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7 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 1ed29b0474 | |||
| be2eb01353 | |||
| 39cd66596d | |||
| 63f51811a9 | |||
| abda065237 | |||
| 759c8b9a58 | |||
| 8e18482781 |
@@ -0,0 +1,465 @@
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using CryptoExchange.Net.SharedApis;
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using NUnit.Framework;
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using System;
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using System.Linq;
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namespace CryptoExchange.Net.UnitTests
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{
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[TestFixture()]
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public class ExchangeSymbolCacheTests
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{
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private SharedSpotSymbol[] CreateTestSymbols()
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{
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return new[]
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{
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new SharedSpotSymbol("BTC", "USDT", "BTCUSDT", true, TradingMode.Spot),
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new SharedSpotSymbol("ETH", "USDT", "ETHUSDT", true, TradingMode.Spot),
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new SharedSpotSymbol("BTC", "EUR", "BTCEUR", true, TradingMode.Spot),
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new SharedSpotSymbol("ETH", "BTC", "ETHBTC", true, TradingMode.Spot),
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new SharedSpotSymbol("XRP", "USDT", "XRPUSDT", false, TradingMode.Spot)
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};
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}
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private SharedSpotSymbol[] CreateFuturesSymbols()
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{
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return new[]
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{
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new SharedSpotSymbol("BTC", "USDT", "BTCUSDT-PERP", true, TradingMode.PerpetualLinear),
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new SharedSpotSymbol("ETH", "USDT", "ETHUSDT-PERP", true, TradingMode.PerpetualLinear)
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};
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}
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[Test]
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public void UpdateSymbolInfo_NewTopic_Should_AddToCache()
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{
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// arrange
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var topicId = "NewExchange";
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var symbols = CreateTestSymbols();
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// act
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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var hasCached = ExchangeSymbolCache.HasCached(topicId);
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// assert
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Assert.That(hasCached, Is.True);
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}
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[Test]
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public void UpdateSymbolInfo_Should_StoreAllSymbols()
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{
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// arrange
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var topicId = "ExchangeWithSymbols";
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var symbols = CreateTestSymbols();
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// act
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// assert
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "BTCUSDT"), Is.True);
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "ETHUSDT"), Is.True);
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "BTCEUR"), Is.True);
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "ETHBTC"), Is.True);
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "XRPUSDT"), Is.True);
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}
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[Test]
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public void UpdateSymbolInfo_CalledTwiceWithinAnHour_Should_NotUpdate()
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{
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// arrange
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var topicId = "ExchangeNoUpdate";
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var initialSymbols = new[]
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{
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new SharedSpotSymbol("BTC", "USDT", "BTCUSDT", true, TradingMode.Spot)
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};
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var updatedSymbols = new[]
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{
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new SharedSpotSymbol("BTC", "USDT", "BTCUSDT", true, TradingMode.Spot),
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new SharedSpotSymbol("ETH", "USDT", "ETHUSDT", true, TradingMode.Spot)
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};
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// act
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, initialSymbols);
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, updatedSymbols);
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// assert - should still have only the initial symbol since less than 60 minutes passed
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "BTCUSDT"), Is.True);
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// The second update should not have been applied
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, "ETHUSDT"), Is.False);
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}
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[Test]
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public void UpdateSymbolInfo_WithEmptyArray_Should_CreateEmptyCache()
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{
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// arrange
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var topicId = "EmptyExchange";
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var symbols = Array.Empty<SharedSpotSymbol>();
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// act
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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var hasCached = ExchangeSymbolCache.HasCached(topicId);
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// assert
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Assert.That(hasCached, Is.False);
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}
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[Test]
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public void HasCached_NonExistentTopic_Should_ReturnFalse()
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{
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// arrange
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var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
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// act
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var result = ExchangeSymbolCache.HasCached(nonExistentTopic);
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// assert
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Assert.That(result, Is.False);
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}
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[Test]
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public void HasCached_ExistingTopicWithSymbols_Should_ReturnTrue()
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{
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// arrange
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var topicId = "ExchangeWithData";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.HasCached(topicId);
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// assert
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Assert.That(result, Is.True);
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}
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[Test]
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public void HasCached_ExistingTopicWithNoSymbols_Should_ReturnFalse()
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{
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// arrange
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var topicId = "ExchangeNoData";
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, Array.Empty<SharedSpotSymbol>());
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// act
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var result = ExchangeSymbolCache.HasCached(topicId);
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// assert
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Assert.That(result, Is.False);
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}
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[Test]
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public void SupportsSymbol_ByName_ExistingSymbol_Should_ReturnTrue()
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{
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// arrange
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var topicId = "ExchangeSupports";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.SupportsSymbol(topicId, "BTCUSDT");
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// assert
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Assert.That(result, Is.True);
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}
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[Test]
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public void SupportsSymbol_ByName_NonExistingSymbol_Should_ReturnFalse()
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{
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// arrange
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var topicId = "ExchangeNoSupport";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.SupportsSymbol(topicId, "LINKUSDT");
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// assert
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Assert.That(result, Is.False);
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}
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[Test]
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public void SupportsSymbol_ByName_NonExistentTopic_Should_ReturnFalse()
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{
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// arrange
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var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
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// act
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var result = ExchangeSymbolCache.SupportsSymbol(nonExistentTopic, "BTCUSDT");
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// assert
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Assert.That(result, Is.False);
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}
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[Test]
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public void SupportsSymbol_BySharedSymbol_ExistingSymbol_Should_ReturnTrue()
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{
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// arrange
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var topicId = "ExchangeSharedSymbol";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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var sharedSymbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
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// act
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var result = ExchangeSymbolCache.SupportsSymbol(topicId, sharedSymbol);
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// assert
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Assert.That(result, Is.True);
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}
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[Test]
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public void SupportsSymbol_BySharedSymbol_NonExistingSymbol_Should_ReturnFalse()
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{
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// arrange
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var topicId = "ExchangeNoSharedSymbol";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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var sharedSymbol = new SharedSymbol(TradingMode.Spot, "LINK", "USDT");
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// act
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var result = ExchangeSymbolCache.SupportsSymbol(topicId, sharedSymbol);
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// assert
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Assert.That(result, Is.False);
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}
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[Test]
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public void SupportsSymbol_BySharedSymbol_DifferentTradingMode_Should_ReturnFalse()
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{
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// arrange
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var topicId = "ExchangeDifferentMode";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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var sharedSymbol = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
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// act
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var result = ExchangeSymbolCache.SupportsSymbol(topicId, sharedSymbol);
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// assert
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Assert.That(result, Is.False);
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}
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[Test]
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public void SupportsSymbol_BySharedSymbol_NonExistentTopic_Should_ReturnFalse()
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{
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// arrange
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var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
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var sharedSymbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
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// act
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var result = ExchangeSymbolCache.SupportsSymbol(nonExistentTopic, sharedSymbol);
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// assert
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Assert.That(result, Is.False);
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}
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[Test]
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public void GetSymbolsForBaseAsset_ExistingBaseAsset_Should_ReturnMatchingSymbols()
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{
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// arrange
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var topicId = "ExchangeBaseAsset";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "BTC");
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// assert
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Assert.That(result, Is.Not.Null);
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Assert.That(result.Length, Is.EqualTo(2));
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Assert.That(result.Any(x => x.QuoteAsset == "USDT"), Is.True);
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Assert.That(result.Any(x => x.QuoteAsset == "EUR"), Is.True);
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}
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[Test]
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public void GetSymbolsForBaseAsset_CaseInsensitive_Should_ReturnMatchingSymbols()
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{
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// arrange
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var topicId = "ExchangeCaseInsensitive";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "btc");
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// assert
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Assert.That(result, Is.Not.Null);
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Assert.That(result.Length, Is.EqualTo(2));
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}
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[Test]
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public void GetSymbolsForBaseAsset_NonExistingBaseAsset_Should_ReturnEmptyArray()
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{
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// arrange
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var topicId = "ExchangeNoBaseAsset";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "LINK");
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// assert
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Assert.That(result, Is.Not.Null);
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Assert.That(result.Length, Is.EqualTo(0));
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}
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[Test]
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public void GetSymbolsForBaseAsset_NonExistentTopic_Should_ReturnEmptyArray()
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{
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// arrange
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var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
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// act
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var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(nonExistentTopic, "BTC");
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// assert
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Assert.That(result, Is.Not.Null);
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Assert.That(result.Length, Is.EqualTo(0));
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}
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[Test]
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public void ParseSymbol_ExistingSymbol_Should_ReturnSharedSymbol()
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{
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// arrange
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var topicId = "ExchangeParse";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.ParseSymbol(topicId, "BTCUSDT");
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// assert
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Assert.That(result, Is.Not.Null);
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Assert.That(result.BaseAsset, Is.EqualTo("BTC"));
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Assert.That(result.QuoteAsset, Is.EqualTo("USDT"));
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Assert.That(result.TradingMode, Is.EqualTo(TradingMode.Spot));
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Assert.That(result.SymbolName, Is.EqualTo("BTCUSDT"));
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}
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[Test]
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public void ParseSymbol_NonExistingSymbol_Should_ReturnNull()
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{
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// arrange
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var topicId = "ExchangeNoParse";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.ParseSymbol(topicId, "LINKUSDT");
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// assert
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Assert.That(result, Is.Null);
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}
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[Test]
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public void ParseSymbol_NullSymbolName_Should_ReturnNull()
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{
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// arrange
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var topicId = "ExchangeNullSymbol";
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var symbols = CreateTestSymbols();
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
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// act
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var result = ExchangeSymbolCache.ParseSymbol(topicId, null);
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// assert
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Assert.That(result, Is.Null);
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}
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[Test]
|
||||
public void ParseSymbol_NonExistentTopic_Should_ReturnNull()
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{
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// arrange
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var nonExistentTopic = "NonExistent_" + Guid.NewGuid();
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// act
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var result = ExchangeSymbolCache.ParseSymbol(nonExistentTopic, "BTCUSDT");
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// assert
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Assert.That(result, Is.Null);
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}
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[Test]
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public void MultipleTopics_Should_MaintainSeparateData()
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{
|
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// arrange
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var topic1 = "Exchange1";
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var topic2 = "Exchange2";
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var symbols1 = new[]
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{
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new SharedSpotSymbol("BTC", "USDT", "BTCUSDT", true, TradingMode.Spot)
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};
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var symbols2 = new[]
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{
|
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new SharedSpotSymbol("ETH", "USDT", "ETHUSDT", true, TradingMode.Spot)
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};
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// act
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ExchangeSymbolCache.UpdateSymbolInfo(topic1, symbols1);
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ExchangeSymbolCache.UpdateSymbolInfo(topic2, symbols2);
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|
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// assert
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topic1, "BTCUSDT"), Is.True);
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topic1, "ETHUSDT"), Is.False);
|
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Assert.That(ExchangeSymbolCache.SupportsSymbol(topic2, "ETHUSDT"), Is.True);
|
||||
Assert.That(ExchangeSymbolCache.SupportsSymbol(topic2, "BTCUSDT"), Is.False);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void UpdateSymbolInfo_WithDifferentTradingModes_Should_StoreCorrectly()
|
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{
|
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// arrange
|
||||
var topicId = "ExchangeMixedModes";
|
||||
var spotSymbols = CreateTestSymbols();
|
||||
var futuresSymbols = CreateFuturesSymbols();
|
||||
var allSymbols = spotSymbols.Concat(futuresSymbols).ToArray();
|
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|
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// act
|
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ExchangeSymbolCache.UpdateSymbolInfo(topicId, allSymbols);
|
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|
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// assert
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var spotSymbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
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var futuresSymbol = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
|
||||
|
||||
Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, spotSymbol), Is.True);
|
||||
Assert.That(ExchangeSymbolCache.SupportsSymbol(topicId, futuresSymbol), Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbolsForBaseAsset_Should_ReturnAllTradingModes()
|
||||
{
|
||||
// arrange
|
||||
var topicId = "ExchangeAllModes";
|
||||
var spotSymbols = CreateTestSymbols();
|
||||
var futuresSymbols = CreateFuturesSymbols();
|
||||
var allSymbols = spotSymbols.Concat(futuresSymbols).ToArray();
|
||||
ExchangeSymbolCache.UpdateSymbolInfo(topicId, allSymbols);
|
||||
|
||||
// act
|
||||
var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "BTC");
|
||||
|
||||
// assert
|
||||
Assert.That(result.Length, Is.GreaterThanOrEqualTo(2));
|
||||
Assert.That(result.Any(x => x.TradingMode == TradingMode.Spot), Is.True);
|
||||
Assert.That(result.Any(x => x.TradingMode == TradingMode.PerpetualLinear), Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbolsForBaseAsset_WithMultipleMatchingSymbols_Should_ReturnAll()
|
||||
{
|
||||
// arrange
|
||||
var topicId = "ExchangeMultiple";
|
||||
var symbols = new[]
|
||||
{
|
||||
new SharedSpotSymbol("ETH", "USDT", "ETHUSDT", true, TradingMode.Spot),
|
||||
new SharedSpotSymbol("ETH", "BTC", "ETHBTC", true, TradingMode.Spot),
|
||||
new SharedSpotSymbol("ETH", "EUR", "ETHEUR", true, TradingMode.Spot)
|
||||
};
|
||||
ExchangeSymbolCache.UpdateSymbolInfo(topicId, symbols);
|
||||
|
||||
// act
|
||||
var result = ExchangeSymbolCache.GetSymbolsForBaseAsset(topicId, "ETH");
|
||||
|
||||
// assert
|
||||
Assert.That(result.Length, Is.EqualTo(3));
|
||||
Assert.That(result.All(x => x.BaseAsset == "ETH"), Is.True);
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,633 @@
|
||||
using CryptoExchange.Net.SharedApis;
|
||||
using NUnit.Framework;
|
||||
using System;
|
||||
|
||||
namespace CryptoExchange.Net.UnitTests
|
||||
{
|
||||
[TestFixture()]
|
||||
public class SharedQuantityTests
|
||||
{
|
||||
[Test]
|
||||
public void SharedQuantityReference_IsZero_AllNull_Should_ReturnTrue()
|
||||
{
|
||||
// arrange
|
||||
var quantity = new SharedOrderQuantity(null, null, null);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity.IsZero, Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantityReference_IsZero_AllZero_Should_ReturnTrue()
|
||||
{
|
||||
// arrange
|
||||
var quantity = new SharedOrderQuantity(0, 0, 0);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity.IsZero, Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantityReference_IsZero_BaseAssetSet_Should_ReturnFalse()
|
||||
{
|
||||
// arrange
|
||||
var quantity = new SharedOrderQuantity(1.5m, null, null);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity.IsZero, Is.False);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantityReference_IsZero_QuoteAssetSet_Should_ReturnFalse()
|
||||
{
|
||||
// arrange
|
||||
var quantity = new SharedOrderQuantity(null, 100m, null);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity.IsZero, Is.False);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantityReference_IsZero_ContractsSet_Should_ReturnFalse()
|
||||
{
|
||||
// arrange
|
||||
var quantity = new SharedOrderQuantity(null, null, 10m);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity.IsZero, Is.False);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantityReference_IsZero_NegativeValue_Should_ReturnTrue()
|
||||
{
|
||||
// arrange
|
||||
var quantity = new SharedOrderQuantity(-1m, 0, 0);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity.IsZero, Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_DefaultConstructor_Should_SetAllPropertiesToNull()
|
||||
{
|
||||
// arrange & act
|
||||
var quantity = new SharedQuantity();
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
Assert.That(quantity.IsZero, Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_Base_Should_SetBaseAssetQuantity()
|
||||
{
|
||||
// arrange
|
||||
var expectedQuantity = 1.5m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.Base(expectedQuantity);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedQuantity));
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_Base_WithZero_Should_SetZeroQuantity()
|
||||
{
|
||||
// arrange & act
|
||||
var quantity = SharedQuantity.Base(0m);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(0m));
|
||||
Assert.That(quantity.IsZero, Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_Base_WithLargeValue_Should_SetCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var largeValue = 999999.123456789m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.Base(largeValue);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(largeValue));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_Quote_Should_SetQuoteAssetQuantity()
|
||||
{
|
||||
// arrange
|
||||
var expectedQuantity = 100m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.Quote(expectedQuantity);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.EqualTo(expectedQuantity));
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_Quote_WithDecimal_Should_PreserveDecimals()
|
||||
{
|
||||
// arrange
|
||||
var expectedQuantity = 50.123456m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.Quote(expectedQuantity);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.EqualTo(expectedQuantity));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_Contracts_Should_SetContractQuantity()
|
||||
{
|
||||
// arrange
|
||||
var expectedQuantity = 10m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.Contracts(expectedQuantity);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.EqualTo(expectedQuantity));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_Contracts_WithFractionalValue_Should_SetCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var expectedQuantity = 2.5m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.Contracts(expectedQuantity);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInContracts, Is.EqualTo(expectedQuantity));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_BaseFromQuote_Should_CalculateCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 100m;
|
||||
var price = 50m;
|
||||
var expectedBase = 2m; // 100 / 50 = 2
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedBase));
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_BaseFromQuote_WithCustomDecimals_Should_RoundCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 100m;
|
||||
var price = 3m;
|
||||
var decimalPlaces = 2;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price, decimalPlaces);
|
||||
|
||||
// assert
|
||||
// 100 / 3 = 33.333... should round to 33.33
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(33.33m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_BaseFromQuote_WithLotSize_Should_AdjustToLotSize()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 100m;
|
||||
var price = 7m;
|
||||
var lotSize = 0.1m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price, 8, lotSize);
|
||||
|
||||
// assert
|
||||
// 100 / 7 = 14.285714... should adjust to nearest 0.1 = 14.3
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(14.3m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_BaseFromQuote_WithHighPrecision_Should_HandleCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 1000m;
|
||||
var price = 0.00001m;
|
||||
var decimalPlaces = 8;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price, decimalPlaces);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_QuoteFromBase_Should_CalculateCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 2m;
|
||||
var price = 50m;
|
||||
var expectedQuote = 100m; // 2 * 50 = 100
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedQuote));
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_QuoteFromBase_WithCustomDecimals_Should_RoundCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 1.234567m;
|
||||
var price = 10m;
|
||||
var decimalPlaces = 2;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price, decimalPlaces);
|
||||
|
||||
// assert
|
||||
// 1.234567 * 10 = 12.34567 should round to 12.35
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(12.35m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_QuoteFromBase_WithLotSize_Should_AdjustToLotSize()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 3.456m;
|
||||
var price = 10m;
|
||||
var lotSize = 1m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price, 8, lotSize);
|
||||
|
||||
// assert
|
||||
// 3.456 * 10 = 34.56 should adjust to nearest 1 = 35
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(35m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_QuoteFromBase_WithSmallValues_Should_HandleCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 0.001m;
|
||||
var price = 0.1m;
|
||||
var decimalPlaces = 8;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price, decimalPlaces);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(0.0001m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromBase_Should_CalculateCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 100m;
|
||||
var contractSize = 10m;
|
||||
var expectedContracts = 10m; // 100 / 10 = 10
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedContracts));
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromBase_WithCustomDecimals_Should_RoundCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 100m;
|
||||
var contractSize = 3m;
|
||||
var decimalPlaces = 2;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize, decimalPlaces);
|
||||
|
||||
// assert
|
||||
// 100 / 3 = 33.333... should round to 33.33
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(33.33m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromBase_WithLotSize_Should_AdjustToLotSize()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 100m;
|
||||
var contractSize = 7m;
|
||||
var lotSize = 0.5m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize, 8, lotSize);
|
||||
|
||||
// assert
|
||||
// 100 / 7 = 14.285714... should adjust to nearest 0.5 = 14.5
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(14.5m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromBase_WithFractionalContract_Should_HandleCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 1m;
|
||||
var contractSize = 0.1m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(10m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromQuote_Should_CalculateCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 1000m;
|
||||
var contractSize = 10m;
|
||||
var price = 50m;
|
||||
var expectedContracts = 2m; // 1000 / 50 / 10 = 2
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(expectedContracts));
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromQuote_WithCustomDecimals_Should_RoundCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 100m;
|
||||
var contractSize = 3m;
|
||||
var price = 7m;
|
||||
var decimalPlaces = 2;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price, decimalPlaces);
|
||||
|
||||
// assert
|
||||
// 100 / 7 / 3 = 4.761904... should round to 4.76
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(4.76m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromQuote_WithLotSize_Should_AdjustToLotSize()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 1000m;
|
||||
var contractSize = 7m;
|
||||
var price = 13m;
|
||||
var lotSize = 0.5m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price, 8, lotSize);
|
||||
|
||||
// assert
|
||||
// 1000 / 13 / 7 = 10.989... should adjust to nearest 0.5 = 11.0
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(11.0m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromQuote_WithComplexValues_Should_CalculateCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 5000m;
|
||||
var contractSize = 0.01m;
|
||||
var price = 25000m;
|
||||
var decimalPlaces = 4;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price, decimalPlaces);
|
||||
|
||||
// assert
|
||||
// 5000 / 25000 / 0.01 = 20
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(20m));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedOrderQuantity_DefaultConstructor_Should_SetAllPropertiesToNull()
|
||||
{
|
||||
// arrange & act
|
||||
var quantity = new SharedOrderQuantity();
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
Assert.That(quantity.IsZero, Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedOrderQuantity_ParameterizedConstructor_Should_SetBaseAsset()
|
||||
{
|
||||
// arrange
|
||||
var baseAsset = 5m;
|
||||
|
||||
// act
|
||||
var quantity = new SharedOrderQuantity(baseAssetQuantity: baseAsset);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(baseAsset));
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedOrderQuantity_ParameterizedConstructor_Should_SetQuoteAsset()
|
||||
{
|
||||
// arrange
|
||||
var quoteAsset = 100m;
|
||||
|
||||
// act
|
||||
var quantity = new SharedOrderQuantity(quoteAssetQuantity: quoteAsset);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.EqualTo(quoteAsset));
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedOrderQuantity_ParameterizedConstructor_Should_SetContracts()
|
||||
{
|
||||
// arrange
|
||||
var contracts = 10m;
|
||||
|
||||
// act
|
||||
var quantity = new SharedOrderQuantity(contractQuantity: contracts);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.EqualTo(contracts));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedOrderQuantity_ParameterizedConstructor_Should_SetAllValues()
|
||||
{
|
||||
// arrange
|
||||
var baseAsset = 1m;
|
||||
var quoteAsset = 50m;
|
||||
var contracts = 5m;
|
||||
|
||||
// act
|
||||
var quantity = new SharedOrderQuantity(baseAsset, quoteAsset, contracts);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.EqualTo(baseAsset));
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.EqualTo(quoteAsset));
|
||||
Assert.That(quantity.QuantityInContracts, Is.EqualTo(contracts));
|
||||
Assert.That(quantity.IsZero, Is.False);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedOrderQuantity_ParameterizedConstructor_WithNullValues_Should_HandleCorrectly()
|
||||
{
|
||||
// arrange & act
|
||||
var quantity = new SharedOrderQuantity(null, null, null);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInQuoteAsset, Is.Null);
|
||||
Assert.That(quantity.QuantityInContracts, Is.Null);
|
||||
Assert.That(quantity.IsZero, Is.True);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_RecordEquality_SameValues_Should_BeEqual()
|
||||
{
|
||||
// arrange
|
||||
var quantity1 = SharedQuantity.Base(10m);
|
||||
var quantity2 = SharedQuantity.Base(10m);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity1, Is.EqualTo(quantity2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_RecordEquality_DifferentValues_Should_NotBeEqual()
|
||||
{
|
||||
// arrange
|
||||
var quantity1 = SharedQuantity.Base(10m);
|
||||
var quantity2 = SharedQuantity.Base(20m);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity1, Is.Not.EqualTo(quantity2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_RecordEquality_DifferentTypes_Should_NotBeEqual()
|
||||
{
|
||||
// arrange
|
||||
var quantity1 = SharedQuantity.Base(10m);
|
||||
var quantity2 = SharedQuantity.Quote(10m);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity1, Is.Not.EqualTo(quantity2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedOrderQuantity_RecordEquality_SameValues_Should_BeEqual()
|
||||
{
|
||||
// arrange
|
||||
var quantity1 = new SharedOrderQuantity(5m, 100m, 2m);
|
||||
var quantity2 = new SharedOrderQuantity(5m, 100m, 2m);
|
||||
|
||||
// act & assert
|
||||
Assert.That(quantity1, Is.EqualTo(quantity2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_BaseFromQuote_WithDefaultParameters_Should_UseDefaults()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 100m;
|
||||
var price = 3m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.BaseFromQuote(quoteQuantity, price);
|
||||
|
||||
// assert
|
||||
// Default decimalPlaces = 8, default lotSize = 0.00000001
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Not.Null);
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_QuoteFromBase_WithDefaultParameters_Should_UseDefaults()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 1.234567m;
|
||||
var price = 10m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.QuoteFromBase(baseQuantity, price);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Not.Null);
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromBase_WithDefaultParameters_Should_UseDefaults()
|
||||
{
|
||||
// arrange
|
||||
var baseQuantity = 100m;
|
||||
var contractSize = 3m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromBase(baseQuantity, contractSize);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Not.Null);
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedQuantity_ContractsFromQuote_WithDefaultParameters_Should_UseDefaults()
|
||||
{
|
||||
// arrange
|
||||
var quoteQuantity = 1000m;
|
||||
var contractSize = 10m;
|
||||
var price = 50m;
|
||||
|
||||
// act
|
||||
var quantity = SharedQuantity.ContractsFromQuote(quoteQuantity, contractSize, price);
|
||||
|
||||
// assert
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.Not.Null);
|
||||
Assert.That(quantity.QuantityInBaseAsset, Is.GreaterThan(0));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,400 @@
|
||||
using CryptoExchange.Net.SharedApis;
|
||||
using NUnit.Framework;
|
||||
using System;
|
||||
|
||||
namespace CryptoExchange.Net.UnitTests
|
||||
{
|
||||
[TestFixture()]
|
||||
public class SharedSymbolTests
|
||||
{
|
||||
[Test]
|
||||
public void SharedSymbol_Constructor_Should_SetAllProperties()
|
||||
{
|
||||
// arrange
|
||||
var tradingMode = TradingMode.Spot;
|
||||
var baseAsset = "BTC";
|
||||
var quoteAsset = "USDT";
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.TradingMode, Is.EqualTo(tradingMode));
|
||||
Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
|
||||
Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
|
||||
Assert.That(symbol.DeliverTime, Is.Null);
|
||||
Assert.That(symbol.SymbolName, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_Constructor_WithDeliveryTime_Should_SetDeliveryTime()
|
||||
{
|
||||
// arrange
|
||||
var tradingMode = TradingMode.DeliveryLinear;
|
||||
var baseAsset = "BTC";
|
||||
var quoteAsset = "USDT";
|
||||
var deliveryTime = new DateTime(2026, 6, 25, 0, 0, 0, DateTimeKind.Utc);
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, deliveryTime);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.TradingMode, Is.EqualTo(tradingMode));
|
||||
Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
|
||||
Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
|
||||
Assert.That(symbol.DeliverTime, Is.EqualTo(deliveryTime));
|
||||
Assert.That(symbol.SymbolName, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_Constructor_WithNullDeliveryTime_Should_SetToNull()
|
||||
{
|
||||
// arrange
|
||||
var tradingMode = TradingMode.Spot;
|
||||
var baseAsset = "ETH";
|
||||
var quoteAsset = "BTC";
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, deliverTime: null);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.DeliverTime, Is.Null);
|
||||
}
|
||||
|
||||
[TestCase(TradingMode.Spot)]
|
||||
[TestCase(TradingMode.PerpetualLinear)]
|
||||
[TestCase(TradingMode.PerpetualInverse)]
|
||||
[TestCase(TradingMode.DeliveryLinear)]
|
||||
[TestCase(TradingMode.DeliveryInverse)]
|
||||
public void SharedSymbol_Constructor_WithDifferentTradingModes_Should_SetCorrectly(TradingMode tradingMode)
|
||||
{
|
||||
// arrange
|
||||
var baseAsset = "BTC";
|
||||
var quoteAsset = "USDT";
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.TradingMode, Is.EqualTo(tradingMode));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_ConstructorWithSymbolName_Should_SetSymbolName()
|
||||
{
|
||||
// arrange
|
||||
var tradingMode = TradingMode.Spot;
|
||||
var baseAsset = "BTC";
|
||||
var quoteAsset = "USDT";
|
||||
var symbolName = "BTC-USDT";
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, symbolName);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.TradingMode, Is.EqualTo(tradingMode));
|
||||
Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
|
||||
Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
|
||||
Assert.That(symbol.SymbolName, Is.EqualTo(symbolName));
|
||||
Assert.That(symbol.DeliverTime, Is.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_ConstructorWithSymbolName_WithCustomFormat_Should_SetCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var tradingMode = TradingMode.PerpetualLinear;
|
||||
var baseAsset = "ETH";
|
||||
var quoteAsset = "USDT";
|
||||
var symbolName = "ETHUSDT-PERP";
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, symbolName);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.SymbolName, Is.EqualTo(symbolName));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_ConstructorWithSymbolName_WithEmptyString_Should_SetEmptyString()
|
||||
{
|
||||
// arrange
|
||||
var tradingMode = TradingMode.Spot;
|
||||
var baseAsset = "BTC";
|
||||
var quoteAsset = "USDT";
|
||||
var symbolName = "";
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(tradingMode, baseAsset, quoteAsset, symbolName);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.SymbolName, Is.EqualTo(""));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbol_WithSymbolNameSet_Should_ReturnSymbolName()
|
||||
{
|
||||
// arrange
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "CUSTOM-BTC-USDT");
|
||||
var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
|
||||
(b, q, t, d) => $"{b}{q}");
|
||||
|
||||
// act
|
||||
var result = symbol.GetSymbol(formatFunc);
|
||||
|
||||
// assert
|
||||
Assert.That(result, Is.EqualTo("CUSTOM-BTC-USDT"));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbol_WithSymbolNameNull_Should_UseFormatFunction()
|
||||
{
|
||||
// arrange
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||
var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
|
||||
(b, q, t, d) => $"{b}/{q}");
|
||||
|
||||
// act
|
||||
var result = symbol.GetSymbol(formatFunc);
|
||||
|
||||
// assert
|
||||
Assert.That(result, Is.EqualTo("BTC/USDT"));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbol_WithComplexFormatFunction_Should_ApplyCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var symbol = new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT");
|
||||
var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
|
||||
(b, q, t, d) => t == TradingMode.PerpetualLinear ? $"{b}{q}-PERP" : $"{b}{q}");
|
||||
|
||||
// act
|
||||
var result = symbol.GetSymbol(formatFunc);
|
||||
|
||||
// assert
|
||||
Assert.That(result, Is.EqualTo("ETHUSDT-PERP"));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbol_WithDeliveryTime_Should_PassDeliveryTimeToFormatter()
|
||||
{
|
||||
// arrange
|
||||
var deliveryTime = new DateTime(2026, 6, 25);
|
||||
var symbol = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime);
|
||||
var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
|
||||
(b, q, t, d) => d.HasValue ? $"{b}{q}_{d.Value:yyyyMMdd}" : $"{b}{q}");
|
||||
|
||||
// act
|
||||
var result = symbol.GetSymbol(formatFunc);
|
||||
|
||||
// assert
|
||||
Assert.That(result, Is.EqualTo("BTCUSDT_20260625"));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbol_WithTradingMode_Should_PassTradingModeToFormatter()
|
||||
{
|
||||
// arrange
|
||||
var symbol = new SharedSymbol(TradingMode.PerpetualInverse, "BTC", "USD");
|
||||
var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
|
||||
(b, q, t, d) =>
|
||||
{
|
||||
return t switch
|
||||
{
|
||||
TradingMode.Spot => $"{b}{q}",
|
||||
TradingMode.PerpetualLinear => $"{b}{q}-PERP",
|
||||
TradingMode.PerpetualInverse => $"{b}{q}I-PERP",
|
||||
_ => $"{b}{q}"
|
||||
};
|
||||
});
|
||||
|
||||
// act
|
||||
var result = symbol.GetSymbol(formatFunc);
|
||||
|
||||
// assert
|
||||
Assert.That(result, Is.EqualTo("BTCUSDI-PERP"));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbol_WithEmptySymbolName_Should_UseFormatFunction()
|
||||
{
|
||||
// arrange
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "");
|
||||
var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
|
||||
(b, q, t, d) => $"{b}-{q}");
|
||||
|
||||
// act
|
||||
var result = symbol.GetSymbol(formatFunc);
|
||||
|
||||
// assert
|
||||
Assert.That(result, Is.EqualTo("BTC-USDT"));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void GetSymbol_WithWhitespaceSymbolName_Should_ReturnWhitespace()
|
||||
{
|
||||
// arrange
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", " ");
|
||||
var formatFunc = new Func<string, string, TradingMode, DateTime?, string>(
|
||||
(b, q, t, d) => $"{b}-{q}");
|
||||
|
||||
// act
|
||||
var result = symbol.GetSymbol(formatFunc);
|
||||
|
||||
// assert
|
||||
Assert.That(result, Is.EqualTo(" "));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_RecordEquality_SameValues_Should_BeEqual()
|
||||
{
|
||||
// arrange
|
||||
var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||
var symbol2 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||
|
||||
// act & assert
|
||||
Assert.That(symbol1, Is.EqualTo(symbol2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_RecordEquality_DifferentBaseAsset_Should_NotBeEqual()
|
||||
{
|
||||
// arrange
|
||||
var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||
var symbol2 = new SharedSymbol(TradingMode.Spot, "ETH", "USDT");
|
||||
|
||||
// act & assert
|
||||
Assert.That(symbol1, Is.Not.EqualTo(symbol2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_RecordEquality_DifferentQuoteAsset_Should_NotBeEqual()
|
||||
{
|
||||
// arrange
|
||||
var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||
var symbol2 = new SharedSymbol(TradingMode.Spot, "BTC", "EUR");
|
||||
|
||||
// act & assert
|
||||
Assert.That(symbol1, Is.Not.EqualTo(symbol2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_RecordEquality_DifferentTradingMode_Should_NotBeEqual()
|
||||
{
|
||||
// arrange
|
||||
var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||
var symbol2 = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
|
||||
|
||||
// act & assert
|
||||
Assert.That(symbol1, Is.Not.EqualTo(symbol2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_RecordEquality_DifferentDeliveryTime_Should_NotBeEqual()
|
||||
{
|
||||
// arrange
|
||||
var deliveryTime1 = new DateTime(2026, 6, 25);
|
||||
var deliveryTime2 = new DateTime(2026, 9, 25);
|
||||
var symbol1 = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime1);
|
||||
var symbol2 = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime2);
|
||||
|
||||
// act & assert
|
||||
Assert.That(symbol1, Is.Not.EqualTo(symbol2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_RecordEquality_DifferentSymbolName_Should_NotBeEqual()
|
||||
{
|
||||
// arrange
|
||||
var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "BTCUSDT");
|
||||
var symbol2 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "BTC-USDT");
|
||||
|
||||
// act & assert
|
||||
Assert.That(symbol1, Is.Not.EqualTo(symbol2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_RecordEquality_OneWithSymbolNameOneWithout_Should_NotBeEqual()
|
||||
{
|
||||
// NOTE; although this should probably be equal it's considered not because the SymbolName property isn't equal
|
||||
// Overridding equality to ignore SymbolName would be possible but would break the default record equality behavior and cause confusion
|
||||
|
||||
// arrange
|
||||
var symbol1 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT", "BTCUSDT");
|
||||
var symbol2 = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||
|
||||
// act & assert
|
||||
Assert.That(symbol1, Is.Not.EqualTo(symbol2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_RecordEquality_WithAllPropertiesSet_Should_BeEqual()
|
||||
{
|
||||
// arrange
|
||||
var deliveryTime = new DateTime(2026, 6, 25);
|
||||
var symbol1 = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime)
|
||||
{
|
||||
SymbolName = "BTCUSDT-0625"
|
||||
};
|
||||
var symbol2 = new SharedSymbol(TradingMode.DeliveryLinear, "BTC", "USDT", deliveryTime)
|
||||
{
|
||||
SymbolName = "BTCUSDT-0625"
|
||||
};
|
||||
|
||||
// act & assert
|
||||
Assert.That(symbol1, Is.EqualTo(symbol2));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_Properties_Should_BeSettable()
|
||||
{
|
||||
// arrange
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
|
||||
|
||||
// act
|
||||
symbol.BaseAsset = "ETH";
|
||||
symbol.QuoteAsset = "EUR";
|
||||
symbol.TradingMode = TradingMode.PerpetualLinear;
|
||||
symbol.SymbolName = "CUSTOM";
|
||||
symbol.DeliverTime = DateTime.UtcNow;
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.BaseAsset, Is.EqualTo("ETH"));
|
||||
Assert.That(symbol.QuoteAsset, Is.EqualTo("EUR"));
|
||||
Assert.That(symbol.TradingMode, Is.EqualTo(TradingMode.PerpetualLinear));
|
||||
Assert.That(symbol.SymbolName, Is.EqualTo("CUSTOM"));
|
||||
Assert.That(symbol.DeliverTime, Is.Not.Null);
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_WithSpecialCharactersInAssets_Should_HandleCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var baseAsset = "BTC-123";
|
||||
var quoteAsset = "USDT_2.0";
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, baseAsset, quoteAsset);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
|
||||
Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void SharedSymbol_WithLongAssetNames_Should_HandleCorrectly()
|
||||
{
|
||||
// arrange
|
||||
var baseAsset = "VERYLONGASSETNAMEFORTESTING";
|
||||
var quoteAsset = "ANOTHERVERYLONGASSETNAME";
|
||||
|
||||
// act
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, baseAsset, quoteAsset);
|
||||
|
||||
// assert
|
||||
Assert.That(symbol.BaseAsset, Is.EqualTo(baseAsset));
|
||||
Assert.That(symbol.QuoteAsset, Is.EqualTo(quoteAsset));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -6,9 +6,9 @@
|
||||
<PackageId>CryptoExchange.Net</PackageId>
|
||||
<Authors>JKorf</Authors>
|
||||
<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
|
||||
<PackageVersion>10.4.1</PackageVersion>
|
||||
<AssemblyVersion>10.4.1</AssemblyVersion>
|
||||
<FileVersion>10.4.1</FileVersion>
|
||||
<PackageVersion>10.5.0</PackageVersion>
|
||||
<AssemblyVersion>10.5.0</AssemblyVersion>
|
||||
<FileVersion>10.5.0</FileVersion>
|
||||
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
|
||||
<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
|
||||
<RepositoryType>git</RepositoryType>
|
||||
|
||||
@@ -37,7 +37,7 @@ namespace CryptoExchange.Net.Logging.Extensions
|
||||
private static readonly Action<ILogger, int, string, Exception?> _sendingPeriodic;
|
||||
private static readonly Action<ILogger, int, string, string, Exception?> _periodicSendFailed;
|
||||
private static readonly Action<ILogger, int, int, string, Exception?> _sendingData;
|
||||
private static readonly Action<ILogger, int, string, string, Exception?> _receivedMessageNotMatchedToAnyListener;
|
||||
private static readonly Action<ILogger, int, string, string, string, Exception?> _receivedMessageNotMatchedToAnyListener;
|
||||
private static readonly Action<ILogger, int, int, int, Exception?> _sendingByteData;
|
||||
|
||||
static SocketConnectionLoggingExtension()
|
||||
@@ -177,10 +177,10 @@ namespace CryptoExchange.Net.Logging.Extensions
|
||||
new EventId(2028, "SendingData"),
|
||||
"[Sckt {SocketId}] [Req {RequestId}] sending message: {Data}");
|
||||
|
||||
_receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string>(
|
||||
_receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string, string>(
|
||||
LogLevel.Warning,
|
||||
new EventId(2029, "ReceivedMessageNotMatchedToAnyListener"),
|
||||
"[Sckt {SocketId}] received message not matched to any listener. ListenId: {ListenId}, current listeners: [{ListenIds}]");
|
||||
"[Sckt {SocketId}] received message not matched to any listener. TypeIdentifier: {TypeIdentifier}, ListenId: {ListenId}, current listeners: [{ListenIds}]");
|
||||
|
||||
_failedToParse = LoggerMessage.Define<int, string>(
|
||||
LogLevel.Warning,
|
||||
@@ -326,9 +326,9 @@ namespace CryptoExchange.Net.Logging.Extensions
|
||||
_sendingData(logger, socketId, requestId, data, null);
|
||||
}
|
||||
|
||||
public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string listenId, string listenIds)
|
||||
public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string typeIdentifier, string listenId, string listenIds)
|
||||
{
|
||||
_receivedMessageNotMatchedToAnyListener(logger, socketId, listenId, listenIds, null);
|
||||
_receivedMessageNotMatchedToAnyListener(logger, socketId, typeIdentifier, listenId, listenIds, null);
|
||||
}
|
||||
|
||||
public static void SendingByteData(this ILogger logger, int socketId, int requestId, int length)
|
||||
|
||||
@@ -87,7 +87,8 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
get
|
||||
{
|
||||
UpdateReceivedMessages();
|
||||
return Math.Round(_prevSlotBytesReceived * (_lastBytesReceivedUpdate - _prevSlotBytesReceivedUpdate).TotalSeconds / 1000);
|
||||
var seconds = (_lastBytesReceivedUpdate - _prevSlotBytesReceivedUpdate).TotalSeconds;
|
||||
return seconds > 0 ? Math.Round(_prevSlotBytesReceived / seconds / 1000) : 0;
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -633,22 +633,37 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
if (route.TypeIdentifier != typeIdentifier)
|
||||
continue;
|
||||
|
||||
if (topicFilter == null
|
||||
|| route.TopicFilter == null
|
||||
|| route.TopicFilter.Equals(topicFilter, StringComparison.Ordinal))
|
||||
// Forward message rules:
|
||||
// | Message Topic | Route Topic Filter | Topics Match | Forward | Description
|
||||
// | N | N | - | Y | No topic filter applied
|
||||
// | N | Y | - | N | Route only listens to specific topic
|
||||
// | Y | N | - | Y | Route listens to all message regardless of topic
|
||||
// | Y | Y | Y | Y | Route listens to specific message topic
|
||||
// | Y | Y | N | N | Route listens to different topic
|
||||
if (topicFilter == null)
|
||||
{
|
||||
processed = true;
|
||||
|
||||
if (isQuery && query!.Completed)
|
||||
if (route.TopicFilter != null)
|
||||
// No topic on message, but route is filtering on topic
|
||||
continue;
|
||||
|
||||
processor.Handle(this, receiveTime, originalData, result, route);
|
||||
if (isQuery && !route.MultipleReaders)
|
||||
{
|
||||
complete = true;
|
||||
break;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if (route.TopicFilter != null && !route.TopicFilter.Equals(topicFilter, StringComparison.Ordinal))
|
||||
// Message has a topic, and the route has a filter for another topic
|
||||
continue;
|
||||
}
|
||||
|
||||
processed = true;
|
||||
|
||||
if (isQuery && query!.Completed)
|
||||
continue;
|
||||
|
||||
processor.Handle(this, receiveTime, originalData, result, route);
|
||||
if (isQuery && !route.MultipleReaders)
|
||||
{
|
||||
complete = true;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if (complete)
|
||||
@@ -660,8 +675,11 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
{
|
||||
lock (_listenersLock)
|
||||
{
|
||||
_logger.ReceivedMessageNotMatchedToAnyListener(SocketId, topicFilter!,
|
||||
string.Join(",", _listeners.Select(x => string.Join(",", x.MessageRouter.Routes.Select(x => x.TopicFilter != null ? string.Join(",", x.TopicFilter) : "[null]")))));
|
||||
_logger.ReceivedMessageNotMatchedToAnyListener(
|
||||
SocketId,
|
||||
typeIdentifier,
|
||||
topicFilter!,
|
||||
string.Join(",", _listeners.Select(x => string.Join(",", x.MessageRouter.Routes.Where(x => x.TypeIdentifier == typeIdentifier).Select(x => x.TopicFilter != null ? string.Join(",", x.TopicFilter) : "[null]")))));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -930,7 +948,7 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
return SendStringAsync(requestId, str, weight);
|
||||
|
||||
str = stringSerializer.Serialize(obj);
|
||||
return SendAsync(requestId, str, weight);
|
||||
return SendStringAsync(requestId, str, weight);
|
||||
}
|
||||
|
||||
throw new Exception("Unknown serializer when sending message");
|
||||
|
||||
@@ -129,6 +129,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
|
||||
// status changed from open to not open
|
||||
return true;
|
||||
|
||||
if (existingItem.Status != SharedOrderStatus.Open
|
||||
&& updateItem.Status != SharedOrderStatus.Open
|
||||
&& existingItem.Status != updateItem.Status)
|
||||
{
|
||||
_logger.LogWarning("Invalid order update detected for order {OrderId}; current status: {OldStatus}, new status: {NewStatus}", existingItem.OrderId, existingItem.Status, updateItem.Status);
|
||||
return false;
|
||||
}
|
||||
|
||||
if (existingItem.Status != SharedOrderStatus.Open && updateItem.Status == SharedOrderStatus.Open)
|
||||
// status changed from not open to open; stale
|
||||
return false;
|
||||
@@ -264,9 +272,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
|
||||
|
||||
// Filter orders to only include where close time is after the start time
|
||||
var relevantOrders = closedOrdersResult.Data.Where(x =>
|
||||
x.UpdateTime != null && x.UpdateTime >= _startTime // Updated after the tracker start time
|
||||
|| x.CreateTime != null && x.CreateTime >= _startTime // Created after the tracker start time
|
||||
|| x.CreateTime == null && x.UpdateTime == null // Unknown time
|
||||
(x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start time
|
||||
|| (x.CreateTime != null && x.CreateTime >= _startTime) // Created after the tracker start time
|
||||
|| (x.CreateTime == null && x.UpdateTime == null) // Unknown time
|
||||
).ToArray();
|
||||
|
||||
// Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
|
||||
|
||||
@@ -140,6 +140,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
|
||||
// status changed from open to not open
|
||||
return true;
|
||||
|
||||
if (existingItem.Status != SharedOrderStatus.Open
|
||||
&& updateItem.Status != SharedOrderStatus.Open
|
||||
&& existingItem.Status != updateItem.Status)
|
||||
{
|
||||
_logger.LogWarning("Invalid order update detected for order {OrderId}; current status: {OldStatus}, new status: {NewStatus}", existingItem.OrderId, existingItem.Status, updateItem.Status);
|
||||
return false;
|
||||
}
|
||||
|
||||
if (existingItem.Status != SharedOrderStatus.Open && updateItem.Status == SharedOrderStatus.Open)
|
||||
// status changed from not open to open; stale
|
||||
return false;
|
||||
@@ -278,9 +286,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
|
||||
|
||||
// Filter orders to only include where close time is after the start time
|
||||
var relevantOrders = closedOrdersResult.Data.Where(x =>
|
||||
x.UpdateTime != null && x.UpdateTime >= _startTime // Updated after the tracker start time
|
||||
|| x.CreateTime != null && x.CreateTime >= _startTime // Created after the tracker start time
|
||||
|| x.CreateTime == null && x.UpdateTime == null // Unknown time
|
||||
(x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start time
|
||||
|| (x.CreateTime != null && x.CreateTime >= _startTime) // Created after the tracker start time
|
||||
|| (x.CreateTime == null && x.UpdateTime == null) // Unknown time
|
||||
).ToArray();
|
||||
|
||||
// Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
|
||||
|
||||
@@ -5,6 +5,7 @@ using Microsoft.Extensions.Logging;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace CryptoExchange.Net.Trackers.UserData
|
||||
@@ -22,6 +23,11 @@ namespace CryptoExchange.Net.Trackers.UserData
|
||||
/// Listen key to use for subscriptions
|
||||
/// </summary>
|
||||
protected string? _listenKey;
|
||||
/// <summary>
|
||||
/// Cts
|
||||
/// </summary>
|
||||
protected CancellationTokenSource? _cts;
|
||||
|
||||
/// <summary>
|
||||
/// List of data trackers
|
||||
/// </summary>
|
||||
@@ -68,6 +74,8 @@ namespace CryptoExchange.Net.Trackers.UserData
|
||||
/// </summary>
|
||||
public async Task<CallResult> StartAsync()
|
||||
{
|
||||
_cts = new CancellationTokenSource();
|
||||
|
||||
foreach(var tracker in DataTrackers)
|
||||
tracker.OnConnectedChange += (x) => OnConnectedChange?.Invoke(tracker.DataType, x);
|
||||
|
||||
@@ -100,12 +108,21 @@ namespace CryptoExchange.Net.Trackers.UserData
|
||||
public async Task StopAsync()
|
||||
{
|
||||
_logger.LogDebug("Stopping UserDataTracker");
|
||||
_cts?.Cancel();
|
||||
|
||||
var tasks = new List<Task>();
|
||||
foreach (var dataTracker in DataTrackers)
|
||||
tasks.Add(dataTracker.StopAsync());
|
||||
|
||||
await DoStopAsync().ConfigureAwait(false);
|
||||
await Task.WhenAll(tasks).ConfigureAwait(false);
|
||||
_logger.LogDebug("Stopped UserDataTracker");
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Stop implementation
|
||||
/// </summary>
|
||||
/// <returns></returns>
|
||||
protected virtual Task DoStopAsync() => Task.CompletedTask;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -20,6 +20,7 @@ namespace CryptoExchange.Net.Trackers.UserData
|
||||
private readonly IFuturesSymbolRestClient _symbolClient;
|
||||
private readonly IListenKeyRestClient? _listenKeyClient;
|
||||
private readonly ExchangeParameters? _exchangeParameters;
|
||||
private Task? _lkKeepAliveTask;
|
||||
|
||||
/// <inheritdoc />
|
||||
protected override UserDataItemTracker[] DataTrackers { get; }
|
||||
@@ -115,10 +116,38 @@ namespace CryptoExchange.Net.Trackers.UserData
|
||||
return lkResult;
|
||||
}
|
||||
|
||||
_lkKeepAliveTask = KeepAliveListenKeyAsync();
|
||||
|
||||
_listenKey = lkResult.Data;
|
||||
}
|
||||
|
||||
return CallResult.SuccessResult;
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
protected override async Task DoStopAsync()
|
||||
{
|
||||
if (_lkKeepAliveTask != null)
|
||||
await _lkKeepAliveTask.ConfigureAwait(false);
|
||||
}
|
||||
|
||||
private async Task KeepAliveListenKeyAsync()
|
||||
{
|
||||
var interval = TimeSpan.FromMinutes(30);
|
||||
while (!_cts!.IsCancellationRequested)
|
||||
{
|
||||
try { await Task.Delay(interval, _cts.Token).ConfigureAwait(false); } catch (Exception)
|
||||
{
|
||||
break;
|
||||
}
|
||||
|
||||
var result = await _listenKeyClient!.KeepAliveListenKeyAsync(new KeepAliveListenKeyRequest(_listenKey!, TradingMode.Spot)).ConfigureAwait(false);
|
||||
if (!result)
|
||||
_logger.LogWarning("Listen key keep alive failed: " + result.Error);
|
||||
|
||||
// If failed shorten the delay to allow a couple more retries
|
||||
interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -7,6 +7,7 @@ using System.Linq;
|
||||
using CryptoExchange.Net.Trackers.UserData.Interfaces;
|
||||
using CryptoExchange.Net.Trackers.UserData.Objects;
|
||||
using CryptoExchange.Net.Trackers.UserData.ItemTrackers;
|
||||
using System;
|
||||
|
||||
namespace CryptoExchange.Net.Trackers.UserData
|
||||
{
|
||||
@@ -18,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.UserData
|
||||
private readonly ISpotSymbolRestClient _symbolClient;
|
||||
private readonly IListenKeyRestClient? _listenKeyClient;
|
||||
private readonly ExchangeParameters? _exchangeParameters;
|
||||
private Task? _lkKeepAliveTask;
|
||||
|
||||
/// <inheritdoc />
|
||||
protected override UserDataItemTracker[] DataTrackers { get; }
|
||||
@@ -91,10 +93,39 @@ namespace CryptoExchange.Net.Trackers.UserData
|
||||
return lkResult;
|
||||
}
|
||||
|
||||
_lkKeepAliveTask = KeepAliveListenKeyAsync();
|
||||
|
||||
_listenKey = lkResult.Data;
|
||||
}
|
||||
|
||||
return CallResult.SuccessResult;
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
protected override async Task DoStopAsync()
|
||||
{
|
||||
if (_lkKeepAliveTask != null)
|
||||
await _lkKeepAliveTask.ConfigureAwait(false);
|
||||
}
|
||||
|
||||
private async Task KeepAliveListenKeyAsync()
|
||||
{
|
||||
var interval = TimeSpan.FromMinutes(30);
|
||||
while (!_cts!.IsCancellationRequested)
|
||||
{
|
||||
try { await Task.Delay(interval, _cts.Token).ConfigureAwait(false); }
|
||||
catch (Exception)
|
||||
{
|
||||
break;
|
||||
}
|
||||
|
||||
var result = await _listenKeyClient!.KeepAliveListenKeyAsync(new KeepAliveListenKeyRequest(_listenKey!, TradingMode.Spot)).ConfigureAwait(false);
|
||||
if (!result)
|
||||
_logger.LogWarning("Listen key keep alive failed: " + result.Error);
|
||||
|
||||
// If failed shorten the delay to allow a couple more retries
|
||||
interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -67,6 +67,14 @@ Make a one time donation in a crypto currency of your choice. If you prefer to d
|
||||
Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf).
|
||||
|
||||
## Release notes
|
||||
* Version 10.5.0 - 10 Feb 2026
|
||||
* Added keep alive for listenkeys to UserDataTracker
|
||||
* Updated logging unmatched websocket message
|
||||
* Updated websocket message forwarding logic
|
||||
* Fixed bug in IncomingKbps calculation
|
||||
* Fixed bug in SendAsync in SocketConnection
|
||||
* Fixed bug in UserDataTracker orders logic incorrectly setting order to canceled status
|
||||
|
||||
* Version 10.4.1 - 06 Feb 2026
|
||||
* Updated UserDataTracker to only track symbol when position size > 0
|
||||
* Update UserDataTracker log verbosity
|
||||
|
||||
Reference in New Issue
Block a user