Updated symbol tracking logic on UserDataTracker, added check for startTime filter for polling being to close to current time

CryptoExchange.Net.UnitTests/ExchangeSymbolCacheTests.cs

@@ -0,0 +1,465 @@
+using CryptoExchange.Net.SharedApis;
+using NUnit.Framework;
+using System;
+using System.Linq;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture()]
+    public class ExchangeSymbolCacheTests
+    {
+        private SharedSpotSymbol[] CreateTestSymbols()
+        {
+            return new[]
+            {
+                new SharedSpotSymbol("BTC", "USDT", "BTCUSDT", true, TradingMode.Spot),
+                new SharedSpotSymbol("ETH", "USDT", "ETHUSDT", true, TradingMode.Spot),
+                new SharedSpotSymbol("BTC", "EUR", "BTCEUR", true, TradingMode.Spot),
+                new SharedSpotSymbol("ETH", "BTC", "ETHBTC", true, TradingMode.Spot),
+                new SharedSpotSymbol("XRP", "USDT", "XRPUSDT", false, TradingMode.Spot)
+            };
+        }
+
+        private SharedSpotSymbol[] CreateFuturesSymbols()
+        {
+            return new[]
+            {
+                new SharedSpotSymbol("BTC", "USDT", "BTCUSDT-PERP", true, TradingMode.PerpetualLinear),
+                new SharedSpotSymbol("ETH", "USDT", "ETHUSDT-PERP", true, TradingMode.PerpetualLinear)
+            };
+        }
+
+        [Test]
+        public void UpdateSymbolInfo_NewTopic_Should_AddToCache()
+        {
+            // arrange
+            var topicId = "NewExchange";
+            var symbols = CreateTestSymbols();
+
+            // act
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+            var hasCached = ExchangeSymbolCache.HasCached(topicId);
+
+            // assert
+            Assert.That(hasCached, Is.True);
+        }
+
+        [Test]
+        public void UpdateSymbolInfo_Should_StoreAllSymbols()
+        {
+            // arrange
+            var topicId = "ExchangeWithSymbols";
+            var symbols = CreateTestSymbols();
+
+            // act
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // assert
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "BTCUSDT"), Is.True);
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "ETHUSDT"), Is.True);
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "BTCEUR"), Is.True);
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "ETHBTC"), Is.True);
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "XRPUSDT"), Is.True);
+        }
+
+        [Test]
+        public void UpdateSymbolInfo_CalledTwiceWithinAnHour_Should_NotUpdate()
+        {
+            // arrange
+            var topicId = "ExchangeNoUpdate";
+            var initialSymbols = new[]
+            {
+                new SharedSpotSymbol("BTC", "USDT", "BTCUSDT", true, TradingMode.Spot)
+            };
+            var updatedSymbols = new[]
+            {
+                new SharedSpotSymbol("BTC", "USDT", "BTCUSDT", true, TradingMode.Spot),
+                new SharedSpotSymbol("ETH", "USDT", "ETHUSDT", true, TradingMode.Spot)
+            };
+
+            // act
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, initialSymbols);
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, updatedSymbols);
+
+            // assert - should still have only the initial symbol since less than 60 minutes passed
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "BTCUSDT"), Is.True);
+            // The second update should not have been applied
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "ETHUSDT"), Is.False);
+        }
+
+        [Test]
+        public void UpdateSymbolInfo_WithEmptyArray_Should_CreateEmptyCache()
+        {
+            // arrange
+            var topicId = "EmptyExchange";
+            var symbols = Array.Empty<SharedSpotSymbol>();
+
+            // act
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+            var hasCached = ExchangeSymbolCache.HasCached(topicId);
+
+            // assert
+            Assert.That(hasCached, Is.False);
+        }
+
+        [Test]
+        public void HasCached_NonExistentTopic_Should_ReturnFalse()
+        {
+            // arrange
+            var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
+
+            // act
+            var result = ExchangeSymbolCache.HasCached(nonExistentTopic);
+
+            // assert
+            Assert.That(result, Is.False);
+        }
+
+        [Test]
+        public void HasCached_ExistingTopicWithSymbols_Should_ReturnTrue()
+        {
+            // arrange
+            var topicId = "ExchangeWithData";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.HasCached(topicId);
+
+            // assert
+            Assert.That(result, Is.True);
+        }
+
+        [Test]
+        public void HasCached_ExistingTopicWithNoSymbols_Should_ReturnFalse()
+        {
+            // arrange
+            var topicId = "ExchangeNoData";
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, Array.Empty<SharedSpotSymbol>());
+
+            // act
+            var result = ExchangeSymbolCache.HasCached(topicId);
+
+            // assert
+            Assert.That(result, Is.False);
+        }
+
+        [Test]
+        public void SupportsSymbol_ByName_ExistingSymbol_Should_ReturnTrue()
+        {
+            // arrange
+            var topicId = "ExchangeSupports";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.SupportsSymbol(topicId, "BTCUSDT");
+
+            // assert
+            Assert.That(result, Is.True);
+        }
+
+        [Test]
+        public void SupportsSymbol_ByName_NonExistingSymbol_Should_ReturnFalse()
+        {
+            // arrange
+            var topicId = "ExchangeNoSupport";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.SupportsSymbol(topicId, "LINKUSDT");
+
+            // assert
+            Assert.That(result, Is.False);
+        }
+
+        [Test]
+        public void SupportsSymbol_ByName_NonExistentTopic_Should_ReturnFalse()
+        {
+            // arrange
+            var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
+
+            // act
+            var result = ExchangeSymbolCache.SupportsSymbol(nonExistentTopic, "BTCUSDT");
+
+            // assert
+            Assert.That(result, Is.False);
+        }
+
+        [Test]
+        public void SupportsSymbol_BySharedSymbol_ExistingSymbol_Should_ReturnTrue()
+        {
+            // arrange
+            var topicId = "ExchangeSharedSymbol";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+            var sharedSymbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+
+            // act
+            var result = ExchangeSymbolCache.SupportsSymbol(topicId, sharedSymbol);
+
+            // assert
+            Assert.That(result, Is.True);
+        }
+
+        [Test]
+        public void SupportsSymbol_BySharedSymbol_NonExistingSymbol_Should_ReturnFalse()
+        {
+            // arrange
+            var topicId = "ExchangeNoSharedSymbol";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+            var sharedSymbol = new SharedSymbol(TradingMode.Spot, "LINK", "USDT");
+
+            // act
+            var result = ExchangeSymbolCache.SupportsSymbol(topicId, sharedSymbol);
+
+            // assert
+            Assert.That(result, Is.False);
+        }
+
+        [Test]
+        public void SupportsSymbol_BySharedSymbol_DifferentTradingMode_Should_ReturnFalse()
+        {
+            // arrange
+            var topicId = "ExchangeDifferentMode";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+            var sharedSymbol = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
+
+            // act
+            var result = ExchangeSymbolCache.SupportsSymbol(topicId, sharedSymbol);
+
+            // assert
+            Assert.That(result, Is.False);
+        }
+
+        [Test]
+        public void SupportsSymbol_BySharedSymbol_NonExistentTopic_Should_ReturnFalse()
+        {
+            // arrange
+            var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
+            var sharedSymbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+
+            // act
+            var result = ExchangeSymbolCache.SupportsSymbol(nonExistentTopic, sharedSymbol);
+
+            // assert
+            Assert.That(result, Is.False);
+        }
+
+        [Test]
+        public void GetSymbolsForBaseAsset_ExistingBaseAsset_Should_ReturnMatchingSymbols()
+        {
+            // arrange
+            var topicId = "ExchangeBaseAsset";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "BTC");
+
+            // assert
+            Assert.That(result, Is.Not.Null);
+            Assert.That(result.Length, Is.EqualTo(2));
+            Assert.That(result.Any(x => x.QuoteAsset == "USDT"), Is.True);
+            Assert.That(result.Any(x => x.QuoteAsset == "EUR"), Is.True);
+        }
+
+        [Test]
+        public void GetSymbolsForBaseAsset_CaseInsensitive_Should_ReturnMatchingSymbols()
+        {
+            // arrange
+            var topicId = "ExchangeCaseInsensitive";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "btc");
+
+            // assert
+            Assert.That(result, Is.Not.Null);
+            Assert.That(result.Length, Is.EqualTo(2));
+        }
+
+        [Test]
+        public void GetSymbolsForBaseAsset_NonExistingBaseAsset_Should_ReturnEmptyArray()
+        {
+            // arrange
+            var topicId = "ExchangeNoBaseAsset";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "LINK");
+
+            // assert
+            Assert.That(result, Is.Not.Null);
+            Assert.That(result.Length, Is.EqualTo(0));
+        }
+
+        [Test]
+        public void GetSymbolsForBaseAsset_NonExistentTopic_Should_ReturnEmptyArray()
+        {
+            // arrange
+            var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
+
+            // act
+            var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(nonExistentTopic, "BTC");
+
+            // assert
+            Assert.That(result, Is.Not.Null);
+            Assert.That(result.Length, Is.EqualTo(0));
+        }
+
+        [Test]
+        public void ParseSymbol_ExistingSymbol_Should_ReturnSharedSymbol()
+        {
+            // arrange
+            var topicId = "ExchangeParse";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.ParseSymbol(topicId, "BTCUSDT");
+
+            // assert
+            Assert.That(result, Is.Not.Null);
+            Assert.That(result.BaseAsset, Is.EqualTo("BTC"));
+            Assert.That(result.QuoteAsset, Is.EqualTo("USDT"));
+            Assert.That(result.TradingMode, Is.EqualTo(TradingMode.Spot));
+            Assert.That(result.SymbolName, Is.EqualTo("BTCUSDT"));
+        }
+
+        [Test]
+        public void ParseSymbol_NonExistingSymbol_Should_ReturnNull()
+        {
+            // arrange
+            var topicId = "ExchangeNoParse";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.ParseSymbol(topicId, "LINKUSDT");
+
+            // assert
+            Assert.That(result, Is.Null);
+        }
+
+        [Test]
+        public void ParseSymbol_NullSymbolName_Should_ReturnNull()
+        {
+            // arrange
+            var topicId = "ExchangeNullSymbol";
+            var symbols = CreateTestSymbols();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.ParseSymbol(topicId, null);
+
+            // assert
+            Assert.That(result, Is.Null);
+        }
+
+        [Test]
+        public void ParseSymbol_NonExistentTopic_Should_ReturnNull()
+        {
+            // arrange
+            var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
+
+            // act
+            var result = ExchangeSymbolCache.ParseSymbol(nonExistentTopic, "BTCUSDT");
+
+            // assert
+            Assert.That(result, Is.Null);
+        }
+
+        [Test]
+        public void MultipleTopics_Should_MaintainSeparateData()
+        {
+            // arrange
+            var topic1 = "Exchange1";
+            var topic2 = "Exchange2";
+            var symbols1 = new[]
+            {
+                new SharedSpotSymbol("BTC", "USDT", "BTCUSDT", true, TradingMode.Spot)
+            };
+            var symbols2 = new[]
+            {
+                new SharedSpotSymbol("ETH", "USDT", "ETHUSDT", true, TradingMode.Spot)
+            };
+
+            // act
+            ExchangeSymbolCache.UpdateSymbolInfo(topic1, symbols1);
+            ExchangeSymbolCache.UpdateSymbolInfo(topic2, symbols2);
+
+            // assert
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topic1, "BTCUSDT"), Is.True);
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topic1, "ETHUSDT"), Is.False);
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topic2, "ETHUSDT"), Is.True);
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topic2, "BTCUSDT"), Is.False);
+        }
+
+        [Test]
+        public void UpdateSymbolInfo_WithDifferentTradingModes_Should_StoreCorrectly()
+        {
+            // arrange
+            var topicId = "ExchangeMixedModes";
+            var spotSymbols = CreateTestSymbols();
+            var futuresSymbols = CreateFuturesSymbols();
+            var allSymbols = spotSymbols.Concat(futuresSymbols).ToArray();
+
+            // act
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, allSymbols);
+
+            // assert
+            var spotSymbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+            var futuresSymbol = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
+
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, spotSymbol), Is.True);
+            Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, futuresSymbol), Is.True);
+        }
+
+        [Test]
+        public void GetSymbolsForBaseAsset_Should_ReturnAllTradingModes()
+        {
+            // arrange
+            var topicId = "ExchangeAllModes";
+            var spotSymbols = CreateTestSymbols();
+            var futuresSymbols = CreateFuturesSymbols();
+            var allSymbols = spotSymbols.Concat(futuresSymbols).ToArray();
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, allSymbols);
+
+            // act
+            var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "BTC");
+
+            // assert
+            Assert.That(result.Length, Is.GreaterThanOrEqualTo(2));
+            Assert.That(result.Any(x => x.TradingMode == TradingMode.Spot), Is.True);
+            Assert.That(result.Any(x => x.TradingMode == TradingMode.PerpetualLinear), Is.True);
+        }
+
+        [Test]
+        public void GetSymbolsForBaseAsset_WithMultipleMatchingSymbols_Should_ReturnAll()
+        {
+            // arrange
+            var topicId = "ExchangeMultiple";
+            var symbols = new[]
+            {
+                new SharedSpotSymbol("ETH", "USDT", "ETHUSDT", true, TradingMode.Spot),
+                new SharedSpotSymbol("ETH", "BTC", "ETHBTC", true, TradingMode.Spot),
+                new SharedSpotSymbol("ETH", "EUR", "ETHEUR", true, TradingMode.Spot)
+            };
+            ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
+
+            // act
+            var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "ETH");
+
+            // assert
+            Assert.That(result.Length, Is.EqualTo(3));
+            Assert.That(result.All(x => x.BaseAsset == "ETH"), Is.True);
+        }
+
+    }
+}

CryptoExchange.Net.UnitTests/SharedQuantityTests.cs

@@ -0,0 +1,633 @@
+using CryptoExchange.Net.SharedApis;
+using NUnit.Framework;
+using System;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture()]
+    public class SharedQuantityTests
+    {
+        [Test]
+        public void SharedQuantityReference_IsZero_AllNull_Should_ReturnTrue()
+        {
+            // arrange
+            var quantity = new SharedOrderQuantity(null, null, null);
+
+            // act & assert
+            Assert.That(quantity.IsZero, Is.True);
+        }
+
+        [Test]
+        public void SharedQuantityReference_IsZero_AllZero_Should_ReturnTrue()
+        {
+            // arrange
+            var quantity = new SharedOrderQuantity(0, 0, 0);
+
+            // act & assert
+            Assert.That(quantity.IsZero, Is.True);
+        }
+
+        [Test]
+        public void SharedQuantityReference_IsZero_BaseAssetSet_Should_ReturnFalse()
+        {
+            // arrange
+            var quantity = new SharedOrderQuantity(1.5m, null, null);
+
+            // act & assert
+            Assert.That(quantity.IsZero, Is.False);
+        }
+
+        [Test]
+        public void SharedQuantityReference_IsZero_QuoteAssetSet_Should_ReturnFalse()
+        {
+            // arrange
+            var quantity = new SharedOrderQuantity(null, 100m, null);
+
+            // act & assert
+            Assert.That(quantity.IsZero, Is.False);
+        }
+
+        [Test]
+        public void SharedQuantityReference_IsZero_ContractsSet_Should_ReturnFalse()
+        {
+            // arrange
+            var quantity = new SharedOrderQuantity(null, null, 10m);
+
+            // act & assert
+            Assert.That(quantity.IsZero, Is.False);
+        }
+
+        [Test]
+        public void SharedQuantityReference_IsZero_NegativeValue_Should_ReturnTrue()
+        {
+            // arrange
+            var quantity = new SharedOrderQuantity(-1m, 0, 0);
+
+            // act & assert
+            Assert.That(quantity.IsZero, Is.True);
+        }
+
+        [Test]
+        public void SharedQuantity_DefaultConstructor_Should_SetAllPropertiesToNull()
+        {
+            // arrange & act
+            var quantity = new SharedQuantity();
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Null);
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+            Assert.That(quantity.IsZero, Is.True);
+        }
+
+        [Test]
+        public void SharedQuantity_Base_Should_SetBaseAssetQuantity()
+        {
+            // arrange
+            var expectedQuantity = 1.5m;
+
+            // act
+            var quantity = SharedQuantity.Base(expectedQuantity);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedQuantity));
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+        }
+
+        [Test]
+        public void SharedQuantity_Base_WithZero_Should_SetZeroQuantity()
+        {
+            // arrange & act
+            var quantity = SharedQuantity.Base(0m);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(0m));
+            Assert.That(quantity.IsZero, Is.True);
+        }
+
+        [Test]
+        public void SharedQuantity_Base_WithLargeValue_Should_SetCorrectly()
+        {
+            // arrange
+            var largeValue = 999999.123456789m;
+
+            // act
+            var quantity = SharedQuantity.Base(largeValue);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(largeValue));
+        }
+
+        [Test]
+        public void SharedQuantity_Quote_Should_SetQuoteAssetQuantity()
+        {
+            // arrange
+            var expectedQuantity = 100m;
+
+            // act
+            var quantity = SharedQuantity.Quote(expectedQuantity);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Null);
+            Assert.That(quantity.QuantityInQuoteAsset, Is.EqualTo(expectedQuantity));
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+        }
+
+        [Test]
+        public void SharedQuantity_Quote_WithDecimal_Should_PreserveDecimals()
+        {
+            // arrange
+            var expectedQuantity = 50.123456m;
+
+            // act
+            var quantity = SharedQuantity.Quote(expectedQuantity);
+
+            // assert
+            Assert.That(quantity.QuantityInQuoteAsset, Is.EqualTo(expectedQuantity));
+        }
+
+        [Test]
+        public void SharedQuantity_Contracts_Should_SetContractQuantity()
+        {
+            // arrange
+            var expectedQuantity = 10m;
+
+            // act
+            var quantity = SharedQuantity.Contracts(expectedQuantity);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Null);
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.EqualTo(expectedQuantity));
+        }
+
+        [Test]
+        public void SharedQuantity_Contracts_WithFractionalValue_Should_SetCorrectly()
+        {
+            // arrange
+            var expectedQuantity = 2.5m;
+
+            // act
+            var quantity = SharedQuantity.Contracts(expectedQuantity);
+
+            // assert
+            Assert.That(quantity.QuantityInContracts, Is.EqualTo(expectedQuantity));
+        }
+
+        [Test]
+        public void SharedQuantity_BaseFromQuote_Should_CalculateCorrectly()
+        {
+            // arrange
+            var quoteQuantity = 100m;
+            var price = 50m;
+            var expectedBase = 2m; // 100 / 50 = 2
+
+            // act
+            var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedBase));
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+        }
+
+        [Test]
+        public void SharedQuantity_BaseFromQuote_WithCustomDecimals_Should_RoundCorrectly()
+        {
+            // arrange
+            var quoteQuantity = 100m;
+            var price = 3m;
+            var decimalPlaces = 2;
+
+            // act
+            var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price, decimalPlaces);
+
+            // assert
+            // 100 / 3 = 33.333... should round to 33.33
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(33.33m));
+        }
+
+        [Test]
+        public void SharedQuantity_BaseFromQuote_WithLotSize_Should_AdjustToLotSize()
+        {
+            // arrange
+            var quoteQuantity = 100m;
+            var price = 7m;
+            var lotSize = 0.1m;
+
+            // act
+            var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price, 8, lotSize);
+
+            // assert
+            // 100 / 7 = 14.285714... should adjust to nearest 0.1 = 14.3
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(14.3m));
+        }
+
+        [Test]
+        public void SharedQuantity_BaseFromQuote_WithHighPrecision_Should_HandleCorrectly()
+        {
+            // arrange
+            var quoteQuantity = 1000m;
+            var price = 0.00001m;
+            var decimalPlaces = 8;
+
+            // act
+            var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price, decimalPlaces);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
+        }
+
+        [Test]
+        public void SharedQuantity_QuoteFromBase_Should_CalculateCorrectly()
+        {
+            // arrange
+            var baseQuantity = 2m;
+            var price = 50m;
+            var expectedQuote = 100m; // 2 * 50 = 100
+
+            // act
+            var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedQuote));
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+        }
+
+        [Test]
+        public void SharedQuantity_QuoteFromBase_WithCustomDecimals_Should_RoundCorrectly()
+        {
+            // arrange
+            var baseQuantity = 1.234567m;
+            var price = 10m;
+            var decimalPlaces = 2;
+
+            // act
+            var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price, decimalPlaces);
+
+            // assert
+            // 1.234567 * 10 = 12.34567 should round to 12.35
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(12.35m));
+        }
+
+        [Test]
+        public void SharedQuantity_QuoteFromBase_WithLotSize_Should_AdjustToLotSize()
+        {
+            // arrange
+            var baseQuantity = 3.456m;
+            var price = 10m;
+            var lotSize = 1m;
+
+            // act
+            var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price, 8, lotSize);
+
+            // assert
+            // 3.456 * 10 = 34.56 should adjust to nearest 1 = 35
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(35m));
+        }
+
+        [Test]
+        public void SharedQuantity_QuoteFromBase_WithSmallValues_Should_HandleCorrectly()
+        {
+            // arrange
+            var baseQuantity = 0.001m;
+            var price = 0.1m;
+            var decimalPlaces = 8;
+
+            // act
+            var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price, decimalPlaces);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(0.0001m));
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromBase_Should_CalculateCorrectly()
+        {
+            // arrange
+            var baseQuantity = 100m;
+            var contractSize = 10m;
+            var expectedContracts = 10m; // 100 / 10 = 10
+
+            // act
+            var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedContracts));
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromBase_WithCustomDecimals_Should_RoundCorrectly()
+        {
+            // arrange
+            var baseQuantity = 100m;
+            var contractSize = 3m;
+            var decimalPlaces = 2;
+
+            // act
+            var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize, decimalPlaces);
+
+            // assert
+            // 100 / 3 = 33.333... should round to 33.33
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(33.33m));
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromBase_WithLotSize_Should_AdjustToLotSize()
+        {
+            // arrange
+            var baseQuantity = 100m;
+            var contractSize = 7m;
+            var lotSize = 0.5m;
+
+            // act
+            var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize, 8, lotSize);
+
+            // assert
+            // 100 / 7 = 14.285714... should adjust to nearest 0.5 = 14.5
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(14.5m));
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromBase_WithFractionalContract_Should_HandleCorrectly()
+        {
+            // arrange
+            var baseQuantity = 1m;
+            var contractSize = 0.1m;
+
+            // act
+            var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(10m));
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromQuote_Should_CalculateCorrectly()
+        {
+            // arrange
+            var quoteQuantity = 1000m;
+            var contractSize = 10m;
+            var price = 50m;
+            var expectedContracts = 2m; // 1000 / 50 / 10 = 2
+
+            // act
+            var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedContracts));
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromQuote_WithCustomDecimals_Should_RoundCorrectly()
+        {
+            // arrange
+            var quoteQuantity = 100m;
+            var contractSize = 3m;
+            var price = 7m;
+            var decimalPlaces = 2;
+
+            // act
+            var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price, decimalPlaces);
+
+            // assert
+            // 100 / 7 / 3 = 4.761904... should round to 4.76
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(4.76m));
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromQuote_WithLotSize_Should_AdjustToLotSize()
+        {
+            // arrange
+            var quoteQuantity = 1000m;
+            var contractSize = 7m;
+            var price = 13m;
+            var lotSize = 0.5m;
+
+            // act
+            var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price, 8, lotSize);
+
+            // assert
+            // 1000 / 13 / 7 = 10.989... should adjust to nearest 0.5 = 11.0
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(11.0m));
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromQuote_WithComplexValues_Should_CalculateCorrectly()
+        {
+            // arrange
+            var quoteQuantity = 5000m;
+            var contractSize = 0.01m;
+            var price = 25000m;
+            var decimalPlaces = 4;
+
+            // act
+            var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price, decimalPlaces);
+
+            // assert
+            // 5000 / 25000 / 0.01 = 20
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(20m));
+        }
+
+        [Test]
+        public void SharedOrderQuantity_DefaultConstructor_Should_SetAllPropertiesToNull()
+        {
+            // arrange & act
+            var quantity = new SharedOrderQuantity();
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Null);
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+            Assert.That(quantity.IsZero, Is.True);
+        }
+
+        [Test]
+        public void SharedOrderQuantity_ParameterizedConstructor_Should_SetBaseAsset()
+        {
+            // arrange
+            var baseAsset = 5m;
+
+            // act
+            var quantity = new SharedOrderQuantity(baseAssetQuantity: baseAsset);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(baseAsset));
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+        }
+
+        [Test]
+        public void SharedOrderQuantity_ParameterizedConstructor_Should_SetQuoteAsset()
+        {
+            // arrange
+            var quoteAsset = 100m;
+
+            // act
+            var quantity = new SharedOrderQuantity(quoteAssetQuantity: quoteAsset);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Null);
+            Assert.That(quantity.QuantityInQuoteAsset, Is.EqualTo(quoteAsset));
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+        }
+
+        [Test]
+        public void SharedOrderQuantity_ParameterizedConstructor_Should_SetContracts()
+        {
+            // arrange
+            var contracts = 10m;
+
+            // act
+            var quantity = new SharedOrderQuantity(contractQuantity: contracts);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Null);
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.EqualTo(contracts));
+        }
+
+        [Test]
+        public void SharedOrderQuantity_ParameterizedConstructor_Should_SetAllValues()
+        {
+            // arrange
+            var baseAsset = 1m;
+            var quoteAsset = 50m;
+            var contracts = 5m;
+
+            // act
+            var quantity = new SharedOrderQuantity(baseAsset, quoteAsset, contracts);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(baseAsset));
+            Assert.That(quantity.QuantityInQuoteAsset, Is.EqualTo(quoteAsset));
+            Assert.That(quantity.QuantityInContracts, Is.EqualTo(contracts));
+            Assert.That(quantity.IsZero, Is.False);
+        }
+
+        [Test]
+        public void SharedOrderQuantity_ParameterizedConstructor_WithNullValues_Should_HandleCorrectly()
+        {
+            // arrange & act
+            var quantity = new SharedOrderQuantity(null, null, null);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Null);
+            Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
+            Assert.That(quantity.QuantityInContracts, Is.Null);
+            Assert.That(quantity.IsZero, Is.True);
+        }
+
+        [Test]
+        public void SharedQuantity_RecordEquality_SameValues_Should_BeEqual()
+        {
+            // arrange
+            var quantity1 = SharedQuantity.Base(10m);
+            var quantity2 = SharedQuantity.Base(10m);
+
+            // act & assert
+            Assert.That(quantity1, Is.EqualTo(quantity2));
+        }
+
+        [Test]
+        public void SharedQuantity_RecordEquality_DifferentValues_Should_NotBeEqual()
+        {
+            // arrange
+            var quantity1 = SharedQuantity.Base(10m);
+            var quantity2 = SharedQuantity.Base(20m);
+
+            // act & assert
+            Assert.That(quantity1, Is.Not.EqualTo(quantity2));
+        }
+
+        [Test]
+        public void SharedQuantity_RecordEquality_DifferentTypes_Should_NotBeEqual()
+        {
+            // arrange
+            var quantity1 = SharedQuantity.Base(10m);
+            var quantity2 = SharedQuantity.Quote(10m);
+
+            // act & assert
+            Assert.That(quantity1, Is.Not.EqualTo(quantity2));
+        }
+
+        [Test]
+        public void SharedOrderQuantity_RecordEquality_SameValues_Should_BeEqual()
+        {
+            // arrange
+            var quantity1 = new SharedOrderQuantity(5m, 100m, 2m);
+            var quantity2 = new SharedOrderQuantity(5m, 100m, 2m);
+
+            // act & assert
+            Assert.That(quantity1, Is.EqualTo(quantity2));
+        }
+
+        [Test]
+        public void SharedQuantity_BaseFromQuote_WithDefaultParameters_Should_UseDefaults()
+        {
+            // arrange
+            var quoteQuantity = 100m;
+            var price = 3m;
+
+            // act
+            var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price);
+
+            // assert
+            // Default decimalPlaces = 8, default lotSize = 0.00000001
+            Assert.That(quantity.QuantityInBaseAsset, Is.Not.Null);
+            Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
+        }
+
+        [Test]
+        public void SharedQuantity_QuoteFromBase_WithDefaultParameters_Should_UseDefaults()
+        {
+            // arrange
+            var baseQuantity = 1.234567m;
+            var price = 10m;
+
+            // act
+            var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Not.Null);
+            Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromBase_WithDefaultParameters_Should_UseDefaults()
+        {
+            // arrange
+            var baseQuantity = 100m;
+            var contractSize = 3m;
+
+            // act
+            var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Not.Null);
+            Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
+        }
+
+        [Test]
+        public void SharedQuantity_ContractsFromQuote_WithDefaultParameters_Should_UseDefaults()
+        {
+            // arrange
+            var quoteQuantity = 1000m;
+            var contractSize = 10m;
+            var price = 50m;
+
+            // act
+            var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price);
+
+            // assert
+            Assert.That(quantity.QuantityInBaseAsset, Is.Not.Null);
+            Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
+        }
+    }
+}

CryptoExchange.Net.UnitTests/SharedSymbolTests.cs

@@ -0,0 +1,400 @@
+using CryptoExchange.Net.SharedApis;
+using NUnit.Framework;
+using System;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture()]
+    public class SharedSymbolTests
+    {
+        [Test]
+        public void SharedSymbol_Constructor_Should_SetAllProperties()
+        {
+            // arrange
+            var tradingMode = TradingMode.Spot;
+            var baseAsset = "BTC";
+            var quoteAsset = "USDT";
+
+            // act
+            var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset);
+
+            // assert
+            Assert.That(symbol.TradingMode, Is.EqualTo(tradingMode));
+            Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
+            Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
+            Assert.That(symbol.DeliverTime, Is.Null);
+            Assert.That(symbol.SymbolName, Is.Null);
+        }
+
+        [Test]
+        public void SharedSymbol_Constructor_WithDeliveryTime_Should_SetDeliveryTime()
+        {
+            // arrange
+            var tradingMode = TradingMode.DeliveryLinear;
+            var baseAsset = "BTC";
+            var quoteAsset = "USDT";
+            var deliveryTime = new DateTime(2026, 6, 25, 0, 0, 0, DateTimeKind.Utc);
+
+            // act
+            var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, deliveryTime);
+
+            // assert
+            Assert.That(symbol.TradingMode, Is.EqualTo(tradingMode));
+            Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
+            Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
+            Assert.That(symbol.DeliverTime, Is.EqualTo(deliveryTime));
+            Assert.That(symbol.SymbolName, Is.Null);
+        }
+
+        [Test]
+        public void SharedSymbol_Constructor_WithNullDeliveryTime_Should_SetToNull()
+        {
+            // arrange
+            var tradingMode = TradingMode.Spot;
+            var baseAsset = "ETH";
+            var quoteAsset = "BTC";
+
+            // act
+            var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, deliverTime: null);
+
+            // assert
+            Assert.That(symbol.DeliverTime, Is.Null);
+        }
+
+        [TestCase(TradingMode.Spot)]
+        [TestCase(TradingMode.PerpetualLinear)]
+        [TestCase(TradingMode.PerpetualInverse)]
+        [TestCase(TradingMode.DeliveryLinear)]
+        [TestCase(TradingMode.DeliveryInverse)]
+        public void SharedSymbol_Constructor_WithDifferentTradingModes_Should_SetCorrectly(TradingMode tradingMode)
+        {
+            // arrange
+            var baseAsset = "BTC";
+            var quoteAsset = "USDT";
+
+            // act
+            var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset);
+
+            // assert
+            Assert.That(symbol.TradingMode, Is.EqualTo(tradingMode));
+        }
+
+        [Test]
+        public void SharedSymbol_ConstructorWithSymbolName_Should_SetSymbolName()
+        {
+            // arrange
+            var tradingMode = TradingMode.Spot;
+            var baseAsset = "BTC";
+            var quoteAsset = "USDT";
+            var symbolName = "BTC-USDT";
+
+            // act
+            var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, symbolName);
+
+            // assert
+            Assert.That(symbol.TradingMode, Is.EqualTo(tradingMode));
+            Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
+            Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
+            Assert.That(symbol.SymbolName, Is.EqualTo(symbolName));
+            Assert.That(symbol.DeliverTime, Is.Null);
+        }
+
+        [Test]
+        public void SharedSymbol_ConstructorWithSymbolName_WithCustomFormat_Should_SetCorrectly()
+        {
+            // arrange
+            var tradingMode = TradingMode.PerpetualLinear;
+            var baseAsset = "ETH";
+            var quoteAsset = "USDT";
+            var symbolName = "ETHUSDT-PERP";
+
+            // act
+            var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, symbolName);
+
+            // assert
+            Assert.That(symbol.SymbolName, Is.EqualTo(symbolName));
+        }
+
+        [Test]
+        public void SharedSymbol_ConstructorWithSymbolName_WithEmptyString_Should_SetEmptyString()
+        {
+            // arrange
+            var tradingMode = TradingMode.Spot;
+            var baseAsset = "BTC";
+            var quoteAsset = "USDT";
+            var symbolName = "";
+
+            // act
+            var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, symbolName);
+
+            // assert
+            Assert.That(symbol.SymbolName, Is.EqualTo(""));
+        }
+
+        [Test]
+        public void GetSymbol_WithSymbolNameSet_Should_ReturnSymbolName()
+        {
+            // arrange
+            var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "CUSTOM-BTC-USDT");
+            var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
+                (b, q, t, d) => $"{b}{q}");
+
+            // act
+            var result = symbol.GetSymbol(formatFunc);
+
+            // assert
+            Assert.That(result, Is.EqualTo("CUSTOM-BTC-USDT"));
+        }
+
+        [Test]
+        public void GetSymbol_WithSymbolNameNull_Should_UseFormatFunction()
+        {
+            // arrange
+            var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+            var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
+                (b, q, t, d) => $"{b}/{q}");
+
+            // act
+            var result = symbol.GetSymbol(formatFunc);
+
+            // assert
+            Assert.That(result, Is.EqualTo("BTC/USDT"));
+        }
+
+        [Test]
+        public void GetSymbol_WithComplexFormatFunction_Should_ApplyCorrectly()
+        {
+            // arrange
+            var symbol = new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT");
+            var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
+                (b, q, t, d) => t == TradingMode.PerpetualLinear ? $"{b}{q}-PERP" : $"{b}{q}");
+
+            // act
+            var result = symbol.GetSymbol(formatFunc);
+
+            // assert
+            Assert.That(result, Is.EqualTo("ETHUSDT-PERP"));
+        }
+
+        [Test]
+        public void GetSymbol_WithDeliveryTime_Should_PassDeliveryTimeToFormatter()
+        {
+            // arrange
+            var deliveryTime = new DateTime(2026, 6, 25);
+            var symbol = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime);
+            var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
+                (b, q, t, d) => d.HasValue ? $"{b}{q}_{d.Value:yyyyMMdd}" : $"{b}{q}");
+
+            // act
+            var result = symbol.GetSymbol(formatFunc);
+
+            // assert
+            Assert.That(result, Is.EqualTo("BTCUSDT_20260625"));
+        }
+
+        [Test]
+        public void GetSymbol_WithTradingMode_Should_PassTradingModeToFormatter()
+        {
+            // arrange
+            var symbol = new SharedSymbol(TradingMode.PerpetualInverse, "BTC", "USD");
+            var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
+                (b, q, t, d) =>
+                {
+                    return t switch
+                    {
+                        TradingMode.Spot => $"{b}{q}",
+                        TradingMode.PerpetualLinear => $"{b}{q}-PERP",
+                        TradingMode.PerpetualInverse => $"{b}{q}I-PERP",
+                        _ => $"{b}{q}"
+                    };
+                });
+
+            // act
+            var result = symbol.GetSymbol(formatFunc);
+
+            // assert
+            Assert.That(result, Is.EqualTo("BTCUSDI-PERP"));
+        }
+
+        [Test]
+        public void GetSymbol_WithEmptySymbolName_Should_UseFormatFunction()
+        {
+            // arrange
+            var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "");
+            var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
+                (b, q, t, d) => $"{b}-{q}");
+
+            // act
+            var result = symbol.GetSymbol(formatFunc);
+
+            // assert
+            Assert.That(result, Is.EqualTo("BTC-USDT"));
+        }
+
+        [Test]
+        public void GetSymbol_WithWhitespaceSymbolName_Should_ReturnWhitespace()
+        {
+            // arrange
+            var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "   ");
+            var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
+                (b, q, t, d) => $"{b}-{q}");
+
+            // act
+            var result = symbol.GetSymbol(formatFunc);
+
+            // assert
+            Assert.That(result, Is.EqualTo("   "));
+        }
+
+        [Test]
+        public void SharedSymbol_RecordEquality_SameValues_Should_BeEqual()
+        {
+            // arrange
+            var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+            var symbol2 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+
+            // act & assert
+            Assert.That(symbol1, Is.EqualTo(symbol2));
+        }
+
+        [Test]
+        public void SharedSymbol_RecordEquality_DifferentBaseAsset_Should_NotBeEqual()
+        {
+            // arrange
+            var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+            var symbol2 = new SharedSymbol(TradingMode.Spot, "ETH", "USDT");
+
+            // act & assert
+            Assert.That(symbol1, Is.Not.EqualTo(symbol2));
+        }
+
+        [Test]
+        public void SharedSymbol_RecordEquality_DifferentQuoteAsset_Should_NotBeEqual()
+        {
+            // arrange
+            var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+            var symbol2 = new SharedSymbol(TradingMode.Spot, "BTC", "EUR");
+
+            // act & assert
+            Assert.That(symbol1, Is.Not.EqualTo(symbol2));
+        }
+
+        [Test]
+        public void SharedSymbol_RecordEquality_DifferentTradingMode_Should_NotBeEqual()
+        {
+            // arrange
+            var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+            var symbol2 = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
+
+            // act & assert
+            Assert.That(symbol1, Is.Not.EqualTo(symbol2));
+        }
+
+        [Test]
+        public void SharedSymbol_RecordEquality_DifferentDeliveryTime_Should_NotBeEqual()
+        {
+            // arrange
+            var deliveryTime1 = new DateTime(2026, 6, 25);
+            var deliveryTime2 = new DateTime(2026, 9, 25);
+            var symbol1 = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime1);
+            var symbol2 = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime2);
+
+            // act & assert
+            Assert.That(symbol1, Is.Not.EqualTo(symbol2));
+        }
+
+        [Test]
+        public void SharedSymbol_RecordEquality_DifferentSymbolName_Should_NotBeEqual()
+        {
+            // arrange
+            var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "BTCUSDT");
+            var symbol2 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "BTC-USDT");
+
+            // act & assert
+            Assert.That(symbol1, Is.Not.EqualTo(symbol2));
+        }
+
+        [Test]
+        public void SharedSymbol_RecordEquality_OneWithSymbolNameOneWithout_Should_NotBeEqual()
+        {
+            // NOTE; although this should probably be equal it's considered not because the SymbolName property isn't equal
+            // Overridding equality to ignore SymbolName would be possible but would break the default record equality behavior and cause confusion
+
+            // arrange
+            var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "BTCUSDT");
+            var symbol2 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+
+            // act & assert
+            Assert.That(symbol1, Is.Not.EqualTo(symbol2));
+        }
+
+        [Test]
+        public void SharedSymbol_RecordEquality_WithAllPropertiesSet_Should_BeEqual()
+        {
+            // arrange
+            var deliveryTime = new DateTime(2026, 6, 25);
+            var symbol1 = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime)
+            {
+                SymbolName = "BTCUSDT-0625"
+            };
+            var symbol2 = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime)
+            {
+                SymbolName = "BTCUSDT-0625"
+            };
+
+            // act & assert
+            Assert.That(symbol1, Is.EqualTo(symbol2));
+        }
+
+        [Test]
+        public void SharedSymbol_Properties_Should_BeSettable()
+        {
+            // arrange
+            var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
+
+            // act
+            symbol.BaseAsset = "ETH";
+            symbol.QuoteAsset = "EUR";
+            symbol.TradingMode = TradingMode.PerpetualLinear;
+            symbol.SymbolName = "CUSTOM";
+            symbol.DeliverTime = DateTime.UtcNow;
+
+            // assert
+            Assert.That(symbol.BaseAsset, Is.EqualTo("ETH"));
+            Assert.That(symbol.QuoteAsset, Is.EqualTo("EUR"));
+            Assert.That(symbol.TradingMode, Is.EqualTo(TradingMode.PerpetualLinear));
+            Assert.That(symbol.SymbolName, Is.EqualTo("CUSTOM"));
+            Assert.That(symbol.DeliverTime, Is.Not.Null);
+        }
+
+        [Test]
+        public void SharedSymbol_WithSpecialCharactersInAssets_Should_HandleCorrectly()
+        {
+            // arrange
+            var baseAsset = "BTC-123";
+            var quoteAsset = "USDT_2.0";
+
+            // act
+            var symbol = new SharedSymbol(TradingMode.Spot, baseAsset, quoteAsset);
+
+            // assert
+            Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
+            Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
+        }
+
+        [Test]
+        public void SharedSymbol_WithLongAssetNames_Should_HandleCorrectly()
+        {
+            // arrange
+            var baseAsset = "VERYLONGASSETNAMEFORTESTING";
+            var quoteAsset = "ANOTHERVERYLONGASSETNAME";
+
+            // act
+            var symbol = new SharedSymbol(TradingMode.Spot, baseAsset, quoteAsset);
+
+            // assert
+            Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
+            Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
+        }
+    }
+}

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -304,55 +304,9 @@ namespace CryptoExchange.Net.Clients
                 return new CallResult<UpdateSubscription>(new ServerError(new ErrorInfo(ErrorType.WebsocketPaused, "Socket is paused")));
             }
 
-            void HandleSubscriptionComplete(bool success, object? response)
-            {
-                if (!success)
-                    return;
-
-                subscription.HandleSubQueryResponse(socketConnection, response);
-                subscription.Status = SubscriptionStatus.Subscribed;
-                if (ct != default)
-                {
-                    subscription.CancellationTokenRegistration = ct.Register(async () =>
-                    {
-                        _logger.CancellationTokenSetClosingSubscription(socketConnection.SocketId, subscription.Id);
-                        await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
-                    }, false);
-                }
-            }
-
-            subscription.Status = SubscriptionStatus.Subscribing;
-            var subQuery = subscription.CreateSubscriptionQuery(socketConnection);
-            if (subQuery != null)
-            {
-                subQuery.OnComplete = () => HandleSubscriptionComplete(subQuery.Result?.Success ?? false, subQuery.Response);
-
-                // Send the request and wait for answer
-                var subResult = await socketConnection.SendAndWaitQueryAsync(subQuery, ct).ConfigureAwait(false);
-                if (!subResult)
-                {
-                    var isTimeout = subResult.Error is CancellationRequestedError;
-                    if (isTimeout && subscription.Status == SubscriptionStatus.Subscribed)
-                    {
-                        // No response received, but the subscription did receive updates. We'll assume success
-                    }
-                    else
-                    {
-                        _logger.FailedToSubscribe(socketConnection.SocketId, subResult.Error?.ToString());
-                        // If this was a server process error we still might need to send an unsubscribe to prevent messages coming in later
-                        subscription.Status = SubscriptionStatus.Pending;
-                        await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
-                        return new CallResult<UpdateSubscription>(subResult.Error!);
-                    }
-                }
-
-                if (!subQuery.ExpectsResponse)
-                    HandleSubscriptionComplete(true, null);
-            }
-            else 
-            {
-                HandleSubscriptionComplete(true, null);
-            }
+            var subscribeResult = await socketConnection.TrySubscribeAsync(subscription, true, ct).ConfigureAwait(false);
+            if (!subscribeResult)
+                return new CallResult<UpdateSubscription>(subscribeResult.Error!);
 
             _logger.SubscriptionCompletedSuccessfully(socketConnection.SocketId, subscription.Id);
             return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));

CryptoExchange.Net/Converters/SystemTextJson/EnumConverter.cs

@@ -168,7 +168,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                     if (!_unknownValuesWarned.Contains(stringValue))
                     {
                         _unknownValuesWarned.Add(stringValue!);
-                        LibraryHelpers.StaticLogger?.LogWarning($"Cannot map enum value. EnumType: {enumType.FullName}, Value: {stringValue}, Known values: {string.Join(", ", _mappingToEnum!.Select(m => m.Value))}. If you think {stringValue} should added please open an issue on the Github repo");
+                        LibraryHelpers.StaticLogger?.LogWarning($"Cannot map enum value. EnumType: {enumType.FullName}, Value: {stringValue}, Known values: [{string.Join(", ", _mappingToEnum!.Select(m => $"{m.StringValue}: {m.Value}"))}]. If you think {stringValue} should added please open an issue on the Github repo");
                     }
                 }
 
@@ -246,6 +246,12 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             {
                 // If no explicit mapping is found try to parse string
                 result = (T)Enum.Parse(objectType, value, true);
+                if (!Enum.IsDefined(objectType, result))
+                {
+                    result = default;
+                    return false;
+                }
+
                 return true;
             }
             catch (Exception)

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -6,9 +6,9 @@
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
     <Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
-    <PackageVersion>10.4.1</PackageVersion>
-    <AssemblyVersion>10.4.1</AssemblyVersion>
-    <FileVersion>10.4.1</FileVersion>
+    <PackageVersion>10.5.4</PackageVersion>
+    <AssemblyVersion>10.5.4</AssemblyVersion>
+    <FileVersion>10.5.4</FileVersion>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
     <PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
     <RepositoryType>git</RepositoryType>

CryptoExchange.Net/Logging/Extensions/SocketConnectionLoggingExtension.cs

@@ -37,7 +37,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         private static readonly Action<ILogger, int, string, Exception?> _sendingPeriodic;
         private static readonly Action<ILogger, int, string, string, Exception?> _periodicSendFailed;
         private static readonly Action<ILogger, int, int, string, Exception?> _sendingData;
-        private static readonly Action<ILogger, int, string, string, Exception?> _receivedMessageNotMatchedToAnyListener;
+        private static readonly Action<ILogger, int, string, string, string, Exception?> _receivedMessageNotMatchedToAnyListener;
         private static readonly Action<ILogger, int, int, int, Exception?> _sendingByteData;
 
         static SocketConnectionLoggingExtension()
@@ -177,10 +177,10 @@ namespace CryptoExchange.Net.Logging.Extensions
                 new EventId(2028, "SendingData"),
                 "[Sckt {SocketId}] [Req {RequestId}] sending message: {Data}");
 
-            _receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string>(
+            _receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string, string>(
                 LogLevel.Warning,
                 new EventId(2029, "ReceivedMessageNotMatchedToAnyListener"),
-                "[Sckt {SocketId}] received message not matched to any listener. ListenId: {ListenId}, current listeners: [{ListenIds}]");
+                "[Sckt {SocketId}] received message not matched to any listener. TypeIdentifier: {TypeIdentifier}, ListenId: {ListenId}, current listeners: [{ListenIds}]");
 
             _failedToParse = LoggerMessage.Define<int, string>(
                 LogLevel.Warning,
@@ -326,9 +326,9 @@ namespace CryptoExchange.Net.Logging.Extensions
             _sendingData(logger, socketId, requestId, data, null);
         }
 
-        public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string listenId, string listenIds)
+        public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string typeIdentifier, string listenId, string listenIds)
         {
-            _receivedMessageNotMatchedToAnyListener(logger, socketId, listenId, listenIds, null);
+            _receivedMessageNotMatchedToAnyListener(logger, socketId, typeIdentifier, listenId, listenIds, null);
         }
 
         public static void SendingByteData(this ILogger logger, int socketId, int requestId, int length)

CryptoExchange.Net/SharedApis/Models/ExchangeParameters.cs

@@ -1,5 +1,6 @@
 using System;
 using System.Collections.Generic;
+using System.Data.Common;
 using System.Linq;
 
 namespace CryptoExchange.Net.SharedApis
@@ -99,6 +100,9 @@ namespace CryptoExchange.Net.SharedApis
             if (val == null)
                 return default;
 
+            if (val.Value is T typeVal)
+                return typeVal;
+
             try
             {
                 Type t = Nullable.GetUnderlyingType(typeof(T)) ?? typeof(T);

CryptoExchange.Net/Sockets/Default/CryptoExchangeWebSocketClient.cs

@@ -87,7 +87,8 @@ namespace CryptoExchange.Net.Sockets.Default
             get
             {
                 UpdateReceivedMessages();
-                return Math.Round(_prevSlotBytesReceived * (_lastBytesReceivedUpdate - _prevSlotBytesReceivedUpdate).TotalSeconds / 1000);
+                var seconds = (_lastBytesReceivedUpdate - _prevSlotBytesReceivedUpdate).TotalSeconds;
+                return seconds > 0 ? Math.Round(_prevSlotBytesReceived / seconds / 1000) : 0;
             }
         }
 

CryptoExchange.Net/Sockets/Default/SocketConnection.cs

@@ -633,22 +633,37 @@ namespace CryptoExchange.Net.Sockets.Default
                         if (route.TypeIdentifier != typeIdentifier)
                             continue;
 
-                        if (topicFilter == null
-                            || route.TopicFilter == null 
-                            || route.TopicFilter.Equals(topicFilter, StringComparison.Ordinal))
+                        // Forward message rules:
+                        // | Message Topic | Route Topic Filter | Topics Match | Forward | Description
+                        // |       N       |          N         |      -       |    Y    | No topic filter applied
+                        // |       N       |          Y         |      -       |    N    | Route only listens to specific topic
+                        // |       Y       |          N         |      -       |    Y    | Route listens to all message regardless of topic
+                        // |       Y       |          Y         |      Y       |    Y    | Route listens to specific message topic
+                        // |       Y       |          Y         |      N       |    N    | Route listens to different topic
+                        if (topicFilter == null)
                         {
-                            processed = true;
-
-                            if (isQuery && query!.Completed)
+                            if (route.TopicFilter != null)
+                                // No topic on message, but route is filtering on topic
                                 continue;
-
-                            processor.Handle(this, receiveTime, originalData, result, route);
-                            if (isQuery && !route.MultipleReaders)
-                            {
-                                complete = true;
-                                break;
-                            }
                         }
+                        else
+                        {
+                            if (route.TopicFilter != null && !route.TopicFilter.Equals(topicFilter, StringComparison.Ordinal))
+                                // Message has a topic, and the route has a filter for another topic
+                                continue;
+                        }
+
+                        processed = true;
+
+                        if (isQuery && query!.Completed)
+                            continue;
+
+                        processor.Handle(this, receiveTime, originalData, result, route);
+                        if (isQuery && !route.MultipleReaders)
+                        {
+                            complete = true;
+                            break;
+                        }                        
                     }
 
                     if (complete)
@@ -658,10 +673,16 @@ namespace CryptoExchange.Net.Sockets.Default
 
             if (!processed)
             {
-                lock (_listenersLock)
+                if (!ApiClient.HandleUnhandledMessage(this, typeIdentifier, data))
                 {
-                    _logger.ReceivedMessageNotMatchedToAnyListener(SocketId, topicFilter!,
-                        string.Join(",", _listeners.Select(x => string.Join(",", x.MessageRouter.Routes.Select(x => x.TopicFilter != null ? string.Join(",", x.TopicFilter) : "[null]")))));
+                    lock (_listenersLock)
+                    {
+                        _logger.ReceivedMessageNotMatchedToAnyListener(
+                            SocketId,
+                            typeIdentifier,
+                            topicFilter!,
+                            string.Join(",", _listeners.Select(x => string.Join(",", x.MessageRouter.Routes.Where(x => x.TypeIdentifier == typeIdentifier).Select(x => x.TopicFilter != null ? string.Join(",", x.TopicFilter) : "[null]")))));
+                    }
                 }
             }
         }
@@ -930,7 +951,7 @@ namespace CryptoExchange.Net.Sockets.Default
                     return SendStringAsync(requestId, str, weight);
 
                 str = stringSerializer.Serialize(obj);
-                return SendAsync(requestId, str, weight);
+                return SendStringAsync(requestId, str, weight);
             }
 
             throw new Exception("Unknown serializer when sending message");
@@ -1064,40 +1085,8 @@ namespace CryptoExchange.Net.Sockets.Default
                 var taskList = new List<Task<CallResult>>();
                 foreach (var subscription in subList)
                 {
-                    subscription.ConnectionInvocations = 0;
-                    if (!subscription.Active)
-                        // Can be closed during resubscribing
-                        continue;
-
-                    subscription.Status = SubscriptionStatus.Subscribing;
-                    var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
-                    if (!result)
-                    {
-                        _logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
-                        subscription.Status = SubscriptionStatus.Pending;
-                        return result;
-                    }
-
-                    var subQuery = subscription.CreateSubscriptionQuery(this);
-                    if (subQuery == null)
-                    {
-                        subscription.Status = SubscriptionStatus.Subscribed;
-                        continue;
-                    }
-                    subQuery.OnComplete = () =>
-                    {
-                        subscription.Status = subQuery.Result!.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
-                        subscription.HandleSubQueryResponse(this, subQuery.Response);
-                    };
-
-                    taskList.Add(SendAndWaitQueryAsync(subQuery));
-
-                    if (!subQuery.ExpectsResponse)
-                    {
-                        // If there won't be an answer we can immediately set this
-                        subscription.Status = SubscriptionStatus.Subscribed;
-                        subscription.HandleSubQueryResponse(this, null);
-                    }
+                    var subscribeTask = TrySubscribeAsync(subscription, false, default);
+                    taskList.Add(subscribeTask);
                 }
 
                 await Task.WhenAll(taskList).ConfigureAwait(false);
@@ -1114,6 +1103,61 @@ namespace CryptoExchange.Net.Sockets.Default
             return CallResult.SuccessResult;
         }
 
+        protected internal async Task<CallResult> TrySubscribeAsync(Subscription subscription, bool newSubscription, CancellationToken subCancelToken)
+        {
+            subscription.ConnectionInvocations = 0;
+
+            if (!newSubscription)
+            {
+                if (!subscription.Active)
+                    // Can be closed during resubscribing
+                    return CallResult.SuccessResult;
+
+                var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
+                if (!result)
+                {
+                    _logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
+                    subscription.Status = SubscriptionStatus.Pending;
+                    return result;
+                }
+            }
+
+            subscription.Status = SubscriptionStatus.Subscribing;
+            var subQuery = subscription.CreateSubscriptionQuery(this);
+            if (subQuery == null)
+            {
+                // No sub query, so successful
+                subscription.Status = SubscriptionStatus.Subscribed;
+                return CallResult.SuccessResult;
+            }
+
+            subQuery.OnComplete = () =>
+            {
+                subscription.Status = subQuery.Result!.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
+                subscription.HandleSubQueryResponse(this, subQuery.Response);
+                if (newSubscription && subQuery.Result.Success && subCancelToken != default)
+                {
+                    subscription.CancellationTokenRegistration = subCancelToken.Register(async () =>
+                    {
+                        _logger.CancellationTokenSetClosingSubscription(SocketId, subscription.Id);
+                        await CloseAsync(subscription).ConfigureAwait(false);
+                    }, false);
+                }
+            };
+
+            var subQueryResult = await SendAndWaitQueryAsync(subQuery).ConfigureAwait(false);
+            if (!subQueryResult)
+            {
+                _logger.FailedToSubscribe(SocketId, subQueryResult.Error?.ToString());
+                // If this was a server process error or timeout we still send an unsubscribe to prevent messages coming in later
+                if (newSubscription)
+                    await CloseAsync(subscription).ConfigureAwait(false);
+                return new CallResult<UpdateSubscription>(subQueryResult.Error!);
+            }
+
+            return subQueryResult;
+        }
+
         internal async Task UnsubscribeAsync(Subscription subscription)
         {
             var unsubscribeRequest = subscription.CreateUnsubscriptionQuery(this);

CryptoExchange.Net/Sockets/Default/Subscription.cs

@@ -174,6 +174,14 @@ namespace CryptoExchange.Net.Sockets.Default
         {
             ConnectionInvocations++;
             TotalInvocations++;
+            if (SubscriptionQuery != null && !SubscriptionQuery.Completed && SubscriptionQuery.TimeoutBehavior == TimeoutBehavior.Succeed)
+            {
+                // The subscription query is one where it is successful if there is no error returned
+                // Since we've received a data update for the subscription we can assume the subscribe query was successful
+                // Call timeout to complete 
+                SubscriptionQuery.Timeout();
+            }
+
             return route.Handle(connection, receiveTime, originalData, data);
         }
 

CryptoExchange.Net/Sockets/Query.cs

@@ -127,8 +127,8 @@ namespace CryptoExchange.Net.Sockets
             }
             else
             {
-                Completed = true;
                 Result = CallResult.SuccessResult;
+                Completed = true;
                 _event.Set();
             }
         }
@@ -216,12 +216,12 @@ namespace CryptoExchange.Net.Sockets
             if (Completed)
                 return;
                         
-            Completed = true;
             if (TimeoutBehavior == TimeoutBehavior.Fail)
                 Result = new CallResult<THandlerResponse>(new TimeoutError());
             else
                 Result = new CallResult<THandlerResponse>(default, null, default);
 
+            Completed = true;
             _event.Set();
             OnComplete?.Invoke();
         }
@@ -234,6 +234,7 @@ namespace CryptoExchange.Net.Sockets
 
             Result = new CallResult<THandlerResponse>(error);
             Completed = true;
+
             _event.Set();
             OnComplete?.Invoke();
         }

CryptoExchange.Net/Trackers/UserData/Interfaces/IUserDataTracker.cs

@@ -16,13 +16,6 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
         /// </summary>
         bool Connected { get; }
 
-        /// <summary>
-        /// Currently tracked symbols. Data for these symbols will be requested when polling. 
-        /// Websocket updates will be available for all symbols regardless.
-        /// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
-        /// </summary>
-        IEnumerable<SharedSymbol> TrackedSymbols { get; }
-
         /// <summary>
         /// On connection status change. Might trigger multiple times with the same status depending on the underlying subscriptions.
         /// </summary>

CryptoExchange.Net/Trackers/UserData/Interfaces/IUserFuturesDataTracker.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.SharedApis;
 using CryptoExchange.Net.Trackers.UserData.Objects;
 using System;
+using System.Collections.Generic;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Trackers.UserData.Interfaces
@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
         /// </summary>
         public string Exchange { get; }
 
+        /// <summary>
+        /// Currently tracked symbols. Data for these symbols will be requested when polling. 
+        /// Websocket updates will be available for all symbols regardless.
+        /// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
+        /// </summary>
+        IEnumerable<SharedSymbol> TrackedSymbols { get; }
+
         /// <summary>
         /// Balances tracker
         /// </summary>

CryptoExchange.Net/Trackers/UserData/Interfaces/IUserSpotDataTracker.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.SharedApis;
 using CryptoExchange.Net.Trackers.UserData.Objects;
 using System;
+using System.Collections.Generic;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Trackers.UserData.Interfaces
@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
         /// </summary>
         public string Exchange { get; }
 
+        /// <summary>
+        /// Currently tracked symbols. Data for these symbols will be requested when polling. 
+        /// Websocket updates will be available for all symbols regardless.
+        /// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
+        /// </summary>
+        IEnumerable<SharedSymbol> TrackedSymbols { get; }
+
         /// <summary>
         /// Balances tracker
         /// </summary>

CryptoExchange.Net/Trackers/UserData/ItemTrackers/BalanceTracker.cs

@@ -22,12 +22,13 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public BalanceTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             IBalanceRestClient restClient,
             IBalanceSocketClient? socketClient,
             SharedAccountType accountType,
             TrackerItemConfig config,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Balances, restClient.Exchange, config, false, null)
+            ) : base(logger, symbolTracker, UserDataType.Balances, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };

CryptoExchange.Net/Trackers/UserData/ItemTrackers/FuturesOrderTracker.cs

@@ -19,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         private readonly IFuturesOrderSocketClient? _socketClient;
         private readonly ExchangeParameters? _exchangeParameters;
         private readonly bool _requiresSymbolParameterOpenOrders;
+        private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
 
         internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
 
@@ -27,13 +28,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public FuturesOrderTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             IFuturesOrderRestClient restClient,
             IFuturesOrderSocketClient? socketClient,
             TrackerItemConfig config,
             IEnumerable<SharedSymbol> symbols,
             bool onlyTrackProvidedSymbols,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Orders, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Orders, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -129,6 +131,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 // status changed from open to not open
                 return true;
 
+            if (existingItem.Status != SharedOrderStatus.Open
+                && updateItem.Status != SharedOrderStatus.Open
+                && existingItem.Status != updateItem.Status)
+            {
+                _logger.LogWarning("Invalid order update detected for order {OrderId}; current status: {OldStatus}, new status: {NewStatus}", existingItem.OrderId, existingItem.Status, updateItem.Status);
+                return false;
+            }
+
             if (existingItem.Status != SharedOrderStatus.Open && updateItem.Status == SharedOrderStatus.Open)
                 // status changed from not open to open; stale
                 return false;
@@ -225,7 +235,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             }
             else
             {
-                foreach (var symbol in _symbols.ToList())
+                foreach (var symbol in _symbolTracker.GetTrackedSymbols())
                 {
                     var openOrdersResult = await _restClient.GetOpenFuturesOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                     if (!openOrdersResult.Success)
@@ -243,11 +253,30 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                     }
                 }
             }
-                
-            foreach (var symbol in _symbols.ToList())
+
+            if (!_firstPollDone && anyError)
+                return anyError;
+
+            // Check all current open orders
+            // Keep track of the orders no longer returned in the open list
+            // Order should be set to canceled state when it's no longer returned in the open list
+            // but also is not returned in the closed list
+            foreach (var order in Values.Where(x => x.Status == SharedOrderStatus.Open))
             {
-                var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
-                var updatedPollTime = DateTime.UtcNow;
+                if (openOrders.Any(x => x.OrderId == order.OrderId))
+                    continue;
+
+                if (!_openOrderNotReturnedTimes.ContainsKey(order.OrderId))
+                    _openOrderNotReturnedTimes[order.OrderId] = 0;
+
+                _openOrderNotReturnedTimes[order.OrderId] += 1;
+            }
+
+            var updatedPollTime = DateTime.UtcNow;
+            foreach (var symbol in _symbolTracker.GetTrackedSymbols())
+            {
+                DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
+
                 var closedOrdersResult = await _restClient.GetClosedFuturesOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!closedOrdersResult.Success)
                 {
@@ -259,22 +288,26 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
                 else
                 {
-                    _lastDataTimeBeforeDisconnect = null;
-                    _lastPollTime = updatedPollTime;
-
                     // Filter orders to only include where close time is after the start time
                     var relevantOrders = closedOrdersResult.Data.Where(x =>
-                        x.UpdateTime != null && x.UpdateTime >= _startTime // Updated after the tracker start time
-                        || x.CreateTime != null && x.CreateTime >= _startTime // Created after the tracker start time
-                        || x.CreateTime == null && x.UpdateTime == null // Unknown time
+                        (x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start time
+                        || (x.CreateTime != null && x.CreateTime >= _startTime) // Created after the tracker start time
+                        || (x.CreateTime == null && x.UpdateTime == null) // Unknown time
+                        || (Values.Any(e => e.OrderId == x.OrderId && x.Status == SharedOrderStatus.Open)) // Or we're currently tracking this open order
                     ).ToArray();
 
                     // Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
                     var openOrdersNotReturned = Values.Where(x =>
-                        x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset // Orders for the same symbol
-                        && x.QuantityFilled?.IsZero == true // With no filled value
-                        && !openOrders.Any(r => r.OrderId == x.OrderId) // Not returned in open orders
-                        && !relevantOrders.Any(r => r.OrderId == x.OrderId) // Not return in closed orders
+                        // Orders for the same symbol
+                        x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset
+                        // With no filled value
+                        && x.QuantityFilled?.IsZero == true
+                        // Not returned in open orders
+                        && !openOrders.Any(r => r.OrderId == x.OrderId)
+                        // Not returned in closed orders
+                        && !relevantOrders.Any(r => r.OrderId == x.OrderId)
+                        // Open order has not been returned in the open list at least 2 times
+                        && (_openOrderNotReturnedTimes.TryGetValue(x.OrderId, out var notReturnedTimes) ? notReturnedTimes >= 2 : false)
                         ).ToList();
 
                     var additionalUpdates = new List<SharedFuturesOrder>();
@@ -292,7 +325,64 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
             }
 
+            if (!anyError)
+            {
+                _lastPollTime = updatedPollTime;
+                _lastDataTimeBeforeDisconnect = null;
+            }
+
             return anyError;
         }
+
+        private DateTime? GetClosedOrdersRequestStartTime(SharedSymbol symbol)
+        {
+            // Determine the timestamp from which we need to check order status
+            // Use the timestamp we last know the correct state of the data
+            DateTime? fromTime = null;
+            string? source = null;
+
+            // Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
+            if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
+            {
+                fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
+                source = "LastDataTimeBeforeDisconnect";
+            }
+
+            // If we've previously polled use that timestamp to request data from
+            if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
+            {
+                fromTime = _lastPollTime;
+                source = "LastPollTime";
+            }
+
+                // If we known open orders with a create time before this time we need to use that timestamp to make sure that order is included in the response
+            var trackedOrdersMinOpenTime = Values
+                .Where(x => x.Status == SharedOrderStatus.Open && x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
+                .OrderBy(x => x.CreateTime)
+                .FirstOrDefault()?.CreateTime;
+            if (trackedOrdersMinOpenTime.HasValue && (fromTime == null || trackedOrdersMinOpenTime.Value < fromTime))
+            {
+                // Could be improved by only requesting the specific open orders if there are only a few that would be better than trying to request a long
+                // history if the open order is far back
+                fromTime = trackedOrdersMinOpenTime.Value.AddMilliseconds(-1);
+                source = "OpenOrder";
+            }
+
+            if (fromTime == null)
+            {
+                fromTime = _startTime;
+                source = "StartTime";
+            }
+
+            if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
+            {
+                // Set it to at least a seconds in the past to prevent issues
+                fromTime = DateTime.UtcNow.AddSeconds(-1);
+            }
+
+            _logger.LogTrace("{DataType}.{Symbol} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}",
+                DataType, $"{symbol.BaseAsset}/{symbol.QuoteAsset}", source, fromTime);
+            return fromTime!.Value;
+        }
     }
 }

CryptoExchange.Net/Trackers/UserData/ItemTrackers/FuturesUserTradeTracker.cs

@@ -26,13 +26,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public FuturesUserTradeTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             IFuturesOrderRestClient restClient,
             IUserTradeSocketClient? socketClient,
             TrackerItemConfig config,
             IEnumerable<SharedSymbol> symbols,
             bool onlyTrackProvidedSymbols,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Trades, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Trades, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -55,10 +56,10 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         protected override async Task<bool> DoPollAsync()
         {
             var anyError = false;
-            foreach (var symbol in _symbols)
+            var fromTimeTrades = GetTradesRequestStartTime();
+            var updatedPollTime = DateTime.UtcNow;
+            foreach (var symbol in _symbolTracker.GetTrackedSymbols())
             {
-                var fromTimeTrades = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
-                var updatedPollTime = DateTime.UtcNow;
                 var tradesResult = await _restClient.GetFuturesUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!tradesResult.Success)
                 {
@@ -80,9 +81,53 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
             }
 
+            if (!anyError)
+            {
+                _lastDataTimeBeforeDisconnect = null;
+                _lastPollTime = updatedPollTime;
+            }
+
             return anyError;
         }
 
+        private DateTime? GetTradesRequestStartTime()
+        {
+            // Determine the timestamp from which we need to check order status
+            // Use the timestamp we last know the correct state of the data
+            DateTime? fromTime = null;
+            string? source = null;
+
+            // Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
+            if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
+            {
+                fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
+                source = "LastDataTimeBeforeDisconnect";
+            }
+
+            // If we've previously polled use that timestamp to request data from
+            if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
+            {
+                fromTime = _lastPollTime;
+                source = "LastPollTime";
+            }
+
+            if (fromTime == null)
+            {
+                fromTime = _startTime;
+                source = "StartTime";
+            }
+
+            var now = DateTime.UtcNow;
+            if (now - fromTime < TimeSpan.FromSeconds(1))
+            {
+                // Set it to at least a seconds in the past to prevent issues
+                fromTime = now.AddSeconds(-1);
+            }
+
+            _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
+            return fromTime!.Value;
+        }
+
         /// <inheritdoc />
         protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey)
         {

CryptoExchange.Net/Trackers/UserData/ItemTrackers/PositionTracker.cs

@@ -29,6 +29,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public PositionTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             IFuturesOrderRestClient restClient,
             IPositionSocketClient? socketClient,
             TrackerItemConfig config,
@@ -36,7 +37,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             bool onlyTrackProvidedSymbols,
             bool websocketPositionUpdatesAreFullSnapshots,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Positions, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Positions, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -118,9 +119,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                     {
                         toRemove ??= new List<SharedPosition>();
                         toRemove.Add(item);
+                        _logger.LogWarning("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, GetKey(item));
                     }
-                    else if (_onlyTrackProvidedSymbols
-                        && !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
+                    else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
                     {
                         toRemove ??= new List<SharedPosition>();
                         toRemove.Add(item);
@@ -131,8 +132,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             if (toRemove != null)
                 @event = @event.Except(toRemove).ToArray();
 
-            if (!_onlyTrackProvidedSymbols)
-                UpdateSymbolsList(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
+            _symbolTracker.UpdateTrackedSymbols(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
             
 
             // Update local store

CryptoExchange.Net/Trackers/UserData/ItemTrackers/SpotOrderTracker.cs

@@ -19,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         private readonly ISpotOrderSocketClient? _socketClient;
         private readonly ExchangeParameters? _exchangeParameters;
         private readonly bool _requiresSymbolParameterOpenOrders;
+        private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
 
         internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
 
@@ -27,13 +28,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public SpotOrderTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             ISpotOrderRestClient restClient,
             ISpotOrderSocketClient? socketClient,
             TrackerItemConfig config,
             IEnumerable<SharedSymbol> symbols,
             bool onlyTrackProvidedSymbols,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Orders, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Orders, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -140,6 +142,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 // status changed from open to not open
                 return true;
 
+            if (existingItem.Status != SharedOrderStatus.Open 
+                && updateItem.Status != SharedOrderStatus.Open 
+                && existingItem.Status != updateItem.Status)
+            {
+                _logger.LogWarning("Invalid order update detected for order {OrderId}; current status: {OldStatus}, new status: {NewStatus}", existingItem.OrderId, existingItem.Status, updateItem.Status);
+                return false;
+            }
+
             if (existingItem.Status != SharedOrderStatus.Open && updateItem.Status == SharedOrderStatus.Open)
                 // status changed from not open to open; stale
                 return false;
@@ -236,7 +246,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             }
             else
             {
-                foreach (var symbol in _symbols.ToList())
+                foreach (var symbol in _symbolTracker.GetTrackedSymbols())
                 {
                     var openOrdersResult = await _restClient.GetOpenSpotOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                     if (!openOrdersResult.Success)
@@ -258,10 +268,27 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             if (!_firstPollDone && anyError)
                 return anyError;
 
-            foreach (var symbol in _symbols.ToList())
+            // Check all current open orders
+            // Keep track of the orders no longer returned in the open list
+            // Order should be set to canceled state when it's no longer returned in the open list
+            // but also is not returned in the closed list
+            foreach (var order in Values.Where(x => x.Status == SharedOrderStatus.Open))
             {
-                var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
-                var updatedPollTime = DateTime.UtcNow;
+                if (openOrders.Any(x => x.OrderId == order.OrderId))
+                    continue;
+
+                if (!_openOrderNotReturnedTimes.ContainsKey(order.OrderId))
+                    _openOrderNotReturnedTimes[order.OrderId] = 0;
+
+                _openOrderNotReturnedTimes[order.OrderId] += 1;
+            }
+
+            var updatedPollTime = DateTime.UtcNow;
+            foreach (var symbol in _symbolTracker.GetTrackedSymbols())
+            {
+                DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
+
+               
                 var closedOrdersResult = await _restClient.GetClosedSpotOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!closedOrdersResult.Success)
                 {
@@ -273,22 +300,26 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
                 else
                 {
-                    _lastDataTimeBeforeDisconnect = null;
-                    _lastPollTime = updatedPollTime;
-
                     // Filter orders to only include where close time is after the start time
                     var relevantOrders = closedOrdersResult.Data.Where(x =>
-                        x.UpdateTime != null && x.UpdateTime >= _startTime // Updated after the tracker start time
-                        || x.CreateTime != null && x.CreateTime >= _startTime // Created after the tracker start time
-                        || x.CreateTime == null && x.UpdateTime == null // Unknown time
+                        (x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start time
+                        || (x.CreateTime != null && x.CreateTime >= _startTime) // Created after the tracker start time
+                        || (x.CreateTime == null && x.UpdateTime == null) // Unknown time
+                        || (Values.Any(e => e.OrderId == x.OrderId && x.Status == SharedOrderStatus.Open)) // Or we're currently tracking this open order
                     ).ToArray();
 
                     // Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
                     var openOrdersNotReturned = Values.Where(x =>
-                        x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset // Orders for the same symbol
-                        && x.QuantityFilled?.IsZero == true // With no filled value
-                        && !openOrders.Any(r => r.OrderId == x.OrderId) // Not returned in open orders
-                        && !relevantOrders.Any(r => r.OrderId == x.OrderId) // Not return in closed orders
+                        // Orders for the same symbol
+                        x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset
+                        // With no filled value
+                        && x.QuantityFilled?.IsZero == true
+                        // Not returned in open orders
+                        && !openOrders.Any(r => r.OrderId == x.OrderId)
+                        // Not returned in closed orders
+                        && !relevantOrders.Any(r => r.OrderId == x.OrderId)
+                        // Open order has not been returned in the open list at least 2 times
+                        && (_openOrderNotReturnedTimes.TryGetValue(x.OrderId, out var notReturnedTimes) ? notReturnedTimes >= 2 : false)
                         ).ToList();
 
                     var additionalUpdates = new List<SharedSpotOrder>();
@@ -306,7 +337,64 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
             }
 
+            if (!anyError)
+            {
+                _lastDataTimeBeforeDisconnect = null;
+                _lastPollTime = updatedPollTime;
+            }
+
             return anyError;
         }
+
+        private DateTime? GetClosedOrdersRequestStartTime(SharedSymbol symbol)
+        {
+            // Determine the timestamp from which we need to check order status
+            // Use the timestamp we last know the correct state of the data
+            DateTime? fromTime = null;
+            string? source = null;
+
+            // Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
+            if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
+            {
+                fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
+                source = "LastDataTimeBeforeDisconnect";
+            }
+
+            // If we've previously polled use that timestamp to request data from
+            if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
+            {
+                fromTime = _lastPollTime;
+                source = "LastPollTime";
+            }
+
+            // If we known open orders with a create time before this time we need to use that timestamp to make sure that order is included in the response
+            var trackedOrdersMinOpenTime = Values
+                .Where(x => x.Status == SharedOrderStatus.Open && x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
+                .OrderBy(x => x.CreateTime)
+                .FirstOrDefault()?.CreateTime;
+            if (trackedOrdersMinOpenTime.HasValue && (fromTime == null || trackedOrdersMinOpenTime.Value < fromTime))
+            {
+                // Could be improved by only requesting the specific open orders if there are only a few that would be better than trying to request a long
+                // history if the open order is far back
+                fromTime = trackedOrdersMinOpenTime.Value.AddMilliseconds(-1);
+                source = "OpenOrder";
+            }
+
+            if (fromTime == null)
+            {
+                fromTime = _startTime;
+                source = "StartTime";
+            }
+
+            if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
+            {
+                // Set it to at least a seconds in the past to prevent issues
+                fromTime = DateTime.UtcNow.AddSeconds(-1);
+            }
+
+            _logger.LogTrace("{DataType}.{Symbol} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}",
+                DataType, $"{symbol.BaseAsset}/{symbol.QuoteAsset}", source, fromTime);
+            return fromTime!.Value;
+        }
     }
 }

CryptoExchange.Net/Trackers/UserData/ItemTrackers/SpotUserTradeTracker.cs

@@ -26,13 +26,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public SpotUserTradeTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             ISpotOrderRestClient restClient,
             IUserTradeSocketClient? socketClient,
             TrackerItemConfig config,
             IEnumerable<SharedSymbol> symbols,
             bool onlyTrackProvidedSymbols,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Trades, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Trades, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -55,10 +56,10 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         protected override async Task<bool> DoPollAsync()
         {
             var anyError = false;
-            foreach (var symbol in _symbols)
+            var fromTimeTrades = GetTradesRequestStartTime();
+            var updatedPollTime = DateTime.UtcNow;
+            foreach (var symbol in _symbolTracker.GetTrackedSymbols())
             {
-                var fromTimeTrades = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
-                var updatedPollTime = DateTime.UtcNow;
                 var tradesResult = await _restClient.GetSpotUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!tradesResult.Success)
                 {
@@ -70,8 +71,6 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
                 else
                 {
-                    _lastDataTimeBeforeDisconnect = null;
-                    _lastPollTime = updatedPollTime;
 
                     // Filter trades to only include where timestamp is after the start time OR it's part of an order we're tracking
                     var relevantTrades = tradesResult.Data.Where(x => x.Timestamp >= _startTime || (GetTrackedOrderIds?.Invoke() ?? []).Any(o => o == x.OrderId)).ToArray();
@@ -80,9 +79,52 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
             }
 
+            if (!anyError)
+            {
+                _lastDataTimeBeforeDisconnect = null;
+                _lastPollTime = updatedPollTime;
+            }
+
             return anyError;
         }
 
+        private DateTime? GetTradesRequestStartTime()
+        {
+            // Determine the timestamp from which we need to check order status
+            // Use the timestamp we last know the correct state of the data
+            DateTime? fromTime = null;
+            string? source = null;
+
+            // Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
+            if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
+            {
+                fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
+                source = "LastDataTimeBeforeDisconnect";
+            }
+
+            // If we've previously polled use that timestamp to request data from
+            if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
+            {
+                fromTime = _lastPollTime;
+                source = "LastPollTime";
+            }
+            
+            if (fromTime == null)
+            {
+                fromTime = _startTime;
+                source = "StartTime";
+            }
+
+            if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
+            {
+                // Set it to at least a seconds in the past to prevent issues
+                fromTime = DateTime.UtcNow.AddSeconds(-1);
+            }
+
+            _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
+            return fromTime!.Value;
+        }
+
         /// <inheritdoc />
         protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey)
         {

CryptoExchange.Net/Trackers/UserData/ItemTrackers/UserDataItemTracker.cs

@@ -203,21 +203,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         protected ConcurrentDictionary<string, T> _store = new ConcurrentDictionary<string, T>(StringComparer.InvariantCultureIgnoreCase);
         /// <summary>
-        /// Tracked symbols list
-        /// </summary>
-        protected readonly List<SharedSymbol> _symbols;
-        /// <summary>
-        /// Symbol lock
-        /// </summary>
-        protected object _symbolLock = new object();
-        /// <summary>
-        /// Only track provided symbols setting
-        /// </summary>
-        protected bool _onlyTrackProvidedSymbols;
-        /// <summary>
         /// Is SharedSymbol model
         /// </summary>
         protected bool _isSymbolModel;
+        /// <summary>
+        /// Symbol tracker
+        /// </summary>
+
+        protected readonly UserDataSymbolTracker _symbolTracker;
 
         /// <inheritdoc />
         public T[] Values
@@ -240,22 +233,23 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
 
         /// <inheritdoc />
         public event Func<UserDataUpdate<T[]>, Task>? OnUpdate;
-        /// <inheritdoc />
-        public IEnumerable<SharedSymbol> TrackedSymbols => _symbols;
 
         /// <summary>
         /// ctor
         /// </summary>
-        public UserDataItemTracker(ILogger logger, UserDataType dataType, string exchange, TrackerItemConfig config, bool onlyTrackProvidedSymbols, IEnumerable<SharedSymbol>? symbols) : base(logger, dataType, exchange)
+        public UserDataItemTracker(
+            ILogger logger,
+            UserDataSymbolTracker symbolTracker,
+            UserDataType dataType,
+            string exchange,
+            TrackerItemConfig config) : base(logger, dataType, exchange)
         {
-            _onlyTrackProvidedSymbols = onlyTrackProvidedSymbols;
-            _symbols = symbols?.ToList() ?? [];
-
             _pollIntervalDisconnected = config.PollIntervalDisconnected;
             _pollIntervalConnected = config.PollIntervalConnected;
             _pollAtStart = config.PollAtStart;
             _retentionTime = config is TrackerTimedItemConfig timeConfig ? timeConfig.RetentionTime : TimeSpan.MaxValue;
             _isSymbolModel = typeof(T).IsSubclassOf(typeof(SharedSymbolModel));
+            _symbolTracker = symbolTracker;
         }
 
         /// <summary>
@@ -334,26 +328,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// Get the age of an item
         /// </summary>
         protected virtual TimeSpan GetAge(DateTime time, T item) => TimeSpan.Zero;
-
-        /// <summary>
-        /// Update the tracked symbol list with potential new symbols
-        /// </summary>
-        /// <param name="symbols"></param>
-        protected void UpdateSymbolsList(IEnumerable<SharedSymbol> symbols)
-        {
-            lock (_symbolLock)
-            {
-                foreach (var symbol in symbols.Distinct())
-                {
-                    if (!_symbols.Any(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset))
-                    {
-                        _symbols.Add(symbol);
-                        _logger.LogDebug("Adding {BaseAsset}/{QuoteAsset} to symbol tracking list", symbol.BaseAsset, symbol.QuoteAsset);
-                    }
-                }
-            }
-        }
-
+        
         /// <summary>
         /// Handle an update
         /// </summary>
@@ -372,9 +347,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                         {
                             toRemove ??= new List<T>();
                             toRemove.Add(item);
+                            _logger.LogWarning("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, GetKey(item));
                         }
-                        else if (_onlyTrackProvidedSymbols
-                            && !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
+                        else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
                         {
                             toRemove ??= new List<T>();
                             toRemove.Add(item);
@@ -385,8 +360,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 if (toRemove != null)
                     @event = @event.Except(toRemove).ToArray();
 
-                if (!_onlyTrackProvidedSymbols)
-                    UpdateSymbolsList(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
+                _symbolTracker.UpdateTrackedSymbols(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
             }
 
             // Update local store

CryptoExchange.Net/Trackers/UserData/Objects/UserDataSymbolTracker.cs

@@ -0,0 +1,60 @@
+using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace CryptoExchange.Net.Trackers.UserData.Objects
+{
+    public class UserDataSymbolTracker
+    {
+        private readonly ILogger _logger;
+        private readonly List<SharedSymbol> _trackedSymbols;
+        private readonly bool _onlyTrackProvidedSymbols;
+        private readonly object _symbolLock = new object();
+
+        public UserDataSymbolTracker(ILogger logger, UserDataTrackerConfig config)
+        {
+            _logger = logger;
+            _trackedSymbols = config.TrackedSymbols?.ToList() ?? [];
+            _onlyTrackProvidedSymbols = config.OnlyTrackProvidedSymbols;
+        }
+
+        public IEnumerable<SharedSymbol> GetTrackedSymbols()
+        {
+            lock (_symbolLock)            
+                return _trackedSymbols.ToList();            
+        }
+
+        public bool ShouldProcess(SharedSymbol symbol)
+        {
+            if (!_onlyTrackProvidedSymbols)
+                return true;
+
+            return _trackedSymbols.Any(y => y.TradingMode == symbol!.TradingMode && y.BaseAsset == symbol.BaseAsset && y.QuoteAsset == symbol.QuoteAsset);
+        }
+
+        /// <summary>
+        /// Update the tracked symbol list with potential new symbols
+        /// </summary>
+        /// <param name="symbols"></param>
+        public void UpdateTrackedSymbols(IEnumerable<SharedSymbol> symbols)
+        {
+            if (_onlyTrackProvidedSymbols)
+                return;
+
+            lock (_symbolLock)
+            {
+                foreach (var symbol in symbols.Distinct())
+                {
+                    if (!_trackedSymbols.Any(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset))
+                    {
+                        _trackedSymbols.Add(symbol);
+                        _logger.LogDebug("Adding {TradingMode}.{BaseAsset}/{QuoteAsset} to symbol tracking list", symbol.TradingMode, symbol.BaseAsset, symbol.QuoteAsset);
+                    }
+                }
+            }
+        }
+    }
+}

CryptoExchange.Net/Trackers/UserData/UserDataTracker.cs

@@ -1,10 +1,12 @@
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.SharedApis;
 using CryptoExchange.Net.Trackers.UserData.ItemTrackers;
 using CryptoExchange.Net.Trackers.UserData.Objects;
 using Microsoft.Extensions.Logging;
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Threading;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Trackers.UserData
@@ -22,11 +24,21 @@ namespace CryptoExchange.Net.Trackers.UserData
         /// Listen key to use for subscriptions
         /// </summary>
         protected string? _listenKey;
+        /// <summary>
+        /// Cts
+        /// </summary>
+        protected CancellationTokenSource? _cts;
+
         /// <summary>
         /// List of data trackers
         /// </summary>
         protected abstract UserDataItemTracker[] DataTrackers { get; }
 
+        /// <summary>
+        /// Symbol tracker
+        /// </summary>
+        protected internal UserDataSymbolTracker SymbolTracker { get; }
+
         /// <inheritdoc />
         public string? UserIdentifier { get; }
 
@@ -45,6 +57,11 @@ namespace CryptoExchange.Net.Trackers.UserData
         /// </summary>
         public bool Connected => DataTrackers.All(x => x.Connected);
 
+        /// <summary>
+        /// Currently tracked symbols
+        /// </summary>
+        public IEnumerable<SharedSymbol> TrackedSymbols => SymbolTracker.GetTrackedSymbols();
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -59,6 +76,7 @@ namespace CryptoExchange.Net.Trackers.UserData
 
             _logger = logger;
 
+            SymbolTracker = new UserDataSymbolTracker(logger, config);
             Exchange = exchange;
             UserIdentifier = userIdentifier;
         }
@@ -68,6 +86,8 @@ namespace CryptoExchange.Net.Trackers.UserData
         /// </summary>
         public async Task<CallResult> StartAsync()
         {
+            _cts = new CancellationTokenSource();
+
             foreach(var tracker in DataTrackers)
                 tracker.OnConnectedChange += (x) => OnConnectedChange?.Invoke(tracker.DataType, x);            
 
@@ -100,12 +120,21 @@ namespace CryptoExchange.Net.Trackers.UserData
         public async Task StopAsync()
         {
             _logger.LogDebug("Stopping UserDataTracker");
+            _cts?.Cancel();
+
             var tasks = new List<Task>();
             foreach (var dataTracker in DataTrackers)
                 tasks.Add(dataTracker.StopAsync());
 
+            await DoStopAsync().ConfigureAwait(false);
             await Task.WhenAll(tasks).ConfigureAwait(false);
             _logger.LogDebug("Stopped UserDataTracker");
         }
+
+        /// <summary>
+        /// Stop implementation
+        /// </summary>
+        /// <returns></returns>
+        protected virtual Task DoStopAsync() => Task.CompletedTask;
     }
 }

CryptoExchange.Net/Trackers/UserData/UserFuturesDataTracker.cs

@@ -20,6 +20,8 @@ namespace CryptoExchange.Net.Trackers.UserData
         private readonly IFuturesSymbolRestClient _symbolClient;
         private readonly IListenKeyRestClient? _listenKeyClient;
         private readonly ExchangeParameters? _exchangeParameters;
+        private readonly TradingMode _tradingMode;
+        private Task? _lkKeepAliveTask;
 
         /// <inheritdoc />
         protected override UserDataItemTracker[] DataTrackers { get; }
@@ -68,24 +70,28 @@ namespace CryptoExchange.Net.Trackers.UserData
             _listenKeyClient = listenKeyRestClient;
             _exchangeParameters = exchangeParameters;
 
+            _tradingMode = accountType == SharedAccountType.PerpetualInverseFutures ? TradingMode.PerpetualInverse :
+                              accountType == SharedAccountType.DeliveryLinearFutures ? TradingMode.DeliveryLinear :
+                              accountType == SharedAccountType.DeliveryInverseFutures ? TradingMode.DeliveryInverse :
+                              TradingMode.PerpetualLinear;
+
             var trackers = new List<UserDataItemTracker>();
 
-            var balanceAccountType = accountType ?? SharedAccountType.PerpetualLinearFutures;
-            var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, balanceAccountType, config.BalancesConfig, exchangeParameters);
+            var balanceTracker = new BalanceTracker(logger, SymbolTracker, balanceRestClient, balanceSocketClient, accountType ?? SharedAccountType.PerpetualLinearFutures, config.BalancesConfig, exchangeParameters);
             Balances = balanceTracker;
             trackers.Add(balanceTracker);
 
-            var orderTracker = new FuturesOrderTracker(logger, futuresOrderRestClient, futuresOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
+            var orderTracker = new FuturesOrderTracker(logger, SymbolTracker, futuresOrderRestClient, futuresOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
             Orders = orderTracker;
             trackers.Add(orderTracker);
 
-            var positionTracker = new PositionTracker(logger, futuresOrderRestClient, positionSocketClient, config.PositionConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, WebsocketPositionUpdatesAreFullSnapshots, exchangeParameters);
+            var positionTracker = new PositionTracker(logger, SymbolTracker, futuresOrderRestClient, positionSocketClient, config.PositionConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, WebsocketPositionUpdatesAreFullSnapshots, exchangeParameters);
             Positions = positionTracker;
             trackers.Add(positionTracker);
 
             if (config.TrackTrades)
             {
-                var tradeTracker = new FuturesUserTradeTracker(logger, futuresOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
+                var tradeTracker = new FuturesUserTradeTracker(logger, SymbolTracker, futuresOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
                 Trades = tradeTracker;
                 trackers.Add(tradeTracker);
 
@@ -99,7 +105,7 @@ namespace CryptoExchange.Net.Trackers.UserData
         /// <inheritdoc />
         protected override async Task<CallResult> DoStartAsync()
         {
-            var symbolResult = await _symbolClient.GetFuturesSymbolsAsync(new GetSymbolsRequest(exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
+            var symbolResult = await _symbolClient.GetFuturesSymbolsAsync(new GetSymbolsRequest(_tradingMode, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
             if (!symbolResult)
             {
                 _logger.LogWarning("Failed to start UserFuturesDataTracker; symbols request failed: {Error}", symbolResult.Error);
@@ -108,17 +114,45 @@ namespace CryptoExchange.Net.Trackers.UserData
 
             if (_listenKeyClient != null)
             {
-                var lkResult = await _listenKeyClient.StartListenKeyAsync(new StartListenKeyRequest(exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
+                var lkResult = await _listenKeyClient.StartListenKeyAsync(new StartListenKeyRequest(_tradingMode, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!lkResult)
                 {
                     _logger.LogWarning("Failed to start UserFuturesDataTracker; listen key request failed: {Error}", lkResult.Error);
                     return lkResult;
                 }
 
+                _lkKeepAliveTask = KeepAliveListenKeyAsync();
+
                 _listenKey = lkResult.Data;
             }
 
             return CallResult.SuccessResult;
         }
+
+        /// <inheritdoc />
+        protected override async Task DoStopAsync()
+        {
+            if (_lkKeepAliveTask != null)
+                await _lkKeepAliveTask.ConfigureAwait(false);
+        }
+
+        private async Task KeepAliveListenKeyAsync()
+        {
+            var interval = TimeSpan.FromMinutes(30);
+            while (!_cts!.IsCancellationRequested)
+            {
+                try { await Task.Delay(interval, _cts.Token).ConfigureAwait(false); } catch (Exception) 
+                {
+                    break;
+                }
+
+                var result = await _listenKeyClient!.KeepAliveListenKeyAsync(new KeepAliveListenKeyRequest(_listenKey!, _tradingMode)).ConfigureAwait(false);
+                if (!result)
+                    _logger.LogWarning("Listen key keep alive failed: " + result.Error);
+
+                // If failed shorten the delay to allow a couple more retries
+                interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5);
+            }
+        }
     }
 }

CryptoExchange.Net/Trackers/UserData/UserSpotDataTracker.cs

@@ -7,6 +7,7 @@ using System.Linq;
 using CryptoExchange.Net.Trackers.UserData.Interfaces;
 using CryptoExchange.Net.Trackers.UserData.Objects;
 using CryptoExchange.Net.Trackers.UserData.ItemTrackers;
+using System;
 
 namespace CryptoExchange.Net.Trackers.UserData
 {
@@ -18,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.UserData
         private readonly ISpotSymbolRestClient _symbolClient;
         private readonly IListenKeyRestClient? _listenKeyClient;
         private readonly ExchangeParameters? _exchangeParameters;
+        private Task? _lkKeepAliveTask;
 
         /// <inheritdoc />
         protected override UserDataItemTracker[] DataTrackers { get; } 
@@ -51,17 +53,17 @@ namespace CryptoExchange.Net.Trackers.UserData
 
             var trackers = new List<UserDataItemTracker>();
 
-            var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, SharedAccountType.Spot, config.BalancesConfig, exchangeParameters);
+            var balanceTracker = new BalanceTracker(logger, SymbolTracker, balanceRestClient, balanceSocketClient, SharedAccountType.Spot, config.BalancesConfig, exchangeParameters);
             Balances = balanceTracker;
             trackers.Add(balanceTracker);
 
-            var orderTracker = new SpotOrderTracker(logger, spotOrderRestClient, spotOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
+            var orderTracker = new SpotOrderTracker(logger, SymbolTracker, spotOrderRestClient, spotOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
             Orders = orderTracker;
             trackers.Add(orderTracker);
 
             if (config.TrackTrades)
             {
-                var tradeTracker = new SpotUserTradeTracker(logger, spotOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
+                var tradeTracker = new SpotUserTradeTracker(logger, SymbolTracker, spotOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
                 Trades = tradeTracker;
                 trackers.Add(tradeTracker);
 
@@ -91,10 +93,39 @@ namespace CryptoExchange.Net.Trackers.UserData
                     return lkResult;
                 }
 
+                _lkKeepAliveTask = KeepAliveListenKeyAsync();
+
                 _listenKey = lkResult.Data;
             }
 
             return CallResult.SuccessResult;
         }
+
+        /// <inheritdoc />
+        protected override async Task DoStopAsync()
+        {
+            if (_lkKeepAliveTask != null)
+                await _lkKeepAliveTask.ConfigureAwait(false);
+        }
+
+        private async Task KeepAliveListenKeyAsync()
+        {
+            var interval = TimeSpan.FromMinutes(30);
+            while (!_cts!.IsCancellationRequested)
+            {
+                try { await Task.Delay(interval, _cts.Token).ConfigureAwait(false); } 
+                catch (Exception)
+                {
+                    break;
+                }
+
+                var result = await _listenKeyClient!.KeepAliveListenKeyAsync(new KeepAliveListenKeyRequest(_listenKey!, TradingMode.Spot)).ConfigureAwait(false);
+                if (!result)
+                    _logger.LogWarning("Listen key keep alive failed: " + result.Error);
+
+                // If failed shorten the delay to allow a couple more retries
+                interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5);
+            }
+        }
     }
 }

Examples/BlazorClient/BlazorClient.csproj

@@ -5,32 +5,32 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Binance.Net" Version="12.1.0" />
-    <PackageReference Include="Bitfinex.Net" Version="10.2.0" />
-    <PackageReference Include="BitMart.Net" Version="3.1.0" />
-    <PackageReference Include="BloFin.Net" Version="2.1.1" />
-    <PackageReference Include="Bybit.Net" Version="6.1.0" />
-    <PackageReference Include="CoinEx.Net" Version="10.1.0" />
-    <PackageReference Include="CoinW.Net" Version="2.1.1" />
-    <PackageReference Include="CryptoCom.Net" Version="3.1.0" />
-    <PackageReference Include="DeepCoin.Net" Version="3.1.0" />
-    <PackageReference Include="GateIo.Net" Version="3.1.0" />
-    <PackageReference Include="HyperLiquid.Net" Version="3.2.0" />
-    <PackageReference Include="JK.BingX.Net" Version="3.1.0" />
-    <PackageReference Include="JK.Bitget.Net" Version="3.1.0" />
-    <PackageReference Include="JK.Mexc.Net" Version="4.1.0" />
-    <PackageReference Include="JK.OKX.Net" Version="4.1.0" />
-    <PackageReference Include="Jkorf.Aster.Net" Version="2.1.0" />
-    <PackageReference Include="JKorf.BitMEX.Net" Version="3.1.0" />
-    <PackageReference Include="JKorf.Coinbase.Net" Version="3.1.0" />
-    <PackageReference Include="JKorf.HTX.Net" Version="8.1.0" />
-    <PackageReference Include="JKorf.Upbit.Net" Version="2.1.0" />
-    <PackageReference Include="KrakenExchange.Net" Version="7.1.0" />
-    <PackageReference Include="Kucoin.Net" Version="8.1.0" />
+    <PackageReference Include="Binance.Net" Version="12.5.0" />
+    <PackageReference Include="Bitfinex.Net" Version="10.6.0" />
+    <PackageReference Include="BitMart.Net" Version="3.5.0" />
+    <PackageReference Include="BloFin.Net" Version="2.5.0" />
+    <PackageReference Include="Bybit.Net" Version="6.5.0" />
+    <PackageReference Include="CoinEx.Net" Version="10.5.0" />
+    <PackageReference Include="CoinW.Net" Version="2.5.0" />
+    <PackageReference Include="CryptoCom.Net" Version="3.5.0" />
+    <PackageReference Include="DeepCoin.Net" Version="3.5.0" />
+    <PackageReference Include="GateIo.Net" Version="3.5.0" />
+    <PackageReference Include="HyperLiquid.Net" Version="3.7.0" />
+    <PackageReference Include="JK.BingX.Net" Version="3.5.0" />
+    <PackageReference Include="JK.Bitget.Net" Version="3.5.0" />
+    <PackageReference Include="JK.Mexc.Net" Version="4.5.0" />
+    <PackageReference Include="JK.OKX.Net" Version="4.5.0" />
+    <PackageReference Include="Jkorf.Aster.Net" Version="2.5.0" />
+    <PackageReference Include="JKorf.BitMEX.Net" Version="3.5.0" />
+    <PackageReference Include="JKorf.Coinbase.Net" Version="3.5.1" />
+    <PackageReference Include="JKorf.HTX.Net" Version="8.5.0" />
+    <PackageReference Include="JKorf.Upbit.Net" Version="2.5.0" />
+    <PackageReference Include="KrakenExchange.Net" Version="7.5.0" />
+    <PackageReference Include="Kucoin.Net" Version="8.5.0" />
     <PackageReference Include="Serilog.AspNetCore" Version="10.0.0" />
-    <PackageReference Include="Toobit.Net" Version="2.1.0" />
-    <PackageReference Include="WhiteBit.Net" Version="3.1.0" />
-    <PackageReference Include="XT.Net" Version="3.1.0" />
+    <PackageReference Include="Toobit.Net" Version="3.5.0" />
+    <PackageReference Include="WhiteBit.Net" Version="3.5.0" />
+    <PackageReference Include="XT.Net" Version="3.5.0" />
   </ItemGroup>
 
 </Project>

Examples/ConsoleClient/ConsoleClient.csproj

@@ -6,20 +6,20 @@
   </PropertyGroup>
 
 	<ItemGroup>
-		<PackageReference Include="Binance.Net" Version="12.1.0" />
-	<PackageReference Include="Bitfinex.Net" Version="10.2.0" />
-	<PackageReference Include="BitMart.Net" Version="3.1.0" />
-	<PackageReference Include="Bybit.Net" Version="6.1.0" />
-	<PackageReference Include="CoinEx.Net" Version="10.1.0" />
-	<PackageReference Include="CryptoCom.Net" Version="3.1.0" />
-	<PackageReference Include="GateIo.Net" Version="3.1.0" />
-	<PackageReference Include="JK.Bitget.Net" Version="3.1.0" />
-	<PackageReference Include="JK.Mexc.Net" Version="4.1.0" />
-	<PackageReference Include="JK.OKX.Net" Version="4.1.0" />
-	<PackageReference Include="JKorf.Coinbase.Net" Version="3.1.0" />
-	<PackageReference Include="JKorf.HTX.Net" Version="8.1.0" />
-	<PackageReference Include="KrakenExchange.Net" Version="7.1.0" />
-		<PackageReference Include="Kucoin.Net" Version="8.1.0" />
+		<PackageReference Include="Binance.Net" Version="12.5.0" />
+	<PackageReference Include="Bitfinex.Net" Version="10.6.0" />
+	<PackageReference Include="BitMart.Net" Version="3.5.0" />
+	<PackageReference Include="Bybit.Net" Version="6.5.0" />
+	<PackageReference Include="CoinEx.Net" Version="10.5.0" />
+	<PackageReference Include="CryptoCom.Net" Version="3.5.0" />
+	<PackageReference Include="GateIo.Net" Version="3.5.0" />
+	<PackageReference Include="JK.Bitget.Net" Version="3.5.0" />
+	<PackageReference Include="JK.Mexc.Net" Version="4.5.0" />
+	<PackageReference Include="JK.OKX.Net" Version="4.5.0" />
+	<PackageReference Include="JKorf.Coinbase.Net" Version="3.5.1" />
+	<PackageReference Include="JKorf.HTX.Net" Version="8.5.0" />
+	<PackageReference Include="KrakenExchange.Net" Version="7.5.0" />
+		<PackageReference Include="Kucoin.Net" Version="8.5.0" />
 	</ItemGroup>
 
 </Project>

Examples/SharedClients/SharedClients.csproj

@@ -8,9 +8,9 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Binance.Net" Version="12.1.0" />
-    <PackageReference Include="BitMart.Net" Version="3.1.0" />
-    <PackageReference Include="JK.OKX.Net" Version="4.1.0" />
+    <PackageReference Include="Binance.Net" Version="12.5.0" />
+    <PackageReference Include="BitMart.Net" Version="3.5.0" />
+    <PackageReference Include="JK.OKX.Net" Version="4.5.0" />
   </ItemGroup>
 
 </Project>

README.md

@@ -67,6 +67,31 @@ Make a one time donation in a crypto currency of your choice. If you prefer to d
 Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf). 
 
 ## Release notes
+* Version 10.5.4 - 12 Feb 2026
+    * Fixed type check ExchangeParameters GetValue
+    * Fixed bug in polling time filter for UserDataTracker item
+
+* Version 10.5.3 - 11 Feb 2026
+    * Fixed orders getting incorrectly set to canceled state for UserDataTracker spot and futures orders
+    * Added check EnumConverter to detect undefined int value parsing
+
+* Version 10.5.2 - 10 Feb 2026
+    * Added check for subscribe queries with TimeoutBehavior.Success to complete when subscription has received update
+    * Added call to ApiClient.HandleUnhandledMessage when no websocket message processor is found based on topic to allow additional processing
+    * Combined websocket connection subscribe and re-subscribe logic
+    * Set websocket query completed after setting Result
+
+* Version 10.5.1 - 10 Feb 2026
+    * Fixed trading mode selection for futures listen key methods in FuturesUserDataTracker
+
+* Version 10.5.0 - 10 Feb 2026
+    * Added keep alive for listenkeys to UserDataTracker
+    * Updated logging unmatched websocket message
+    * Updated websocket message forwarding logic
+    * Fixed bug in IncomingKbps calculation
+    * Fixed bug in SendAsync in SocketConnection
+    * Fixed bug in UserDataTracker orders logic incorrectly setting order to canceled status
+
 * Version 10.4.1 - 06 Feb 2026
     * Updated UserDataTracker to only track symbol when position size > 0
     * Update UserDataTracker log verbosity