Added specific logging for user cancellation on rest requests instead of generic warning log

* Fix memory leak in AsyncAutoResetEvent

CancellationTokenRegistration MUST be disposed, as the CancellationToken passed is saved for the lifetime of the Client, and registrations build up forever.

.github/workflows/dotnet.yml

@@ -16,7 +16,7 @@ jobs:
     - name: Setup .NET
       uses: actions/setup-dotnet@v1
       with:
-        dotnet-version: 8.0.x
+        dotnet-version: 9.0.x
     - name: Restore dependencies
       run: dotnet restore
     - name: Build

CryptoExchange.Net.UnitTests/AsyncResetEventTests.cs

@@ -106,6 +106,7 @@ namespace CryptoExchange.Net.UnitTests
             for(var i = 1; i <= 10; i++)
             {
                 evnt.Set();
+                await Task.Delay(1); // Wait for the continuation.
                 Assert.That(10 - i == waiters.Count(w => w.Status != TaskStatus.RanToCompletion));
             }
 

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

@@ -1,15 +1,15 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>net8.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <IsPackable>false</IsPackable>
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0"></PackageReference>
-    <PackageReference Include="Moq" Version="4.20.70" />
-    <PackageReference Include="NUnit" Version="4.1.0"></PackageReference>
-    <PackageReference Include="NUnit3TestAdapter" Version="4.5.0"></PackageReference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0"></PackageReference>
+    <PackageReference Include="Moq" Version="4.20.72" />
+    <PackageReference Include="NUnit" Version="4.2.2"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="4.6.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

CryptoExchange.Net.UnitTests/ExchangeHelpersTests.cs

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

CryptoExchange.Net.UnitTests/OptionsTests.cs

@@ -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

@@ -176,12 +176,12 @@ namespace CryptoExchange.Net.UnitTests
 
             for (var i = 0; i < requests + 1; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);             
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);             
                 Assert.That(i == requests? triggered : !triggered);
             }
             triggered = false;
             await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
-            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1,  RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1,  RateLimitingBehaviour.Wait, null, default);
             Assert.That(!triggered);
         }
 
@@ -201,7 +201,7 @@ namespace CryptoExchange.Net.UnitTests
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
                 bool expected = i == 1 ? (expectLimiting ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 Assert.That(expected);
             }
@@ -222,9 +222,9 @@ namespace CryptoExchange.Net.UnitTests
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(evnt == null);
-            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(expectLimiting ? evnt != null : evnt == null);
         }
 
@@ -243,12 +243,12 @@ namespace CryptoExchange.Net.UnitTests
 
             for (var i = 0; i < requests + 1; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
                 Assert.That(i == requests ? triggered : !triggered);
             }
             triggered = false;
             await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
-            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(!triggered);
         }
 
@@ -266,7 +266,7 @@ namespace CryptoExchange.Net.UnitTests
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
                 bool expected = i == 1 ? (expectLimited ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 Assert.That(expected);
             }
@@ -286,7 +286,7 @@ namespace CryptoExchange.Net.UnitTests
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             for (var i = 0; i < 2; i++)
             {
-                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+                var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
                 bool expected = i == 1 ? (expectLimited ? evnt.DelayTime > TimeSpan.Zero : evnt == null) : evnt == null;
                 Assert.That(expected);
             }
@@ -302,16 +302,16 @@ 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 };
 
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", key1, 1, RateLimitingBehaviour.Wait, default);
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", key1, 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(evnt == null);
-            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", key2, 1, RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", key2, 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(expectLimited ? evnt != null : evnt == null);
         }
 
@@ -328,9 +328,9 @@ namespace CryptoExchange.Net.UnitTests
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, default);
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(evnt == null);
-            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", null, 1, RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", null, 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(expectLimited ? evnt != null : evnt == null);
         }
 
@@ -348,9 +348,9 @@ namespace CryptoExchange.Net.UnitTests
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host1, "123", 1, RateLimitingBehaviour.Wait, default);
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host1, "123", 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(evnt == null);
-            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host2, "123", 1, RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host2, "123", 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(expectLimited ? evnt != null : evnt == null);
         }
 
@@ -365,9 +365,9 @@ namespace CryptoExchange.Net.UnitTests
             RateLimitEvent evnt = null;
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), host1, "123", 1, RateLimitingBehaviour.Wait, default);
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), host1, "123", 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(evnt == null);
-            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), host2, "123", 1, RateLimitingBehaviour.Wait, default);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), host2, "123", 1, RateLimitingBehaviour.Wait, null, default);
             Assert.That(expectLimited ? evnt != null : evnt == null);
         }
 
@@ -381,8 +381,8 @@ namespace CryptoExchange.Net.UnitTests
             rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
             var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
 
-            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), "https://test.com", "123", 1, RateLimitingBehaviour.Wait, ct.Token);
-            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), "https://test.com", "123", 1, RateLimitingBehaviour.Wait, ct.Token);
+            var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
+            var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
             Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>());
         }
     }

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/MapAttribute.cs

@@ -5,6 +5,7 @@ namespace CryptoExchange.Net.Attributes
     /// <summary>
     /// Map a enum entry to string values
     /// </summary>
+    [AttributeUsage(AttributeTargets.Field)]
     public class MapAttribute : Attribute
     {
         /// <summary>

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", "")
@@ -403,10 +403,14 @@ namespace CryptoExchange.Net.Authentication
         /// <returns></returns>
         protected static string BytesToHexString(byte[] buff)
         {
+#if NET9_0_OR_GREATER
+            return Convert.ToHexString(buff);
+#else
             var result = string.Empty;
             foreach (var t in buff)
                 result += t.ToString("X2");
             return result;
+#endif
         }
 
         /// <summary>
@@ -439,16 +443,26 @@ namespace CryptoExchange.Net.Authentication
             return DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient)).Value.ToString(CultureInfo.InvariantCulture);
         }
 
+        /// <summary>
+        /// Get millisecond timestamp as a long including the time sync offset from the api client
+        /// </summary>
+        /// <param name="apiClient"></param>
+        /// <returns></returns>
+        protected long GetMillisecondTimestampLong(RestApiClient apiClient)
+        {
+            return DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient)).Value;
+        }
+
         /// <summary>
         /// Return the serialized request body
         /// </summary>
         /// <param name="serializer"></param>
         /// <param name="parameters"></param>
         /// <returns></returns>
-        protected string GetSerializedBody(IMessageSerializer serializer, IDictionary<string, object> parameters)
+        protected static string GetSerializedBody(IMessageSerializer serializer, IDictionary<string, object> parameters)
         {
-            if (parameters.Count == 1 && parameters.ContainsKey(Constants.BodyPlaceHolderKey))
-                return serializer.Serialize(parameters[Constants.BodyPlaceHolderKey]);
+            if (parameters.Count == 1 && parameters.TryGetValue(Constants.BodyPlaceHolderKey, out object? value))
+                return serializer.Serialize(value);
             else
                 return serializer.Serialize(parameters);
         }

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

@@ -38,9 +38,7 @@ namespace CryptoExchange.Net.Clients
         /// </summary>
         public bool OutputOriginalData { get; }
 
-        /// <summary>
-        /// Whether or not API credentials have been configured for this client. Does not check the credentials are actually valid.
-        /// </summary>
+        /// <inheritdoc />
         public bool Authenticated => ApiOptions.ApiCredentials != null || ClientOptions.ApiCredentials != null;
 
         /// <summary>
@@ -57,7 +55,7 @@ namespace CryptoExchange.Net.Clients
         /// ctor
         /// </summary>
         /// <param name="logger">Logger</param>
-        /// <param name="outputOriginalData">Should data from this client include the orginal data in the call result</param>
+        /// <param name="outputOriginalData">Should data from this client include the original data in the call result</param>
         /// <param name="baseAddress">Base address for this API client</param>
         /// <param name="apiCredentials">Api credentials</param>
         /// <param name="clientOptions">Client options</param>
@@ -88,10 +86,22 @@ 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;
                 }
@@ -49,7 +49,7 @@ namespace CryptoExchange.Net.Clients
         /// </summary>
         protected internal ILogger _logger;
 
-        private object _versionLock = new object();
+        private readonly object _versionLock = new object();
         private Version _exchangeVersion;
 
         /// <summary>
@@ -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/BaseSocketClient.cs

@@ -93,6 +93,7 @@ namespace CryptoExchange.Net.Clients
             {
                 tasks.Add(client.ReconnectAsync());
             }
+
             await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
         }
 
@@ -106,6 +107,7 @@ namespace CryptoExchange.Net.Clients
             {
                 result.AppendLine(client.GetSubscriptionsState());
             }
+
             return result.ToString();
         }
 
@@ -120,6 +122,7 @@ namespace CryptoExchange.Net.Clients
             {
                 result.Add(client.GetState());
             }
+
             return result;
         }
     }

CryptoExchange.Net/Clients/CryptoBaseClient.cs

@@ -9,7 +9,7 @@ namespace CryptoExchange.Net.Clients
     /// </summary>
     public class CryptoBaseClient : IDisposable
     {
-        private Dictionary<Type, object> _serviceCache = new Dictionary<Type, object>();
+        private readonly Dictionary<Type, object> _serviceCache = new Dictionary<Type, object>();
 
         /// <summary>
         /// Service provider

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -89,7 +89,7 @@ namespace CryptoExchange.Net.Clients
         /// <summary>
         /// Memory cache
         /// </summary>
-        private static MemoryCache _cache = new MemoryCache();
+        private readonly static MemoryCache _cache = new MemoryCache();
 
         /// <summary>
         /// ctor
@@ -154,6 +154,8 @@ namespace CryptoExchange.Net.Clients
         /// <param name="cancellationToken">Cancellation token</param>
         /// <param name="additionalHeaders">Additional headers for this request</param>
         /// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
+        /// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
+        /// <param name="rateLimitKeySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
         /// <returns></returns>
         protected virtual Task<WebCallResult<T>> SendAsync<T>(
             string baseAddress,
@@ -161,7 +163,9 @@ namespace CryptoExchange.Net.Clients
             ParameterCollection? parameters,
             CancellationToken cancellationToken,
             Dictionary<string, string>? additionalHeaders = null,
-            int? weight = null) where T : class
+            int? weight = null,
+            int? weightSingleLimiter = null,
+            string? rateLimitKeySuffix = null)
         {
             var parameterPosition = definition.ParameterPosition ?? ParameterPositions[definition.Method];
             return SendAsync<T>(
@@ -171,7 +175,9 @@ namespace CryptoExchange.Net.Clients
                 parameterPosition == HttpMethodParameterPosition.InBody ? parameters : null,
                 cancellationToken,
                 additionalHeaders,
-                weight);
+                weight,
+                weightSingleLimiter,
+                rateLimitKeySuffix);
         }
 
         /// <summary>
@@ -185,6 +191,8 @@ namespace CryptoExchange.Net.Clients
         /// <param name="cancellationToken">Cancellation token</param>
         /// <param name="additionalHeaders">Additional headers for this request</param>
         /// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
+        /// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
+        /// <param name="rateLimitKeySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
         /// <returns></returns>
         protected virtual async Task<WebCallResult<T>> SendAsync<T>(
             string baseAddress,
@@ -193,7 +201,9 @@ namespace CryptoExchange.Net.Clients
             ParameterCollection? bodyParameters,
             CancellationToken cancellationToken,
             Dictionary<string, string>? additionalHeaders = null,
-            int? weight = null) where T : class
+            int? weight = null,
+            int? weightSingleLimiter = null,
+            string? rateLimitKeySuffix = null)
         {
             string? cacheKey = null;
             if (ShouldCache(definition))
@@ -217,7 +227,7 @@ namespace CryptoExchange.Net.Clients
                 currentTry++;
                 var requestId = ExchangeHelpers.NextId();
 
-                var prepareResult = await PrepareAsync(requestId, baseAddress, definition, cancellationToken, additionalHeaders, weight).ConfigureAwait(false);
+                var prepareResult = await PrepareAsync(requestId, baseAddress, definition, cancellationToken, additionalHeaders, weight, weightSingleLimiter, rateLimitKeySuffix).ConfigureAwait(false);
                 if (!prepareResult)
                     return new WebCallResult<T>(prepareResult.Error!);
 
@@ -231,10 +241,17 @@ namespace CryptoExchange.Net.Clients
                 _logger.RestApiSendRequest(request.RequestId, definition, request.Content, string.IsNullOrEmpty(request.Uri.Query) ? "-" : request.Uri.Query, string.Join(", ", request.GetHeaders().Select(h => h.Key + $"=[{string.Join(",", h.Value)}]")));
                 TotalRequestsMade++;
                 var result = await GetResponseAsync<T>(request, definition.RateLimitGate, cancellationToken).ConfigureAwait(false);
-                if (!result)
-                    _logger.RestApiErrorReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), result.Error?.ToString());
+                if (result.Error is not CancellationRequestedError)
+                {
+                    if (!result)
+                        _logger.RestApiErrorReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), result.Error?.ToString());
+                    else
+                        _logger.RestApiResponseReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), OutputOriginalData ? result.OriginalData : "[Data only available when OutputOriginal = true]");
+                }
                 else
-                    _logger.RestApiResponseReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), OutputOriginalData ? result.OriginalData : "[Data only available when OutputOriginal = true]");
+                {
+                    _logger.RestApiCancellationRequested(result.RequestId);
+                }
 
                 if (await ShouldRetryRequestAsync(definition.RateLimitGate, result, currentTry).ConfigureAwait(false))
                     continue;
@@ -258,6 +275,8 @@ namespace CryptoExchange.Net.Clients
         /// <param name="cancellationToken">Cancellation token</param>
         /// <param name="additionalHeaders">Additional headers for this request</param>
         /// <param name="weight">Override the request weight for this request</param>
+        /// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
+        /// <param name="rateLimitKeySuffix">An additional optional suffix for the key selector</param>
         /// <returns></returns>
         /// <exception cref="Exception"></exception>
         protected virtual async Task<CallResult> PrepareAsync(
@@ -266,10 +285,10 @@ namespace CryptoExchange.Net.Clients
             RequestDefinition definition,
             CancellationToken cancellationToken,
             Dictionary<string, string>? additionalHeaders = null,
-            int? weight = null)
+            int? weight = null,
+            int? weightSingleLimiter = null,
+            string? rateLimitKeySuffix = null)
         {
-            var requestWeight = weight ?? definition.Weight;
-
             // Time sync
             if (definition.Authenticated)
             {
@@ -295,6 +314,7 @@ namespace CryptoExchange.Net.Clients
             }            
 
             // Rate limiting
+            var requestWeight = weight ?? definition.Weight;
             if (requestWeight != 0)
             {
                 if (definition.RateLimitGate == null)
@@ -302,7 +322,7 @@ namespace CryptoExchange.Net.Clients
 
                 if (ClientOptions.RateLimiterEnabled)
                 {
-                    var limitResult = await definition.RateLimitGate.ProcessAsync(_logger, requestId, RateLimitItemType.Request, definition, baseAddress, AuthenticationProvider?._credentials.Key, requestWeight, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    var limitResult = await definition.RateLimitGate.ProcessAsync(_logger, requestId, RateLimitItemType.Request, definition, baseAddress, AuthenticationProvider?._credentials.Key, requestWeight, ClientOptions.RateLimitingBehaviour, rateLimitKeySuffix, cancellationToken).ConfigureAwait(false);
                     if (!limitResult)
                         return new CallResult(limitResult.Error!);
                 }
@@ -316,7 +336,8 @@ namespace CryptoExchange.Net.Clients
 
                 if (ClientOptions.RateLimiterEnabled)
                 {
-                    var limitResult = await definition.RateLimitGate.ProcessSingleAsync(_logger, requestId, definition.LimitGuard, RateLimitItemType.Request, definition, baseAddress, AuthenticationProvider?._credentials.Key, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    var singleRequestWeight = weightSingleLimiter ?? 1;
+                    var limitResult = await definition.RateLimitGate.ProcessSingleAsync(_logger, requestId, definition.LimitGuard, RateLimitItemType.Request, definition, baseAddress, AuthenticationProvider?._credentials.Key, singleRequestWeight, ClientOptions.RateLimitingBehaviour, rateLimitKeySuffix, cancellationToken).ConfigureAwait(false);
                     if (!limitResult)
                         return new CallResult(limitResult.Error!);
                 }
@@ -602,7 +623,7 @@ namespace CryptoExchange.Net.Clients
 
                 if (ClientOptions.RateLimiterEnabled)
                 {
-                    var limitResult = await gate.ProcessAsync(_logger, requestId, RateLimitItemType.Request, new RequestDefinition(uri.AbsolutePath.TrimStart('/'), method) { Authenticated = signed }, uri.Host, AuthenticationProvider?._credentials.Key, requestWeight, ClientOptions.RateLimitingBehaviour, cancellationToken).ConfigureAwait(false);
+                    var limitResult = await gate.ProcessAsync(_logger, requestId, RateLimitItemType.Request, new RequestDefinition(uri.AbsolutePath.TrimStart('/'), method) { Authenticated = signed }, uri.Host, AuthenticationProvider?._credentials.Key, requestWeight, ClientOptions.RateLimitingBehaviour, null, cancellationToken).ConfigureAwait(false);
                     if (!limitResult)
                         return new CallResult<IRequest>(limitResult.Error!);
                 }
@@ -617,7 +638,7 @@ namespace CryptoExchange.Net.Clients
                 paramString = $" with request body '{request.Content}'";
 
             var headers = request.GetHeaders();
-            if (headers.Any())
+            if (headers.Count != 0)
                 paramString += " with headers " + string.Join(", ", headers.Select(h => h.Key + $"=[{string.Join(",", h.Value)}]"));
 
             TotalRequestsMade++;
@@ -693,10 +714,21 @@ namespace CryptoExchange.Net.Clients
                 }
 
                 // Json response received
-                var parsedError = TryParseError(accessor);
+                var parsedError = TryParseError(response.ResponseHeaders, accessor);
                 if (parsedError != null)
+                {
+                    if (parsedError is ServerRateLimitError rateError)
+                    {
+                        if (rateError.RetryAfter != null && gate != null && ClientOptions.RateLimiterEnabled)
+                        {
+                            _logger.RestApiRateLimitPauseUntil(request.RequestId, rateError.RetryAfter.Value);
+                            await gate.SetRetryAfterGuardAsync(rateError.RetryAfter.Value).ConfigureAwait(false);
+                        }
+                    }
+
                     // Success status code, but TryParseError determined it was an error response
                     return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, parsedError);
+                }
 
                 var deserializeResult = accessor.Deserialize<T>();
                 return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, deserializeResult.Data, deserializeResult.Error);
@@ -730,12 +762,13 @@ namespace CryptoExchange.Net.Clients
 
         /// <summary>
         /// Can be used to parse an error even though response status indicates success. Some apis always return 200 OK, even though there is an error.
-        /// When setting manualParseError to true this method will be called for each response to be able to check if the response is an error or not.
+        /// This method will be called for each response to be able to check if the response is an error or not.
         /// If the response is an error this method should return the parsed error, else it should return null
         /// </summary>
         /// <param name="accessor">Data accessor</param>
+        /// <param name="responseHeaders">The response headers</param>
         /// <returns>Null if not an error, Error otherwise</returns>
-        protected virtual ServerError? TryParseError(IMessageAccessor accessor) => null;
+        protected virtual Error? TryParseError(IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, IMessageAccessor accessor) => null;
 
         /// <summary>
         /// Can be used to indicate that a request should be retried. Defaults to false. Make sure to retry a max number of times (based on the the tries parameter) or the request will retry forever.
@@ -752,7 +785,7 @@ namespace CryptoExchange.Net.Clients
                 // Only retry once
                 return false;
 
-            if ((int?)callResult.ResponseStatusCode == 429 
+            if (callResult.Error is ServerRateLimitError
                 && ClientOptions.RateLimiterEnabled
                 && ClientOptions.RateLimitingBehaviour != RateLimitingBehaviour.Fail
                 && gate != null)
@@ -807,7 +840,7 @@ namespace CryptoExchange.Net.Clients
             if (parameterPosition == HttpMethodParameterPosition.InUri)
             {
                 foreach (var parameter in parameters)
-                    uri = uri.AddQueryParmeter(parameter.Key, parameter.Value.ToString());
+                    uri = uri.AddQueryParameter(parameter.Key, parameter.Value.ToString()!);
             }
 
             var headers = new Dictionary<string, string>();
@@ -889,8 +922,8 @@ namespace CryptoExchange.Net.Clients
             {
                 // Write the parameters as json in the body
                 string stringData;
-                if (parameters.Count == 1 && parameters.ContainsKey(Constants.BodyPlaceHolderKey))
-                    stringData = CreateSerializer().Serialize(parameters[Constants.BodyPlaceHolderKey]);
+                if (parameters.Count == 1 && parameters.TryGetValue(Constants.BodyPlaceHolderKey, out object? value))
+                    stringData = CreateSerializer().Serialize(value);
                 else
                     stringData = CreateSerializer().Serialize(parameters);
                 request.SetContent(stringData, contentType);
@@ -961,6 +994,14 @@ 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

@@ -72,12 +72,17 @@ 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
         {
             get
             {
-                if (!socketConnections.Any())
+                if (socketConnections.IsEmpty)
                     return 0;
 
                 return socketConnections.Sum(s => s.Value.IncomingKbps);
@@ -92,7 +97,7 @@ namespace CryptoExchange.Net.Clients
         {
             get
             {
-                if (!socketConnections.Any())
+                if (socketConnections.IsEmpty)
                     return 0;
 
                 return socketConnections.Sum(s => s.Value.UserSubscriptionCount);
@@ -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
@@ -478,28 +484,33 @@ 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)
             {
-                if (connection.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections) && socketConnections.All(s => s.Value.UserSubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget))
+                if (connection.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections) && socketConnections.All(s => s.Value.UserSubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
                     // Use existing socket if it has less than target connections OR it has the least connections and we can't make new
                     return new CallResult<SocketConnection>(connection);
             }
@@ -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);
@@ -580,9 +598,10 @@ namespace CryptoExchange.Net.Clients
                 KeepAliveInterval = KeepAliveInterval,
                 ReconnectInterval = ClientOptions.ReconnectInterval,
                 RateLimiter = ClientOptions.RateLimiterEnabled ? RateLimiter : null,
-                RateLimitingBehaviour = ClientOptions.RateLimitingBehaviour,
+                RateLimitingBehavior = ClientOptions.RateLimitingBehaviour,
                 Proxy = ClientOptions.Proxy,
-                Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout
+                Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout,
+                ReceiveBufferSize = ClientOptions.ReceiveBufferSize,
             };
 
         /// <summary>
@@ -652,8 +671,11 @@ namespace CryptoExchange.Net.Clients
             var tasks = new List<Task>();
             {
                 var socketList = socketConnections.Values;
-                foreach (var connection in socketList.Where(s => !s.DedicatedRequestConnection))
-                    tasks.Add(connection.CloseAsync());
+                foreach (var connection in socketList)
+                {
+                    foreach(var subscription in connection.Subscriptions.Where(x => x.UserSubscription))
+                        tasks.Add(connection.CloseAsync(subscription));
+                }
             }
 
             await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
@@ -693,6 +715,25 @@ 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.IsEmpty)
+            {
+                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/MessageParsing/MessageNode.cs

@@ -3,7 +3,7 @@
     /// <summary>
     /// Node accessor
     /// </summary>
-    public struct NodeAccessor
+    public readonly struct NodeAccessor
     {
         /// <summary>
         /// Index

CryptoExchange.Net/Converters/MessageParsing/MessagePath.cs

@@ -6,9 +6,9 @@ namespace CryptoExchange.Net.Converters.MessageParsing
     /// <summary>
     /// Message access definition
     /// </summary>
-    public struct MessagePath : IEnumerable<NodeAccessor>
+    public readonly struct MessagePath : IEnumerable<NodeAccessor>
     {
-        private List<NodeAccessor> _path;
+        private readonly List<NodeAccessor> _path;
 
         internal void Add(NodeAccessor node)
         {

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 +38,71 @@ 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.TargetType == typeof(string))
+                            writer.WriteStringValue(Convert.ToString(objValue, CultureInfo.InvariantCulture));
+                        else if(prop.TargetType.IsEnum)
+                            writer.WriteStringValue(EnumConverter.GetString(objValue));
+                        else if (prop.TargetType == typeof(bool))
+                            writer.WriteBooleanValue((bool)objValue);
+                        else
+                            writer.WriteRawValue(Convert.ToString(objValue, CultureInfo.InvariantCulture)!);
+                    }
+                    else
+                    {
+                        JsonSerializer.Serialize(writer, objValue, typeOptions ?? options);
+                    }
+                }
+
+                writer.WriteEndArray();
             }
 
             /// <inheritdoc />
@@ -52,8 +111,21 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 if (reader.TokenType == JsonTokenType.Null)
                     return default;
 
-                var result = Activator.CreateInstance(typeToConvert);
-                return (T)ParseObject(ref reader, result, typeToConvert);
+                var result = Activator.CreateInstance(typeToConvert)!;
+                return (T)ParseObject(ref reader, result, typeToConvert, options);
+            }
+
+            private static bool IsSimple(Type type)
+            {
+                if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Nullable<>))
+                {
+                    // nullable type, check if the nested type is simple.
+                    return IsSimple(type.GetGenericArguments()[0]);
+                }
+                return type.IsPrimitive
+                  || type.IsEnum
+                  || type == typeof(string)
+                  || type == typeof(decimal);
             }
 
             private static List<ArrayPropertyInfo> CacheTypeAttributes(Type type)
@@ -71,7 +143,7 @@ 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 +152,7 @@ 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 +179,24 @@ 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(attribute.PropertyInfo.PropertyType, newOptions);
                         }
                         else if (attribute.DefaultDeserialization)
                         {
                             // Use default deserialization
-                            value = JsonDocument.ParseValue(ref reader).Deserialize(targetType);
+                            value = JsonDocument.ParseValue(ref reader).Deserialize(attribute.PropertyInfo.PropertyType, SerializerOptions.WithConverters);
                         }
                         else
                         {
@@ -126,11 +207,15 @@ 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>
@@ -47,7 +47,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 if (reader.TokenType is JsonTokenType.Number)
                 {
                     var longValue = reader.GetDouble();
-                    if (longValue == 0 || longValue == -1)
+                    if (longValue == 0 || longValue < 0)
                         return default;
 
                     return ParseFromDouble(longValue);
@@ -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/EnumConverter.cs

@@ -172,6 +172,13 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                     return true;
                 }
 
+                if (objectType.IsDefined(typeof(FlagsAttribute)))
+                {
+                    var intValue = int.Parse(value);
+                    result = Enum.ToObject(objectType, intValue);
+                    return true;
+                }
+
                 try
                 {
                     // If no explicit mapping is found try to parse string

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

@@ -20,7 +20,8 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         /// </summary>
         protected JsonDocument? _document;
 
-        private static JsonSerializerOptions _serializerOptions = SerializerOptions.WithConverters;
+        private static readonly JsonSerializerOptions _serializerOptions = SerializerOptions.WithConverters;
+        private readonly 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 +142,15 @@ 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 +240,20 @@ 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 +317,20 @@ 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)
         {
@@ -303,7 +360,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
         /// <inheritdoc />
         public override string GetOriginalString() =>
-            // Netstandard 2.0 doesn't support GetString from a ReadonlySpan<byte>, so use ToArray there instead
+            // NetStandard 2.0 doesn't support GetString from a ReadonlySpan<byte>, so use ToArray there instead
 #if NETSTANDARD2_0
             Encoding.UTF8.GetString(_bytes.ToArray());
 #else

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>8.8.0</PackageVersion>
+    <AssemblyVersion>8.8.0</AssemblyVersion>
+    <FileVersion>8.8.0</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

@@ -160,7 +160,7 @@ namespace CryptoExchange.Net
         }
 
         /// <summary>
-        /// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique
+        /// Generate a new unique id. The id is statically stored so it is guaranteed to be unique
         /// </summary>
         /// <returns></returns>
         public static int NextId() => Interlocked.Increment(ref _lastId);
@@ -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
@@ -261,6 +261,7 @@ namespace CryptoExchange.Net
             if (price != null)
             {
                 adjustedPrice = AdjustValueStep(0, decimal.MaxValue, symbol.PriceStep, RoundingType.Down, price.Value);
+                adjustedPrice = symbol.PriceSignificantFigures.HasValue ? RoundToSignificantDigits(adjustedPrice.Value, symbol.PriceSignificantFigures.Value, RoundingType.Closest) : adjustedPrice;
                 adjustedPrice = symbol.PriceDecimals.HasValue ? RoundDown(price.Value, symbol.PriceDecimals.Value) : adjustedPrice;
                 if (adjustedPrice != 0 && adjustedPrice * quantity < symbol.MinNotionalValue)
                 {

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 +111,8 @@ namespace CryptoExchange.Net
                     formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value));
                 }
             }
-            return formData.ToString();
+
+            return formData.ToString()!;
         }
 
         /// <summary>
@@ -286,6 +287,7 @@ namespace CryptoExchange.Net
                     httpValueCollection.Add(parameter.Key, parameter.Value.ToString());
                 }
             }
+
             uriBuilder.Query = httpValueCollection.ToString();
             return uriBuilder.Uri;
         }
@@ -333,6 +335,7 @@ namespace CryptoExchange.Net
                     httpValueCollection.Add(parameter.Key, parameter.Value.ToString());
                 }
             }
+
             uriBuilder.Query = httpValueCollection.ToString();
             return uriBuilder.Uri;
         }
@@ -344,7 +347,7 @@ namespace CryptoExchange.Net
         /// <param name="name"></param>
         /// <param name="value"></param>
         /// <returns></returns>
-        public static Uri AddQueryParmeter(this Uri uri, string name, string value)
+        public static Uri AddQueryParameter(this Uri uri, string name, string value)
         {
             var httpValueCollection = HttpUtility.ParseQueryString(uri.Query);
 
@@ -366,7 +369,7 @@ 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);
@@ -435,6 +438,8 @@ namespace CryptoExchange.Net
                 services.AddTransient(x => (IWithdrawalRestClient)client(x)!);
             if (typeof(IWithdrawRestClient).IsAssignableFrom(typeof(T)))
                 services.AddTransient(x => (IWithdrawRestClient)client(x)!);
+            if (typeof(IFeeRestClient).IsAssignableFrom(typeof(T)))
+                services.AddTransient(x => (IFeeRestClient)client(x)!);
 
             if (typeof(ISpotOrderRestClient).IsAssignableFrom(typeof(T)))
                 services.AddTransient(x => (ISpotOrderRestClient)client(x)!);

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;
 
@@ -15,6 +16,11 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         string BaseAddress { get; }
 
+        /// <summary>
+        /// Whether or not API credentials have been configured for this client. Does not check the credentials are actually valid.
+        /// </summary>
+        bool Authenticated { get; }
+
         /// <summary>
         /// Format a base and quote asset to an exchange accepted symbol 
         /// </summary>
@@ -31,5 +37,12 @@ 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 credentials 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

@@ -19,7 +19,7 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         int CurrentSubscriptions { get; }
         /// <summary>
-        /// Incoming data kpbs
+        /// Incoming data Kbps
         /// </summary>
         double IncomingKbps { get; }
         /// <summary>
@@ -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/ISymbolOrderBook.cs

@@ -105,7 +105,7 @@ namespace CryptoExchange.Net.Interfaces
         Task StopAsync();
 
         /// <summary>
-        /// Get the average price that a market order would fill at at the current order book state. This is no guarentee that an order of that quantity would actually be filled
+        /// Get the average price that a market order would fill at at the current order book state. This is no guarantee that an order of that quantity would actually be filled
         /// at that price since between this calculation and the order placement the book might have changed.
         /// </summary>
         /// <param name="quantity">The quantity in base asset to fill</param>
@@ -115,7 +115,7 @@ namespace CryptoExchange.Net.Interfaces
 
         /// <summary>
         /// Get the amount of base asset which can be traded with the quote quantity when placing a market order at at the current order book state. 
-        /// This is no guarentee that an order of that quantity would actually be fill the quantity returned by this since between this calculation and the order placement the book might have changed.
+        /// This is no guarantee that an order of that quantity would actually be fill the quantity returned by this since between this calculation and the order placement the book might have changed.
         /// </summary>
         /// <param name="quoteQuantity">The quantity in quote asset looking to trade</param>
         /// <param name="type">The type</param>

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -47,7 +47,7 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         event Func<Task> OnReconnected;
         /// <summary>
-        /// Get reconntion url
+        /// Get reconnection url
         /// </summary>
         Func<Task<Uri?>>? GetReconnectionUrl { get; set; }
 
@@ -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 separator
+        /// </summary>
+        public const string ClientOrderIdSeparator = "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="allowValueAdjustment"></param>
+        /// <returns></returns>
+        public static string ApplyBrokerId(string? clientOrderId, string brokerId, int maxLength, bool allowValueAdjustment)
+        {
+            var reservedLength = brokerId.Length + ClientOrderIdSeparator.Length;
+
+            if ((clientOrderId?.Length + reservedLength) > maxLength)
+                return clientOrderId!;
+
+            if (!string.IsNullOrEmpty(clientOrderId))
+            {
+                if (allowValueAdjustment)
+                    clientOrderId = brokerId + ClientOrderIdSeparator + clientOrderId;
+
+                return clientOrderId!;
+            }
+            else
+            {
+                clientOrderId = ExchangeHelpers.AppendRandomString(brokerId + ClientOrderIdSeparator, maxLength);
+            }
+
+            return clientOrderId;
+        }
+    }
+}

CryptoExchange.Net/Logging/Extensions/CryptoExchangeWebSocketClientLoggingExtension.cs

@@ -33,8 +33,9 @@ namespace CryptoExchange.Net.Logging.Extensions
         private static readonly Action<ILogger, int, Exception?> _receiveLoopStoppedWithException;
         private static readonly Action<ILogger, int, Exception?> _receiveLoopFinished;
         private static readonly Action<ILogger, int, TimeSpan?, Exception?> _startingTaskForNoDataReceivedCheck;
-        private static readonly Action<ILogger, int, TimeSpan?, Exception?> _noDataReceiveTimoutReconnect;
+        private static readonly Action<ILogger, int, TimeSpan?, Exception?> _noDataReceiveTimeoutReconnect;
         private static readonly Action<ILogger, int, string, string, Exception?> _socketProcessingStateChanged;
+        private static readonly Action<ILogger, int, Exception?> _socketPingTimeout;
 
         static CryptoExchangeWebSocketClientLoggingExtension()
         {
@@ -168,8 +169,8 @@ namespace CryptoExchange.Net.Logging.Extensions
                 new EventId(1026, "StartingTaskForNoDataReceivedCheck"),
                 "[Sckt {SocketId}] starting task checking for no data received for {Timeout}");
 
-            _noDataReceiveTimoutReconnect = LoggerMessage.Define<int, TimeSpan?>(
-                LogLevel.Debug,
+            _noDataReceiveTimeoutReconnect = LoggerMessage.Define<int, TimeSpan?>(
+                LogLevel.Warning,
                 new EventId(1027, "NoDataReceiveTimeoutReconnect"),
                 "[Sckt {SocketId}] no data received for {Timeout}, reconnecting socket");
 
@@ -180,9 +181,14 @@ namespace CryptoExchange.Net.Logging.Extensions
 
             _socketProcessingStateChanged = LoggerMessage.Define<int, string, string>(
                 LogLevel.Trace,
-                new EventId(1028, "SocketProcessingStateChanged"),
+                new EventId(1029, "SocketProcessingStateChanged"),
                 "[Sckt {Id}] processing state change: {PreviousState} -> {NewState}");
 
+            _socketPingTimeout = LoggerMessage.Define<int>(
+                LogLevel.Warning,
+                new EventId(1030, "SocketPingTimeout"),
+                "[Sckt {Id}] ping frame timeout; reconnecting socket");
+
         }
 
         public static void SocketConnecting(
@@ -350,7 +356,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         public static void SocketNoDataReceiveTimoutReconnect(
             this ILogger logger, int socketId, TimeSpan? timeSpan)
         {
-            _noDataReceiveTimoutReconnect(logger, socketId, timeSpan, null);
+            _noDataReceiveTimeoutReconnect(logger, socketId, timeSpan, null);
         }
 
         public static void SocketProcessingStateChanged(
@@ -358,5 +364,11 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _socketProcessingStateChanged(logger, socketId, prevState, newState, null);
         }
+
+        public static void SocketPingTimeout(
+            this ILogger logger, int socketId)
+        {
+            _socketPingTimeout(logger, socketId, null);
+        }
     }
 }

CryptoExchange.Net/Logging/Extensions/RestApiClientLoggingExtensions.cs

@@ -21,7 +21,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         private static readonly Action<ILogger, string, Exception?> _restApiCheckingCache;
         private static readonly Action<ILogger, string, Exception?> _restApiCacheHit;
         private static readonly Action<ILogger, string, Exception?> _restApiCacheNotHit;
-
+        private static readonly Action<ILogger, int?, Exception?> _restApiCancellationRequested;
 
         static RestApiClientLoggingExtensions()
         {
@@ -37,7 +37,7 @@ namespace CryptoExchange.Net.Logging.Extensions
 
             _restApiFailedToSyncTime = LoggerMessage.Define<int, string>(
                 LogLevel.Debug,
-                new EventId(4002, "RestApifailedToSyncTime"),
+                new EventId(4002, "RestApiFailedToSyncTime"),
                 "[Req {RequestId}] Failed to sync time, aborting request: {ErrorMessage}");
 
             _restApiNoApiCredentials = LoggerMessage.Define<int, string>(
@@ -84,6 +84,12 @@ namespace CryptoExchange.Net.Logging.Extensions
                 LogLevel.Trace,
                 new EventId(4011, "RestApiCacheNotHit"),
                 "Cache not hit for key {Key}");
+
+            _restApiCancellationRequested = LoggerMessage.Define<int?>(
+                LogLevel.Debug,
+                new EventId(4012, "RestApiCancellationRequested"),
+                "[Req {RequestId}] Request cancelled by user");
+
         }
 
         public static void RestApiErrorReceived(this ILogger logger, int? requestId, HttpStatusCode? responseStatusCode, long responseTime, string? error)
@@ -145,5 +151,9 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _restApiCacheNotHit(logger, key, null);
         }
+        public static void RestApiCancellationRequested(this ILogger logger, int? requestId)
+        {
+            _restApiCancellationRequested(logger, requestId, null);
+        }
     }
 }

CryptoExchange.Net/Logging/Extensions/SocketConnectionLoggingExtension.cs

@@ -10,7 +10,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         private static readonly Action<ILogger, int, bool, Exception?> _activityPaused;
         private static readonly Action<ILogger, int, Sockets.SocketConnection.SocketStatus, Sockets.SocketConnection.SocketStatus, Exception?> _socketStatusChanged;
         private static readonly Action<ILogger, int, string?, Exception?> _failedReconnectProcessing;
-        private static readonly Action<ILogger, int, Exception?> _unkownExceptionWhileProcessingReconnection;
+        private static readonly Action<ILogger, int, Exception?> _unknownExceptionWhileProcessingReconnection;
         private static readonly Action<ILogger, int, WebSocketError, string?, Exception?> _webSocketErrorCodeAndDetails;
         private static readonly Action<ILogger, int, string?, Exception?> _webSocketError;
         private static readonly Action<ILogger, int, int, Exception?> _messageSentNotPending;
@@ -28,7 +28,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         private static readonly Action<ILogger, int, Exception?> _closingNoMoreSubscriptions;
         private static readonly Action<ILogger, int, int, int, Exception?> _addingNewSubscription;
         private static readonly Action<ILogger, int, Exception?> _nothingToResubscribeCloseConnection;
-        private static readonly Action<ILogger, int, Exception?> _failedAuthenticationDisconnectAndRecoonect;
+        private static readonly Action<ILogger, int, Exception?> _failedAuthenticationDisconnectAndReconnect;
         private static readonly Action<ILogger, int, Exception?> _authenticationSucceeded;
         private static readonly Action<ILogger, int, string?, Exception?> _failedRequestRevitalization;
         private static readonly Action<ILogger, int, Exception?> _allSubscriptionResubscribed;
@@ -55,15 +55,15 @@ namespace CryptoExchange.Net.Logging.Extensions
                 new EventId(2002, "FailedReconnectProcessing"),
                 "[Sckt {SocketId}] failed reconnect processing: {ErrorMessage}, reconnecting again");
 
-            _unkownExceptionWhileProcessingReconnection = LoggerMessage.Define<int>(
+            _unknownExceptionWhileProcessingReconnection = LoggerMessage.Define<int>(
                 LogLevel.Warning,
-                new EventId(2003, "UnkownExceptionWhileProcessingReconnection"),
+                new EventId(2003, "UnknownExceptionWhileProcessingReconnection"),
                 "[Sckt {SocketId}] Unknown exception while processing reconnection, reconnecting again");
 
             _webSocketErrorCodeAndDetails = LoggerMessage.Define<int, WebSocketError, string?>(
                 LogLevel.Warning,
                 new EventId(2004, "WebSocketErrorCode"),
-                "[Sckt {SocketId}] error: Websocket error code {WebSocketErrorCdoe}, details: {Details}");
+                "[Sckt {SocketId}] error: Websocket error code {WebSocketErrorCode}, details: {Details}");
 
             _webSocketError = LoggerMessage.Define<int, string?>(
                 LogLevel.Warning,
@@ -145,7 +145,7 @@ namespace CryptoExchange.Net.Logging.Extensions
                 new EventId(2020, "NothingToResubscribe"),
                 "[Sckt {SocketId}] nothing to resubscribe, closing connection");
 
-            _failedAuthenticationDisconnectAndRecoonect = LoggerMessage.Define<int>(
+            _failedAuthenticationDisconnectAndReconnect = LoggerMessage.Define<int>(
                 LogLevel.Warning,
                 new EventId(2021, "FailedAuthentication"),
                 "[Sckt {SocketId}] authentication failed on reconnected socket. Disconnecting and reconnecting");
@@ -183,7 +183,7 @@ namespace CryptoExchange.Net.Logging.Extensions
             _sendingData = LoggerMessage.Define<int, int, string>(
                 LogLevel.Trace,
                 new EventId(2028, "SendingData"),
-                "[Sckt {SocketId}] [Req {RequestId}] sending messsage: {Data}");
+                "[Sckt {SocketId}] [Req {RequestId}] sending message: {Data}");
 
             _receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string>(
                 LogLevel.Warning,
@@ -206,9 +206,9 @@ namespace CryptoExchange.Net.Logging.Extensions
             _failedReconnectProcessing(logger, socketId, error, null);
         }
 
-        public static void UnkownExceptionWhileProcessingReconnection(this ILogger logger, int socketId, Exception e)
+        public static void UnknownExceptionWhileProcessingReconnection(this ILogger logger, int socketId, Exception e)
         {
-            _unkownExceptionWhileProcessingReconnection(logger, socketId, e);
+            _unknownExceptionWhileProcessingReconnection(logger, socketId, e);
         }
 
         public static void WebSocketErrorCodeAndDetails(this ILogger logger, int socketId, WebSocketError error, string? details, Exception e)
@@ -285,7 +285,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         }
         public static void FailedAuthenticationDisconnectAndRecoonect(this ILogger logger, int socketId)
         {
-            _failedAuthenticationDisconnectAndRecoonect(logger, socketId, null);
+            _failedAuthenticationDisconnectAndReconnect(logger, socketId, null);
         }
         public static void AuthenticationSucceeded(this ILogger logger, int socketId)
         {

CryptoExchange.Net/Logging/Extensions/SymbolOrderBookLoggingExtensions.cs

@@ -62,7 +62,6 @@ namespace CryptoExchange.Net.Logging.Extensions
                 new EventId(5005, "OrderBookStopping"),
                 "{Api} order book {Symbol} stopping");
 
-
             _orderBookStopped = LoggerMessage.Define<string, string>(
                 LogLevel.Trace,
                 new EventId(5006, "OrderBookStopped"),

CryptoExchange.Net/Logging/Extensions/TrackerLoggingExtensions.cs

@@ -0,0 +1,291 @@
+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/AsyncAutoResetEvent.cs

@@ -32,44 +32,51 @@ namespace CryptoExchange.Net.Objects
         /// Wait for the AutoResetEvent to be set
         /// </summary>
         /// <returns></returns>
-        public Task<bool> WaitAsync(TimeSpan? timeout = null, CancellationToken ct = default)
+        public async Task<bool> WaitAsync(TimeSpan? timeout = null, CancellationToken ct = default)
         {
-            lock (_waits)
+            CancellationTokenRegistration registration = default;
+            try
             {
-                if (_signaled)
+                Task<bool> waiter = _completed;
+                lock (_waits)
                 {
-                    if(_reset)
-                        _signaled = false;
-                    return _completed;
-                }
-                else
-                {
-                    if (ct.IsCancellationRequested)
-                        return _completed;
-
-                    var tcs = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
-                    if (timeout.HasValue)
+                    if (_signaled)
                     {
-                        var timeoutSource = new CancellationTokenSource(timeout.Value);
-                        var cancellationSource = CancellationTokenSource.CreateLinkedTokenSource(timeoutSource.Token, ct);
-                        ct = cancellationSource.Token;
+                        if (_reset)
+                            _signaled = false;
                     }
-
-                    var registration = ct.Register(() =>
+                    else if (!ct.IsCancellationRequested)
                     {
-                        lock (_waits)
+                        var tcs = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
+                        if (timeout.HasValue)
                         {
-                            tcs.TrySetResult(false);
-
-                            // Not the cleanest but it works
-                            _waits = new Queue<TaskCompletionSource<bool>>(_waits.Where(i => i != tcs));
+                            var timeoutSource = new CancellationTokenSource(timeout.Value);
+                            var cancellationSource = CancellationTokenSource.CreateLinkedTokenSource(timeoutSource.Token, ct);
+                            ct = cancellationSource.Token;
                         }
-                    }, useSynchronizationContext: false);
-                    
 
-                    _waits.Enqueue(tcs);
-                    return tcs.Task;
+                        registration = ct.Register(() =>
+                        {
+                            lock (_waits)
+                            {
+                                tcs.TrySetResult(false);
+
+                                // Not the cleanest but it works
+                                _waits = new Queue<TaskCompletionSource<bool>>(_waits.Where(i => i != tcs));
+                            }
+                        }, useSynchronizationContext: false);
+
+
+                        _waits.Enqueue(tcs);
+                        waiter = tcs.Task;
+                    }
                 }
+
+                return await waiter.ConfigureAwait(false);
+            }
+            finally
+            {
+                registration.Dispose();
             }
         }
 

CryptoExchange.Net/Objects/ByteOrderComparer.cs

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

CryptoExchange.Net/Objects/CallResult.cs

@@ -89,7 +89,7 @@ namespace CryptoExchange.Net.Objects
         /// <summary>
         /// Create a new error result
         /// </summary>
-        /// <param name="error">The erro rto return</param>
+        /// <param name="error">The error to return</param>
         public CallResult(Error error) : this(default, null, error) { }
 
         /// <summary>

CryptoExchange.Net/Objects/Enums.cs

@@ -1,4 +1,6 @@
-namespace CryptoExchange.Net.Objects
+using CryptoExchange.Net.Attributes;
+
+namespace CryptoExchange.Net.Objects
 {
     /// <summary>
     /// What to do when a request would exceed the rate limit
@@ -68,6 +70,33 @@
         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>
+        Disposed
+    }
+
     /// <summary>
     /// Status of the order book
     /// </summary>
@@ -188,7 +217,7 @@
         /// </summary>
         FixedDelay,
         /// <summary>
-        /// Backof policy of 2^`reconnectAttempt`, where `reconnectAttempt` has a max value of 5
+        /// Backoff policy of 2^`reconnectAttempt`, where `reconnectAttempt` has a max value of 5
         /// </summary>
         ExponentialBackoff
     }
@@ -208,4 +237,18 @@
         Cache
     }
 
+    /// <summary>
+    /// Type of exchange
+    /// </summary>
+    public enum ExchangeType
+    {
+        /// <summary>
+        /// Centralized
+        /// </summary>
+        CEX,
+        /// <summary>
+        /// Decentralized
+        /// </summary>
+        DEX
+    }
 }

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;
         }
     }
 
@@ -59,22 +55,20 @@ namespace CryptoExchange.Net.Objects.Options
     {
         /// <summary>
         /// Trade environment. Contains info about URL's to use to connect to the API. To swap environment select another environment for
-        /// the exhange's environment list or create a custom environment using either `[Exchange]Environment.CreateCustom()` or `[Exchange]Environment.[Environment]`, for example `KucoinEnvironment.TestNet` or `BinanceEnvironment.Live`
+        /// the exchange's environment list or create a custom environment using either `[Exchange]Environment.CreateCustom()` or `[Exchange]Environment.[Environment]`, for example `KucoinEnvironment.TestNet` or `BinanceEnvironment.Live`
         /// </summary>
 #pragma warning disable CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
         public TEnvironment Environment { get; set; }
 #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

@@ -52,29 +52,37 @@ namespace CryptoExchange.Net.Objects.Options
         /// </summary>
         public TimeSpan? ConnectDelayAfterRateLimited { get; set; }
 
+        /// <summary>
+        /// The buffer size to use for receiving data. Leave unset to use the default buffer size.
+        /// </summary>
+        /// <remarks>
+        /// Only specify this if you are creating a significant amount of connections and understand the typical message length we receive from the exchange.
+        /// Setting this too low can increase memory consumption and allocations.
+        /// </remarks>
+        public int? ReceiveBufferSize { get; set; }
+
         /// <summary>
         /// Create a copy of this options
         /// </summary>
         /// <typeparam name="T"></typeparam>
         /// <returns></returns>
-        public T Copy<T>() where T : SocketExchangeOptions, new()
+        public T Set<T>(T item) where T : SocketExchangeOptions, new()
         {
-            return new T
-            {
-                ApiCredentials = ApiCredentials?.Copy(),
-                OutputOriginalData = OutputOriginalData,
-                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;
+            item.ReceiveBufferSize = ReceiveBufferSize;
+            return item;
         }
     }
 
@@ -93,15 +101,13 @@ 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

@@ -25,8 +25,7 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public bool Authenticated { get; set; }
 
-
-        // Formating
+        // Formatting
 
         /// <summary>
         /// The body format for this request
@@ -58,12 +57,16 @@ 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/RequestDefinitionCache.cs

@@ -58,9 +58,38 @@ namespace CryptoExchange.Net.Objects
             HttpMethodParameterPosition? parameterPosition = null,
             ArrayParametersSerialization? arraySerialization = null,
             bool? preventCaching = null)
+            => GetOrCreate(method + path, method, path, rateLimitGate, weight, authenticated, limitGuard, requestBodyFormat, parameterPosition, arraySerialization, preventCaching);
+
+        /// <summary>
+        /// Get a definition if it is already in the cache or create a new definition and add it to the cache
+        /// </summary>
+        /// <param name="identifier">Request identifier</param>
+        /// <param name="method">The HttpMethod</param>
+        /// <param name="path">Endpoint path</param>
+        /// <param name="rateLimitGate">The rate limit gate</param>
+        /// <param name="limitGuard">The rate limit guard for this specific endpoint</param>
+        /// <param name="weight">Request weight</param>
+        /// <param name="authenticated">Endpoint is authenticated</param>
+        /// <param name="requestBodyFormat">Request body format</param>
+        /// <param name="parameterPosition">Parameter position</param>
+        /// <param name="arraySerialization">Array serialization type</param>
+        /// <param name="preventCaching">Prevent request caching</param>
+        /// <returns></returns>
+        public RequestDefinition GetOrCreate(
+            string identifier,
+            HttpMethod method,
+            string path,
+            IRateLimitGate? rateLimitGate,
+            int weight,
+            bool authenticated,
+            IRateLimitGuard? limitGuard = null,
+            RequestBodyFormat? requestBodyFormat = null,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            bool? preventCaching = null)
         {
 
-            if (!_definitions.TryGetValue(method + path, out var def))
+            if (!_definitions.TryGetValue(identifier, out var def))
             {
                 def = new RequestDefinition(path, method)
                 {
@@ -73,7 +102,7 @@ namespace CryptoExchange.Net.Objects
                     ParameterPosition = parameterPosition,
                     PreventCaching = preventCaching ?? false
                 };
-                _definitions.TryAdd(method + path, def);
+                _definitions.TryAdd(identifier, def);
             }
 
             return def;

CryptoExchange.Net/Objects/Sockets/DataEvent.cs

@@ -12,7 +12,12 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// <summary>
         /// The timestamp the data was received
         /// </summary>
-        public DateTime Timestamp { get; set; }
+        public DateTime ReceiveTime { get; set; }
+
+        /// <summary>
+        /// The timestamp of the data as specified by the server. Note that the server time and client time might not be 100% in sync so this value might not be fully comparable to local time.
+        /// </summary>
+        public DateTime? DataTime { get; set; }
 
         /// <summary>
         /// The stream producing the update
@@ -42,29 +47,32 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// <summary>
         /// ctor
         /// </summary>
-        public DataEvent(T data, string? streamId, string? symbol, string? originalData, DateTime timestamp, SocketUpdateType? updateType)
+        public DataEvent(T data, string? streamId, string? symbol, string? originalData, DateTime receiveTimestamp, SocketUpdateType? updateType)
         {
             Data = data;
             StreamId = streamId;
             Symbol = symbol;
             OriginalData = originalData;
-            Timestamp = timestamp;
+            ReceiveTime = receiveTimestamp;
             UpdateType = updateType;
         }
 
         /// <summary>
-        /// Create a new DataEvent with data in the from of type K based on the current DataEvent. Topic, OriginalData and Timestamp will be copied over
+        /// Create a new DataEvent with data in the from of type K based on the current DataEvent. Topic, OriginalData and ReceivedTimestamp will be copied over
         /// </summary>
         /// <typeparam name="K">The type of the new data</typeparam>
         /// <param name="data">The new data</param>
         /// <returns></returns>
         public DataEvent<K> As<K>(K data)
         {
-            return new DataEvent<K>(data, StreamId, Symbol, OriginalData, Timestamp, UpdateType);
+            return new DataEvent<K>(data, StreamId, Symbol, OriginalData, ReceiveTime, UpdateType)
+            {
+                DataTime = DataTime
+            };
         }
 
         /// <summary>
-        /// Create a new DataEvent with data in the from of type K based on the current DataEvent. OriginalData and Timestamp will be copied over
+        /// Create a new DataEvent with data in the from of type K based on the current DataEvent. OriginalData and ReceivedTimestamp will be copied over
         /// </summary>
         /// <typeparam name="K">The type of the new data</typeparam>
         /// <param name="data">The new data</param>
@@ -72,11 +80,14 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// <returns></returns>
         public DataEvent<K> As<K>(K data, string? symbol)
         {
-            return new DataEvent<K>(data, StreamId, symbol, OriginalData, Timestamp, UpdateType);
+            return new DataEvent<K>(data, StreamId, symbol, OriginalData, ReceiveTime, UpdateType)
+            {
+                DataTime = DataTime
+            };
         }
 
         /// <summary>
-        /// Create a new DataEvent with data in the from of type K based on the current DataEvent. OriginalData and Timestamp will be copied over
+        /// Create a new DataEvent with data in the from of type K based on the current DataEvent. OriginalData and ReceivedTimestamp will be copied over
         /// </summary>
         /// <typeparam name="K">The type of the new data</typeparam>
         /// <param name="data">The new data</param>
@@ -86,7 +97,10 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// <returns></returns>
         public DataEvent<K> As<K>(K data, string streamId, string? symbol, SocketUpdateType updateType)
         {
-            return new DataEvent<K>(data, streamId, symbol, OriginalData, Timestamp, updateType);
+            return new DataEvent<K>(data, streamId, symbol, OriginalData, ReceiveTime, updateType)
+            {
+                DataTime = DataTime
+            };
         }
 
         /// <summary>
@@ -98,10 +112,12 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// <returns></returns>
         public ExchangeEvent<K> AsExchangeEvent<K>(string exchange, K data)
         {
-            return new ExchangeEvent<K>(exchange, this.As<K>(data));
+            return new ExchangeEvent<K>(exchange, this.As<K>(data))
+            {
+                DataTime = DataTime
+            };
         }
 
-
         /// <summary>
         /// Specify the symbol
         /// </summary>
@@ -135,6 +151,15 @@ namespace CryptoExchange.Net.Objects.Sockets
             return this;
         }
 
+        /// <summary>
+        /// Specify the data timestamp
+        /// </summary>
+        public DataEvent<T> WithDataTimestamp(DateTime? timestamp)
+        {
+            DataTime = timestamp;
+            return this;
+        }
+
         /// <summary>
         /// Create a CallResult from this DataEvent
         /// </summary>

CryptoExchange.Net/Objects/Sockets/UpdateSubscription.cs

@@ -41,7 +41,7 @@ namespace CryptoExchange.Net.Objects.Sockets
 
         /// <summary>
         /// Event when the connection is restored. Timespan parameter indicates the time the socket has been offline for before reconnecting. 
-        /// Note that when the executing code is suspended and resumed at a later period (for example, a laptop going to sleep) the disconnect time will be incorrect as the diconnect
+        /// Note that when the executing code is suspended and resumed at a later period (for example, a laptop going to sleep) the disconnect time will be incorrect as the disconnect
         /// will only be detected after resuming the code, so the initial disconnect time is lost. Use the timespan only for informational purposes.
         /// </summary>
         public event Action<TimeSpan> ConnectionRestored

CryptoExchange.Net/Objects/Sockets/WebSocketParameters.cs

@@ -41,7 +41,7 @@ namespace CryptoExchange.Net.Objects.Sockets
         public ApiProxy? Proxy { get; set; }
 
         /// <summary>
-        /// The maximum time of no data received before considering the connection lost and closting/reconnecting the socket
+        /// The maximum time of no data received before considering the connection lost and closing/reconnecting the socket
         /// </summary>
         public TimeSpan? Timeout { get; set; }
 
@@ -57,13 +57,18 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// <summary>
         /// What to do when rate limit is reached
         /// </summary>
-        public RateLimitingBehaviour RateLimitingBehaviour { get; set; }
+        public RateLimitingBehaviour RateLimitingBehavior { get; set; }
 
         /// <summary>
         /// Encoding for sending/receiving data
         /// </summary>
         public Encoding Encoding { get; set; } = Encoding.UTF8;
 
+        /// <summary>
+        /// The buffer size to use for receiving data
+        /// </summary>
+        public int? ReceiveBufferSize { get; set; } = null;
+
         /// <summary>
         /// ctor
         /// </summary>

CryptoExchange.Net/Objects/TimeSyncState.cs

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

CryptoExchange.Net/Objects/TradeEnvironment.cs

@@ -17,21 +17,21 @@
 
     /// <summary>
     /// Trade environment. Contains info about URL's to use to connect to the API. To swap environment select another environment for
-    /// the echange's environment list or create a custom environment using either `[Exchange]Environment.CreateCustom()` or `[Exchange]Environment.[Environment]`, for example `KucoinEnvironment.TestNet` or `BinanceEnvironment.Live`
+    /// the exchange's environment list or create a custom environment using either `[Exchange]Environment.CreateCustom()` or `[Exchange]Environment.[Environment]`, for example `KucoinEnvironment.TestNet` or `BinanceEnvironment.Live`
     /// </summary>
     public class TradeEnvironment
     {
         /// <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

@@ -74,8 +74,7 @@ namespace CryptoExchange.Net.OrderBook
         
         /// <summary>
         /// Whether levels should be strictly enforced. For example, when an order book has 25 levels and a new update comes in which pushes
-        /// the current level 25 ask out of the top 25, should the curent the level 26 entry be removed from the book or does the 
-        /// server handle this
+        /// the current level 25 ask out of the top 25, should the level 26 entry be removed from the book or does the server handle this
         /// </summary>
         protected bool _strictLevels;
 
@@ -250,6 +249,7 @@ namespace CryptoExchange.Net.OrderBook
 
             // Clear any previous messages
             while (_processQueue.TryDequeue(out _)) { }
+
             _processBuffer.Clear();
             _bookSet = false;
 
@@ -407,7 +407,7 @@ namespace CryptoExchange.Net.OrderBook
                 
         /// <summary>
         /// Set the initial data for the order book. Typically the snapshot which was requested from the Rest API, or the first snapshot
-        /// received from a socket subcription
+        /// received from a socket subscription
         /// </summary>
         /// <param name="orderBookSequenceNumber">The last update sequence number until which the snapshot is in sync</param>
         /// <param name="askList">List of asks</param>
@@ -618,6 +618,7 @@ namespace CryptoExchange.Net.OrderBook
                 var bid = book.bids.Count() > i ? book.bids.ElementAt(i): null;
                 stringBuilder.AppendLine($"[{ask?.Quantity.ToString(CultureInfo.InvariantCulture),14}] {ask?.Price.ToString(CultureInfo.InvariantCulture),14} | {bid?.Price.ToString(CultureInfo.InvariantCulture),-14} [{bid?.Quantity.ToString(CultureInfo.InvariantCulture),-14}]");
             }
+
             return stringBuilder.ToString();
         }
 
@@ -636,6 +637,7 @@ namespace CryptoExchange.Net.OrderBook
             _queueEvent.Set();
             // Clear queue
             while (_processQueue.TryDequeue(out _)) { }
+
             _processBuffer.Clear();
             _bookSet = false;
             DoReset();
@@ -732,7 +734,7 @@ namespace CryptoExchange.Net.OrderBook
                     var (prevBestBid, prevBestAsk) = BestOffers;
                     ProcessRangeUpdates(item.StartUpdateId, item.EndUpdateId, item.Bids, item.Asks);
 
-                    if (!_asks.Any() || !_bids.Any())
+                    if (_asks.Count == 0 || _bids.Count == 0)
                         return;
 
                     if (_asks.First().Key < _bids.First().Key)
@@ -843,9 +845,9 @@ 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!);
@@ -28,9 +32,9 @@ namespace CryptoExchange.Net.RateLimiting.Guards
 
         private readonly IEnumerable<IGuardFilter> _filters;
         private readonly Dictionary<string, IWindowTracker> _trackers;
-        private RateLimitWindowType _windowType;
-        private double? _decayRate;
-        private int? _connectionWeight;
+        private readonly RateLimitWindowType _windowType;
+        private readonly double? _decayRate;
+        private readonly int? _connectionWeight;
         private readonly Func<RequestDefinition, string, string?, string> _keySelector;
 
         /// <inheritdoc />
@@ -86,7 +90,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         }
 
         /// <inheritdoc />
-        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
+        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, string? keySuffix)
         {
             foreach(var filter in _filters)
             {
@@ -97,7 +101,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
             if (type == RateLimitItemType.Connection)
                 requestWeight = _connectionWeight ?? requestWeight;
 
-            var key = _keySelector(definition, host, apiKey);
+            var key = _keySelector(definition, host, apiKey) + keySuffix;
             if (!_trackers.TryGetValue(key, out var tracker))
             {
                 tracker = CreateTracker();
@@ -106,13 +110,13 @@ 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);
         }
 
         /// <inheritdoc />
-        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
+        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, string? keySuffix)
         {
             foreach (var filter in _filters)
             {
@@ -123,7 +127,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
             if (type == RateLimitItemType.Connection)
                 requestWeight = _connectionWeight ?? requestWeight;
 
-            var key = _keySelector(definition, host, apiKey);
+            var key = _keySelector(definition, host, apiKey) + keySuffix;
             var tracker = _trackers[key];
             tracker.ApplyWeight(requestWeight);
             return RateLimitState.Applied(Limit, TimeSpan, tracker.Current);

CryptoExchange.Net/RateLimiting/Guards/RetryAfterGuard.cs

@@ -42,7 +42,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         }
 
         /// <inheritdoc />
-        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
+        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, string? keySuffix)
         {
             if (type != Type)
                 return LimitCheck.NotApplicable;
@@ -55,7 +55,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         }
 
         /// <inheritdoc />
-        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
+        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, string? keySuffix)
         {
             return RateLimitState.NotApplied;
         }

CryptoExchange.Net/RateLimiting/Guards/SingleLimitGuard.cs

@@ -19,7 +19,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         /// <summary>
         /// Endpoint limit per API key
         /// </summary>
-        public static Func<RequestDefinition, string, string?, string> PerApiKey { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => def.Path + def.Method);
+        public static Func<RequestDefinition, string, string?, string> PerApiKey { get; } = new Func<RequestDefinition, string, string?, string>((def, host, key) => def.Path + def.Method + key);
 
         private readonly Dictionary<string, IWindowTracker> _trackers;
         private readonly RateLimitWindowType _windowType;
@@ -53,9 +53,9 @@ namespace CryptoExchange.Net.RateLimiting.Guards
         }
 
         /// <inheritdoc />
-        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
+        public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, string? keySuffix)
         {
-            var key = _keySelector(definition, host, apiKey);
+            var key = _keySelector(definition, host, apiKey) + keySuffix;
             if (!_trackers.TryGetValue(key, out var tracker))
             {
                 tracker = CreateTracker();
@@ -64,15 +64,15 @@ 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);
         }
 
         /// <inheritdoc />
-        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight)
+        public RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, string? keySuffix)
         {
-            var key = _keySelector(definition, host, apiKey);
+            var key = _keySelector(definition, host, apiKey) + keySuffix;
             var tracker = _trackers[key];
             tracker.ApplyWeight(requestWeight);
             return RateLimitState.Applied(_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>
@@ -48,9 +53,10 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <param name="apiKey">The API key</param>
         /// <param name="requestWeight">Request weight</param>
         /// <param name="behaviour">Behaviour when rate limit is hit</param>
+        /// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
         /// <param name="ct">Cancelation token</param>
         /// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
-        Task<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string baseAddress, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, CancellationToken ct);
+        Task<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string baseAddress, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
 
         /// <summary>
         /// Enforces the rate limit as defined in the request definition. When a rate limit is hit will wait for the rate limit to pass if RateLimitingBehaviour is Wait, or return an error if it is set to Fail
@@ -63,8 +69,10 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <param name="baseAddress">The host address</param>
         /// <param name="apiKey">The API key</param>
         /// <param name="behaviour">Behaviour when rate limit is hit</param>
+        /// <param name="requestWeight">The weight to apply to the limit guard</param>
+        /// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
         /// <param name="ct">Cancelation token</param>
         /// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
-        Task<CallResult> ProcessSingleAsync(ILogger logger, int itemId, IRateLimitGuard guard, RateLimitItemType type, RequestDefinition definition, string baseAddress, string? apiKey, RateLimitingBehaviour behaviour, CancellationToken ct);
+        Task<CallResult> ProcessSingleAsync(ILogger logger, int itemId, IRateLimitGuard guard, RateLimitItemType type, RequestDefinition definition, string baseAddress, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
     }
 }

CryptoExchange.Net/RateLimiting/Interfaces/IRateLimitGuard.cs

@@ -25,8 +25,9 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <param name="host">The host address</param>
         /// <param name="apiKey">The API key</param>
         /// <param name="requestWeight">The request weight</param>
+        /// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
         /// <returns></returns>
-        LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight);
+        LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, string? keySuffix);
 
         /// <summary>
         /// Apply the request to this guard with the specified weight
@@ -36,7 +37,8 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
         /// <param name="host">The host address</param>
         /// <param name="apiKey">The API key</param>
         /// <param name="requestWeight">The request weight</param>
+        /// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
         /// <returns></returns>
-        RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight);
+        RateLimitState ApplyWeight(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, string? keySuffix);
     }
 }

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
@@ -35,14 +37,14 @@ namespace CryptoExchange.Net.RateLimiting
         }
 
         /// <inheritdoc />
-        public async Task<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, CancellationToken ct)
+        public async Task<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
         {
             await _semaphore.WaitAsync(ct).ConfigureAwait(false);
             bool release = true;
             _waitingCount++;
             try
             {
-                return await CheckGuardsAsync(_guards, logger, itemId, type, definition, host, apiKey, requestWeight, rateLimitingBehaviour, ct).ConfigureAwait(false);
+                return await CheckGuardsAsync(_guards, logger, itemId, type, definition, host, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
             }
             catch (TaskCanceledException)
             {
@@ -67,7 +69,9 @@ namespace CryptoExchange.Net.RateLimiting
             RequestDefinition definition, 
             string host,
             string? apiKey,
+             int requestWeight,
             RateLimitingBehaviour rateLimitingBehaviour,
+            string? keySuffix,
             CancellationToken ct)
         {
             await _semaphore.WaitAsync(ct).ConfigureAwait(false);
@@ -75,7 +79,7 @@ namespace CryptoExchange.Net.RateLimiting
             _waitingCount++;
             try
             {
-                return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, host, apiKey, 1, rateLimitingBehaviour, ct).ConfigureAwait(false);
+                return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, host, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
             }
             catch (TaskCanceledException)
             {
@@ -91,12 +95,12 @@ namespace CryptoExchange.Net.RateLimiting
             }
         }
 
-        private async Task<CallResult> CheckGuardsAsync(IEnumerable<IRateLimitGuard> guards, ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, CancellationToken ct)
+        private async Task<CallResult> CheckGuardsAsync(IEnumerable<IRateLimitGuard> guards, ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string host, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
         {
             foreach (var guard in guards)
             {
                 // Check if a wait is needed for this guard
-                var result = guard.Check(type, definition, host, apiKey, requestWeight);
+                var result = guard.Check(type, definition, host, apiKey, requestWeight, keySuffix);
                 if (result.Delay != TimeSpan.Zero && rateLimitingBehaviour == RateLimitingBehaviour.Fail)
                 {
                     // Delay is needed and limit behaviour is to fail the request
@@ -105,7 +109,7 @@ 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}"));
                 }
 
@@ -120,19 +124,21 @@ 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);
+                    return await CheckGuardsAsync(guards, logger, itemId, type, definition, host, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
                 }
             }
 
             // Apply the weight on each guard
             foreach (var guard in guards)
             {
-                var result = guard.ApplyWeight(type, definition, host, apiKey, requestWeight);
+                var result = guard.ApplyWeight(type, definition, host, apiKey, requestWeight, keySuffix);
                 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/RateLimiting/Trackers/DecayWindowTracker.cs

@@ -38,7 +38,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
                 if (Current == 0)
                 {
                     throw new Exception("Request limit reached without any prior request. " +
-                        $"This request can never execute with the current rate limiter. Request weight: {weight}, Ratelimit: {Limit}");
+                        $"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
                 }
 
                 // Determine the time to wait before this weight can be applied without going over the rate limit

CryptoExchange.Net/RateLimiting/Trackers/FixedAfterStartWindowTracker.cs

@@ -45,7 +45,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
                 if (Current == 0)
                 {
                     throw new Exception("Request limit reached without any prior request. " +
-                        $"This request can never execute with the current rate limiter. Request weight: {weight}, Ratelimit: {Limit}");
+                        $"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
                 }
 
                 // Determine the time to wait before this weight can be applied without going over the rate limit

CryptoExchange.Net/RateLimiting/Trackers/FixedWindowTracker.cs

@@ -41,7 +41,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
                 if (Current == 0)
                 {
                     throw new Exception("Request limit reached without any prior request. " +
-                        $"This request can never execute with the current rate limiter. Request weight: {weight}, Ratelimit: {Limit}");
+                        $"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
                 }
 
                 // Determine the time to wait before this weight can be applied without going over the rate limit

CryptoExchange.Net/RateLimiting/Trackers/SlidingWindowTracker.cs

@@ -40,7 +40,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
                 if (Current == 0)
                 {
                     throw new Exception("Request limit reached without any prior request. " +
-                        $"This request can never execute with the current rate limiter. Request weight: {weight}, Ratelimit: {Limit}");
+                        $"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
                 }
 
                 // Determine the time to wait before this weight can be applied without going over the rate limit
@@ -102,7 +102,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
             }
 
             throw new Exception("Request not possible to execute with current rate limit guard. " +
-                        $" Request weight: {requestWeight}, Ratelimit: {Limit}");
+                        $" Request weight: {requestWeight}, RateLimit: {Limit}");
         }
     }
 }

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 +30,38 @@ 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 static HttpClient CreateClient(ApiProxy? proxy, TimeSpan requestTimeout)
+        {
+            var handler = new HttpClientHandler();
+            try
+            {
+                handler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
+                handler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
+            }
+            catch (PlatformNotSupportedException) { }
+            catch (NotImplementedException) { } // Mono runtime throws NotImplementedException
+
+            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/SharedKlineInterval.cs

@@ -5,6 +5,14 @@
     /// </summary>
     public enum SharedKlineInterval
     {
+        /// <summary>
+        /// 1 min
+        /// </summary>
+        OneMinute = 60,
+        /// <summary>
+        /// 3 min
+        /// </summary>
+        ThreeMinutes = 60 * 3,
         /// <summary>
         /// 5 min
         /// </summary>
@@ -14,10 +22,34 @@
         /// </summary>
         FifteenMinutes = 60 * 15,
         /// <summary>
+        /// Thirty minutes
+        /// </summary>
+        ThirtyMinutes = 60 * 30,
+        /// <summary>
         /// 1 hour
         /// </summary>
         OneHour = 60 * 60,
         /// <summary>
+        /// 2 hours
+        /// </summary>
+        TwoHours = 60 * 60 * 2,
+        /// <summary>
+        /// 4 hours
+        /// </summary>
+        FourHours = 60 * 60 * 4,
+        /// <summary>
+        /// 6 hours
+        /// </summary>
+        SixHours = 60 * 60 * 6,
+        /// <summary>
+        /// 8 hours
+        /// </summary>
+        EightHours = 60 * 60 * 8,
+        /// <summary>
+        /// 12 hours
+        /// </summary>
+        TwelveHours = 60 * 60 * 12,
+        /// <summary>
         /// 1 day
         /// </summary>
         OneDay = 60 * 60 * 24,

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/ExchangeEvent.cs

@@ -21,9 +21,10 @@ namespace CryptoExchange.Net.SharedApis
                 evnt.StreamId,
                 evnt.Symbol,
                 evnt.OriginalData,
-                evnt.Timestamp,
+                evnt.ReceiveTime,
                 evnt.UpdateType)
         {
+            DataTime = evnt.DataTime;
             Exchange = exchange;
         }
 

CryptoExchange.Net/SharedApis/Models/ExchangeParameters.cs

@@ -10,7 +10,7 @@ namespace CryptoExchange.Net.SharedApis
     public class ExchangeParameters
     {
         private readonly List<ExchangeParameter> _parameters;
-        private static List<ExchangeParameter> _staticParameters = new List<ExchangeParameter>();
+        private readonly static List<ExchangeParameter> _staticParameters = new List<ExchangeParameter>();
 
         /// <summary>
         /// ctor

CryptoExchange.Net/SharedApis/Models/ExchangeWebResult.cs

@@ -132,7 +132,6 @@ namespace CryptoExchange.Net.SharedApis
             NextPageToken = nextPageToken;
         }
 
-
         /// <summary>
         /// Copy the ExchangeWebResult to a new data type
         /// </summary>

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)
         {
         }
     }