Updated to version 9.9.0

Added LibraryHelpers.CreateHttpClientMessageHandle to standardize HttpMessageHandler creation
Added REST client option for selecting HTTP protocol version
Added REST client option for HTTP client keep alive interval
Added HttpVersion to WebCallResult responses
Updated request logic to default to using HTTP version 2.0 for dotnet core

CryptoExchange.Net.Protobuf/Converters/Protobuf/ProtobufMessageAccessor.cs

@@ -0,0 +1,530 @@
+using CryptoExchange.Net.Converters.MessageParsing;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using ProtoBuf;
+using ProtoBuf.Meta;
+using System;
+using System.Diagnostics.CodeAnalysis;
+using System.IO;
+using System.Runtime.InteropServices.ComTypes;
+using System.Text;
+using System.Text.Json;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Converters.Protobuf
+{
+    /// <summary>
+    /// System.Text.Json message accessor
+    /// </summary>
+#if NET5_0_OR_GREATER
+    public abstract class ProtobufMessageAccessor<
+        [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+        DynamicallyAccessedMemberTypes.NonPublicConstructors |
+        DynamicallyAccessedMemberTypes.PublicFields |
+        DynamicallyAccessedMemberTypes.NonPublicFields |
+        DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+        DynamicallyAccessedMemberTypes.PublicProperties |
+        DynamicallyAccessedMemberTypes.NonPublicProperties |
+#endif
+        DynamicallyAccessedMemberTypes.PublicNestedTypes |
+        DynamicallyAccessedMemberTypes.NonPublicMethods |
+        DynamicallyAccessedMemberTypes.PublicMethods
+        )]
+    TIntermediateType> : IMessageAccessor
+#else
+    public abstract class ProtobufMessageAccessor<TIntermediateType> : IMessageAccessor
+#endif
+    {
+        /// <summary>
+        /// The intermediate deserialization object
+        /// </summary>
+        protected TIntermediateType? _intermediateType;
+        /// <summary>
+        /// Runtime type model
+        /// </summary>
+        protected RuntimeTypeModel _model;
+
+        /// <inheritdoc />
+        public bool IsValid { get; set; }
+
+        /// <inheritdoc />
+        public abstract bool OriginalDataAvailable { get; }
+
+        /// <inheritdoc />
+        public object? Underlying => _intermediateType;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ProtobufMessageAccessor(RuntimeTypeModel model)
+        {
+            _model = model;
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType()
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType(MessagePath path)
+        {
+            if (_intermediateType == null)
+                throw new InvalidOperationException("Data not read");
+
+            object? value = _intermediateType;
+            foreach (var step in path)
+            {
+                if (value == null)
+                    break;
+
+                if (step.Type == 0)
+                {
+                    // array index
+                }
+                else if (step.Type == 1)
+                {
+                    // property value
+#pragma warning disable IL2075 // Type is already annotated
+                    value = value.GetType().GetProperty(step.Property!)?.GetValue(value);
+#pragma warning restore
+                }
+                else
+                {
+                    // property name
+                }
+            }
+
+            if (value == null)
+                return null;
+
+            var valueType = value.GetType();
+            if (valueType.IsArray)
+                return NodeType.Array;
+
+            if (IsSimple(valueType))
+                return NodeType.Value;
+
+            return NodeType.Object;
+        }
+
+        private static bool IsSimple(Type type)
+        {
+            if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Nullable<>))
+            {
+                // nullable type, check if the nested type is simple.
+                return IsSimple(type.GetGenericArguments()[0]);
+            }
+            return type.IsPrimitive
+              || type.IsEnum
+              || type == typeof(string)
+              || type == typeof(decimal);
+        }
+
+
+        /// <inheritdoc />
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2075:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
+        public T? GetValue<T>(MessagePath path)
+        {
+            if (_intermediateType == null)
+                throw new InvalidOperationException("Data not read");
+
+            object? value = _intermediateType;
+            foreach(var step in path)
+            {
+                if (value == null)
+                    break;
+
+                if (step.Type == 0)
+                {
+                    // array index
+                }
+                else if (step.Type == 1)
+                {
+                    // property value
+#pragma warning disable IL2075 // Type is already annotated
+                    value = value.GetType().GetProperty(step.Property!)?.GetValue(value);
+#pragma warning restore
+                }
+                else
+                {
+                    // property name
+                }
+            }
+
+            return (T?)value;
+        }
+
+        /// <inheritdoc />
+        public T?[]? GetValues<T>(MessagePath path)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <inheritdoc />
+        public abstract string GetOriginalString();
+
+        /// <inheritdoc />
+        public abstract void Clear();
+
+        /// <inheritdoc />
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
+        public abstract CallResult<object> Deserialize(
+#if NET5_0_OR_GREATER
+            [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+#endif
+        Type type, MessagePath? path = null);
+
+        /// <inheritdoc />
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
+        public abstract CallResult<T> Deserialize<
+#if NET5_0_OR_GREATER
+        [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+#endif
+        T>(MessagePath? path = null);
+    }
+
+    /// <summary>
+    /// System.Text.Json stream message accessor
+    /// </summary>
+    public class ProtobufStreamMessageAccessor<
+#if NET5_0_OR_GREATER
+            [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+#endif
+    TIntermediate> : ProtobufMessageAccessor<TIntermediate>, IStreamMessageAccessor
+    {
+        private Stream? _stream;
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => _stream?.CanSeek == true;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ProtobufStreamMessageAccessor(RuntimeTypeModel model) : base(model)
+        {
+        }
+
+        /// <inheritdoc />
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
+        public override CallResult<object> Deserialize(
+#if NET5_0_OR_GREATER
+            [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+#endif
+        Type type, MessagePath? path = null)
+        {
+            try
+            {
+                var result = _model.Deserialize(type, _stream);
+                return new CallResult<object>(result);
+            }
+            catch (Exception ex)
+            {
+                return new CallResult<object>(new DeserializeError("Protobuf deserialization failed: " + ex.Message, ex));
+            }
+        }
+
+        /// <inheritdoc />
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
+        public override CallResult<T> Deserialize<            
+#if NET5_0_OR_GREATER
+            [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+#endif
+        T>(MessagePath? path = null)
+        {
+            try
+            {
+                var result = _model.Deserialize<T>(_stream);
+                return new CallResult<T>(result);
+            }
+            catch(Exception ex)
+            {
+                return new CallResult<T>(new DeserializeError("Protobuf deserialization failed: " + ex.Message, ex));
+            }
+        }
+
+        /// <inheritdoc />
+        public Task<CallResult> Read(Stream stream, bool bufferStream)
+        {
+            if (bufferStream && stream is not MemoryStream)
+            {
+                // We need to be buffer the stream, and it's not currently a seekable stream, so copy it to a new memory stream
+                _stream = new MemoryStream();
+                stream.CopyTo(_stream);
+                _stream.Position = 0;
+            }
+            else if (bufferStream)
+            {
+                // We need to buffer the stream, and the current stream is seekable, store as is
+                _stream = stream;
+            }
+            else
+            {
+                // We don't need to buffer the stream, so don't bother keeping the reference
+            }
+
+            try
+            {
+                _intermediateType = _model.Deserialize<TIntermediate>(_stream);
+                IsValid = true;
+                return Task.FromResult(CallResult.SuccessResult);
+            }
+            catch (Exception ex)
+            {
+                // Not a json message
+                IsValid = false;
+                return Task.FromResult(new CallResult(new DeserializeError("Protobuf deserialization failed: " + ex.Message, ex)));
+            }
+        }
+
+        /// <inheritdoc />
+        public override string GetOriginalString()
+        {
+            if (_stream is null)
+                throw new NullReferenceException("Stream not initialized");
+
+            _stream.Position = 0;
+            using var textReader = new StreamReader(_stream, Encoding.UTF8, false, 1024, true);
+            return textReader.ReadToEnd();
+        }
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _stream?.Dispose();
+            _stream = null;
+            _intermediateType = default;
+        }
+
+    }
+
+    /// <summary>
+    /// Protobuf byte message accessor
+    /// </summary>
+    public class ProtobufByteMessageAccessor<
+#if NET5_0_OR_GREATER
+            [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+#endif
+    TIntermediate> : ProtobufMessageAccessor<TIntermediate>, IByteMessageAccessor
+    {
+        private ReadOnlyMemory<byte> _bytes;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ProtobufByteMessageAccessor(RuntimeTypeModel model) : base(model)
+        {
+        }
+
+        /// <inheritdoc />
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
+        public override CallResult<object> Deserialize(
+
+#if NET5_0_OR_GREATER
+            [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+            [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+            [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+#endif
+        Type type, MessagePath? path = null)
+        {
+            try
+            {
+                using var stream = new MemoryStream(_bytes.ToArray());
+                stream.Position = 0;
+                var result = _model.Deserialize(type, stream);
+                return new CallResult<object>(result);
+            }
+            catch (Exception ex)
+            {
+                return new CallResult<object>(new DeserializeError("Protobuf deserialization failed: " + ex.Message, ex));
+            }
+        }
+
+        /// <inheritdoc />
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
+#if NET5_0_OR_GREATER
+        public override CallResult<T> Deserialize<
+            [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+            [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+            [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+        T>(MessagePath? path = null)
+#else
+        public override CallResult<T> Deserialize<T>(MessagePath? path = null)
+#endif
+        {
+            try
+            {
+                var result = _model.Deserialize<T>(_bytes);
+                return new CallResult<T>(result);
+            }
+            catch (Exception ex)
+            {
+                return new CallResult<T>(new DeserializeError("Protobuf deserialization failed: " + ex.Message, ex));
+            }
+        }
+
+        /// <inheritdoc />
+        public CallResult Read(ReadOnlyMemory<byte> data)
+        {
+            _bytes = data;
+
+            try
+            {
+                _intermediateType = _model.Deserialize<TIntermediate>(data);
+                IsValid = true;
+                return CallResult.SuccessResult;
+            }
+            catch (Exception ex)
+            {
+                // Not a json message
+                IsValid = false;
+                return new CallResult(new DeserializeError("Protobuf deserialization failed: " + ex.Message, ex));
+            }
+        }
+
+        /// <inheritdoc />
+        public override string GetOriginalString() =>
+            // NetStandard 2.0 doesn't support GetString from a ReadonlySpan<byte>, so use ToArray there instead
+#if NETSTANDARD2_0
+            Encoding.UTF8.GetString(_bytes.ToArray());
+#else
+            Encoding.UTF8.GetString(_bytes.Span);
+#endif
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => true;
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _bytes = null;
+            _intermediateType = default;
+        }
+    }
+}

CryptoExchange.Net.Protobuf/Converters/Protobuf/ProtobufMessageSerializer.cs

@@ -0,0 +1,53 @@
+using CryptoExchange.Net.Interfaces;
+using ProtoBuf.Meta;
+using System.Diagnostics.CodeAnalysis;
+using System.IO;
+using System.Reflection;
+
+namespace CryptoExchange.Net.Converters.Protobuf
+{
+    /// <inheritdoc />
+    public class ProtobufMessageSerializer : IByteMessageSerializer
+    {
+        private RuntimeTypeModel _model;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ProtobufMessageSerializer(RuntimeTypeModel model)
+        {
+            _model = model;
+        }
+
+        /// <inheritdoc />
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
+#if NET5_0_OR_GREATER
+        public byte[] Serialize<
+            [DynamicallyAccessedMembers(
+#if NET8_0_OR_GREATER
+            DynamicallyAccessedMemberTypes.NonPublicConstructors |
+            DynamicallyAccessedMemberTypes.PublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicFields |
+            DynamicallyAccessedMemberTypes.NonPublicNestedTypes |
+            DynamicallyAccessedMemberTypes.PublicProperties |
+            DynamicallyAccessedMemberTypes.NonPublicProperties |
+            DynamicallyAccessedMemberTypes.PublicConstructors |
+#endif
+            DynamicallyAccessedMemberTypes.PublicNestedTypes |
+            DynamicallyAccessedMemberTypes.NonPublicMethods |
+            DynamicallyAccessedMemberTypes.PublicMethods
+            )]
+        T>(T message)
+#else
+        public byte[] Serialize<T>(T message)
+#endif
+        {
+            using var memoryStream = new MemoryStream();
+            _model.Serialize(memoryStream, message);
+            return memoryStream.ToArray();
+        }
+    }
+}

CryptoExchange.Net.Protobuf/CryptoExchange.Net.Protobuf.csproj

@@ -0,0 +1,47 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFrameworks>netstandard2.0;netstandard2.1;net8.0;net9.0</TargetFrameworks>
+  </PropertyGroup>
+  <PropertyGroup>
+    <PackageId>CryptoExchange.Net.Protobuf</PackageId>
+    <Authors>JKorf</Authors>
+    <Description>Protobuf support for CryptoExchange.Net</Description>
+    <PackageVersion>9.9.0</PackageVersion>
+    <AssemblyVersion>9.9.0</AssemblyVersion>
+    <FileVersion>9.9.0</FileVersion>
+    <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
+    <PackageTags>CryptoExchange;CryptoExchange.Net</PackageTags>
+    <RepositoryType>git</RepositoryType>
+    <RepositoryUrl>https://github.com/JKorf/CryptoExchange.Net.git</RepositoryUrl>
+    <PackageProjectUrl>https://github.com/JKorf/CryptoExchange.Net/tree/master/CryptoExchange.Net.Protobuf</PackageProjectUrl>
+    <NeutralLanguage>en</NeutralLanguage>
+    <PackageReadmeFile>README.md</PackageReadmeFile>
+    <PackageIcon>icon.png</PackageIcon>
+    <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
+    <PackageReleaseNotes>https://github.com/JKorf/CryptoExchange.Net?tab=readme-ov-file#release-notes</PackageReleaseNotes>
+    <Nullable>enable</Nullable>
+    <LangVersion>12.0</LangVersion>
+    <PackageLicenseExpression>MIT</PackageLicenseExpression>
+  </PropertyGroup>
+  <ItemGroup>
+    <None Include="..\CryptoExchange.Net\Icon\icon.png" Pack="true" PackagePath="\" />
+    <None Include="README.md" Pack="true" PackagePath="\" />
+  </ItemGroup>
+  <PropertyGroup Label="AOT" Condition="$([MSBuild]::IsTargetFrameworkCompatible('$(TargetFramework)', 'net7.0'))">
+    <IsAotCompatible>true</IsAotCompatible>
+  </PropertyGroup>
+  <PropertyGroup Label="Deterministic Build" Condition="'$(Configuration)' == 'Release'">
+    <PublishRepositoryUrl>true</PublishRepositoryUrl>
+    <IncludeSymbols>true</IncludeSymbols>
+    <SymbolPackageFormat>snupkg</SymbolPackageFormat>
+    <EmbedUntrackedSources>true</EmbedUntrackedSources>
+    <ContinuousIntegrationBuild>true</ContinuousIntegrationBuild>
+  </PropertyGroup>
+  <PropertyGroup>
+    <DocumentationFile>CryptoExchange.Net.Protobuf.xml</DocumentationFile>
+  </PropertyGroup>
+  <ItemGroup>
+    <PackageReference Include="CryptoExchange.Net" Version="9.9.0" />
+    <PackageReference Include="protobuf-net" Version="3.2.56" />
+  </ItemGroup>
+</Project>

CryptoExchange.Net.Protobuf/CryptoExchange.Net.Protobuf.xml

@@ -0,0 +1,128 @@
+<?xml version="1.0"?>
+<doc>
+    <assembly>
+        <name>CryptoExchange.Net.Protobuf</name>
+    </assembly>
+    <members>
+        <member name="T:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1">
+            <summary>
+            System.Text.Json message accessor
+            </summary>
+        </member>
+        <member name="F:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1._intermediateType">
+            <summary>
+            The intermediate deserialization object
+            </summary>
+        </member>
+        <member name="F:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1._model">
+            <summary>
+            Runtime type model
+            </summary>
+        </member>
+        <member name="P:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.IsValid">
+            <inheritdoc />
+        </member>
+        <member name="P:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.OriginalDataAvailable">
+            <inheritdoc />
+        </member>
+        <member name="P:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.Underlying">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.#ctor(ProtoBuf.Meta.RuntimeTypeModel)">
+            <summary>
+            ctor
+            </summary>
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.GetNodeType">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.GetNodeType(CryptoExchange.Net.Converters.MessageParsing.MessagePath)">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.GetValue``1(CryptoExchange.Net.Converters.MessageParsing.MessagePath)">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.GetValues``1(CryptoExchange.Net.Converters.MessageParsing.MessagePath)">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.GetOriginalString">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.Clear">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.Deserialize(System.Type,System.Nullable{CryptoExchange.Net.Converters.MessageParsing.MessagePath})">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageAccessor`1.Deserialize``1(System.Nullable{CryptoExchange.Net.Converters.MessageParsing.MessagePath})">
+            <inheritdoc />
+        </member>
+        <member name="T:CryptoExchange.Net.Converters.Protobuf.ProtobufStreamMessageAccessor`1">
+            <summary>
+            System.Text.Json stream message accessor
+            </summary>
+        </member>
+        <member name="P:CryptoExchange.Net.Converters.Protobuf.ProtobufStreamMessageAccessor`1.OriginalDataAvailable">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufStreamMessageAccessor`1.#ctor(ProtoBuf.Meta.RuntimeTypeModel)">
+            <summary>
+            ctor
+            </summary>
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufStreamMessageAccessor`1.Deserialize(System.Type,System.Nullable{CryptoExchange.Net.Converters.MessageParsing.MessagePath})">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufStreamMessageAccessor`1.Deserialize``1(System.Nullable{CryptoExchange.Net.Converters.MessageParsing.MessagePath})">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufStreamMessageAccessor`1.Read(System.IO.Stream,System.Boolean)">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufStreamMessageAccessor`1.GetOriginalString">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufStreamMessageAccessor`1.Clear">
+            <inheritdoc />
+        </member>
+        <member name="T:CryptoExchange.Net.Converters.Protobuf.ProtobufByteMessageAccessor`1">
+            <summary>
+            Protobuf byte message accessor
+            </summary>
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufByteMessageAccessor`1.#ctor(ProtoBuf.Meta.RuntimeTypeModel)">
+            <summary>
+            ctor
+            </summary>
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufByteMessageAccessor`1.Deserialize(System.Type,System.Nullable{CryptoExchange.Net.Converters.MessageParsing.MessagePath})">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufByteMessageAccessor`1.Deserialize``1(System.Nullable{CryptoExchange.Net.Converters.MessageParsing.MessagePath})">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufByteMessageAccessor`1.Read(System.ReadOnlyMemory{System.Byte})">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufByteMessageAccessor`1.GetOriginalString">
+            <inheritdoc />
+        </member>
+        <member name="P:CryptoExchange.Net.Converters.Protobuf.ProtobufByteMessageAccessor`1.OriginalDataAvailable">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufByteMessageAccessor`1.Clear">
+            <inheritdoc />
+        </member>
+        <member name="T:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageSerializer">
+            <inheritdoc />
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageSerializer.#ctor(ProtoBuf.Meta.RuntimeTypeModel)">
+            <summary>
+            ctor
+            </summary>
+        </member>
+        <member name="M:CryptoExchange.Net.Converters.Protobuf.ProtobufMessageSerializer.Serialize``1(``0)">
+            <inheritdoc />
+        </member>
+    </members>
+</doc>

CryptoExchange.Net.Protobuf/README.md

@@ -0,0 +1,31 @@
+# ![.CryptoExchange.Net](https://github.com/JKorf/CryptoExchange.Net/blob/ffcb7db8ff597c2f14982d68464015a748815580/CryptoExchange.Net/Icon/icon.png) CryptoExchange.Net.Proto  
+
+[![.NET](https://img.shields.io/github/actions/workflow/status/JKorf/CryptoExchange.Net/dotnet.yml?style=for-the-badge)](https://github.com/JKorf/CryptoExchange.Net/actions/workflows/dotnet.yml) [![Nuget downloads](https://img.shields.io/nuget/dt/CryptoExchange.Net.Protobuf.svg?style=for-the-badge)](https://www.nuget.org/packages/CryptoExchange.Net.Protobuf) ![License](https://img.shields.io/github/license/JKorf/CryptoExchange.Net?style=for-the-badge)
+
+Protobuf support for CryptoExchange.Net.
+
+## Release notes
+* Version 9.9.0 - 06 Oct 2025
+    * Updated CryptoExchange.Net version to 9.9.0, see https://github.com/JKorf/CryptoExchange.Net/releases/
+
+* Version 9.8.0 - 30 Sep 2025
+    * Updated CryptoExchange.Net version to 9.8.0, see https://github.com/JKorf/CryptoExchange.Net/releases/
+
+* Version 9.7.0 - 01 Sep 2025
+    * Updated CryptoExchange.Net version to 9.7.0, see https://github.com/JKorf/CryptoExchange.Net/releases/
+
+* Version 9.6.0 - 25 Aug 2025
+    * Updated CryptoExchange.Net version to 9.6.0
+
+* Version 9.5.0 - 19 Aug 2025
+    * Updated CryptoExchange.Net version to 9.5.0
+
+* Version 9.4.0 - 04 Aug 2025
+    * Updated CryptoExchange.Net to version 9.4.0, see https://github.com/JKorf/CryptoExchange.Net/releases/
+    * Updated protobuf-net package version to 3.2.56
+
+* Version 9.3.0 - 23 Jul 2025
+    * Updated CryptoExchange.Net to version 9.3.0, see https://github.com/JKorf/CryptoExchange.Net/releases/
+
+* Version 9.2.0 - 14 Jul 2025
+    * Initial release

CryptoExchange.Net.UnitTests/CallResultTests.cs

@@ -1,9 +1,11 @@
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
 using NUnit.Framework;
 using NUnit.Framework.Legacy;
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Net;
 using System.Net.Http;
 using System.Text;
 using System.Threading.Tasks;
@@ -16,9 +18,9 @@ namespace CryptoExchange.Net.UnitTests
         [Test]
         public void TestBasicErrorCallResult()
         {
-            var result = new CallResult(new ServerError("TestError"));
+            var result = new CallResult(new ServerError("TestError", ErrorInfo.Unknown));
 
-            ClassicAssert.AreSame(result.Error.Message, "TestError");
+            ClassicAssert.AreSame(result.Error.ErrorCode, "TestError");
             ClassicAssert.IsFalse(result);
             ClassicAssert.IsFalse(result.Success);
         }
@@ -36,9 +38,9 @@ namespace CryptoExchange.Net.UnitTests
         [Test]
         public void TestCallResultError()
         {
-            var result = new CallResult<object>(new ServerError("TestError"));
+            var result = new CallResult<object>(new ServerError("TestError", ErrorInfo.Unknown));
 
-            ClassicAssert.AreSame(result.Error.Message, "TestError");
+            ClassicAssert.AreSame(result.Error.ErrorCode, "TestError");
             ClassicAssert.IsNull(result.Data);
             ClassicAssert.IsFalse(result);
             ClassicAssert.IsFalse(result.Success);
@@ -71,11 +73,11 @@ namespace CryptoExchange.Net.UnitTests
         [Test]
         public void TestCallResultErrorAs()
         {
-            var result = new CallResult<TestObjectResult>(new ServerError("TestError"));
+            var result = new CallResult<TestObjectResult>(new ServerError("TestError", ErrorInfo.Unknown));
             var asResult = result.As<TestObject2>(default);
 
             ClassicAssert.IsNotNull(asResult.Error);
-            ClassicAssert.AreSame(asResult.Error.Message, "TestError");
+            ClassicAssert.AreSame(asResult.Error.ErrorCode, "TestError");
             ClassicAssert.IsNull(asResult.Data);
             ClassicAssert.IsFalse(asResult);
             ClassicAssert.IsFalse(asResult.Success);
@@ -84,11 +86,11 @@ namespace CryptoExchange.Net.UnitTests
         [Test]
         public void TestCallResultErrorAsError()
         {
-            var result = new CallResult<TestObjectResult>(new ServerError("TestError"));
+            var result = new CallResult<TestObjectResult>(new ServerError("TestError", ErrorInfo.Unknown));
-            var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
+            var asResult = result.AsError<TestObject2>(new ServerError("TestError2", ErrorInfo.Unknown));
 
             ClassicAssert.IsNotNull(asResult.Error);
-            ClassicAssert.AreSame(asResult.Error.Message, "TestError2");
+            ClassicAssert.AreSame(asResult.Error.ErrorCode, "TestError2");
             ClassicAssert.IsNull(asResult.Data);
             ClassicAssert.IsFalse(asResult);
             ClassicAssert.IsFalse(asResult.Success);
@@ -97,11 +99,11 @@ namespace CryptoExchange.Net.UnitTests
         [Test]
         public void TestWebCallResultErrorAsError()
         {
-            var result = new WebCallResult<TestObjectResult>(new ServerError("TestError"));
+            var result = new WebCallResult<TestObjectResult>(new ServerError("TestError", ErrorInfo.Unknown));
-            var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
+            var asResult = result.AsError<TestObject2>(new ServerError("TestError2", ErrorInfo.Unknown));
 
             ClassicAssert.IsNotNull(asResult.Error);
-            ClassicAssert.AreSame(asResult.Error.Message, "TestError2");
+            ClassicAssert.AreSame(asResult.Error.ErrorCode, "TestError2");
             ClassicAssert.IsNull(asResult.Data);
             ClassicAssert.IsFalse(asResult);
             ClassicAssert.IsFalse(asResult.Success);
@@ -112,6 +114,7 @@ namespace CryptoExchange.Net.UnitTests
         {
             var result = new WebCallResult<TestObjectResult>(
                 System.Net.HttpStatusCode.OK,
+                HttpVersion.Version11,
                 new KeyValuePair<string, string[]>[0],
                 TimeSpan.FromSeconds(1),
                 null,
@@ -124,10 +127,10 @@ namespace CryptoExchange.Net.UnitTests
                 ResultDataSource.Server,
                 new TestObjectResult(),
                 null);
-            var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
+            var asResult = result.AsError<TestObject2>(new ServerError("TestError2", ErrorInfo.Unknown));
 
             ClassicAssert.IsNotNull(asResult.Error);
-            Assert.That(asResult.Error.Message == "TestError2");
+            Assert.That(asResult.Error.ErrorCode == "TestError2");
             Assert.That(asResult.ResponseStatusCode == System.Net.HttpStatusCode.OK);
             Assert.That(asResult.ResponseTime == TimeSpan.FromSeconds(1));
             Assert.That(asResult.RequestUrl == "https://test.com/api");
@@ -142,6 +145,7 @@ namespace CryptoExchange.Net.UnitTests
         {
             var result = new WebCallResult<TestObjectResult>(
                 System.Net.HttpStatusCode.OK,
+                HttpVersion.Version11,
                 new KeyValuePair<string, string[]>[0],
                 TimeSpan.FromSeconds(1),
                 null,

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

@@ -6,10 +6,10 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0"></PackageReference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.14.1"></PackageReference>
     <PackageReference Include="Moq" Version="4.20.72" />
-    <PackageReference Include="NUnit" Version="4.2.2"></PackageReference>
+    <PackageReference Include="NUnit" Version="4.3.2"></PackageReference>
-    <PackageReference Include="NUnit3TestAdapter" Version="4.6.0"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="5.0.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

CryptoExchange.Net.UnitTests/ExchangeHelpersTests.cs

@@ -32,6 +32,7 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase(0.1, 1, 0.0001, RoundingType.Closest, 0.532, 0.532)]
         [TestCase(0.1, 1, 0.0001, RoundingType.Down, 0.5516592, 0.5516)]
         [TestCase(0.1, 1, 0.0001, RoundingType.Closest, 0.5516592, 0.5517)]
+        [TestCase(0, 1, 0.000000001, RoundingType.Closest, 0.0000097232, 0.000009723)]
         public void AdjustValueStepTests(decimal min, decimal max, decimal? step, RoundingType roundingType, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.AdjustValueStep(min, max, step, roundingType, input);

CryptoExchange.Net.UnitTests/RestClientTests.cs

@@ -96,7 +96,7 @@ namespace CryptoExchange.Net.UnitTests
             ClassicAssert.IsFalse(result.Success);
             Assert.That(result.Error != null);
             Assert.That(result.Error is ServerError);
-            Assert.That(result.Error.Code == 123);
+            Assert.That(result.Error.ErrorCode == "123");
             Assert.That(result.Error.Message == "Invalid request");
         }
 
@@ -182,7 +182,7 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase("/sapi/test1", true)]
         [TestCase("/sapi/test2", true)]
         [TestCase("/api/test1", false)]
-        [TestCase("sapi/test1", false)]
+        [TestCase("sapi/test1", true)]
         [TestCase("/sapi/", true)]
         public async Task PartialEndpointRateLimiterEndpoints(string endpoint, bool expectLimiting)
         {

CryptoExchange.Net.UnitTests/SocketClientTests.cs

@@ -202,7 +202,7 @@ namespace CryptoExchange.Net.UnitTests
             await sub;
 
             // assert
-            ClassicAssert.IsFalse(client.SubClient.TestSubscription.Confirmed);
+            ClassicAssert.IsTrue(client.SubClient.TestSubscription.Status != SubscriptionStatus.Subscribed);
         }
 
         [TestCase()]
@@ -225,7 +225,7 @@ namespace CryptoExchange.Net.UnitTests
             await sub;
 
             // assert
-            Assert.That(client.SubClient.TestSubscription.Confirmed);
+            Assert.That(client.SubClient.TestSubscription.Status == SubscriptionStatus.Subscribed);
         }
     }
 }

CryptoExchange.Net.UnitTests/SystemTextJsonConverterTests.cs

@@ -224,13 +224,17 @@ namespace CryptoExchange.Net.UnitTests
         [TestCase(null, null)]
         [TestCase("", null)]
         [TestCase("null", null)]
+        [TestCase("nan", null)]
         [TestCase("1E+2", 100)]
         [TestCase("1E-2", 0.01)]
-        [TestCase("80228162514264337593543950335", -999)] // -999 is workaround for not being able to specify decimal.MaxValue
+        [TestCase("Infinity", 999)] // 999 is workaround for not being able to specify decimal.MinValue
+        [TestCase("-Infinity", -999)] // -999 is workaround for not being able to specify decimal.MaxValue
+        [TestCase("80228162514264337593543950335", 999)] // 999 is workaround for not being able to specify decimal.MaxValue
+        [TestCase("-80228162514264337593543950335", -999)] // -999 is workaround for not being able to specify decimal.MaxValue
         public void TestDecimalConverterString(string value, decimal? expected)
         {
             var result = JsonSerializer.Deserialize<STJDecimalObject>("{ \"test\": \""+ value + "\"}");
-            Assert.That(result.Test, Is.EqualTo(expected == -999 ? decimal.MaxValue : expected));
+            Assert.That(result.Test, Is.EqualTo(expected == -999 ? decimal.MinValue : expected == 999 ? decimal.MaxValue: expected));
         }
 
         [TestCase("1", 1)]

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestChannelQuery.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 using System;
@@ -31,21 +32,19 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
 
     internal class TestChannelQuery : Query<SubResponse>
     {
-        public override HashSet<string> ListenerIdentifiers { get; set; }
-
         public TestChannelQuery(string channel, string request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
         {
-            ListenerIdentifiers = new HashSet<string> { request + "-" + channel };
+            MessageMatcher = MessageMatcher.Create<SubResponse>(request + "-" + channel, HandleMessage);
         }
 
-        public override CallResult<SubResponse> HandleMessage(SocketConnection connection, DataEvent<SubResponse> message)
+        public CallResult<SubResponse> HandleMessage(SocketConnection connection, DataEvent<SubResponse> message)
         {
             if (!message.Data.Status.Equals("confirmed", StringComparison.OrdinalIgnoreCase))
             {
-                return new CallResult<SubResponse>(new ServerError(message.Data.Status));
+                return new CallResult<SubResponse>(new ServerError(ErrorInfo.Unknown with { Message = message.Data.Status }));
             }
 
-            return base.HandleMessage(connection, message);
+            return message.ToCallResult();
         }
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestQuery.cs

@@ -9,11 +9,9 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
 {
     internal class TestQuery : Query<object>
     {
-        public override HashSet<string> ListenerIdentifiers { get; set; }
-
         public TestQuery(string identifier, object request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
         {
-            ListenerIdentifiers = new HashSet<string> { identifier };
+            MessageMatcher = MessageMatcher.Create<object>(identifier);
         }
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestSubscription.cs

@@ -15,22 +15,20 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
     {
         private readonly Action<DataEvent<T>> _handler;
 
-        public override HashSet<string> ListenerIdentifiers { get; set; } = new HashSet<string> { "update-topic" };
-
         public TestSubscription(ILogger logger, Action<DataEvent<T>> handler) : base(logger, false)
         {
             _handler = handler;
+
+            MessageMatcher = MessageMatcher.Create<T>("update-topic", DoHandleMessage);
         }
 
-        public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
+        public CallResult DoHandleMessage(SocketConnection connection, DataEvent<T> message)
         {
-            var data = (T)message.Data;
+            _handler.Invoke(message);
-            _handler.Invoke(message.As(data));
             return new CallResult(null);
         }
 
-        public override Type GetMessageType(IMessageAccessor message) => typeof(T);
+        protected override Query GetSubQuery(SocketConnection connection) => new TestQuery("sub", new object(), false, 1);
-        public override Query GetSubQuery(SocketConnection connection) => new TestQuery("sub", new object(), false, 1);
+        protected override Query GetUnsubQuery(SocketConnection connection) => new TestQuery("unsub", new object(), false, 1);
-        public override Query GetUnsubQuery() => new TestQuery("unsub", new object(), false, 1);
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestSubscriptionWithResponseCheck.cs

@@ -15,24 +15,20 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
         private readonly Action<DataEvent<T>> _handler;
         private readonly string _channel;
 
-        public override HashSet<string> ListenerIdentifiers { get; set; }
-
         public TestSubscriptionWithResponseCheck(string channel, Action<DataEvent<T>> handler) : base(Mock.Of<ILogger>(), false)
         {
-            ListenerIdentifiers = new HashSet<string>() { channel };
+            MessageMatcher = MessageMatcher.Create<T>(channel, DoHandleMessage);
             _handler = handler;
             _channel = channel;
         }
 
-        public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
+        public CallResult DoHandleMessage(SocketConnection connection, DataEvent<T> message)
         {
-            var data = (T)message.Data;
+            _handler.Invoke(message);
-            _handler.Invoke(message.As(data));
             return new CallResult(null);
         }
 
-        public override Type GetMessageType(IMessageAccessor message) => typeof(T);
+        protected override Query GetSubQuery(SocketConnection connection) => new TestChannelQuery(_channel, "subscribe", false, 1);
-        public override Query GetSubQuery(SocketConnection connection) => new TestChannelQuery(_channel, "subscribe", false, 1);
+        protected override Query GetUnsubQuery(SocketConnection connection) => new TestChannelQuery(_channel, "unsubscribe", false, 1);
-        public override Query GetUnsubQuery() => new TestChannelQuery(_channel, "unsubscribe", false, 1);
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestBaseClient.cs

@@ -10,6 +10,7 @@ using CryptoExchange.Net.Clients;
 using CryptoExchange.Net.Converters.SystemTextJson;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
 using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.SharedApis;
 using CryptoExchange.Net.UnitTests.TestImplementations;
@@ -55,7 +56,7 @@ namespace CryptoExchange.Net.UnitTests
             var accessor = CreateAccessor();
             var valid = accessor.Read(stream, true).Result;
             if (!valid)
-                return new CallResult<T>(new ServerError(data));
+                return new CallResult<T>(new ServerError(ErrorInfo.Unknown with { Message = data }));
             
             var deserializeResult = accessor.Deserialize<T>();
             return deserializeResult;
@@ -77,10 +78,10 @@ namespace CryptoExchange.Net.UnitTests
         {
         }
 
-        public override void AuthenticateRequest(RestApiClient apiClient, Uri uri, HttpMethod method, ref IDictionary<string, object> uriParams, ref IDictionary<string, object> bodyParams, ref Dictionary<string, string> headers, bool auth, ArrayParametersSerialization arraySerialization, HttpMethodParameterPosition parameterPosition, RequestBodyFormat bodyFormat)
+        public override void ProcessRequest(RestApiClient apiClient, RestRequestConfiguration requestConfig)
         {
         }
-
+        
         public string GetKey() => _credentials.Key;
         public string GetSecret() => _credentials.Secret;
     }

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -18,6 +18,7 @@ using Microsoft.Extensions.Options;
 using System.Linq;
 using CryptoExchange.Net.Converters.SystemTextJson;
 using System.Text.Json.Serialization;
+using CryptoExchange.Net.Objects.Errors;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
@@ -59,8 +60,8 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             request.Setup(c => c.GetHeaders()).Returns(() => headers.ToArray());
 
             var factory = Mock.Get(Api1.RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+            factory.Setup(c => c.Create(It.IsAny<Version>(), It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
-                .Callback<HttpMethod, Uri, int>((method, uri, id) => 
+                .Callback<Version, HttpMethod, Uri, int>((version, method, uri, id) => 
                 { 
                     request.Setup(a => a.Uri).Returns(uri);
                     request.Setup(a => a.Method).Returns(method); 
@@ -68,8 +69,8 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
                 .Returns(request.Object);
 
             factory = Mock.Get(Api2.RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+            factory.Setup(c => c.Create(It.IsAny<Version>(), It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
-                .Callback<HttpMethod, Uri, int>((method, uri, id) =>
+                .Callback<Version, HttpMethod, Uri, int>((version, method, uri, id) =>
                 {
                     request.Setup(a => a.Uri).Returns(uri);
                     request.Setup(a => a.Method).Returns(method);
@@ -89,12 +90,12 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             request.Setup(c => c.GetResponseAsync(It.IsAny<CancellationToken>())).Throws(we);
 
             var factory = Mock.Get(Api1.RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+            factory.Setup(c => c.Create(It.IsAny<Version>(), It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
                 .Returns(request.Object);
 
 
             factory = Mock.Get(Api2.RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+            factory.Setup(c => c.Create(It.IsAny<Version>(), It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
                 .Returns(request.Object);
         }
 
@@ -117,13 +118,13 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             request.Setup(c => c.GetHeaders()).Returns(headers.ToArray());
 
             var factory = Mock.Get(Api1.RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+            factory.Setup(c => c.Create(It.IsAny<Version>(), It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
-                .Callback<HttpMethod, Uri, int>((method, uri, id) => request.Setup(a => a.Uri).Returns(uri))
+                .Callback<Version, HttpMethod, Uri, int>((version, method, uri, id) => request.Setup(a => a.Uri).Returns(uri))
                 .Returns(request.Object);
 
             factory = Mock.Get(Api2.RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+            factory.Setup(c => c.Create(It.IsAny<Version>(), It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
-                .Callback<HttpMethod, Uri, int>((method, uri, id) => request.Setup(a => a.Uri).Returns(uri))
+                .Callback<Version, HttpMethod, Uri, int>((version, method, uri, id) => request.Setup(a => a.Uri).Returns(uri))
                 .Returns(request.Object);
         }
     }
@@ -197,7 +198,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         {
             var errorData = accessor.Deserialize<TestError>();
 
-            return new ServerError(errorData.Data.ErrorCode, errorData.Data.ErrorMessage);
+            return new ServerError(errorData.Data.ErrorCode, GetErrorInfo(errorData.Data.ErrorCode, errorData.Data.ErrorMessage));
         }
 
         public override TimeSpan? GetTimeOffset()

CryptoExchange.Net.UnitTests/TestImplementations/TestSocketClient.cs

@@ -17,6 +17,7 @@ using CryptoExchange.Net.Testing.Implementations;
 using CryptoExchange.Net.SharedApis;
 using Microsoft.Extensions.Options;
 using CryptoExchange.Net.Converters.SystemTextJson;
+using System.Net.WebSockets;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
@@ -98,7 +99,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         }
 
-        protected internal override IByteMessageAccessor CreateAccessor() => new SystemTextJsonByteMessageAccessor(new System.Text.Json.JsonSerializerOptions());
+        protected internal override IByteMessageAccessor CreateAccessor(WebSocketMessageType type) => new SystemTextJsonByteMessageAccessor(new System.Text.Json.JsonSerializerOptions());
         protected internal override IMessageSerializer CreateSerializer() => new SystemTextJsonMessageSerializer(new System.Text.Json.JsonSerializerOptions());
 
         /// <inheritdoc />
@@ -119,7 +120,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         public override string GetListenerIdentifier(IMessageAccessor message)
         {
-            if (!message.IsJson)
+            if (!message.IsValid)
             {
                 return "topic";
             }

CryptoExchange.Net.sln

@@ -15,6 +15,8 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "ConsoleClient", "Examples\C
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedClients", "Examples\SharedClients\SharedClients.csproj", "{988A87EF-EAEA-4313-A6CF-FA869813D5AB}"
 EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "CryptoExchange.Net.Protobuf", "CryptoExchange.Net.Protobuf\CryptoExchange.Net.Protobuf.csproj", "{CC6A807A-9183-6F41-8EF1-8A70172B0E83}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -41,6 +43,10 @@ Global
 		{988A87EF-EAEA-4313-A6CF-FA869813D5AB}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{988A87EF-EAEA-4313-A6CF-FA869813D5AB}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{988A87EF-EAEA-4313-A6CF-FA869813D5AB}.Release|Any CPU.Build.0 = Release|Any CPU
+		{CC6A807A-9183-6F41-8EF1-8A70172B0E83}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{CC6A807A-9183-6F41-8EF1-8A70172B0E83}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{CC6A807A-9183-6F41-8EF1-8A70172B0E83}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{CC6A807A-9183-6F41-8EF1-8A70172B0E83}.Release|Any CPU.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

CryptoExchange.Net/Authentication/AuthenticationProvider.cs

@@ -51,30 +51,11 @@ namespace CryptoExchange.Net.Authentication
         }
 
         /// <summary>
-        /// Authenticate a request. Output parameters should include the providedParameters input
+        /// Authenticate a request
         /// </summary>
         /// <param name="apiClient">The Api client sending the request</param>
-        /// <param name="uri">The uri for the request</param>
+        /// <param name="requestConfig">The request configuration</param>
-        /// <param name="method">The method of the request</param>
+        public abstract void ProcessRequest(RestApiClient apiClient, RestRequestConfiguration requestConfig);
-        /// <param name="auth">If the requests should be authenticated</param>
-        /// <param name="arraySerialization">Array serialization type</param>
-        /// <param name="requestBodyFormat">The formatting of the request body</param>
-        /// <param name="uriParameters">Parameters that need to be in the Uri of the request. Should include the provided parameters if they should go in the uri</param>
-        /// <param name="bodyParameters">Parameters that need to be in the body of the request. Should include the provided parameters if they should go in the body</param>
-        /// <param name="headers">The headers that should be send with the request</param>
-        /// <param name="parameterPosition">The position where the providedParameters should go</param>
-        public abstract void AuthenticateRequest(
-            RestApiClient apiClient,
-            Uri uri,
-            HttpMethod method,
-            ref IDictionary<string, object>? uriParameters,
-            ref IDictionary<string, object>? bodyParameters,
-            ref Dictionary<string, string>? headers,
-            bool auth,
-            ArrayParametersSerialization arraySerialization,
-            HttpMethodParameterPosition parameterPosition,
-            RequestBodyFormat requestBodyFormat
-            );
 
         /// <summary>
         /// SHA256 sign the data and return the bytes
@@ -465,10 +446,13 @@ namespace CryptoExchange.Net.Authentication
         /// <returns></returns>
         protected static string GetSerializedBody(IMessageSerializer serializer, IDictionary<string, object> parameters)
         {
+            if (serializer is not IStringMessageSerializer stringSerializer)
+                throw new InvalidOperationException("Non-string message serializer can't get serialized request body");
+
             if (parameters.Count == 1 && parameters.TryGetValue(Constants.BodyPlaceHolderKey, out object? value))
-                return serializer.Serialize(value);
+                return stringSerializer.Serialize(value);
             else
-                return serializer.Serialize(parameters);
+                return stringSerializer.Serialize(parameters);
         }
     }
 

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -1,7 +1,9 @@
 using System;
+using System.Collections.Generic;
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
 using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.SharedApis;
 using Microsoft.Extensions.Logging;
@@ -54,6 +56,11 @@ namespace CryptoExchange.Net.Clients
         /// </summary>
         public ExchangeOptions ClientOptions { get; }
 
+        /// <summary>
+        /// Mapping of a response code to known error types
+        /// </summary>
+        protected internal virtual ErrorMapping ErrorMapping { get; } = new ErrorMapping([]);
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -87,6 +94,16 @@ namespace CryptoExchange.Net.Clients
         /// <inheritdoc />
         public abstract string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverDate = null);
 
+        /// <summary>
+        /// Get error info for a response code
+        /// </summary>
+        public ErrorInfo GetErrorInfo(int code, string? message = null) => GetErrorInfo(code.ToString(), message);
+
+        /// <summary>
+        /// Get error info for a response code
+        /// </summary>
+        public ErrorInfo GetErrorInfo(string code, string? message = null) => ErrorMapping.GetErrorInfo(code.ToString(), message);
+
         /// <inheritdoc />
         public void SetApiCredentials<T>(T credentials) where T : ApiCredentials
         {

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -11,6 +11,7 @@ using CryptoExchange.Net.Caching;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging.Extensions;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
 using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.RateLimiting;
 using CryptoExchange.Net.RateLimiting.Interfaces;
@@ -54,7 +55,7 @@ namespace CryptoExchange.Net.Clients
         /// <summary>
         /// Request headers to be sent with each request
         /// </summary>
-        protected Dictionary<string, string>? StandardRequestHeaders { get; set; }
+        protected Dictionary<string, string> StandardRequestHeaders { get; set; } = [];
 
         /// <summary>
         /// Whether parameters need to be ordered
@@ -105,7 +106,7 @@ namespace CryptoExchange.Net.Clients
                   options,
                   apiOptions)
         {
-            RequestFactory.Configure(options.Proxy, options.RequestTimeout, httpClient);
+            RequestFactory.Configure(options, httpClient);
         }
 
         /// <summary>
@@ -238,7 +239,7 @@ namespace CryptoExchange.Net.Clients
                     additionalHeaders);
                 _logger.RestApiSendRequest(request.RequestId, definition, request.Content, string.IsNullOrEmpty(request.Uri.Query) ? "-" : request.Uri.Query, string.Join(", ", request.GetHeaders().Select(h => h.Key + $"=[{string.Join(",", h.Value)}]")));
                 TotalRequestsMade++;
-                var result = await GetResponseAsync<T>(request, definition.RateLimitGate, cancellationToken).ConfigureAwait(false);
+                var result = await GetResponseAsync<T>(definition, request, definition.RateLimitGate, cancellationToken).ConfigureAwait(false);
                 if (result.Error is not CancellationRequestedError)
                 {
                     var originalData = OutputOriginalData ? result.OriginalData : "[Data only available when OutputOriginal = true]";
@@ -363,74 +364,58 @@ namespace CryptoExchange.Net.Clients
             ParameterCollection? bodyParameters,
             Dictionary<string, string>? additionalHeaders)
         {
-            var uriParams = uriParameters == null ? null : CreateParameterDictionary(uriParameters);
+            var requestConfiguration = new RestRequestConfiguration(
-            var bodyParams = bodyParameters == null ? null : CreateParameterDictionary(bodyParameters);
+                definition,
+                baseAddress,
+                uriParameters == null ? new Dictionary<string, object>() : CreateParameterDictionary(uriParameters),
+                bodyParameters == null ? new Dictionary<string, object>() : CreateParameterDictionary(bodyParameters),
+                new Dictionary<string, string>(additionalHeaders ?? []),
+                definition.ArraySerialization ?? ArraySerialization,
+                definition.ParameterPosition ?? ParameterPositions[definition.Method],
+                definition.RequestBodyFormat ?? RequestBodyFormat);
 
-            var uri = new Uri(baseAddress.AppendPath(definition.Path));
+            try
-            var arraySerialization = definition.ArraySerialization ?? ArraySerialization;
-            var bodyFormat = definition.RequestBodyFormat ?? RequestBodyFormat;
-            var parameterPosition = definition.ParameterPosition ?? ParameterPositions[definition.Method];
-
-            Dictionary<string, string>? headers = null;
-            if (AuthenticationProvider != null)
             {
-                try
+                AuthenticationProvider?.ProcessRequest(this, requestConfiguration);
-                {
-                    AuthenticationProvider.AuthenticateRequest(
-                        this,
-                        uri,
-                        definition.Method,
-                        ref uriParams,
-                        ref bodyParams,
-                        ref headers,
-                        definition.Authenticated,
-                        arraySerialization,
-                        parameterPosition,
-                        bodyFormat                        
-                        );
-                }
-                catch (Exception ex)
-                {
-                    throw new Exception("Failed to authenticate request, make sure your API credentials are correct", ex);
-                }
             }
+            catch (Exception ex)
+            {
+                throw new Exception("Failed to authenticate request, make sure your API credentials are correct", ex);
+            }
+            
+            var queryString = requestConfiguration.GetQueryString(true);
+            if (!string.IsNullOrEmpty(queryString) && !queryString.StartsWith("?"))
+                queryString = $"?{queryString}";
 
-            // Add the auth parameters to the uri, start with a new URI to be able to sort the parameters including the auth parameters
+            var uri = new Uri(baseAddress.AppendPath(definition.Path) + queryString);
-            if (uriParams != null)
+            var request = RequestFactory.Create(ClientOptions.HttpVersion, definition.Method, uri, requestId);
-                uri = uri.SetParameters(uriParams, arraySerialization);
-
-            var request = RequestFactory.Create(definition.Method, uri, requestId);
             request.Accept = Constants.JsonContentHeader;
 
-            if (headers != null)
+            foreach (var header in requestConfiguration.Headers)
-            {
+                request.AddHeader(header.Key, header.Value);            
-                foreach (var header in headers)
-                    request.AddHeader(header.Key, header.Value);
-            }
 
-            if (additionalHeaders != null)
+            foreach (var header in StandardRequestHeaders)
             {
-                foreach (var header in additionalHeaders)
+                // Only add it if it isn't overwritten
+                if (!requestConfiguration.Headers.ContainsKey(header.Key))
                     request.AddHeader(header.Key, header.Value);
-            }
+            }            
 
-            if (StandardRequestHeaders != null)
+            if (requestConfiguration.ParameterPosition == HttpMethodParameterPosition.InBody)
             {
-                foreach (var header in StandardRequestHeaders)
+                var contentType = requestConfiguration.BodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
+                var bodyContent = requestConfiguration.GetBodyContent();
+                if (bodyContent != null)
                 {
-                    // Only add it if it isn't overwritten
+                    request.SetContent(bodyContent, contentType);
-                    if (additionalHeaders?.ContainsKey(header.Key) != true)
-                        request.AddHeader(header.Key, header.Value);
                 }
-            }
-
-            if (parameterPosition == HttpMethodParameterPosition.InBody)
-            {
-                var contentType = bodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
-                if (bodyParams != null && bodyParams.Count != 0)
-                    WriteParamBody(request, bodyParams, contentType);
                 else
-                    request.SetContent(RequestBodyEmptyContent, contentType);
+                {
+                    if (requestConfiguration.BodyParameters != null && requestConfiguration.BodyParameters.Count != 0)
+                        WriteParamBody(request, requestConfiguration.BodyParameters, contentType);
+                    else
+                        request.SetContent(RequestBodyEmptyContent, contentType);
+                }
             }
 
             return request;
@@ -439,11 +424,13 @@ namespace CryptoExchange.Net.Clients
         /// <summary>
         /// Executes the request and returns the result deserialized into the type parameter class
         /// </summary>
+        /// <param name="requestDefinition">The request definition</param>
         /// <param name="request">The request object to execute</param>
         /// <param name="gate">The ratelimit gate used</param>
         /// <param name="cancellationToken">Cancellation token</param>
         /// <returns></returns>
         protected virtual async Task<WebCallResult<T>> GetResponseAsync<T>(
+            RequestDefinition requestDefinition,
             IRequest request,
             IRateLimitGate? gate,
             CancellationToken cancellationToken)
@@ -456,14 +443,11 @@ namespace CryptoExchange.Net.Clients
             {
                 response = await request.GetResponseAsync(cancellationToken).ConfigureAwait(false);
                 sw.Stop();
-                var statusCode = response.StatusCode;
-                var headers = response.ResponseHeaders;
-                var responseLength = response.ContentLength;
                 responseStream = await response.GetResponseStreamAsync().ConfigureAwait(false);
                 var outputOriginalData = ApiOptions.OutputOriginalData ?? ClientOptions.OutputOriginalData;
 
                 accessor = CreateAccessor();
-                if (!response.IsSuccessStatusCode)
+                if (!response.IsSuccessStatusCode && !requestDefinition.TryParseOnNonSuccess)
                 {
                     // Error response
                     var readResult = await accessor.Read(responseStream, true).ConfigureAwait(false);
@@ -488,23 +472,22 @@ namespace CryptoExchange.Net.Clients
                     if (error.Code == null || error.Code == 0)
                         error.Code = (int)response.StatusCode;
 
-                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error!);
+                    return new WebCallResult<T>(response.StatusCode, response.HttpVersion, response.ResponseHeaders, sw.Elapsed, response.ContentLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error!);
                 }
 
                 var valid = await accessor.Read(responseStream, outputOriginalData).ConfigureAwait(false);
                 if (typeof(T) == typeof(object))
                     // Success status code and expected empty response, assume it's correct
-                    return new WebCallResult<T>(statusCode, headers, sw.Elapsed, 0, accessor.OriginalDataAvailable ? accessor.GetOriginalString() : "[Data only available when OutputOriginal = true in client options]", request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, null);
+                    return new WebCallResult<T>(response.StatusCode, response.HttpVersion, response.ResponseHeaders, sw.Elapsed, 0, accessor.OriginalDataAvailable ? accessor.GetOriginalString() : "[Data only available when OutputOriginal = true in client options]", request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, null);
 
                 if (!valid)
                 {
                     // Invalid json
-                    var error = new DeserializeError("Failed to parse response: " + valid.Error!.Message, valid.Error.Exception);
+                    return new WebCallResult<T>(response.StatusCode, response.HttpVersion, response.ResponseHeaders, sw.Elapsed, response.ContentLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, valid.Error);
-                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error);
                 }
 
                 // Json response received
-                var parsedError = TryParseError(response.ResponseHeaders, accessor);
+                var parsedError = TryParseError(requestDefinition, response.ResponseHeaders, accessor);
                 if (parsedError != null)
                 {
                     if (parsedError is ServerRateLimitError rateError)
@@ -517,30 +500,55 @@ namespace CryptoExchange.Net.Clients
                     }
 
                     // Success status code, but TryParseError determined it was an error response
-                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, parsedError);
+                    return new WebCallResult<T>(response.StatusCode, response.HttpVersion, response.ResponseHeaders, sw.Elapsed, response.ContentLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, parsedError);
                 }
 
                 var deserializeResult = accessor.Deserialize<T>();
-                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, deserializeResult.Data, deserializeResult.Error);
+                return new WebCallResult<T>(response.StatusCode, response.HttpVersion, response.ResponseHeaders, sw.Elapsed, response.ContentLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, deserializeResult.Data, deserializeResult.Error);
             }
             catch (HttpRequestException requestException)
             {
                 // Request exception, can't reach server for instance
-                return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, new WebError(requestException.Message, exception: requestException));
+                var error = new WebError(requestException.Message, requestException);
+                return new WebCallResult<T>(null, null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error);
             }
             catch (OperationCanceledException canceledException)
             {
                 if (cancellationToken != default && canceledException.CancellationToken == cancellationToken)
                 {
                     // Cancellation token canceled by caller
-                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, new CancellationRequestedError(canceledException));
+                    return new WebCallResult<T>(null, null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, new CancellationRequestedError(canceledException));
                 }
                 else
                 {
                     // Request timed out
-                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, new WebError($"Request timed out", exception: canceledException));
+                    var error = new WebError($"Request timed out", exception: canceledException);
+                    error.ErrorType = ErrorType.Timeout;
+                    return new WebCallResult<T>(null, null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error);
                 }
             }
+            catch (ArgumentException argumentException)
+            {
+                if (argumentException.Message.StartsWith("Only HTTP/"))
+                {
+                    // Unsupported HTTP version error .net framework
+                    var error = ArgumentError.Invalid(nameof(RestExchangeOptions.HttpVersion), $"Invalid HTTP version {request.HttpVersion}: " + argumentException.Message);
+                    return new WebCallResult<T>(null, null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error);
+                }
+
+                throw;
+            }
+            catch (NotSupportedException notSupportedException)
+            {
+                if (notSupportedException.Message.StartsWith("Request version value must be one of"))
+                {
+                    // Unsupported HTTP version error dotnet code
+                    var error = ArgumentError.Invalid(nameof(RestExchangeOptions.HttpVersion), $"Invalid HTTP version {request.HttpVersion}: " + notSupportedException.Message);
+                    return new WebCallResult<T>(null, null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), ResultDataSource.Server, default, error);
+                }
+
+                throw;
+            }
             finally
             {
                 accessor?.Clear();
@@ -554,10 +562,11 @@ namespace CryptoExchange.Net.Clients
         /// This method will be called for each response to be able to check if the response is an error or not.
         /// If the response is an error this method should return the parsed error, else it should return null
         /// </summary>
+        /// <param name="requestDefinition">Request definition</param>
         /// <param name="accessor">Data accessor</param>
         /// <param name="responseHeaders">The response headers</param>
         /// <returns>Null if not an error, Error otherwise</returns>
-        protected virtual Error? TryParseError(KeyValuePair<string, string[]>[] responseHeaders, IMessageAccessor accessor) => null;
+        protected virtual Error? TryParseError(RequestDefinition requestDefinition, KeyValuePair<string, string[]>[] responseHeaders, IMessageAccessor accessor) => null;
 
         /// <summary>
         /// Can be used to indicate that a request should be retried. Defaults to false. Make sure to retry a max number of times (based on the the tries parameter) or the request will retry forever.
@@ -603,12 +612,16 @@ namespace CryptoExchange.Net.Clients
         {
             if (contentType == Constants.JsonContentHeader)
             {
+                var serializer = CreateSerializer();
+                if (serializer is not IStringMessageSerializer stringSerializer)
+                    throw new InvalidOperationException("Non-string message serializer can't get serialized request body");
+
                 // Write the parameters as json in the body
                 string stringData;
                 if (parameters.Count == 1 && parameters.TryGetValue(Constants.BodyPlaceHolderKey, out object? value))
-                    stringData = CreateSerializer().Serialize(value);
+                    stringData = stringSerializer.Serialize(value);
                 else
-                    stringData = CreateSerializer().Serialize(parameters);
+                    stringData = stringSerializer.Serialize(parameters);
                 request.SetContent(stringData, contentType);
             }
             else if (contentType == Constants.FormContentHeader)
@@ -629,7 +642,7 @@ namespace CryptoExchange.Net.Clients
         /// <returns></returns>
         protected virtual Error ParseErrorResponse(int httpStatusCode, KeyValuePair<string, string[]>[] responseHeaders, IMessageAccessor accessor, Exception? exception)
         {
-            return new ServerError(null, "Unknown request error", exception);
+            return new ServerError(ErrorInfo.Unknown, exception);
         }
 
         /// <summary>
@@ -680,21 +693,21 @@ namespace CryptoExchange.Net.Clients
         {
             base.SetOptions(options);
 
-            RequestFactory.UpdateSettings(options.Proxy, options.RequestTimeout ?? ClientOptions.RequestTimeout);
+            RequestFactory.UpdateSettings(options.Proxy, options.RequestTimeout ?? ClientOptions.RequestTimeout, ClientOptions.HttpKeepAliveInterval);
         }
 
         internal async Task<WebCallResult<bool>> SyncTimeAsync()
         {
             var timeSyncParams = GetTimeSyncInfo();
             if (timeSyncParams == null)
-                return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
+                return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
 
             if (await timeSyncParams.TimeSyncState.Semaphore.WaitAsync(0).ConfigureAwait(false))
             {
                 if (!timeSyncParams.SyncTime || DateTime.UtcNow - timeSyncParams.TimeSyncState.LastSyncTime < timeSyncParams.RecalculationInterval)
                 {
                     timeSyncParams.TimeSyncState.Semaphore.Release();
-                    return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
+                    return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
                 }
 
                 var localTime = DateTime.UtcNow;
@@ -723,7 +736,7 @@ namespace CryptoExchange.Net.Clients
                 timeSyncParams.TimeSyncState.Semaphore.Release();
             }
 
-            return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
+            return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, true, null);
         }
 
         private bool ShouldCache(RequestDefinition definition)

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging.Extensions;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
 using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.RateLimiting;
@@ -82,6 +83,11 @@ namespace CryptoExchange.Net.Clients
         /// </summary>
         protected bool AllowTopicsOnTheSameConnection { get; set; } = true;
 
+        /// <summary>
+        /// Whether to continue processing and forward unparsable messages to handlers
+        /// </summary>
+        protected internal bool ProcessUnparsableMessages { get; set; } = false;
+
         /// <inheritdoc />
         public double IncomingKbps
         {
@@ -138,7 +144,7 @@ namespace CryptoExchange.Net.Clients
         /// Create a message accessor instance
         /// </summary>
         /// <returns></returns>
-        protected internal abstract IByteMessageAccessor CreateAccessor();
+        protected internal abstract IByteMessageAccessor CreateAccessor(WebSocketMessageType messageType);
 
         /// <summary>
         /// Create a serializer instance
@@ -221,7 +227,7 @@ namespace CryptoExchange.Net.Clients
                 while (true)
                 {
                     // Get a new or existing socket connection
-                    var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, subscription.Topic).ConfigureAwait(false);
+                    var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, ct, subscription.Topic).ConfigureAwait(false);
                     if (!socketResult)
                         return socketResult.As<UpdateSubscription>(null);
 
@@ -260,11 +266,12 @@ namespace CryptoExchange.Net.Clients
             if (socketConnection.PausedActivity)
             {
                 _logger.HasBeenPausedCantSubscribeAtThisMoment(socketConnection.SocketId);
-                return new CallResult<UpdateSubscription>(new ServerError("Socket is paused"));
+                return new CallResult<UpdateSubscription>(new ServerError(new ErrorInfo(ErrorType.WebsocketPaused, "Socket is paused")));
             }
 
+            subscription.Status = SubscriptionStatus.Subscribing;
             var waitEvent = new AsyncResetEvent(false);
-            var subQuery = subscription.GetSubQuery(socketConnection);
+            var subQuery = subscription.CreateSubscriptionQuery(socketConnection);
             if (subQuery != null)
             {
                 // Send the request and wait for answer
@@ -273,7 +280,7 @@ namespace CryptoExchange.Net.Clients
                 {
                     waitEvent?.Set();
                     var isTimeout = subResult.Error is CancellationRequestedError;
-                    if (isTimeout && subscription.Confirmed)
+                    if (isTimeout && subscription.Status == SubscriptionStatus.Subscribed)
                     {
                         // No response received, but the subscription did receive updates. We'll assume success
                     }
@@ -281,6 +288,7 @@ namespace CryptoExchange.Net.Clients
                     {
                         _logger.FailedToSubscribe(socketConnection.SocketId, subResult.Error?.ToString());
                         // If this was a timeout we still need to send an unsubscribe to prevent messages coming in later
+                        subscription.Status = SubscriptionStatus.Pending;
                         await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
                         return new CallResult<UpdateSubscription>(subResult.Error!);
                     }
@@ -289,7 +297,7 @@ namespace CryptoExchange.Net.Clients
                 subscription.HandleSubQueryResponse(subQuery.Response!);
             }
 
-            subscription.Confirmed = true;
+            subscription.Status = SubscriptionStatus.Subscribed;
             if (ct != default)
             {
                 subscription.CancellationTokenRegistration = ct.Register(async () =>
@@ -308,11 +316,10 @@ namespace CryptoExchange.Net.Clients
         /// Send a query on a socket connection to the BaseAddress and wait for the response
         /// </summary>
         /// <typeparam name="THandlerResponse">Expected result type</typeparam>
-        /// <typeparam name="TServerResponse">The type returned to the caller</typeparam>
         /// <param name="query">The query</param>
         /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        protected virtual Task<CallResult<THandlerResponse>> QueryAsync<TServerResponse, THandlerResponse>(Query<TServerResponse, THandlerResponse> query, CancellationToken ct = default)
+        protected virtual Task<CallResult<THandlerResponse>> QueryAsync<THandlerResponse>(Query<THandlerResponse> query, CancellationToken ct = default)
         {
             return QueryAsync(BaseAddress, query, ct);
         }
@@ -321,12 +328,11 @@ namespace CryptoExchange.Net.Clients
         /// Send a query on a socket connection and wait for the response
         /// </summary>
         /// <typeparam name="THandlerResponse">Expected result type</typeparam>
-        /// <typeparam name="TServerResponse">The type returned to the caller</typeparam>
         /// <param name="url">The url for the request</param>
         /// <param name="query">The query</param>
         /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<THandlerResponse>> QueryAsync<TServerResponse, THandlerResponse>(string url, Query<TServerResponse, THandlerResponse> query, CancellationToken ct = default)
+        protected virtual async Task<CallResult<THandlerResponse>> QueryAsync<THandlerResponse>(string url, Query<THandlerResponse> query, CancellationToken ct = default)
         {
             if (_disposing)
                 return new CallResult<THandlerResponse>(new InvalidOperationError("Client disposed, can't query"));
@@ -339,7 +345,7 @@ namespace CryptoExchange.Net.Clients
             await semaphoreSlim.WaitAsync().ConfigureAwait(false);
             try
             {
-                var socketResult = await GetSocketConnection(url, query.Authenticated, true).ConfigureAwait(false);
+                var socketResult = await GetSocketConnection(url, query.Authenticated, true, ct).ConfigureAwait(false);
                 if (!socketResult)
                     return socketResult.As<THandlerResponse>(default);
 
@@ -365,7 +371,7 @@ namespace CryptoExchange.Net.Clients
             if (socketConnection.PausedActivity)
             {
                 _logger.HasBeenPausedCantSendQueryAtThisMoment(socketConnection.SocketId);
-                return new CallResult<THandlerResponse>(new ServerError("Socket is paused"));
+                return new CallResult<THandlerResponse>(new ServerError(new ErrorInfo(ErrorType.WebsocketPaused, "Socket is paused")));
             }
 
             if (ct.IsCancellationRequested)
@@ -490,25 +496,56 @@ namespace CryptoExchange.Net.Clients
         /// <param name="address">The address the socket is for</param>
         /// <param name="authenticated">Whether the socket should be authenticated</param>
         /// <param name="dedicatedRequestConnection">Whether a dedicated request connection should be returned</param>
+        /// <param name="ct">Cancellation token</param>
         /// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(string address, bool authenticated, bool dedicatedRequestConnection, string? topic = null)
+        protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(string address, bool authenticated, bool dedicatedRequestConnection, CancellationToken ct, string? topic = null)
         {
-            var socketQuery = socketConnections.Where(s => (s.Value.Status == SocketConnection.SocketStatus.None || s.Value.Status == SocketConnection.SocketStatus.Connected)
+            var socketQuery = socketConnections.Where(s => s.Value.Tag.TrimEnd('/') == address.TrimEnd('/')
-                                                      && s.Value.Tag.TrimEnd('/') == address.TrimEnd('/')
                                                       && s.Value.ApiClient.GetType() == GetType()
-                                                      && (s.Value.Authenticated == authenticated || !authenticated)
+                                                      && (AllowTopicsOnTheSameConnection || !s.Value.Topics.Contains(topic)))
-                                                      && (AllowTopicsOnTheSameConnection || !s.Value.Topics.Contains(topic))
+                                                .Select(x => x.Value)
-                                                      && s.Value.Connected);
+                                                .ToList();
 
-            SocketConnection connection;
+            // If all current socket connections are reconnecting or resubscribing wait for that to finish as we can probably use the existing connection
+            var delayStart = DateTime.UtcNow;
+            var delayed = false;
+            while (socketQuery.Count >= 1 && socketQuery.All(x => x.Status == SocketConnection.SocketStatus.Reconnecting || x.Status == SocketConnection.SocketStatus.Resubscribing))
+            {
+                if (DateTime.UtcNow - delayStart > TimeSpan.FromSeconds(10))
+                {
+                    if (socketQuery.Count >= 1 && socketQuery.All(x => x.Status == SocketConnection.SocketStatus.Reconnecting || x.Status == SocketConnection.SocketStatus.Resubscribing))
+                    {
+                        // If after this time we still trying to reconnect/reprocess there is some issue in the connection
+                        _logger.TimeoutWaitingForReconnectingSocket();
+                        return new CallResult<SocketConnection>(new CantConnectError());
+                    }
+
+                    break;
+                }
+
+                delayed = true;
+                try { await Task.Delay(50, ct).ConfigureAwait(false); } catch (Exception) { }
+
+                if (ct.IsCancellationRequested)
+                    return new CallResult<SocketConnection>(new CancellationRequestedError());
+            }
+
+            if (delayed)
+                _logger.WaitedForReconnectingSocket((long)(DateTime.UtcNow - delayStart).TotalMilliseconds);
+
+            socketQuery = socketQuery.Where(s => (s.Status == SocketConnection.SocketStatus.None || s.Status == SocketConnection.SocketStatus.Connected)                                                     
+                                                && (s.Authenticated == authenticated || !authenticated)
+                                                && s.Connected).ToList();
+
+            SocketConnection? connection;
             if (!dedicatedRequestConnection)
             {
-                connection = socketQuery.Where(s => !s.Value.DedicatedRequestConnection.IsDedicatedRequestConnection).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault().Value;
+                connection = socketQuery.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection).OrderBy(s => s.UserSubscriptionCount).FirstOrDefault();
             }
             else
             {
-                connection = socketQuery.Where(s => s.Value.DedicatedRequestConnection.IsDedicatedRequestConnection).FirstOrDefault().Value;
+                connection = socketQuery.Where(s => s.DedicatedRequestConnection.IsDedicatedRequestConnection).FirstOrDefault();
                 if (connection != null && !connection.DedicatedRequestConnection.Authenticated)
                     // Mark dedicated request connection as authenticated if the request is authenticated
                     connection.DedicatedRequestConnection.Authenticated = authenticated;
@@ -516,9 +553,12 @@ namespace CryptoExchange.Net.Clients
 
             if (connection != null)
             {
-                if (connection.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections) && socketConnections.All(s => s.Value.UserSubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
+                if (connection.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget
+                    || (socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections) && socketConnections.All(s => s.Value.UserSubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget)))
+                {
                     // Use existing socket if it has less than target connections OR it has the least connections and we can't make new
                     return new CallResult<SocketConnection>(connection);
+                }
             }
 
             var connectionAddress = await GetConnectionUrlAsync(address, authenticated).ConfigureAwait(false);
@@ -712,7 +752,7 @@ namespace CryptoExchange.Net.Clients
         {
             foreach (var item in DedicatedConnectionConfigs)
             {
-                var socketResult = await GetSocketConnection(item.SocketAddress, item.Authenticated, true).ConfigureAwait(false);
+                var socketResult = await GetSocketConnection(item.SocketAddress, item.Authenticated, true, CancellationToken.None).ConfigureAwait(false);
                 if (!socketResult)
                     return socketResult.AsDataless();
 
@@ -809,9 +849,9 @@ namespace CryptoExchange.Net.Clients
                         cs.SubscriptionStates.ForEach(subState =>
                         {
                             sb.AppendLine($"\t\t\tId: {subState.Id}");
-                            sb.AppendLine($"\t\t\tConfirmed: {subState.Confirmed}");
+                            sb.AppendLine($"\t\t\tStatus: {subState.Status}");
                             sb.AppendLine($"\t\t\tInvocations: {subState.Invocations}");
-                            sb.AppendLine($"\t\t\tIdentifiers: [{string.Join(",", subState.Identifiers)}]");
+                            sb.AppendLine($"\t\t\tIdentifiers: [{subState.ListenMatcher.ToString()}]");
                         });
                     }
                 });

CryptoExchange.Net/Converters/SystemTextJson/ArrayConverter.cs

@@ -25,8 +25,6 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
     {
         private static readonly Lazy<List<ArrayPropertyInfo>> _typePropertyInfo = new Lazy<List<ArrayPropertyInfo>>(CacheTypeAttributes, LazyThreadSafetyMode.PublicationOnly);
         
-        private static readonly ConcurrentDictionary<JsonConverter, JsonSerializerOptions> _converterOptionsCache = new ConcurrentDictionary<JsonConverter, JsonSerializerOptions>();
-
         /// <inheritdoc />
 #if NET5_0_OR_GREATER
         [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL3050:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
@@ -100,17 +98,17 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             if (reader.TokenType == JsonTokenType.Null)
                 return default;
 
-            var result = Activator.CreateInstance(typeof(T))!;
+            var result = new T();
-            return (T)ParseObject(ref reader, result, typeof(T), options);
+            return ParseObject(ref reader, result, options);
         }
 
 
 #if NET5_0_OR_GREATER
         [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL3050:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
         [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2026:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
-        private static object ParseObject(ref Utf8JsonReader reader, object result, [DynamicallyAccessedMembers(DynamicallyAccessedMemberTypes.PublicProperties)] Type objectType, JsonSerializerOptions options)
+        private static T ParseObject(ref Utf8JsonReader reader, T result, JsonSerializerOptions options)
 #else
-        private static object ParseObject(ref Utf8JsonReader reader, object result, Type objectType, JsonSerializerOptions options)
+        private static T ParseObject(ref Utf8JsonReader reader, T result, JsonSerializerOptions options)
 #endif
         {
             if (reader.TokenType != JsonTokenType.StartArray)
@@ -135,20 +133,19 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                     object? value = null;
                     if (attribute.JsonConverter != null)
                     {
-                        if (!_converterOptionsCache.TryGetValue(attribute.JsonConverter, out var newOptions))
+                        if (attribute.JsonSerializerOptions == null)
-                        {                            
+                        {
-                            newOptions = new JsonSerializerOptions
+                            attribute.JsonSerializerOptions = new JsonSerializerOptions
                             {
                                 NumberHandling = JsonNumberHandling.AllowReadingFromString | JsonNumberHandling.AllowNamedFloatingPointLiterals,
                                 PropertyNameCaseInsensitive = false,
                                 Converters = { attribute.JsonConverter },
                                 TypeInfoResolver = options.TypeInfoResolver,
                             };
-                            _converterOptionsCache.TryAdd(attribute.JsonConverter, newOptions);
                         }
 
                         var doc = JsonDocument.ParseValue(ref reader);
-                        value = doc.Deserialize(attribute.PropertyInfo.PropertyType, newOptions);
+                        value = doc.Deserialize(attribute.PropertyInfo.PropertyType, attribute.JsonSerializerOptions);
                     }
                     else if (attribute.DefaultDeserialization)
                     {
@@ -231,6 +228,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             public JsonConverter? JsonConverter { get; set; }
             public bool DefaultDeserialization { get; set; }
             public Type TargetType { get; set; } = null!;
+            public JsonSerializerOptions? JsonSerializerOptions { get; set; } = null;
         }
     }
 }

CryptoExchange.Net/Converters/SystemTextJson/DecimalConverter.cs

@@ -19,22 +19,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             if (reader.TokenType == JsonTokenType.String)
             {
                 var value = reader.GetString();
-                if (string.IsNullOrEmpty(value) || string.Equals("null", value, StringComparison.OrdinalIgnoreCase))
+                return ExchangeHelpers.ParseDecimal(value);
-                    return null;
-
-                if (string.Equals("Infinity", value, StringComparison.Ordinal))
-                    // Infinity returned by the server, default to max value
-                    return decimal.MaxValue;
-
-                try
-                {
-                    return decimal.Parse(value, NumberStyles.Float, CultureInfo.InvariantCulture);
-                }
-                catch(OverflowException)
-                {
-                    // Value doesn't fit decimal, default to max value
-                    return decimal.MaxValue;
-                }
             }
 
             try

CryptoExchange.Net/Converters/SystemTextJson/EnumConverter.cs

@@ -140,10 +140,10 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 _ => throw new Exception("Invalid token type for enum deserialization: " + reader.TokenType)
             };
 
-            if (string.IsNullOrEmpty(stringValue))
+            if (stringValue is null)
                 return null;
 
-            if (!GetValue(enumType, stringValue!, out var result))
+            if (!GetValue(enumType, stringValue, out var result))
             {
                 if (string.IsNullOrWhiteSpace(stringValue))
                 {
@@ -204,6 +204,13 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 return false;
             }
 
+            if (String.IsNullOrEmpty(value))
+            {
+                // An empty/null value will always fail when parsing, so just return here
+                result = default;
+                return false;
+            }
+
             try
             {
                 // If no explicit mapping is found try to parse string

CryptoExchange.Net/Converters/SystemTextJson/SystemTextJsonMessageAccessor.cs

@@ -24,7 +24,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         private readonly JsonSerializerOptions? _customSerializerOptions;
 
         /// <inheritdoc />
-        public bool IsJson { get; set; }
+        public bool IsValid { get; set; }
 
         /// <inheritdoc />
         public abstract bool OriginalDataAvailable { get; }
@@ -47,7 +47,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 #endif
         public CallResult<object> Deserialize(Type type, MessagePath? path = null)
         {
-            if (!IsJson)
+            if (!IsValid)
                 return new CallResult<object>(GetOriginalString());
 
             if (_document == null)
@@ -60,13 +60,12 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             }
             catch (JsonException ex)
             {
-                var info = $"Deserialize JsonException: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
+                var info = $"Json deserialization failed: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
                 return new CallResult<object>(new DeserializeError(info, ex));
             }
             catch (Exception ex)
             {
-                var info = $"Deserialize unknown Exception: {ex.Message}";
+                return new CallResult<object>(new DeserializeError($"Json deserialization failed: {ex.Message}", ex));
-                return new CallResult<object>(new DeserializeError(info, ex));
             }
         }
 
@@ -87,20 +86,19 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             }
             catch (JsonException ex)
             {
-                var info = $"Deserialize JsonException: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
+                var info = $"Json deserialization failed: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
                 return new CallResult<T>(new DeserializeError(info, ex));
             }
             catch (Exception ex)
             {
-                var info = $"Unknown exception: {ex.Message}";
+                return new CallResult<T>(new DeserializeError($"Json deserialization failed: {ex.Message}", ex));
-                return new CallResult<T>(new DeserializeError(info, ex));
             }
         }
 
         /// <inheritdoc />
         public NodeType? GetNodeType()
         {
-            if (!IsJson)
+            if (!IsValid)
                 throw new InvalidOperationException("Can't access json data on non-json message");
 
             if (_document == null)
@@ -117,7 +115,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
         /// <inheritdoc />
         public NodeType? GetNodeType(MessagePath path)
         {
-            if (!IsJson)
+            if (!IsValid)
                 throw new InvalidOperationException("Can't access json data on non-json message");
 
             var node = GetPathNode(path);
@@ -139,7 +137,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 #endif
         public T? GetValue<T>(MessagePath path)
         {
-            if (!IsJson)
+            if (!IsValid)
                 throw new InvalidOperationException("Can't access json data on non-json message");
 
             var value = GetPathNode(path);
@@ -173,7 +171,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 #endif
         public T?[]? GetValues<T>(MessagePath path)
         {
-            if (!IsJson)
+            if (!IsValid)
                 throw new InvalidOperationException("Can't access json data on non-json message");
 
             var value = GetPathNode(path);
@@ -188,7 +186,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
         private JsonElement? GetPathNode(MessagePath path)
         {
-            if (!IsJson)
+            if (!IsValid)
                 throw new InvalidOperationException("Can't access json data on non-json message");
 
             if (_document == null)
@@ -279,14 +277,14 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             try
             {
                 _document = await JsonDocument.ParseAsync(_stream ?? stream).ConfigureAwait(false);
-                IsJson = true;
+                IsValid = true;
                 return CallResult.SuccessResult;
             }
             catch (Exception ex)
             {
                 // Not a json message
-                IsJson = false;
+                IsValid = false;
-                return new CallResult(new DeserializeError("JsonError: " + ex.Message, ex));
+                return new CallResult(new DeserializeError($"Json deserialization failed: {ex.Message}", ex));
             }
         }
 
@@ -337,19 +335,19 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 if (firstByte != 0x7b && firstByte != 0x5b)
                 {
                     // Value doesn't start with `{` or `[`, prevent deserialization attempt as it's slow
-                    IsJson = false;
+                    IsValid = false;
-                    return new CallResult(new ServerError("Not a json value"));
+                    return new CallResult(new DeserializeError("Not a json value"));
                 }
 
                 _document = JsonDocument.Parse(data);
-                IsJson = true;
+                IsValid = true;
                 return CallResult.SuccessResult;
             }
             catch (Exception ex)
             {
                 // Not a json message
-                IsJson = false;
+                IsValid = false;
-                return new CallResult(new DeserializeError("JsonError: " + ex.Message, ex));
+                return new CallResult(new DeserializeError($"Json deserialization failed: {ex.Message}", ex));
             }
         }
 

CryptoExchange.Net/Converters/SystemTextJson/SystemTextJsonMessageSerializer.cs

@@ -7,7 +7,7 @@ using System.Text.Json.Serialization.Metadata;
 namespace CryptoExchange.Net.Converters.SystemTextJson
 {
     /// <inheritdoc />
-    public class SystemTextJsonMessageSerializer : IMessageSerializer
+    public class SystemTextJsonMessageSerializer : IStringMessageSerializer
     {
         private readonly JsonSerializerOptions _options;
 

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -6,11 +6,11 @@
     <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>9.1.0</PackageVersion>
+    <PackageVersion>9.9.0</PackageVersion>
-    <AssemblyVersion>9.1.0</AssemblyVersion>
+    <AssemblyVersion>9.9.0</AssemblyVersion>
-    <FileVersion>9.1.0</FileVersion>
+    <FileVersion>9.9.0</FileVersion>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
-    <PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange</PackageTags>
+    <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>
     <RepositoryUrl>https://github.com/JKorf/CryptoExchange.Net.git</RepositoryUrl>
     <PackageProjectUrl>https://github.com/JKorf/CryptoExchange.Net</PackageProjectUrl>
@@ -51,11 +51,11 @@
     </PackageReference>
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="Microsoft.Extensions.Logging" Version="9.0.5" />
+    <PackageReference Include="Microsoft.Extensions.Logging" Version="9.0.6" />
-    <PackageReference Include="System.Text.Json" Version="9.0.5" />
+    <PackageReference Include="System.Text.Json" Version="9.0.6" />
   </ItemGroup>
   <ItemGroup Label="Transitive Client Packages">
-    <PackageReference Include="Microsoft.Extensions.Configuration.Binder" Version="9.0.5" />
+    <PackageReference Include="Microsoft.Extensions.Configuration.Binder" Version="9.0.6" />
-    <PackageReference Include="Microsoft.Extensions.Http" Version="9.0.5" />
+    <PackageReference Include="Microsoft.Extensions.Http" Version="9.0.6" />
   </ItemGroup>
 </Project>

CryptoExchange.Net/ExchangeHelpers.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.SharedApis;
 using System;
 using System.Collections.Generic;
+using System.Globalization;
 using System.Runtime.CompilerServices;
 using System.Security.Cryptography;
 using System.Threading;
@@ -87,8 +88,6 @@ namespace CryptoExchange.Net
                     value -= offset;
                 else value += (step.Value - offset);
             }
-
-            value = RoundDown(value, 8);
                 
             return value.Normalize();
         }
@@ -341,5 +340,48 @@ namespace CryptoExchange.Net
             adjustedQuantity = symbol.QuantityDecimals.HasValue ? (minNotionalAdjust ? RoundUp(adjustedQuantity, symbol.QuantityDecimals.Value) : RoundDown(adjustedQuantity, symbol.QuantityDecimals.Value)) : adjustedQuantity;
 
         }
+
+        /// <summary>
+        /// Parse a decimal value from a string
+        /// </summary>
+        public static decimal? ParseDecimal(string? value)
+        {
+            // Value is null or empty is the most common case to return null so check before trying to parse
+            if (string.IsNullOrEmpty(value))            
+                return null;            
+
+            // Try parse, only fails for these reasons:
+            // 1. string is null or empty
+            // 2. value is larger or smaller than decimal max/min
+            // 3. unparsable format
+            if (decimal.TryParse(value, NumberStyles.Float, CultureInfo.InvariantCulture, out var decValue))
+                return decValue;
+
+            // Check for values which should be parsed to null
+            if (string.Equals("null", value, StringComparison.OrdinalIgnoreCase)
+                || string.Equals("NaN", value, StringComparison.OrdinalIgnoreCase))
+            {
+                return null;
+            }
+
+            // Infinity value should be parsed to min/max value
+            if (string.Equals("Infinity", value, StringComparison.OrdinalIgnoreCase))
+                return decimal.MaxValue;
+            else if(string.Equals("-Infinity", value, StringComparison.OrdinalIgnoreCase))
+                    return decimal.MinValue;
+
+            if (value!.Length > 27 && decimal.TryParse(value.Substring(0, 27), out var overflowValue))
+            {
+                // Not a valid decimal value and more than 27 chars, from which the first part can be parsed correctly.
+                // assume overflow
+                if (overflowValue < 0)
+                    return decimal.MinValue;
+                else
+                    return decimal.MaxValue;
+            }
+
+            // Unknown decimal format, return null
+            return null;
+        }
     }
 }

CryptoExchange.Net/ExchangeSymbolCache.cs

@@ -23,14 +23,14 @@ namespace CryptoExchange.Net
         {
             if(!_symbolInfos.TryGetValue(topicId, out var exchangeInfo))
             {
-                exchangeInfo = new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => new SharedSymbol(x.TradingMode, x.BaseAsset.ToUpperInvariant(), x.QuoteAsset.ToUpperInvariant(), (x as SharedFuturesSymbol)?.DeliveryTime) { SymbolName = x.Name }));                
+                exchangeInfo = new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => x.SharedSymbol));                
                 _symbolInfos.TryAdd(topicId, exchangeInfo);
             }
 
             if (DateTime.UtcNow - exchangeInfo.UpdateTime < TimeSpan.FromMinutes(60))
                 return;
 
-            _symbolInfos[topicId] = new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => new SharedSymbol(x.TradingMode, x.BaseAsset.ToUpperInvariant(), x.QuoteAsset.ToUpperInvariant(), (x as SharedFuturesSymbol)?.DeliveryTime) { SymbolName = x.Name }));
+            _symbolInfos[topicId] = new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => x.SharedSymbol));
         }
 
         /// <summary>

CryptoExchange.Net/ExtensionMethods.cs

@@ -498,8 +498,8 @@ namespace CryptoExchange.Net
                 services.AddTransient(x => (IBookTickerSocketClient)client(x)!);
             if (typeof(IKlineSocketClient).IsAssignableFrom(typeof(T)))
                 services.AddTransient(x => (IKlineSocketClient)client(x)!);
-            if (typeof(IOrderBookRestClient).IsAssignableFrom(typeof(T)))
+            if (typeof(IOrderBookSocketClient).IsAssignableFrom(typeof(T)))
-                services.AddTransient(x => (IOrderBookRestClient)client(x)!);
+                services.AddTransient(x => (IOrderBookSocketClient)client(x)!);
             if (typeof(ITickerSocketClient).IsAssignableFrom(typeof(T)))
                 services.AddTransient(x => (ITickerSocketClient)client(x)!);
             if (typeof(ITickersSocketClient).IsAssignableFrom(typeof(T)))

CryptoExchange.Net/Interfaces/IMessageAccessor.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.Objects;
 using System;
 using System.Collections.Generic;
+using System.Diagnostics.CodeAnalysis;
 using System.IO;
 using System.Threading.Tasks;
 
@@ -13,9 +14,9 @@ namespace CryptoExchange.Net.Interfaces
     public interface IMessageAccessor
     {
         /// <summary>
-        /// Is this a json message
+        /// Is this a valid message
         /// </summary>
-        bool IsJson { get; }
+        bool IsValid { get; }
         /// <summary>
         /// Is the original data available for retrieval
         /// </summary>
@@ -59,12 +60,20 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="type"></param>
         /// <param name="path"></param>
         /// <returns></returns>
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
         CallResult<object> Deserialize(Type type, MessagePath? path = null);
         /// <summary>
         /// Deserialize the message into this type
         /// </summary>
         /// <param name="path"></param>
         /// <returns></returns>
+#if NET5_0_OR_GREATER
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2092:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+        [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2095:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
+#endif
         CallResult<T> Deserialize<T>(MessagePath? path = null);
 
         /// <summary>

CryptoExchange.Net/Interfaces/IMessageProcessor.cs

@@ -17,22 +17,13 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         public int Id { get; }
         /// <summary>
-        /// The identifiers for this processor
+        /// The matcher for this listener
         /// </summary>
-        public HashSet<string> ListenerIdentifiers { get; }
+        public MessageMatcher MessageMatcher { get; }
         /// <summary>
         /// Handle a message
         /// </summary>
-        /// <param name="connection"></param>
+        Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message, MessageHandlerLink matchedHandler);
-        /// <param name="message"></param>
-        /// <returns></returns>
-        Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message);
-        /// <summary>
-        /// Get the type the message should be deserialized to
-        /// </summary>
-        /// <param name="messageAccessor"></param>
-        /// <returns></returns>
-        Type? GetMessageType(IMessageAccessor messageAccessor);
         /// <summary>
         /// Deserialize a message into object of type
         /// </summary>

CryptoExchange.Net/Interfaces/IMessageSerializer.cs

@@ -1,9 +1,31 @@
-namespace CryptoExchange.Net.Interfaces
+using System.Diagnostics.CodeAnalysis;
+
+namespace CryptoExchange.Net.Interfaces
 {
     /// <summary>
     /// Serializer interface
     /// </summary>
     public interface IMessageSerializer
+    {
+    }
+
+    /// <summary>
+    /// Serialize to byte array
+    /// </summary>
+    public interface IByteMessageSerializer: IMessageSerializer
+    {
+        /// <summary>
+        /// Serialize an object to a string
+        /// </summary>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        byte[] Serialize<T>(T message);
+    }
+
+    /// <summary>
+    /// Serialize to string
+    /// </summary>
+    public interface IStringMessageSerializer: IMessageSerializer
     {
         /// <summary>
         /// Serialize an object to a string

CryptoExchange.Net/Interfaces/IRequest.cs

@@ -28,6 +28,10 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         Uri Uri { get; }
         /// <summary>
+        /// HTTP protocol version
+        /// </summary>
+        Version HttpVersion { get; }
+        /// <summary>
         /// internal request id for tracing
         /// </summary>
         int RequestId { get; }

CryptoExchange.Net/Interfaces/IRequestFactory.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
 using System;
 using System.Net.Http;
 
@@ -12,25 +13,21 @@ namespace CryptoExchange.Net.Interfaces
         /// <summary>
         /// Create a request for an uri
         /// </summary>
-        /// <param name="method"></param>
+        IRequest Create(Version httpRequestVersion, HttpMethod method, Uri uri, int requestId);
-        /// <param name="uri"></param>
-        /// <param name="requestId"></param>
-        /// <returns></returns>
-        IRequest Create(HttpMethod method, Uri uri, int requestId);
 
         /// <summary>
         /// Configure the requests created by this factory
         /// </summary>
-        /// <param name="requestTimeout">Request timeout to use</param>
+        /// <param name="options">Rest client options</param>
         /// <param name="httpClient">Optional shared http client instance</param>
-        /// <param name="proxy">Optional proxy to use when no http client is provided</param>
+        void Configure(RestExchangeOptions options, HttpClient? httpClient = null);
-        void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? httpClient = null);
 
         /// <summary>
         /// Update settings
         /// </summary>
         /// <param name="proxy">Proxy to use</param>
         /// <param name="requestTimeout">Request timeout to use</param>
-        void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout);
+        /// <param name="httpKeepAliveInterval">Http client keep alive interval</param>
+        void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout, TimeSpan? httpKeepAliveInterval);
     }
 }

CryptoExchange.Net/Interfaces/IResponse.cs

@@ -1,4 +1,5 @@
-using System.Collections.Generic;
+using System;
+using System.Collections.Generic;
 using System.IO;
 using System.Net;
 using System.Threading.Tasks;
@@ -15,6 +16,11 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         HttpStatusCode StatusCode { get; }
 
+        /// <summary>
+        /// Http protocol version
+        /// </summary>
+        Version HttpVersion { get; }
+
         /// <summary>
         /// Whether the status code indicates a success status
         /// </summary>

CryptoExchange.Net/Interfaces/ITrackerFactory.cs

@@ -0,0 +1,45 @@
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Klines;
+using CryptoExchange.Net.Trackers.Trades;
+using System;
+
+namespace CryptoExchange.Net.Interfaces
+{
+    /// <summary>
+    /// Tracker factory
+    /// </summary>
+    public interface ITrackerFactory
+    {
+        /// <summary>
+        /// Whether the factory supports creating a KlineTracker instance for this symbol and interval
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="interval">The kline interval</param>
+        bool CanCreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval);
+
+        /// <summary>
+        /// Create a new kline tracker
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="interval">Kline interval</param>
+        /// <param name="limit">The max amount of klines to retain</param>
+        /// <param name="period">The max period the data should be retained</param>
+        /// <returns></returns>
+        IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null);
+
+        /// <summary>
+        /// Whether the factory supports creating a TradeTracker instance for this symbol
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        bool CanCreateTradeTracker(SharedSymbol symbol);
+
+        /// <summary>
+        /// Create a new trade tracker for a symbol
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="limit">The max amount of trades to retain</param>
+        /// <param name="period">The max period the data should be retained</param>
+        /// <returns></returns>
+        ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null);
+    }
+}

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -78,13 +78,20 @@ namespace CryptoExchange.Net.Interfaces
         /// <returns></returns>
         Task<CallResult> ConnectAsync(CancellationToken ct);
         /// <summary>
-        /// Send data
+        /// Send string data
         /// </summary>
         /// <param name="id"></param>
         /// <param name="data"></param>
         /// <param name="weight"></param>
         bool Send(int id, string data, int weight);
         /// <summary>
+        /// Send byte data
+        /// </summary>
+        /// <param name="id"></param>
+        /// <param name="data"></param>
+        /// <param name="weight"></param>
+        bool Send(int id, byte[] data, int weight);
+        /// <summary>
         /// Reconnect the socket
         /// </summary>
         /// <returns></returns>

CryptoExchange.Net/LibraryHelpers.cs

@@ -1,5 +1,8 @@
-using System;
+using CryptoExchange.Net.Objects;
+using System;
 using System.Collections.Generic;
+using System.Net;
+using System.Net.Http;
 using System.Text;
 
 namespace CryptoExchange.Net
@@ -43,5 +46,58 @@ namespace CryptoExchange.Net
 
             return clientOrderId;
         }
+
+        /// <summary>
+        /// Create a new HttpMessageHandler instance
+        /// </summary>  
+        public static HttpMessageHandler CreateHttpClientMessageHandler(ApiProxy? proxy, TimeSpan? keepAliveInterval)
+        {
+#if NET5_0_OR_GREATER
+            var socketHandler = new SocketsHttpHandler();
+            try
+            {
+                if (keepAliveInterval != null && keepAliveInterval != TimeSpan.Zero)
+                {
+                    socketHandler.KeepAlivePingPolicy = HttpKeepAlivePingPolicy.Always;
+                    socketHandler.KeepAlivePingDelay = keepAliveInterval.Value;
+                    socketHandler.KeepAlivePingTimeout = TimeSpan.FromSeconds(10);
+                }
+
+                socketHandler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
+                socketHandler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
+            }
+            catch (PlatformNotSupportedException) { }
+            catch (NotImplementedException) { } // Mono runtime throws NotImplementedException
+
+            if (proxy != null)
+            {
+                socketHandler.Proxy = new WebProxy
+                {
+                    Address = new Uri($"{proxy.Host}:{proxy.Port}"),
+                    Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
+                };
+            }
+            return socketHandler;
+#else
+            var httpHandler = new HttpClientHandler();
+            try
+            {
+                httpHandler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
+                httpHandler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
+            }
+            catch (PlatformNotSupportedException) { }
+            catch (NotImplementedException) { } // Mono runtime throws NotImplementedException
+
+            if (proxy != null)
+            {
+                httpHandler.Proxy = new WebProxy
+                {
+                    Address = new Uri($"{proxy.Host}:{proxy.Port}"),
+                    Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
+                };
+            }
+            return httpHandler;
+#endif
+        }
     }
 }

CryptoExchange.Net/Logging/Extensions/SocketApiClientLoggingExtension.cs

@@ -23,6 +23,8 @@ namespace CryptoExchange.Net.Logging.Extensions
         private static readonly Action<ILogger, int, int, Exception?> _unsubscribingSubscription;
         private static readonly Action<ILogger, int, Exception?> _reconnectingAllConnections;
         private static readonly Action<ILogger, DateTime, Exception?> _addingRetryAfterGuard;
+        private static readonly Action<ILogger, Exception?> _timeoutWaitingForReconnectingSocket;
+        private static readonly Action<ILogger, long, Exception?> _waitedForReconnectingSocket;
 
         static SocketApiClientLoggingExtension()
         {
@@ -110,6 +112,16 @@ namespace CryptoExchange.Net.Logging.Extensions
                 LogLevel.Warning,
                 new EventId(3018, "AddRetryAfterGuard"),
                 "Adding RetryAfterGuard ({RetryAfter}) because the connection attempt was rate limited");
+
+            _timeoutWaitingForReconnectingSocket = LoggerMessage.Define(
+                LogLevel.Debug,
+                new EventId(3019, "TimeoutWaitingForReconnectingSocket"),
+                "Timeout while waiting for existing socket reconnection, failing request");
+
+            _waitedForReconnectingSocket = LoggerMessage.Define<long>(
+                LogLevel.Trace,
+                new EventId(3020, "WaitedForReconnectingSocket"),
+                "Waited for reconnecting socket for {Timespan}ms");
         }
 
         public static void FailedToAddSubscriptionRetryOnDifferentConnection(this ILogger logger, int socketId)
@@ -196,5 +208,14 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _addingRetryAfterGuard(logger, retryAfter, null);
         }
+
+        public static void TimeoutWaitingForReconnectingSocket(this ILogger logger)
+        {
+            _timeoutWaitingForReconnectingSocket(logger, null);
+        }
+        public static void WaitedForReconnectingSocket(this ILogger logger, long milliseconds)
+        {
+            _waitedForReconnectingSocket(logger, milliseconds, null);
+        }
     }
 }

CryptoExchange.Net/Logging/Extensions/SocketConnectionLoggingExtension.cs

@@ -15,9 +15,10 @@ namespace CryptoExchange.Net.Logging.Extensions
         private static readonly Action<ILogger, int, string?, Exception?> _webSocketError;
         private static readonly Action<ILogger, int, int, Exception?> _messageSentNotPending;
         private static readonly Action<ILogger, int, string, Exception?> _receivedData;
+        private static readonly Action<ILogger, int, string, Exception?> _failedToParse;
         private static readonly Action<ILogger, int, string, Exception?> _failedToEvaluateMessage;
         private static readonly Action<ILogger, int, Exception?> _errorProcessingMessage;
-        private static readonly Action<ILogger, int, int, string, Exception?> _processorMatched;
+        private static readonly Action<ILogger, int, string, string, Exception?> _processorMatched;
         private static readonly Action<ILogger, int, int, Exception?> _receivedMessageNotRecognized;
         private static readonly Action<ILogger, int, string?, Exception?> _failedToDeserializeMessage;
         private static readonly Action<ILogger, int, string, Exception?> _userMessageProcessingFailed;
@@ -37,6 +38,7 @@ namespace CryptoExchange.Net.Logging.Extensions
         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, int, int, Exception?> _sendingByteData;
 
         static SocketConnectionLoggingExtension()
         {
@@ -90,11 +92,6 @@ namespace CryptoExchange.Net.Logging.Extensions
                 new EventId(2009, "ErrorProcessingMessage"),
                 "[Sckt {SocketId}] error processing message");
 
-            _processorMatched = LoggerMessage.Define<int, int, string>(
-                LogLevel.Trace,
-                new EventId(2010, "ProcessorMatched"),
-                "[Sckt {SocketId}] {Count} processor(s) matched to message with listener identifier {ListenerId}");
-
             _receivedMessageNotRecognized = LoggerMessage.Define<int, int>(
                 LogLevel.Warning,
                 new EventId(2011, "ReceivedMessageNotRecognized"),
@@ -188,7 +185,23 @@ namespace CryptoExchange.Net.Logging.Extensions
             _receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, 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. ListenId: {ListenId}, current listeners: [{ListenIds}]");
+
+            _failedToParse = LoggerMessage.Define<int, string>(
+                LogLevel.Warning,
+                new EventId(2030, "FailedToParse"),
+                "[Sckt {SocketId}] failed to parse data: {Error}");
+
+            _sendingByteData = LoggerMessage.Define<int, int, int>(
+                LogLevel.Trace,
+                new EventId(2031, "SendingByteData"),
+                "[Sckt {SocketId}] [Req {RequestId}] sending byte message of length: {Length}");
+
+            _processorMatched = LoggerMessage.Define<int, string, string>(
+                LogLevel.Trace,
+                new EventId(2032, "ProcessorMatched"),
+                "[Sckt {SocketId}] listener '{ListenId}' matched to message with listener identifier {ListenerId}");
+
         }
 
         public static void ActivityPaused(this ILogger logger, int socketId, bool paused)
@@ -230,6 +243,12 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _receivedData(logger, socketId, originalData, null);
         }
+
+        public static void FailedToParse(this ILogger logger, int socketId, string error)
+        {
+            _failedToParse(logger, socketId, error, null);
+        }
+
         public static void FailedToEvaluateMessage(this ILogger logger, int socketId, string originalData)
         {
             _failedToEvaluateMessage(logger, socketId, originalData, null);
@@ -238,9 +257,9 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _errorProcessingMessage(logger, socketId, e);
         }
-        public static void ProcessorMatched(this ILogger logger, int socketId, int count, string listenerId)
+        public static void ProcessorMatched(this ILogger logger, int socketId, string listener, string listenerId)
         {
-            _processorMatched(logger, socketId, count, listenerId, null);
+            _processorMatched(logger, socketId, listener, listenerId, null);
         }
         public static void ReceivedMessageNotRecognized(this ILogger logger, int socketId, int id)
         {
@@ -321,5 +340,10 @@ namespace CryptoExchange.Net.Logging.Extensions
         {
             _receivedMessageNotMatchedToAnyListener(logger, socketId, listenId, listenIds, null);
         }
+
+        public static void SendingByteData(this ILogger logger, int socketId, int requestId, int length)
+        {
+            _sendingByteData(logger, socketId, requestId, length, null);
+        }
     }
 }

CryptoExchange.Net/Objects/CallResult.cs

@@ -205,6 +205,11 @@ namespace CryptoExchange.Net.Objects
         /// The request http method
         /// </summary>
         public HttpMethod? RequestMethod { get; set; }
+        
+        /// <summary>
+        /// HTTP protocol version
+        /// </summary>
+        public Version? HttpVersion { get; set; }
 
         /// <summary>
         /// The headers sent with the request
@@ -251,6 +256,7 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public WebCallResult(
             HttpStatusCode? code,
+            Version? httpVersion,
             KeyValuePair<string, string[]>[]? responseHeaders,
             TimeSpan? responseTime,
             string? originalData,
@@ -262,6 +268,7 @@ namespace CryptoExchange.Net.Objects
             Error? error) : base(error)
         {
             ResponseStatusCode = code;
+            HttpVersion = httpVersion;
             ResponseHeaders = responseHeaders;
             ResponseTime = responseTime;
             RequestId = requestId;
@@ -286,7 +293,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public WebCallResult AsError(Error error)
         {
-            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
+            return new WebCallResult(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
         }
 
         /// <summary>
@@ -297,7 +304,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public WebCallResult<K> As<K>([AllowNull] K data)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, 0, null, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Server, data, Error);
+            return new WebCallResult<K>(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, 0, null, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Server, data, Error);
         }
 
         /// <summary>
@@ -334,7 +341,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public WebCallResult<K> AsError<K>(Error error)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, 0, null, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Server, default, error);
+            return new WebCallResult<K>(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, 0, null, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Server, default, error);
         }
 
         /// <inheritdoc />
@@ -355,6 +362,11 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public HttpMethod? RequestMethod { get; set; }
 
+        /// <summary>
+        /// HTTP protocol version
+        /// </summary>
+        public Version? HttpVersion { get; set; }
+
         /// <summary>
         /// The headers sent with the request
         /// </summary>
@@ -403,21 +415,9 @@ namespace CryptoExchange.Net.Objects
         /// <summary>
         /// Create a new result
         /// </summary>
-        /// <param name="code"></param>
-        /// <param name="responseHeaders"></param>
-        /// <param name="responseTime"></param>
-        /// <param name="responseLength"></param>
-        /// <param name="originalData"></param>
-        /// <param name="requestId"></param>
-        /// <param name="requestUrl"></param>
-        /// <param name="requestBody"></param>
-        /// <param name="requestMethod"></param>
-        /// <param name="requestHeaders"></param>
-        /// <param name="dataSource"></param>
-        /// <param name="data"></param>
-        /// <param name="error"></param>
         public WebCallResult(
             HttpStatusCode? code,
+            Version? httpVersion,
             KeyValuePair<string, string[]>[]? responseHeaders,
             TimeSpan? responseTime,
             long? responseLength,
@@ -431,6 +431,7 @@ namespace CryptoExchange.Net.Objects
             [AllowNull] T data,
             Error? error) : base(data, originalData, error)
         {
+            HttpVersion = httpVersion;
             ResponseStatusCode = code;
             ResponseHeaders = responseHeaders;
             ResponseTime = responseTime;
@@ -450,7 +451,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult AsDataless()
         {
-            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, Error);
+            return new WebCallResult(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, Error);
         }
         /// <summary>
         /// Copy as a dataless result
@@ -458,14 +459,14 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult AsDatalessError(Error error)
         {
-            return new WebCallResult(ResponseStatusCode, ResponseHeaders, ResponseTime, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
+            return new WebCallResult(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, error);
         }
 
         /// <summary>
         /// Create a new error result
         /// </summary>
         /// <param name="error">The error</param>
-        public WebCallResult(Error? error) : this(null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, default, error) { }
+        public WebCallResult(Error? error) : this(null, null, null, null, null, null, null, null, null, null, null, ResultDataSource.Server, default, error) { }
 
         /// <summary>
         /// Copy the WebCallResult to a new data type
@@ -475,7 +476,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult<K> As<K>([AllowNull] K data)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, Error);
+            return new WebCallResult<K>(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, Error);
         }
 
         /// <summary>
@@ -486,7 +487,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult<K> AsError<K>(Error error)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, default, error);
+            return new WebCallResult<K>(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, default, error);
         }
 
         /// <summary>
@@ -498,7 +499,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public new WebCallResult<K> AsErrorWithData<K>(Error error, K data)
         {
-            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, error);
+            return new WebCallResult<K>(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, error);
         }
 
         /// <summary>
@@ -569,7 +570,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         internal WebCallResult<T> Cached()
         {
-            return new WebCallResult<T>(ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Cache, Data, Error);
+            return new WebCallResult<T>(ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, ResultDataSource.Cache, Data, Error);
         }
 
         /// <inheritdoc />

CryptoExchange.Net/Objects/Enums.cs

@@ -251,4 +251,47 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         DEX
     }
+
+    /// <summary>
+    /// Timeout behavior for queries
+    /// </summary>
+    public enum TimeoutBehavior
+    {
+        /// <summary>
+        /// Fail the request
+        /// </summary>
+        Fail,
+        /// <summary>
+        /// Mark the query as successful
+        /// </summary>
+        Succeed
+    }
+
+    /// <summary>
+    /// Subscription status
+    /// </summary>
+    public enum SubscriptionStatus
+    {
+        /// <summary>
+        /// Pending, waiting before (re)subscription can be started
+        /// </summary>
+        Pending,
+        /// <summary>
+        /// Currently (re)subscribing, will start producing updates soon if subscription is successful
+        /// </summary>
+        Subscribing,
+        /// <summary>
+        /// Subscribed and listening to updates
+        /// </summary>
+        Subscribed,
+        /// <summary>
+        /// Subscription is being closed and will stop producing updates
+        /// </summary>
+        Closing,
+        /// <summary>
+        /// Subscription is closed and will no long produce updates
+        /// </summary>
+        Closed
+    }
+
 }

CryptoExchange.Net/Objects/Error.cs

@@ -1,4 +1,5 @@
-using System;
+using CryptoExchange.Net.Objects.Errors;
+using System;
 
 namespace CryptoExchange.Net.Objects
 {
@@ -7,15 +8,52 @@ namespace CryptoExchange.Net.Objects
     /// </summary>
     public abstract class Error
     {
+
+        private int? _code;
         /// <summary>
-        /// The error code from the server
+        /// The int error code the server returned; or the http status code int value if there was no error code.<br />
+        /// <br />
+        /// <i>Note:</i><br />
+        /// The <see cref="ErrorCode"/> property should be used for more generic error checking; it might contain a string error code if the server does not return an int code.
         /// </summary>
-        public int? Code { get; set; }
+        public int? Code 
+        { 
+            get
+            {
+                if (_code.HasValue)
+                    return _code;
+
+                return int.TryParse(ErrorCode, out var r) ? r : null;
+            }
+            set
+            {
+                _code = value;
+            }
+        }
 
         /// <summary>
-        /// The message for the error that occurred
+        /// The error code returned by the server
         /// </summary>
-        public string Message { get; set; }
+        public string? ErrorCode { get; set; }
+        /// <summary>
+        /// The error description
+        /// </summary>
+        public string? ErrorDescription { get; set; }
+
+        /// <summary>
+        /// Error type
+        /// </summary>
+        public ErrorType ErrorType { get; set; }
+
+        /// <summary>
+        /// Whether the error is transient and can be retried
+        /// </summary>
+        public bool IsTransient { get; set; }
+
+        /// <summary>
+        /// The server message for the error that occurred
+        /// </summary>
+        public string? Message { get; set; }
 
         /// <summary>
         /// Underlying exception
@@ -25,10 +63,13 @@ namespace CryptoExchange.Net.Objects
         /// <summary>
         /// ctor
         /// </summary>
-        protected Error (int? code, string message, Exception? exception)
+        protected Error(string? errorCode, ErrorInfo errorInfo, Exception? exception)
         {
-            Code = code;
+            ErrorCode = errorCode;
-            Message = message;
+            ErrorType = errorInfo.ErrorType;
+            Message = errorInfo.Message;
+            ErrorDescription = errorInfo.ErrorDescription;
+            IsTransient = errorInfo.IsTransient;
             Exception = exception;
         }
 
@@ -38,7 +79,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public override string ToString()
         {
-            return Code != null ? $"[{GetType().Name}] {Code}: {Message}" : $"[{GetType().Name}] {Message}";
+            return ErrorCode != null ? $"[{GetType().Name}.{ErrorType}] {ErrorCode}: {Message ?? ErrorDescription}" : $"[{GetType().Name}.{ErrorType}] {Message ?? ErrorDescription}";
         }
     }
 
@@ -48,19 +89,24 @@ namespace CryptoExchange.Net.Objects
     public class CantConnectError : Error
     {
         /// <summary>
-        /// ctor
+        /// Default error info
         /// </summary>
-        public CantConnectError() : base(null, "Can't connect to the server", null) { }
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.UnableToConnect, false, "Can't connect to the server");
 
         /// <summary>
         /// ctor
         /// </summary>
-        public CantConnectError(Exception? exception) : base(null, "Can't connect to the server", exception) { }
+        public CantConnectError() : base(null, _errorInfo, null) { }
 
         /// <summary>
         /// ctor
         /// </summary>
-        protected CantConnectError(int? code, string message, Exception? exception) : base(code, message, exception) { }
+        public CantConnectError(Exception? exception) : base(null, _errorInfo, exception) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        protected CantConnectError(ErrorInfo info, Exception? exception) : base(null, info, exception) { }
     }
 
     /// <summary>
@@ -69,14 +115,19 @@ namespace CryptoExchange.Net.Objects
     public class NoApiCredentialsError : Error
     {
         /// <summary>
-        /// ctor
+        /// Default error info
         /// </summary>
-        public NoApiCredentialsError() : base(null, "No credentials provided for private endpoint", null) { }
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.MissingCredentials, false, "No credentials provided for private endpoint");
 
         /// <summary>
         /// ctor
         /// </summary>
-        protected NoApiCredentialsError(int? code, string message, Exception? exception) : base(code, message, exception) { }
+        public NoApiCredentialsError() : base(null, _errorInfo, null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        protected NoApiCredentialsError(ErrorInfo info, Exception? exception) : base(null, info, exception) { }
     }
 
     /// <summary>
@@ -87,12 +138,19 @@ namespace CryptoExchange.Net.Objects
         /// <summary>
         /// ctor
         /// </summary>
-        public ServerError(string message) : base(null, message, null) { }
+        public ServerError(ErrorInfo errorInfo, Exception? exception = null)
+             : base(null, errorInfo, exception) { }
 
         /// <summary>
         /// ctor
         /// </summary>
-        public ServerError(int? code, string message, Exception? exception = null) : base(code, message, exception) { }
+        public ServerError(int errorCode, ErrorInfo errorInfo, Exception? exception = null) 
+            : this(errorCode.ToString(), errorInfo, exception) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ServerError(string errorCode, ErrorInfo errorInfo, Exception? exception = null) : base(errorCode, errorInfo, exception) { }
     }
 
     /// <summary>
@@ -101,14 +159,30 @@ namespace CryptoExchange.Net.Objects
     public class WebError : Error
     {
         /// <summary>
-        /// ctor
+        /// Default error info
         /// </summary>
-        public WebError(string message, Exception? exception = null) : base(null, message, exception) { }
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.NetworkError, true, "Failed to complete the request to the server due to a network error");
 
         /// <summary>
         /// ctor
         /// </summary>
-        public WebError(int code, string message, Exception? exception = null) : base(code, message, exception) { }
+        public WebError(string? message = null, Exception? exception = null) : base(null, _errorInfo with { Message = (message?.Length > 0 ? _errorInfo.Message + ": " + message : _errorInfo.Message) }, exception) { }
+    }
+
+    /// <summary>
+    /// Timeout error waiting for a response from the server
+    /// </summary>
+    public class TimeoutError : Error
+    {
+        /// <summary>
+        /// Default error info
+        /// </summary>
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.Timeout, false, "Failed to receive a response from the server in time");
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public TimeoutError(string? message = null, Exception? exception = null) : base(null, _errorInfo with { Message = (message?.Length > 0 ? _errorInfo.Message + ": " + message : _errorInfo.Message) }, exception) { }
     }
 
     /// <summary>
@@ -117,30 +191,14 @@ namespace CryptoExchange.Net.Objects
     public class DeserializeError : Error
     {
         /// <summary>
-        /// ctor
+        /// Default error info
         /// </summary>
-        public DeserializeError(string message, Exception? exception = null) : base(null, message, exception) { }
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.DeserializationFailed, false, "Failed to deserialize data");
 
         /// <summary>
         /// ctor
         /// </summary>
-        protected DeserializeError(int? code, string message, Exception? exception = null) : base(code, message, exception) { }
+        public DeserializeError(string? message = null, Exception? exception = null) : base(null, _errorInfo with { Message = (message?.Length > 0 ? _errorInfo.Message + ": " + message : _errorInfo.Message) }, exception) { }
-    }
-
-    /// <summary>
-    /// Unknown error
-    /// </summary>
-    public class UnknownError : Error
-    {
-        /// <summary>
-        /// ctor
-        /// </summary>
-        public UnknownError(string message, Exception? exception = null) : base(null, message, exception) { }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        protected UnknownError(int? code, string message, Exception? exception = null): base(code, message, exception) { }
     }
 
     /// <summary>
@@ -149,14 +207,28 @@ namespace CryptoExchange.Net.Objects
     public class ArgumentError : Error
     {
         /// <summary>
-        /// ctor
+        /// Default error info for missing parameter
         /// </summary>
-        public ArgumentError(string message) : base(null, "Invalid parameter: " + message, null) { }
+        protected static readonly ErrorInfo _missingInfo = new ErrorInfo(ErrorType.MissingParameter, false, "Missing parameter");
+        /// <summary>
+        /// Default error info for invalid parameter
+        /// </summary>
+        protected static readonly ErrorInfo _invalidInfo = new ErrorInfo(ErrorType.InvalidParameter, false, "Invalid parameter");
 
         /// <summary>
         /// ctor
         /// </summary>
-        protected ArgumentError(int? code, string message, Exception? exception = null) : base(code, message, exception) { }
+        public static ArgumentError Missing(string parameterName, string? message = null) => new ArgumentError(_missingInfo with { Message = message == null ? $"{_missingInfo.Message} '{parameterName}'" : $"{_missingInfo.Message} '{parameterName}': {message}" }, null);
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public static ArgumentError Invalid(string parameterName, string message) => new ArgumentError(_invalidInfo with { Message = $"{_invalidInfo.Message} '{parameterName}': {message}" }, null);
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        protected ArgumentError(ErrorInfo info, Exception? exception) : base(null, info, exception) { }
     }
 
     /// <summary>
@@ -172,7 +244,7 @@ namespace CryptoExchange.Net.Objects
         /// <summary>
         /// ctor
         /// </summary>
-        protected BaseRateLimitError(int? code, string message, Exception? exception) : base(code, message, exception) { }
+        protected BaseRateLimitError(ErrorInfo errorInfo, Exception? exception) : base(null, errorInfo, exception) { }
     }
 
     /// <summary>
@@ -181,15 +253,19 @@ namespace CryptoExchange.Net.Objects
     public class ClientRateLimitError : BaseRateLimitError
     {
         /// <summary>
-        /// ctor
+        /// Default error info
         /// </summary>
-        /// <param name="message"></param>
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.RateLimitRequest, false, "Client rate limit exceeded");
-        public ClientRateLimitError(string message) : base(null, "Client rate limit exceeded: " + message, null) { }
 
         /// <summary>
         /// ctor
         /// </summary>
-        protected ClientRateLimitError(int? code, string message, Exception? exception = null) : base(code, message, exception) { }
+        public ClientRateLimitError(string? message = null, Exception? exception = null) : base(_errorInfo with { Message = (message?.Length > 0 ? _errorInfo.Message + ": " + message : _errorInfo.Message) }, exception) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        protected ClientRateLimitError(ErrorInfo info, Exception? exception) : base(info, exception) { }
     }
 
     /// <summary>
@@ -198,14 +274,19 @@ namespace CryptoExchange.Net.Objects
     public class ServerRateLimitError : BaseRateLimitError
     {
         /// <summary>
-        /// ctor
+        /// Default error info
         /// </summary>
-        public ServerRateLimitError(string? message = null, Exception? exception = null) : base(null, "Server rate limit exceeded" + (message?.Length > 0 ? " : " + message : null), exception) { }
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.RateLimitRequest, false, "Server rate limit exceeded");
 
         /// <summary>
         /// ctor
         /// </summary>
-        protected ServerRateLimitError(int? code, string message, Exception? exception = null) : base(code, message, exception) { }
+        public ServerRateLimitError(string? message = null, Exception? exception = null) : base(_errorInfo with { Message = (message?.Length > 0 ? _errorInfo.Message + ": " + message : _errorInfo.Message) }, exception) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        protected ServerRateLimitError(ErrorInfo info, Exception? exception) : base(info, exception) { }
     }
 
     /// <summary>
@@ -214,14 +295,19 @@ namespace CryptoExchange.Net.Objects
     public class CancellationRequestedError : Error
     {
         /// <summary>
-        /// ctor
+        /// Default error info
         /// </summary>
-        public CancellationRequestedError(Exception? exception = null) : base(null, "Cancellation requested", exception) { }
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.CancellationRequested, false, "Cancellation requested");
 
         /// <summary>
         /// ctor
         /// </summary>
-        public CancellationRequestedError(int? code, string message, Exception? exception = null) : base(code, message, exception) { }
+        public CancellationRequestedError(Exception? exception = null) : base(null, _errorInfo, null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        protected CancellationRequestedError(ErrorInfo info, Exception? exception) : base(null, info, exception) { }
     }
 
     /// <summary>
@@ -230,13 +316,18 @@ namespace CryptoExchange.Net.Objects
     public class InvalidOperationError : Error
     {
         /// <summary>
-        /// ctor
+        /// Default error info
         /// </summary>
-        public InvalidOperationError(string message, Exception? exception = null) : base(null, message, exception) { }
+        protected static readonly ErrorInfo _errorInfo = new ErrorInfo(ErrorType.InvalidOperation, false, "Operation invalid");
 
         /// <summary>
         /// ctor
         /// </summary>
-        protected InvalidOperationError(int? code, string message, Exception? exception = null) : base(code, message, exception) { }
+        public InvalidOperationError(string message) : base(null, _errorInfo with { Message = message }, null) { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        protected InvalidOperationError(ErrorInfo info, Exception? exception) : base(null, info, exception) { }
     }
 }

CryptoExchange.Net/Objects/Errors/ErrorEvaluator.cs

@@ -0,0 +1,40 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Objects.Errors
+{
+    /// <summary>
+    /// Error evaluator
+    /// </summary>
+    public class ErrorEvaluator
+    {
+        /// <summary>
+        /// Error code
+        /// </summary>
+        public string[] ErrorCodes { get; set; }
+
+        /// <summary>
+        /// Evaluation callback for determining the error type
+        /// </summary>
+        public Func<string, string?, ErrorInfo> ErrorTypeEvaluator { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ErrorEvaluator(string errorCode, Func<string, string?, ErrorInfo> errorTypeEvaluator)
+        {
+            ErrorCodes = [errorCode];
+            ErrorTypeEvaluator = errorTypeEvaluator;
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ErrorEvaluator(string[] errorCodes, Func<string, string?, ErrorInfo> errorTypeEvaluator)
+        {
+            ErrorCodes = errorCodes;
+            ErrorTypeEvaluator = errorTypeEvaluator;
+        }
+    }
+}

CryptoExchange.Net/Objects/Errors/ErrorInfo.cs

@@ -0,0 +1,58 @@
+using System;
+
+namespace CryptoExchange.Net.Objects.Errors
+{
+    /// <summary>
+    /// Error info
+    /// </summary>
+    public record ErrorInfo
+    {
+        /// <summary>
+        /// Unknown error info
+        /// </summary>
+        public static ErrorInfo Unknown { get; } = new ErrorInfo(ErrorType.Unknown, false, "Unknown error", []);
+
+        /// <summary>
+        /// The server error code
+        /// </summary>
+        public string[] ErrorCodes { get; set; }
+        /// <summary>
+        /// Error description
+        /// </summary>
+        public string? ErrorDescription { get; set; }
+        /// <summary>
+        /// The error type
+        /// </summary>
+        public ErrorType ErrorType { get; set; }
+        /// <summary>
+        /// Whether the error is transient and can be retried
+        /// </summary>
+        public bool IsTransient { get; set; }
+        /// <summary>
+        /// Server response message
+        /// </summary>
+        public string? Message { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ErrorInfo(ErrorType errorType, string description)
+        {
+            ErrorCodes = [];
+            ErrorType = errorType;
+            IsTransient = false;
+            ErrorDescription = description;
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ErrorInfo(ErrorType errorType, bool isTransient, string description, params string[] errorCodes)
+        {
+            ErrorCodes = errorCodes;
+            ErrorType = errorType;
+            IsTransient = isTransient;
+            ErrorDescription = description;
+        }
+    }
+}

CryptoExchange.Net/Objects/Errors/ErrorMapping.cs

@@ -0,0 +1,54 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace CryptoExchange.Net.Objects.Errors
+{
+    /// <summary>
+    /// Error mapping collection
+    /// </summary>
+    public class ErrorMapping
+    {
+        private Dictionary<string, ErrorEvaluator> _evaluators = new Dictionary<string, ErrorEvaluator>();
+        private Dictionary<string, ErrorInfo> _directMapping = new Dictionary<string, ErrorInfo>();
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public ErrorMapping(ErrorInfo[] errorMappings, ErrorEvaluator[]? errorTypeEvaluators = null)
+        {
+            foreach (var item in errorMappings)
+            {
+                if (!item.ErrorCodes.Any())
+                    throw new Exception("Error codes can't be null in error mapping");
+
+                foreach(var code in item.ErrorCodes!)
+                    _directMapping.Add(code, item);
+            }
+
+            if (errorTypeEvaluators == null)
+                return;
+
+            foreach (var item in errorTypeEvaluators)
+            {
+                foreach(var code in item.ErrorCodes)
+                    _evaluators.Add(code, item);
+            }
+        }
+
+        /// <summary>
+        /// Get error info for an error code
+        /// </summary>
+        public ErrorInfo GetErrorInfo(string code, string? message)
+        {
+            if (_directMapping.TryGetValue(code!, out var info))
+                return info with { Message = message };
+            
+            if (_evaluators.TryGetValue(code!, out var eva))
+                return eva.ErrorTypeEvaluator.Invoke(code!, message) with { Message = message };
+
+            return ErrorInfo.Unknown with { Message = message };
+        }
+    }
+}

CryptoExchange.Net/Objects/Errors/ErrorType.cs

@@ -0,0 +1,162 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Objects.Errors
+{
+    /// <summary>
+    /// Type of error
+    /// </summary>
+    public enum ErrorType
+    {
+        #region Library errors
+
+        /// <summary>
+        /// Failed to connect to server
+        /// </summary>
+        UnableToConnect,
+        /// <summary>
+        /// Failed to complete the request to the server
+        /// </summary>
+        NetworkError,
+        /// <summary>
+        /// No API credentials have been specified
+        /// </summary>
+        MissingCredentials,
+        /// <summary>
+        /// Invalid parameter value
+        /// </summary>
+        InvalidParameter,
+        /// <summary>
+        /// Missing parameter value
+        /// </summary>
+        MissingParameter,
+        /// <summary>
+        /// Cancellation requested by user
+        /// </summary>
+        CancellationRequested,
+        /// <summary>
+        /// Invalid operation requested
+        /// </summary>
+        InvalidOperation,
+        /// <summary>
+        /// Failed to deserialize data
+        /// </summary>
+        DeserializationFailed,
+        /// <summary>
+        /// Websocket is temporarily paused
+        /// </summary>
+        WebsocketPaused,
+        /// <summary>
+        /// Timeout while waiting for data from the order book subscription
+        /// </summary>
+        OrderBookTimeout,
+        /// <summary>
+        /// All orders failed for a multi-order operation
+        /// </summary>
+        AllOrdersFailed,
+        /// <summary>
+        /// Request timeout
+        /// </summary>
+        Timeout,
+
+        #endregion
+
+        #region Server errors
+
+        /// <summary>
+        /// Unknown error
+        /// </summary>
+        Unknown,
+        /// <summary>
+        /// Not authorized or insufficient permissions
+        /// </summary>
+        Unauthorized,
+        /// <summary>
+        /// Request rate limit error, too many requests 
+        /// </summary>
+        RateLimitRequest,
+        /// <summary>
+        /// Connection rate limit error, too many connections
+        /// </summary>
+        RateLimitConnection,
+        /// <summary>
+        /// Subscription rate limit error, too many subscriptions
+        /// </summary>
+        RateLimitSubscription,
+        /// <summary>
+        /// Order rate limit error, too many orders
+        /// </summary>
+        RateLimitOrder,
+        /// <summary>
+        /// Request timestamp invalid
+        /// </summary>
+        InvalidTimestamp,
+        /// <summary>
+        /// Unknown symbol
+        /// </summary>
+        UnknownSymbol,
+        /// <summary>
+        /// Unknown asset
+        /// </summary>
+        UnknownAsset,
+        /// <summary>
+        /// Unknown order
+        /// </summary>
+        UnknownOrder,
+        /// <summary>
+        /// Duplicate subscription
+        /// </summary>
+        DuplicateSubscription,
+        /// <summary>
+        /// Invalid quantity
+        /// </summary>
+        InvalidQuantity,
+        /// <summary>
+        /// Invalid price
+        /// </summary>
+        InvalidPrice,
+        /// <summary>
+        /// Parameter(s) for stop or tp/sl order invalid
+        /// </summary>
+        InvalidStopParameters,
+        /// <summary>
+        /// Not enough balance to execute request
+        /// </summary>
+        InsufficientBalance,
+        /// <summary>
+        /// Client order id already in use
+        /// </summary>
+        DuplicateClientOrderId,
+        /// <summary>
+        /// Symbol is not currently trading
+        /// </summary>
+        UnavailableSymbol,
+        /// <summary>
+        /// Order rejected due to order configuration such as order type or time in force restrictions
+        /// </summary>
+        RejectedOrderConfiguration,
+        /// <summary>
+        /// There is no open position
+        /// </summary>
+        NoPosition,
+        /// <summary>
+        /// Max position reached
+        /// </summary>
+        MaxPosition,
+        /// <summary>
+        /// Error in the internal system
+        /// </summary>
+        SystemError,
+        /// <summary>
+        /// The target object is not in the correct state for an operation
+        /// </summary>
+        IncorrectState,
+        /// <summary>
+        /// Risk management error
+        /// </summary>
+        RiskError
+
+        #endregion
+    }
+}

CryptoExchange.Net/Objects/Options/RestExchangeOptions.cs

@@ -1,5 +1,7 @@
 using CryptoExchange.Net.Authentication;
 using System;
+using System.Net;
+using System.Net.Http;
 
 namespace CryptoExchange.Net.Objects.Options
 {
@@ -28,6 +30,20 @@ namespace CryptoExchange.Net.Objects.Options
         /// </summary>
         public TimeSpan CachingMaxAge { get; set; } = TimeSpan.FromSeconds(5);
 
+        /// <summary>
+        /// The HTTP protocol version to use, typically 2.0 or 1.1
+        /// </summary>
+        public Version HttpVersion { get; set; }
+#if NET5_0_OR_GREATER
+            = new Version(2, 0);
+#else
+            = new Version(1, 1);
+#endif
+        /// <summary>
+        /// Http client keep alive interval for keeping connections open
+        /// </summary>
+        public TimeSpan? HttpKeepAliveInterval { get; set; } = TimeSpan.FromSeconds(15);
+
         /// <summary>
         /// Set the values of this options on the target options
         /// </summary>
@@ -43,6 +59,8 @@ namespace CryptoExchange.Net.Objects.Options
             item.RateLimitingBehaviour = RateLimitingBehaviour;
             item.CachingEnabled = CachingEnabled;
             item.CachingMaxAge = CachingMaxAge;
+            item.HttpVersion = HttpVersion;
+            item.HttpKeepAliveInterval = HttpKeepAliveInterval;
             return item;
         }
     }

CryptoExchange.Net/Objects/RequestDefinition.cs

@@ -62,6 +62,11 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public bool PreventCaching { get; set; }
 
+        /// <summary>
+        /// Whether the response to this requests should attempted to be parsed even when the status indicates failure
+        /// </summary>
+        public bool TryParseOnNonSuccess { get; set; }
+
         /// <summary>
         /// Connection id
         /// </summary>
@@ -76,6 +81,9 @@ namespace CryptoExchange.Net.Objects
         {
             Path = path;
             Method = method;
+
+            if (!Path.StartsWith("/"))
+                Path = $"/{Path}";
         }
 
         /// <inheritdoc />

CryptoExchange.Net/Objects/RequestDefinitionCache.cs

@@ -46,6 +46,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="parameterPosition">Parameter position</param>
         /// <param name="arraySerialization">Array serialization type</param>
         /// <param name="preventCaching">Prevent request caching</param>
+        /// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param>
         /// <returns></returns>
         public RequestDefinition GetOrCreate(
             HttpMethod method,
@@ -57,8 +58,9 @@ namespace CryptoExchange.Net.Objects
             RequestBodyFormat? requestBodyFormat = null,
             HttpMethodParameterPosition? parameterPosition = null,
             ArrayParametersSerialization? arraySerialization = null,
-            bool? preventCaching = null)
+            bool? preventCaching = null,
-            => GetOrCreate(method + path, method, path, rateLimitGate, weight, authenticated, limitGuard, requestBodyFormat, parameterPosition, arraySerialization, preventCaching);
+            bool? tryParseOnNonSuccess = null)
+            => GetOrCreate(method + path, method, path, rateLimitGate, weight, authenticated, limitGuard, requestBodyFormat, parameterPosition, arraySerialization, preventCaching, tryParseOnNonSuccess);
 
         /// <summary>
         /// Get a definition if it is already in the cache or create a new definition and add it to the cache
@@ -74,6 +76,7 @@ namespace CryptoExchange.Net.Objects
         /// <param name="parameterPosition">Parameter position</param>
         /// <param name="arraySerialization">Array serialization type</param>
         /// <param name="preventCaching">Prevent request caching</param>
+        /// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param>
         /// <returns></returns>
         public RequestDefinition GetOrCreate(
             string identifier,
@@ -86,7 +89,8 @@ namespace CryptoExchange.Net.Objects
             RequestBodyFormat? requestBodyFormat = null,
             HttpMethodParameterPosition? parameterPosition = null,
             ArrayParametersSerialization? arraySerialization = null,
-            bool? preventCaching = null)
+            bool? preventCaching = null,
+            bool? tryParseOnNonSuccess = null)
         {
 
             if (!_definitions.TryGetValue(identifier, out var def))
@@ -100,7 +104,8 @@ namespace CryptoExchange.Net.Objects
                     ArraySerialization = arraySerialization,
                     RequestBodyFormat = requestBodyFormat,
                     ParameterPosition = parameterPosition,
-                    PreventCaching = preventCaching ?? false
+                    PreventCaching = preventCaching ?? false,
+                    TryParseOnNonSuccess = tryParseOnNonSuccess ?? false
                 };
                 _definitions.TryAdd(identifier, def);
             }

CryptoExchange.Net/Objects/RestRequestConfiguration.cs

@@ -0,0 +1,124 @@
+using System.Collections.Generic;
+using System.Net.Http;
+
+namespace CryptoExchange.Net.Objects
+{
+    /// <summary>
+    /// Rest request configuration
+    /// </summary>
+    public class RestRequestConfiguration
+    {
+        private string? _bodyContent;
+        private string? _queryString;
+
+        /// <summary>
+        /// Http method
+        /// </summary>
+        public HttpMethod Method { get; set; }
+        /// <summary>
+        /// Whether the request needs authentication
+        /// </summary>
+        public bool Authenticated { get; set; }
+        /// <summary>
+        /// Base address for the request
+        /// </summary>
+        public string BaseAddress { get; set; }
+        /// <summary>
+        /// The request path
+        /// </summary>
+        public string Path { get; set; }
+        /// <summary>
+        /// Query parameters
+        /// </summary>
+        public IDictionary<string, object> QueryParameters { get; set; }
+        /// <summary>
+        /// Body parameters
+        /// </summary>
+        public IDictionary<string, object> BodyParameters { get; set; }
+        /// <summary>
+        /// Request headers
+        /// </summary>
+        public IDictionary<string, string> Headers { get; set; }
+        /// <summary>
+        /// Array serialization type
+        /// </summary>
+        public ArrayParametersSerialization ArraySerialization { get; set; }
+        /// <summary>
+        /// Position of the parameters
+        /// </summary>
+        public HttpMethodParameterPosition ParameterPosition { get; set; }
+        /// <summary>
+        /// Body format
+        /// </summary>
+        public RequestBodyFormat BodyFormat { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public RestRequestConfiguration(
+            RequestDefinition requestDefinition,
+            string baseAddress,
+            IDictionary<string, object> queryParams,
+            IDictionary<string, object> bodyParams,
+            IDictionary<string, string> headers,
+            ArrayParametersSerialization arraySerialization,
+            HttpMethodParameterPosition parametersPosition,
+            RequestBodyFormat bodyFormat)
+        {
+            Method = requestDefinition.Method;
+            Authenticated = requestDefinition.Authenticated;
+            Path = requestDefinition.Path;
+            BaseAddress = baseAddress;
+            QueryParameters = queryParams;
+            BodyParameters = bodyParams;
+            Headers = headers;
+            ArraySerialization = arraySerialization;
+            ParameterPosition = parametersPosition;
+            BodyFormat = bodyFormat;
+        }
+
+        /// <summary>
+        /// Get the parameter collection based on the ParameterPosition
+        /// </summary>
+        public IDictionary<string, object> GetPositionParameters()
+        {
+            if (ParameterPosition == HttpMethodParameterPosition.InBody)
+                return BodyParameters;
+
+            return QueryParameters;
+        }
+
+        /// <summary>
+        /// Get the query string. If it's not previously set it will return a newly formatted query string. If previously set return that.
+        /// </summary>
+        /// <param name="urlEncode">Whether to URL encode the parameter string if creating new</param>
+        public string GetQueryString(bool urlEncode = true)
+        {
+            return _queryString ?? QueryParameters.CreateParamString(urlEncode, ArraySerialization);
+        }
+
+        /// <summary>
+        /// Set the query string of the request. Will be returned by subsequent <see cref="GetQueryString" /> calls
+        /// </summary>
+        public void SetQueryString(string value)
+        {
+            _queryString = value;
+        }
+
+        /// <summary>
+        /// Get the body content if it's previously set
+        /// </summary>
+        public string? GetBodyContent()
+        {
+            return _bodyContent;
+        }
+
+        /// <summary>
+        /// Set the body content for the request
+        /// </summary>
+        public void SetBodyContent(string content)
+        {
+            _bodyContent = content;
+        }
+    }
+}

CryptoExchange.Net/Objects/Sockets/UpdateSubscription.cs

@@ -1,5 +1,7 @@
 using CryptoExchange.Net.Sockets;
 using System;
+using System.Collections.Generic;
+using System.Linq;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Objects.Sockets
@@ -12,13 +14,27 @@ namespace CryptoExchange.Net.Objects.Sockets
         private readonly SocketConnection _connection;
         private readonly Subscription _listener;
 
+        private object _eventLock = new object();
+        private bool _connectionEventsSubscribed = true;
+        private List<Action> _connectionClosedEventHandlers = new List<Action>();
+        private List<Action> _connectionLostEventHandlers = new List<Action>();
+        private List<Action<Error>> _resubscribeFailedEventHandlers = new List<Action<Error>>();
+        private List<Action<TimeSpan>> _connectionRestoredEventHandlers = new List<Action<TimeSpan>>();
+        private List<Action> _activityPausedEventHandlers = new List<Action>();
+        private List<Action> _activityUnpausedEventHandlers = new List<Action>();
+
+        /// <summary>
+        /// Event when the status of the subscription changes
+        /// </summary>
+        public event Action<SubscriptionStatus>? SubscriptionStatusChanged;
+
         /// <summary>
         /// Event when the connection is lost. The socket will automatically reconnect when possible.
         /// </summary>
         public event Action ConnectionLost
         {
-            add => _connection.ConnectionLost += value;
+            add { lock (_eventLock) _connectionLostEventHandlers.Add(value); }
-            remove => _connection.ConnectionLost -= value;
+            remove { lock (_eventLock) _connectionLostEventHandlers.Remove(value); }
         }
 
         /// <summary>
@@ -26,8 +42,8 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         public event Action ConnectionClosed
         {
-            add => _connection.ConnectionClosed += value;
+            add { lock (_eventLock) _connectionClosedEventHandlers.Add(value); }
-            remove => _connection.ConnectionClosed -= value;
+            remove { lock (_eventLock) _connectionClosedEventHandlers.Remove(value); }
         }
 
         /// <summary>
@@ -35,8 +51,8 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         public event Action<Error> ResubscribingFailed
         {
-            add => _connection.ResubscribingFailed += value;
+            add { lock (_eventLock) _resubscribeFailedEventHandlers.Add(value); }
-            remove => _connection.ResubscribingFailed -= value;
+            remove { lock (_eventLock) _resubscribeFailedEventHandlers.Remove(value); }
         }
 
         /// <summary>
@@ -46,8 +62,8 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         public event Action<TimeSpan> ConnectionRestored
         {
-            add => _connection.ConnectionRestored += value;
+            add { lock (_eventLock) _connectionRestoredEventHandlers.Add(value); }
-            remove => _connection.ConnectionRestored -= value;
+            remove { lock (_eventLock) _connectionRestoredEventHandlers.Remove(value); }
         }
 
         /// <summary>
@@ -55,8 +71,8 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         public event Action ActivityPaused
         {
-            add => _connection.ActivityPaused += value;
+            add { lock (_eventLock) _activityPausedEventHandlers.Add(value); }
-            remove => _connection.ActivityPaused -= value;
+            remove { lock (_eventLock) _activityPausedEventHandlers.Remove(value); }
         }
 
         /// <summary>
@@ -64,8 +80,8 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         public event Action ActivityUnpaused
         {
-            add => _connection.ActivityUnpaused += value;
+            add { lock (_eventLock) _activityUnpausedEventHandlers.Add(value); }
-            remove => _connection.ActivityUnpaused -= value;
+            remove { lock (_eventLock) _activityUnpausedEventHandlers.Remove(value); }
         }
 
         /// <summary>
@@ -95,7 +111,128 @@ namespace CryptoExchange.Net.Objects.Sockets
         public UpdateSubscription(SocketConnection connection, Subscription subscription)
         {
             _connection = connection;
+            _connection.ConnectionClosed += HandleConnectionClosedEvent;
+            _connection.ConnectionLost += HandleConnectionLostEvent;
+            _connection.ConnectionRestored += HandleConnectionRestoredEvent;
+            _connection.ResubscribingFailed += HandleResubscribeFailedEvent;
+            _connection.ActivityPaused += HandlePausedEvent;
+            _connection.ActivityUnpaused += HandleUnpausedEvent;
+
             _listener = subscription;
+            _listener.StatusChanged += (x) => SubscriptionStatusChanged?.Invoke(x);
+        }
+
+        private void UnsubscribeConnectionEvents()
+        {
+            lock (_eventLock)
+            {
+                if (!_connectionEventsSubscribed)
+                    return;
+
+                _connection.ConnectionClosed -= HandleConnectionClosedEvent;
+                _connection.ConnectionLost -= HandleConnectionLostEvent;
+                _connection.ConnectionRestored -= HandleConnectionRestoredEvent;
+                _connection.ResubscribingFailed -= HandleResubscribeFailedEvent;
+                _connection.ActivityPaused -= HandlePausedEvent;
+                _connection.ActivityUnpaused -= HandleUnpausedEvent;
+                _connectionEventsSubscribed = false;
+            }
+        }
+
+        private void HandleConnectionClosedEvent()
+        {
+            UnsubscribeConnectionEvents();
+
+            // If we're not the subscription closing this connection don't bother emitting
+            if (!_listener.IsClosingConnection)
+                return;
+
+            List<Action> handlers;
+            lock (_eventLock)
+                handlers = _connectionClosedEventHandlers.ToList();
+
+            foreach(var callback in handlers)
+                callback();
+        }
+
+        private void HandleConnectionLostEvent()
+        {
+            if (!_listener.Active)
+            {
+                UnsubscribeConnectionEvents();
+                return;
+            }
+
+            List<Action> handlers;
+            lock (_eventLock)
+                handlers = _connectionLostEventHandlers.ToList();
+
+            foreach (var callback in handlers)
+                callback();
+        }
+
+        private void HandleConnectionRestoredEvent(TimeSpan period)
+        {
+            if (!_listener.Active)
+            {
+                UnsubscribeConnectionEvents();
+                return;
+            }
+
+            List<Action<TimeSpan>> handlers;
+            lock (_eventLock)
+                handlers = _connectionRestoredEventHandlers.ToList();
+
+            foreach (var callback in handlers)
+                callback(period);
+        }
+
+        private void HandleResubscribeFailedEvent(Error error)
+        {
+            if (!_listener.Active)
+            {
+                UnsubscribeConnectionEvents();
+                return;
+            }
+
+            List<Action<Error>> handlers;
+            lock (_eventLock)
+                handlers = _resubscribeFailedEventHandlers.ToList();
+
+            foreach (var callback in handlers)
+                callback(error);
+        }
+
+        private void HandlePausedEvent()
+        {
+            if (!_listener.Active)
+            {
+                UnsubscribeConnectionEvents();
+                return;
+            }
+
+            List<Action> handlers;
+            lock (_eventLock)
+                handlers = _activityPausedEventHandlers.ToList();
+
+            foreach (var callback in handlers)
+                callback();
+        }
+
+        private void HandleUnpausedEvent()
+        {
+            if (!_listener.Active)
+            {
+                UnsubscribeConnectionEvents();
+                return;
+            }
+
+            List<Action> handlers;
+            lock (_eventLock)
+                handlers = _activityUnpausedEventHandlers.ToList();
+
+            foreach (var callback in handlers)
+                callback();
         }
 
         /// <summary>

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -9,6 +9,7 @@ using System.Threading.Tasks;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging.Extensions;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
 using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.Objects.Sockets;
 using Microsoft.Extensions.Logging;
@@ -549,7 +550,7 @@ namespace CryptoExchange.Net.OrderBook
                     return new CallResult<bool>(new CancellationRequestedError());
 
                 if (DateTime.UtcNow - startWait > timeout)
-                    return new CallResult<bool>(new ServerError("Timeout while waiting for data"));
+                    return new CallResult<bool>(new ServerError(new ErrorInfo(ErrorType.OrderBookTimeout, "Timeout while waiting for data")));
 
                 try
                 {

CryptoExchange.Net/Requests/Request.cs

@@ -50,6 +50,9 @@ namespace CryptoExchange.Net.Requests
         /// <inheritdoc />
         public Uri Uri => _request.RequestUri!;
 
+        /// <inheritdoc />
+        public Version HttpVersion => _request.Version!;
+
         /// <inheritdoc />
         public int RequestId { get; }
 
@@ -81,7 +84,9 @@ namespace CryptoExchange.Net.Requests
         /// <inheritdoc />
         public async Task<IResponse> GetResponseAsync(CancellationToken cancellationToken)
         {
-            return new Response(await _httpClient.SendAsync(_request, HttpCompletionOption.ResponseHeadersRead, cancellationToken).ConfigureAwait(false));
+            var response = await _httpClient.SendAsync(_request, HttpCompletionOption.ResponseHeadersRead, cancellationToken).ConfigureAwait(false);
+            
+            return new Response(response);
         }
     }
 }

CryptoExchange.Net/Requests/RequestFactory.cs

@@ -3,6 +3,7 @@ using System.Net;
 using System.Net.Http;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
 
 namespace CryptoExchange.Net.Requests
 {
@@ -14,54 +15,43 @@ namespace CryptoExchange.Net.Requests
         private HttpClient? _httpClient;
 
         /// <inheritdoc />
-        public void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? client = null)
+        public void Configure(RestExchangeOptions options, HttpClient? client = null)
         {
             if (client == null)
-                client = CreateClient(proxy, requestTimeout);
+                client = CreateClient(options.Proxy, options.RequestTimeout, options.HttpKeepAliveInterval);
 
             _httpClient = client;
         }
 
         /// <inheritdoc />
-        public IRequest Create(HttpMethod method, Uri uri, int requestId)
+        public IRequest Create(Version httpRequestVersion, HttpMethod method, Uri uri, int requestId)
         {
             if (_httpClient == null)
                 throw new InvalidOperationException("Cant create request before configuring http client");
 
-            return new Request(new HttpRequestMessage(method, uri), _httpClient, requestId);
+            var requestMessage = new HttpRequestMessage(method, uri);
+            requestMessage.Version = httpRequestVersion;
+#if NET5_0_OR_GREATER
+            requestMessage.VersionPolicy = HttpVersionPolicy.RequestVersionOrLower;
+#endif
+            return new Request(requestMessage, _httpClient, requestId);
         }
 
         /// <inheritdoc />
-        public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout)
+        public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout, TimeSpan? httpKeepAliveInterval)
         {
-            _httpClient = CreateClient(proxy, requestTimeout);
+            _httpClient = CreateClient(proxy, requestTimeout, httpKeepAliveInterval);
         }
 
-        private static HttpClient CreateClient(ApiProxy? proxy, TimeSpan requestTimeout)
+        private static HttpClient CreateClient(ApiProxy? proxy, TimeSpan requestTimeout, TimeSpan? httpKeepAliveInterval)
         {
-            var handler = new HttpClientHandler();
+            var handler = LibraryHelpers.CreateHttpClientMessageHandler(proxy, httpKeepAliveInterval);
-            try
-            {
-                handler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
-                handler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
-            }
-            catch (PlatformNotSupportedException) { }
-            catch (NotImplementedException) { } // Mono runtime throws NotImplementedException
-
-            if (proxy != null)
-            {
-                handler.Proxy = new WebProxy
-                {
-                    Address = new Uri($"{proxy.Host}:{proxy.Port}"),
-                    Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
-                };
-            }
-
             var client = new HttpClient(handler)
             {
-                Timeout = requestTimeout
+                Timeout = requestTimeout                
             };
             return client;
         }
+
     }
 }

CryptoExchange.Net/Requests/Response.cs

@@ -1,4 +1,5 @@
-using System.Collections.Generic;
+using System;
+using System.Collections.Generic;
 using System.IO;
 using System.Linq;
 using System.Net;
@@ -18,6 +19,9 @@ namespace CryptoExchange.Net.Requests
         /// <inheritdoc />
         public HttpStatusCode StatusCode => _response.StatusCode;
 
+        /// <inheritdoc />
+        public Version HttpVersion => _response.Version;
+
         /// <inheritdoc />
         public bool IsSuccessStatusCode => _response.IsSuccessStatusCode;
 

CryptoExchange.Net/SharedApis/Enums/SharedQuantityType.cs

@@ -20,6 +20,10 @@
         /// <summary>
         /// Quantity can be either base or quote quantity
         /// </summary>
-        BaseAndQuoteAsset
+        BaseAndQuoteAsset,
+        /// <summary>
+        /// Quantity can be either base or quote quantity, or in contracts
+        /// </summary>
+        BaseAndQuoteAssetAndContracts
     }
 }

CryptoExchange.Net/SharedApis/Models/ExchangeWebResult.cs

@@ -48,6 +48,7 @@ namespace CryptoExchange.Net.SharedApis
             WebCallResult<T> result,
             INextPageToken? nextPageToken = null) :
             base(result.ResponseStatusCode,
+                result.HttpVersion,
                 result.ResponseHeaders,
                 result.ResponseTime,
                 result.ResponseLength,
@@ -75,6 +76,7 @@ namespace CryptoExchange.Net.SharedApis
             WebCallResult<T> result,
             INextPageToken? nextPageToken = null) :
             base(result.ResponseStatusCode,
+                result.HttpVersion,
                 result.ResponseHeaders,
                 result.ResponseTime,
                 result.ResponseLength,
@@ -100,6 +102,7 @@ namespace CryptoExchange.Net.SharedApis
             string exchange,
             TradingMode[]? dataTradeModes,
             HttpStatusCode? code,
+            Version? httpVersion,
             KeyValuePair<string, string[]>[]? responseHeaders,
             TimeSpan? responseTime,
             long? responseLength,
@@ -114,6 +117,7 @@ namespace CryptoExchange.Net.SharedApis
             Error? error,
             INextPageToken? nextPageToken = null) : base(
                 code,
+                httpVersion,
                 responseHeaders,
                 responseTime,
                 responseLength,
@@ -140,7 +144,7 @@ namespace CryptoExchange.Net.SharedApis
         /// <returns></returns>
         public new ExchangeWebResult<K> As<K>([AllowNull] K data)
         {
-            return new ExchangeWebResult<K>(Exchange, DataTradeMode, ResponseStatusCode, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, Error, NextPageToken);
+            return new ExchangeWebResult<K>(Exchange, DataTradeMode, ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, Error, NextPageToken);
         }
 
         /// <inheritdoc />

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

@@ -58,19 +58,19 @@ namespace CryptoExchange.Net.SharedApis
         public virtual Error? ValidateRequest(string exchange, ExchangeParameters? exchangeParameters, TradingMode? tradingMode, TradingMode[] supportedTradingModes)
         {
             if (tradingMode != null && !supportedTradingModes.Contains(tradingMode.Value))
-                return new ArgumentError($"ApiType.{tradingMode} is not supported, supported types: {string.Join(", ", supportedTradingModes)}");
+                return ArgumentError.Invalid("TradingMode", $"TradingMode.{tradingMode} is not supported, supported types: {string.Join(", ", supportedTradingModes)}");
 
             foreach (var param in RequiredExchangeParameters)
             {
                 if (!string.IsNullOrEmpty(param.Name))
                 {
                     if (ExchangeParameters.HasValue(exchangeParameters, exchange, param.Name!, param.ValueType) != true)
-                        return new ArgumentError($"Required exchange parameter `{param.Name}` for exchange `{exchange}` is missing or has incorrect type. Expected type is {param.ValueType.Name}. Example: {param.ExampleValue}");
+                        return ArgumentError.Invalid(param.Name!, $"Required exchange parameter `{param.Name}` for exchange `{exchange}` is missing or has incorrect type. Expected type is {param.ValueType.Name}. Example: {param.ExampleValue}");
                 }
                 else
                 {
                     if (param.Names!.All(x => ExchangeParameters.HasValue(exchangeParameters, exchange, x, param.ValueType) != true))
-                        return new ArgumentError($"One of exchange parameters `{string.Join(", ", param.Names!)}` for exchange `{exchange}` should be provided. Example: {param.ExampleValue}");
+                        return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of exchange parameters `{string.Join(", ", param.Names!)}` for exchange `{exchange}` should be provided. Example: {param.ExampleValue}");
                 }
             }
 
@@ -109,6 +109,15 @@ namespace CryptoExchange.Net.SharedApis
         /// </summary>
         public List<ParameterDescription> RequiredOptionalParameters { get; set; } = new List<ParameterDescription>();
 
+        /// <summary>
+        /// Whether this accepts multiple symbols (Only applicable to request requiring symbol parameters)
+        /// </summary>
+        public bool SupportsMultipleSymbols { get; set; } = false;
+        /// <summary>
+        /// The max number of symbols which can be passed in a call (Only applicable to request requiring symbol parameters)
+        /// </summary>
+        public int? MaxSymbolCount { get; set; }
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -131,12 +140,25 @@ namespace CryptoExchange.Net.SharedApis
                 if (!string.IsNullOrEmpty(param.Name))
                 {
                     if (typeof(T).GetProperty(param.Name)!.GetValue(request, null) == null)
-                        return new ArgumentError($"Required optional parameter `{param.Name}` for exchange `{exchange}` is missing. Example: {param.ExampleValue}");
+                        return ArgumentError.Invalid(param.Name!, $"Required optional parameter `{param.Name}` for exchange `{exchange}` is missing. Example: {param.ExampleValue}");
                 }
                 else
                 {
                     if (param.Names!.All(x => typeof(T).GetProperty(param.Name!)!.GetValue(request, null) == null))
-                        return new ArgumentError($"One of optional parameters `{string.Join(", ", param.Names!)}` for exchange `{exchange}` should be provided. Example: {param.ExampleValue}");
+                        return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of optional parameters `{string.Join(", ", param.Names!)}` for exchange `{exchange}` should be provided. Example: {param.ExampleValue}");
+                }
+
+            }
+
+            if (request is SharedSymbolRequest symbolsRequest)
+            {
+                if (symbolsRequest.Symbols != null) 
+                {
+                    if (!SupportsMultipleSymbols)
+                        return ArgumentError.Invalid(nameof(SharedSymbolRequest.Symbols), $"Only a single symbol parameter is allowed, multiple symbols are not supported");
+
+                    if (symbolsRequest.Symbols.Length > MaxSymbolCount)
+                        return ArgumentError.Invalid(nameof(SharedSymbolRequest.Symbols), $"Max number of symbols is {MaxSymbolCount} but {symbolsRequest.Symbols.Length} were passed");
                 }
 
             }

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

@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
         public override Error? ValidateRequest(string exchange, GetClosedOrdersRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
         {
             if (TimeFilterSupported && request.StartTime != null)
-                return new ArgumentError($"Time filter is not supported");
+                return ArgumentError.Invalid(nameof(GetClosedOrdersRequest.StartTime), $"Time filter is not supported");
 
             return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
         }

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

@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
         public override Error? ValidateRequest(string exchange, GetDepositsRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
         {
             if (TimeFilterSupported && request.StartTime != null)
-                return new ArgumentError($"Time filter is not supported");
+                return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported");
 
             return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
         }

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

@@ -67,23 +67,23 @@ namespace CryptoExchange.Net.SharedApis
         public override Error? ValidateRequest(string exchange, GetKlinesRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
         {
             if (!IsSupported(request.Interval))
-                return new ArgumentError("Interval not supported");
+                return ArgumentError.Invalid(nameof(GetKlinesRequest.Interval), "Interval not supported");
 
             if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
-                return new ArgumentError($"Only the most recent {MaxAge} klines are available");
+                return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} klines are available");
 
             if (request.Limit > MaxLimit)
-                return new ArgumentError($"Only {MaxLimit} klines can be retrieved per request");
+                return ArgumentError.Invalid(nameof(GetKlinesRequest.Limit), $"Only {MaxLimit} klines can be retrieved per request");
 
             if (MaxTotalDataPoints.HasValue)
             {
                 if (request.Limit > MaxTotalDataPoints.Value)
-                    return new ArgumentError($"Only the most recent {MaxTotalDataPoints} klines are available");
+                    return ArgumentError.Invalid(nameof(GetKlinesRequest.Limit), $"Only the most recent {MaxTotalDataPoints} klines are available");
 
                 if (request.StartTime.HasValue == true)
                 {
                     if (((request.EndTime ?? DateTime.UtcNow) - request.StartTime.Value).TotalSeconds / (int)request.Interval > MaxTotalDataPoints.Value)
-                        return new ArgumentError($"Only the most recent {MaxTotalDataPoints} klines are available, time filter failed");
+                        return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxTotalDataPoints} klines are available, time filter failed");
                 }
             }
 

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

@@ -49,13 +49,13 @@ namespace CryptoExchange.Net.SharedApis
                 return null;
 
             if (MaxLimit.HasValue && request.Limit.Value > MaxLimit)
-                return new ArgumentError($"Max limit is {MaxLimit}");
+                return ArgumentError.Invalid(nameof(GetOrderBookRequest.Limit), $"Max limit is {MaxLimit}");
 
             if (MinLimit.HasValue && request.Limit.Value < MinLimit)
-                return new ArgumentError($"Min limit is {MaxLimit}");
+                return ArgumentError.Invalid(nameof(GetOrderBookRequest.Limit), $"Min limit is {MaxLimit}");
 
             if (SupportedLimits != null && !SupportedLimits.Contains(request.Limit.Value))
-                return new ArgumentError($"Limit should be one of " + string.Join(", ", SupportedLimits));
+                return ArgumentError.Invalid(nameof(GetOrderBookRequest.Limit), $"Limit should be one of " + string.Join(", ", SupportedLimits));
 
             return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
         }

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

@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
         public Error? Validate(GetRecentTradesRequest request)
         {
             if (request.Limit > MaxLimit)
-                return new ArgumentError($"Only the most recent {MaxLimit} trades are available");
+                return ArgumentError.Invalid(nameof(GetRecentTradesRequest.Limit), $"Only the most recent {MaxLimit} trades are available");
 
             return null;
         }

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

@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
         public override Error? ValidateRequest(string exchange, GetTradeHistoryRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
         {
             if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
-                return new ArgumentError($"Only the most recent {MaxAge} trades are available");
+                return ArgumentError.Invalid(nameof(GetTradeHistoryRequest.StartTime), $"Only the most recent {MaxAge} trades are available");
 
             return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
         }

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

@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
         public override Error? ValidateRequest(string exchange, GetWithdrawalsRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
         {
             if (TimeFilterSupported && request.StartTime != null)
-                return new ArgumentError($"Time filter is not supported");
+                return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.StartTime), $"Time filter is not supported");
 
             return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
         }

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

@@ -36,16 +36,16 @@ namespace CryptoExchange.Net.SharedApis
             SharedQuantitySupport quantitySupport)
         {
             if (!SupportsTpSl && (request.StopLossPrice != null || request.TakeProfitPrice != null))
-                return new ArgumentError("Tp/Sl parameters not supported");
+                return ArgumentError.Invalid(nameof(PlaceFuturesOrderRequest.StopLossPrice) + " / " + nameof(PlaceFuturesOrderRequest.TakeProfitPrice), "Tp/Sl parameters not supported");
 
             if (request.OrderType == SharedOrderType.Other)
                 throw new ArgumentException("OrderType can't be `Other`", nameof(request.OrderType));
 
             if (!supportedOrderTypes.Contains(request.OrderType))
-                return new ArgumentError("Order type not supported");
+                return ArgumentError.Invalid(nameof(PlaceFuturesOrderRequest.OrderType), "Order type not supported");
 
             if (request.TimeInForce != null && !supportedTimeInForce.Contains(request.TimeInForce.Value))
-                return new ArgumentError("Order time in force not supported");
+                return ArgumentError.Invalid(nameof(PlaceFuturesOrderRequest.TimeInForce), "Order time in force not supported");
 
             var quantityError = quantitySupport.Validate(request.Side, request.OrderType, request.Quantity);
             if (quantityError != null)

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

@@ -34,10 +34,10 @@ namespace CryptoExchange.Net.SharedApis
                 throw new ArgumentException("OrderType can't be `Other`", nameof(request.OrderType));
 
             if (!supportedOrderTypes.Contains(request.OrderType))
-                return new ArgumentError("Order type not supported");
+                return ArgumentError.Invalid(nameof(PlaceSpotOrderRequest.OrderType), "Order type not supported");
 
             if (request.TimeInForce != null && !supportedTimeInForce.Contains(request.TimeInForce.Value))
-                return new ArgumentError("Order time in force not supported");
+                return ArgumentError.Invalid(nameof(PlaceSpotOrderRequest.TimeInForce), "Order time in force not supported");
 
             var quantityError = quantitySupport.Validate(request.Side, request.OrderType, request.Quantity);
             if (quantityError != null)

CryptoExchange.Net/SharedApis/Models/Options/Subscriptions/SubscribeKlineOptions.cs

@@ -60,7 +60,7 @@ namespace CryptoExchange.Net.SharedApis
         public override Error? ValidateRequest(string exchange, SubscribeKlineRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
         {
             if (!IsSupported(request.Interval))
-                return new ArgumentError("Interval not supported");
+                return ArgumentError.Invalid(nameof(SubscribeKlineRequest.Interval), "Interval not supported");
 
             return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
         }

CryptoExchange.Net/SharedApis/Models/Options/Subscriptions/SubscribeOrderBookOptions.cs

@@ -29,7 +29,7 @@ namespace CryptoExchange.Net.SharedApis
         public override Error? ValidateRequest(string exchange, SubscribeOrderBookRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
         {
             if (request.Limit != null && !SupportedLimits.Contains(request.Limit.Value))
-                return new ArgumentError("Limit not supported");
+                return ArgumentError.Invalid(nameof(SubscribeOrderBookRequest.Limit), "Limit not supported");
 
             return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
         }

CryptoExchange.Net/SharedApis/Models/SharedQuantitySupport.cs

@@ -65,6 +65,9 @@ namespace CryptoExchange.Net.SharedApis
             if (supportedType == quantityType)
                 return true;
 
+            if (supportedType == SharedQuantityType.BaseAndQuoteAssetAndContracts)
+                return true;
+
             if (supportedType == SharedQuantityType.BaseAndQuoteAsset && (quantityType == SharedQuantityType.BaseAsset || quantityType == SharedQuantityType.QuoteAsset))
                 return true;
 
@@ -77,20 +80,20 @@ namespace CryptoExchange.Net.SharedApis
         public Error? Validate(SharedOrderSide side, SharedOrderType type, SharedQuantity? quantity)
         {
             var supportedType = GetSupportedQuantityType(side, type);
-            if (supportedType == SharedQuantityType.BaseAndQuoteAsset)
+            if (supportedType == SharedQuantityType.BaseAndQuoteAsset || supportedType == SharedQuantityType.BaseAndQuoteAssetAndContracts)
                 return null;
 
             if (supportedType == SharedQuantityType.BaseAndQuoteAsset && quantity != null && quantity.QuantityInBaseAsset == null && quantity.QuantityInQuoteAsset == null)
-                return new ArgumentError($"Quantity for {side}.{type} required in base or quote asset");
+                return ArgumentError.Invalid("Quantity", $"Quantity for {side}.{type} required in base or quote asset");
 
             if (supportedType == SharedQuantityType.QuoteAsset && quantity != null && quantity.QuantityInQuoteAsset == null)
-                return new ArgumentError($"Quantity for {side}.{type} required in quote asset");
+                return ArgumentError.Invalid("Quantity", $"Quantity for {side}.{type} required in quote asset");
 
             if (supportedType == SharedQuantityType.BaseAsset && quantity != null && quantity.QuantityInBaseAsset == null && quantity.QuantityInContracts == null)
-                return new ArgumentError($"Quantity for {side}.{type} required in base asset");
+                return ArgumentError.Invalid("Quantity", $"Quantity for {side}.{type} required in base asset");
 
             if (supportedType == SharedQuantityType.Contracts && quantity != null && quantity.QuantityInContracts == null)
-                return new ArgumentError($"Quantity for {side}.{type} required in contracts");
+                return ArgumentError.Invalid("Quantity", $"Quantity for {side}.{type} required in contracts");
 
             return null;
         }

CryptoExchange.Net/SharedApis/Models/SharedSymbolRequest.cs

@@ -1,14 +1,27 @@
-namespace CryptoExchange.Net.SharedApis
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace CryptoExchange.Net.SharedApis
 {
     /// <summary>
     /// Symbol request
     /// </summary>
     public record SharedSymbolRequest : SharedRequest
     {
+        /// <summary>
+        /// Trading mode
+        /// </summary>
+        public TradingMode TradingMode { get; }
         /// <summary>
         /// The symbol
         /// </summary>
-        public SharedSymbol Symbol { get; set; }
+        public SharedSymbol? Symbol { get; set; }
+        /// <summary>
+        /// Symbols
+        /// </summary>
+        public SharedSymbol[]? Symbols { get; set; }
 
         /// <summary>
         /// ctor
@@ -16,6 +29,22 @@
         public SharedSymbolRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters)
         {
             Symbol = symbol;
+            TradingMode = symbol.TradingMode;
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SharedSymbolRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters)
+        {
+            if (!symbols.Any())
+                throw new ArgumentException("Empty symbol list");
+
+            if (symbols.GroupBy(x => x.TradingMode).Count() > 1)
+                throw new ArgumentException("All symbols in the symbol list should have the same trading mode");
+
+            Symbols = symbols.ToArray();
+            TradingMode = Symbols.First().TradingMode;
         }
     }
 }

CryptoExchange.Net/SharedApis/Models/Socket/SubscribeBookTickerRequest.cs

@@ -1,4 +1,6 @@
-namespace CryptoExchange.Net.SharedApis
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.SharedApis
 {
     /// <summary>
     /// Request to subscribe to book ticker updates
@@ -13,5 +15,22 @@
         public SubscribeBookTickerRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
         {
         }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        /// <param name="exchangeParameters">Exchange specific parameters</param>
+        public SubscribeBookTickerRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        public SubscribeBookTickerRequest(params SharedSymbol[] symbols) : base(symbols, null)
+        {
+        }
     }
 }

CryptoExchange.Net/SharedApis/Models/Socket/SubscribeKlineRequest.cs

@@ -1,4 +1,6 @@
-namespace CryptoExchange.Net.SharedApis
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.SharedApis
 {
     /// <summary>
     /// Request to subscribe to kline/candlestick updates
@@ -20,5 +22,26 @@
         {
             Interval = interval;
         }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        /// <param name="interval">Kline interval</param>
+        /// <param name="exchangeParameters">Exchange specific parameters</param>
+        public SubscribeKlineRequest(IEnumerable<SharedSymbol> symbols, SharedKlineInterval interval, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
+        {
+            Interval = interval;
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="interval">Kline interval</param>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        public SubscribeKlineRequest(SharedKlineInterval interval, params SharedSymbol[] symbols) : base(symbols, null)
+        {
+            Interval = interval;
+        }
     }
 }

CryptoExchange.Net/SharedApis/Models/Socket/SubscribeOrderBookRequest.cs

@@ -1,4 +1,6 @@
-namespace CryptoExchange.Net.SharedApis
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.SharedApis
 {
     /// <summary>
     /// Request to subscribe to order book snapshot updates
@@ -20,5 +22,22 @@
         {
             Limit = limit;
         }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        /// <param name="exchangeParameters">Exchange specific parameters</param>
+        public SubscribeOrderBookRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        public SubscribeOrderBookRequest(params SharedSymbol[] symbols) : base(symbols, null)
+        {
+        }
     }
 }

CryptoExchange.Net/SharedApis/Models/Socket/SubscribeTickerRequest.cs

@@ -1,4 +1,7 @@
-namespace CryptoExchange.Net.SharedApis
+using System.Collections;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.SharedApis
 {
     /// <summary>
     /// Request to subscribe to ticker updates
@@ -13,5 +16,22 @@
         public SubscribeTickerRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
         {
         }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        /// <param name="exchangeParameters">Exchange specific parameters</param>
+        public SubscribeTickerRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        public SubscribeTickerRequest(params SharedSymbol[] symbols) : base(symbols, null)
+        {
+        }
     }
 }

CryptoExchange.Net/SharedApis/Models/Socket/SubscribeTradeRequest.cs

@@ -1,4 +1,6 @@
-namespace CryptoExchange.Net.SharedApis
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.SharedApis
 {
     /// <summary>
     /// Request to subscribe to trade updates
@@ -13,5 +15,22 @@
         public SubscribeTradeRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
         {
         }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        /// <param name="exchangeParameters">Exchange specific parameters</param>
+        public SubscribeTradeRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="symbols">The symbols to subscribe to</param>
+        public SubscribeTradeRequest(params SharedSymbol[] symbols) : base(symbols, null)
+        {
+        }
     }
 }

CryptoExchange.Net/SharedApis/ResponseModels/SharedAsset.cs

@@ -67,6 +67,10 @@ namespace CryptoExchange.Net.SharedApis
         /// Min number of confirmations
         /// </summary>
         public int? MinConfirmations { get; set; }
+        /// <summary>
+        /// The contract address
+        /// </summary>
+        public string? ContractAddress { get; set; }
 
         /// <summary>
         /// ctor

CryptoExchange.Net/SharedApis/ResponseModels/SharedFuturesSymbol.cs

@@ -30,5 +30,8 @@ namespace CryptoExchange.Net.SharedApis
         public SharedFuturesSymbol(TradingMode symbolType, string baseAsset, string quoteAsset, string symbol, bool trading) : base(baseAsset, quoteAsset, symbol, trading, symbolType)
         {
         }
+
+        /// <inheritdoc />
+        public override SharedSymbol SharedSymbol => new SharedSymbol(TradingMode, BaseAsset.ToUpperInvariant(), QuoteAsset.ToUpperInvariant(), DeliveryTime) { SymbolName = Name };
     }
 }

CryptoExchange.Net/SharedApis/ResponseModels/SharedPosition.cs

@@ -7,6 +7,10 @@ namespace CryptoExchange.Net.SharedApis
     /// </summary>
     public record SharedPosition : SharedSymbolModel
     {
+        /// <summary>
+        /// Position id
+        /// </summary>
+        public string? Id { get; set; }
         /// <summary>
         /// Current size of the position
         /// </summary>

CryptoExchange.Net/SharedApis/ResponseModels/SharedSpotSymbol.cs

@@ -69,5 +69,11 @@
             Name = symbol;
             Trading = trading;
         }
+
+        /// <summary>
+        /// The SharedSymbol of this symbol
+        /// </summary>
+        /// <returns></returns>
+        public virtual SharedSymbol SharedSymbol => new SharedSymbol(TradingMode, BaseAsset.ToUpperInvariant(), QuoteAsset.ToUpperInvariant()) { SymbolName = Name };
     }
 }

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging.Extensions;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.RateLimiting;
 using Microsoft.Extensions.Logging;
@@ -252,6 +253,11 @@ namespace CryptoExchange.Net.Sockets
                         await (OnConnectRateLimited?.Invoke() ?? Task.CompletedTask).ConfigureAwait(false);
                         return new CallResult(new ServerRateLimitError(we.Message, we));
                     }
+
+                    if (_socket.HttpStatusCode == HttpStatusCode.Unauthorized)
+                    {
+                        return new CallResult(new ServerError(new ErrorInfo(ErrorType.Unauthorized, "Server returned status code `401` when `101` was expected")));
+                    }
 #else
                     // ClientWebSocket.HttpStatusCode is only available in .NET6+ https://learn.microsoft.com/en-us/dotnet/api/system.net.websockets.clientwebsocket.httpstatuscode?view=net-8.0
                     // Try to read 429 from the message instead
@@ -377,7 +383,19 @@ namespace CryptoExchange.Net.Sockets
 
             var bytes = Parameters.Encoding.GetBytes(data);
             _logger.SocketAddingBytesToSendBuffer(Id, id, bytes);
-            _sendBuffer.Enqueue(new SendItem { Id = id, Weight = weight, Bytes = bytes });
+            _sendBuffer.Enqueue(new SendItem { Id = id, Type = WebSocketMessageType.Text, Weight = weight, Bytes = bytes });
+            _sendEvent.Set();
+            return true;
+        }
+
+        /// <inheritdoc />
+        public virtual bool Send(int id, byte[] data, int weight)
+        {
+            if (_ctsSource.IsCancellationRequested || _processState != ProcessState.Processing)
+                return false;
+
+            _logger.SocketAddingBytesToSendBuffer(Id, id, data);
+            _sendBuffer.Enqueue(new SendItem { Id = id, Type = WebSocketMessageType.Binary, Weight = weight, Bytes = data });
             _sendEvent.Set();
             return true;
         }
@@ -532,7 +550,7 @@ namespace CryptoExchange.Net.Sockets
 
                         try
                         {
-                            await _socket.SendAsync(new ArraySegment<byte>(data.Bytes, 0, data.Bytes.Length), WebSocketMessageType.Text, true, _ctsSource.Token).ConfigureAwait(false);
+                            await _socket.SendAsync(new ArraySegment<byte>(data.Bytes, 0, data.Bytes.Length), data.Type, true, _ctsSource.Token).ConfigureAwait(false);
                             await (OnRequestSent?.Invoke(data.Id) ?? Task.CompletedTask).ConfigureAwait(false);
                             _logger.SocketSentBytes(Id, data.Id, data.Bytes.Length);
                         }
@@ -858,6 +876,11 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public DateTime SendTime { get; set; }
 
+        /// <summary>
+        /// Message type
+        /// </summary>
+        public WebSocketMessageType Type { get; set; }
+
         /// <summary>
         /// The bytes to send
         /// </summary>

CryptoExchange.Net/Sockets/MessageMatcher.cs

@@ -0,0 +1,180 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Sockets
+{
+    /// <summary>
+    /// Message link type
+    /// </summary>
+    public enum MessageLinkType
+    {
+        /// <summary>
+        /// Match when the listen id matches fully to the value
+        /// </summary>
+        Full,
+        /// <summary>
+        /// Match when the listen id starts with the value
+        /// </summary>
+        StartsWith
+    }
+
+    /// <summary>
+    /// Matches a message listen id to a specific listener
+    /// </summary>
+    public class MessageMatcher
+    {
+        /// <summary>
+        /// Linkers in this matcher
+        /// </summary>
+        public MessageHandlerLink[] HandlerLinks { get; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        private MessageMatcher(params MessageHandlerLink[] links)
+        {
+            HandlerLinks = links;
+        }
+
+        /// <summary>
+        /// Create message matcher
+        /// </summary>
+        public static MessageMatcher Create<T>(string value)
+        {
+            return new MessageMatcher(new MessageHandlerLink<T>(MessageLinkType.Full, value, (con, msg) => new CallResult<T>(default, msg.OriginalData, null)));
+        }
+
+        /// <summary>
+        /// Create message matcher
+        /// </summary>
+        public static MessageMatcher Create<T>(string value, Func<SocketConnection, DataEvent<T>, CallResult> handler)
+        {
+            return new MessageMatcher(new MessageHandlerLink<T>(MessageLinkType.Full, value, handler));
+        }
+
+        /// <summary>
+        /// Create message matcher
+        /// </summary>
+        public static MessageMatcher Create<T>(IEnumerable<string> values, Func<SocketConnection, DataEvent<T>, CallResult> handler)
+        {
+            return new MessageMatcher(values.Select(x => new MessageHandlerLink<T>(MessageLinkType.Full, x, handler)).ToArray());
+        }
+
+        /// <summary>
+        /// Create message matcher
+        /// </summary>
+        public static MessageMatcher Create<T>(MessageLinkType type, string value, Func<SocketConnection, DataEvent<T>, CallResult> handler)
+        {
+            return new MessageMatcher(new MessageHandlerLink<T>(type, value, handler));
+        }
+
+        /// <summary>
+        /// Create message matcher
+        /// </summary>
+        public static MessageMatcher Create(params MessageHandlerLink[] linkers)
+        {
+            return new MessageMatcher(linkers);
+        }
+
+        /// <summary>
+        /// Whether this matcher contains a specific link
+        /// </summary>
+        public bool ContainsCheck(MessageHandlerLink link) => HandlerLinks.Any(x => x.Type == link.Type && x.Value == link.Value);
+
+        /// <summary>
+        /// Get any handler links matching with the listen id
+        /// </summary>
+        public List<MessageHandlerLink> GetHandlerLinks(string listenId) => HandlerLinks.Where(x => x.Check(listenId)).ToList();
+
+        /// <inheritdoc />
+        public override string ToString() => string.Join(",", HandlerLinks.Select(x => x.ToString()));
+    }
+
+    /// <summary>
+    /// Message handler link
+    /// </summary>
+    public abstract class MessageHandlerLink
+    {
+        /// <summary>
+        /// Type of check
+        /// </summary>
+        public MessageLinkType Type { get; }
+        /// <summary>
+        /// String value of the check
+        /// </summary>
+        public string Value { get; }
+        /// <summary>
+        /// Deserialization type
+        /// </summary>
+        public abstract Type GetDeserializationType(IMessageAccessor accessor);
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public MessageHandlerLink(MessageLinkType type, string value)
+        {
+            Type = type;
+            Value = value;
+        }
+
+        /// <summary>
+        /// Whether this listen id matches this link
+        /// </summary>
+        public bool Check(string listenId)
+        {
+            if (Type == MessageLinkType.Full)
+                return Value.Equals(listenId, StringComparison.Ordinal);
+
+            return listenId.StartsWith(Value, StringComparison.Ordinal);
+        }
+
+        /// <summary>
+        /// Message handler
+        /// </summary>
+        public abstract CallResult Handle(SocketConnection connection, DataEvent<object> message);
+
+        /// <inheritdoc />
+        public override string ToString() => $"{Type} match for \"{Value}\"";
+    }
+
+    /// <summary>
+    /// Message handler link
+    /// </summary>
+    public class MessageHandlerLink<TServer>: MessageHandlerLink
+    {
+        private Func<SocketConnection, DataEvent<TServer>, CallResult> _handler;
+
+        /// <inheritdoc />
+        public override Type GetDeserializationType(IMessageAccessor accessor) => typeof(TServer);
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public MessageHandlerLink(string value, Func<SocketConnection, DataEvent<TServer>, CallResult> handler)
+            : this(MessageLinkType.Full, value, handler)
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public MessageHandlerLink(MessageLinkType type, string value, Func<SocketConnection, DataEvent<TServer>, CallResult> handler)
+            : base(type, value)
+        {
+            _handler = handler;
+        }
+
+
+        /// <inheritdoc />
+        public override CallResult Handle(SocketConnection connection, DataEvent<object> message)
+        {
+            return _handler(connection, message.As((TServer)message.Data));
+        }
+    }
+}

CryptoExchange.Net/Sockets/Query.cs

@@ -3,6 +3,7 @@ using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Sockets;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Threading;
 using System.Threading.Tasks;
 
@@ -28,6 +29,11 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public TimeSpan? RequestTimeout { get; set; }
 
+        /// <summary>
+        /// What should happen if the query times out
+        /// </summary>
+        public TimeoutBehavior TimeoutBehavior { get; set; } = TimeoutBehavior.Fail;
+
         /// <summary>
         /// The number of required responses. Can be more than 1 when for example subscribing multiple symbols streams in a single request,
         /// and each symbol receives it's own confirmation response
@@ -60,9 +66,9 @@ namespace CryptoExchange.Net.Sockets
         public AsyncResetEvent? ContinueAwaiter { get; set; }
 
         /// <summary>
-        /// Strings to match this query to a received message
+        /// Matcher for this query
         /// </summary>
-        public abstract HashSet<string> ListenerIdentifiers { get; set; }
+        public MessageMatcher MessageMatcher { get; set; } = null!;
 
         /// <summary>
         /// The query request object
@@ -84,13 +90,6 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public bool ExpectsResponse { get; set; } = true;
 
-        /// <summary>
-        /// Get the type the message should be deserialized to
-        /// </summary>
-        /// <param name="message"></param>
-        /// <returns></returns>
-        public abstract Type? GetMessageType(IMessageAccessor message);
-
         /// <summary>
         /// Wait event for response
         /// </summary>
@@ -161,23 +160,16 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Handle a response message
         /// </summary>
-        /// <param name="message"></param>
+        public abstract Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message, MessageHandlerLink check);
-        /// <param name="connection"></param>
-        /// <returns></returns>
-        public abstract Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message);
 
     }
 
     /// <summary>
     /// Query
     /// </summary>
-    /// <typeparam name="TServerResponse">The type returned from the server</typeparam>
     /// <typeparam name="THandlerResponse">The type to be returned to the caller</typeparam>
-    public abstract class Query<TServerResponse, THandlerResponse> : Query
+    public abstract class Query<THandlerResponse> : Query
     {
-        /// <inheritdoc />
-        public override Type? GetMessageType(IMessageAccessor message) => typeof(TServerResponse);
-
         /// <summary>
         /// The typed call result
         /// </summary>
@@ -194,25 +186,22 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <inheritdoc />
-        public override async Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message)
+        public override async Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message, MessageHandlerLink check)
         {
-            var typedMessage = message.As((TServerResponse)message.Data);
+            if (!PreCheckMessage(connection, message))
-            if (!ValidateMessage(typedMessage))
                 return CallResult.SuccessResult;
 
             CurrentResponses++;
-            if (CurrentResponses == RequiredResponses)
+            if (CurrentResponses == RequiredResponses)            
-            {
-                Completed = true;
                 Response = message.Data;
-            }
 
             if (Result?.Success != false)
                 // If an error result is already set don't override that
-                Result = HandleMessage(connection, typedMessage);
+                Result = check.Handle(connection, message);
 
             if (CurrentResponses == RequiredResponses)
             {
+                Completed = true;
                 _event.Set();
                 if (ContinueAwaiter != null)
                     await ContinueAwaiter.WaitAsync().ConfigureAwait(false);
@@ -224,26 +213,20 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Validate if a message is actually processable by this query
         /// </summary>
-        /// <param name="message"></param>
+        public virtual bool PreCheckMessage(SocketConnection connection, DataEvent<object> message) => true;
-        /// <returns></returns>
-        public virtual bool ValidateMessage(DataEvent<TServerResponse> message) => true;
-
-        /// <summary>
-        /// Handle the query response
-        /// </summary>
-        /// <param name="connection"></param>
-        /// <param name="message"></param>
-        /// <returns></returns>
-        public abstract CallResult<THandlerResponse> HandleMessage(SocketConnection connection, DataEvent<TServerResponse> message);
 
         /// <inheritdoc />
         public override void Timeout()
         {
             if (Completed)
                 return;
-
+                        
             Completed = true;
-            Result = new CallResult<THandlerResponse>(new CancellationRequestedError(null, "Query timeout", null));
+            if (TimeoutBehavior == TimeoutBehavior.Fail)
+                Result = new CallResult<THandlerResponse>(new TimeoutError());
+            else
+                Result = new CallResult<THandlerResponse>(default, null, default);
+
             ContinueAwaiter?.Set();
             _event.Set();
         }
@@ -257,29 +240,4 @@ namespace CryptoExchange.Net.Sockets
             _event.Set();
         }
     }
-
-    /// <summary>
-    /// Query
-    /// </summary>
-    /// <typeparam name="TResponse">Response object type</typeparam>
-    public abstract class Query<TResponse> : Query<TResponse, TResponse>
-    {
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="request"></param>
-        /// <param name="authenticated"></param>
-        /// <param name="weight"></param>
-        protected Query(object request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
-        {
-        }
-
-        /// <summary>
-        /// Handle the query response
-        /// </summary>
-        /// <param name="connection"></param>
-        /// <param name="message"></param>
-        /// <returns></returns>
-        public override CallResult<TResponse> HandleMessage(SocketConnection connection, DataEvent<TResponse> message) => message.ToCallResult();
-    }
 }

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -11,8 +11,6 @@ using System.Diagnostics;
 using CryptoExchange.Net.Clients;
 using CryptoExchange.Net.Logging.Extensions;
 using System.Threading;
-using CryptoExchange.Net.Objects.Options;
-using CryptoExchange.Net.Authentication;
 
 namespace CryptoExchange.Net.Sockets
 {
@@ -204,6 +202,18 @@ namespace CryptoExchange.Net.Sockets
             }
         }
 
+        /// <summary>
+        /// The number of current pending requests
+        /// </summary>
+        public int PendingRequests
+        {
+            get
+            {
+                lock (_listenersLock)
+                    return _listeners.OfType<Query>().Where(x => !x.Completed).Count();
+            }
+        }
+
         private bool _pausedActivity;
         private readonly object _listenersLock;
         private readonly List<IMessageProcessor> _listeners;
@@ -211,7 +221,8 @@ namespace CryptoExchange.Net.Sockets
         private SocketStatus _status;
 
         private readonly IMessageSerializer _serializer;
-        private readonly IByteMessageAccessor _accessor;
+        private IByteMessageAccessor? _stringMessageAccessor;
+        private IByteMessageAccessor? _byteMessageAccessor;
 
         /// <summary>
         /// The task that is sending periodic data on the websocket. Can be used for sending Ping messages every x seconds or similar. Not necessary.
@@ -228,6 +239,11 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         private readonly IWebsocket _socket;
 
+        /// <summary>
+        /// Cache for deserialization, only caches for a single message
+        /// </summary>
+        private readonly Dictionary<Type, object> _deserializationCache = new Dictionary<Type, object>();
+
         /// <summary>
         /// New socket connection
         /// </summary>
@@ -258,7 +274,6 @@ namespace CryptoExchange.Net.Sockets
             _listeners = new List<IMessageProcessor>();
 
             _serializer = apiClient.CreateSerializer();
-            _accessor = apiClient.CreateAccessor();
         }
 
         /// <summary>
@@ -281,7 +296,7 @@ namespace CryptoExchange.Net.Sockets
 
             lock (_listenersLock)
             {
-                foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription))
+                foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription && !l.IsClosingConnection))
                     subscription.Reset();
 
                 foreach (var query in _listeners.OfType<Query>().ToList())
@@ -446,9 +461,6 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Handle a message
         /// </summary>
-        /// <param name="data"></param>
-        /// <param name="type"></param>
-        /// <returns></returns>
         protected virtual async Task HandleStreamMessage(WebSocketMessageType type, ReadOnlyMemory<byte> data)
         {
             var sw = Stopwatch.StartNew();
@@ -459,111 +471,128 @@ namespace CryptoExchange.Net.Sockets
             data = ApiClient.PreprocessStreamMessage(this, type, data);
 
             // 2. Read data into accessor
-            _accessor.Read(data);
+            IByteMessageAccessor accessor;
+            if (type == WebSocketMessageType.Binary)
+                accessor = _stringMessageAccessor ??= ApiClient.CreateAccessor(type);
+            else
+                accessor = _byteMessageAccessor ??= ApiClient.CreateAccessor(type);
+
+            var result = accessor.Read(data);
             try
             {
                 bool outputOriginalData = ApiClient.ApiOptions.OutputOriginalData ?? ApiClient.ClientOptions.OutputOriginalData;
                 if (outputOriginalData)
                 {
-                    originalData = _accessor.GetOriginalString();
+                    originalData = accessor.GetOriginalString();
                     _logger.ReceivedData(SocketId, originalData);
                 }
 
-                // 3. Determine the identifying properties of this message
+                if (!accessor.IsValid && !ApiClient.ProcessUnparsableMessages)
-                var listenId = ApiClient.GetListenerIdentifier(_accessor);
-                if (listenId == null)
                 {
-                    originalData = outputOriginalData ? _accessor.GetOriginalString() : "[OutputOriginalData is false]";
+                    _logger.FailedToParse(SocketId, result.Error!.Message ?? result.Error!.ErrorDescription!);
-                    if (!ApiClient.UnhandledMessageExpected)
-                        _logger.FailedToEvaluateMessage(SocketId, originalData);
-
-                    UnhandledMessage?.Invoke(_accessor);
                     return;
                 }
 
-                // 4. Get the listeners interested in this message
+                // 3. Determine the identifying properties of this message
-                List<IMessageProcessor> processors;
+                var listenId = ApiClient.GetListenerIdentifier(accessor);
-                lock (_listenersLock)
+                if (listenId == null)
-                    processors = _listeners.Where(s => s.ListenerIdentifiers.Contains(listenId)).ToList();
+                {
+                    originalData ??= "[OutputOriginalData is false]";
+                    if (!ApiClient.UnhandledMessageExpected)
+                        _logger.FailedToEvaluateMessage(SocketId, originalData);
 
-                if (processors.Count == 0)
+                    UnhandledMessage?.Invoke(accessor);
+                    return;
+                }
+
+                bool processed = false;
+                var totalUserTime = 0;
+
+                List<IMessageProcessor> localListeners;
+                lock(_listenersLock)
+                    localListeners = _listeners.ToList();
+
+                foreach(var processor in localListeners)
+                {
+                    foreach(var listener in processor.MessageMatcher.GetHandlerLinks(listenId))
+                    {
+                        processed = true;
+                        _logger.ProcessorMatched(SocketId, listener.ToString(), listenId);
+
+                        // 4. Determine the type to deserialize to for this processor
+                        var messageType = listener.GetDeserializationType(accessor);
+                        if (messageType == null)
+                        {
+                            _logger.ReceivedMessageNotRecognized(SocketId, processor.Id);
+                            continue;
+                        }
+
+                        if (processor is Subscription subscriptionProcessor && subscriptionProcessor.Status == SubscriptionStatus.Subscribing)
+                        {
+                            // If this message is for this listener then it is automatically confirmed, even if the subscription is not (yet) confirmed
+                            subscriptionProcessor.Status = SubscriptionStatus.Subscribed;
+                            if (subscriptionProcessor.SubscriptionQuery?.TimeoutBehavior == TimeoutBehavior.Succeed)
+                                // If this subscription has a query waiting for a timeout (success if there is no error response)
+                                // then time it out now as the data is being received, so we assume it's successful
+                                subscriptionProcessor.SubscriptionQuery.Timeout();
+                        }
+
+                        // 5. Deserialize the message
+                        _deserializationCache.TryGetValue(messageType, out var deserialized);
+
+                        if (deserialized == null)
+                        {
+                            var desResult = processor.Deserialize(accessor, messageType);
+                            if (!desResult)
+                            {
+                                _logger.FailedToDeserializeMessage(SocketId, desResult.Error?.ToString(), desResult.Error?.Exception);
+                                continue;
+                            }
+
+                            deserialized = desResult.Data;
+                            _deserializationCache.Add(messageType, deserialized);
+                        }
+
+                        // 6. Pass the message to the handler
+                        try
+                        {
+                            var innerSw = Stopwatch.StartNew();
+                            await processor.Handle(this, new DataEvent<object>(deserialized, null, null, originalData, receiveTime, null), listener).ConfigureAwait(false);
+                            if (processor is Query query && query.RequiredResponses != 1)
+                                _logger.LogDebug($"[Sckt {SocketId}] [Req {query.Id}] responses: {query.CurrentResponses}/{query.RequiredResponses}");
+                            totalUserTime += (int)innerSw.ElapsedMilliseconds;
+                        }
+                        catch (Exception ex)
+                        {
+                            _logger.UserMessageProcessingFailed(SocketId, ex.Message, ex);
+                            if (processor is Subscription subscription)
+                                subscription.InvokeExceptionHandler(ex);
+                        }
+
+                    }
+                }
+
+                if (!processed)
                 {
                     if (!ApiClient.UnhandledMessageExpected)
                     {
                         List<string> listenerIds;
                         lock (_listenersLock)
-                            listenerIds = _listeners.SelectMany(l => l.ListenerIdentifiers).ToList();
+                            listenerIds = _listeners.Select(l => l.MessageMatcher.ToString()).ToList();
+
                         _logger.ReceivedMessageNotMatchedToAnyListener(SocketId, listenId, string.Join(",", listenerIds));
-                        UnhandledMessage?.Invoke(_accessor);
+                        UnhandledMessage?.Invoke(accessor);
                     }
 
                     return;
                 }
 
-                _logger.ProcessorMatched(SocketId, processors.Count, listenId);
-                var totalUserTime = 0;
-                Dictionary<Type, object>? desCache = null;
-                if (processors.Count > 1)
-                {
-                    // Only instantiate a cache if there are multiple processors
-                    desCache = new Dictionary<Type, object>();
-                }
-
-                foreach (var processor in processors)
-                {
-                    // 5. Determine the type to deserialize to for this processor
-                    var messageType = processor.GetMessageType(_accessor);
-                    if (messageType == null)
-                    {
-                        _logger.ReceivedMessageNotRecognized(SocketId, processor.Id);
-                        continue;
-                    }
-
-                    if (processor is Subscription subscriptionProcessor && !subscriptionProcessor.Confirmed)
-                    {
-                        // If this message is for this listener then it is automatically confirmed, even if the subscription is not (yet) confirmed
-                        subscriptionProcessor.Confirmed = true;
-                        // This doesn't trigger a waiting subscribe query, should probably also somehow set the wait event for that
-                    }
-
-                    // 6. Deserialize the message
-                    object? deserialized = null;
-                    desCache?.TryGetValue(messageType, out deserialized);
-
-                    if (deserialized == null)
-                    {
-                        var desResult = processor.Deserialize(_accessor, messageType);
-                        if (!desResult)
-                        {
-                            _logger.FailedToDeserializeMessage(SocketId, desResult.Error?.ToString(), desResult.Error?.Exception);
-                            continue;
-                        }
-                        deserialized = desResult.Data;
-                        desCache?.Add(messageType, deserialized);
-                    }
-
-                    // 7. Hand of the message to the subscription
-                    try
-                    {
-                        var innerSw = Stopwatch.StartNew();
-                        await processor.Handle(this, new DataEvent<object>(deserialized, null, null, originalData, receiveTime, null)).ConfigureAwait(false);
-                        if (processor is Query query && query.RequiredResponses != 1)
-                            _logger.LogDebug($"[Sckt {SocketId}] [Req {query.Id}] responses: {query.CurrentResponses}/{query.RequiredResponses}");
-                        totalUserTime += (int)innerSw.ElapsedMilliseconds;
-                    }
-                    catch (Exception ex)
-                    {
-                        _logger.UserMessageProcessingFailed(SocketId, ex.Message, ex);
-                        if (processor is Subscription subscription)
-                            subscription.InvokeExceptionHandler(ex);
-                    }
-                }
-
                 _logger.MessageProcessed(SocketId, sw.ElapsedMilliseconds, sw.ElapsedMilliseconds - totalUserTime);
             }
             finally
             {
-                _accessor.Clear();
+                _deserializationCache.Clear();
+                accessor.Clear();
             }
         }
 
@@ -628,13 +657,16 @@ namespace CryptoExchange.Net.Sockets
         public async Task CloseAsync(Subscription subscription)
         {
             // If we are resubscribing this subscription at this moment we'll want to wait for a bit until it is finished to avoid concurrency issues
-            while (subscription.IsResubscribing)
+            while (subscription.Status == SubscriptionStatus.Subscribing)
                 await Task.Delay(50).ConfigureAwait(false);
 
-            subscription.Closed = true;
+            subscription.Status = SubscriptionStatus.Closing;
 
             if (Status == SocketStatus.Closing || Status == SocketStatus.Closed || Status == SocketStatus.Disposed)
+            {
+                subscription.Status = SubscriptionStatus.Closed;
                 return;
+            }
 
             _logger.ClosingSubscription(SocketId, subscription.Id);
             if (subscription.CancellationTokenRegistration.HasValue)
@@ -642,11 +674,11 @@ namespace CryptoExchange.Net.Sockets
 
             bool anyDuplicateSubscription;
             lock (_listenersLock)
-                anyDuplicateSubscription = _listeners.OfType<Subscription>().Any(x => x != subscription && x.ListenerIdentifiers.All(l => subscription.ListenerIdentifiers.Contains(l)));
+                anyDuplicateSubscription = _listeners.OfType<Subscription>().Any(x => x != subscription && x.MessageMatcher.HandlerLinks.All(l => subscription.MessageMatcher.ContainsCheck(l)));
 
             bool shouldCloseConnection;
             lock (_listenersLock)
-                shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Closed) && !DedicatedRequestConnection.IsDedicatedRequestConnection;
+                shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Status == SubscriptionStatus.Closing || r.Status == SubscriptionStatus.Closed) && !DedicatedRequestConnection.IsDedicatedRequestConnection;
             
             if (!anyDuplicateSubscription)
             {
@@ -664,6 +696,7 @@ namespace CryptoExchange.Net.Sockets
 
             if (Status == SocketStatus.Closing)
             {
+                subscription.Status = SubscriptionStatus.Closed;
                 _logger.AlreadyClosing(SocketId);
                 return;
             }
@@ -671,12 +704,15 @@ namespace CryptoExchange.Net.Sockets
             if (shouldCloseConnection)
             {
                 Status = SocketStatus.Closing;
+                subscription.IsClosingConnection = true;
                 _logger.ClosingNoMoreSubscriptions(SocketId);
                 await CloseAsync().ConfigureAwait(false);
             }
 
             lock (_listenersLock)
                 _listeners.Remove(subscription);
+
+            subscription.Status = SubscriptionStatus.Closed;
         }
 
         /// <summary>
@@ -751,22 +787,21 @@ namespace CryptoExchange.Net.Sockets
         public virtual async Task<CallResult> SendAndWaitQueryAsync(Query query, AsyncResetEvent? continueEvent = null, CancellationToken ct = default)
         {
             await SendAndWaitIntAsync(query, continueEvent, ct).ConfigureAwait(false);
-            return query.Result ?? new CallResult(new ServerError("Timeout"));
+            return query.Result ?? new CallResult(new TimeoutError());
         }
 
         /// <summary>
         /// Send a query request and wait for an answer
         /// </summary>
         /// <typeparam name="THandlerResponse">Expected result type</typeparam>
-        /// <typeparam name="TServerResponse">The type returned to the caller</typeparam>
         /// <param name="query">Query to send</param>
         /// <param name="continueEvent">Wait event for when the socket message handler can continue</param>
         /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        public virtual async Task<CallResult<THandlerResponse>> SendAndWaitQueryAsync<TServerResponse, THandlerResponse>(Query<TServerResponse, THandlerResponse> query, AsyncResetEvent? continueEvent = null, CancellationToken ct = default)
+        public virtual async Task<CallResult<THandlerResponse>> SendAndWaitQueryAsync<THandlerResponse>(Query<THandlerResponse> query, AsyncResetEvent? continueEvent = null, CancellationToken ct = default)
         {
             await SendAndWaitIntAsync(query, continueEvent, ct).ConfigureAwait(false);
-            return query.TypedResult ?? new CallResult<THandlerResponse>(new ServerError("Timeout"));
+            return query.TypedResult ?? new CallResult<THandlerResponse>(new TimeoutError());
         }
 
         private async Task SendAndWaitIntAsync(Query query, AsyncResetEvent? continueEvent, CancellationToken ct = default)
@@ -825,8 +860,55 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="weight">The weight of the message</param>
         public virtual CallResult Send<T>(int requestId, T obj, int weight)
         {
-            var data = obj is string str ? str : _serializer.Serialize(obj!);
+            if (_serializer is IByteMessageSerializer byteSerializer)
-            return Send(requestId, data, weight);
+            {
+                return SendBytes(requestId, byteSerializer.Serialize(obj), weight);
+            }
+            else if (_serializer is IStringMessageSerializer stringSerializer)
+            {
+                if (obj is string str)
+                    return Send(requestId, str, weight);
+
+                str = stringSerializer.Serialize(obj);
+                return Send(requestId, str, weight);
+            }
+
+            throw new Exception("Unknown serializer when sending message");
+        }
+
+        /// <summary>
+        /// Send byte data over the websocket connection
+        /// </summary>
+        /// <param name="data">The data to send</param>
+        /// <param name="weight">The weight of the message</param>
+        /// <param name="requestId">The id of the request</param>
+        public virtual CallResult SendBytes(int requestId, byte[] data, int weight)
+        {
+            if (ApiClient.MessageSendSizeLimit != null && data.Length > ApiClient.MessageSendSizeLimit.Value)
+            {
+                var info = $"Message to send exceeds the max server message size ({data.Length} vs {ApiClient.MessageSendSizeLimit.Value} bytes). Split the request into batches to keep below this limit";
+                _logger.LogWarning("[Sckt {SocketId}] [Req {RequestId}] {Info}", SocketId, requestId, info);
+                return new CallResult(new InvalidOperationError(info));
+            }
+
+            if (!_socket.IsOpen)
+            {
+                _logger.LogWarning("[Sckt {SocketId}] [Req {RequestId}] failed to send, socket no longer open", SocketId, requestId);
+                return new CallResult(new WebError("Failed to send message, socket no longer open"));
+            }
+
+            _logger.SendingByteData(SocketId, requestId, data.Length);
+            try
+            {
+                if (!_socket.Send(requestId, data, weight))
+                    return new CallResult(new WebError("Failed to send message, connection not open"));
+
+                return CallResult.SuccessResult;
+            }
+            catch (Exception ex)
+            {
+                return new CallResult(new WebError("Failed to send message: " + ex.Message, exception: ex));
+            }
         }
 
         /// <summary>
@@ -839,7 +921,7 @@ namespace CryptoExchange.Net.Sockets
         {
             if (ApiClient.MessageSendSizeLimit != null && data.Length > ApiClient.MessageSendSizeLimit.Value)
             {
-                var info = $"Message to send exceeds the max server message size ({ApiClient.MessageSendSizeLimit.Value} bytes). Split the request into batches to keep below this limit";
+                var info = $"Message to send exceeds the max server message size ({data.Length} vs {ApiClient.MessageSendSizeLimit.Value} bytes). Split the request into batches to keep below this limit";
                 _logger.LogWarning("[Sckt {SocketId}] [Req {RequestId}] {Info}", SocketId, requestId, info);
                 return new CallResult(new InvalidOperationError(info));
             }
@@ -914,7 +996,7 @@ namespace CryptoExchange.Net.Sockets
 
                 List<Subscription> subList;
                 lock (_listenersLock)
-                    subList = _listeners.OfType<Subscription>().Where(x => !x.Closed).Skip(batch * batchSize).Take(batchSize).ToList();
+                    subList = _listeners.OfType<Subscription>().Where(x => x.Active).Skip(batch * batchSize).Take(batchSize).ToList();
 
                 if (subList.Count == 0)
                     break;
@@ -923,34 +1005,32 @@ namespace CryptoExchange.Net.Sockets
                 foreach (var subscription in subList)
                 {
                     subscription.ConnectionInvocations = 0;
-                    if (subscription.Closed)
+                    if (!subscription.Active)
                         // Can be closed during resubscribing
                         continue;
 
-                    subscription.IsResubscribing = true;
+                    subscription.Status = SubscriptionStatus.Subscribing;
                     var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
                     if (!result)
                     {
                         _logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
-                        subscription.IsResubscribing = false;
+                        subscription.Status = SubscriptionStatus.Pending;
                         return result;
                     }
 
-                    var subQuery = subscription.GetSubQuery(this);
+                    var subQuery = subscription.CreateSubscriptionQuery(this);
                     if (subQuery == null)
                     {
-                        subscription.IsResubscribing = false;
+                        subscription.Status = SubscriptionStatus.Subscribed;
                         continue;
                     }
 
                     var waitEvent = new AsyncResetEvent(false);
                     taskList.Add(SendAndWaitQueryAsync(subQuery, waitEvent).ContinueWith((r) => 
                     { 
-                        subscription.IsResubscribing = false;
+                        subscription.Status = r.Result.Success ? SubscriptionStatus.Subscribed: SubscriptionStatus.Pending;
                         subscription.HandleSubQueryResponse(subQuery.Response!);
                         waitEvent.Set();
-                        if (r.Result.Success)
-                            subscription.Confirmed = true;
                         return r.Result;
                     }));
                 }
@@ -971,7 +1051,7 @@ namespace CryptoExchange.Net.Sockets
 
         internal async Task UnsubscribeAsync(Subscription subscription)
         {
-            var unsubscribeRequest = subscription.GetUnsubQuery();
+            var unsubscribeRequest = subscription.CreateUnsubscriptionQuery(this);
             if (unsubscribeRequest == null)
                 return;
 
@@ -984,7 +1064,7 @@ namespace CryptoExchange.Net.Sockets
             if (!_socket.IsOpen)
                 return new CallResult(new WebError("Socket is not connected"));
 
-            var subQuery = subscription.GetSubQuery(this);
+            var subQuery = subscription.CreateSubscriptionQuery(this);
             if (subQuery == null)
                 return CallResult.SuccessResult;
 

CryptoExchange.Net/Sockets/Subscription.cs

@@ -4,6 +4,7 @@ using CryptoExchange.Net.Objects.Sockets;
 using Microsoft.Extensions.Logging;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Threading;
 using System.Threading.Tasks;
 
@@ -33,21 +34,33 @@ namespace CryptoExchange.Net.Sockets
         /// Is it a user subscription
         /// </summary>
         public bool UserSubscription { get; set; }
-        
+
+        private SubscriptionStatus _status;
         /// <summary>
-        /// Has the subscription been confirmed
+        /// Current subscription status
         /// </summary>
-        public bool Confirmed { get; set; }
+        public SubscriptionStatus Status
+        {
+            get => _status;
+            set 
+            {
+                if (_status == value)
+                    return;
+
+                _status = value;
+                Task.Run(() => StatusChanged?.Invoke(value));
+            }
+        }
 
         /// <summary>
-        /// Is the subscription closed
+        /// Whether the subscription is active
         /// </summary>
-        public bool Closed { get; set; }
+        public bool Active => Status != SubscriptionStatus.Closing && Status != SubscriptionStatus.Closed;
 
         /// <summary>
-        /// Is the subscription currently resubscribing
+        /// Whether the unsubscribing of this subscription lead to the closing of the connection
         /// </summary>
-        public bool IsResubscribing { get; set; }
+        public bool IsClosingConnection { get; set; }
 
         /// <summary>
         /// Logger
@@ -60,9 +73,9 @@ namespace CryptoExchange.Net.Sockets
         public bool Authenticated { get; }
 
         /// <summary>
-        /// Strings to match this subscription to a received message
+        /// Matcher for this subscription
         /// </summary>
-        public abstract HashSet<string> ListenerIdentifiers { get; set; }
+        public MessageMatcher MessageMatcher { get; set; } = null!;
 
         /// <summary>
         /// Cancellation token registration
@@ -73,25 +86,29 @@ namespace CryptoExchange.Net.Sockets
         /// Exception event
         /// </summary>
         public event Action<Exception>? Exception;
-
         /// <summary>
-        /// Get the deserialization type for this message
+        /// Listener unsubscribed event
         /// </summary>
-        /// <param name="message"></param>
+        public event Action<SubscriptionStatus>? StatusChanged;
-        /// <returns></returns>
-        public abstract Type? GetMessageType(IMessageAccessor message);
 
         /// <summary>
         /// Subscription topic
         /// </summary>
         public string? Topic { get; set; }
 
+        /// <summary>
+        /// The subscribe query for this subscription
+        /// </summary>
+        public Query? SubscriptionQuery { get; private set; }
+
+        /// <summary>
+        /// The unsubscribe query for this subscription
+        /// </summary>
+        public Query? UnsubscriptionQuery { get; private set; }
+
         /// <summary>
         /// ctor
         /// </summary>
-        /// <param name="logger"></param>
-        /// <param name="authenticated"></param>
-        /// <param name="userSubscription"></param>
         public Subscription(ILogger logger, bool authenticated, bool userSubscription = true)
         {
             _logger = logger;
@@ -100,11 +117,21 @@ namespace CryptoExchange.Net.Sockets
             Id = ExchangeHelpers.NextId();
         }
 
+        /// <summary>
+        /// Create a new subscription query
+        /// </summary>
+        public Query? CreateSubscriptionQuery(SocketConnection connection)
+        {
+            var query = GetSubQuery(connection);
+            SubscriptionQuery = query;
+            return query;
+        }
+
         /// <summary>
         /// Get the subscribe query to send when subscribing
         /// </summary>
         /// <returns></returns>
-        public abstract Query? GetSubQuery(SocketConnection connection);
+        protected abstract Query? GetSubQuery(SocketConnection connection);
 
         /// <summary>
         /// Handle a subscription query response
@@ -118,11 +145,21 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="message"></param>
         public virtual void HandleUnsubQueryResponse(object message) { }
 
+        /// <summary>
+        /// Create a new unsubscription query
+        /// </summary>
+        public Query? CreateUnsubscriptionQuery(SocketConnection connection)
+        {
+            var query = GetUnsubQuery(connection);
+            UnsubscriptionQuery = query;
+            return query;
+        }
+
         /// <summary>
         /// Get the unsubscribe query to send when unsubscribing
         /// </summary>
         /// <returns></returns>
-        public abstract Query? GetUnsubQuery();
+        protected abstract Query? GetUnsubQuery(SocketConnection connection);
 
         /// <inheritdoc />
         public virtual CallResult<object> Deserialize(IMessageAccessor message, Type type) => message.Deserialize(type);
@@ -130,14 +167,11 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Handle an update message
         /// </summary>
-        /// <param name="connection"></param>
+        public Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message, MessageHandlerLink matcher)
-        /// <param name="message"></param>
-        /// <returns></returns>
-        public Task<CallResult> Handle(SocketConnection connection, DataEvent<object> message)
         {
             ConnectionInvocations++;
             TotalInvocations++;
-            return Task.FromResult(DoHandleMessage(connection, message));
+            return Task.FromResult(matcher.Handle(connection, message));
         }
 
         /// <summary>
@@ -145,7 +179,7 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public void Reset()
         {
-            Confirmed = false;
+            Status = SubscriptionStatus.Pending;
             DoHandleReset();
         }
 
@@ -154,14 +188,6 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public virtual void DoHandleReset() { }
 
-        /// <summary>
-        /// Handle the update message
-        /// </summary>
-        /// <param name="connection"></param>
-        /// <param name="message"></param>
-        /// <returns></returns>
-        public abstract CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message);
-
         /// <summary>
         /// Invoke the exception event
         /// </summary>
@@ -175,14 +201,14 @@ namespace CryptoExchange.Net.Sockets
         /// State of this subscription
         /// </summary>
         /// <param name="Id">The id of the subscription</param>
-        /// <param name="Confirmed">True when the subscription query is handled (either accepted or rejected)</param>
+        /// <param name="Status">Subscription status</param>
         /// <param name="Invocations">Number of times this subscription got a message</param>
-        /// <param name="Identifiers">Identifiers the subscription is listening to</param>
+        /// <param name="ListenMatcher">Matcher for this subscription</param>
         public record SubscriptionState(
             int Id,
-            bool Confirmed,
+            SubscriptionStatus Status,
             int Invocations,
-            HashSet<string> Identifiers
+            MessageMatcher ListenMatcher
         );
 
         /// <summary>
@@ -191,7 +217,7 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public SubscriptionState GetState()
         {
-            return new SubscriptionState(Id, Confirmed, TotalInvocations, ListenerIdentifiers);
+            return new SubscriptionState(Id, Status, TotalInvocations, MessageMatcher);
         }
     }
 

CryptoExchange.Net/Sockets/SystemSubscription.cs

@@ -18,41 +18,13 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="authenticated"></param>
         public SystemSubscription(ILogger logger, bool authenticated = false) : base(logger, authenticated, false)
         {
-            Confirmed = true;
+            Status = SubscriptionStatus.Subscribed;
         }
 
         /// <inheritdoc />
-        public override Query? GetSubQuery(SocketConnection connection) => null;
+        protected override Query? GetSubQuery(SocketConnection connection) => null;
 
         /// <inheritdoc />
-        public override Query? GetUnsubQuery() => null;
+        protected override Query? GetUnsubQuery(SocketConnection connection) => null;
-    }
-
-    /// <inheritdoc />
-    public abstract class SystemSubscription<T> : SystemSubscription
-    {
-        /// <inheritdoc />
-        public override Type GetMessageType(IMessageAccessor message) => typeof(T);
-
-        /// <inheritdoc />
-        public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
-            => HandleMessage(connection, message.As((T)message.Data));
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="logger"></param>
-        /// <param name="authenticated"></param>
-        protected SystemSubscription(ILogger logger, bool authenticated) : base(logger, authenticated)
-        {
-        }
-
-        /// <summary>
-        /// Handle an update message
-        /// </summary>
-        /// <param name="connection"></param>
-        /// <param name="message"></param>
-        /// <returns></returns>
-        public abstract CallResult HandleMessage(SocketConnection connection, DataEvent<T> message);
     }
 }

CryptoExchange.Net/Testing/Comparers/SystemTextJsonComparer.cs

@@ -386,7 +386,7 @@ namespace CryptoExchange.Net.Testing.Comparers
                 var stringValue = jsonValue.GetString();
                 if (objectValue is decimal dec)
                 {
-                    if (decimal.Parse(stringValue!, CultureInfo.InvariantCulture) != dec)
+                    if (ExchangeHelpers.ParseDecimal(stringValue!) != dec)
                         throw new Exception($"{method}: {property} not equal: {stringValue} vs {dec}");
                 }
                 else if (objectValue is DateTime time)

CryptoExchange.Net/Testing/Implementations/TestRequest.cs

@@ -21,6 +21,8 @@ namespace CryptoExchange.Net.Testing.Implementations
 
         public Uri Uri { get; set; }
 
+        public Version HttpVersion { get; set; }
+
         public int RequestId { get; set; }
 
 #pragma warning disable CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.

CryptoExchange.Net/Testing/Implementations/TestRequestFactory.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
 using System;
 using System.Net.Http;
 
@@ -14,11 +15,11 @@ namespace CryptoExchange.Net.Testing.Implementations
             _request = request;
         }
 
-        public void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? httpClient = null)
+        public void Configure(RestExchangeOptions options, HttpClient? client)
-        {
+        { 
         }
 
-        public IRequest Create(HttpMethod method, Uri uri, int requestId)
+        public IRequest Create(Version httpRequestVersion, HttpMethod method, Uri uri, int requestId)
         {
             _request.Method = method;
             _request.Uri = uri;
@@ -26,6 +27,6 @@ namespace CryptoExchange.Net.Testing.Implementations
             return _request;
         }
 
-        public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout) {}
+        public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout, TimeSpan? httpKeepAliveInterval) {}
     }
 }

CryptoExchange.Net/Testing/Implementations/TestResponse.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Interfaces;
+using System;
 using System.Collections.Generic;
 using System.IO;
 using System.Net;
@@ -11,6 +12,7 @@ namespace CryptoExchange.Net.Testing.Implementations
         private readonly Stream _response;
 
         public HttpStatusCode StatusCode { get; }
+        public Version HttpVersion { get; }
 
         public bool IsSuccessStatusCode { get; }
 
@@ -21,6 +23,7 @@ namespace CryptoExchange.Net.Testing.Implementations
         public TestResponse(HttpStatusCode code, Stream response)
         {
             StatusCode = code;
+            HttpVersion = new Version(2, 0);
             IsSuccessStatusCode = code == HttpStatusCode.OK;
             _response = response;
         }

CryptoExchange.Net/Testing/Implementations/TestSocket.cs

@@ -67,6 +67,17 @@ namespace CryptoExchange.Net.Testing.Implementations
             return true;
         }
 
+        public bool Send(int requestId, byte[] data, int weight)
+        {
+            if (!Connected)
+                throw new Exception("Socket not connected");
+
+            OnRequestSent?.Invoke(requestId);
+            OnMessageSend?.Invoke(Encoding.UTF8.GetString(data));
+            return true;
+        }
+
+
         public Task CloseAsync()
         {
             Connected = false;

CryptoExchange.Net/Testing/TestHelpers.cs

@@ -128,23 +128,27 @@ namespace CryptoExchange.Net.Testing
             var uriParams = client.ParameterPositions[method] == HttpMethodParameterPosition.InUri ? client.CreateParameterDictionary(parameters) : null;
             var bodyParams = client.ParameterPositions[method] == HttpMethodParameterPosition.InBody ? client.CreateParameterDictionary(parameters) : null;
 
-            var headers = new Dictionary<string, string>();
+            var requestDefinition = new RestRequestConfiguration(
+                    new RequestDefinition(path, method)
+                    {
+                        Authenticated = true
+                    },
+                    host,
+                    uriParams ?? new Dictionary<string, object>(),
+                    bodyParams ?? new Dictionary<string, object>(),
+                    new Dictionary<string, string>(),
+                    client.ArraySerialization,
+                    client.ParameterPositions[method],
+                    client.RequestBodyFormat
+                    );
 
             authProvider.TimeProvider = new TestAuthTimeProvider(time ?? new DateTime(2024, 01, 01, 0, 0, 0, DateTimeKind.Utc));
-            authProvider.AuthenticateRequest(
+            authProvider.ProcessRequest(
-                client, 
+                client,
-                new Uri(host.AppendPath(path)), 
+                requestDefinition
-                method,
-                ref uriParams,
-                ref bodyParams,
-                ref headers,
-                true,
-                client.ArraySerialization, 
-                client.ParameterPositions[method],
-                client.RequestBodyFormat
                 );
 
-            var signature = getSignature(uriParams, bodyParams, headers);
+            var signature = getSignature(requestDefinition.QueryParameters, requestDefinition.BodyParameters, requestDefinition.Headers);
 
             if (!string.Equals(signature, expectedSignature, compareCase ? StringComparison.Ordinal : StringComparison.OrdinalIgnoreCase))
                 throw new Exception($"Signatures do not match. Expected: {expectedSignature}, Actual: {signature}");

CryptoExchange.Net/Trackers/Klines/KlineTracker.cs

@@ -176,18 +176,32 @@ namespace CryptoExchange.Net.Trackers.Klines
             Status = SyncStatus.Syncing;
             _logger.KlineTrackerStarting(SymbolName);
 
-            var startResult = await DoStartAsync().ConfigureAwait(false);
+            var subResult = await _socketClient.SubscribeToKlineUpdatesAsync(new SubscribeKlineRequest(Symbol, _interval),
-            if (!startResult)
+                 update =>
+                 {
+                     AddOrUpdate(update.Data);
+                 }).ConfigureAwait(false);
+
+            if (!subResult)
             {
-                _logger.KlineTrackerStartFailed(SymbolName, startResult.Error!.Message, startResult.Error.Exception);
+                _logger.KlineTrackerStartFailed(SymbolName, subResult.Error!.Message ?? subResult.Error!.ErrorDescription!, subResult.Error.Exception);
                 Status = SyncStatus.Disconnected;
-                return new CallResult(startResult.Error!);
+                return subResult;
             }
 
-            _updateSubscription = startResult.Data;
+            _updateSubscription = subResult.Data;
             _updateSubscription.ConnectionLost += HandleConnectionLost;
             _updateSubscription.ConnectionClosed += HandleConnectionClosed;
             _updateSubscription.ConnectionRestored += HandleConnectionRestored;
+
+            var startResult = await DoStartAsync().ConfigureAwait(false);
+            if (!startResult)
+            {
+                _ = subResult.Data.CloseAsync();
+                Status = SyncStatus.Disconnected;                
+                return new CallResult(startResult.Error!);
+            }
+
             Status = SyncStatus.Synced;
             _logger.KlineTrackerStarted(SymbolName);
             return CallResult.SuccessResult;
@@ -208,22 +222,10 @@ namespace CryptoExchange.Net.Trackers.Klines
         /// The start procedure needed for kline syncing, generally subscribing to an update stream and requesting the snapshot
         /// </summary>
         /// <returns></returns>
-        protected virtual async Task<CallResult<UpdateSubscription>> DoStartAsync()
+        protected virtual async Task<CallResult> DoStartAsync()
         {
-            var subResult = await _socketClient.SubscribeToKlineUpdatesAsync(new SubscribeKlineRequest(Symbol, _interval),
-                 update =>
-                 {
-                     AddOrUpdate(update.Data);
-                 }).ConfigureAwait(false);
-
-            if (!subResult)
-            {
-                Status = SyncStatus.Disconnected;
-                return subResult;
-            }
-
             if (!_startWithSnapshot)
-                return subResult;
+                return CallResult.SuccessResult;
 
             var startTime = Period == null ? (DateTime?)null : DateTime.UtcNow.Add(-Period.Value);
             if (_restClient.GetKlinesOptions.MaxAge != null && DateTime.UtcNow.Add(-_restClient.GetKlinesOptions.MaxAge.Value) > startTime)
@@ -236,11 +238,7 @@ namespace CryptoExchange.Net.Trackers.Klines
             await foreach (var result in ExchangeHelpers.ExecutePages(_restClient.GetKlinesAsync, request).ConfigureAwait(false))
             {
                 if (!result)
-                {
+                    return result;                
-                    _ = subResult.Data.CloseAsync();
-                    Status = SyncStatus.Disconnected;
-                    return subResult.AsError<UpdateSubscription>(result.Error!);
-                }
 
                 if (Limit != null && data.Count > Limit)
                     break;
@@ -249,7 +247,7 @@ namespace CryptoExchange.Net.Trackers.Klines
             }
 
             SetInitialData(data);
-            return subResult;
+            return CallResult.SuccessResult;
         }
 
         /// <summary>

CryptoExchange.Net/Trackers/Trades/TradeTracker.cs

@@ -199,10 +199,15 @@ namespace CryptoExchange.Net.Trackers.Trades
             _startWithSnapshot = startWithSnapshot;
             Status = SyncStatus.Syncing;
             _logger.TradeTrackerStarting(SymbolName);
-            var subResult = await DoStartAsync().ConfigureAwait(false);
+            var subResult = await _socketClient.SubscribeToTradeUpdatesAsync(new SubscribeTradeRequest(Symbol),
+                 update =>
+                 {
+                     AddData(update.Data);
+                 }).ConfigureAwait(false);
+
             if (!subResult)
             {
-                _logger.TradeTrackerStartFailed(SymbolName, subResult.Error!.Message, subResult.Error.Exception);
+                _logger.TradeTrackerStartFailed(SymbolName, subResult.Error!.Message ?? subResult.Error!.ErrorDescription!, subResult.Error.Exception);
                 Status = SyncStatus.Disconnected;
                 return subResult;
             }
@@ -211,6 +216,15 @@ namespace CryptoExchange.Net.Trackers.Trades
             _updateSubscription.ConnectionLost += HandleConnectionLost;
             _updateSubscription.ConnectionClosed += HandleConnectionClosed;
             _updateSubscription.ConnectionRestored += HandleConnectionRestored;
+
+            var result = await DoStartAsync().ConfigureAwait(false);
+            if (!result)
+            {
+                _ = subResult.Data.CloseAsync();
+                Status = SyncStatus.Disconnected;
+                return result;
+            }
+
             SetSyncStatus();
             _logger.TradeTrackerStarted(SymbolName);
             return CallResult.SuccessResult;
@@ -231,22 +245,10 @@ namespace CryptoExchange.Net.Trackers.Trades
         /// The start procedure needed for trade syncing, generally subscribing to an update stream and requesting the snapshot
         /// </summary>
         /// <returns></returns>
-        protected virtual async Task<CallResult<UpdateSubscription>> DoStartAsync()
+        protected virtual async Task<CallResult> DoStartAsync()
         {
-            var subResult = await _socketClient.SubscribeToTradeUpdatesAsync(new SubscribeTradeRequest(Symbol),
-                 update =>
-                 {
-                     AddData(update.Data);
-                 }).ConfigureAwait(false);
-
-            if (!subResult)
-            {
-                Status = SyncStatus.Disconnected;
-                return subResult;
-            }
-
             if (!_startWithSnapshot)
-                return subResult;
+                return CallResult.SuccessResult;
 
             if (_historyRestClient != null)
             {
@@ -256,12 +258,8 @@ namespace CryptoExchange.Net.Trackers.Trades
                 await foreach(var result in ExchangeHelpers.ExecutePages(_historyRestClient.GetTradeHistoryAsync, request).ConfigureAwait(false))
                 {
                     if (!result)
-                    {
+                        return result;
-                        _ = subResult.Data.CloseAsync();
+                    
-                        Status = SyncStatus.Disconnected;
-                        return subResult.AsError<UpdateSubscription>(result.Error!);
-                    }
-
                     if (Limit != null && data.Count > Limit)
                         break;
 
@@ -279,15 +277,13 @@ namespace CryptoExchange.Net.Trackers.Trades
                 var snapshot = await _recentRestClient.GetRecentTradesAsync(new GetRecentTradesRequest(Symbol, limit)).ConfigureAwait(false);
                 if (!snapshot)
                 {
-                    _ = subResult.Data.CloseAsync();
+                    return snapshot;
-                    Status = SyncStatus.Disconnected;
-                    return subResult.AsError<UpdateSubscription>(snapshot.Error!);
                 }
 
                 SetInitialData(snapshot.Data);
             }
 
-            return subResult;
+            return CallResult.SuccessResult;
         }
 
         /// <summary>

Examples/BlazorClient/App.razor

@@ -1,4 +1,4 @@
-<Router AppAssembly="@typeof(Program).Assembly" PreferExactMatches="@true">
+<Router AppAssembly="@typeof(Program).Assembly">
     <Found Context="routeData">
         <RouteView RouteData="@routeData" DefaultLayout="@typeof(MainLayout)" />
     </Found>

Examples/BlazorClient/BlazorClient.csproj

@@ -5,27 +5,31 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Binance.Net" Version="11.0.0" />
+    <PackageReference Include="Binance.Net" Version="11.8.0" />
-    <PackageReference Include="Bitfinex.Net" Version="9.0.0" />
+    <PackageReference Include="Bitfinex.Net" Version="9.8.0" />
-    <PackageReference Include="BitMart.Net" Version="2.0.0" />
+    <PackageReference Include="BitMart.Net" Version="2.9.0" />
-    <PackageReference Include="Bybit.Net" Version="5.0.0" />
+    <PackageReference Include="BloFin.Net" Version="1.1.0" />
-    <PackageReference Include="CoinEx.Net" Version="9.0.1" />
+    <PackageReference Include="Bybit.Net" Version="5.9.0" />
-    <PackageReference Include="CryptoCom.Net" Version="2.0.0" />
+    <PackageReference Include="CoinEx.Net" Version="9.8.0" />
-    <PackageReference Include="DeepCoin.Net" Version="2.0.0" />
+    <PackageReference Include="CoinW.Net" Version="1.5.0" />
-    <PackageReference Include="GateIo.Net" Version="2.0.0" />
+    <PackageReference Include="CryptoCom.Net" Version="2.9.0" />
-    <PackageReference Include="HyperLiquid.Net" Version="2.0.0" />
+    <PackageReference Include="DeepCoin.Net" Version="2.8.0" />
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