Include="System.Text.Json" Version="9.0.0" />
+    <PackageReference Include="Microsoft.Extensions.Options.ConfigurationExtensions" Version="9.0.0" />
   </ItemGroup>
 </Project>

CryptoExchange.Net/ExchangeHelpers.cs

@@ -180,7 +180,7 @@ namespace CryptoExchange.Net
         {
             var randomChars = new char[length];
 
-#if NETSTANDARD2_1_OR_GREATER
+#if NETSTANDARD2_1_OR_GREATER || NET9_0_OR_GREATER
             for (int i = 0; i < length; i++)
                 randomChars[i] = _allowedRandomChars[RandomNumberGenerator.GetInt32(0, _allowedRandomChars.Length)];
 #else

CryptoExchange.Net/ExtensionMethods.cs

@@ -67,7 +67,7 @@ namespace CryptoExchange.Net
             {
                 if (serializationType == ArrayParametersSerialization.Array)
                 {
-                    uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? Uri.EscapeDataString(arrayEntry.Value.ToString()) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={string.Format(CultureInfo.InvariantCulture, "{0}", v)}"))}&";
+                    uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? Uri.EscapeDataString(arrayEntry.Value.ToString()!) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={string.Format(CultureInfo.InvariantCulture, "{0}", v)}"))}&";
                 }
                 else if (serializationType == ArrayParametersSerialization.MultipleValues)
                 {
@@ -111,7 +111,7 @@ namespace CryptoExchange.Net
                     formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value));
                 }
             }
-            return formData.ToString();
+            return formData.ToString()!;
         }
 
         /// <summary>
@@ -366,7 +366,7 @@ namespace CryptoExchange.Net
         {
             using var decompressedStream = new MemoryStream();
             using var dataStream = MemoryMarshal.TryGetArray(data, out var arraySegment)
-                ? new MemoryStream(arraySegment.Array, arraySegment.Offset, arraySegment.Count)
+                ? new MemoryStream(arraySegment.Array!, arraySegment.Offset, arraySegment.Count)
                 : new MemoryStream(data.ToArray());
             using var deflateStream = new GZipStream(new MemoryStream(data.ToArray()), CompressionMode.Decompress);
             deflateStream.CopyTo(decompressedStream);

CryptoExchange.Net/Interfaces/IBaseApiClient.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.SharedApis;
 using System;
 
@@ -31,5 +32,12 @@ namespace CryptoExchange.Net.Interfaces
         /// <typeparam name="T"></typeparam>
         /// <param name="credentials"></param>
         void SetApiCredentials<T>(T credentials) where T : ApiCredentials;
+
+        /// <summary>
+        /// Set new options. Note that when using a proxy this should be provided in the options even when already set before or it will be reset.
+        /// </summary>
+        /// <typeparam name="T">Api crentials type</typeparam>
+        /// <param name="options">Options to set</param>
+        void SetOptions<T>(UpdateOptions<T> options) where T : ApiCredentials;
     }
 }

CryptoExchange.Net/Interfaces/IOrderBookFactory.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.SharedApis;
 using System;
 
 namespace CryptoExchange.Net.Interfaces
@@ -23,5 +24,12 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="options">Options for the order book</param>
         /// <returns></returns>
         public ISymbolOrderBook Create(string baseAsset, string quoteAsset, Action<TOptions>? options = null);
+        /// <summary>
+        /// Create a new order book by base and quote asset names
+        /// </summary>
+        /// <param name="symbol">Symbol</param>
+        /// <param name="options">Options for the order book</param>
+        /// <returns></returns>
+        public ISymbolOrderBook Create(SharedSymbol symbol, Action<TOptions>? options = null);
     }
 }

CryptoExchange.Net/Interfaces/IRequestFactory.cs

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

CryptoExchange.Net/Interfaces/ISocketApiClient.cs

@@ -62,7 +62,7 @@ namespace CryptoExchange.Net.Interfaces
         Task UnsubscribeAsync(UpdateSubscription subscription);
 
         /// <summary>
-        /// Prepare connections which can subsequently be used for sending websocket requests.
+        /// Prepare connections which can subsequently be used for sending websocket requests. Note that this is not required. If not prepared it will be initialized at the first websocket request.
         /// </summary>
         /// <returns></returns>
         Task<CallResult> PrepareConnectionsAsync();

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -93,5 +93,10 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         /// <returns></returns>
         Task CloseAsync();
+
+        /// <summary>
+        /// Update proxy setting
+        /// </summary>
+        void UpdateProxy(ApiProxy? proxy);
     }
 }

CryptoExchange.Net/LibraryHelpers.cs

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

CryptoExchange.Net/Logging/Extensions/TrackerLoggingExtensions.cs

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

CryptoExchange.Net/Objects/ApiProxy.cs

@@ -8,30 +8,21 @@
         /// <summary>
         /// The host address of the proxy
         /// </summary>
-        public string Host { get; }
+        public string Host { get; set; }
         /// <summary>
         /// The port of the proxy
         /// </summary>
-        public int Port { get; }
+        public int Port { get; set; }
 
         /// <summary>
         /// The login of the proxy
         /// </summary>
-        public string? Login { get; }
+        public string? Login { get; set; }
 
         /// <summary>
         /// The password of the proxy
         /// </summary>
-        public 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, null)
-        {
-        }
+        public string? Password { get; set; }
 
         /// <summary>
         /// Create new settings for a proxy
@@ -40,7 +31,7 @@
         /// <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)
+        public ApiProxy(string host, int port, string? login = null, string? password = null)
         {
             Host = host;
             Port = port;

CryptoExchange.Net/Objects/ByteOrderComparer.cs

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

CryptoExchange.Net/Objects/Enums.cs

@@ -68,6 +68,33 @@
         Json
     }
 
+    /// <summary>
+    /// Tracker sync status
+    /// </summary>
+    public enum SyncStatus
+    {
+        /// <summary>
+        /// Not connected
+        /// </summary>
+        Disconnected,
+        /// <summary>
+        /// Syncing, data connection is being made
+        /// </summary>
+        Syncing,
+        /// <summary>
+        /// The connection is active, but the full data backlog is not yet reached. For example, a tracker set to retain 10 minutes of data only has 8 minutes of data at this moment.
+        /// </summary>
+        PartiallySynced,
+        /// <summary>
+        /// Synced
+        /// </summary>
+        Synced,
+        /// <summary>
+        /// Disposed
+        /// </summary>
+        Diposed
+    }
+
     /// <summary>
     /// Status of the order book
     /// </summary>

CryptoExchange.Net/Objects/Options/LibraryOptions.cs

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

CryptoExchange.Net/Objects/Options/RestApiOptions.cs

@@ -19,19 +19,15 @@ namespace CryptoExchange.Net.Objects.Options
         public TimeSpan? TimestampRecalculationInterval { get; set; }
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public virtual T Copy<T>() where T : RestApiOptions, new()
+        public T Set<T>(T item) where T : RestApiOptions, new()
         {
-            return new T
-            {
-                ApiCredentials = ApiCredentials?.Copy(),
-                OutputOriginalData = OutputOriginalData,
-                AutoTimestamp = AutoTimestamp,
-                TimestampRecalculationInterval = TimestampRecalculationInterval
-            };
+            item.ApiCredentials = ApiCredentials?.Copy();
+            item.OutputOriginalData = OutputOriginalData;
+            item.AutoTimestamp = AutoTimestamp;
+            item.TimestampRecalculationInterval = TimestampRecalculationInterval;
+            return item;
         }
     }
 

CryptoExchange.Net/Objects/Options/RestExchangeOptions.cs

@@ -29,25 +29,21 @@ namespace CryptoExchange.Net.Objects.Options
         public TimeSpan CachingMaxAge { get; set; } = TimeSpan.FromSeconds(5);
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public T Copy<T>() where T : RestExchangeOptions, new()
+        public T Set<T>(T item) where T : RestExchangeOptions, new()
         {
-            return new T
-            {
-                OutputOriginalData = OutputOriginalData,
-                AutoTimestamp = AutoTimestamp,
-                TimestampRecalculationInterval = TimestampRecalculationInterval,
-                ApiCredentials = ApiCredentials?.Copy(),
-                Proxy = Proxy,
-                RequestTimeout = RequestTimeout,
-                RateLimiterEnabled = RateLimiterEnabled,
-                RateLimitingBehaviour = RateLimitingBehaviour,
-                CachingEnabled = CachingEnabled,
-                CachingMaxAge = CachingMaxAge,
-            };
+            item.OutputOriginalData = OutputOriginalData;
+            item.AutoTimestamp = AutoTimestamp;
+            item.TimestampRecalculationInterval = TimestampRecalculationInterval;
+            item.ApiCredentials = ApiCredentials?.Copy();
+            item.Proxy = Proxy;
+            item.RequestTimeout = RequestTimeout;
+            item.RateLimiterEnabled = RateLimiterEnabled;
+            item.RateLimitingBehaviour = RateLimitingBehaviour;
+            item.CachingEnabled = CachingEnabled;
+            item.CachingMaxAge = CachingMaxAge;
+            return item;
         }
     }
 
@@ -66,15 +62,13 @@ namespace CryptoExchange.Net.Objects.Options
 #pragma warning restore CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public new T Copy<T>() where T : RestExchangeOptions<TEnvironment>, new()
+        public new T Set<T>(T target) where T : RestExchangeOptions<TEnvironment>, new()
         {
-            var result = base.Copy<T>();
-            result.Environment = Environment;
-            return result;
+            base.Set(target);
+            target.Environment = Environment;
+            return target;
         }
     }
 

CryptoExchange.Net/Objects/Options/SocketApiOptions.cs

@@ -20,19 +20,15 @@ namespace CryptoExchange.Net.Objects.Options
         public int? MaxSocketConnections { get; set; }
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public T Copy<T>() where T : SocketApiOptions, new()
+        public T Set<T>(T item) where T : SocketApiOptions, new()
         {
-            return new T
-            {
-                ApiCredentials = ApiCredentials?.Copy(),
-                OutputOriginalData = OutputOriginalData,
-                SocketNoDataTimeout = SocketNoDataTimeout,
-                MaxSocketConnections = MaxSocketConnections,
-            };
+            item.ApiCredentials = ApiCredentials?.Copy();
+            item.OutputOriginalData = OutputOriginalData;
+            item.SocketNoDataTimeout = SocketNoDataTimeout;
+            item.MaxSocketConnections = MaxSocketConnections;
+            return item;
         }
     }
 

CryptoExchange.Net/Objects/Options/SocketExchangeOptions.cs

@@ -57,24 +57,22 @@ namespace CryptoExchange.Net.Objects.Options
         /// </summary>
         /// <typeparam name="T"></typeparam>
         /// <returns></returns>
-        public T Copy<T>() where T : SocketExchangeOptions, new()
+        public T Set<T>(T item) where T : SocketExchangeOptions, new()
         {
-            return new T
-            {
-                ApiCredentials = ApiCredentials?.Copy(),
-                OutputOriginalData = OutputOriginalData,
-                ReconnectPolicy = ReconnectPolicy,
-                DelayAfterConnect = DelayAfterConnect,
-                MaxConcurrentResubscriptionsPerSocket = MaxConcurrentResubscriptionsPerSocket,
-                ReconnectInterval = ReconnectInterval,
-                SocketNoDataTimeout = SocketNoDataTimeout,
-                SocketSubscriptionsCombineTarget = SocketSubscriptionsCombineTarget,
-                MaxSocketConnections = MaxSocketConnections,
-                Proxy = Proxy,
-                RequestTimeout = RequestTimeout,
-                RateLimitingBehaviour = RateLimitingBehaviour,
-                RateLimiterEnabled = RateLimiterEnabled,
-            };
+            item.ApiCredentials = ApiCredentials?.Copy();
+            item.OutputOriginalData = OutputOriginalData;
+            item.ReconnectPolicy = ReconnectPolicy;
+            item.DelayAfterConnect = DelayAfterConnect;
+            item.MaxConcurrentResubscriptionsPerSocket = MaxConcurrentResubscriptionsPerSocket;
+            item.ReconnectInterval = ReconnectInterval;
+            item.SocketNoDataTimeout = SocketNoDataTimeout;
+            item.SocketSubscriptionsCombineTarget = SocketSubscriptionsCombineTarget;
+            item.MaxSocketConnections = MaxSocketConnections;
+            item.Proxy = Proxy;
+            item.RequestTimeout = RequestTimeout;
+            item.RateLimitingBehaviour = RateLimitingBehaviour;
+            item.RateLimiterEnabled = RateLimiterEnabled;
+            return item;
         }
     }
 
@@ -93,15 +91,13 @@ namespace CryptoExchange.Net.Objects.Options
 #pragma warning restore CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
 
         /// <summary>
-        /// Create a copy of this options
+        /// Set the values of this options on the target options
         /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <returns></returns>
-        public new T Copy<T>() where T : SocketExchangeOptions<TEnvironment>, new()
+        public new T Set<T>(T target) where T : SocketExchangeOptions<TEnvironment>, new()
         {
-            var result = base.Copy<T>();
-            result.Environment = Environment;
-            return result;
+            base.Set(target);
+            target.Environment = Environment;
+            return target;
         }
     }
 

CryptoExchange.Net/Objects/Options/UpdateOptions.cs

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

CryptoExchange.Net/Objects/OrderedStringComparer.cs

@@ -13,7 +13,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="x"></param>
         /// <param name="y"></param>
         /// <returns></returns>
-        public int Compare(string x, string y)
+        public int Compare(string? x, string? y)
         {
             // Shortcuts: If both are null, they are the same.
             if (x == null && y == null) return 0;

CryptoExchange.Net/Objects/ParameterCollection.cs

@@ -156,7 +156,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="value"></param>
         public void AddSecondsString(string key, DateTime value)
         {
-            Add(key, DateTimeConverter.ConvertToSeconds(value).ToString());
+            Add(key, DateTimeConverter.ConvertToSeconds(value).ToString()!);
         }
 
         /// <summary>
@@ -167,7 +167,7 @@ namespace CryptoExchange.Net.Objects
         public void AddOptionalSecondsString(string key, DateTime? value)
         {
             if (value != null)
-                Add(key, DateTimeConverter.ConvertToSeconds(value).ToString());
+                Add(key, DateTimeConverter.ConvertToSeconds(value).ToString()!);
         }
 
         /// <summary>
@@ -187,7 +187,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="value"></param>
         public void AddEnumAsInt<T>(string key, T value)
         {
-            var stringVal = EnumConverter.GetString(value);
+            var stringVal = EnumConverter.GetString(value)!;
             Add(key, int.Parse(stringVal)!);
         }
 

CryptoExchange.Net/Objects/RequestDefinition.cs

@@ -58,12 +58,16 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public IRateLimitGuard? LimitGuard { get; set; }
 
-
         /// <summary>
         /// Whether this request should never be cached
         /// </summary>
         public bool PreventCaching { get; set; }
 
+        /// <summary>
+        /// Connection id
+        /// </summary>
+        public int? ConnectionId { get; set; }
+
         /// <summary>
         /// ctor
         /// </summary>

CryptoExchange.Net/Objects/TradeEnvironment.cs

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

CryptoExchange.Net/OrderBook/OrderBookFactory.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.SharedApis;
 using System;
 
 namespace CryptoExchange.Net.OrderBook
@@ -8,14 +9,14 @@ namespace CryptoExchange.Net.OrderBook
     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;
+        private readonly Func<SharedSymbol, Action<TOptions>?, ISymbolOrderBook> _assetsCtor;
 
         /// <summary>
         /// ctor
         /// </summary>
         /// <param name="symbolCtor"></param>
         /// <param name="assetsCtor"></param>
-        public OrderBookFactory(Func<string, Action<TOptions>?, ISymbolOrderBook> symbolCtor, Func<string, string, Action<TOptions>?, ISymbolOrderBook> assetsCtor)
+        public OrderBookFactory(Func<string, Action<TOptions>?, ISymbolOrderBook> symbolCtor, Func<SharedSymbol, Action<TOptions>?, ISymbolOrderBook> assetsCtor)
         {
             _symbolCtor = symbolCtor;
             _assetsCtor = assetsCtor;
@@ -25,6 +26,9 @@ namespace CryptoExchange.Net.OrderBook
         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);
+        public ISymbolOrderBook Create(string baseAsset, string quoteAsset, Action<TOptions>? options = null) => _assetsCtor(new SharedSymbol(TradingMode.Spot, baseAsset, quoteAsset), options);
+        
+        /// <inheritdoc />
+        public ISymbolOrderBook Create(SharedSymbol symbol, Action<TOptions>? options = null) => _assetsCtor(symbol, options);
     }
 }

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -843,9 +843,9 @@ namespace CryptoExchange.Net.OrderBook
 
     internal class DescComparer<T> : IComparer<T>
     {
-        public int Compare(T x, T y)
+        public int Compare(T? x, T? y)
         {
-            return Comparer<T>.Default.Compare(y, x);
+            return Comparer<T>.Default.Compare(y!, x!);
         }
     }
 }

CryptoExchange.Net/RateLimiting/Guards/RateLimitGuard.cs

@@ -18,6 +18,10 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// </summary>
         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 connection
+        /// </summary>
+        public static Func<RequestDefinition, string, string?, string> PerConnection { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => def.ConnectionId.ToString()!);
+        /// <summary>
         /// Apply guard per API key
         /// </summary>
         public static Func<RequestDefinition, string, string?, string> PerApiKey { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => key!);
@@ -106,7 +110,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
 
             var delay = tracker.GetWaitTime(requestWeight);
             if (delay == default)
-                return LimitCheck.NotNeeded;
+                return LimitCheck.NotNeeded(Limit, TimeSpan, tracker.Current);
 
             return LimitCheck.Needed(delay, Limit, TimeSpan, tracker.Current);
         }

CryptoExchange.Net/RateLimiting/Guards/SingleLimitGuard.cs

@@ -64,7 +64,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
 
             var delay = tracker.GetWaitTime(requestWeight);
             if (delay == default)
-                return LimitCheck.NotNeeded;
+                return LimitCheck.NotNeeded(_limit, _period, tracker.Current);
 
             return LimitCheck.Needed(delay, _limit, _period, tracker.Current);
         }

CryptoExchange.Net/RateLimiting/Interfaces/IRateLimitGate.cs

@@ -16,6 +16,11 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// </summary>
         event Action<RateLimitEvent> RateLimitTriggered;
 
+        /// <summary>
+        /// Event when the rate limit is updated. Note that it's only updated when a request is send, so there are no specific updates when the current usage is decaying.
+        /// </summary>
+        event Action<RateLimitUpdateEvent>? RateLimitUpdated;
+
         /// <summary>
         /// Add a rate limit guard
         /// </summary>

CryptoExchange.Net/RateLimiting/LimitCheck.cs

@@ -45,7 +45,7 @@ namespace CryptoExchange.Net.RateLimiting
         /// <summary>
         /// No wait needed
         /// </summary>
-        public static LimitCheck NotNeeded { get; } = new LimitCheck(true, default, default, default, default);
+        public static LimitCheck NotNeeded(int limit, TimeSpan period, int current) => new(true, default, limit, period, current);
 
         /// <summary>
         /// Wait needed

CryptoExchange.Net/RateLimiting/RateLimitEvent.cs

@@ -4,10 +4,14 @@ using System;
 namespace CryptoExchange.Net.RateLimiting
 {
     /// <summary>
-    /// Rate limit event
+    /// Rate limit triggered event
     /// </summary>
     public record RateLimitEvent
     {
+        /// <summary>
+        /// Id of the item the limit was checked for
+        /// </summary>
+        public int ItemId { get; set; }
         /// <summary>
         /// Name of the API limit that is reached
         /// </summary>
@@ -52,18 +56,9 @@ namespace CryptoExchange.Net.RateLimiting
         /// <summary>
         /// ctor
         /// </summary>
-        /// <param name="apiLimit"></param>
-        /// <param name="limitDescription"></param>
-        /// <param name="definition"></param>
-        /// <param name="host"></param>
-        /// <param name="current"></param>
-        /// <param name="requestWeight"></param>
-        /// <param name="limit"></param>
-        /// <param name="timePeriod"></param>
-        /// <param name="delayTime"></param>
-        /// <param name="behaviour"></param>
-        public RateLimitEvent(string apiLimit, string limitDescription, RequestDefinition definition, string host, int current, int requestWeight, int? limit, TimeSpan? timePeriod, TimeSpan? delayTime, RateLimitingBehaviour behaviour)
+        public RateLimitEvent(int itemId, string apiLimit, string limitDescription, RequestDefinition definition, string host, int current, int requestWeight, int? limit, TimeSpan? timePeriod, TimeSpan? delayTime, RateLimitingBehaviour behaviour)
         {
+            ItemId = itemId;
             ApiLimit = apiLimit;
             LimitDescription = limitDescription;
             RequestDefinition = definition;

CryptoExchange.Net/RateLimiting/RateLimitGate.cs

@@ -23,6 +23,8 @@ namespace CryptoExchange.Net.RateLimiting
 
         /// <inheritdoc />
         public event Action<RateLimitEvent>? RateLimitTriggered;
+        /// <inheritdoc />
+        public event Action<RateLimitUpdateEvent>? RateLimitUpdated;
 
         /// <summary>
         /// ctor
@@ -105,7 +107,7 @@ namespace CryptoExchange.Net.RateLimiting
                     else
                         logger.RateLimitRequestFailed(itemId, definition.Path, guard.Name, guard.Description);
                     
-                    RateLimitTriggered?.Invoke(new RateLimitEvent(_name, guard.Description, definition, host, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
+                    RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, host, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
                     return new CallResult(new ClientRateLimitError($"Rate limit check failed on guard {guard.Name}; {guard.Description}"));
                 }
 
@@ -120,7 +122,7 @@ namespace CryptoExchange.Net.RateLimiting
                     else
                         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));
+                    RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, host, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
                     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);
@@ -133,6 +135,8 @@ namespace CryptoExchange.Net.RateLimiting
                 var result = guard.ApplyWeight(type, definition, host, apiKey, requestWeight);
                 if (result.IsApplied)
                 {
+                    RateLimitUpdated?.Invoke(new RateLimitUpdateEvent(itemId, _name, guard.Description, result.Current, result.Limit, result.Period));
+
                     if (type == RateLimitItemType.Connection)
                         logger.RateLimitAppliedConnection(itemId, guard.Name, guard.Description, result.Current);
                     else

CryptoExchange.Net/RateLimiting/RateLimitUpdateEvent.cs

@@ -0,0 +1,50 @@
+using CryptoExchange.Net.Objects;
+using System;
+
+namespace CryptoExchange.Net.RateLimiting
+{
+    /// <summary>
+    /// Rate limit update event
+    /// </summary>
+    public record RateLimitUpdateEvent
+    {
+        /// <summary>
+        /// Id of the item the limit was checked for
+        /// </summary>
+        public int ItemId { get; set; }
+        /// <summary>
+        /// Name of the API limit that is reached
+        /// </summary>
+        public string ApiLimit { get; set; } = string.Empty;
+        /// <summary>
+        /// Description of the limit that is reached
+        /// </summary>
+        public string LimitDescription { get; set; } = string.Empty;
+        /// <summary>
+        /// The current counter value
+        /// </summary>
+        public int Current { get; set; }
+        /// <summary>
+        /// The limit per time period
+        /// </summary>
+        public int? Limit { get; set; }
+        /// <summary>
+        /// The time period the limit is for
+        /// </summary>
+        public TimeSpan? TimePeriod { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public RateLimitUpdateEvent(int itemId, string apiLimit, string limitDescription, int current, int? limit, TimeSpan? timePeriod)
+        {
+            ItemId = itemId;
+            ApiLimit = apiLimit;
+            LimitDescription = limitDescription;
+            Current = current;
+            Limit = limit;
+            TimePeriod = timePeriod;
+        }
+
+    }
+}

CryptoExchange.Net/Requests/Request.cs

@@ -48,7 +48,7 @@ namespace CryptoExchange.Net.Requests
         }
 
         /// <inheritdoc />
-        public Uri Uri => _request.RequestUri;
+        public Uri Uri => _request.RequestUri!;
 
         /// <inheritdoc />
         public int RequestId { get; }

CryptoExchange.Net/Requests/RequestFactory.cs

@@ -11,29 +11,13 @@ namespace CryptoExchange.Net.Requests
     /// </summary>
     public class RequestFactory : IRequestFactory
     {
-        private HttpClient? _httpClient;        
+        private HttpClient? _httpClient;
 
         /// <inheritdoc />
         public void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? client = null)
         {
             if (client == null)
-            {
-                var handler = new HttpClientHandler();
-                handler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
-                if (proxy != null)
-                {
-                    handler.Proxy = new WebProxy
-                    {
-                        Address = new Uri($"{proxy.Host}:{proxy.Port}"),
-                        Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
-                    };
-                }
-
-                client = new HttpClient(handler)
-                {
-                    Timeout = requestTimeout
-                };
-            }
+                client = CreateClient(proxy, requestTimeout);
 
             _httpClient = client;
         }
@@ -46,5 +30,37 @@ namespace CryptoExchange.Net.Requests
 
             return new Request(new HttpRequestMessage(method, uri), _httpClient, requestId);
         }
+
+        /// <inheritdoc />
+        public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout)
+        {
+            _httpClient = CreateClient(proxy, requestTimeout);
+        }
+
+        private HttpClient CreateClient(ApiProxy? proxy, TimeSpan requestTimeout)
+        {
+            var handler = new HttpClientHandler();
+            try
+            {
+                handler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
+                handler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
+            }
+            catch (PlatformNotSupportedException) { }
+
+            if (proxy != null)
+            {
+                handler.Proxy = new WebProxy
+                {
+                    Address = new Uri($"{proxy.Host}:{proxy.Port}"),
+                    Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
+                };
+            }
+
+            var client = new HttpClient(handler)
+            {
+                Timeout = requestTimeout
+            };
+            return client;
+        }
     }
 }

CryptoExchange.Net/SharedApis/Enums/SharedLeverageSettingMode.cs

@@ -12,6 +12,10 @@
         /// <summary>
         /// Leverage is configured for the symbol
         /// </summary>
-        PerSymbol
+        PerSymbol,
+        /// <summary>
+        /// Leverage is configured for the entire account
+        /// </summary>
+        PerAccount
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Rest/IFeeRestClient.cs

@@ -0,0 +1,26 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+using System.Threading.Tasks;
+using System.Threading;
+
+namespace CryptoExchange.Net.SharedApis
+{
+    /// <summary>
+    /// Client for requesting user trading fees
+    /// </summary>
+    public interface IFeeRestClient : ISharedClient
+    {
+        /// <summary>
+        /// Fee request options
+        /// </summary>
+        EndpointOptions<GetFeeRequest> GetFeeOptions { get; }
+
+        /// <summary>
+        /// Get trading fees for a symbol
+        /// </summary>
+        /// <param name="request">Request info</param>
+        /// <param name="ct">Cancellation token</param>
+        Task<ExchangeWebResult<SharedFee>> GetFeesAsync(GetFeeRequest request, CancellationToken ct = default);
+    }
+}

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/EndpointOptions.cs

@@ -60,8 +60,8 @@ namespace CryptoExchange.Net.SharedApis
                 }
                 else
                 {
-                    if (param.Names.All(x => ExchangeParameters.HasValue(exchangeParameters, exchange, x, param.ValueType) != true))
-                        return new ArgumentError($"One of exchange parameters `{string.Join(", ", param.Names)}` for exchange `{exchange}` should be provided. Example: {param.ExampleValue}");
+                    if (param.Names!.All(x => ExchangeParameters.HasValue(exchangeParameters, exchange, x, param.ValueType) != true))
+                        return new ArgumentError($"One of exchange parameters `{string.Join(", ", param.Names!)}` for exchange `{exchange}` should be provided. Example: {param.ExampleValue}");
                 }
             }
 
@@ -113,13 +113,13 @@ namespace CryptoExchange.Net.SharedApis
             {
                 if (!string.IsNullOrEmpty(param.Name))
                 {
-                    if (typeof(T).GetProperty(param.Name).GetValue(request, null) == null)
+                    if (typeof(T).GetProperty(param.Name)!.GetValue(request, null) == null)
                         return new ArgumentError($"Required optional parameter `{param.Name}` for exchange `{exchange}` is missing. Example: {param.ExampleValue}");
                 }
                 else
                 {
-                    if (param.Names.All(x => typeof(T).GetProperty(param.Name).GetValue(request, null) == null))
-                        return new ArgumentError($"One of optional parameters `{string.Join(", ", param.Names)}` for exchange `{exchange}` should be provided. Example: {param.ExampleValue}");
+                    if (param.Names!.All(x => typeof(T).GetProperty(param.Name!)!.GetValue(request, null) == null))
+                        return new ArgumentError($"One of optional parameters `{string.Join(", ", param.Names!)}` for exchange `{exchange}` should be provided. Example: {param.ExampleValue}");
                 }
 
             }

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/GetClosedOrdersOptions.cs

@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public GetClosedOrdersOptions(SharedPaginationSupport paginationType, bool timeFilterSupported) : base(paginationType, true)
+        public GetClosedOrdersOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit) : base(paginationType, timeFilterSupported, maxLimit, true)
         {
             TimeFilterSupported = timeFilterSupported;
         }

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/GetDepositsOptions.cs

@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public GetDepositsOptions(SharedPaginationSupport paginationType, bool timeFilterSupported) : base(paginationType, true)
+        public GetDepositsOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit) : base(paginationType, timeFilterSupported, maxLimit, true)
         {
             TimeFilterSupported = timeFilterSupported;
         }

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/GetFundingRateHistoryOptions.cs

@@ -8,7 +8,7 @@
         /// <summary>
         /// ctor
         /// </summary>
-        public GetFundingRateHistoryOptions(SharedPaginationSupport paginationType, bool needsAuthentication) : base(paginationType, needsAuthentication)
+        public GetFundingRateHistoryOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit, bool needsAuthentication) : base(paginationType, timeFilterSupported, maxLimit, needsAuthentication)
         {
         }
     }

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/GetKlinesOptions.cs

@@ -20,10 +20,6 @@ namespace CryptoExchange.Net.SharedApis
         /// </summary>
         public int? MaxTotalDataPoints { get; set; }
         /// <summary>
-        /// Max number of data points which can be requested in a single request
-        /// </summary>
-        public int? MaxRequestDataPoints { get; set; }
-        /// <summary>
         /// The max age of the data that can be requested
         /// </summary>
         public TimeSpan? MaxAge { get; set; }
@@ -31,14 +27,13 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public GetKlinesOptions(SharedPaginationSupport paginationType, bool needsAuthentication) : base(paginationType, needsAuthentication)
+        public GetKlinesOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit, bool needsAuthentication) : base(paginationType, timeFilterSupported, maxLimit, needsAuthentication)
         {
             SupportIntervals = new[]
             {
                 SharedKlineInterval.FiveMinutes,
                 SharedKlineInterval.FifteenMinutes,
                 SharedKlineInterval.OneHour,
-                SharedKlineInterval.FifteenMinutes,
                 SharedKlineInterval.OneDay,
                 SharedKlineInterval.OneWeek,
                 SharedKlineInterval.OneMonth
@@ -48,7 +43,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public GetKlinesOptions(SharedPaginationSupport paginationType, bool needsAuthentication, params SharedKlineInterval[] intervals) : base(paginationType, needsAuthentication)
+        public GetKlinesOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit, bool needsAuthentication, params SharedKlineInterval[] intervals) : base(paginationType, timeFilterSupported, maxLimit, needsAuthentication)
         {
             SupportIntervals = intervals;
         }
@@ -69,8 +64,8 @@ namespace CryptoExchange.Net.SharedApis
             if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
                 return new ArgumentError($"Only the most recent {MaxAge} klines are available");
 
-            if (MaxRequestDataPoints.HasValue && request.Limit > MaxRequestDataPoints.Value)
-                return new ArgumentError($"Only {MaxRequestDataPoints} klines can be retrieved per request");
+            if (request.Limit > MaxLimit)
+                return new ArgumentError($"Only {MaxLimit} klines can be retrieved per request");
 
             if (MaxTotalDataPoints.HasValue)
             {
@@ -96,8 +91,6 @@ namespace CryptoExchange.Net.SharedApis
                 sb.AppendLine($"Max age of data: {MaxAge}");
             if (MaxTotalDataPoints != null)
                 sb.AppendLine($"Max total data points available: {MaxTotalDataPoints}");
-            if (MaxRequestDataPoints != null)
-                sb.AppendLine($"Max data points per request: {MaxRequestDataPoints}");
             return sb.ToString();
         }
     }

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/GetOrderBookOptions.cs

@@ -64,7 +64,7 @@ namespace CryptoExchange.Net.SharedApis
         public override string ToString(string exchange)
         {
             var sb = new StringBuilder(base.ToString(exchange));
-            sb.AppendLine($"Supported limit values: [{(SupportedLimits == null ? string.Join(", ", SupportedLimits) : $"{MinLimit}..{MaxLimit}")}]");
+            sb.AppendLine($"Supported limit values: [{(SupportedLimits != null ? string.Join(", ", SupportedLimits) : $"{MinLimit}..{MaxLimit}")}]");
             return sb.ToString();
         }
     }

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/GetPositionHistoryOptions.cs

@@ -8,7 +8,7 @@
         /// <summary>
         /// ctor
         /// </summary>
-        public GetPositionHistoryOptions(SharedPaginationSupport paginationType) : base(paginationType, true)
+        public GetPositionHistoryOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit) : base(paginationType, timeFilterSupported, maxLimit, true)
         {
         }
     }

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/GetTradeHistoryOptions.cs

@@ -17,7 +17,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public GetTradeHistoryOptions(SharedPaginationSupport paginationType, bool needsAuthentication) : base(paginationType, needsAuthentication)
+        public GetTradeHistoryOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit, bool needsAuthentication) : base(paginationType, timeFilterSupported, maxLimit, needsAuthentication)
         {
         }
 

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/GetWithdrawalsOptions.cs

@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public GetWithdrawalsOptions(SharedPaginationSupport paginationType, bool timeFilterSupported) : base(paginationType, true)
+        public GetWithdrawalsOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit) : base(paginationType, timeFilterSupported, maxLimit, true)
         {
             TimeFilterSupported = timeFilterSupported;
         }

CryptoExchange.Net/SharedApis/Models/Options/Endpoints/PaginatedEndpointOptions.cs

@@ -1,4 +1,5 @@
-using System.Text;
+using CryptoExchange.Net.Objects;
+using System.Text;
 
 namespace CryptoExchange.Net.SharedApis
 {
@@ -13,12 +14,24 @@ namespace CryptoExchange.Net.SharedApis
         /// </summary>
         public SharedPaginationSupport PaginationSupport { get; }
 
+        /// <summary>
+        /// Whether filtering based on start/end time is supported
+        /// </summary>
+        public bool TimePeriodFilterSupport { get; }
+
+        /// <summary>
+        /// Max amount of results that can be requested
+        /// </summary>
+        public int MaxLimit { get; set; }
+
         /// <summary>
         /// ctor
         /// </summary>
-        public PaginatedEndpointOptions(SharedPaginationSupport paginationType, bool needsAuthentication) : base(needsAuthentication)
+        public PaginatedEndpointOptions(SharedPaginationSupport paginationType, bool timePeriodSupport, int maxLimit, bool needsAuthentication) : base(needsAuthentication)
         {
             PaginationSupport = paginationType;
+            TimePeriodFilterSupport = timePeriodSupport;
+            MaxLimit = maxLimit;
         }
 
         /// <inheritdoc />
@@ -26,6 +39,8 @@ namespace CryptoExchange.Net.SharedApis
         {
             var sb = new StringBuilder(base.ToString(exchange));
             sb.AppendLine($"Pagination type: {PaginationSupport}");
+            sb.AppendLine($"Time period filter support: {TimePeriodFilterSupport}");
+            sb.AppendLine($"Max limit: {MaxLimit}");
             return sb.ToString();
         }
     }

CryptoExchange.Net/SharedApis/Models/Options/ParameterDescription.cs

@@ -55,7 +55,7 @@ namespace CryptoExchange.Net.SharedApis
         {
             if (Name != null)
                 return $"[{ValueType.Name}] {Name}: {Description} | example: {ExampleValue}";
-            return $"[{ValueType.Name}] {string.Join(" / ", Names)}: {Description} | example: {ExampleValue}";
+            return $"[{ValueType.Name}] {string.Join(" / ", Names!)}: {Description} | example: {ExampleValue}";
         }
     }
 }

CryptoExchange.Net/SharedApis/Models/Rest/GetFeeRequest.cs

@@ -0,0 +1,21 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.SharedApis
+{
+    /// <summary>
+    /// Request to retrieve trading fees
+    /// </summary>
+    public record GetFeeRequest : SharedSymbolRequest
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbol">Symbol to retrieve fees for</param>
+        /// <param name="exchangeParameters">Exchange specific parameters</param>
+        public GetFeeRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
+        {
+        }
+    }
+}

CryptoExchange.Net/SharedApis/ResponseModels/SharedFee.cs

@@ -0,0 +1,30 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.SharedApis
+{
+    /// <summary>
+    /// Trading fee info
+    /// </summary>
+    public record SharedFee
+    {
+        /// <summary>
+        /// Taker fee percentage
+        /// </summary>
+        public decimal TakerFee { get; set; }
+        /// <summary>
+        /// Maker fee percentage
+        /// </summary>
+        public decimal MakerFee { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SharedFee(decimal makerFee, decimal takerFee)
+        {
+            MakerFee = makerFee;
+            TakerFee = takerFee;
+        }
+    }
+}

CryptoExchange.Net/SharedApis/ResponseModels/SharedFuturesTicker.cs

@@ -14,15 +14,15 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// Last trade price
         /// </summary>
-        public decimal LastPrice { get; set; }
+        public decimal? LastPrice { get; set; }
         /// <summary>
         /// High price in the last 24h
         /// </summary>
-        public decimal HighPrice { get; set; }
+        public decimal? HighPrice { get; set; }
         /// <summary>
         /// Low price in the last 24h
         /// </summary>
-        public decimal LowPrice { get; set; }
+        public decimal? LowPrice { get; set; }
         /// <summary>
         /// The volume in the last 24h
         /// </summary>
@@ -51,7 +51,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public SharedFuturesTicker(string symbol, decimal lastPrice, decimal highPrice, decimal lowPrice, decimal volume, decimal? changePercentage)
+        public SharedFuturesTicker(string symbol, decimal? lastPrice, decimal? highPrice, decimal? lowPrice, decimal volume, decimal? changePercentage)
         {
             Symbol = symbol;
             LastPrice = lastPrice;

CryptoExchange.Net/SharedApis/ResponseModels/SharedTrade.cs

@@ -19,6 +19,10 @@ namespace CryptoExchange.Net.SharedApis
         /// Trade time
         /// </summary>
         public DateTime Timestamp { get; set; }
+        /// <summary>
+        /// Trade side. Buy means that the taker took an ask order of the order book, sell means the taker took a bid order of the order book.
+        /// </summary>
+        public SharedOrderSide? Side { get; set; }
 
         /// <summary>
         /// ctor

CryptoExchange.Net/SharedApis/ResponseModels/SharedUserTrade.cs

@@ -34,7 +34,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// Side of the trade
         /// </summary>
-        public SharedOrderSide Side { get; set; }
+        public SharedOrderSide? Side { get; set; }
         /// <summary>
         /// Fee paid for the trade
         /// </summary>
@@ -51,7 +51,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <summary>
         /// ctor
         /// </summary>
-        public SharedUserTrade(string symbol, string orderId, string id, SharedOrderSide side, decimal quantity, decimal price, DateTime timestamp)
+        public SharedUserTrade(string symbol, string orderId, string id, SharedOrderSide? side, decimal quantity, decimal price, DateTime timestamp)
         {
             Symbol = symbol;
             OrderId = orderId;

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -155,6 +155,12 @@ namespace CryptoExchange.Net.Sockets
             _baseAddress = $"{Uri.Scheme}://{Uri.Host}";
         }
 
+        /// <inheritdoc />
+        public void UpdateProxy(ApiProxy? proxy)
+        {
+            Parameters.Proxy = proxy;
+        }
+
         /// <inheritdoc />
         public virtual async Task<CallResult> ConnectAsync()
         {
@@ -189,9 +195,12 @@ namespace CryptoExchange.Net.Sockets
                     socket.Options.SetBuffer(_receiveBufferSize, _sendBufferSize);
                 if (Parameters.Proxy != null)
                     SetProxy(socket, Parameters.Proxy);
-                #if NET6_0_OR_GREATER
+#if NET6_0_OR_GREATER
                 socket.Options.CollectHttpResponseDetails = true;
-                #endif
+#endif
+#if NET9_0_OR_GREATER
+                socket.Options.KeepAliveTimeout = TimeSpan.FromSeconds(10);
+#endif
             }
             catch (PlatformNotSupportedException)
             {
@@ -209,7 +218,7 @@ namespace CryptoExchange.Net.Sockets
             {
                 if (Parameters.RateLimiter != null)
                 {
-                    var definition = new RequestDefinition(Id.ToString(), HttpMethod.Get);
+                    var definition = new RequestDefinition(Uri.AbsolutePath, HttpMethod.Get) { ConnectionId = Id };
                     var limitResult = await Parameters.RateLimiter.ProcessAsync(_logger, Id, RateLimitItemType.Connection, definition, _baseAddress, null, 1, Parameters.RateLimitingBehaviour, _ctsSource.Token).ConfigureAwait(false);
                     if (!limitResult)
                         return new CallResult(new ClientRateLimitError("Connection limit reached"));
@@ -229,13 +238,13 @@ namespace CryptoExchange.Net.Sockets
 
                 if (e is WebSocketException we)
                 {
-                    #if (NET6_0_OR_GREATER)
+#if (NET6_0_OR_GREATER)
                     if (_socket.HttpStatusCode == HttpStatusCode.TooManyRequests)
                     {
                         await (OnConnectRateLimited?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                         return new CallResult(new ServerRateLimitError(we.Message));
                     }
-                    #else
+#else
                     // ClientWebSocket.HttpStatusCode is only available in .NET6+ https://learn.microsoft.com/en-us/dotnet/api/system.net.websockets.clientwebsocket.httpstatuscode?view=net-8.0
                     // Try to read 429 from the message instead
                     if (we.Message.Contains("429"))
@@ -243,7 +252,7 @@ namespace CryptoExchange.Net.Sockets
                         await (OnConnectRateLimited?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                         return new CallResult(new ServerRateLimitError(we.Message));
                     }
-                    #endif
+#endif
                 }
 
                 return new CallResult(new CantConnectError());
@@ -435,8 +444,8 @@ namespace CryptoExchange.Net.Sockets
                     {
                         // 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
+                        if (DateTime.UtcNow - startWait > TimeSpan.FromSeconds(1))
+                            break; // Wait for max 1 second, then just abort the connection
                     }
                 }
             }
@@ -475,7 +484,7 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         private async Task SendLoopAsync()
         {
-            var requestDefinition = new RequestDefinition(Id.ToString(), HttpMethod.Get);
+            var requestDefinition = new RequestDefinition(Uri.AbsolutePath, HttpMethod.Get) { ConnectionId = Id };
             try
             {
                 while (true)
@@ -598,14 +607,14 @@ namespace CryptoExchange.Net.Sockets
                             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);
+                                _logger.SocketReceivedCloseMessage(Id, receiveResult.CloseStatus.ToString()!, receiveResult.CloseStatusDescription ?? string.Empty);
                                 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);
+                                _logger.SocketReceivedCloseConfirmation(Id, receiveResult.CloseStatus.ToString()!, receiveResult.CloseStatusDescription ?? string.Empty);
                             }
 
                             break;
@@ -620,7 +629,7 @@ namespace CryptoExchange.Net.Sockets
                             // Write the data to a memory stream to be reassembled later
                             if (multipartStream == null)
                                 multipartStream = new MemoryStream();
-                            multipartStream.Write(buffer.Array, buffer.Offset, receiveResult.Count);
+                            multipartStream.Write(buffer.Array!, buffer.Offset, receiveResult.Count);
                         }
                         else
                         {
@@ -634,7 +643,7 @@ namespace CryptoExchange.Net.Sockets
                             {
                                 // Received the end of a multipart message, write to memory stream for reassembling
                                 _logger.SocketReceivedPartialMessage(Id, receiveResult.Count);
-                                multipartStream!.Write(buffer.Array, buffer.Offset, receiveResult.Count);
+                                multipartStream!.Write(buffer.Array!, buffer.Offset, receiveResult.Count);
                             }
 
                             break;

CryptoExchange.Net/Sockets/DedicatedConnectionConfig.cs

@@ -14,4 +14,19 @@
         /// </summary>
         public bool Authenticated { get; set; }
     }
+
+    /// <summary>
+    /// Dedicated connection state
+    /// </summary>
+    public class DedicatedConnectionState
+    {
+        /// <summary>
+        /// Whether the connection is a dedicated request connection
+        /// </summary>
+        public bool IsDedicatedRequestConnection { get; set; }
+        /// <summary>
+        /// Whether the dedication request connection should be authenticated
+        /// </summary>
+        public bool Authenticated { get; set; }
+    }
 }

CryptoExchange.Net/Sockets/PeriodicTaskRegistration.cs

@@ -23,6 +23,6 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Callback after query
         /// </summary>
-        public Action<CallResult>? Callback { get; set; }
+        public Action<SocketConnection, CallResult>? Callback { get; set; }
     }
 }

CryptoExchange.Net/Sockets/Query.cs

@@ -23,6 +23,11 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public bool Completed { get; set; }
 
+        /// <summary>
+        /// Timeout for the request
+        /// </summary>
+        public TimeSpan? RequestTimeout { 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
@@ -177,6 +182,10 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public override async Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message)
         {
+            var typedMessage = message.As((TServerResponse)message.Data);
+            if (!ValidateMessage(typedMessage))
+                return new CallResult(null);
+
             CurrentResponses++;
             if (CurrentResponses == RequiredResponses)
             {
@@ -186,7 +195,7 @@ namespace CryptoExchange.Net.Sockets
 
             if (Result?.Success != false)
                 // If an error result is already set don't override that
-                Result = HandleMessage(connection, message.As((TServerResponse)message.Data));
+                Result = HandleMessage(connection, typedMessage);
 
             if (CurrentResponses == RequiredResponses)
             {
@@ -198,6 +207,13 @@ namespace CryptoExchange.Net.Sockets
             return Result;
         }
 
+        /// <summary>
+        /// Validate if a message is actually processable by this query
+        /// </summary>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        public virtual bool ValidateMessage(DataEvent<TServerResponse> message) => true;
+
         /// <summary>
         /// Handle the query response
         /// </summary>

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -11,6 +11,8 @@ using System.Diagnostics;
 using CryptoExchange.Net.Clients;
 using CryptoExchange.Net.Logging.Extensions;
 using System.Threading;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Authentication;
 
 namespace CryptoExchange.Net.Sockets
 {
@@ -186,9 +188,21 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <summary>
-        /// Whether this connection should be kept alive even when there is no subscription
+        /// Info on whether this connection is a dedicated request connection
         /// </summary>
-        public bool DedicatedRequestConnection { get; internal set; }
+        public DedicatedConnectionState DedicatedRequestConnection { get; internal set; } = new DedicatedConnectionState();
+
+        /// <summary>
+        /// Current subscription topics on this connection
+        /// </summary>
+        public IEnumerable<string> Topics
+        {
+            get
+            {
+                lock (_listenersLock)
+                    return _listeners.OfType<Subscription>().Select(x => x.Topic).Where(t => t != null).ToList()!;
+            }
+        }
 
         private bool _pausedActivity;
         private readonly object _listenersLock;
@@ -268,7 +282,7 @@ namespace CryptoExchange.Net.Sockets
             lock (_listenersLock)
             {
                 foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription))
-                    subscription.Confirmed = false;
+                    subscription.Reset();
 
                 foreach (var query in _listeners.OfType<Query>().ToList())
                 {
@@ -293,7 +307,7 @@ namespace CryptoExchange.Net.Sockets
             lock (_listenersLock)
             {
                 foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription))
-                    subscription.Confirmed = false;
+                    subscription.Reset();
 
                 foreach (var query in _listeners.OfType<Query>().ToList())
                 {
@@ -384,7 +398,7 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         protected virtual Task HandleRequestRateLimitedAsync(int requestId)
         {
-            Query query;
+            Query? query;
             lock (_listenersLock)
             {
                 query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
@@ -413,7 +427,7 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="requestId">Id of the request sent</param>
         protected virtual Task HandleRequestSentAsync(int requestId)
         {
-            Query query;
+            Query? query;
             lock (_listenersLock)
             {
                 query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
@@ -425,7 +439,7 @@ namespace CryptoExchange.Net.Sockets
                 return Task.CompletedTask;
             }
 
-            query.IsSend(ApiClient.ClientOptions.RequestTimeout);
+            query.IsSend(query.RequestTimeout ?? ApiClient.ClientOptions.RequestTimeout);
             return Task.CompletedTask;
         }
 
@@ -571,6 +585,16 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public async Task TriggerReconnectAsync() => await _socket.ReconnectAsync().ConfigureAwait(false);
 
+        /// <summary>
+        /// Update the proxy setting and reconnect
+        /// </summary>
+        /// <param name="proxy">New proxy setting</param>
+        public async Task UpdateProxy(ApiProxy? proxy)
+        {
+            _socket.UpdateProxy(proxy);
+            await TriggerReconnectAsync().ConfigureAwait(false);
+        }
+
         /// <summary>
         /// Close the connection
         /// </summary>
@@ -603,6 +627,10 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public async Task CloseAsync(Subscription subscription)
         {
+            // If we are resubscribing this subscription at this moment we'll want to wait for a bit until it is finished to avoid concurrency issues
+            while (subscription.IsResubscribing)
+                await Task.Delay(50).ConfigureAwait(false);
+
             subscription.Closed = true;
 
             if (Status == SocketStatus.Closing || Status == SocketStatus.Closed || Status == SocketStatus.Disposed)
@@ -618,7 +646,7 @@ namespace CryptoExchange.Net.Sockets
 
             bool shouldCloseConnection;
             lock (_listenersLock)
-                shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Closed) && !DedicatedRequestConnection;
+                shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Closed) && !DedicatedRequestConnection.IsDedicatedRequestConnection;
             
             if (!anyDuplicateSubscription)
             {
@@ -841,7 +869,7 @@ namespace CryptoExchange.Net.Sockets
             if (!_socket.IsOpen)
                 return new CallResult(new WebError("Socket not connected"));
 
-            if (!DedicatedRequestConnection)
+            if (!DedicatedRequestConnection.IsDedicatedRequestConnection)
             {
                 bool anySubscriptions;
                 lock (_listenersLock)
@@ -859,7 +887,7 @@ namespace CryptoExchange.Net.Sockets
             lock (_listenersLock)
             {
                 anyAuthenticated = _listeners.OfType<Subscription>().Any(s => s.Authenticated)
-                    || (DedicatedRequestConnection && ApiClient.AuthenticationProvider != null);
+                    || (DedicatedRequestConnection.IsDedicatedRequestConnection && DedicatedRequestConnection.Authenticated);
             }
 
             if (anyAuthenticated)
@@ -886,7 +914,7 @@ namespace CryptoExchange.Net.Sockets
 
                 List<Subscription> subList;
                 lock (_listenersLock)
-                    subList = _listeners.OfType<Subscription>().Skip(batch * batchSize).Take(batchSize).ToList();
+                    subList = _listeners.OfType<Subscription>().Where(x => !x.Closed).Skip(batch * batchSize).Take(batchSize).ToList();
 
                 if (subList.Count == 0)
                     break;
@@ -895,20 +923,30 @@ namespace CryptoExchange.Net.Sockets
                 foreach (var subscription in subList)
                 {
                     subscription.ConnectionInvocations = 0;
+                    if (subscription.Closed)
+                        // Can be closed during resubscribing
+                        continue;
+
+                    subscription.IsResubscribing = true;
                     var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
                     if (!result)
                     {
                         _logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
+                        subscription.IsResubscribing = false;
                         return result;
                     }
 
                     var subQuery = subscription.GetSubQuery(this);
                     if (subQuery == null)
+                    {
+                        subscription.IsResubscribing = false;
                         continue;
+                    }
 
                     var waitEvent = new AsyncResetEvent(false);
                     taskList.Add(SendAndWaitQueryAsync(subQuery, waitEvent).ContinueWith((r) => 
                     { 
+                        subscription.IsResubscribing = false;
                         subscription.HandleSubQueryResponse(subQuery.Response!);
                         waitEvent.Set();
                         if (r.Result.Success)
@@ -962,7 +1000,7 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="interval">How often</param>
         /// <param name="queryDelegate">Method returning the query to send</param>
         /// <param name="callback">The callback for processing the response</param>
-        public virtual void QueryPeriodic(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<CallResult>? callback)
+        public virtual void QueryPeriodic(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<SocketConnection, CallResult>? callback)
         {
             if (queryDelegate == null)
                 throw new ArgumentNullException(nameof(queryDelegate));
@@ -994,7 +1032,7 @@ namespace CryptoExchange.Net.Sockets
                     try
                     {
                         var result = await SendAndWaitQueryAsync(query).ConfigureAwait(false);
-                        callback?.Invoke(result);
+                        callback?.Invoke(this, result);
                     }
                     catch (Exception ex)
                     {

CryptoExchange.Net/Sockets/Subscription.cs

@@ -44,6 +44,11 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public bool Closed { get; set; }
 
+        /// <summary>
+        /// Is the subscription currently resubscribing
+        /// </summary>
+        public bool IsResubscribing { get; set; }
+
         /// <summary>
         /// Logger
         /// </summary>
@@ -76,6 +81,11 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public abstract Type? GetMessageType(IMessageAccessor message);
 
+        /// <summary>
+        /// Subscription topic
+        /// </summary>
+        public string? Topic { get; set; }
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -130,6 +140,20 @@ namespace CryptoExchange.Net.Sockets
             return Task.FromResult(DoHandleMessage(connection, message));
         }
 
+        /// <summary>
+        /// Reset the subscription
+        /// </summary>
+        public void Reset()
+        {
+            Confirmed = false;
+            DoHandleReset();
+        }
+
+        /// <summary>
+        /// Connection has been reset, do any logic for resetting the subscription
+        /// </summary>
+        public virtual void DoHandleReset() { }
+
         /// <summary>
         /// Handle the update message
         /// </summary>

CryptoExchange.Net/Testing/Comparers/JsonNetComparer.cs

@@ -378,7 +378,7 @@ namespace CryptoExchange.Net.Testing.Comparers
                 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()))
+                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

@@ -211,7 +211,7 @@ namespace CryptoExchange.Net.Testing.Comparers
 
                     if (dictProp.Value.Type == JTokenType.Object)
                     {
-                        CheckPropertyValue(method, dictProp.Value, dict[dictProp.Name]!, dict[dictProp.Name].GetType(), null, null, ignoreProperties);
+                        CheckPropertyValue(method, dictProp.Value, dict[dictProp.Name]!, dict[dictProp.Name]!.GetType(), null, null, ignoreProperties);
                     }
                     else
                     {
@@ -224,6 +224,9 @@ namespace CryptoExchange.Net.Testing.Comparers
             else if (propertyValue.GetType().GetInterfaces().Contains(typeof(IEnumerable))
                 && propertyValue.GetType() != typeof(string))
             {
+                if (propValue.Type != JTokenType.Array)
+                    return;
+
                 var jObjs = (JArray)propValue;
                 var list = (IEnumerable)propertyValue;
                 var enumerator = list.GetEnumerator();
@@ -372,7 +375,8 @@ namespace CryptoExchange.Net.Testing.Comparers
                 }
                 else if (objectValue is DateTime time)
                 {
-                    if (time != DateTimeConverter.ParseFromString(jsonValue.Value<string>()!))
+                    var jsonStr = jsonValue.Value<string>()!;
+                    if (!string.IsNullOrEmpty(jsonStr) && time != DateTimeConverter.ParseFromString(jsonStr))
                         throw new Exception($"{method}: {property} not equal: {jsonValue.Value<string>()} vs {time}");
                 }
                 else if (objectValue is bool bl)

CryptoExchange.Net/Testing/EnumValueTraceListener.cs

@@ -5,8 +5,11 @@ namespace CryptoExchange.Net.Testing
 {
     internal class EnumValueTraceListener : TraceListener
     {
-        public override void Write(string message)
+        public override void Write(string? message)
         {
+            if (message == null)
+                return;
+
             if (message.Contains("Cannot map"))
                 throw new Exception("Enum value error: " + message);
 
@@ -14,8 +17,11 @@ namespace CryptoExchange.Net.Testing
                 throw new Exception("Enum null error: " + message);
         }
 
-        public override void WriteLine(string message)
+        public override void WriteLine(string? message)
         {
+            if (message == null)
+                return;
+
             if (message.Contains("Cannot map"))
                 throw new Exception("Enum value error: " + message);
 

CryptoExchange.Net/Testing/Implementations/TestRequestFactory.cs

@@ -25,5 +25,7 @@ namespace CryptoExchange.Net.Testing.Implementations
             _request.RequestId = requestId;
             return _request;
         }
+
+        public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout) {}
     }
 }

CryptoExchange.Net/Testing/Implementations/TestSocket.cs

@@ -92,5 +92,7 @@ namespace CryptoExchange.Net.Testing.Implementations
 
         public Task ReconnectAsync() => throw new NotImplementedException();
         public void Dispose() { }
+
+        public void UpdateProxy(ApiProxy? proxy) => throw new NotImplementedException();
     }
 }

CryptoExchange.Net/Testing/TestHelpers.cs

@@ -169,21 +169,22 @@ namespace CryptoExchange.Net.Testing
         {
             var assembly = Assembly.GetAssembly(clientType);
             var interfaceType = clientType.GetInterface("I" + clientType.Name);
-            var clientInterfaces = assembly.GetTypes().Where(t => t.Name.StartsWith("I" + clientType.Name) && !t.Name.EndsWith("Shared"));
+            var clientInterfaces = assembly!.GetTypes().Where(t => t.Name.StartsWith("I" + clientType.Name) && !t.Name.EndsWith("Shared"));
 
             foreach (var clientInterface in clientInterfaces)
             {
-                var implementation = assembly.GetTypes().Single(t => clientInterface.IsAssignableFrom(t) && t != clientInterface);
-                int methods = 0;
-                foreach (var method in implementation.GetMethods().Where(m => implementationTypes.IsAssignableFrom(m.ReturnType)))
+                var implementations = assembly.GetTypes().Where(t => clientInterface.IsAssignableFrom(t) && t != clientInterface);
+                foreach (var implementation in implementations)
                 {
-                    var interfaceMethod = clientInterface.GetMethod(method.Name, method.GetParameters().Select(p => p.ParameterType).ToArray());
-                    if (interfaceMethod == null)
-                        throw new Exception($"Missing interface for method {method.Name} in {implementation.Name} implementing interface {clientInterface.Name}");
-                    methods++;
-                }
+                    int methods = 0;
+                    foreach (var method in implementation.GetMethods().Where(m => implementationTypes.IsAssignableFrom(m.ReturnType)))
+                    {
+                        var interfaceMethod = clientInterface.GetMethod(method.Name, method.GetParameters().Select(p => p.ParameterType).ToArray()) ?? throw new Exception($"Missing interface for method {method.Name} in {implementation.Name} implementing interface {clientInterface.Name}");
+                        methods++;
+                    }
 
-                Debug.WriteLine($"{clientInterface.Name} {methods} methods validated");
+                    Debug.WriteLine($"{clientInterface.Name} {methods} methods validated");
+                }
             }
         }
     }

CryptoExchange.Net/Trackers/CompareValue.cs

@@ -0,0 +1,34 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Trackers
+{
+
+    /// <summary>
+    /// Compare value
+    /// </summary>
+    public record CompareValue
+    {
+        /// <summary>
+        /// The value difference
+        /// </summary>
+        public decimal? Difference { get; set; }
+        /// <summary>
+        /// The value difference percentage
+        /// </summary>
+        public decimal? PercentageDifference { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CompareValue(decimal? value1, decimal? value2)
+        {
+            if (value1 == null || value2 == null)
+                return;
+
+            Difference = value2 - value1;
+            PercentageDifference = value1.Value == 0 ? null : Math.Round(value2.Value / value1.Value * 100 - 100, 4);
+        }
+    }
+}

CryptoExchange.Net/Trackers/Klines/IKlineTracker.cs

@@ -0,0 +1,105 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.SharedApis;
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Trackers.Klines
+{
+    /// <summary>
+    /// A tracker for kline data of a symbol
+    /// </summary>
+    public interface IKlineTracker
+    {
+        /// <summary>
+        /// The total number of klines
+        /// </summary>
+        int Count { get; }
+
+        /// <summary>
+        /// Exchange name
+        /// </summary>
+        string Exchange { get; }
+
+        /// <summary>
+        /// Symbol name
+        /// </summary>
+        string SymbolName { get; }
+
+        /// <summary>
+        /// Symbol
+        /// </summary>
+        SharedSymbol Symbol { get; }
+
+        /// <summary>
+        /// The max number of klines tracked
+        /// </summary>
+        int? Limit { get; }
+
+        /// <summary>
+        /// The max age of the data tracked
+        /// </summary>
+        TimeSpan? Period { get; }
+
+        /// <summary>
+        /// From which timestamp the trades are registered
+        /// </summary>
+        DateTime? SyncedFrom { get; }
+
+        /// <summary>
+        /// Sync status
+        /// </summary>
+        SyncStatus Status { get; }
+
+        /// <summary>
+        /// Get the last kline
+        /// </summary>
+        SharedKline? Last { get; }
+
+        /// <summary>
+        /// Event for when a new kline is added
+        /// </summary>
+        event Func<SharedKline, Task>? OnAdded;
+        /// <summary>
+        /// Event for when a kline is removed because it's no longer within the period/limit window
+        /// </summary>
+        event Func<SharedKline, Task>? OnRemoved;
+        /// <summary>
+        /// Event for when a kline is updated
+        /// </summary>
+        event Func<SharedKline, Task> OnUpdated;
+        /// <summary>
+        /// Event for when the sync status changes
+        /// </summary>
+        event Func<SyncStatus, SyncStatus, Task>? OnStatusChanged;
+
+        /// <summary>
+        /// Start synchronization
+        /// </summary>
+        /// <returns></returns>
+        Task<CallResult> StartAsync(bool startWithSnapshot = true);
+
+        /// <summary>
+        /// Stop synchronization
+        /// </summary>
+        /// <returns></returns>
+        Task StopAsync();
+
+        /// <summary>
+        /// Get the data tracked
+        /// </summary>
+        /// <param name="fromTimestamp">Start timestamp to get the data from, defaults to tracked data start time</param>
+        /// <param name="toTimestamp">End timestamp to get the data until, defaults to current time</param>
+        /// <returns></returns>
+        IEnumerable<SharedKline> GetData(DateTime? fromTimestamp = null, DateTime? toTimestamp = null);
+
+        /// <summary>
+        /// Get statitistics on the klines
+        /// </summary>
+        /// <param name="fromTimestamp">Start timestamp to get the data from, defaults to tracked data start time</param>
+        /// <param name="toTimestamp">End timestamp to get the data until, defaults to current time</param>
+        /// <returns></returns>
+        KlinesStats GetStats(DateTime? fromTimestamp = null, DateTime? toTimestamp = null);
+
+    }
+}

CryptoExchange.Net/Trackers/Klines/KlineTracker.cs

@@ -0,0 +1,481 @@
+using CryptoExchange.Net.Logging.Extensions;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.Logging;
+using Microsoft.Extensions.Logging.Abstractions;
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Linq;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Trackers.Klines
+{
+    /// <inheritdoc />
+    public class KlineTracker : IKlineTracker
+    {
+        private readonly IKlineSocketClient _socketClient;
+        private readonly IKlineRestClient _restClient;
+        private SyncStatus _status;
+        private bool _startWithSnapshot;
+
+        /// <summary>
+        /// The internal data structure
+        /// </summary>
+        protected readonly SortedDictionary<DateTime, SharedKline> _data = new SortedDictionary<DateTime, SharedKline>();
+        /// <summary>
+        /// The pre-snapshot queue buffering updates received before the snapshot is set and which will be applied after the snapshot was set
+        /// </summary>
+        protected readonly List<SharedKline> _preSnapshotQueue = new List<SharedKline>();
+        /// <summary>
+        /// Lock for accessing _data
+        /// </summary>
+        protected readonly object _lock = new object();
+        /// <summary>
+        /// The last time the window was applied
+        /// </summary>
+        protected DateTime _lastWindowApplied = DateTime.MinValue;
+        /// <summary>
+        /// Whether or not the data has changed since last window was applied
+        /// </summary>
+        protected bool _changed = false;
+        /// <summary>
+        /// The kline interval
+        /// </summary>
+        protected readonly SharedKlineInterval _interval;
+        /// <summary>
+        /// Whether the snapshot has been set
+        /// </summary>
+        protected bool _snapshotSet;
+        /// <summary>
+        /// Logger
+        /// </summary>
+        protected readonly ILogger _logger;
+        /// <summary>
+        /// Update subscription
+        /// </summary>
+        protected UpdateSubscription? _updateSubscription;
+
+        /// <summary>
+        /// The timestamp of the first item
+        /// </summary>
+        protected DateTime? _firstTimestamp;
+
+        /// <inheritdoc/>
+        public SyncStatus Status
+        {
+            get => _status;
+            set
+            {
+                if (value == _status)
+                    return;
+
+                var old = _status;
+                _status = value;
+                _logger.KlineTrackerStatusChanged(SymbolName, old, value);
+                OnStatusChanged?.Invoke(old, _status);
+            }
+        }
+
+        /// <inheritdoc />
+        public string Exchange { get; }
+
+        /// <inheritdoc />
+        public string SymbolName { get; }
+
+        /// <inheritdoc />
+        public SharedSymbol Symbol { get; }
+
+        /// <inheritdoc/>
+        public int? Limit { get; }
+        /// <inheritdoc/>
+        public TimeSpan? Period { get; }
+
+        /// <inheritdoc />
+        public DateTime? SyncedFrom
+        {
+            get
+            {
+                if (Period == null)
+                    return _firstTimestamp;
+
+                var max = DateTime.UtcNow - Period.Value;
+                if (_firstTimestamp > max)
+                    return _firstTimestamp;
+
+                return max;
+            }
+        }
+
+        /// <inheritdoc />
+        public int Count
+        {
+            get
+            {
+                lock (_lock)
+                {
+                    ApplyWindow(true);
+                    return _data.Count;
+                }
+            }
+        }
+
+        /// <inheritdoc />
+        public SharedKline? Last
+        {
+            get
+            {
+                lock (_lock)
+                {
+                    ApplyWindow(true);
+                    return _data.LastOrDefault().Value;
+                }
+            }
+        }
+
+        /// <inheritdoc />
+        public event Func<SharedKline, Task>? OnAdded;
+        /// <inheritdoc />
+        public event Func<SharedKline, Task>? OnUpdated;
+        /// <inheritdoc />
+        public event Func<SharedKline, Task>? OnRemoved;
+        /// <inheritdoc />
+        public event Func<SyncStatus, SyncStatus, Task>? OnStatusChanged;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public KlineTracker(
+            ILogger? logger,
+            IKlineRestClient restClient,
+            IKlineSocketClient socketClient,
+            SharedSymbol symbol,
+            SharedKlineInterval interval,
+            int? limit = null,
+            TimeSpan? period = null)
+        {
+            _logger = logger ?? new NullLogger<KlineTracker>();
+            Symbol = symbol;
+            SymbolName = socketClient.FormatSymbol(symbol.BaseAsset, symbol.QuoteAsset, symbol.TradingMode, symbol.DeliverTime);
+            Exchange = restClient.Exchange;
+            Limit = limit;
+            Period = period;
+            _interval = interval;
+            _socketClient = socketClient;
+            _restClient = restClient;
+        }
+
+        /// <inheritdoc />
+        public async Task<CallResult> StartAsync(bool startWithSnapshot = true)
+        {
+            if (Status != SyncStatus.Disconnected)
+                throw new InvalidOperationException($"Can't start syncing unless state is {SyncStatus.Disconnected}. Current state: {Status}");
+
+            _startWithSnapshot = startWithSnapshot;
+            Status = SyncStatus.Syncing;
+            _logger.KlineTrackerStarting(SymbolName);
+
+            var startResult = await DoStartAsync().ConfigureAwait(false);
+            if (!startResult)
+            {
+                _logger.KlineTrackerStartFailed(SymbolName, startResult.Error!.ToString());
+                Status = SyncStatus.Disconnected;
+                return new CallResult(startResult.Error!);
+            }
+
+            _updateSubscription = startResult.Data;
+            _updateSubscription.ConnectionLost += HandleConnectionLost;
+            _updateSubscription.ConnectionClosed += HandleConnectionClosed;
+            _updateSubscription.ConnectionRestored += HandleConnectionRestored;
+            Status = SyncStatus.Synced;
+            _logger.KlineTrackerStarted(SymbolName);
+            return new CallResult(null);
+        }
+
+        /// <inheritdoc />
+        public async Task StopAsync()
+        {
+            _logger.KlineTrackerStopping(SymbolName);
+            Status = SyncStatus.Disconnected;
+            await DoStopAsync().ConfigureAwait(false);
+            _data.Clear();
+            _preSnapshotQueue.Clear();
+            _logger.KlineTrackerStopped(SymbolName);
+        }
+
+        /// <summary>
+        /// The start procedure needed for kline syncing, generally subscribing to an update stream and requesting the snapshot
+        /// </summary>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<UpdateSubscription>> DoStartAsync()
+        {
+            var subResult = await _socketClient.SubscribeToKlineUpdatesAsync(new SubscribeKlineRequest(Symbol, _interval),
+                 update =>
+                 {
+                     AddOrUpdate(update.Data);
+                 }).ConfigureAwait(false);
+
+            if (!subResult)
+            {
+                Status = SyncStatus.Disconnected;
+                return subResult;
+            }
+
+            if (!_startWithSnapshot)
+                return subResult;
+
+            var startTime = Period == null ? (DateTime?)null : DateTime.UtcNow.Add(-Period.Value);
+            if (_restClient.GetKlinesOptions.MaxAge != null && DateTime.UtcNow.Add(-_restClient.GetKlinesOptions.MaxAge.Value) > startTime)
+                startTime = DateTime.UtcNow.Add(-_restClient.GetKlinesOptions.MaxAge.Value);
+
+            var limit = Math.Min(_restClient.GetKlinesOptions.MaxLimit, Limit ?? 100);
+
+            var request = new GetKlinesRequest(Symbol, _interval, startTime, DateTime.UtcNow, limit: limit);
+            var data = new List<SharedKline>();
+            await foreach (var result in ExchangeHelpers.ExecutePages(_restClient.GetKlinesAsync, request).ConfigureAwait(false))
+            {
+                if (!result)
+                {
+                    _ = subResult.Data.CloseAsync();
+                    Status = SyncStatus.Disconnected;
+                    return subResult.AsError<UpdateSubscription>(result.Error!);
+                }
+
+                if (Limit != null && data.Count > Limit)
+                    break;
+
+                data.AddRange(result.Data);
+            }
+
+            SetInitialData(data);
+            return subResult;
+        }
+
+        /// <summary>
+        /// The stop procedure needed, generally stopping the update stream
+        /// </summary>
+        /// <returns></returns>
+        protected virtual Task DoStopAsync() => _updateSubscription?.CloseAsync() ?? Task.CompletedTask;
+
+        /// <inheritdoc />
+        public KlinesStats GetStats(DateTime? fromTimestamp = null, DateTime? toTimestamp = null)
+        {
+            var compareTime = SyncedFrom?.AddSeconds(-2);
+            var stats = GetStats(GetData(fromTimestamp, toTimestamp));
+            stats.Complete = (fromTimestamp == null || fromTimestamp >= compareTime) && (toTimestamp == null || toTimestamp >= compareTime);
+            return stats;
+        }
+
+        private KlinesStats GetStats(IEnumerable<SharedKline> klines)
+        {
+            if (!klines.Any())
+                return new KlinesStats();
+
+            return new KlinesStats
+            {
+                KlineCount = klines.Count(),
+                FirstOpenTime = klines.First().OpenTime,
+                LastOpenTime = klines.Last().OpenTime,
+                HighPrice = klines.Select(d => d.LowPrice).Max(),
+                LowPrice = klines.Select(d => d.HighPrice).Min(),
+                Volume = klines.Select(d => d.Volume).Sum(),
+                AverageVolume = Math.Round(klines.OrderByDescending(d => d.OpenTime).Skip(1).Select(d => d.Volume).DefaultIfEmpty().Average(), 8)
+            };
+        }
+
+        /// <inheritdoc />
+        public IEnumerable<SharedKline> GetData(DateTime? since = null, DateTime? until = null)
+        {
+            lock (_lock)
+            {
+                ApplyWindow(true);
+
+                IEnumerable<SharedKline> result = _data.Values;
+                if (since != null)
+                    result = result.Where(d => d.OpenTime >= since);
+                if (until != null)
+                    result = result.Where(d => d.OpenTime <= until);
+
+                return result.ToList();
+            }
+        }
+
+        /// <summary>
+        /// Set the initial kline data snapshot
+        /// </summary>
+        /// <param name="data"></param>
+        protected void SetInitialData(IEnumerable<SharedKline> data)
+        {
+            lock (_lock)
+            {
+                _data.Clear();
+
+                IEnumerable<SharedKline> items = data.OrderByDescending(d => d.OpenTime);
+                if (Limit != null)
+                    items = items.Take(Limit.Value);
+                if (Period != null)
+                    items = items.Where(e => e.OpenTime >= DateTime.UtcNow.Add(-Period.Value));
+
+                foreach (var item in items.OrderBy(d => d.OpenTime))
+                    _data.Add(item.OpenTime, item);
+
+                _snapshotSet = true;
+
+                foreach (var item in _preSnapshotQueue)
+                {
+                    if (_data.ContainsKey(item.OpenTime))
+                        continue;
+
+                    _data.Add(item.OpenTime, item);
+                }
+
+                _firstTimestamp = _data.Min(v => v.Key);
+                ApplyWindow(false);
+                _logger.KlineTrackerInitialDataSet(SymbolName, _data.Last().Key);
+            }
+        }
+
+        /// <summary>
+        /// Add or update a kline
+        /// </summary>
+        /// <param name="item"></param>
+        protected void AddOrUpdate(SharedKline item) => AddOrUpdate(new[] { item });
+
+        /// <summary>
+        /// Add or update klines
+        /// </summary>
+        /// <param name="items"></param>
+        protected void AddOrUpdate(IEnumerable<SharedKline> items)
+        {
+            lock (_lock)
+            {
+                if (_restClient != null && _startWithSnapshot && !_snapshotSet)
+                {
+                    _preSnapshotQueue.AddRange(items);
+                    return;
+                }
+
+                foreach (var item in items)
+                {
+                    if (_data.TryGetValue(item.OpenTime, out var existing))
+                    {
+                        _data.Remove(item.OpenTime);
+                        _data.Add(item.OpenTime, item);
+                        OnUpdated?.Invoke(item);
+                        _logger.KlineTrackerKlineUpdated(SymbolName, _data.Last().Key);
+                    }
+                    else
+                    {
+                        _data.Add(item.OpenTime, item);
+                        OnAdded?.Invoke(item);
+                        _logger.KlineTrackerKlineAdded(SymbolName, _data.Last().Key);
+                    }
+                }
+
+                _firstTimestamp = _data.Min(x => x.Key);
+                _changed = true;
+
+                SetSyncStatus();
+                ApplyWindow(true);
+            }
+        }
+
+        private void ApplyWindow(bool broadcastEvents)
+        {
+            if (!_changed && (DateTime.UtcNow - _lastWindowApplied) < TimeSpan.FromSeconds(1))
+                return;
+
+            if (Period != null)
+            {
+                var compareDate = DateTime.UtcNow.Add(-Period.Value);
+                for (var i = 0; i < _data.Count; i++)
+                {
+                    var item = _data.ElementAt(0);
+                    if (item.Key >= compareDate)
+                        break;
+
+                    _data.Remove(item.Key);
+                    if (broadcastEvents)
+                        OnRemoved?.Invoke(item.Value);
+                }
+            }
+
+            if (Limit != null && _data.Count > Limit.Value)
+            {
+                var toRemove = Math.Max(0, _data.Count - Limit.Value);
+                for (var i = 0; i < toRemove; i++)
+                {
+                    var item = _data.ElementAt(0);
+                    _data.Remove(item.Key);
+                    if (broadcastEvents)
+                        OnRemoved?.Invoke(item.Value);
+                }
+            }
+
+            _lastWindowApplied = DateTime.UtcNow;
+            _changed = false;
+        }
+
+        private void HandleConnectionLost()
+        {
+            _logger.KlineTrackerConnectionLost(SymbolName);
+            if (Status != SyncStatus.Disconnected)
+            {
+                Status = SyncStatus.Syncing;
+                _snapshotSet = false;
+                _firstTimestamp = null;
+                _preSnapshotQueue.Clear();
+            }
+        }
+
+        private void HandleConnectionClosed()
+        {
+            _logger.KlineTrackerConnectionClosed(SymbolName);
+            Status = SyncStatus.Disconnected;
+            _ = StopAsync();
+        }
+
+        private async void HandleConnectionRestored(TimeSpan _)
+        {
+            Status = SyncStatus.Syncing;
+            var success = false;
+            while (!success)
+            {
+                if (Status != SyncStatus.Syncing)
+                    return;
+
+                var resyncResult = await DoStartAsync().ConfigureAwait(false);
+                success = resyncResult;
+            }
+
+            _logger.KlineTrackerConnectionRestored(SymbolName);
+            SetSyncStatus();
+        }
+
+        private void SetSyncStatus()
+        {
+            if (Status == SyncStatus.Synced)
+                return;
+
+            if (Period != null)
+            {
+                if (_firstTimestamp <= DateTime.UtcNow - Period.Value)
+                    Status = SyncStatus.Synced;
+                else
+                    Status = SyncStatus.PartiallySynced;
+            }
+
+            if (Limit != null)
+            {
+                if (_data.Count == Limit.Value)
+                    Status = SyncStatus.Synced;
+                else
+                    Status = SyncStatus.PartiallySynced;
+            }
+
+            if (Period == null && Limit == null)
+                Status = SyncStatus.Synced;
+        }
+    }
+}

CryptoExchange.Net/Trackers/Klines/KlinesCompare.cs

@@ -0,0 +1,30 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Trackers.Klines
+{
+    /// <summary>
+    /// Klines statistics comparison
+    /// </summary>
+    public record KlinesCompare
+    {
+        /// <summary>
+        /// Number of trades
+        /// </summary>
+        public CompareValue? LowPriceDif { get; set; }
+        /// <summary>
+        /// Number of trades
+        /// </summary>
+        public CompareValue? HighPriceDif { get; set; }
+        /// <summary>
+        /// Number of trades
+        /// </summary>
+        public CompareValue? VolumeDif { get; set; }
+        /// <summary>
+        /// Number of trades
+        /// </summary>
+        public CompareValue? AverageVolumeDif { get; set; }
+
+    }
+}

CryptoExchange.Net/Trackers/Klines/KlinesStats.cs

@@ -0,0 +1,59 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Trackers.Klines
+{
+    /// <summary>
+    /// Klines statistics
+    /// </summary>
+    public record KlinesStats
+    {
+        /// <summary>
+        /// Number of klines
+        /// </summary>
+        public int KlineCount { get; set; }
+        /// <summary>
+        /// The kline open time of the first entry
+        /// </summary>
+        public DateTime? FirstOpenTime { get; set; }
+        /// <summary>
+        /// The kline open time of the last entry
+        /// </summary>
+        public DateTime? LastOpenTime { get; set; }
+        /// <summary>
+        /// Lowest trade price
+        /// </summary>
+        public decimal? LowPrice { get; set; }
+        /// <summary>
+        /// Highest trade price
+        /// </summary>
+        public decimal? HighPrice { get; set; }
+        /// <summary>
+        /// Trade volume
+        /// </summary>
+        public decimal Volume { get; set; }
+        /// <summary>
+        /// Average volume per kline
+        /// </summary>
+        public decimal? AverageVolume { get; set; }
+        /// <summary>
+        /// Whether the data is complete
+        /// </summary>
+        public bool Complete { get; set; }
+
+        /// <summary>
+        /// Compare 2 stat snapshots to eachother
+        /// </summary>
+        public KlinesCompare CompareTo(KlinesStats otherStats)
+        {
+            return new KlinesCompare
+            {
+                LowPriceDif = new CompareValue(LowPrice, otherStats.LowPrice),
+                HighPriceDif = new CompareValue(HighPrice, otherStats.HighPrice),
+                VolumeDif = new CompareValue(Volume, otherStats.Volume),
+                AverageVolumeDif = new CompareValue(AverageVolume, otherStats.AverageVolume),
+            };
+        }
+    }
+}

CryptoExchange.Net/Trackers/Trades/ITradeTracker.cs

@@ -0,0 +1,100 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.SharedApis;
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Trackers.Trades
+{
+    /// <summary>
+    /// A tracker for trades on a symbol
+    /// </summary>
+    public interface ITradeTracker
+    {
+        /// <summary>
+        /// The total number of trades
+        /// </summary>
+        int Count { get; }
+
+        /// <summary>
+        /// Exchange name
+        /// </summary>
+        string Exchange { get; }
+
+        /// <summary>
+        /// Symbol name
+        /// </summary>
+        string SymbolName { get; }
+
+        /// <summary>
+        /// Symbol
+        /// </summary>
+        SharedSymbol Symbol { get; }
+
+        /// <summary>
+        /// The max number of trades tracked
+        /// </summary>
+        int? Limit { get; }
+
+        /// <summary>
+        /// The max age of the data tracked
+        /// </summary>
+        TimeSpan? Period { get; }
+
+        /// <summary>
+        /// From which timestamp the trades are registered
+        /// </summary>
+        DateTime? SyncedFrom { get; }
+
+        /// <summary>
+        /// The current synchronization status
+        /// </summary>
+        SyncStatus Status { get; }
+
+        /// <summary>
+        /// Get the last trade
+        /// </summary>
+        SharedTrade? Last { get; }
+
+        /// <summary>
+        /// Event for when a new trade is added
+        /// </summary>
+        event Func<SharedTrade, Task>? OnAdded;
+        /// <summary>
+        /// Event for when a trade is removed because it's no longer within the period/limit window
+        /// </summary>
+        event Func<SharedTrade, Task>? OnRemoved;
+        /// <summary>
+        /// Event for when the sync status changes
+        /// </summary>
+        event Func<SyncStatus, SyncStatus, Task>? OnStatusChanged;
+
+        /// <summary>
+        /// Start synchronization
+        /// </summary>
+        /// <returns></returns>
+        Task<CallResult> StartAsync(bool startWithSnapshot = true);
+
+        /// <summary>
+        /// Stop synchronization
+        /// </summary>
+        /// <returns></returns>
+        Task StopAsync();
+
+        /// <summary>
+        /// Get the data tracked
+        /// </summary>
+        /// <param name="fromTimestamp">Start timestamp to get the data from, defaults to tracked data start time</param>
+        /// <param name="toTimestamp">End timestamp to get the data until, defaults to current time</param>
+        /// <returns></returns>
+        IEnumerable<SharedTrade> GetData(DateTime? fromTimestamp = null, DateTime? toTimestamp = null);
+
+        /// <summary>
+        /// Get statitistics on the trades
+        /// </summary>
+        /// <param name="fromTimestamp">Start timestamp to get the data from, defaults to tracked data start time</param>
+        /// <param name="toTimestamp">End timestamp to get the data until, defaults to current time</param>
+        /// <returns></returns>
+        TradesStats GetStats(DateTime? fromTimestamp = null, DateTime? toTimestamp = null);
+    }
+}