Updated to version 10.5.4

CryptoExchange.Net/Clients/SocketApiClient.cs

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

CryptoExchange.Net/Converters/SystemTextJson/EnumConverter.cs

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

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -6,9 +6,9 @@
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
     <Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
-    <PackageVersion>10.5.0</PackageVersion>
-    <AssemblyVersion>10.5.0</AssemblyVersion>
-    <FileVersion>10.5.0</FileVersion>
+    <PackageVersion>10.5.4</PackageVersion>
+    <AssemblyVersion>10.5.4</AssemblyVersion>
+    <FileVersion>10.5.4</FileVersion>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
     <PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
     <RepositoryType>git</RepositoryType>

CryptoExchange.Net/SharedApis/Models/ExchangeParameters.cs

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

CryptoExchange.Net/Sockets/Default/SocketConnection.cs

@@ -673,13 +673,16 @@ namespace CryptoExchange.Net.Sockets.Default
 
             if (!processed)
             {
-                lock (_listenersLock)
+                if (!ApiClient.HandleUnhandledMessage(this, typeIdentifier, data))
                 {
-                    _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]")))));
+                    lock (_listenersLock)
+                    {
+                        _logger.ReceivedMessageNotMatchedToAnyListener(
+                            SocketId,
+                            typeIdentifier,
+                            topicFilter!,
+                            string.Join(",", _listeners.Select(x => string.Join(",", x.MessageRouter.Routes.Where(x => x.TypeIdentifier == typeIdentifier).Select(x => x.TopicFilter != null ? string.Join(",", x.TopicFilter) : "[null]")))));
+                    }
                 }
             }
         }
@@ -1082,40 +1085,8 @@ namespace CryptoExchange.Net.Sockets.Default
                 var taskList = new List<Task<CallResult>>();
                 foreach (var subscription in subList)
                 {
-                    subscription.ConnectionInvocations = 0;
-                    if (!subscription.Active)
-                        // Can be closed during resubscribing
-                        continue;
-
-                    subscription.Status = SubscriptionStatus.Subscribing;
-                    var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
-                    if (!result)
-                    {
-                        _logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
-                        subscription.Status = SubscriptionStatus.Pending;
-                        return result;
-                    }
-
-                    var subQuery = subscription.CreateSubscriptionQuery(this);
-                    if (subQuery == null)
-                    {
-                        subscription.Status = SubscriptionStatus.Subscribed;
-                        continue;
-                    }
-                    subQuery.OnComplete = () =>
-                    {
-                        subscription.Status = subQuery.Result!.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
-                        subscription.HandleSubQueryResponse(this, subQuery.Response);
-                    };
-
-                    taskList.Add(SendAndWaitQueryAsync(subQuery));
-
-                    if (!subQuery.ExpectsResponse)
-                    {
-                        // If there won't be an answer we can immediately set this
-                        subscription.Status = SubscriptionStatus.Subscribed;
-                        subscription.HandleSubQueryResponse(this, null);
-                    }
+                    var subscribeTask = TrySubscribeAsync(subscription, false, default);
+                    taskList.Add(subscribeTask);
                 }
 
                 await Task.WhenAll(taskList).ConfigureAwait(false);
@@ -1132,6 +1103,61 @@ namespace CryptoExchange.Net.Sockets.Default
             return CallResult.SuccessResult;
         }
 
+        protected internal async Task<CallResult> TrySubscribeAsync(Subscription subscription, bool newSubscription, CancellationToken subCancelToken)
+        {
+            subscription.ConnectionInvocations = 0;
+
+            if (!newSubscription)
+            {
+                if (!subscription.Active)
+                    // Can be closed during resubscribing
+                    return CallResult.SuccessResult;
+
+                var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
+                if (!result)
+                {
+                    _logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
+                    subscription.Status = SubscriptionStatus.Pending;
+                    return result;
+                }
+            }
+
+            subscription.Status = SubscriptionStatus.Subscribing;
+            var subQuery = subscription.CreateSubscriptionQuery(this);
+            if (subQuery == null)
+            {
+                // No sub query, so successful
+                subscription.Status = SubscriptionStatus.Subscribed;
+                return CallResult.SuccessResult;
+            }
+
+            subQuery.OnComplete = () =>
+            {
+                subscription.Status = subQuery.Result!.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
+                subscription.HandleSubQueryResponse(this, subQuery.Response);
+                if (newSubscription && subQuery.Result.Success && subCancelToken != default)
+                {
+                    subscription.CancellationTokenRegistration = subCancelToken.Register(async () =>
+                    {
+                        _logger.CancellationTokenSetClosingSubscription(SocketId, subscription.Id);
+                        await CloseAsync(subscription).ConfigureAwait(false);
+                    }, false);
+                }
+            };
+
+            var subQueryResult = await SendAndWaitQueryAsync(subQuery).ConfigureAwait(false);
+            if (!subQueryResult)
+            {
+                _logger.FailedToSubscribe(SocketId, subQueryResult.Error?.ToString());
+                // If this was a server process error or timeout we still send an unsubscribe to prevent messages coming in later
+                if (newSubscription)
+                    await CloseAsync(subscription).ConfigureAwait(false);
+                return new CallResult<UpdateSubscription>(subQueryResult.Error!);
+            }
+
+            return subQueryResult;
+        }
+
         internal async Task UnsubscribeAsync(Subscription subscription)
         {
             var unsubscribeRequest = subscription.CreateUnsubscriptionQuery(this);

CryptoExchange.Net/Sockets/Default/Subscription.cs

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

CryptoExchange.Net/Sockets/Query.cs

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

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

@@ -19,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         private readonly IFuturesOrderSocketClient? _socketClient;
         private readonly ExchangeParameters? _exchangeParameters;
         private readonly bool _requiresSymbolParameterOpenOrders;
+        private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
 
         internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
 
@@ -251,11 +252,30 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                     }
                 }
             }
-                
+
+            if (!_firstPollDone && anyError)
+                return anyError;
+
+            // Check all current open orders
+            // Keep track of the orders no longer returned in the open list
+            // Order should be set to canceled state when it's no longer returned in the open list
+            // but also is not returned in the closed list
+            foreach (var order in Values.Where(x => x.Status == SharedOrderStatus.Open))
+            {
+                if (openOrders.Any(x => x.OrderId == order.OrderId))
+                    continue;
+
+                if (!_openOrderNotReturnedTimes.ContainsKey(order.OrderId))
+                    _openOrderNotReturnedTimes[order.OrderId] = 0;
+
+                _openOrderNotReturnedTimes[order.OrderId] += 1;
+            }
+
+            var updatedPollTime = DateTime.UtcNow;
             foreach (var symbol in _symbols.ToList())
             {
-                var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
-                var updatedPollTime = DateTime.UtcNow;
+                DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
+
                 var closedOrdersResult = await _restClient.GetClosedFuturesOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!closedOrdersResult.Success)
                 {
@@ -267,22 +287,26 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
                 else
                 {
-                    _lastDataTimeBeforeDisconnect = null;
-                    _lastPollTime = updatedPollTime;
-
                     // Filter orders to only include where close time is after the start time
                     var relevantOrders = closedOrdersResult.Data.Where(x =>
                         (x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start time
                         || (x.CreateTime != null && x.CreateTime >= _startTime) // Created after the tracker start time
                         || (x.CreateTime == null && x.UpdateTime == null) // Unknown time
+                        || (Values.Any(e => e.OrderId == x.OrderId && x.Status == SharedOrderStatus.Open)) // Or we're currently tracking this open order
                     ).ToArray();
 
                     // Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
                     var openOrdersNotReturned = Values.Where(x =>
-                        x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset // Orders for the same symbol
-                        && x.QuantityFilled?.IsZero == true // With no filled value
-                        && !openOrders.Any(r => r.OrderId == x.OrderId) // Not returned in open orders
-                        && !relevantOrders.Any(r => r.OrderId == x.OrderId) // Not return in closed orders
+                        // Orders for the same symbol
+                        x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset
+                        // With no filled value
+                        && x.QuantityFilled?.IsZero == true
+                        // Not returned in open orders
+                        && !openOrders.Any(r => r.OrderId == x.OrderId)
+                        // Not returned in closed orders
+                        && !relevantOrders.Any(r => r.OrderId == x.OrderId)
+                        // Open order has not been returned in the open list at least 2 times
+                        && (_openOrderNotReturnedTimes.TryGetValue(x.OrderId, out var notReturnedTimes) ? notReturnedTimes >= 2 : false)
                         ).ToList();
 
                     var additionalUpdates = new List<SharedFuturesOrder>();
@@ -300,7 +324,57 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
             }
 
+            if (!anyError)
+            {
+                _lastPollTime = updatedPollTime;
+                _lastDataTimeBeforeDisconnect = null;
+            }
+
             return anyError;
         }
+
+        private DateTime? GetClosedOrdersRequestStartTime(SharedSymbol symbol)
+        {
+            // Determine the timestamp from which we need to check order status
+            // Use the timestamp we last know the correct state of the data
+            DateTime? fromTime = null;
+            string? source = null;
+
+            // Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
+            if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
+            {
+                fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
+                source = "LastDataTimeBeforeDisconnect";
+            }
+
+            // If we've previously polled use that timestamp to request data from
+            if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
+            {
+                fromTime = _lastPollTime;
+                source = "LastPollTime";
+            }
+
+                // If we known open orders with a create time before this time we need to use that timestamp to make sure that order is included in the response
+            var trackedOrdersMinOpenTime = Values
+                .Where(x => x.Status == SharedOrderStatus.Open && x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
+                .OrderBy(x => x.CreateTime)
+                .FirstOrDefault()?.CreateTime;
+            if (trackedOrdersMinOpenTime.HasValue && (fromTime == null || trackedOrdersMinOpenTime.Value < fromTime))
+            {
+                // Could be improved by only requesting the specific open orders if there are only a few that would be better than trying to request a long
+                // history if the open order is far back
+                fromTime = trackedOrdersMinOpenTime.Value.AddMilliseconds(-1);
+                source = "OpenOrder";
+            }
+
+            if (fromTime == null)
+            {
+                fromTime = _startTime;
+                source = "StartTime";
+            }
+
+            _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
+            return fromTime!.Value;
+        }
     }
 }

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

@@ -55,10 +55,10 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         protected override async Task<bool> DoPollAsync()
         {
             var anyError = false;
+            var fromTimeTrades = GetTradesRequestStartTime();
+            var updatedPollTime = DateTime.UtcNow;
             foreach (var symbol in _symbols)
             {
-                var fromTimeTrades = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
-                var updatedPollTime = DateTime.UtcNow;
                 var tradesResult = await _restClient.GetFuturesUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!tradesResult.Success)
                 {
@@ -80,9 +80,46 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
             }
 
+            if (!anyError)
+            {
+                _lastDataTimeBeforeDisconnect = null;
+                _lastPollTime = updatedPollTime;
+            }
+
             return anyError;
         }
 
+        private DateTime? GetTradesRequestStartTime()
+        {
+            // Determine the timestamp from which we need to check order status
+            // Use the timestamp we last know the correct state of the data
+            DateTime? fromTime = null;
+            string? source = null;
+
+            // Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
+            if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
+            {
+                fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
+                source = "LastDataTimeBeforeDisconnect";
+            }
+
+            // If we've previously polled use that timestamp to request data from
+            if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
+            {
+                fromTime = _lastPollTime;
+                source = "LastPollTime";
+            }
+
+            if (fromTime == null)
+            {
+                fromTime = _startTime;
+                source = "StartTime";
+            }
+
+            _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
+            return fromTime!.Value;
+        }
+
         /// <inheritdoc />
         protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey)
         {

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

@@ -19,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         private readonly ISpotOrderSocketClient? _socketClient;
         private readonly ExchangeParameters? _exchangeParameters;
         private readonly bool _requiresSymbolParameterOpenOrders;
+        private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
 
         internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
 
@@ -266,10 +267,27 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             if (!_firstPollDone && anyError)
                 return anyError;
 
+            // Check all current open orders
+            // Keep track of the orders no longer returned in the open list
+            // Order should be set to canceled state when it's no longer returned in the open list
+            // but also is not returned in the closed list
+            foreach (var order in Values.Where(x => x.Status == SharedOrderStatus.Open))
+            {
+                if (openOrders.Any(x => x.OrderId == order.OrderId))
+                    continue;
+
+                if (!_openOrderNotReturnedTimes.ContainsKey(order.OrderId))
+                    _openOrderNotReturnedTimes[order.OrderId] = 0;
+
+                _openOrderNotReturnedTimes[order.OrderId] += 1;
+            }
+
+            var updatedPollTime = DateTime.UtcNow;
             foreach (var symbol in _symbols.ToList())
             {
-                var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
-                var updatedPollTime = DateTime.UtcNow;
+                DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
+
+               
                 var closedOrdersResult = await _restClient.GetClosedSpotOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!closedOrdersResult.Success)
                 {
@@ -281,22 +299,26 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
                 else
                 {
-                    _lastDataTimeBeforeDisconnect = null;
-                    _lastPollTime = updatedPollTime;
-
                     // Filter orders to only include where close time is after the start time
                     var relevantOrders = closedOrdersResult.Data.Where(x =>
                         (x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start time
                         || (x.CreateTime != null && x.CreateTime >= _startTime) // Created after the tracker start time
                         || (x.CreateTime == null && x.UpdateTime == null) // Unknown time
+                        || (Values.Any(e => e.OrderId == x.OrderId && x.Status == SharedOrderStatus.Open)) // Or we're currently tracking this open order
                     ).ToArray();
 
                     // Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
                     var openOrdersNotReturned = Values.Where(x =>
-                        x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset // Orders for the same symbol
-                        && x.QuantityFilled?.IsZero == true // With no filled value
-                        && !openOrders.Any(r => r.OrderId == x.OrderId) // Not returned in open orders
-                        && !relevantOrders.Any(r => r.OrderId == x.OrderId) // Not return in closed orders
+                        // Orders for the same symbol
+                        x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset
+                        // With no filled value
+                        && x.QuantityFilled?.IsZero == true
+                        // Not returned in open orders
+                        && !openOrders.Any(r => r.OrderId == x.OrderId)
+                        // Not returned in closed orders
+                        && !relevantOrders.Any(r => r.OrderId == x.OrderId)
+                        // Open order has not been returned in the open list at least 2 times
+                        && (_openOrderNotReturnedTimes.TryGetValue(x.OrderId, out var notReturnedTimes) ? notReturnedTimes >= 2 : false)
                         ).ToList();
 
                     var additionalUpdates = new List<SharedSpotOrder>();
@@ -314,7 +336,57 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
             }
 
+            if (!anyError)
+            {
+                _lastDataTimeBeforeDisconnect = null;
+                _lastPollTime = updatedPollTime;
+            }
+
             return anyError;
         }
+
+        private DateTime? GetClosedOrdersRequestStartTime(SharedSymbol symbol)
+        {
+            // Determine the timestamp from which we need to check order status
+            // Use the timestamp we last know the correct state of the data
+            DateTime? fromTime = null;
+            string? source = null;
+
+            // Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
+            if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
+            {
+                fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
+                source = "LastDataTimeBeforeDisconnect";
+            }
+
+            // If we've previously polled use that timestamp to request data from
+            if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
+            {
+                fromTime = _lastPollTime;
+                source = "LastPollTime";
+            }
+
+            // If we known open orders with a create time before this time we need to use that timestamp to make sure that order is included in the response
+            var trackedOrdersMinOpenTime = Values
+                .Where(x => x.Status == SharedOrderStatus.Open && x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
+                .OrderBy(x => x.CreateTime)
+                .FirstOrDefault()?.CreateTime;
+            if (trackedOrdersMinOpenTime.HasValue && (fromTime == null || trackedOrdersMinOpenTime.Value < fromTime))
+            {
+                // Could be improved by only requesting the specific open orders if there are only a few that would be better than trying to request a long
+                // history if the open order is far back
+                fromTime = trackedOrdersMinOpenTime.Value.AddMilliseconds(-1);
+                source = "OpenOrder";
+            }
+
+            if (fromTime == null)
+            {
+                fromTime = _startTime;
+                source = "StartTime";
+            }
+
+            _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
+            return fromTime!.Value;
+        }
     }
 }

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

@@ -55,10 +55,10 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         protected override async Task<bool> DoPollAsync()
         {
             var anyError = false;
+            var fromTimeTrades = GetTradesRequestStartTime();
+            var updatedPollTime = DateTime.UtcNow;
             foreach (var symbol in _symbols)
             {
-                var fromTimeTrades = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
-                var updatedPollTime = DateTime.UtcNow;
                 var tradesResult = await _restClient.GetSpotUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!tradesResult.Success)
                 {
@@ -70,8 +70,6 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
                 else
                 {
-                    _lastDataTimeBeforeDisconnect = null;
-                    _lastPollTime = updatedPollTime;
 
                     // Filter trades to only include where timestamp is after the start time OR it's part of an order we're tracking
                     var relevantTrades = tradesResult.Data.Where(x => x.Timestamp >= _startTime || (GetTrackedOrderIds?.Invoke() ?? []).Any(o => o == x.OrderId)).ToArray();
@@ -80,9 +78,46 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 }
             }
 
+            if (!anyError)
+            {
+                _lastDataTimeBeforeDisconnect = null;
+                _lastPollTime = updatedPollTime;
+            }
+
             return anyError;
         }
 
+        private DateTime? GetTradesRequestStartTime()
+        {
+            // Determine the timestamp from which we need to check order status
+            // Use the timestamp we last know the correct state of the data
+            DateTime? fromTime = null;
+            string? source = null;
+
+            // Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
+            if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
+            {
+                fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
+                source = "LastDataTimeBeforeDisconnect";
+            }
+
+            // If we've previously polled use that timestamp to request data from
+            if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
+            {
+                fromTime = _lastPollTime;
+                source = "LastPollTime";
+            }
+            
+            if (fromTime == null)
+            {
+                fromTime = _startTime;
+                source = "StartTime";
+            }
+
+            _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
+            return fromTime!.Value;
+        }
+
         /// <inheritdoc />
         protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey)
         {

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

@@ -372,6 +372,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                         {
                             toRemove ??= new List<T>();
                             toRemove.Add(item);
+                            _logger.LogWarning("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, GetKey(item));
                         }
                         else if (_onlyTrackProvidedSymbols
                             && !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))

CryptoExchange.Net/Trackers/UserData/UserFuturesDataTracker.cs

@@ -20,6 +20,7 @@ namespace CryptoExchange.Net.Trackers.UserData
         private readonly IFuturesSymbolRestClient _symbolClient;
         private readonly IListenKeyRestClient? _listenKeyClient;
         private readonly ExchangeParameters? _exchangeParameters;
+        private readonly TradingMode _tradingMode;
         private Task? _lkKeepAliveTask;
 
         /// <inheritdoc />
@@ -69,10 +70,14 @@ namespace CryptoExchange.Net.Trackers.UserData
             _listenKeyClient = listenKeyRestClient;
             _exchangeParameters = exchangeParameters;
 
+            _tradingMode = accountType == SharedAccountType.PerpetualInverseFutures ? TradingMode.PerpetualInverse :
+                              accountType == SharedAccountType.DeliveryLinearFutures ? TradingMode.DeliveryLinear :
+                              accountType == SharedAccountType.DeliveryInverseFutures ? TradingMode.DeliveryInverse :
+                              TradingMode.PerpetualLinear;
+
             var trackers = new List<UserDataItemTracker>();
 
-            var balanceAccountType = accountType ?? SharedAccountType.PerpetualLinearFutures;
-            var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, balanceAccountType, config.BalancesConfig, exchangeParameters);
+            var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, accountType ?? SharedAccountType.PerpetualLinearFutures, config.BalancesConfig, exchangeParameters);
             Balances = balanceTracker;
             trackers.Add(balanceTracker);
 
@@ -100,7 +105,7 @@ namespace CryptoExchange.Net.Trackers.UserData
         /// <inheritdoc />
         protected override async Task<CallResult> DoStartAsync()
         {
-            var symbolResult = await _symbolClient.GetFuturesSymbolsAsync(new GetSymbolsRequest(exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
+            var symbolResult = await _symbolClient.GetFuturesSymbolsAsync(new GetSymbolsRequest(_tradingMode, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
             if (!symbolResult)
             {
                 _logger.LogWarning("Failed to start UserFuturesDataTracker; symbols request failed: {Error}", symbolResult.Error);
@@ -109,7 +114,7 @@ namespace CryptoExchange.Net.Trackers.UserData
 
             if (_listenKeyClient != null)
             {
-                var lkResult = await _listenKeyClient.StartListenKeyAsync(new StartListenKeyRequest(exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
+                var lkResult = await _listenKeyClient.StartListenKeyAsync(new StartListenKeyRequest(_tradingMode, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!lkResult)
                 {
                     _logger.LogWarning("Failed to start UserFuturesDataTracker; listen key request failed: {Error}", lkResult.Error);
@@ -141,7 +146,7 @@ namespace CryptoExchange.Net.Trackers.UserData
                     break;
                 }
 
-                var result = await _listenKeyClient!.KeepAliveListenKeyAsync(new KeepAliveListenKeyRequest(_listenKey!, TradingMode.Spot)).ConfigureAwait(false);
+                var result = await _listenKeyClient!.KeepAliveListenKeyAsync(new KeepAliveListenKeyRequest(_listenKey!, _tradingMode)).ConfigureAwait(false);
                 if (!result)
                     _logger.LogWarning("Listen key keep alive failed: " + result.Error);
 

Examples/BlazorClient/BlazorClient.csproj

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

Examples/ConsoleClient/ConsoleClient.csproj

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

Examples/SharedClients/SharedClients.csproj

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

README.md

@@ -67,6 +67,23 @@ Make a one time donation in a crypto currency of your choice. If you prefer to d
 Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf). 
 
 ## Release notes
+* Version 10.5.4 - 12 Feb 2026
+    * Fixed type check ExchangeParameters GetValue
+    * Fixed bug in polling time filter for UserDataTracker item
+
+* Version 10.5.3 - 11 Feb 2026
+    * Fixed orders getting incorrectly set to canceled state for UserDataTracker spot and futures orders
+    * Added check EnumConverter to detect undefined int value parsing
+
+* Version 10.5.2 - 10 Feb 2026
+    * Added check for subscribe queries with TimeoutBehavior.Success to complete when subscription has received update
+    * Added call to ApiClient.HandleUnhandledMessage when no websocket message processor is found based on topic to allow additional processing
+    * Combined websocket connection subscribe and re-subscribe logic
+    * Set websocket query completed after setting Result
+
+* Version 10.5.1 - 10 Feb 2026
+    * Fixed trading mode selection for futures listen key methods in FuturesUserDataTracker
+
 * Version 10.5.0 - 10 Feb 2026
     * Added keep alive for listenkeys to UserDataTracker
     * Updated logging unmatched websocket message