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Author SHA1 Message Date
Jkorf 12ca45050f Updated to version 10.8.0 2026-03-06 09:26:30 +01:00
Jkorf eaf092a334 Added ForcePathEndWithSlash setting to RequestDefinition, added encoding parameter to SetContent on REST Request, added RequestBodyContentEncoding and OmitContentTypeHeaderWithoutContent config to RestApiClient 2026-03-06 09:25:04 +01:00
Jkorf 33c0fb26a7 Updated to version 10.7.2 2026-03-02 10:53:37 +01:00
Jkorf dabbb5c868 Added small overlap in UserDataTracker polling logic to account for API endpoints not immediately having the data available 2026-03-02 10:47:25 +01:00
Jkorf 204bda8622 Updated to version 10.7.1 2026-02-25 11:00:43 +01:00
Jkorf 78e3523a4f Updated SocketConnection internal locking to fix potential deadlock 2026-02-25 09:26:12 +01:00
Jkorf 89a73747b0 Fix for test socket not working correctly with read/write socket connection lock 2026-02-24 13:15:08 +01:00
Jkorf 02b70398b3 Updated lock call SocketConnection to outside the try 2026-02-24 13:14:48 +01:00
Jkorf 73fcb47b17 Updated to version 10.7.0 2026-02-24 11:51:37 +01:00
Jkorf d41ca3459e Updated internal lock for subscription to ReaderWriterLockSlim on SocketConnection 2026-02-24 11:32:35 +01:00
Jkorf bea2b2bd7b Added Http options to Rest client options 2026-02-24 09:58:48 +01:00
Jan Korf b29cdc41f3 Shared interfaces pagination update (#274)
Updated INextPageToken parameter on Shared interfaces to PageRequest type, functionality unchanged
Added SupportsAscending and SupportsDescending properties to PaginatedEndpointOptions to expose supported data directions
Added MaxAge property to PaginatedEndpointOptions to expose the max age of data that can be requested
Added Direction property to Shared interfaces paginated requests to configure pagination data direction 
Removed PaginationSupport property from PaginatedEndpointOptions, replaced by above new properties
Updated Shared GetTradeHistoryRequest EndTime property to be optional
Updated I(Futures/Spot)OrderRestClient.GetClosed(Futures/Spot)OrdersOptions from PaginatedEndpointOptions<GetClosedOrdersRequest> to GetClosedOrdersOptions 
Updated I(Futures/Spot)OrderRestClient.Get(Futures/Spot)UserTradesOptions from PaginatedEndpointOptions<GetUserTradesRequest> to GetUserTradesOptions
Updated rate limiting PathStartFilter to ignore added or missing slash before the path
Fixed KlineTracker throwing exception if there is no data in the initial snapshot
2026-02-23 14:53:38 +01:00
JKorf 0ce2e778f4 Added check for invalid json in JsonSocketMessageHandler and virtual GetTypeIdentifierNonJson for handling non-json messages 2026-02-22 16:29:05 +01:00
JKorf 36c2411d46 Added parsing of REST response data up to 128 characters for error responses 2026-02-22 16:05:49 +01:00
Jkorf 6d3e72745a Removed check for OnlyTrackProvidedSymbols and empty initial tracking list 2026-02-17 14:54:57 +01:00
Jkorf 51c74baa26 Updated to version 10.6.2 2026-02-17 14:39:06 +01:00
Jkorf 419e01d009 Fix for websocket queries which don't expects response getting stuck in subscribing state 2026-02-17 14:35:02 +01:00
Jkorf 297eee0e1f Updated to version 10.6.1 2026-02-16 15:42:33 +01:00
Jkorf 6a9231b1e3 Fixed exception when stopping SymbolOrderBook instance when update is received while closing 2026-02-16 15:39:36 +01:00
Jkorf e40f2a15b6 Updated to version 10.6.0 2026-02-16 09:38:55 +01:00
Jkorf b94085a27a Added some code comments 2026-02-16 09:36:44 +01:00
Jkorf 5e083811df Added check SymbolOrderBook is still alive when trying to add updates to prevent unnoticed growing in the background when subscription isn't closed while book is 2026-02-16 09:33:39 +01:00
Jkorf 7dcf5cd6ea Added AddTrackedSymbolsAsync and RemoveTrackedSymbolAsync methods to UserDataTracker, updated minimal fromTime filter in UserDataTracker to 5 seconds 2026-02-16 09:11:01 +01:00
Jkorf 1471a4733f Updated symbol tracking logic on UserDataTracker, added check for startTime filter for polling being to close to current time 2026-02-13 10:12:43 +01:00
Jkorf f39d9f7cfb Updated to version 10.5.4 2026-02-12 11:43:20 +01:00
Jkorf 9fab8faa45 Fixed bug in polling time filter for UserDataTracker items 2026-02-12 11:35:04 +01:00
Jkorf 226f175343 Fixed type check ExchangeParameters GetValue 2026-02-11 14:50:39 +01:00
Jkorf 813bd9f5a1 Updated to version 10.5.3 2026-02-11 13:10:08 +01:00
Jkorf c8d2b4f09d Added check EnumConverter to detect undefined int value parsing 2026-02-11 12:57:03 +01:00
Jkorf 6560b82a3e Fixed orders getting incorrectly set to canceled state for UserDataTracker spot and futures orders 2026-02-11 11:44:32 +01:00
JKorf e151af8f37 Updated client versions examples 2026-02-10 18:38:45 +01:00
Jkorf bdf7a07c6f Updated to version 10.5.2 2026-02-10 16:04:17 +01:00
Jkorf a8ffe90bf2 Added call to ApiClient.HandleUnhandledMessage when no websocket message processor is found based on topic to allow additional processing 2026-02-10 15:59:35 +01:00
Jkorf 3372b9eb44 Set query completed after setting Result 2026-02-10 15:40:43 +01:00
Jkorf df25221960 Combined subscribe and re-subscribe logic 2026-02-10 15:40:13 +01:00
Jkorf 7c67a014f5 Added check for subscribe queries with TimeoutBehavior.Success to complete when subscription has received update 2026-02-10 14:31:42 +01:00
Jkorf 65291b3195 Updated to version 10.5.1 2026-02-10 11:53:23 +01:00
Jkorf ece6a9d27d Fixed trading mode selection for futures listen key method in FuturesUserDataTracker 2026-02-10 11:51:19 +01:00
81 changed files with 2007 additions and 700 deletions
@@ -81,6 +81,25 @@ namespace CryptoExchange.Net.UnitTests
Assert.That(result.Error is ServerError); Assert.That(result.Error is ServerError);
} }
[TestCase]
public async Task ReceivingErrorAndNotParsingErrorAndInvalidJson_Should_ContainData()
{
// arrange
var client = new TestRestClient();
var response = "<html>...</html>";
client.SetErrorWithResponse(response, System.Net.HttpStatusCode.BadRequest);
// act
var result = await client.Api1.Request<TestObject>();
// assert
ClassicAssert.IsFalse(result.Success);
Assert.That(result.Error != null);
Assert.That(result.Error is DeserializeError);
Assert.That(result.Error.Message.Contains(response));
}
[TestCase] [TestCase]
public async Task ReceivingErrorAndParsingError_Should_ResultInParsedError() public async Task ReceivingErrorAndParsingError_Should_ResultInParsedError()
{ {
@@ -56,7 +56,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
var request = new Mock<IRequest>(); var request = new Mock<IRequest>();
request.Setup(c => c.Uri).Returns(new Uri("http://www.test.com")); request.Setup(c => c.Uri).Returns(new Uri("http://www.test.com"));
request.Setup(c => c.GetResponseAsync(It.IsAny<CancellationToken>())).Returns(Task.FromResult(response.Object)); request.Setup(c => c.GetResponseAsync(It.IsAny<CancellationToken>())).Returns(Task.FromResult(response.Object));
request.Setup(c => c.SetContent(It.IsAny<string>(), It.IsAny<string>())).Callback(new Action<string, string>((content, type) => { request.Setup(r => r.Content).Returns(content); })); request.Setup(c => c.SetContent(It.IsAny<string>(), It.IsAny<Encoding>(), It.IsAny<string>())).Callback(new Action<string, Encoding, string>((content, encoding, type) => { request.Setup(r => r.Content).Returns(content); }));
request.Setup(c => c.AddHeader(It.IsAny<string>(), It.IsAny<string>())).Callback<string, string>((key, val) => headers.Add(key, new string[] { val })); request.Setup(c => c.AddHeader(It.IsAny<string>(), It.IsAny<string>())).Callback<string, string>((key, val) => headers.Add(key, new string[] { val }));
request.Setup(c => c.GetHeaders()).Returns(() => headers); request.Setup(c => c.GetHeaders()).Returns(() => headers);
@@ -19,11 +19,14 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
private ErrorMapping _errorMapping = new ErrorMapping([]); private ErrorMapping _errorMapping = new ErrorMapping([]);
public override JsonSerializerOptions Options => new JsonSerializerOptions(); public override JsonSerializerOptions Options => new JsonSerializerOptions();
public override ValueTask<Error> ParseErrorResponse(int httpStatusCode, HttpResponseHeaders responseHeaders, Stream responseStream) public override async ValueTask<Error> ParseErrorResponse(int httpStatusCode, HttpResponseHeaders responseHeaders, Stream responseStream)
{ {
var errorData = JsonSerializer.Deserialize<TestError>(responseStream); var result = await GetJsonDocument(responseStream).ConfigureAwait(false);
if (result.Item1 != null)
return result.Item1;
return new ValueTask<Error>(new ServerError(errorData.ErrorCode, _errorMapping.GetErrorInfo(errorData.ErrorCode.ToString(), errorData.ErrorMessage))); var errorData = result.Item2.Deserialize<TestError>();
return new ServerError(errorData.ErrorCode, _errorMapping.GetErrorInfo(errorData.ErrorCode.ToString(), errorData.ErrorMessage));
} }
} }
} }
+41 -23
View File
@@ -77,6 +77,16 @@ namespace CryptoExchange.Net.Clients
{ new HttpMethod("Patch"), HttpMethodParameterPosition.InBody }, { new HttpMethod("Patch"), HttpMethodParameterPosition.InBody },
}; };
/// <summary>
/// Encoding/charset for the ContentType header
/// </summary>
protected Encoding? RequestBodyContentEncoding { get; set; } = Encoding.UTF8;
/// <summary>
/// Whether to omit the ContentType header if there is no content
/// </summary>
protected bool OmitContentTypeHeaderWithoutContent { get; set; } = false;
/// <inheritdoc /> /// <inheritdoc />
public new RestExchangeOptions ClientOptions => (RestExchangeOptions)base.ClientOptions; public new RestExchangeOptions ClientOptions => (RestExchangeOptions)base.ClientOptions;
@@ -374,7 +384,11 @@ namespace CryptoExchange.Net.Clients
if (!string.IsNullOrEmpty(queryString) && !queryString.StartsWith("?")) if (!string.IsNullOrEmpty(queryString) && !queryString.StartsWith("?"))
queryString = $"?{queryString}"; queryString = $"?{queryString}";
var uri = new Uri(baseAddress.AppendPath(definition.Path) + queryString); var path = baseAddress.AppendPath(definition.Path);
if (definition.ForcePathEndWithSlash == true && !path.EndsWith("/"))
path += "/";
var uri = new Uri(path + queryString);
var request = RequestFactory.Create(ClientOptions.HttpVersion, definition.Method, uri, requestId); var request = RequestFactory.Create(ClientOptions.HttpVersion, definition.Method, uri, requestId);
request.Accept = MessageHandler.AcceptHeader; request.Accept = MessageHandler.AcceptHeader;
@@ -398,14 +412,14 @@ namespace CryptoExchange.Net.Clients
var bodyContent = requestConfiguration.GetBodyContent(); var bodyContent = requestConfiguration.GetBodyContent();
if (bodyContent != null) if (bodyContent != null)
{ {
request.SetContent(bodyContent, contentType); request.SetContent(bodyContent, RequestBodyContentEncoding, contentType);
} }
else else
{ {
if (requestConfiguration.BodyParameters != null && requestConfiguration.BodyParameters.Count != 0) if (requestConfiguration.BodyParameters != null && requestConfiguration.BodyParameters.Count != 0)
WriteParamBody(request, requestConfiguration.BodyParameters, contentType); WriteParamBody(request, requestConfiguration.BodyParameters, contentType);
else else if (OmitContentTypeHeaderWithoutContent != true)
request.SetContent(RequestBodyEmptyContent, contentType); request.SetContent(RequestBodyEmptyContent, RequestBodyContentEncoding, contentType);
} }
} }
@@ -437,23 +451,19 @@ namespace CryptoExchange.Net.Clients
responseStream = await response.GetResponseStreamAsync(cancellationToken).ConfigureAwait(false); responseStream = await response.GetResponseStreamAsync(cancellationToken).ConfigureAwait(false);
string? originalData = null; string? originalData = null;
var outputOriginalData = ApiOptions.OutputOriginalData ?? ClientOptions.OutputOriginalData; var outputOriginalData = ApiOptions.OutputOriginalData ?? ClientOptions.OutputOriginalData;
if (outputOriginalData || MessageHandler.RequiresSeekableStream) if (outputOriginalData || MessageHandler.RequiresSeekableStream || !response.IsSuccessStatusCode)
{ {
// If we want to return the original string data from the stream, but still want to process it // Create a seekable stream from the response stream if:
// we'll need to copy it as the stream isn't seekable, and thus we can only read it once // 1. We need to output the original data
var memoryStream = new MemoryStream(); // 2. The message handler requires a seekable stream
await responseStream.CopyToAsync(memoryStream).ConfigureAwait(false); // 3. The response indicates error and we want to output (part of) the returned data
using var reader = new StreamReader(memoryStream, Encoding.UTF8, false, 4096, true); responseStream = await CopyStreamAsync(responseStream).ConfigureAwait(false);
if (outputOriginalData) using var reader = new StreamReader(responseStream, Encoding.UTF8, false, 4096, true);
if (outputOriginalData)
{ {
memoryStream.Position = 0;
originalData = await reader.ReadToEndAsync().ConfigureAwait(false); originalData = await reader.ReadToEndAsync().ConfigureAwait(false);
responseStream.Position = 0;
} }
// Continue processing from the memory stream since the response stream is already read and we can't seek it
responseStream.Close();
memoryStream.Position = 0;
responseStream = memoryStream;
} }
if (!response.IsSuccessStatusCode && !requestDefinition.TryParseOnNonSuccess) if (!response.IsSuccessStatusCode && !requestDefinition.TryParseOnNonSuccess)
@@ -479,13 +489,12 @@ namespace CryptoExchange.Net.Clients
else else
{ {
// Handle a 'normal' error response. Can still be either a json error message or some random HTML or other string // Handle a 'normal' error response. Can still be either a json error message or some random HTML or other string
try try
{ {
error = await MessageHandler.ParseErrorResponse( error = await MessageHandler.ParseErrorResponse(
(int)response.StatusCode, (int)response.StatusCode,
response.ResponseHeaders, response.ResponseHeaders,
responseStream).ConfigureAwait(false); responseStream).ConfigureAwait(false);
} }
catch (Exception ex) catch (Exception ex)
{ {
@@ -651,13 +660,13 @@ namespace CryptoExchange.Net.Clients
stringData = stringSerializer.Serialize(value); stringData = stringSerializer.Serialize(value);
else else
stringData = stringSerializer.Serialize(parameters); stringData = stringSerializer.Serialize(parameters);
request.SetContent(stringData, contentType); request.SetContent(stringData, RequestBodyContentEncoding, contentType);
} }
else if (contentType == Constants.FormContentHeader) else if (contentType == Constants.FormContentHeader)
{ {
// Write the parameters as form data in the body // Write the parameters as form data in the body
var stringData = parameters.ToFormData(); var stringData = parameters.ToFormData();
request.SetContent(stringData, contentType); request.SetContent(stringData, RequestBodyContentEncoding, contentType);
} }
} }
@@ -769,6 +778,15 @@ namespace CryptoExchange.Net.Clients
} }
} }
private async Task<Stream> CopyStreamAsync(Stream responseStream)
{
var memoryStream = new MemoryStream();
await responseStream.CopyToAsync(memoryStream).ConfigureAwait(false);
responseStream.Close();
memoryStream.Position = 0;
return memoryStream;
}
private bool ShouldCache(RequestDefinition definition) private bool ShouldCache(RequestDefinition definition)
=> ClientOptions.CachingEnabled => ClientOptions.CachingEnabled
&& definition.Method == HttpMethod.Get && definition.Method == HttpMethod.Get
+3 -49
View File
@@ -304,55 +304,9 @@ namespace CryptoExchange.Net.Clients
return new CallResult<UpdateSubscription>(new ServerError(new ErrorInfo(ErrorType.WebsocketPaused, "Socket is paused"))); return new CallResult<UpdateSubscription>(new ServerError(new ErrorInfo(ErrorType.WebsocketPaused, "Socket is paused")));
} }
void HandleSubscriptionComplete(bool success, object? response) var subscribeResult = await socketConnection.TrySubscribeAsync(subscription, true, ct).ConfigureAwait(false);
{ if (!subscribeResult)
if (!success) return new CallResult<UpdateSubscription>(subscribeResult.Error!);
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);
}
_logger.SubscriptionCompletedSuccessfully(socketConnection.SocketId, subscription.Id); _logger.SubscriptionCompletedSuccessfully(socketConnection.SocketId, subscription.Id);
return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription)); return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));
@@ -168,7 +168,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
if (!_unknownValuesWarned.Contains(stringValue)) if (!_unknownValuesWarned.Contains(stringValue))
{ {
_unknownValuesWarned.Add(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 // If no explicit mapping is found try to parse string
result = (T)Enum.Parse(objectType, value, true); result = (T)Enum.Parse(objectType, value, true);
if (!Enum.IsDefined(objectType, result))
{
result = default;
return false;
}
return true; return true;
} }
catch (Exception) catch (Exception)
@@ -18,6 +18,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson.MessageHandlers
public abstract class JsonRestMessageHandler : IRestMessageHandler public abstract class JsonRestMessageHandler : IRestMessageHandler
{ {
private static MediaTypeWithQualityHeaderValue _acceptJsonContent = new MediaTypeWithQualityHeaderValue(Constants.JsonContentHeader); private static MediaTypeWithQualityHeaderValue _acceptJsonContent = new MediaTypeWithQualityHeaderValue(Constants.JsonContentHeader);
private const int _errorResponseSnippetLimit = 128;
/// <summary> /// <summary>
/// Empty rate limit error /// Empty rate limit error
@@ -80,7 +81,20 @@ namespace CryptoExchange.Net.Converters.SystemTextJson.MessageHandlers
} }
catch (Exception ex) catch (Exception ex)
{ {
return (new ServerError(new ErrorInfo(ErrorType.DeserializationFailed, false, "Deserialization failed, invalid JSON"), ex), null); var errorMsg = "Deserialization failed, invalid JSON";
if (stream.CanSeek)
{
var dataSnippet = new char[_errorResponseSnippetLimit];
stream.Seek(0, SeekOrigin.Begin);
var written = new StreamReader(stream).ReadBlock(dataSnippet, 0, _errorResponseSnippetLimit);
var data = new string(dataSnippet, 0, written);
errorMsg += $": {data}";
if (data.Length == _errorResponseSnippetLimit)
errorMsg += " (truncated)";
}
var error = new DeserializeError(errorMsg, ex);
return (error, null);
} }
} }
@@ -165,6 +165,14 @@ namespace CryptoExchange.Net.Converters.SystemTextJson.MessageHandlers
return null; return null;
} }
/// <summary>
/// Return type identifier for non-json messages
/// </summary>
protected virtual string? GetTypeIdentifierNonJson(ReadOnlySpan<byte> data, WebSocketMessageType? webSocketMessageType)
{
return null;
}
/// <inheritdoc /> /// <inheritdoc />
public virtual string? GetTypeIdentifier(ReadOnlySpan<byte> data, WebSocketMessageType? webSocketMessageType) public virtual string? GetTypeIdentifier(ReadOnlySpan<byte> data, WebSocketMessageType? webSocketMessageType)
{ {
@@ -173,6 +181,12 @@ namespace CryptoExchange.Net.Converters.SystemTextJson.MessageHandlers
int? arrayIndex = null; int? arrayIndex = null;
_searchResult.Clear(); _searchResult.Clear();
if (data[0] != 0x5B && data[0] != 0x7B)
{
// Message doesn't start with `{` or `[`, not valid for processing as json
return GetTypeIdentifierNonJson(data, webSocketMessageType);
}
var reader = new Utf8JsonReader(data); var reader = new Utf8JsonReader(data);
while (reader.Read()) while (reader.Read())
{ {
+3 -3
View File
@@ -6,9 +6,9 @@
<PackageId>CryptoExchange.Net</PackageId> <PackageId>CryptoExchange.Net</PackageId>
<Authors>JKorf</Authors> <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> <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> <PackageVersion>10.8.0</PackageVersion>
<AssemblyVersion>10.5.0</AssemblyVersion> <AssemblyVersion>10.8.0</AssemblyVersion>
<FileVersion>10.5.0</FileVersion> <FileVersion>10.8.0</FileVersion>
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance> <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> <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> <RepositoryType>git</RepositoryType>
+34 -3
View File
@@ -4,6 +4,7 @@ using CryptoExchange.Net.SharedApis;
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
using System.Globalization; using System.Globalization;
using System.Linq;
using System.Runtime.CompilerServices; using System.Runtime.CompilerServices;
using System.Security.Cryptography; using System.Security.Cryptography;
using System.Threading; using System.Threading;
@@ -310,11 +311,11 @@ namespace CryptoExchange.Net
/// <param name="request">The request parameters</param> /// <param name="request">The request parameters</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
/// <returns></returns> /// <returns></returns>
public static async IAsyncEnumerable<ExchangeWebResult<T[]>> ExecutePages<T, U>(Func<U, INextPageToken?, CancellationToken, Task<ExchangeWebResult<T[]>>> paginatedFunc, U request, [EnumeratorCancellation]CancellationToken ct = default) public static async IAsyncEnumerable<ExchangeWebResult<T[]>> ExecutePages<T, U>(Func<U, PageRequest?, CancellationToken, Task<ExchangeWebResult<T[]>>> paginatedFunc, U request, [EnumeratorCancellation]CancellationToken ct = default)
{ {
var result = new List<T>(); var result = new List<T>();
ExchangeWebResult<T[]> batch; ExchangeWebResult<T[]> batch;
INextPageToken? nextPageToken = null; PageRequest? nextPageToken = null;
while (true) while (true)
{ {
batch = await paginatedFunc(request, nextPageToken, ct).ConfigureAwait(false); batch = await paginatedFunc(request, nextPageToken, ct).ConfigureAwait(false);
@@ -323,12 +324,42 @@ namespace CryptoExchange.Net
break; break;
result.AddRange(batch.Data); result.AddRange(batch.Data);
nextPageToken = batch.NextPageToken; nextPageToken = batch.NextPageRequest;
if (nextPageToken == null) if (nextPageToken == null)
break; break;
} }
} }
/// <summary>
/// Apply filters to the data set
/// </summary>
/// <typeparam name="T">Type</typeparam>
/// <param name="data">Data set</param>
/// <param name="timeSelector">Time selector for the data</param>
/// <param name="startTime">Start time filter</param>
/// <param name="endTime">End time filter</param>
/// <param name="direction">Data direction</param>
public static IEnumerable<T> ApplyFilter<T>(
IEnumerable<T> data,
Func<T, DateTime> timeSelector,
DateTime? startTime,
DateTime? endTime,
DataDirection direction)
{
if (direction == DataDirection.Ascending)
data = data.OrderBy(timeSelector);
else
data = data.OrderByDescending(timeSelector);
if (startTime != null)
data = data.Where(x => timeSelector(x) >= startTime.Value);
if (endTime != null)
data = data.Where(x => timeSelector(x) < endTime.Value);
return data;
}
/// <summary> /// <summary>
/// Apply the rules (price and quantity step size and decimals precision, min/max quantity) from the symbol to the quantity and price /// Apply the rules (price and quantity step size and decimals precision, min/max quantity) from the symbol to the quantity and price
/// </summary> /// </summary>
+2 -3
View File
@@ -1,6 +1,7 @@
using System; using System;
using System.Net.Http; using System.Net.Http;
using System.Net.Http.Headers; using System.Net.Http.Headers;
using System.Text;
using System.Threading; using System.Threading;
using System.Threading.Tasks; using System.Threading.Tasks;
@@ -43,9 +44,7 @@ namespace CryptoExchange.Net.Interfaces
/// <summary> /// <summary>
/// Set string content /// Set string content
/// </summary> /// </summary>
/// <param name="data"></param> void SetContent(string data, Encoding? encoding, string contentType);
/// <param name="contentType"></param>
void SetContent(string data, string contentType);
/// <summary> /// <summary>
/// Add a header to the request /// Add a header to the request
+15 -9
View File
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Objects; using CryptoExchange.Net.Objects;
using CryptoExchange.Net.Objects.Options;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
@@ -105,31 +106,36 @@ namespace CryptoExchange.Net
/// <summary> /// <summary>
/// Create a new HttpMessageHandler instance /// Create a new HttpMessageHandler instance
/// </summary> /// </summary>
public static HttpMessageHandler CreateHttpClientMessageHandler(ApiProxy? proxy, TimeSpan? keepAliveInterval) public static HttpMessageHandler CreateHttpClientMessageHandler(RestExchangeOptions options)
{ {
#if NET5_0_OR_GREATER #if NET5_0_OR_GREATER
var socketHandler = new SocketsHttpHandler(); var socketHandler = new SocketsHttpHandler();
try try
{ {
if (keepAliveInterval != null && keepAliveInterval != TimeSpan.Zero) if (options.HttpKeepAliveInterval != null && options.HttpKeepAliveInterval != TimeSpan.Zero)
{ {
socketHandler.KeepAlivePingPolicy = HttpKeepAlivePingPolicy.Always; socketHandler.KeepAlivePingPolicy = HttpKeepAlivePingPolicy.Always;
socketHandler.KeepAlivePingDelay = keepAliveInterval.Value; socketHandler.KeepAlivePingDelay = options.HttpKeepAliveInterval.Value;
socketHandler.KeepAlivePingTimeout = TimeSpan.FromSeconds(10); socketHandler.KeepAlivePingTimeout = TimeSpan.FromSeconds(10);
} }
socketHandler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate; socketHandler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
socketHandler.DefaultProxyCredentials = CredentialCache.DefaultCredentials; socketHandler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
socketHandler.EnableMultipleHttp2Connections = options.HttpEnableMultipleHttp2Connections;
socketHandler.PooledConnectionLifetime = options.HttpPooledConnectionLifetime;
socketHandler.PooledConnectionIdleTimeout = options.HttpPooledConnectionIdleTimeout;
socketHandler.MaxConnectionsPerServer = options.HttpMaxConnectionsPerServer;
} }
catch (PlatformNotSupportedException) { } catch (PlatformNotSupportedException) { }
catch (NotImplementedException) { } // Mono runtime throws NotImplementedException catch (NotImplementedException) { } // Mono runtime throws NotImplementedException
if (proxy != null) if (options.Proxy != null)
{ {
socketHandler.Proxy = new WebProxy socketHandler.Proxy = new WebProxy
{ {
Address = new Uri($"{proxy.Host}:{proxy.Port}"), Address = new Uri($"{options.Proxy.Host}:{options.Proxy.Port}"),
Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password) Credentials = options.Proxy.Password == null ? null : new NetworkCredential(options.Proxy.Login, options.Proxy.Password)
}; };
} }
return socketHandler; return socketHandler;
@@ -143,12 +149,12 @@ namespace CryptoExchange.Net
catch (PlatformNotSupportedException) { } catch (PlatformNotSupportedException) { }
catch (NotImplementedException) { } // Mono runtime throws NotImplementedException catch (NotImplementedException) { } // Mono runtime throws NotImplementedException
if (proxy != null) if (options.Proxy != null)
{ {
httpHandler.Proxy = new WebProxy httpHandler.Proxy = new WebProxy
{ {
Address = new Uri($"{proxy.Host}:{proxy.Port}"), Address = new Uri($"{options.Proxy.Host}:{options.Proxy.Port}"),
Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password) Credentials = options.Proxy.Password == null ? null : new NetworkCredential(options.Proxy.Login, options.Proxy.Password)
}; };
} }
return httpHandler; return httpHandler;
+6 -6
View File
@@ -531,11 +531,11 @@ namespace CryptoExchange.Net.Objects
/// <param name="exchange">The exchange</param> /// <param name="exchange">The exchange</param>
/// <param name="tradeMode">Trade mode the result applies to</param> /// <param name="tradeMode">Trade mode the result applies to</param>
/// <param name="data">Data</param> /// <param name="data">Data</param>
/// <param name="nextPageToken">Next page token</param> /// <param name="nextPageRequest">Next page request</param>
/// <returns></returns> /// <returns></returns>
public ExchangeWebResult<K> AsExchangeResult<K>(string exchange, TradingMode tradeMode, [AllowNull] K data, INextPageToken? nextPageToken = null) public ExchangeWebResult<K> AsExchangeResult<K>(string exchange, TradingMode tradeMode, [AllowNull] K data, PageRequest? nextPageRequest = null)
{ {
return new ExchangeWebResult<K>(exchange, tradeMode, As<K>(data), nextPageToken); return new ExchangeWebResult<K>(exchange, tradeMode, As<K>(data), nextPageRequest);
} }
/// <summary> /// <summary>
@@ -545,11 +545,11 @@ namespace CryptoExchange.Net.Objects
/// <param name="exchange">The exchange</param> /// <param name="exchange">The exchange</param>
/// <param name="tradeModes">Trade modes the result applies to</param> /// <param name="tradeModes">Trade modes the result applies to</param>
/// <param name="data">Data</param> /// <param name="data">Data</param>
/// <param name="nextPageToken">Next page token</param> /// <param name="nextPageRequest">Next page token</param>
/// <returns></returns> /// <returns></returns>
public ExchangeWebResult<K> AsExchangeResult<K>(string exchange, TradingMode[]? tradeModes, [AllowNull] K data, INextPageToken? nextPageToken = null) public ExchangeWebResult<K> AsExchangeResult<K>(string exchange, TradingMode[]? tradeModes, [AllowNull] K data, PageRequest? nextPageRequest = null)
{ {
return new ExchangeWebResult<K>(exchange, tradeModes, As<K>(data), nextPageToken); return new ExchangeWebResult<K>(exchange, tradeModes, As<K>(data), nextPageRequest);
} }
/// <summary> /// <summary>
+9 -1
View File
@@ -211,7 +211,15 @@ namespace CryptoExchange.Net.Objects
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public DeserializeError(string? message = null, Exception? exception = null) : base(null, _errorInfo with { Message = (message?.Length > 0 ? _errorInfo.Message + ": " + message : _errorInfo.Message) }, exception) { } public DeserializeError(string? message = null, Exception? exception = null)
: base(null,
_errorInfo with
{
Message = message?.Length > 0
? message
: _errorInfo.Message
},
exception) { }
} }
/// <summary> /// <summary>
@@ -32,10 +32,29 @@ namespace CryptoExchange.Net.Objects.Options
#else #else
= new Version(1, 1); = new Version(1, 1);
#endif #endif
/// <summary> /// <summary>
/// Http client keep alive interval for keeping connections open /// Http client keep alive interval for keeping connections open. Only applied when using dotnet8.0 or higher and dependency injection
/// </summary> /// </summary>
public TimeSpan? HttpKeepAliveInterval { get; set; } = TimeSpan.FromSeconds(15); public TimeSpan? HttpKeepAliveInterval { get; set; } = TimeSpan.FromSeconds(15);
#if NET5_0_OR_GREATER
/// <summary>
/// Enable multiple simultaneous HTTP 2 connections. Only applied when using dependency injection
/// </summary>
public bool HttpEnableMultipleHttp2Connections { get; set; } = false;
/// <summary>
/// Lifetime of pooled HTTP connections; the time before a connection is recreated. Only applied when using dependency injection
/// </summary>
public TimeSpan HttpPooledConnectionLifetime { get; set; } = TimeSpan.FromMinutes(15);
/// <summary>
/// Idle timeout of pooled HTTP connections; the time before an open connection is closed when there are no requests. Only applied when using dependency injection
/// </summary>
public TimeSpan HttpPooledConnectionIdleTimeout { get; set; } = TimeSpan.FromMinutes(2);
/// <summary>
/// Max number of connections per server. Only applied when using dependency injection
/// </summary>
public int HttpMaxConnectionsPerServer { get; set; } = int.MaxValue;
#endif
/// <summary> /// <summary>
/// Set the values of this options on the target options /// Set the values of this options on the target options
@@ -54,6 +73,12 @@ namespace CryptoExchange.Net.Objects.Options
item.CachingMaxAge = CachingMaxAge; item.CachingMaxAge = CachingMaxAge;
item.HttpVersion = HttpVersion; item.HttpVersion = HttpVersion;
item.HttpKeepAliveInterval = HttpKeepAliveInterval; item.HttpKeepAliveInterval = HttpKeepAliveInterval;
#if NET5_0_OR_GREATER
item.HttpMaxConnectionsPerServer = HttpMaxConnectionsPerServer;
item.HttpPooledConnectionLifetime = HttpPooledConnectionLifetime;
item.HttpPooledConnectionIdleTimeout = HttpPooledConnectionIdleTimeout;
item.HttpEnableMultipleHttp2Connections = HttpEnableMultipleHttp2Connections;
#endif
return item; return item;
} }
} }
@@ -72,6 +72,11 @@ namespace CryptoExchange.Net.Objects
/// </summary> /// </summary>
public int? ConnectionId { get; set; } public int? ConnectionId { get; set; }
/// <summary>
/// Whether the endpoint path should always include the trailing `/`
/// </summary>
public bool? ForcePathEndWithSlash { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
@@ -47,6 +47,7 @@ namespace CryptoExchange.Net.Objects
/// <param name="arraySerialization">Array serialization type</param> /// <param name="arraySerialization">Array serialization type</param>
/// <param name="preventCaching">Prevent request caching</param> /// <param name="preventCaching">Prevent request caching</param>
/// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param> /// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param>
/// <param name="forcePathEndWithSlash">Force trailing `/`</param>
/// <returns></returns> /// <returns></returns>
public RequestDefinition GetOrCreate( public RequestDefinition GetOrCreate(
HttpMethod method, HttpMethod method,
@@ -59,8 +60,9 @@ namespace CryptoExchange.Net.Objects
HttpMethodParameterPosition? parameterPosition = null, HttpMethodParameterPosition? parameterPosition = null,
ArrayParametersSerialization? arraySerialization = null, ArrayParametersSerialization? arraySerialization = null,
bool? preventCaching = null, bool? preventCaching = null,
bool? tryParseOnNonSuccess = null) bool? tryParseOnNonSuccess = null,
=> GetOrCreate(method + path, method, path, rateLimitGate, weight, authenticated, limitGuard, requestBodyFormat, parameterPosition, arraySerialization, preventCaching, tryParseOnNonSuccess); bool? forcePathEndWithSlash = null)
=> GetOrCreate(method + path, method, path, rateLimitGate, weight, authenticated, limitGuard, requestBodyFormat, parameterPosition, arraySerialization, preventCaching, tryParseOnNonSuccess, forcePathEndWithSlash);
/// <summary> /// <summary>
/// Get a definition if it is already in the cache or create a new definition and add it to the cache /// Get a definition if it is already in the cache or create a new definition and add it to the cache
@@ -77,6 +79,7 @@ namespace CryptoExchange.Net.Objects
/// <param name="arraySerialization">Array serialization type</param> /// <param name="arraySerialization">Array serialization type</param>
/// <param name="preventCaching">Prevent request caching</param> /// <param name="preventCaching">Prevent request caching</param>
/// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param> /// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param>
/// <param name="forcePathEndWithSlash">Force trailing `/`</param>
/// <returns></returns> /// <returns></returns>
public RequestDefinition GetOrCreate( public RequestDefinition GetOrCreate(
string identifier, string identifier,
@@ -90,7 +93,8 @@ namespace CryptoExchange.Net.Objects
HttpMethodParameterPosition? parameterPosition = null, HttpMethodParameterPosition? parameterPosition = null,
ArrayParametersSerialization? arraySerialization = null, ArrayParametersSerialization? arraySerialization = null,
bool? preventCaching = null, bool? preventCaching = null,
bool? tryParseOnNonSuccess = null) bool? tryParseOnNonSuccess = null,
bool? forcePathEndWithSlash = null)
{ {
if (!_definitions.TryGetValue(identifier, out var def)) if (!_definitions.TryGetValue(identifier, out var def))
@@ -105,7 +109,8 @@ namespace CryptoExchange.Net.Objects
RequestBodyFormat = requestBodyFormat, RequestBodyFormat = requestBodyFormat,
ParameterPosition = parameterPosition, ParameterPosition = parameterPosition,
PreventCaching = preventCaching ?? false, PreventCaching = preventCaching ?? false,
TryParseOnNonSuccess = tryParseOnNonSuccess ?? false TryParseOnNonSuccess = tryParseOnNonSuccess ?? false,
ForcePathEndWithSlash = forcePathEndWithSlash ?? false
}; };
_definitions.TryAdd(identifier, def); _definitions.TryAdd(identifier, def);
} }
@@ -170,6 +170,6 @@ namespace CryptoExchange.Net.Objects.Sockets
} }
/// <inheritdoc /> /// <inheritdoc />
public override string ToString() => base.ToString().TrimEnd('-') + Data?.ToString(); public override string ToString() => base.ToString().TrimEnd(' ', '-') + " - " + Data?.ToString();
} }
} }
@@ -332,7 +332,6 @@ namespace CryptoExchange.Net.OrderBook
public async Task StopAsync() public async Task StopAsync()
{ {
_logger.OrderBookStopping(Api, Symbol); _logger.OrderBookStopping(Api, Symbol);
Status = OrderBookStatus.Disconnected;
_cts?.Cancel(); _cts?.Cancel();
_queueEvent.Set(); _queueEvent.Set();
if (_processTask != null) if (_processTask != null)
@@ -345,6 +344,7 @@ namespace CryptoExchange.Net.OrderBook
_subscription.ConnectionRestored -= HandleConnectionRestored; _subscription.ConnectionRestored -= HandleConnectionRestored;
} }
Status = OrderBookStatus.Disconnected;
_logger.OrderBookStopped(Api, Symbol); _logger.OrderBookStopped(Api, Symbol);
} }
@@ -448,6 +448,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = null, DateTime? serverDataTime = null,
DateTime? localDataTime = null) DateTime? localDataTime = null)
{ {
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to set snapshot while book is not working");
_processQueue.Enqueue( _processQueue.Enqueue(
new OrderBookSnapshot new OrderBookSnapshot
{ {
@@ -475,6 +478,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = null, DateTime? serverDataTime = null,
DateTime? localDataTime = null) DateTime? localDataTime = null)
{ {
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to update order book while book is not working");
_processQueue.Enqueue( _processQueue.Enqueue(
new OrderBookUpdate new OrderBookUpdate
{ {
@@ -505,6 +511,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = null, DateTime? serverDataTime = null,
DateTime? localDataTime = null) DateTime? localDataTime = null)
{ {
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to update order book while book is not working");
_processQueue.Enqueue( _processQueue.Enqueue(
new OrderBookUpdate new OrderBookUpdate
{ {
@@ -531,6 +540,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = null, DateTime? serverDataTime = null,
DateTime? localDataTime = null) DateTime? localDataTime = null)
{ {
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to update order book while book is not working");
var highest = Math.Max(bids.Any() ? bids.Max(b => b.Sequence) : 0, asks.Any() ? asks.Max(a => a.Sequence) : 0); var highest = Math.Max(bids.Any() ? bids.Max(b => b.Sequence) : 0, asks.Any() ? asks.Max(a => a.Sequence) : 0);
var lowest = Math.Min(bids.Any() ? bids.Min(b => b.Sequence) : long.MaxValue, asks.Any() ? asks.Min(a => a.Sequence) : long.MaxValue); var lowest = Math.Min(bids.Any() ? bids.Min(b => b.Sequence) : long.MaxValue, asks.Any() ? asks.Min(a => a.Sequence) : long.MaxValue);
@@ -554,6 +566,9 @@ namespace CryptoExchange.Net.OrderBook
/// <param name="sequenceNumber">The sequence number of the message if it's a separate message with separate number</param> /// <param name="sequenceNumber">The sequence number of the message if it's a separate message with separate number</param>
protected void AddChecksum(int checksum, long? sequenceNumber = null) protected void AddChecksum(int checksum, long? sequenceNumber = null)
{ {
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to add checksum while book is not working");
_processQueue.Enqueue(new OrderBookChecksum() { Checksum = checksum, SequenceNumber = sequenceNumber }); _processQueue.Enqueue(new OrderBookChecksum() { Checksum = checksum, SequenceNumber = sequenceNumber });
_queueEvent.Set(); _queueEvent.Set();
} }
@@ -17,11 +17,11 @@ namespace CryptoExchange.Net.RateLimiting.Filters
/// <param name="path"></param> /// <param name="path"></param>
public PathStartFilter(string path) public PathStartFilter(string path)
{ {
_path = path; _path = path.TrimStart('/');
} }
/// <inheritdoc /> /// <inheritdoc />
public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey) public bool Passes(RateLimitItemType type, RequestDefinition definition, string host, string? apiKey)
=> definition.Path.StartsWith(_path, StringComparison.OrdinalIgnoreCase); => definition.Path.TrimStart('/').StartsWith(_path, StringComparison.OrdinalIgnoreCase);
} }
} }
+4 -5
View File
@@ -19,9 +19,6 @@ namespace CryptoExchange.Net.Requests
/// <summary> /// <summary>
/// Create request object for web request /// Create request object for web request
/// </summary> /// </summary>
/// <param name="request"></param>
/// <param name="client"></param>
/// <param name="requestId"></param>
public Request(HttpRequestMessage request, HttpClient client, int requestId) public Request(HttpRequestMessage request, HttpClient client, int requestId)
{ {
_httpClient = client; _httpClient = client;
@@ -55,10 +52,12 @@ namespace CryptoExchange.Net.Requests
public int RequestId { get; } public int RequestId { get; }
/// <inheritdoc /> /// <inheritdoc />
public void SetContent(string data, string contentType) public void SetContent(string data, Encoding? encoding, string contentType)
{ {
Content = data; Content = data;
_request.Content = new StringContent(data, Encoding.UTF8, contentType); _request.Content = new StringContent(data, encoding ?? Encoding.UTF8, contentType);
if (encoding == null)
_request.Content.Headers.ContentType!.CharSet = null;
} }
/// <inheritdoc /> /// <inheritdoc />
+12 -5
View File
@@ -12,14 +12,16 @@ namespace CryptoExchange.Net.Requests
public class RequestFactory : IRequestFactory public class RequestFactory : IRequestFactory
{ {
private HttpClient? _httpClient; private HttpClient? _httpClient;
private RestExchangeOptions? _options;
/// <inheritdoc /> /// <inheritdoc />
public void Configure(RestExchangeOptions options, HttpClient? client = null) public void Configure(RestExchangeOptions options, HttpClient? client = null)
{ {
if (client == null) if (client == null)
client = CreateClient(options.Proxy, options.RequestTimeout, options.HttpKeepAliveInterval); client = CreateClient(options);
_httpClient = client; _httpClient = client;
_options = options;
} }
/// <inheritdoc /> /// <inheritdoc />
@@ -39,15 +41,20 @@ namespace CryptoExchange.Net.Requests
/// <inheritdoc /> /// <inheritdoc />
public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout, TimeSpan? httpKeepAliveInterval) public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout, TimeSpan? httpKeepAliveInterval)
{ {
_httpClient = CreateClient(proxy, requestTimeout, httpKeepAliveInterval); var newOptions = new RestExchangeOptions();
_options!.Set(newOptions);
newOptions.Proxy = proxy;
newOptions.RequestTimeout = requestTimeout;
newOptions.HttpKeepAliveInterval = httpKeepAliveInterval;
_httpClient = CreateClient(newOptions);
} }
private static HttpClient CreateClient(ApiProxy? proxy, TimeSpan requestTimeout, TimeSpan? httpKeepAliveInterval) private static HttpClient CreateClient(RestExchangeOptions options)
{ {
var handler = LibraryHelpers.CreateHttpClientMessageHandler(proxy, httpKeepAliveInterval); var handler = LibraryHelpers.CreateHttpClientMessageHandler(options);
var client = new HttpClient(handler) var client = new HttpClient(handler)
{ {
Timeout = requestTimeout Timeout = options.RequestTimeout
}; };
return client; return client;
} }
@@ -1,111 +0,0 @@
using System;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// A token which a request can use to retrieve the next page if there are more pages in the result set
/// </summary>
public interface INextPageToken
{
}
/// <summary>
/// A datetime offset token
/// </summary>
public record DateTimeToken: INextPageToken
{
/// <summary>
/// Last result time
/// </summary>
public DateTime LastTime { get; set; }
/// <summary>
/// ctor
/// </summary>
public DateTimeToken(DateTime timestamp)
{
LastTime = timestamp;
}
}
/// <summary>
/// A current page index token
/// </summary>
public record PageToken: INextPageToken
{
/// <summary>
/// The next page index
/// </summary>
public int Page { get; set; }
/// <summary>
/// Page size
/// </summary>
public int PageSize { get; set; }
/// <summary>
/// ctor
/// </summary>
public PageToken(int page, int pageSize)
{
Page = page;
PageSize = pageSize;
}
}
/// <summary>
/// A id offset token
/// </summary>
public record FromIdToken : INextPageToken
{
/// <summary>
/// The last id from previous result
/// </summary>
public string FromToken { get; set; }
/// <summary>
/// ctor
/// </summary>
public FromIdToken(string fromToken)
{
FromToken = fromToken;
}
}
/// <summary>
/// A cursor token
/// </summary>
public record CursorToken : INextPageToken
{
/// <summary>
/// The next page cursor
/// </summary>
public string Cursor { get; set; }
/// <summary>
/// ctor
/// </summary>
public CursorToken(string cursor)
{
Cursor = cursor;
}
}
/// <summary>
/// A result offset token
/// </summary>
public record OffsetToken : INextPageToken
{
/// <summary>
/// Offset in the result set
/// </summary>
public int Offset { get; set; }
/// <summary>
/// ctor
/// </summary>
public OffsetToken(int offset)
{
Offset = offset;
}
}
}
@@ -16,8 +16,8 @@ namespace CryptoExchange.Net.SharedApis
/// Get funding rate records /// Get funding rate records
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
Task<ExchangeWebResult<SharedFundingRate[]>> GetFundingRateHistoryAsync(GetFundingRateHistoryRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedFundingRate[]>> GetFundingRateHistoryAsync(GetFundingRateHistoryRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
} }
} }
@@ -73,14 +73,14 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Spot get closed orders request options /// Spot get closed orders request options
/// </summary> /// </summary>
PaginatedEndpointOptions<GetClosedOrdersRequest> GetClosedFuturesOrdersOptions { get; } GetClosedOrdersOptions GetClosedFuturesOrdersOptions { get; }
/// <summary> /// <summary>
/// Get info on closed futures orders /// Get info on closed futures orders
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
Task<ExchangeWebResult<SharedFuturesOrder[]>> GetClosedFuturesOrdersAsync(GetClosedOrdersRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedFuturesOrder[]>> GetClosedFuturesOrdersAsync(GetClosedOrdersRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
/// <summary> /// <summary>
/// Futures get order trades request options /// Futures get order trades request options
@@ -96,14 +96,14 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures user trades request options /// Futures user trades request options
/// </summary> /// </summary>
PaginatedEndpointOptions<GetUserTradesRequest> GetFuturesUserTradesOptions { get; } GetUserTradesOptions GetFuturesUserTradesOptions { get; }
/// <summary> /// <summary>
/// Get futures user trade records /// Get futures user trade records
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
Task<ExchangeWebResult<SharedUserTrade[]>> GetFuturesUserTradesAsync(GetUserTradesRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedUserTrade[]>> GetFuturesUserTradesAsync(GetUserTradesRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
/// <summary> /// <summary>
/// Futures cancel order request options /// Futures cancel order request options
@@ -16,8 +16,8 @@ namespace CryptoExchange.Net.SharedApis
/// Get index price kline/candlestick data /// Get index price kline/candlestick data
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
Task<ExchangeWebResult<SharedFuturesKline[]>> GetIndexPriceKlinesAsync(GetKlinesRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedFuturesKline[]>> GetIndexPriceKlinesAsync(GetKlinesRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
} }
} }
@@ -16,8 +16,8 @@ namespace CryptoExchange.Net.SharedApis
/// Get mark price kline/candlestick data /// Get mark price kline/candlestick data
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
Task<ExchangeWebResult<SharedFuturesKline[]>> GetMarkPriceKlinesAsync(GetKlinesRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedFuturesKline[]>> GetMarkPriceKlinesAsync(GetKlinesRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
} }
} }
@@ -16,8 +16,8 @@ namespace CryptoExchange.Net.SharedApis
/// Get position history /// Get position history
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
Task<ExchangeWebResult<SharedPositionHistory[]>> GetPositionHistoryAsync(GetPositionHistoryRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedPositionHistory[]>> GetPositionHistoryAsync(GetPositionHistoryRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
} }
} }
@@ -30,9 +30,9 @@ namespace CryptoExchange.Net.SharedApis
/// Get deposit records /// Get deposit records
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
/// <returns></returns> /// <returns></returns>
Task<ExchangeWebResult<SharedDeposit[]>> GetDepositsAsync(GetDepositsRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedDeposit[]>> GetDepositsAsync(GetDepositsRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
} }
} }
@@ -17,9 +17,9 @@ namespace CryptoExchange.Net.SharedApis
/// Get kline/candlestick data /// Get kline/candlestick data
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
/// <returns></returns> /// <returns></returns>
Task<ExchangeWebResult<SharedKline[]>> GetKlinesAsync(GetKlinesRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedKline[]>> GetKlinesAsync(GetKlinesRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
} }
} }
@@ -17,9 +17,9 @@ namespace CryptoExchange.Net.SharedApis
/// Get public trade history /// Get public trade history
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
/// <returns></returns> /// <returns></returns>
Task<ExchangeWebResult<SharedTrade[]>> GetTradeHistoryAsync(GetTradeHistoryRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedTrade[]>> GetTradeHistoryAsync(GetTradeHistoryRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
} }
} }
@@ -17,9 +17,9 @@ namespace CryptoExchange.Net.SharedApis
/// Get withdrawal records /// Get withdrawal records
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
/// <returns></returns> /// <returns></returns>
Task<ExchangeWebResult<SharedWithdrawal[]>> GetWithdrawalsAsync(GetWithdrawalsRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedWithdrawal[]>> GetWithdrawalsAsync(GetWithdrawalsRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
} }
} }
@@ -72,14 +72,14 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Spot get closed orders request options /// Spot get closed orders request options
/// </summary> /// </summary>
PaginatedEndpointOptions<GetClosedOrdersRequest> GetClosedSpotOrdersOptions { get; } GetClosedOrdersOptions GetClosedSpotOrdersOptions { get; }
/// <summary> /// <summary>
/// Get info on closed spot orders /// Get info on closed spot orders
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
Task<ExchangeWebResult<SharedSpotOrder[]>> GetClosedSpotOrdersAsync(GetClosedOrdersRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedSpotOrder[]>> GetClosedSpotOrdersAsync(GetClosedOrdersRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
/// <summary> /// <summary>
/// Spot get order trades request options /// Spot get order trades request options
@@ -95,14 +95,14 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Spot user trades request options /// Spot user trades request options
/// </summary> /// </summary>
PaginatedEndpointOptions<GetUserTradesRequest> GetSpotUserTradesOptions { get; } GetUserTradesOptions GetSpotUserTradesOptions { get; }
/// <summary> /// <summary>
/// Get spot user trade records /// Get spot user trade records
/// </summary> /// </summary>
/// <param name="request">Request info</param> /// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param> /// <param name="nextPageToken">The pagination request from the previous request result `NextPageRequest` property to continue pagination</param>
/// <param name="ct">Cancellation token</param> /// <param name="ct">Cancellation token</param>
Task<ExchangeWebResult<SharedUserTrade[]>> GetSpotUserTradesAsync(GetUserTradesRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default); Task<ExchangeWebResult<SharedUserTrade[]>> GetSpotUserTradesAsync(GetUserTradesRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
/// <summary> /// <summary>
/// Spot cancel order request options /// Spot cancel order request options
@@ -1,5 +1,6 @@
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
using System.Data.Common;
using System.Linq; using System.Linq;
namespace CryptoExchange.Net.SharedApis namespace CryptoExchange.Net.SharedApis
@@ -99,6 +100,9 @@ namespace CryptoExchange.Net.SharedApis
if (val == null) if (val == null)
return default; return default;
if (val.Value is T typeVal)
return typeVal;
try try
{ {
Type t = Nullable.GetUnderlyingType(typeof(T)) ?? typeof(T); Type t = Nullable.GetUnderlyingType(typeof(T)) ?? typeof(T);
@@ -24,9 +24,9 @@ namespace CryptoExchange.Net.SharedApis
public TradingMode[]? DataTradeMode { get; } public TradingMode[]? DataTradeMode { get; }
/// <summary> /// <summary>
/// Token to retrieve the next page with /// Next page request, can be passed to the next request on the same endpoint to get the next page
/// </summary> /// </summary>
public INextPageToken? NextPageToken { get; } public PageRequest? NextPageRequest { get; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -46,7 +46,7 @@ namespace CryptoExchange.Net.SharedApis
string exchange, string exchange,
TradingMode dataTradeMode, TradingMode dataTradeMode,
WebCallResult<T> result, WebCallResult<T> result,
INextPageToken? nextPageToken = null) : PageRequest? nextPageToken = null) :
base(result.ResponseStatusCode, base(result.ResponseStatusCode,
result.HttpVersion, result.HttpVersion,
result.ResponseHeaders, result.ResponseHeaders,
@@ -64,7 +64,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
DataTradeMode = new[] { dataTradeMode }; DataTradeMode = new[] { dataTradeMode };
Exchange = exchange; Exchange = exchange;
NextPageToken = nextPageToken; NextPageRequest = nextPageToken;
} }
/// <summary> /// <summary>
@@ -74,7 +74,7 @@ namespace CryptoExchange.Net.SharedApis
string exchange, string exchange,
TradingMode[]? dataTradeModes, TradingMode[]? dataTradeModes,
WebCallResult<T> result, WebCallResult<T> result,
INextPageToken? nextPageToken = null) : PageRequest? nextPageRequest = null) :
base(result.ResponseStatusCode, base(result.ResponseStatusCode,
result.HttpVersion, result.HttpVersion,
result.ResponseHeaders, result.ResponseHeaders,
@@ -92,7 +92,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
DataTradeMode = dataTradeModes; DataTradeMode = dataTradeModes;
Exchange = exchange; Exchange = exchange;
NextPageToken = nextPageToken; NextPageRequest = nextPageRequest;
} }
/// <summary> /// <summary>
@@ -115,7 +115,7 @@ namespace CryptoExchange.Net.SharedApis
ResultDataSource dataSource, ResultDataSource dataSource,
[AllowNull] T data, [AllowNull] T data,
Error? error, Error? error,
INextPageToken? nextPageToken = null) : base( PageRequest? nextPageToken = null) : base(
code, code,
httpVersion, httpVersion,
responseHeaders, responseHeaders,
@@ -133,7 +133,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
DataTradeMode = dataTradeModes; DataTradeMode = dataTradeModes;
Exchange = exchange; Exchange = exchange;
NextPageToken = nextPageToken; NextPageRequest = nextPageToken;
} }
/// <summary> /// <summary>
@@ -144,7 +144,7 @@ namespace CryptoExchange.Net.SharedApis
/// <returns></returns> /// <returns></returns>
public new ExchangeWebResult<K> As<K>([AllowNull] K data) public new ExchangeWebResult<K> As<K>([AllowNull] K data)
{ {
return new ExchangeWebResult<K>(Exchange, DataTradeMode, ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, Error, NextPageToken); return new ExchangeWebResult<K>(Exchange, DataTradeMode, ResponseStatusCode, HttpVersion, ResponseHeaders, ResponseTime, ResponseLength, OriginalData, RequestId, RequestUrl, RequestBody, RequestMethod, RequestHeaders, DataSource, data, Error, NextPageRequest);
} }
/// <inheritdoc /> /// <inheritdoc />
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Objects; using CryptoExchange.Net.Objects;
using System;
using System.Text; using System.Text;
namespace CryptoExchange.Net.SharedApis namespace CryptoExchange.Net.SharedApis
@@ -8,24 +9,36 @@ namespace CryptoExchange.Net.SharedApis
/// </summary> /// </summary>
public class GetClosedOrdersOptions : PaginatedEndpointOptions<GetClosedOrdersRequest> public class GetClosedOrdersOptions : PaginatedEndpointOptions<GetClosedOrdersRequest>
{ {
/// <summary>
/// Whether the start/end time filter is supported
/// </summary>
public bool TimeFilterSupported { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public GetClosedOrdersOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit) : base(paginationType, timeFilterSupported, maxLimit, true) public GetClosedOrdersOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, true)
{ {
TimeFilterSupported = timeFilterSupported;
} }
/// <inheritdoc /> /// <inheritdoc />
public override Error? ValidateRequest(string exchange, GetClosedOrdersRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes) public override Error? ValidateRequest(string exchange, GetClosedOrdersRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
{ {
if (!TimeFilterSupported && request.StartTime != null) if (!SupportsAscending && request.Direction == DataDirection.Ascending)
return ArgumentError.Invalid(nameof(GetClosedOrdersRequest.StartTime), $"Time filter is not supported"); return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Ascending direction is not supported");
if (!SupportsDescending && request.Direction == DataDirection.Descending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Descending direction is not supported");
if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} period data is available");
if (!TimePeriodFilterSupport)
{
// When going descending we can still allow startTime filter to limit the results
var now = DateTime.UtcNow;
if ((request.Direction != DataDirection.Descending && request.StartTime != null)
|| (request.EndTime != null && now - request.EndTime > TimeSpan.FromSeconds(5)))
{
return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported");
}
}
return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes); return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
} }
@@ -34,7 +47,7 @@ namespace CryptoExchange.Net.SharedApis
public override string ToString(string exchange) public override string ToString(string exchange)
{ {
var sb = new StringBuilder(base.ToString(exchange)); var sb = new StringBuilder(base.ToString(exchange));
sb.AppendLine($"Time filter supported: {TimeFilterSupported}"); sb.AppendLine($"Time filter supported: {TimePeriodFilterSupport}");
return sb.ToString(); return sb.ToString();
} }
} }
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Objects; using CryptoExchange.Net.Objects;
using System;
using System.Text; using System.Text;
namespace CryptoExchange.Net.SharedApis namespace CryptoExchange.Net.SharedApis
@@ -8,24 +9,36 @@ namespace CryptoExchange.Net.SharedApis
/// </summary> /// </summary>
public class GetDepositsOptions : PaginatedEndpointOptions<GetDepositsRequest> public class GetDepositsOptions : PaginatedEndpointOptions<GetDepositsRequest>
{ {
/// <summary>
/// Whether the start/end time filter is supported
/// </summary>
public bool TimeFilterSupported { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public GetDepositsOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit) : base(paginationType, timeFilterSupported, maxLimit, true) public GetDepositsOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, true)
{ {
TimeFilterSupported = timeFilterSupported;
} }
/// <inheritdoc /> /// <inheritdoc />
public override Error? ValidateRequest(string exchange, GetDepositsRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes) public override Error? ValidateRequest(string exchange, GetDepositsRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
{ {
if (!TimeFilterSupported && request.StartTime != null) if (!SupportsAscending && request.Direction == DataDirection.Ascending)
return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported"); return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Ascending direction is not supported");
if (!SupportsDescending && request.Direction == DataDirection.Descending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Descending direction is not supported");
if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} period data is available");
if (!TimePeriodFilterSupport)
{
// When going descending we can still allow startTime filter to limit the results
var now = DateTime.UtcNow;
if ((request.Direction != DataDirection.Descending && request.StartTime != null)
|| (request.EndTime != null && now - request.EndTime > TimeSpan.FromSeconds(5)))
{
return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported");
}
}
return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes); return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
} }
@@ -34,7 +47,7 @@ namespace CryptoExchange.Net.SharedApis
public override string ToString(string exchange) public override string ToString(string exchange)
{ {
var sb = new StringBuilder(base.ToString(exchange)); var sb = new StringBuilder(base.ToString(exchange));
sb.AppendLine($"Time filter supported: {TimeFilterSupported}"); sb.AppendLine($"Time filter supported: {TimePeriodFilterSupport}");
return sb.ToString(); return sb.ToString();
} }
} }
@@ -1,4 +1,8 @@
namespace CryptoExchange.Net.SharedApis using CryptoExchange.Net.Objects;
using System;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Options for requesting funding rate history /// Options for requesting funding rate history
@@ -8,8 +12,43 @@
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public GetFundingRateHistoryOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit, bool needsAuthentication) : base(paginationType, timeFilterSupported, maxLimit, needsAuthentication) public GetFundingRateHistoryOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit, bool needsAuthentication)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication)
{ {
} }
/// <inheritdoc />
public override Error? ValidateRequest(string exchange, GetFundingRateHistoryRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
{
if (!SupportsAscending && request.Direction == DataDirection.Ascending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Ascending direction is not supported");
if (!SupportsDescending && request.Direction == DataDirection.Descending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Descending direction is not supported");
if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} period data is available");
if (!TimePeriodFilterSupport)
{
// When going descending we can still allow startTime filter to limit the results
var now = DateTime.UtcNow;
if ((request.Direction != DataDirection.Descending && request.StartTime != null)
|| (request.EndTime != null && now - request.EndTime > TimeSpan.FromSeconds(5)))
{
return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported");
}
}
return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
}
/// <inheritdoc />
public override string ToString(string exchange)
{
var sb = new StringBuilder(base.ToString(exchange));
sb.AppendLine($"Time filter supported: {TimePeriodFilterSupport}");
return sb.ToString();
}
} }
} }
@@ -18,15 +18,12 @@ namespace CryptoExchange.Net.SharedApis
/// Max number of data points which can be requested /// Max number of data points which can be requested
/// </summary> /// </summary>
public int? MaxTotalDataPoints { get; set; } public int? MaxTotalDataPoints { get; set; }
/// <summary>
/// The max age of the data that can be requested
/// </summary>
public TimeSpan? MaxAge { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public GetKlinesOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit, bool needsAuthentication) : base(paginationType, timeFilterSupported, maxLimit, needsAuthentication) public GetKlinesOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit, bool needsAuthentication)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication)
{ {
SupportIntervals = new[] SupportIntervals = new[]
{ {
@@ -50,7 +47,8 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public GetKlinesOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit, bool needsAuthentication, params SharedKlineInterval[] intervals) : base(paginationType, timeFilterSupported, maxLimit, needsAuthentication) public GetKlinesOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit, bool needsAuthentication, params SharedKlineInterval[] intervals)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication)
{ {
SupportIntervals = intervals; SupportIntervals = intervals;
} }
@@ -68,12 +66,29 @@ namespace CryptoExchange.Net.SharedApis
if (!IsSupported(request.Interval)) if (!IsSupported(request.Interval))
return ArgumentError.Invalid(nameof(GetKlinesRequest.Interval), "Interval not supported"); return ArgumentError.Invalid(nameof(GetKlinesRequest.Interval), "Interval not supported");
if (!SupportsAscending && request.Direction == DataDirection.Ascending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Ascending direction is not supported");
if (!SupportsDescending && request.Direction == DataDirection.Descending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Descending direction is not supported");
if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value)) if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} klines are available"); return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} klines are available");
if (request.Limit > MaxLimit) if (request.Limit > MaxLimit)
return ArgumentError.Invalid(nameof(GetKlinesRequest.Limit), $"Only {MaxLimit} klines can be retrieved per request"); return ArgumentError.Invalid(nameof(GetKlinesRequest.Limit), $"Only {MaxLimit} klines can be retrieved per request");
if (!TimePeriodFilterSupport)
{
// When going descending we can still allow startTime filter to limit the results
var now = DateTime.UtcNow;
if ((request.Direction == DataDirection.Ascending && request.StartTime != null)
|| (request.EndTime != null && now - request.EndTime > TimeSpan.FromSeconds(5)))
{
return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported");
}
}
if (MaxTotalDataPoints.HasValue) if (MaxTotalDataPoints.HasValue)
{ {
if (request.Limit > MaxTotalDataPoints.Value) if (request.Limit > MaxTotalDataPoints.Value)
@@ -93,6 +108,7 @@ namespace CryptoExchange.Net.SharedApis
public override string ToString(string exchange) public override string ToString(string exchange)
{ {
var sb = new StringBuilder(base.ToString(exchange)); var sb = new StringBuilder(base.ToString(exchange));
sb.AppendLine($"Time filter supported: {TimePeriodFilterSupport}");
sb.AppendLine($"Supported SharedKlineInterval values: {string.Join(", ", SupportIntervals)}"); sb.AppendLine($"Supported SharedKlineInterval values: {string.Join(", ", SupportIntervals)}");
if (MaxAge != null) if (MaxAge != null)
sb.AppendLine($"Max age of data: {MaxAge}"); sb.AppendLine($"Max age of data: {MaxAge}");
@@ -1,4 +1,8 @@
namespace CryptoExchange.Net.SharedApis using CryptoExchange.Net.Objects;
using System;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Options for requesting position history /// Options for requesting position history
@@ -8,8 +12,43 @@
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public GetPositionHistoryOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit) : base(paginationType, timeFilterSupported, maxLimit, true) public GetPositionHistoryOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, true)
{ {
} }
/// <inheritdoc />
public override Error? ValidateRequest(string exchange, GetPositionHistoryRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
{
if (!SupportsAscending && request.Direction == DataDirection.Ascending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Ascending direction is not supported");
if (!SupportsDescending && request.Direction == DataDirection.Descending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Descending direction is not supported");
if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} period data is available");
if (!TimePeriodFilterSupport)
{
// When going descending we can still allow startTime filter to limit the results
var now = DateTime.UtcNow;
if ((request.Direction != DataDirection.Descending && request.StartTime != null)
|| (request.EndTime != null && now - request.EndTime > TimeSpan.FromSeconds(5)))
{
return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported");
}
}
return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
}
/// <inheritdoc />
public override string ToString(string exchange)
{
var sb = new StringBuilder(base.ToString(exchange));
sb.AppendLine($"Time filter supported: {TimePeriodFilterSupport}");
return sb.ToString();
}
} }
} }
@@ -9,34 +9,27 @@ namespace CryptoExchange.Net.SharedApis
/// </summary> /// </summary>
public class GetTradeHistoryOptions : PaginatedEndpointOptions<GetTradeHistoryRequest> public class GetTradeHistoryOptions : PaginatedEndpointOptions<GetTradeHistoryRequest>
{ {
/// <summary>
/// The max age of data that can be requested
/// </summary>
public TimeSpan? MaxAge { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public GetTradeHistoryOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit, bool needsAuthentication) : base(paginationType, timeFilterSupported, maxLimit, needsAuthentication) public GetTradeHistoryOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit, bool needsAuthentication)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication)
{ {
} }
/// <inheritdoc /> /// <inheritdoc />
public override Error? ValidateRequest(string exchange, GetTradeHistoryRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes) public override Error? ValidateRequest(string exchange, GetTradeHistoryRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
{ {
if (!SupportsAscending && request.Direction == DataDirection.Ascending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Ascending direction is not supported");
if (!SupportsDescending && request.Direction == DataDirection.Descending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Descending direction is not supported");
if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value)) if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
return ArgumentError.Invalid(nameof(GetTradeHistoryRequest.StartTime), $"Only the most recent {MaxAge} trades are available"); return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} period data is available");
return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes); return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
} }
/// <inheritdoc />
public override string ToString(string exchange)
{
var sb = new StringBuilder(base.ToString(exchange));
if (MaxAge != null)
sb.AppendLine($"Max age of data: {MaxAge}");
return sb.ToString();
}
} }
} }
@@ -0,0 +1,54 @@
using CryptoExchange.Net.Objects;
using System;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for requesting user trades
/// </summary>
public class GetUserTradesOptions : PaginatedEndpointOptions<GetUserTradesRequest>
{
/// <summary>
/// ctor
/// </summary>
public GetUserTradesOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, true)
{
}
/// <inheritdoc />
public override Error? ValidateRequest(string exchange, GetUserTradesRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
{
if (!SupportsAscending && request.Direction == DataDirection.Ascending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Ascending direction is not supported");
if (!SupportsDescending && request.Direction == DataDirection.Descending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Descending direction is not supported");
if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} period data is available");
if (!TimePeriodFilterSupport)
{
// When going descending we can still allow startTime filter to limit the results
var now = DateTime.UtcNow;
if ((request.Direction != DataDirection.Descending && request.StartTime != null)
|| (request.EndTime != null && now - request.EndTime > TimeSpan.FromSeconds(5)))
{
return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported");
}
}
return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
}
/// <inheritdoc />
public override string ToString(string exchange)
{
var sb = new StringBuilder(base.ToString(exchange));
sb.AppendLine($"Time filter supported: {TimePeriodFilterSupport}");
return sb.ToString();
}
}
}
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Objects; using CryptoExchange.Net.Objects;
using System;
using System.Text; using System.Text;
namespace CryptoExchange.Net.SharedApis namespace CryptoExchange.Net.SharedApis
@@ -8,24 +9,36 @@ namespace CryptoExchange.Net.SharedApis
/// </summary> /// </summary>
public class GetWithdrawalsOptions : PaginatedEndpointOptions<GetWithdrawalsRequest> public class GetWithdrawalsOptions : PaginatedEndpointOptions<GetWithdrawalsRequest>
{ {
/// <summary>
/// Whether the start/end time filter is supported
/// </summary>
public bool TimeFilterSupported { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public GetWithdrawalsOptions(SharedPaginationSupport paginationType, bool timeFilterSupported, int maxLimit) : base(paginationType, timeFilterSupported, maxLimit, true) public GetWithdrawalsOptions(bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit)
: base(supportsAscending, supportsDescending, timeFilterSupported, maxLimit, true)
{ {
TimeFilterSupported = timeFilterSupported;
} }
/// <inheritdoc /> /// <inheritdoc />
public override Error? ValidateRequest(string exchange, GetWithdrawalsRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes) public override Error? ValidateRequest(string exchange, GetWithdrawalsRequest request, TradingMode? tradingMode, TradingMode[] supportedApiTypes)
{ {
if (!TimeFilterSupported && request.StartTime != null) if (!SupportsAscending && request.Direction == DataDirection.Ascending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.StartTime), $"Time filter is not supported"); return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Ascending direction is not supported");
if (!SupportsDescending && request.Direction == DataDirection.Descending)
return ArgumentError.Invalid(nameof(GetWithdrawalsRequest.Direction), $"Descending direction is not supported");
if (MaxAge.HasValue && request.StartTime < DateTime.UtcNow.Add(-MaxAge.Value))
return ArgumentError.Invalid(nameof(GetKlinesRequest.StartTime), $"Only the most recent {MaxAge} period data is available");
if (!TimePeriodFilterSupport)
{
// When going descending we can still allow startTime filter to limit the results
var now = DateTime.UtcNow;
if ((request.Direction != DataDirection.Descending && request.StartTime != null)
|| (request.EndTime != null && now - request.EndTime > TimeSpan.FromSeconds(5)))
{
return ArgumentError.Invalid(nameof(GetDepositsRequest.StartTime), $"Time filter is not supported");
}
}
return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes); return base.ValidateRequest(exchange, request, tradingMode, supportedApiTypes);
} }
@@ -34,7 +47,7 @@ namespace CryptoExchange.Net.SharedApis
public override string ToString(string exchange) public override string ToString(string exchange)
{ {
var sb = new StringBuilder(base.ToString(exchange)); var sb = new StringBuilder(base.ToString(exchange));
sb.AppendLine($"Time filter supported: {TimeFilterSupported}"); sb.AppendLine($"Time filter supported: {TimePeriodFilterSupport}");
return sb.ToString(); return sb.ToString();
} }
} }
@@ -1,4 +1,5 @@
using System.Diagnostics.CodeAnalysis; using System;
using System.Diagnostics.CodeAnalysis;
using System.Text; using System.Text;
namespace CryptoExchange.Net.SharedApis namespace CryptoExchange.Net.SharedApis
@@ -14,9 +15,13 @@ namespace CryptoExchange.Net.SharedApis
#endif #endif
{ {
/// <summary> /// <summary>
/// Type of pagination supported /// Whether ascending data retrieval and pagination is available
/// </summary> /// </summary>
public SharedPaginationSupport PaginationSupport { get; } public bool SupportsAscending { get; set; }
/// <summary>
/// Whether ascending data retrieval and pagination is available
/// </summary>
public bool SupportsDescending { get; set; }
/// <summary> /// <summary>
/// Whether filtering based on start/end time is supported /// Whether filtering based on start/end time is supported
@@ -28,12 +33,23 @@ namespace CryptoExchange.Net.SharedApis
/// </summary> /// </summary>
public int MaxLimit { get; set; } public int MaxLimit { get; set; }
/// <summary>
/// Max age of data that can be requested
/// </summary>
public TimeSpan? MaxAge { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public PaginatedEndpointOptions(SharedPaginationSupport paginationType, bool timePeriodSupport, int maxLimit, bool needsAuthentication) : base(needsAuthentication) public PaginatedEndpointOptions(
bool supportsAscending,
bool supportsDescending,
bool timePeriodSupport,
int maxLimit,
bool needsAuthentication) : base(needsAuthentication)
{ {
PaginationSupport = paginationType; SupportsAscending = supportsAscending;
SupportsDescending = supportsDescending;
TimePeriodFilterSupport = timePeriodSupport; TimePeriodFilterSupport = timePeriodSupport;
MaxLimit = maxLimit; MaxLimit = maxLimit;
} }
@@ -42,9 +58,11 @@ namespace CryptoExchange.Net.SharedApis
public override string ToString(string exchange) public override string ToString(string exchange)
{ {
var sb = new StringBuilder(base.ToString(exchange)); var sb = new StringBuilder(base.ToString(exchange));
sb.AppendLine($"Pagination type: {PaginationSupport}"); sb.AppendLine($"Ascending retrieval supported: {SupportsAscending}");
sb.AppendLine($"Descending retrieval supported: {SupportsDescending}");
sb.AppendLine($"Time period filter support: {TimePeriodFilterSupport}"); sb.AppendLine($"Time period filter support: {TimePeriodFilterSupport}");
sb.AppendLine($"Max limit: {MaxLimit}"); sb.AppendLine($"Max limit: {MaxLimit}");
sb.AppendLine($"Max age: {MaxAge}");
return sb.ToString(); return sb.ToString();
} }
} }
@@ -0,0 +1,17 @@
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Data direction
/// </summary>
public enum DataDirection
{
/// <summary>
/// Old to new order
/// </summary>
Ascending,
/// <summary>
/// New to old order
/// </summary>
Descending
}
}
@@ -0,0 +1,37 @@
using System;
using System.Collections.Generic;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Next page request info
/// </summary>
public class PageRequest
{
/// <summary>
/// Pagination cursor
/// </summary>
public string? Cursor { get; set; }
/// <summary>
/// Page number
/// </summary>
public int? Page { get; set; }
/// <summary>
/// Result offset
/// </summary>
public int? Offset { get; set; }
/// <summary>
/// From id filter
/// </summary>
public string? FromId { get; set; }
/// <summary>
/// Start time filter
/// </summary>
public DateTime? StartTime { get; set; }
/// <summary>
/// End time filter
/// </summary>
public DateTime? EndTime { get; set; }
}
}
@@ -0,0 +1,405 @@
using System;
using System.Collections.Generic;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Pagination methods
/// </summary>
public static class Pagination
{
/// <summary>
/// Get pagination parameters
/// </summary>
/// <param name="direction">The data direction</param>
/// <param name="limit">Result limit</param>
/// <param name="requestStartTime">User request start time</param>
/// <param name="requestEndTime">User request end time</param>
/// <param name="paginationRequest">Provided page request</param>
/// <param name="setOtherTimeLimiter">Whether to set start time if direction is descending, or end time if direction is ascending</param>
/// <param name="maxPeriod">Max period the time filters can span</param>
/// <returns></returns>
public static PaginationParameters GetPaginationParameters(
DataDirection direction,
int limit,
DateTime? requestStartTime,
DateTime requestEndTime,
PageRequest? paginationRequest,
bool setOtherTimeLimiter = true,
TimeSpan? maxPeriod = null
)
{
var startTime = paginationRequest?.StartTime ?? requestStartTime;
var endTime = paginationRequest?.EndTime ?? requestEndTime;
if (maxPeriod != null)
{
if (direction == DataDirection.Ascending)
{
if (startTime == null)
{
startTime = endTime.Add(-maxPeriod.Value);
}
else
{
endTime = startTime.Value.Add(maxPeriod.Value);
if (endTime > DateTime.UtcNow)
endTime = DateTime.UtcNow;
}
}
else
{
startTime = endTime.Add(-maxPeriod.Value);
}
}
return new PaginationParameters
{
Limit = limit,
StartTime = direction == DataDirection.Ascending || setOtherTimeLimiter ? startTime : null,
EndTime = direction == DataDirection.Descending || setOtherTimeLimiter ? endTime : null,
Direction = direction,
FromId = paginationRequest?.FromId,
Offset = paginationRequest?.Offset,
Page = paginationRequest?.Page,
Cursor = paginationRequest?.Cursor
};
}
/// <summary>
/// Get the next page request parameters from result kline data
/// </summary>
/// <param name="nextPageRequest">Callback for returning the next page request</param>
/// <param name="resultCount">Number of results in data</param>
/// <param name="timestamps">Timestamps of the result data</param>
/// <param name="requestStartTime">User request start time</param>
/// <param name="requestEndTime">User request end time</param>
/// <param name="lastPaginationData">The last used pagination data</param>
/// <param name="interval">Kline interval</param>
/// <returns></returns>
public static PageRequest? GetNextPageRequestKlines(
Func<PageRequest?> nextPageRequest,
int resultCount,
IEnumerable<DateTime> timestamps,
DateTime? requestStartTime,
DateTime requestEndTime,
PaginationParameters lastPaginationData,
SharedKlineInterval interval
)
{
if (HasNextPageKlines(resultCount, timestamps, requestStartTime, requestEndTime, lastPaginationData.Limit, lastPaginationData.Direction, interval))
{
var result = nextPageRequest();
if (result != null)
{
result.StartTime ??= lastPaginationData.StartTime;
result.EndTime ??= lastPaginationData.EndTime;
return result;
}
}
return null;
}
/// <summary>
/// Get the next page request parameters from result data
/// </summary>
/// <param name="nextPageRequest">Callback for returning the next page request</param>
/// <param name="resultCount">Number of results in data</param>
/// <param name="timestamps">Timestamps of the result data</param>
/// <param name="requestStartTime">User request start time</param>
/// <param name="requestEndTime">User request end time</param>
/// <param name="lastPaginationData">The last used pagination data</param>
/// <param name="maxPeriod">Max period the time filters can span</param>
/// <param name="maxAge">Max age of the data</param>
/// <returns></returns>
public static PageRequest? GetNextPageRequest(
Func<PageRequest?> nextPageRequest,
int resultCount,
IEnumerable<DateTime> timestamps,
DateTime? requestStartTime,
DateTime requestEndTime,
PaginationParameters lastPaginationData,
TimeSpan? maxPeriod = null,
TimeSpan? maxAge = null
)
{
if (HasNextPage(resultCount, timestamps, requestStartTime, requestEndTime, lastPaginationData.Limit, lastPaginationData.Direction))
{
var result = nextPageRequest();
if (result != null)
{
result.StartTime ??= lastPaginationData.StartTime;
result.EndTime ??= lastPaginationData.EndTime;
return result;
}
}
if (maxPeriod != null)
{
if (HasNextPeriod(requestStartTime, requestEndTime, lastPaginationData.Direction, lastPaginationData, maxPeriod.Value, maxAge))
{
var (startTime, endTime) = GetNextPeriod(requestStartTime, requestEndTime, lastPaginationData.Direction, lastPaginationData, maxPeriod.Value, maxAge);
return new PageRequest
{
StartTime = startTime,
EndTime = endTime
};
}
}
return null;
}
/// <summary>
/// Check whether there is (potentially) another page available
/// </summary>
/// <param name="resultCount">Number of result entries</param>
/// <param name="timestamps">Timestamps</param>
/// <param name="requestStartTime">User request start time</param>
/// <param name="requestEndTime">User request end time</param>
/// <param name="limit">Max number of results requested</param>
/// <param name="direction">Data direction</param>
/// <param name="interval">Kline interval</param>
/// <returns></returns>
public static bool HasNextPageKlines(
int resultCount,
IEnumerable<DateTime> timestamps,
DateTime? requestStartTime,
DateTime requestEndTime,
int limit,
DataDirection direction,
SharedKlineInterval interval
)
{
if (resultCount < limit)
return false;
if (direction == DataDirection.Ascending)
{
if (timestamps.Max().AddSeconds((int)interval) >= requestEndTime)
return false;
return true;
}
else
{
if (timestamps.Min().AddSeconds((int)interval) < requestStartTime)
return false;
return true;
}
}
/// <summary>
/// Check whether there is (potentially) another page available
/// </summary>
/// <param name="resultCount">Number of result entries</param>
/// <param name="timestamps">Timestamps</param>
/// <param name="requestStartTime">User request start time</param>
/// <param name="requestEndTime">User request end time</param>
/// <param name="limit">Max number of results requested</param>
/// <param name="direction">Data direction</param>
/// <returns></returns>
public static bool HasNextPage(
int resultCount,
IEnumerable<DateTime> timestamps,
DateTime? requestStartTime,
DateTime requestEndTime,
int limit,
DataDirection direction)
{
if (resultCount < limit)
return false;
if (!timestamps.Any())
return false;
if (direction == DataDirection.Ascending)
{
if (timestamps.Max() >= requestEndTime)
return false;
return true;
}
else
{
if (timestamps.Min() < requestStartTime)
return false;
return true;
}
}
/// <summary>
/// Get the next page PageRequest
/// </summary>
public static PageRequest NextPageFromPage(PaginationParameters lastPaginationData)
{
return new PageRequest { Page = (lastPaginationData.Page ?? 1) + 1 };
}
/// <summary>
/// Get the next offset PageRequest
/// </summary>
public static PageRequest NextPageFromOffset(PaginationParameters lastPaginationData, int resultCount)
{
return new PageRequest { Offset = (lastPaginationData.Offset ?? 0) + resultCount };
}
/// <summary>
/// Get the next page cursor PageRequest
/// </summary>
public static PageRequest NextPageFromCursor(string nextCursor)
{
return new PageRequest { Cursor = nextCursor };
}
/// <summary>
/// Get the next id PageRequest
/// </summary>
public static PageRequest NextPageFromId(long nextFromId)
{
return new PageRequest { FromId = nextFromId.ToString() };
}
/// <summary>
/// Get the next id PageRequest
/// </summary>
public static PageRequest NextPageFromId(string nextFromId)
{
return new PageRequest { FromId = nextFromId };
}
/// <summary>
/// Get the next start/end time PageRequest
/// </summary>
public static PageRequest NextPageFromTime(PaginationParameters lastPaginationData, DateTime lastTimestamp, bool setOtherTimeLimiter = true)
{
if (lastPaginationData.Direction == DataDirection.Ascending)
return new PageRequest { StartTime = lastTimestamp.AddMilliseconds(1), EndTime = setOtherTimeLimiter ? lastPaginationData.EndTime : null };
else
return new PageRequest { EndTime = lastTimestamp.AddMilliseconds(-1), StartTime = setOtherTimeLimiter ? lastPaginationData.StartTime : null };
}
/// <summary>
/// Get the next start/end time klines PageRequest
/// </summary>
public static PageRequest NextPageFromTimeKlines(DataDirection direction, GetKlinesRequest request, DateTime lastTimestamp, int limit)
{
if (direction == DataDirection.Ascending)
{
var nextStartTime = lastTimestamp.AddSeconds((int)request.Interval);
var endTime = nextStartTime.AddSeconds(limit * (int)request.Interval);
var requestEndTime = request.EndTime ?? DateTime.UtcNow;
if (endTime > requestEndTime)
endTime = requestEndTime;
return new PageRequest { StartTime = nextStartTime, EndTime = endTime };
}
else
{
var nextEndTime = lastTimestamp.AddSeconds(-(int)request.Interval);
var startTime = nextEndTime.AddSeconds(-(limit * (int)request.Interval));
var requestStartTime = request.StartTime ?? DateTime.UtcNow;
if (startTime < requestStartTime)
startTime = requestStartTime;
return new PageRequest { StartTime = startTime, EndTime = nextEndTime };
}
}
/// <summary>
/// Whether another time period is to be requested
/// </summary>
/// <param name="requestStartTime">User request start time</param>
/// <param name="requestEndTime">User request end time</param>
/// <param name="direction">Data direction</param>
/// <param name="lastPaginationParameters">Pagination parameters used</param>
/// <param name="period">Max time period a request can span</param>
/// <param name="maxAge">Max age of data that can be requested</param>
public static bool HasNextPeriod(
DateTime? requestStartTime,
DateTime requestEndTime,
DataDirection direction,
PaginationParameters lastPaginationParameters,
TimeSpan period,
TimeSpan? maxAge)
{
if (direction == DataDirection.Ascending && lastPaginationParameters.StartTime == null)
throw new InvalidOperationException("Invalid pagination data; no start time for ascending pagination");
if (direction == DataDirection.Ascending)
{
return (requestEndTime - lastPaginationParameters.EndTime!.Value).TotalSeconds > 1;
}
else
{
var lastPageStartTime = lastPaginationParameters.StartTime ?? lastPaginationParameters.EndTime!.Value.Add(-period);
if (requestStartTime != null)
{
var nextPeriodDuration = lastPageStartTime - requestStartTime.Value;
return nextPeriodDuration.TotalSeconds > 1;
}
else
{
var nextStartTime = lastPageStartTime - period;
if (maxAge != null)
{
var minStartTime = DateTime.UtcNow - maxAge.Value;
if ((nextStartTime.Add(period) - minStartTime).TotalSeconds < 1)
return false;
}
var nextPeriodDuration = lastPageStartTime - nextStartTime;
return (nextPeriodDuration).TotalSeconds > 1;
}
}
}
/// <summary>
/// Get the start/end time for the next data period
/// </summary>
/// <param name="requestStartTime">User request start time</param>
/// <param name="requestEndTime">User request end time</param>
/// <param name="direction">Data direction</param>
/// <param name="lastPaginationParameters">Pagination parameters used</param>
/// <param name="period">Max time period a request can span</param>
/// <param name="maxAge">Max age of data that can be requested</param>
public static (DateTime? startTime, DateTime? endTime) GetNextPeriod(
DateTime? requestStartTime,
DateTime requestEndTime,
DataDirection direction,
PaginationParameters lastPaginationParameters,
TimeSpan period,
TimeSpan? maxAge
)
{
DateTime? nextStartTime = null;
DateTime? nextEndTime = null;
if (direction == DataDirection.Ascending)
{
if (lastPaginationParameters.StartTime != null)
nextStartTime = lastPaginationParameters.StartTime.Value.Add(period);
if (lastPaginationParameters.EndTime != null)
nextEndTime = lastPaginationParameters.EndTime.Value.Add(period);
}
else
{
if (lastPaginationParameters.StartTime != null)
nextStartTime = lastPaginationParameters.StartTime.Value.Add(-period);
if (lastPaginationParameters.EndTime != null)
nextEndTime = lastPaginationParameters.EndTime.Value.Add(-period);
}
if (nextStartTime != null && nextStartTime < requestStartTime)
nextStartTime = requestStartTime;
if (nextStartTime != null && maxAge != null && nextStartTime < DateTime.UtcNow - maxAge)
{
nextStartTime = DateTime.UtcNow.Add(-maxAge.Value);
// Add 30 seconds to max sure the client/server time offset and latency doesn't push the timestamp over the limit
nextStartTime = nextStartTime.Value.Add(TimeSpan.FromSeconds(30));
}
if (nextEndTime != null && nextEndTime > requestEndTime)
nextEndTime = requestEndTime;
return (nextStartTime, nextEndTime);
}
}
}
@@ -0,0 +1,43 @@
using System;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Pagination parameters
/// </summary>
public record PaginationParameters
{
/// <summary>
/// Data direction
/// </summary>
public DataDirection Direction { get; set; }
/// <summary>
/// Start time filter
/// </summary>
public DateTime? StartTime { get; set; }
/// <summary>
/// End time filter
/// </summary>
public DateTime? EndTime { get; set; }
/// <summary>
/// Id filter
/// </summary>
public string? FromId { get; set; }
/// <summary>
/// Result offset
/// </summary>
public int? Offset { get; set; }
/// <summary>
/// Page number
/// </summary>
public int? Page { get; set; }
/// <summary>
/// Pagination cursor
/// </summary>
public string? Cursor { get; set; }
/// <summary>
/// Max number of results
/// </summary>
public int Limit { get; set; }
}
}
@@ -19,6 +19,10 @@ namespace CryptoExchange.Net.SharedApis
/// Max number of results /// Max number of results
/// </summary> /// </summary>
public int? Limit { get; } public int? Limit { get; }
/// <summary>
/// Data direction
/// </summary>
public DataDirection? Direction { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -27,12 +31,14 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetClosedOrdersRequest(SharedSymbol symbol, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters) public GetClosedOrdersRequest(SharedSymbol symbol, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
{ {
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
} }
} }
@@ -23,6 +23,10 @@ namespace CryptoExchange.Net.SharedApis
/// Max number of results /// Max number of results
/// </summary> /// </summary>
public int? Limit { get; } public int? Limit { get; }
/// <summary>
/// Data direction
/// </summary>
public DataDirection? Direction { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -31,13 +35,15 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetDepositsRequest(string? asset = null, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters) public GetDepositsRequest(string? asset = null, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters)
{ {
Asset = asset; Asset = asset;
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
} }
} }
@@ -19,6 +19,10 @@ namespace CryptoExchange.Net.SharedApis
/// Max number of results /// Max number of results
/// </summary> /// </summary>
public int? Limit { get; set; } public int? Limit { get; set; }
/// <summary>
/// Data direction
/// </summary>
public DataDirection? Direction { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -27,12 +31,14 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetFundingRateHistoryRequest(SharedSymbol symbol, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters) public GetFundingRateHistoryRequest(SharedSymbol symbol, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
{ {
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
} }
} }
@@ -23,6 +23,10 @@ namespace CryptoExchange.Net.SharedApis
/// Max number of results /// Max number of results
/// </summary> /// </summary>
public int? Limit { get; set; } public int? Limit { get; set; }
/// <summary>
/// Data direction
/// </summary>
public DataDirection? Direction { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -32,13 +36,15 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetKlinesRequest(SharedSymbol symbol, SharedKlineInterval interval, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters) public GetKlinesRequest(SharedSymbol symbol, SharedKlineInterval interval, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
{ {
Interval = interval; Interval = interval;
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
} }
} }
@@ -27,6 +27,10 @@ namespace CryptoExchange.Net.SharedApis
/// Max number of results /// Max number of results
/// </summary> /// </summary>
public int? Limit { get; set; } public int? Limit { get; set; }
/// <summary>
/// Data direction
/// </summary>
public DataDirection? Direction { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -35,13 +39,15 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetPositionHistoryRequest(SharedSymbol symbol, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters) public GetPositionHistoryRequest(SharedSymbol symbol, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters)
{ {
Symbol = symbol; Symbol = symbol;
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
/// <summary> /// <summary>
@@ -51,13 +57,15 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetPositionHistoryRequest(TradingMode? tradeMode = null, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters) public GetPositionHistoryRequest(TradingMode? tradeMode = null, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters)
{ {
TradingMode = tradeMode; TradingMode = tradeMode;
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
} }
} }
@@ -10,15 +10,19 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Filter by start time /// Filter by start time
/// </summary> /// </summary>
public DateTime StartTime { get; } public DateTime StartTime { get; set; }
/// <summary> /// <summary>
/// Filter by end time /// Filter by end time
/// </summary> /// </summary>
public DateTime EndTime { get; } public DateTime? EndTime { get; set; }
/// <summary> /// <summary>
/// Max number of results /// Max number of results
/// </summary> /// </summary>
public int? Limit { get; } public int? Limit { get; set; }
/// <summary>
/// Data direction
/// </summary>
public DataDirection? Direction { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -27,12 +31,14 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetTradeHistoryRequest(SharedSymbol symbol, DateTime startTime, DateTime endTime, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters) public GetTradeHistoryRequest(SharedSymbol symbol, DateTime startTime, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
{ {
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
} }
} }
@@ -19,6 +19,10 @@ namespace CryptoExchange.Net.SharedApis
/// Max number of results /// Max number of results
/// </summary> /// </summary>
public int? Limit { get; } public int? Limit { get; }
/// <summary>
/// Data direction
/// </summary>
public DataDirection? Direction { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -27,12 +31,14 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetUserTradesRequest(SharedSymbol symbol, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters) public GetUserTradesRequest(SharedSymbol symbol, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
{ {
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
} }
} }
@@ -23,6 +23,10 @@ namespace CryptoExchange.Net.SharedApis
/// Max number of results /// Max number of results
/// </summary> /// </summary>
public int? Limit { get; } public int? Limit { get; }
/// <summary>
/// Data direction
/// </summary>
public DataDirection? Direction { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -31,13 +35,15 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="startTime">Filter by start time</param> /// <param name="startTime">Filter by start time</param>
/// <param name="endTime">Filter by end time</param> /// <param name="endTime">Filter by end time</param>
/// <param name="limit">Max number of results</param> /// <param name="limit">Max number of results</param>
/// <param name="direction">Data direction</param>
/// <param name="exchangeParameters">Exchange specific parameters</param> /// <param name="exchangeParameters">Exchange specific parameters</param>
public GetWithdrawalsRequest(string? asset = null, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters) public GetWithdrawalsRequest(string? asset = null, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, DataDirection? direction = null, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters)
{ {
Asset = asset; Asset = asset;
StartTime = startTime; StartTime = startTime;
EndTime = endTime; EndTime = endTime;
Limit = limit; Limit = limit;
Direction = direction;
} }
} }
} }
@@ -8,7 +8,9 @@ using CryptoExchange.Net.Sockets.Default.Interfaces;
using CryptoExchange.Net.Sockets.Interfaces; using CryptoExchange.Net.Sockets.Interfaces;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
using System; using System;
using System.Collections;
using System.Collections.Generic; using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Diagnostics; using System.Diagnostics;
using System.Linq; using System.Linq;
using System.Net.WebSockets; using System.Net.WebSockets;
@@ -123,8 +125,7 @@ namespace CryptoExchange.Net.Sockets.Default
{ {
get get
{ {
lock (_listenersLock) return _listeners.OfType<Subscription>().Count(h => h.UserSubscription);
return _listeners.OfType<Subscription>().Count(h => h.UserSubscription);
} }
} }
@@ -135,8 +136,7 @@ namespace CryptoExchange.Net.Sockets.Default
{ {
get get
{ {
lock (_listenersLock) return _listeners.OfType<Subscription>().Where(h => h.UserSubscription).ToArray();
return _listeners.OfType<Subscription>().Where(h => h.UserSubscription).ToArray();
} }
} }
@@ -240,8 +240,7 @@ namespace CryptoExchange.Net.Sockets.Default
{ {
get get
{ {
lock (_listenersLock) return _listeners.OfType<Subscription>().Select(x => x.Topic).Where(t => t != null).ToArray()!;
return _listeners.OfType<Subscription>().Select(x => x.Topic).Where(t => t != null).ToArray()!;
} }
} }
@@ -252,8 +251,7 @@ namespace CryptoExchange.Net.Sockets.Default
{ {
get get
{ {
lock (_listenersLock) return _listeners.OfType<Query>().Where(x => !x.Completed).Count();
return _listeners.OfType<Query>().Where(x => !x.Completed).Count();
} }
} }
@@ -264,7 +262,7 @@ namespace CryptoExchange.Net.Sockets.Default
#else #else
private readonly object _listenersLock = new object(); private readonly object _listenersLock = new object();
#endif #endif
private readonly List<IMessageProcessor> _listeners; private ReadOnlyCollection<IMessageProcessor> _listeners;
private readonly ILogger _logger; private readonly ILogger _logger;
private SocketStatus _status; private SocketStatus _status;
@@ -313,7 +311,7 @@ namespace CryptoExchange.Net.Sockets.Default
_socket.OnError += HandleErrorAsync; _socket.OnError += HandleErrorAsync;
_socket.GetReconnectionUrl = GetReconnectionUrlAsync; _socket.GetReconnectionUrl = GetReconnectionUrlAsync;
_listeners = new List<IMessageProcessor>(); _listeners = new ReadOnlyCollection<IMessageProcessor>([]);
_serializer = apiClient.CreateSerializer(); _serializer = apiClient.CreateSerializer();
} }
@@ -340,21 +338,18 @@ namespace CryptoExchange.Net.Sockets.Default
if (ApiClient._socketConnections.ContainsKey(SocketId)) if (ApiClient._socketConnections.ContainsKey(SocketId))
ApiClient._socketConnections.TryRemove(SocketId, out _); ApiClient._socketConnections.TryRemove(SocketId, out _);
lock (_listenersLock) foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription && !l.IsClosingConnection))
{ {
foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription && !l.IsClosingConnection)) subscription.IsClosingConnection = true;
{ subscription.Reset();
subscription.IsClosingConnection = true;
subscription.Reset();
}
foreach (var query in _listeners.OfType<Query>().ToList())
{
query.Fail(new WebError("Connection interrupted"));
_listeners.Remove(query);
}
} }
var queryList = _listeners.OfType<Query>().ToList();
foreach (var query in queryList)
query.Fail(new WebError("Connection interrupted"));
RemoveMessageProcessors(queryList);
_ = Task.Run(() => ConnectionClosed?.Invoke()); _ = Task.Run(() => ConnectionClosed?.Invoke());
return Task.CompletedTask; return Task.CompletedTask;
} }
@@ -369,17 +364,14 @@ namespace CryptoExchange.Net.Sockets.Default
Authenticated = false; Authenticated = false;
_lastSequenceNumber = 0; _lastSequenceNumber = 0;
lock (_listenersLock) foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription))
{ subscription.Reset();
foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription))
subscription.Reset();
foreach (var query in _listeners.OfType<Query>().ToList()) var queryList = _listeners.OfType<Query>().ToList();
{ foreach (var query in queryList)
query.Fail(new WebError("Connection interrupted")); query.Fail(new WebError("Connection interrupted"));
_listeners.Remove(query);
} RemoveMessageProcessors(queryList);
}
_ = Task.Run(() => ConnectionLost?.Invoke()); _ = Task.Run(() => ConnectionLost?.Invoke());
return Task.CompletedTask; return Task.CompletedTask;
@@ -401,14 +393,11 @@ namespace CryptoExchange.Net.Sockets.Default
{ {
Status = SocketStatus.Resubscribing; Status = SocketStatus.Resubscribing;
lock (_listenersLock) var queryList = _listeners.OfType<Query>().ToList();
{ foreach (var query in queryList)
foreach (var query in _listeners.OfType<Query>().ToList()) query.Fail(new WebError("Connection interrupted"));
{
query.Fail(new WebError("Connection interrupted")); RemoveMessageProcessors(queryList);
_listeners.Remove(query);
}
}
// Can't wait for this as it would cause a deadlock // Can't wait for this as it would cause a deadlock
_ = Task.Run(async () => _ = Task.Run(async () =>
@@ -463,12 +452,7 @@ namespace CryptoExchange.Net.Sockets.Default
/// <returns></returns> /// <returns></returns>
protected virtual Task HandleRequestRateLimitedAsync(int requestId) protected virtual Task HandleRequestRateLimitedAsync(int requestId)
{ {
Query? query; var query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
lock (_listenersLock)
{
query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
}
if (query == null) if (query == null)
return Task.CompletedTask; return Task.CompletedTask;
@@ -492,12 +476,7 @@ namespace CryptoExchange.Net.Sockets.Default
/// <param name="requestId">Id of the request sent</param> /// <param name="requestId">Id of the request sent</param>
protected virtual Task HandleRequestSentAsync(int requestId) protected virtual Task HandleRequestSentAsync(int requestId)
{ {
Query? query; var query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
lock (_listenersLock)
{
query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
}
if (query == null) if (query == null)
return Task.CompletedTask; return Task.CompletedTask;
@@ -543,22 +522,19 @@ namespace CryptoExchange.Net.Sockets.Default
} }
Type? deserializationType = null; Type? deserializationType = null;
lock (_listenersLock) foreach (var subscription in _listeners)
{ {
foreach (var subscription in _listeners) foreach (var route in subscription.MessageRouter.Routes)
{ {
foreach (var route in subscription.MessageRouter.Routes) if (!route.TypeIdentifier.Equals(typeIdentifier, StringComparison.Ordinal))
{ continue;
if (!route.TypeIdentifier.Equals(typeIdentifier, StringComparison.Ordinal))
continue;
deserializationType = route.DeserializationType; deserializationType = route.DeserializationType;
break; break;
}
if (deserializationType != null)
break;
} }
if (deserializationType != null)
break;
} }
if (deserializationType == null) if (deserializationType == null)
@@ -605,75 +581,63 @@ namespace CryptoExchange.Net.Sockets.Default
var topicFilter = messageConverter.GetTopicFilter(result); var topicFilter = messageConverter.GetTopicFilter(result);
bool processed = false; bool processed = false;
lock (_listenersLock) foreach (var processor in _listeners)
{ {
var currentCount = _listeners.Count; bool isQuery = false;
for(var i = 0; i < _listeners.Count; i++) Query? query = null;
if (processor is Query cquery)
{ {
if (_listeners.Count != currentCount) isQuery = true;
{ query = cquery;
// Possible a query added or removed. If added it's not a problem, if removed it is
if (_listeners.Count < currentCount)
throw new Exception("Listeners list adjusted, can't continue processing");
}
var processor = _listeners[i];
bool isQuery = false;
Query? query = null;
if (processor is Query cquery)
{
isQuery = true;
query = cquery;
}
var complete = false;
foreach (var route in processor.MessageRouter.Routes)
{
if (route.TypeIdentifier != typeIdentifier)
continue;
// 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)
{
if (route.TopicFilter != null)
// No topic on message, but route is filtering on topic
continue;
}
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)
break;
} }
var complete = false;
foreach (var route in processor.MessageRouter.Routes)
{
if (route.TypeIdentifier != typeIdentifier)
continue;
// 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)
{
if (route.TopicFilter != null)
// No topic on message, but route is filtering on topic
continue;
}
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)
break;
} }
if (!processed) if (!processed)
{ {
lock (_listenersLock) if (!ApiClient.HandleUnhandledMessage(this, typeIdentifier, data))
{ {
_logger.ReceivedMessageNotMatchedToAnyListener( _logger.ReceivedMessageNotMatchedToAnyListener(
SocketId, SocketId,
@@ -724,13 +688,10 @@ namespace CryptoExchange.Net.Sockets.Default
if (ApiClient._socketConnections.ContainsKey(SocketId)) if (ApiClient._socketConnections.ContainsKey(SocketId))
ApiClient._socketConnections.TryRemove(SocketId, out _); ApiClient._socketConnections.TryRemove(SocketId, out _);
lock (_listenersLock) foreach (var subscription in _listeners.OfType<Subscription>())
{ {
foreach (var subscription in _listeners.OfType<Subscription>()) if (subscription.CancellationTokenRegistration.HasValue)
{ subscription.CancellationTokenRegistration.Value.Dispose();
if (subscription.CancellationTokenRegistration.HasValue)
subscription.CancellationTokenRegistration.Value.Dispose();
}
} }
await _socket.CloseAsync().ConfigureAwait(false); await _socket.CloseAsync().ConfigureAwait(false);
@@ -760,20 +721,12 @@ namespace CryptoExchange.Net.Sockets.Default
if (subscription.CancellationTokenRegistration.HasValue) if (subscription.CancellationTokenRegistration.HasValue)
subscription.CancellationTokenRegistration.Value.Dispose(); subscription.CancellationTokenRegistration.Value.Dispose();
bool anyDuplicateSubscription; bool anyDuplicateSubscription = _listeners.OfType<Subscription>().Any(x => x != subscription && x.MessageRouter.Routes.All(l => subscription.MessageRouter.ContainsCheck(l)));
lock (_listenersLock) bool shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Status == SubscriptionStatus.Closing || r.Status == SubscriptionStatus.Closed) && !DedicatedRequestConnection.IsDedicatedRequestConnection;
anyDuplicateSubscription = _listeners.OfType<Subscription>().Any(x => x != subscription && x.MessageRouter.Routes.All(l => subscription.MessageRouter.ContainsCheck(l)));
bool shouldCloseConnection;
lock (_listenersLock)
shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Status == SubscriptionStatus.Closing || r.Status == SubscriptionStatus.Closed) && !DedicatedRequestConnection.IsDedicatedRequestConnection;
if (!anyDuplicateSubscription) if (!anyDuplicateSubscription)
{ {
bool needUnsub; var needUnsub = _listeners.Contains(subscription) && !shouldCloseConnection;
lock (_listenersLock)
needUnsub = _listeners.Contains(subscription) && !shouldCloseConnection;
if (needUnsub && _socket.IsOpen) if (needUnsub && _socket.IsOpen)
await UnsubscribeAsync(subscription).ConfigureAwait(false); await UnsubscribeAsync(subscription).ConfigureAwait(false);
} }
@@ -797,8 +750,7 @@ namespace CryptoExchange.Net.Sockets.Default
await CloseAsync().ConfigureAwait(false); await CloseAsync().ConfigureAwait(false);
} }
lock (_listenersLock) RemoveMessageProcessor(subscription);
_listeners.Remove(subscription);
subscription.Status = SubscriptionStatus.Closed; subscription.Status = SubscriptionStatus.Closed;
} }
@@ -822,8 +774,7 @@ namespace CryptoExchange.Net.Sockets.Default
if (Status != SocketStatus.None && Status != SocketStatus.Connected) if (Status != SocketStatus.None && Status != SocketStatus.Connected)
return false; return false;
lock (_listenersLock) AddMessageProcessor(subscription);
_listeners.Add(subscription);
if (subscription.UserSubscription) if (subscription.UserSubscription)
_logger.AddingNewSubscription(SocketId, subscription.Id, UserSubscriptionCount); _logger.AddingNewSubscription(SocketId, subscription.Id, UserSubscriptionCount);
@@ -836,8 +787,7 @@ namespace CryptoExchange.Net.Sockets.Default
/// <param name="id"></param> /// <param name="id"></param>
public Subscription? GetSubscription(int id) public Subscription? GetSubscription(int id)
{ {
lock (_listenersLock) return _listeners.OfType<Subscription>().SingleOrDefault(s => s.Id == id);
return _listeners.OfType<Subscription>().SingleOrDefault(s => s.Id == id);
} }
/// <summary> /// <summary>
@@ -885,15 +835,12 @@ namespace CryptoExchange.Net.Sockets.Default
private async Task SendAndWaitIntAsync(Query query, CancellationToken ct = default) private async Task SendAndWaitIntAsync(Query query, CancellationToken ct = default)
{ {
lock (_listenersLock) AddMessageProcessor(query);
_listeners.Add(query);
var sendResult = await SendAsync(query.Id, query.Request, query.Weight).ConfigureAwait(false); var sendResult = await SendAsync(query.Id, query.Request, query.Weight).ConfigureAwait(false);
if (!sendResult) if (!sendResult)
{ {
query.Fail(sendResult.Error!); query.Fail(sendResult.Error!);
lock (_listenersLock) RemoveMessageProcessor(query);
_listeners.Remove(query);
return; return;
} }
@@ -924,8 +871,7 @@ namespace CryptoExchange.Net.Sockets.Default
} }
finally finally
{ {
lock (_listenersLock) RemoveMessageProcessor(query);
_listeners.Remove(query);
} }
} }
@@ -1031,9 +977,7 @@ namespace CryptoExchange.Net.Sockets.Default
if (!DedicatedRequestConnection.IsDedicatedRequestConnection) if (!DedicatedRequestConnection.IsDedicatedRequestConnection)
{ {
bool anySubscriptions; var anySubscriptions = _listeners.OfType<Subscription>().Any(s => s.UserSubscription);
lock (_listenersLock)
anySubscriptions = _listeners.OfType<Subscription>().Any(s => s.UserSubscription);
if (!anySubscriptions) if (!anySubscriptions)
{ {
// No need to resubscribe anything // No need to resubscribe anything
@@ -1043,13 +987,8 @@ namespace CryptoExchange.Net.Sockets.Default
} }
} }
bool anyAuthenticated; bool anyAuthenticated = _listeners.OfType<Subscription>().Any(s => s.Authenticated)
lock (_listenersLock)
{
anyAuthenticated = _listeners.OfType<Subscription>().Any(s => s.Authenticated)
|| DedicatedRequestConnection.IsDedicatedRequestConnection && DedicatedRequestConnection.Authenticated; || DedicatedRequestConnection.IsDedicatedRequestConnection && DedicatedRequestConnection.Authenticated;
}
if (anyAuthenticated) if (anyAuthenticated)
{ {
// If we reconnected a authenticated connection we need to re-authenticate // If we reconnected a authenticated connection we need to re-authenticate
@@ -1072,50 +1011,15 @@ namespace CryptoExchange.Net.Sockets.Default
if (!_socket.IsOpen) if (!_socket.IsOpen)
return new CallResult(new WebError("Socket not connected")); return new CallResult(new WebError("Socket not connected"));
List<Subscription> subList; var subList = _listeners.OfType<Subscription>().Where(x => x.Active).Skip(batch * batchSize).Take(batchSize).ToList();
lock (_listenersLock)
subList = _listeners.OfType<Subscription>().Where(x => x.Active).Skip(batch * batchSize).Take(batchSize).ToList();
if (subList.Count == 0) if (subList.Count == 0)
break; break;
var taskList = new List<Task<CallResult>>(); var taskList = new List<Task<CallResult>>();
foreach (var subscription in subList) foreach (var subscription in subList)
{ {
subscription.ConnectionInvocations = 0; var subscribeTask = TrySubscribeAsync(subscription, false, default);
if (!subscription.Active) taskList.Add(subscribeTask);
// 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);
}
} }
await Task.WhenAll(taskList).ConfigureAwait(false); await Task.WhenAll(taskList).ConfigureAwait(false);
@@ -1132,6 +1036,71 @@ namespace CryptoExchange.Net.Sockets.Default
return CallResult.SuccessResult; return CallResult.SuccessResult;
} }
/// <summary>
/// Try to subscribe a new subscription by sending the subscribe query and wait for the result as needed
/// </summary>
/// <param name="subscription">The subscription</param>
/// <param name="newSubscription">Whether this is a new subscription, or an existing subscription (resubscribing on reconnected socket)</param>
/// <param name="subCancelToken">Cancellation token</param>
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;
}
var subCompleteHandler = () =>
{
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);
}
};
subQuery.OnComplete = subCompleteHandler;
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!);
}
if (!subQuery.ExpectsResponse)
subCompleteHandler();
return subQueryResult;
}
internal async Task UnsubscribeAsync(Subscription subscription) internal async Task UnsubscribeAsync(Subscription subscription)
{ {
var unsubscribeRequest = subscription.CreateUnsubscriptionQuery(this); var unsubscribeRequest = subscription.CreateUnsubscriptionQuery(this);
@@ -1224,6 +1193,37 @@ namespace CryptoExchange.Net.Sockets.Default
}); });
} }
private void AddMessageProcessor(IMessageProcessor processor)
{
lock (_listenersLock)
{
var updatedList = new List<IMessageProcessor>(_listeners);
updatedList.Add(processor);
_listeners = updatedList.AsReadOnly();
}
}
private void RemoveMessageProcessor(IMessageProcessor processor)
{
lock (_listenersLock)
{
var updatedList = new List<IMessageProcessor>(_listeners);
updatedList.Remove(processor);
_listeners = updatedList.AsReadOnly();
}
}
private void RemoveMessageProcessors(IEnumerable<IMessageProcessor> processors)
{
lock (_listenersLock)
{
var updatedList = new List<IMessageProcessor>(_listeners);
foreach (var processor in processors)
updatedList.Remove(processor);
_listeners = updatedList.AsReadOnly();
}
}
} }
} }
@@ -174,6 +174,14 @@ namespace CryptoExchange.Net.Sockets.Default
{ {
ConnectionInvocations++; ConnectionInvocations++;
TotalInvocations++; 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); return route.Handle(connection, receiveTime, originalData, data);
} }
+3 -2
View File
@@ -127,8 +127,8 @@ namespace CryptoExchange.Net.Sockets
} }
else else
{ {
Completed = true;
Result = CallResult.SuccessResult; Result = CallResult.SuccessResult;
Completed = true;
_event.Set(); _event.Set();
} }
} }
@@ -216,12 +216,12 @@ namespace CryptoExchange.Net.Sockets
if (Completed) if (Completed)
return; return;
Completed = true;
if (TimeoutBehavior == TimeoutBehavior.Fail) if (TimeoutBehavior == TimeoutBehavior.Fail)
Result = new CallResult<THandlerResponse>(new TimeoutError()); Result = new CallResult<THandlerResponse>(new TimeoutError());
else else
Result = new CallResult<THandlerResponse>(default, null, default); Result = new CallResult<THandlerResponse>(default, null, default);
Completed = true;
_event.Set(); _event.Set();
OnComplete?.Invoke(); OnComplete?.Invoke();
} }
@@ -234,6 +234,7 @@ namespace CryptoExchange.Net.Sockets
Result = new CallResult<THandlerResponse>(error); Result = new CallResult<THandlerResponse>(error);
Completed = true; Completed = true;
_event.Set(); _event.Set();
OnComplete?.Invoke(); OnComplete?.Invoke();
} }
@@ -46,7 +46,7 @@ namespace CryptoExchange.Net.Testing.Implementations
Content = Encoding.UTF8.GetString(data); Content = Encoding.UTF8.GetString(data);
} }
public void SetContent(string data, string contentType) public void SetContent(string data, Encoding? encoding, string contentType)
{ {
Content = data; Content = data;
} }
@@ -112,6 +112,8 @@ namespace CryptoExchange.Net.Testing.Implementations
public async Task ReconnectAsync() public async Task ReconnectAsync()
{ {
await Task.Delay(1).ConfigureAwait(false);
if (OnReconnecting != null) if (OnReconnecting != null)
await OnReconnecting().ConfigureAwait(false); await OnReconnecting().ConfigureAwait(false);
@@ -332,7 +332,8 @@ namespace CryptoExchange.Net.Trackers.Klines
_data.Add(item.OpenTime, item); _data.Add(item.OpenTime, item);
} }
_firstTimestamp = _data.Min(v => v.Key); _firstTimestamp = _data.Count == 0 ? null : _data.Min(v => v.Key);
ApplyWindow(false); ApplyWindow(false);
_logger.KlineTrackerInitialDataSet(SymbolName, _data.Last().Key); _logger.KlineTrackerInitialDataSet(SymbolName, _data.Last().Key);
} }
@@ -375,7 +376,7 @@ namespace CryptoExchange.Net.Trackers.Klines
} }
} }
_firstTimestamp = _data.Min(x => x.Key); _firstTimestamp = _data.Count == 0 ? null : _data.Min(x => x.Key);
_changed = true; _changed = true;
SetSyncStatus(); SetSyncStatus();
@@ -259,11 +259,11 @@ namespace CryptoExchange.Net.Trackers.Trades
var startTime = Period == null ? DateTime.UtcNow.AddMinutes(-5) : DateTime.UtcNow.Add(-Period.Value); var startTime = Period == null ? DateTime.UtcNow.AddMinutes(-5) : DateTime.UtcNow.Add(-Period.Value);
var request = new GetTradeHistoryRequest(Symbol, startTime, DateTime.UtcNow); var request = new GetTradeHistoryRequest(Symbol, startTime, DateTime.UtcNow);
var data = new List<SharedTrade>(); var data = new List<SharedTrade>();
await foreach(var result in ExchangeHelpers.ExecutePages(_historyRestClient.GetTradeHistoryAsync, request).ConfigureAwait(false)) await foreach (var result in ExchangeHelpers.ExecutePages(_historyRestClient.GetTradeHistoryAsync, request).ConfigureAwait(false))
{ {
if (!result) if (!result)
return result; return result;
if (Limit != null && data.Count > Limit) if (Limit != null && data.Count > Limit)
break; break;
@@ -16,13 +16,6 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary> /// </summary>
bool Connected { get; } bool Connected { get; }
/// <summary>
/// Currently tracked symbols. Data for these symbols will be requested when polling.
/// Websocket updates will be available for all symbols regardless.
/// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
/// </summary>
IEnumerable<SharedSymbol> TrackedSymbols { get; }
/// <summary> /// <summary>
/// On connection status change. Might trigger multiple times with the same status depending on the underlying subscriptions. /// On connection status change. Might trigger multiple times with the same status depending on the underlying subscriptions.
/// </summary> /// </summary>
@@ -2,6 +2,7 @@
using CryptoExchange.Net.SharedApis; using CryptoExchange.Net.SharedApis;
using CryptoExchange.Net.Trackers.UserData.Objects; using CryptoExchange.Net.Trackers.UserData.Objects;
using System; using System;
using System.Collections.Generic;
using System.Threading.Tasks; using System.Threading.Tasks;
namespace CryptoExchange.Net.Trackers.UserData.Interfaces namespace CryptoExchange.Net.Trackers.UserData.Interfaces
@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary> /// </summary>
public string Exchange { get; } public string Exchange { get; }
/// <summary>
/// Currently tracked symbols. Data for these symbols will be requested when polling.
/// Websocket updates will be available for all symbols regardless.
/// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
/// </summary>
IEnumerable<SharedSymbol> TrackedSymbols { get; }
/// <summary> /// <summary>
/// Balances tracker /// Balances tracker
/// </summary> /// </summary>
@@ -57,5 +65,18 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary> /// </summary>
/// <returns></returns> /// <returns></returns>
Task StopAsync(); Task StopAsync();
/// <summary>
/// Add symbols to the list of symbols for which data is being tracked
/// </summary>
/// <param name="symbols">Symbols to add</param>
void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols);
/// <summary>
/// Remove a symbol from the list of symbols for which data is being tracked.
/// Note that the symbol will be added again if new data for that symbol is received, unless the OnlyTrackProvidedSymbols option has been set to true.
/// </summary>
/// <param name="symbol">Symbol to remove</param>
void RemoveTrackedSymbolAsync(SharedSymbol symbol);
} }
} }
@@ -2,6 +2,7 @@
using CryptoExchange.Net.SharedApis; using CryptoExchange.Net.SharedApis;
using CryptoExchange.Net.Trackers.UserData.Objects; using CryptoExchange.Net.Trackers.UserData.Objects;
using System; using System;
using System.Collections.Generic;
using System.Threading.Tasks; using System.Threading.Tasks;
namespace CryptoExchange.Net.Trackers.UserData.Interfaces namespace CryptoExchange.Net.Trackers.UserData.Interfaces
@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary> /// </summary>
public string Exchange { get; } public string Exchange { get; }
/// <summary>
/// Currently tracked symbols. Data for these symbols will be requested when polling.
/// Websocket updates will be available for all symbols regardless.
/// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
/// </summary>
IEnumerable<SharedSymbol> TrackedSymbols { get; }
/// <summary> /// <summary>
/// Balances tracker /// Balances tracker
/// </summary> /// </summary>
@@ -53,5 +61,18 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary> /// </summary>
/// <returns></returns> /// <returns></returns>
Task StopAsync(); Task StopAsync();
/// <summary>
/// Add symbols to the list of symbols for which data is being tracked
/// </summary>
/// <param name="symbols">Symbols to add</param>
void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols);
/// <summary>
/// Remove a symbol from the list of symbols for which data is being tracked.
/// Note that the symbol will be added again if new data for that symbol is received, unless the OnlyTrackProvidedSymbols option has been set to true.
/// </summary>
/// <param name="symbol">Symbol to remove</param>
void RemoveTrackedSymbolAsync(SharedSymbol symbol);
} }
} }
@@ -22,12 +22,13 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary> /// </summary>
public BalanceTracker( public BalanceTracker(
ILogger logger, ILogger logger,
UserDataSymbolTracker symbolTracker,
IBalanceRestClient restClient, IBalanceRestClient restClient,
IBalanceSocketClient? socketClient, IBalanceSocketClient? socketClient,
SharedAccountType accountType, SharedAccountType accountType,
TrackerItemConfig config, TrackerItemConfig config,
ExchangeParameters? exchangeParameters = null ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Balances, restClient.Exchange, config, false, null) ) : base(logger, symbolTracker, UserDataType.Balances, restClient.Exchange, config)
{ {
if (_socketClient == null) if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected }; config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -19,6 +19,8 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly IFuturesOrderSocketClient? _socketClient; private readonly IFuturesOrderSocketClient? _socketClient;
private readonly ExchangeParameters? _exchangeParameters; private readonly ExchangeParameters? _exchangeParameters;
private readonly bool _requiresSymbolParameterOpenOrders; private readonly bool _requiresSymbolParameterOpenOrders;
private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
private readonly TimeSpan _pollOverlapPeriod = TimeSpan.FromSeconds(3);
internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate; internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
@@ -27,13 +29,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary> /// </summary>
public FuturesOrderTracker( public FuturesOrderTracker(
ILogger logger, ILogger logger,
UserDataSymbolTracker symbolTracker,
IFuturesOrderRestClient restClient, IFuturesOrderRestClient restClient,
IFuturesOrderSocketClient? socketClient, IFuturesOrderSocketClient? socketClient,
TrackerItemConfig config, TrackerItemConfig config,
IEnumerable<SharedSymbol> symbols, IEnumerable<SharedSymbol> symbols,
bool onlyTrackProvidedSymbols, bool onlyTrackProvidedSymbols,
ExchangeParameters? exchangeParameters = null ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Orders, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols) ) : base(logger, symbolTracker, UserDataType.Orders, restClient.Exchange, config)
{ {
if (_socketClient == null) if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected }; config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -45,6 +48,20 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_requiresSymbolParameterOpenOrders = restClient.GetOpenFuturesOrdersOptions.RequiredOptionalParameters.Any(x => x.Name == "Symbol"); _requiresSymbolParameterOpenOrders = restClient.GetOpenFuturesOrdersOptions.RequiredOptionalParameters.Any(x => x.Name == "Symbol");
} }
internal void ClearDataForSymbol(SharedSymbol symbol)
{
foreach (var order in _store)
{
if (order.Value.SharedSymbol!.TradingMode == symbol.TradingMode
&& order.Value.SharedSymbol.BaseAsset == symbol.BaseAsset
&& order.Value.SharedSymbol.QuoteAsset == symbol.QuoteAsset
&& order.Value.SharedSymbol.DeliverTime == symbol.DeliverTime)
{
_store.TryRemove(order.Key, out _);
}
}
}
/// <inheritdoc /> /// <inheritdoc />
protected override bool Update(SharedFuturesOrder existingItem, SharedFuturesOrder updateItem) protected override bool Update(SharedFuturesOrder existingItem, SharedFuturesOrder updateItem)
{ {
@@ -233,7 +250,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
else else
{ {
foreach (var symbol in _symbols.ToList()) foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{ {
var openOrdersResult = await _restClient.GetOpenFuturesOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false); var openOrdersResult = await _restClient.GetOpenFuturesOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!openOrdersResult.Success) if (!openOrdersResult.Success)
@@ -251,11 +268,30 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
} }
} }
foreach (var symbol in _symbols.ToList()) if (!_firstPollDone && anyError)
return anyError;
// Check all current open orders
// Keep track of the orders no longer returned in the open list
// Order should be set to canceled state when it's no longer returned in the open list
// but also is not returned in the closed list
foreach (var order in Values.Where(x => x.Status == SharedOrderStatus.Open))
{ {
var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime; if (openOrders.Any(x => x.OrderId == order.OrderId))
var updatedPollTime = DateTime.UtcNow; continue;
if (!_openOrderNotReturnedTimes.ContainsKey(order.OrderId))
_openOrderNotReturnedTimes[order.OrderId] = 0;
_openOrderNotReturnedTimes[order.OrderId] += 1;
}
var updatedPollTime = DateTime.UtcNow;
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{
DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
var closedOrdersResult = await _restClient.GetClosedFuturesOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false); var closedOrdersResult = await _restClient.GetClosedFuturesOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!closedOrdersResult.Success) if (!closedOrdersResult.Success)
{ {
@@ -267,22 +303,26 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
else else
{ {
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
// Filter orders to only include where close time is after the start time // Filter orders to only include where close time is after the start time
var relevantOrders = closedOrdersResult.Data.Where(x => var relevantOrders = closedOrdersResult.Data.Where(x =>
(x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start 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.CreateTime >= _startTime) // Created after the tracker start time
|| (x.CreateTime == null && x.UpdateTime == null) // Unknown 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(); ).ToArray();
// Check for orders which are no longer returned in either open/closed and assume they're canceled without fill // Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
var openOrdersNotReturned = Values.Where(x => var openOrdersNotReturned = Values.Where(x =>
x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset // Orders for the same symbol // Orders for the same symbol
&& x.QuantityFilled?.IsZero == true // With no filled value x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset
&& !openOrders.Any(r => r.OrderId == x.OrderId) // Not returned in open orders // With no filled value
&& !relevantOrders.Any(r => r.OrderId == x.OrderId) // Not return in closed orders && 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(); ).ToList();
var additionalUpdates = new List<SharedFuturesOrder>(); var additionalUpdates = new List<SharedFuturesOrder>();
@@ -300,7 +340,64 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
} }
if (!anyError)
{
_lastPollTime = updatedPollTime;
_lastDataTimeBeforeDisconnect = null;
}
return anyError; 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
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.Add(-_pollOverlapPeriod);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime.Value.Add(-_pollOverlapPeriod);
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.AddSeconds(-1);
source = "OpenOrder";
}
if (fromTime == null)
{
fromTime = _startTime;
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(5))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
}
_logger.LogTrace("{DataType}.{Symbol} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}",
DataType, $"{symbol.BaseAsset}/{symbol.QuoteAsset}", source, fromTime);
return fromTime!.Value;
}
} }
} }
@@ -18,6 +18,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly IFuturesOrderRestClient _restClient; private readonly IFuturesOrderRestClient _restClient;
private readonly IUserTradeSocketClient? _socketClient; private readonly IUserTradeSocketClient? _socketClient;
private readonly ExchangeParameters? _exchangeParameters; private readonly ExchangeParameters? _exchangeParameters;
private readonly TimeSpan _pollOverlapPeriod = TimeSpan.FromSeconds(3);
internal Func<string[]>? GetTrackedOrderIds { get; set; } internal Func<string[]>? GetTrackedOrderIds { get; set; }
@@ -26,13 +27,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary> /// </summary>
public FuturesUserTradeTracker( public FuturesUserTradeTracker(
ILogger logger, ILogger logger,
UserDataSymbolTracker symbolTracker,
IFuturesOrderRestClient restClient, IFuturesOrderRestClient restClient,
IUserTradeSocketClient? socketClient, IUserTradeSocketClient? socketClient,
TrackerItemConfig config, TrackerItemConfig config,
IEnumerable<SharedSymbol> symbols, IEnumerable<SharedSymbol> symbols,
bool onlyTrackProvidedSymbols, bool onlyTrackProvidedSymbols,
ExchangeParameters? exchangeParameters = null ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Trades, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols) ) : base(logger, symbolTracker, UserDataType.Trades, restClient.Exchange, config)
{ {
if (_socketClient == null) if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected }; config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -42,6 +44,20 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_exchangeParameters = exchangeParameters; _exchangeParameters = exchangeParameters;
} }
internal void ClearDataForSymbol(SharedSymbol symbol)
{
foreach (var order in _store)
{
if (order.Value.SharedSymbol!.TradingMode == symbol.TradingMode
&& order.Value.SharedSymbol.BaseAsset == symbol.BaseAsset
&& order.Value.SharedSymbol.QuoteAsset == symbol.QuoteAsset
&& order.Value.SharedSymbol.DeliverTime == symbol.DeliverTime)
{
_store.TryRemove(order.Key, out _);
}
}
}
/// <inheritdoc /> /// <inheritdoc />
protected override string GetKey(SharedUserTrade item) => item.Id; protected override string GetKey(SharedUserTrade item) => item.Id;
/// <inheritdoc /> /// <inheritdoc />
@@ -55,10 +71,10 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
protected override async Task<bool> DoPollAsync() protected override async Task<bool> DoPollAsync()
{ {
var anyError = false; var anyError = false;
foreach (var symbol in _symbols) var fromTimeTrades = GetTradesRequestStartTime();
var updatedPollTime = DateTime.UtcNow;
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{ {
var fromTimeTrades = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
var updatedPollTime = DateTime.UtcNow;
var tradesResult = await _restClient.GetFuturesUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false); var tradesResult = await _restClient.GetFuturesUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!tradesResult.Success) if (!tradesResult.Success)
{ {
@@ -80,9 +96,53 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
} }
if (!anyError)
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
}
return anyError; return anyError;
} }
private DateTime? GetTradesRequestStartTime()
{
// Determine the timestamp from which we need to request trades from
// 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.
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.Add(-_pollOverlapPeriod);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime.Value.Add(-_pollOverlapPeriod);
source = "LastPollTime";
}
if (fromTime == null)
{
fromTime = _startTime;
source = "StartTime";
}
var now = DateTime.UtcNow;
if (now - fromTime < TimeSpan.FromSeconds(5))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
}
_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 /> /// <inheritdoc />
protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey) protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey)
{ {
@@ -29,6 +29,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary> /// </summary>
public PositionTracker( public PositionTracker(
ILogger logger, ILogger logger,
UserDataSymbolTracker symbolTracker,
IFuturesOrderRestClient restClient, IFuturesOrderRestClient restClient,
IPositionSocketClient? socketClient, IPositionSocketClient? socketClient,
TrackerItemConfig config, TrackerItemConfig config,
@@ -36,7 +37,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
bool onlyTrackProvidedSymbols, bool onlyTrackProvidedSymbols,
bool websocketPositionUpdatesAreFullSnapshots, bool websocketPositionUpdatesAreFullSnapshots,
ExchangeParameters? exchangeParameters = null ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Positions, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols) ) : base(logger, symbolTracker, UserDataType.Positions, restClient.Exchange, config)
{ {
if (_socketClient == null) if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected }; config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -118,9 +119,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
{ {
toRemove ??= new List<SharedPosition>(); toRemove ??= new List<SharedPosition>();
toRemove.Add(item); toRemove.Add(item);
_logger.LogTrace("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, item.Symbol);
} }
else if (_onlyTrackProvidedSymbols else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
&& !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
{ {
toRemove ??= new List<SharedPosition>(); toRemove ??= new List<SharedPosition>();
toRemove.Add(item); toRemove.Add(item);
@@ -131,8 +132,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
if (toRemove != null) if (toRemove != null)
@event = @event.Except(toRemove).ToArray(); @event = @event.Except(toRemove).ToArray();
if (!_onlyTrackProvidedSymbols) _symbolTracker.UpdateTrackedSymbols(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
UpdateSymbolsList(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
// Update local store // Update local store
@@ -19,6 +19,8 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly ISpotOrderSocketClient? _socketClient; private readonly ISpotOrderSocketClient? _socketClient;
private readonly ExchangeParameters? _exchangeParameters; private readonly ExchangeParameters? _exchangeParameters;
private readonly bool _requiresSymbolParameterOpenOrders; private readonly bool _requiresSymbolParameterOpenOrders;
private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
private readonly TimeSpan _pollOverlapPeriod = TimeSpan.FromSeconds(3);
internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate; internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
@@ -27,13 +29,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary> /// </summary>
public SpotOrderTracker( public SpotOrderTracker(
ILogger logger, ILogger logger,
UserDataSymbolTracker symbolTracker,
ISpotOrderRestClient restClient, ISpotOrderRestClient restClient,
ISpotOrderSocketClient? socketClient, ISpotOrderSocketClient? socketClient,
TrackerItemConfig config, TrackerItemConfig config,
IEnumerable<SharedSymbol> symbols, IEnumerable<SharedSymbol> symbols,
bool onlyTrackProvidedSymbols, bool onlyTrackProvidedSymbols,
ExchangeParameters? exchangeParameters = null ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Orders, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols) ) : base(logger, symbolTracker, UserDataType.Orders, restClient.Exchange, config)
{ {
if (_socketClient == null) if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected }; config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -45,6 +48,19 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_requiresSymbolParameterOpenOrders = restClient.GetOpenSpotOrdersOptions.RequiredOptionalParameters.Any(x => x.Name == "Symbol"); _requiresSymbolParameterOpenOrders = restClient.GetOpenSpotOrdersOptions.RequiredOptionalParameters.Any(x => x.Name == "Symbol");
} }
internal void ClearDataForSymbol(SharedSymbol symbol)
{
foreach(var order in _store)
{
if (order.Value.SharedSymbol!.TradingMode == symbol.TradingMode
&& order.Value.SharedSymbol.BaseAsset == symbol.BaseAsset
&& order.Value.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
{
_store.TryRemove(order.Key, out _);
}
}
}
/// <inheritdoc /> /// <inheritdoc />
protected override bool Update(SharedSpotOrder existingItem, SharedSpotOrder updateItem) protected override bool Update(SharedSpotOrder existingItem, SharedSpotOrder updateItem)
{ {
@@ -244,7 +260,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
else else
{ {
foreach (var symbol in _symbols.ToList()) foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{ {
var openOrdersResult = await _restClient.GetOpenSpotOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false); var openOrdersResult = await _restClient.GetOpenSpotOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!openOrdersResult.Success) if (!openOrdersResult.Success)
@@ -266,10 +282,27 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
if (!_firstPollDone && anyError) if (!_firstPollDone && anyError)
return anyError; return anyError;
foreach (var symbol in _symbols.ToList()) // Check all current open orders
// Keep track of the orders no longer returned in the open list
// Order should be set to canceled state when it's no longer returned in the open list
// but also is not returned in the closed list
foreach (var order in Values.Where(x => x.Status == SharedOrderStatus.Open))
{ {
var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime; if (openOrders.Any(x => x.OrderId == order.OrderId))
var updatedPollTime = DateTime.UtcNow; continue;
if (!_openOrderNotReturnedTimes.ContainsKey(order.OrderId))
_openOrderNotReturnedTimes[order.OrderId] = 0;
_openOrderNotReturnedTimes[order.OrderId] += 1;
}
var updatedPollTime = DateTime.UtcNow;
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{
DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
var closedOrdersResult = await _restClient.GetClosedSpotOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false); var closedOrdersResult = await _restClient.GetClosedSpotOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!closedOrdersResult.Success) if (!closedOrdersResult.Success)
{ {
@@ -281,22 +314,26 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
else else
{ {
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
// Filter orders to only include where close time is after the start time // Filter orders to only include where close time is after the start time
var relevantOrders = closedOrdersResult.Data.Where(x => var relevantOrders = closedOrdersResult.Data.Where(x =>
(x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start 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.CreateTime >= _startTime) // Created after the tracker start time
|| (x.CreateTime == null && x.UpdateTime == null) // Unknown 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(); ).ToArray();
// Check for orders which are no longer returned in either open/closed and assume they're canceled without fill // Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
var openOrdersNotReturned = Values.Where(x => var openOrdersNotReturned = Values.Where(x =>
x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset // Orders for the same symbol // Orders for the same symbol
&& x.QuantityFilled?.IsZero == true // With no filled value x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset
&& !openOrders.Any(r => r.OrderId == x.OrderId) // Not returned in open orders // With no filled value
&& !relevantOrders.Any(r => r.OrderId == x.OrderId) // Not return in closed orders && 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(); ).ToList();
var additionalUpdates = new List<SharedSpotOrder>(); var additionalUpdates = new List<SharedSpotOrder>();
@@ -314,7 +351,64 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
} }
if (!anyError)
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
}
return anyError; 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.
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.Add(-_pollOverlapPeriod);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime.Value.Add(-_pollOverlapPeriod);
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.AddSeconds(-1);
source = "OpenOrder";
}
if (fromTime == null)
{
fromTime = _startTime;
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(5))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
}
_logger.LogTrace("{DataType}.{Symbol} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}",
DataType, $"{symbol.BaseAsset}/{symbol.QuoteAsset}", source, fromTime);
return fromTime!.Value;
}
} }
} }
@@ -18,6 +18,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly ISpotOrderRestClient _restClient; private readonly ISpotOrderRestClient _restClient;
private readonly IUserTradeSocketClient? _socketClient; private readonly IUserTradeSocketClient? _socketClient;
private readonly ExchangeParameters? _exchangeParameters; private readonly ExchangeParameters? _exchangeParameters;
private readonly TimeSpan _pollOverlapPeriod = TimeSpan.FromSeconds(3);
internal Func<string[]>? GetTrackedOrderIds { get; set; } internal Func<string[]>? GetTrackedOrderIds { get; set; }
@@ -26,13 +27,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary> /// </summary>
public SpotUserTradeTracker( public SpotUserTradeTracker(
ILogger logger, ILogger logger,
UserDataSymbolTracker symbolTracker,
ISpotOrderRestClient restClient, ISpotOrderRestClient restClient,
IUserTradeSocketClient? socketClient, IUserTradeSocketClient? socketClient,
TrackerItemConfig config, TrackerItemConfig config,
IEnumerable<SharedSymbol> symbols, IEnumerable<SharedSymbol> symbols,
bool onlyTrackProvidedSymbols, bool onlyTrackProvidedSymbols,
ExchangeParameters? exchangeParameters = null ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Trades, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols) ) : base(logger, symbolTracker, UserDataType.Trades, restClient.Exchange, config)
{ {
if (_socketClient == null) if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected }; config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -42,6 +44,19 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_exchangeParameters = exchangeParameters; _exchangeParameters = exchangeParameters;
} }
internal void ClearDataForSymbol(SharedSymbol symbol)
{
foreach (var trade in _store)
{
if (trade.Value.SharedSymbol!.TradingMode == symbol.TradingMode
&& trade.Value.SharedSymbol.BaseAsset == symbol.BaseAsset
&& trade.Value.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
{
_store.TryRemove(trade.Key, out _);
}
}
}
/// <inheritdoc /> /// <inheritdoc />
protected override string GetKey(SharedUserTrade item) => item.Id; protected override string GetKey(SharedUserTrade item) => item.Id;
/// <inheritdoc /> /// <inheritdoc />
@@ -55,10 +70,10 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
protected override async Task<bool> DoPollAsync() protected override async Task<bool> DoPollAsync()
{ {
var anyError = false; var anyError = false;
foreach (var symbol in _symbols) var fromTimeTrades = GetTradesRequestStartTime();
var updatedPollTime = DateTime.UtcNow;
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{ {
var fromTimeTrades = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
var updatedPollTime = DateTime.UtcNow;
var tradesResult = await _restClient.GetSpotUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false); var tradesResult = await _restClient.GetSpotUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!tradesResult.Success) if (!tradesResult.Success)
{ {
@@ -70,8 +85,6 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
else 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 // 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(); var relevantTrades = tradesResult.Data.Where(x => x.Timestamp >= _startTime || (GetTrackedOrderIds?.Invoke() ?? []).Any(o => o == x.OrderId)).ToArray();
@@ -80,9 +93,52 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
} }
} }
if (!anyError)
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
}
return anyError; return anyError;
} }
private DateTime? GetTradesRequestStartTime()
{
// Determine the timestamp from which we need to request trades from
// 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.
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.Add(-_pollOverlapPeriod);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime.Value.Add(-_pollOverlapPeriod);
source = "LastPollTime";
}
if (fromTime == null)
{
fromTime = _startTime;
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(5))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
}
_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 /> /// <inheritdoc />
protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey) protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey)
{ {
@@ -203,21 +203,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary> /// </summary>
protected ConcurrentDictionary<string, T> _store = new ConcurrentDictionary<string, T>(StringComparer.InvariantCultureIgnoreCase); protected ConcurrentDictionary<string, T> _store = new ConcurrentDictionary<string, T>(StringComparer.InvariantCultureIgnoreCase);
/// <summary> /// <summary>
/// Tracked symbols list
/// </summary>
protected readonly List<SharedSymbol> _symbols;
/// <summary>
/// Symbol lock
/// </summary>
protected object _symbolLock = new object();
/// <summary>
/// Only track provided symbols setting
/// </summary>
protected bool _onlyTrackProvidedSymbols;
/// <summary>
/// Is SharedSymbol model /// Is SharedSymbol model
/// </summary> /// </summary>
protected bool _isSymbolModel; protected bool _isSymbolModel;
/// <summary>
/// Symbol tracker
/// </summary>
protected readonly UserDataSymbolTracker _symbolTracker;
/// <inheritdoc /> /// <inheritdoc />
public T[] Values public T[] Values
@@ -240,22 +233,23 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// <inheritdoc /> /// <inheritdoc />
public event Func<UserDataUpdate<T[]>, Task>? OnUpdate; public event Func<UserDataUpdate<T[]>, Task>? OnUpdate;
/// <inheritdoc />
public IEnumerable<SharedSymbol> TrackedSymbols => _symbols;
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
public UserDataItemTracker(ILogger logger, UserDataType dataType, string exchange, TrackerItemConfig config, bool onlyTrackProvidedSymbols, IEnumerable<SharedSymbol>? symbols) : base(logger, dataType, exchange) public UserDataItemTracker(
ILogger logger,
UserDataSymbolTracker symbolTracker,
UserDataType dataType,
string exchange,
TrackerItemConfig config) : base(logger, dataType, exchange)
{ {
_onlyTrackProvidedSymbols = onlyTrackProvidedSymbols;
_symbols = symbols?.ToList() ?? [];
_pollIntervalDisconnected = config.PollIntervalDisconnected; _pollIntervalDisconnected = config.PollIntervalDisconnected;
_pollIntervalConnected = config.PollIntervalConnected; _pollIntervalConnected = config.PollIntervalConnected;
_pollAtStart = config.PollAtStart; _pollAtStart = config.PollAtStart;
_retentionTime = config is TrackerTimedItemConfig timeConfig ? timeConfig.RetentionTime : TimeSpan.MaxValue; _retentionTime = config is TrackerTimedItemConfig timeConfig ? timeConfig.RetentionTime : TimeSpan.MaxValue;
_isSymbolModel = typeof(T).IsSubclassOf(typeof(SharedSymbolModel)); _isSymbolModel = typeof(T).IsSubclassOf(typeof(SharedSymbolModel));
_symbolTracker = symbolTracker;
} }
/// <summary> /// <summary>
@@ -334,26 +328,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// Get the age of an item /// Get the age of an item
/// </summary> /// </summary>
protected virtual TimeSpan GetAge(DateTime time, T item) => TimeSpan.Zero; protected virtual TimeSpan GetAge(DateTime time, T item) => TimeSpan.Zero;
/// <summary>
/// Update the tracked symbol list with potential new symbols
/// </summary>
/// <param name="symbols"></param>
protected void UpdateSymbolsList(IEnumerable<SharedSymbol> symbols)
{
lock (_symbolLock)
{
foreach (var symbol in symbols.Distinct())
{
if (!_symbols.Any(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset))
{
_symbols.Add(symbol);
_logger.LogDebug("Adding {BaseAsset}/{QuoteAsset} to symbol tracking list", symbol.BaseAsset, symbol.QuoteAsset);
}
}
}
}
/// <summary> /// <summary>
/// Handle an update /// Handle an update
/// </summary> /// </summary>
@@ -372,9 +347,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
{ {
toRemove ??= new List<T>(); toRemove ??= new List<T>();
toRemove.Add(item); toRemove.Add(item);
_logger.LogWarning("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, GetKey(item));
} }
else if (_onlyTrackProvidedSymbols else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
&& !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
{ {
toRemove ??= new List<T>(); toRemove ??= new List<T>();
toRemove.Add(item); toRemove.Add(item);
@@ -385,8 +360,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
if (toRemove != null) if (toRemove != null)
@event = @event.Except(toRemove).ToArray(); @event = @event.Except(toRemove).ToArray();
if (!_onlyTrackProvidedSymbols) _symbolTracker.UpdateTrackedSymbols(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
UpdateSymbolsList(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
} }
// Update local store // Update local store
@@ -0,0 +1,85 @@
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.Logging;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
namespace CryptoExchange.Net.Trackers.UserData.Objects
{
/// <summary>
/// Tracker for symbols used in UserDataTracker
/// </summary>
public class UserDataSymbolTracker
{
private readonly ILogger _logger;
private readonly List<SharedSymbol> _trackedSymbols;
private readonly bool _onlyTrackProvidedSymbols;
private readonly object _symbolLock = new object();
/// <summary>
/// ctor
/// </summary>
public UserDataSymbolTracker(ILogger logger, UserDataTrackerConfig config)
{
_logger = logger;
_trackedSymbols = config.TrackedSymbols?.ToList() ?? [];
_onlyTrackProvidedSymbols = config.OnlyTrackProvidedSymbols;
}
/// <summary>
/// Get currently tracked symbols
/// </summary>
/// <returns></returns>
public IEnumerable<SharedSymbol> GetTrackedSymbols()
{
lock (_symbolLock)
return _trackedSymbols.ToList();
}
/// <summary>
/// Check whether a symbol is in the tracked symbols list and should be processed
/// </summary>
public bool ShouldProcess(SharedSymbol symbol)
{
if (!_onlyTrackProvidedSymbols)
return true;
return _trackedSymbols.Any(y => y.TradingMode == symbol!.TradingMode && y.BaseAsset == symbol.BaseAsset && y.QuoteAsset == symbol.QuoteAsset);
}
/// <summary>
/// Update the tracked symbol list with potential new symbols
/// </summary>
public void UpdateTrackedSymbols(IEnumerable<SharedSymbol> symbols, bool addByUser = false)
{
if (!addByUser && _onlyTrackProvidedSymbols)
return;
lock (_symbolLock)
{
foreach (var symbol in symbols.Distinct())
{
if (!_trackedSymbols.Any(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset))
{
_trackedSymbols.Add(symbol);
_logger.LogDebug("Adding {TradingMode}.{BaseAsset}/{QuoteAsset} to symbol tracking list", symbol.TradingMode, symbol.BaseAsset, symbol.QuoteAsset);
}
}
}
}
/// <summary>
/// Remove a symbol from the list
/// </summary>
public void RemoveTrackedSymbol(SharedSymbol symbol)
{
lock (_symbolLock)
{
var symbolToRemove = _trackedSymbols.SingleOrDefault(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset);
if (symbolToRemove != null)
_trackedSymbols.Remove(symbolToRemove);
}
}
}
}
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Objects; using CryptoExchange.Net.Objects;
using CryptoExchange.Net.SharedApis;
using CryptoExchange.Net.Trackers.UserData.ItemTrackers; using CryptoExchange.Net.Trackers.UserData.ItemTrackers;
using CryptoExchange.Net.Trackers.UserData.Objects; using CryptoExchange.Net.Trackers.UserData.Objects;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
@@ -33,6 +34,11 @@ namespace CryptoExchange.Net.Trackers.UserData
/// </summary> /// </summary>
protected abstract UserDataItemTracker[] DataTrackers { get; } protected abstract UserDataItemTracker[] DataTrackers { get; }
/// <summary>
/// Symbol tracker
/// </summary>
protected internal UserDataSymbolTracker SymbolTracker { get; }
/// <inheritdoc /> /// <inheritdoc />
public string? UserIdentifier { get; } public string? UserIdentifier { get; }
@@ -51,6 +57,11 @@ namespace CryptoExchange.Net.Trackers.UserData
/// </summary> /// </summary>
public bool Connected => DataTrackers.All(x => x.Connected); public bool Connected => DataTrackers.All(x => x.Connected);
/// <summary>
/// Currently tracked symbols
/// </summary>
public IEnumerable<SharedSymbol> TrackedSymbols => SymbolTracker.GetTrackedSymbols();
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
@@ -60,11 +71,9 @@ namespace CryptoExchange.Net.Trackers.UserData
UserDataTrackerConfig config, UserDataTrackerConfig config,
string? userIdentifier) string? userIdentifier)
{ {
if (config.OnlyTrackProvidedSymbols && !config.TrackedSymbols.Any())
throw new ArgumentException(nameof(config.TrackedSymbols), "Conflicting options; `OnlyTrackProvidedSymbols` but no symbols specific in `TrackedSymbols`");
_logger = logger; _logger = logger;
SymbolTracker = new UserDataSymbolTracker(logger, config);
Exchange = exchange; Exchange = exchange;
UserIdentifier = userIdentifier; UserIdentifier = userIdentifier;
} }
@@ -20,6 +20,7 @@ namespace CryptoExchange.Net.Trackers.UserData
private readonly IFuturesSymbolRestClient _symbolClient; private readonly IFuturesSymbolRestClient _symbolClient;
private readonly IListenKeyRestClient? _listenKeyClient; private readonly IListenKeyRestClient? _listenKeyClient;
private readonly ExchangeParameters? _exchangeParameters; private readonly ExchangeParameters? _exchangeParameters;
private readonly TradingMode _tradingMode;
private Task? _lkKeepAliveTask; private Task? _lkKeepAliveTask;
/// <inheritdoc /> /// <inheritdoc />
@@ -69,24 +70,28 @@ namespace CryptoExchange.Net.Trackers.UserData
_listenKeyClient = listenKeyRestClient; _listenKeyClient = listenKeyRestClient;
_exchangeParameters = exchangeParameters; _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 trackers = new List<UserDataItemTracker>();
var balanceAccountType = accountType ?? SharedAccountType.PerpetualLinearFutures; var balanceTracker = new BalanceTracker(logger, SymbolTracker, balanceRestClient, balanceSocketClient, accountType ?? SharedAccountType.PerpetualLinearFutures, config.BalancesConfig, exchangeParameters);
var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, balanceAccountType, config.BalancesConfig, exchangeParameters);
Balances = balanceTracker; Balances = balanceTracker;
trackers.Add(balanceTracker); trackers.Add(balanceTracker);
var orderTracker = new FuturesOrderTracker(logger, futuresOrderRestClient, futuresOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters); var orderTracker = new FuturesOrderTracker(logger, SymbolTracker, futuresOrderRestClient, futuresOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
Orders = orderTracker; Orders = orderTracker;
trackers.Add(orderTracker); trackers.Add(orderTracker);
var positionTracker = new PositionTracker(logger, futuresOrderRestClient, positionSocketClient, config.PositionConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, WebsocketPositionUpdatesAreFullSnapshots, exchangeParameters); var positionTracker = new PositionTracker(logger, SymbolTracker, futuresOrderRestClient, positionSocketClient, config.PositionConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, WebsocketPositionUpdatesAreFullSnapshots, exchangeParameters);
Positions = positionTracker; Positions = positionTracker;
trackers.Add(positionTracker); trackers.Add(positionTracker);
if (config.TrackTrades) if (config.TrackTrades)
{ {
var tradeTracker = new FuturesUserTradeTracker(logger, futuresOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters); var tradeTracker = new FuturesUserTradeTracker(logger, SymbolTracker, futuresOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
Trades = tradeTracker; Trades = tradeTracker;
trackers.Add(tradeTracker); trackers.Add(tradeTracker);
@@ -100,7 +105,7 @@ namespace CryptoExchange.Net.Trackers.UserData
/// <inheritdoc /> /// <inheritdoc />
protected override async Task<CallResult> DoStartAsync() 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) if (!symbolResult)
{ {
_logger.LogWarning("Failed to start UserFuturesDataTracker; symbols request failed: {Error}", symbolResult.Error); _logger.LogWarning("Failed to start UserFuturesDataTracker; symbols request failed: {Error}", symbolResult.Error);
@@ -109,7 +114,7 @@ namespace CryptoExchange.Net.Trackers.UserData
if (_listenKeyClient != null) 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) if (!lkResult)
{ {
_logger.LogWarning("Failed to start UserFuturesDataTracker; listen key request failed: {Error}", lkResult.Error); _logger.LogWarning("Failed to start UserFuturesDataTracker; listen key request failed: {Error}", lkResult.Error);
@@ -141,7 +146,7 @@ namespace CryptoExchange.Net.Trackers.UserData
break; 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) if (!result)
_logger.LogWarning("Listen key keep alive failed: " + result.Error); _logger.LogWarning("Listen key keep alive failed: " + result.Error);
@@ -149,5 +154,30 @@ namespace CryptoExchange.Net.Trackers.UserData
interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5); interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5);
} }
} }
/// <summary>
/// Add symbols to the list of symbols for which data is being tracked
/// </summary>
/// <param name="symbols">Symbols to add</param>
public void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols)
{
if (symbols.Any(x => x.TradingMode == TradingMode.Spot))
throw new ArgumentException("Spot symbol not allowed in futures tracker", nameof(symbols));
SymbolTracker.UpdateTrackedSymbols(symbols, true);
}
/// <summary>
/// Remove a symbol from the list of symbols for which data is being tracked.
/// Note that the symbol will be added again if new data for that symbol is received, unless the OnlyTrackProvidedSymbols option has been set to true.
/// </summary>
/// <param name="symbol">Symbol to remove</param>
public void RemoveTrackedSymbolAsync(SharedSymbol symbol)
{
SymbolTracker.RemoveTrackedSymbol(symbol);
((FuturesOrderTracker)Orders).ClearDataForSymbol(symbol);
((FuturesUserTradeTracker?)Trades)?.ClearDataForSymbol(symbol);
}
} }
} }
@@ -53,17 +53,17 @@ namespace CryptoExchange.Net.Trackers.UserData
var trackers = new List<UserDataItemTracker>(); var trackers = new List<UserDataItemTracker>();
var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, SharedAccountType.Spot, config.BalancesConfig, exchangeParameters); var balanceTracker = new BalanceTracker(logger, SymbolTracker, balanceRestClient, balanceSocketClient, SharedAccountType.Spot, config.BalancesConfig, exchangeParameters);
Balances = balanceTracker; Balances = balanceTracker;
trackers.Add(balanceTracker); trackers.Add(balanceTracker);
var orderTracker = new SpotOrderTracker(logger, spotOrderRestClient, spotOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters); var orderTracker = new SpotOrderTracker(logger, SymbolTracker, spotOrderRestClient, spotOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
Orders = orderTracker; Orders = orderTracker;
trackers.Add(orderTracker); trackers.Add(orderTracker);
if (config.TrackTrades) if (config.TrackTrades)
{ {
var tradeTracker = new SpotUserTradeTracker(logger, spotOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters); var tradeTracker = new SpotUserTradeTracker(logger, SymbolTracker, spotOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
Trades = tradeTracker; Trades = tradeTracker;
trackers.Add(tradeTracker); trackers.Add(tradeTracker);
@@ -127,5 +127,30 @@ namespace CryptoExchange.Net.Trackers.UserData
interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5); interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5);
} }
} }
/// <summary>
/// Add symbols to the list of symbols for which data is being tracked
/// </summary>
/// <param name="symbols">Symbols to add</param>
public void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols)
{
if (symbols.Any(x => x.TradingMode != TradingMode.Spot))
throw new ArgumentException("Futures symbol not allowed in spot tracker", nameof(symbols));
SymbolTracker.UpdateTrackedSymbols(symbols, true);
}
/// <summary>
/// Remove a symbol from the list of symbols for which data is being tracked. Also removes stored data for that symbol.
/// Note that the symbol will be added again if new data for that symbol is received, unless the OnlyTrackProvidedSymbols option has been set to true.
/// </summary>
/// <param name="symbol">Symbol to remove</param>
public void RemoveTrackedSymbolAsync(SharedSymbol symbol)
{
SymbolTracker.RemoveTrackedSymbol(symbol);
((SpotOrderTracker)Orders).ClearDataForSymbol(symbol);
((SpotUserTradeTracker?)Trades)?.ClearDataForSymbol(symbol);
}
} }
} }
+25 -25
View File
@@ -5,32 +5,32 @@
</PropertyGroup> </PropertyGroup>
<ItemGroup> <ItemGroup>
<PackageReference Include="Binance.Net" Version="12.1.0" /> <PackageReference Include="Binance.Net" Version="12.5.0" />
<PackageReference Include="Bitfinex.Net" Version="10.2.0" /> <PackageReference Include="Bitfinex.Net" Version="10.6.0" />
<PackageReference Include="BitMart.Net" Version="3.1.0" /> <PackageReference Include="BitMart.Net" Version="3.5.0" />
<PackageReference Include="BloFin.Net" Version="2.1.1" /> <PackageReference Include="BloFin.Net" Version="2.5.0" />
<PackageReference Include="Bybit.Net" Version="6.1.0" /> <PackageReference Include="Bybit.Net" Version="6.5.0" />
<PackageReference Include="CoinEx.Net" Version="10.1.0" /> <PackageReference Include="CoinEx.Net" Version="10.5.0" />
<PackageReference Include="CoinW.Net" Version="2.1.1" /> <PackageReference Include="CoinW.Net" Version="2.5.0" />
<PackageReference Include="CryptoCom.Net" Version="3.1.0" /> <PackageReference Include="CryptoCom.Net" Version="3.5.0" />
<PackageReference Include="DeepCoin.Net" Version="3.1.0" /> <PackageReference Include="DeepCoin.Net" Version="3.5.0" />
<PackageReference Include="GateIo.Net" Version="3.1.0" /> <PackageReference Include="GateIo.Net" Version="3.5.0" />
<PackageReference Include="HyperLiquid.Net" Version="3.2.0" /> <PackageReference Include="HyperLiquid.Net" Version="3.7.0" />
<PackageReference Include="JK.BingX.Net" Version="3.1.0" /> <PackageReference Include="JK.BingX.Net" Version="3.5.0" />
<PackageReference Include="JK.Bitget.Net" Version="3.1.0" /> <PackageReference Include="JK.Bitget.Net" Version="3.5.0" />
<PackageReference Include="JK.Mexc.Net" Version="4.1.0" /> <PackageReference Include="JK.Mexc.Net" Version="4.5.0" />
<PackageReference Include="JK.OKX.Net" Version="4.1.0" /> <PackageReference Include="JK.OKX.Net" Version="4.5.0" />
<PackageReference Include="Jkorf.Aster.Net" Version="2.1.0" /> <PackageReference Include="Jkorf.Aster.Net" Version="2.5.0" />
<PackageReference Include="JKorf.BitMEX.Net" Version="3.1.0" /> <PackageReference Include="JKorf.BitMEX.Net" Version="3.5.0" />
<PackageReference Include="JKorf.Coinbase.Net" Version="3.1.0" /> <PackageReference Include="JKorf.Coinbase.Net" Version="3.5.1" />
<PackageReference Include="JKorf.HTX.Net" Version="8.1.0" /> <PackageReference Include="JKorf.HTX.Net" Version="8.5.0" />
<PackageReference Include="JKorf.Upbit.Net" Version="2.1.0" /> <PackageReference Include="JKorf.Upbit.Net" Version="2.5.0" />
<PackageReference Include="KrakenExchange.Net" Version="7.1.0" /> <PackageReference Include="KrakenExchange.Net" Version="7.5.0" />
<PackageReference Include="Kucoin.Net" Version="8.1.0" /> <PackageReference Include="Kucoin.Net" Version="8.5.0" />
<PackageReference Include="Serilog.AspNetCore" Version="10.0.0" /> <PackageReference Include="Serilog.AspNetCore" Version="10.0.0" />
<PackageReference Include="Toobit.Net" Version="2.1.0" /> <PackageReference Include="Toobit.Net" Version="3.5.0" />
<PackageReference Include="WhiteBit.Net" Version="3.1.0" /> <PackageReference Include="WhiteBit.Net" Version="3.5.0" />
<PackageReference Include="XT.Net" Version="3.1.0" /> <PackageReference Include="XT.Net" Version="3.5.0" />
</ItemGroup> </ItemGroup>
</Project> </Project>
+14 -14
View File
@@ -6,20 +6,20 @@
</PropertyGroup> </PropertyGroup>
<ItemGroup> <ItemGroup>
<PackageReference Include="Binance.Net" Version="12.1.0" /> <PackageReference Include="Binance.Net" Version="12.5.0" />
<PackageReference Include="Bitfinex.Net" Version="10.2.0" /> <PackageReference Include="Bitfinex.Net" Version="10.6.0" />
<PackageReference Include="BitMart.Net" Version="3.1.0" /> <PackageReference Include="BitMart.Net" Version="3.5.0" />
<PackageReference Include="Bybit.Net" Version="6.1.0" /> <PackageReference Include="Bybit.Net" Version="6.5.0" />
<PackageReference Include="CoinEx.Net" Version="10.1.0" /> <PackageReference Include="CoinEx.Net" Version="10.5.0" />
<PackageReference Include="CryptoCom.Net" Version="3.1.0" /> <PackageReference Include="CryptoCom.Net" Version="3.5.0" />
<PackageReference Include="GateIo.Net" Version="3.1.0" /> <PackageReference Include="GateIo.Net" Version="3.5.0" />
<PackageReference Include="JK.Bitget.Net" Version="3.1.0" /> <PackageReference Include="JK.Bitget.Net" Version="3.5.0" />
<PackageReference Include="JK.Mexc.Net" Version="4.1.0" /> <PackageReference Include="JK.Mexc.Net" Version="4.5.0" />
<PackageReference Include="JK.OKX.Net" Version="4.1.0" /> <PackageReference Include="JK.OKX.Net" Version="4.5.0" />
<PackageReference Include="JKorf.Coinbase.Net" Version="3.1.0" /> <PackageReference Include="JKorf.Coinbase.Net" Version="3.5.1" />
<PackageReference Include="JKorf.HTX.Net" Version="8.1.0" /> <PackageReference Include="JKorf.HTX.Net" Version="8.5.0" />
<PackageReference Include="KrakenExchange.Net" Version="7.1.0" /> <PackageReference Include="KrakenExchange.Net" Version="7.5.0" />
<PackageReference Include="Kucoin.Net" Version="8.1.0" /> <PackageReference Include="Kucoin.Net" Version="8.5.0" />
</ItemGroup> </ItemGroup>
</Project> </Project>
+3 -3
View File
@@ -8,9 +8,9 @@
</PropertyGroup> </PropertyGroup>
<ItemGroup> <ItemGroup>
<PackageReference Include="Binance.Net" Version="12.1.0" /> <PackageReference Include="Binance.Net" Version="12.5.0" />
<PackageReference Include="BitMart.Net" Version="3.1.0" /> <PackageReference Include="BitMart.Net" Version="3.5.0" />
<PackageReference Include="JK.OKX.Net" Version="4.1.0" /> <PackageReference Include="JK.OKX.Net" Version="4.5.0" />
</ItemGroup> </ItemGroup>
</Project> </Project>
+58
View File
@@ -67,6 +67,64 @@ 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). Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf).
## Release notes ## Release notes
* Version 10.8.0 - 06 Mar 2026
* Added `RequestBodyContentEncoding` and `OmitContentTypeHeaderWithoutContent` config to RestApiClient
* Added `ForcePathEndWithSlash` setting to RequestDefinition
* Added `encoding` parameter to SetContent on REST Request
* Version 10.7.2 - 02 Mar 2026
* Added small overlap in UserDataTracker polling logic to account for API endpoints not immediately having the data available
* Version 10.7.1 - 25 Feb 2026
* Fixed deadlock scenario in websocket connection when subscribe and handling message concurrently
* Version 10.7.0 - 24 Feb 2026
* Added parsing of REST response data up to 128 characters for error responses
* Added check for invalid json in JsonSocketMessageHandler
* Added virtual GetTypeIdentifierNonJson for handling non-json messages in JsonSocketMessageHandler
* Added additional options to Rest client options for configuring HttpClient
* Updated INextPageToken parameter on Shared interfaces to PageRequest type, functionality unchanged
* Added SupportsAscending and SupportsDescending properties to PaginatedEndpointOptions to expose supported data directions
* Added MaxAge property to PaginatedEndpointOptions to expose the max age of data that can be requested
* Added Direction property to Shared interfaces paginated requests to configure pagination data direction
* Removed PaginationSupport property from PaginatedEndpointOptions, replaced by above new properties
* Updated Shared GetTradeHistoryRequest EndTime property to be optional
* Updated I(Futures/Spot)OrderRestClient.GetClosed(Futures/Spot)OrdersOptions from PaginatedEndpointOptions<GetClosedOrdersRequest> to GetClosedOrdersOptions
* Updated I(Futures/Spot)OrderRestClient.Get(Futures/Spot)UserTradesOptions from PaginatedEndpointOptions<GetUserTradesRequest> to GetUserTradesOptions
* Updated rate limiting PathStartFilter to ignore added or missing slash before the path
* Updated internal lock for subscription to ReaderWriterLockSlim on SocketConnection
* Removed check for OnlyTrackProvidedSymbols in combination with empty TrackedSymbols list
* Fixed KlineTracker throwing exception if there is no data in the initial snapshot
* Version 10.6.2 - 17 Feb 2026
* Fix for websocket queries which don't expects response getting stuck in subscribing state
* Version 10.6.1 - 16 Feb 2026
* Fixed exception when stopping SymbolOrderBook instance when update is received while closing
* Version 10.6.0 - 16 Feb 2026
* Updated symbol tracking logic on UserDataTracker, now is per UserDataTracker instead of per topic
* Added check for startTime filter for polling being to close to current time which can cause issues if time isn't in sync with server
* Added AddTrackedSymbolsAsync and RemoveTrackedSymbolAsync methods to UserDataTracker
* Added check SymbolOrderBook is still alive when trying to add updates to prevent unnoticed growing in the background when subscription isn't closed while book is
* 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 * Version 10.5.0 - 10 Feb 2026
* Added keep alive for listenkeys to UserDataTracker * Added keep alive for listenkeys to UserDataTracker
* Updated logging unmatched websocket message * Updated logging unmatched websocket message