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17 Commits

Author SHA1 Message Date
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
26 changed files with 734 additions and 234 deletions
+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")));
}
void HandleSubscriptionComplete(bool success, object? response)
{
if (!success)
return;
subscription.HandleSubQueryResponse(socketConnection, response);
subscription.Status = SubscriptionStatus.Subscribed;
if (ct != default)
{
subscription.CancellationTokenRegistration = ct.Register(async () =>
{
_logger.CancellationTokenSetClosingSubscription(socketConnection.SocketId, subscription.Id);
await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
}, false);
}
}
subscription.Status = SubscriptionStatus.Subscribing;
var subQuery = subscription.CreateSubscriptionQuery(socketConnection);
if (subQuery != null)
{
subQuery.OnComplete = () => HandleSubscriptionComplete(subQuery.Result?.Success ?? false, subQuery.Response);
// Send the request and wait for answer
var subResult = await socketConnection.SendAndWaitQueryAsync(subQuery, ct).ConfigureAwait(false);
if (!subResult)
{
var isTimeout = subResult.Error is CancellationRequestedError;
if (isTimeout && subscription.Status == SubscriptionStatus.Subscribed)
{
// No response received, but the subscription did receive updates. We'll assume success
}
else
{
_logger.FailedToSubscribe(socketConnection.SocketId, subResult.Error?.ToString());
// If this was a server process error we still might need to send an unsubscribe to prevent messages coming in later
subscription.Status = SubscriptionStatus.Pending;
await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
return new CallResult<UpdateSubscription>(subResult.Error!);
}
}
if (!subQuery.ExpectsResponse)
HandleSubscriptionComplete(true, null);
}
else
{
HandleSubscriptionComplete(true, null);
}
var subscribeResult = await socketConnection.TrySubscribeAsync(subscription, true, ct).ConfigureAwait(false);
if (!subscribeResult)
return new CallResult<UpdateSubscription>(subscribeResult.Error!);
_logger.SubscriptionCompletedSuccessfully(socketConnection.SocketId, subscription.Id);
return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));
@@ -168,7 +168,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
if (!_unknownValuesWarned.Contains(stringValue))
{
_unknownValuesWarned.Add(stringValue!);
LibraryHelpers.StaticLogger?.LogWarning($"Cannot map enum value. EnumType: {enumType.FullName}, Value: {stringValue}, Known values: {string.Join(", ", _mappingToEnum!.Select(m => m.Value))}. If you think {stringValue} should added please open an issue on the Github repo");
LibraryHelpers.StaticLogger?.LogWarning($"Cannot map enum value. EnumType: {enumType.FullName}, Value: {stringValue}, Known values: [{string.Join(", ", _mappingToEnum!.Select(m => $"{m.StringValue}: {m.Value}"))}]. If you think {stringValue} should added please open an issue on the Github repo");
}
}
@@ -246,6 +246,12 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
{
// If no explicit mapping is found try to parse string
result = (T)Enum.Parse(objectType, value, true);
if (!Enum.IsDefined(objectType, result))
{
result = default;
return false;
}
return true;
}
catch (Exception)
+3 -3
View File
@@ -6,9 +6,9 @@
<PackageId>CryptoExchange.Net</PackageId>
<Authors>JKorf</Authors>
<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
<PackageVersion>10.5.1</PackageVersion>
<AssemblyVersion>10.5.1</AssemblyVersion>
<FileVersion>10.5.1</FileVersion>
<PackageVersion>10.6.0</PackageVersion>
<AssemblyVersion>10.6.0</AssemblyVersion>
<FileVersion>10.6.0</FileVersion>
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
<RepositoryType>git</RepositoryType>
@@ -448,6 +448,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = 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(
new OrderBookSnapshot
{
@@ -475,6 +478,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = 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(
new OrderBookUpdate
{
@@ -505,6 +511,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = 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(
new OrderBookUpdate
{
@@ -531,6 +540,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = 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 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>
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 });
_queueEvent.Set();
}
@@ -1,5 +1,6 @@
using System;
using System.Collections.Generic;
using System.Data.Common;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
@@ -99,6 +100,9 @@ namespace CryptoExchange.Net.SharedApis
if (val == null)
return default;
if (val.Value is T typeVal)
return typeVal;
try
{
Type t = Nullable.GetUnderlyingType(typeof(T)) ?? typeof(T);
@@ -673,13 +673,16 @@ namespace CryptoExchange.Net.Sockets.Default
if (!processed)
{
lock (_listenersLock)
if (!ApiClient.HandleUnhandledMessage(this, typeIdentifier, data))
{
_logger.ReceivedMessageNotMatchedToAnyListener(
SocketId,
typeIdentifier,
topicFilter!,
string.Join(",", _listeners.Select(x => string.Join(",", x.MessageRouter.Routes.Where(x => x.TypeIdentifier == typeIdentifier).Select(x => x.TopicFilter != null ? string.Join(",", x.TopicFilter) : "[null]")))));
lock (_listenersLock)
{
_logger.ReceivedMessageNotMatchedToAnyListener(
SocketId,
typeIdentifier,
topicFilter!,
string.Join(",", _listeners.Select(x => string.Join(",", x.MessageRouter.Routes.Where(x => x.TypeIdentifier == typeIdentifier).Select(x => x.TopicFilter != null ? string.Join(",", x.TopicFilter) : "[null]")))));
}
}
}
}
@@ -1082,40 +1085,8 @@ namespace CryptoExchange.Net.Sockets.Default
var taskList = new List<Task<CallResult>>();
foreach (var subscription in subList)
{
subscription.ConnectionInvocations = 0;
if (!subscription.Active)
// Can be closed during resubscribing
continue;
subscription.Status = SubscriptionStatus.Subscribing;
var result = await ApiClient.RevitalizeRequestAsync(subscription).ConfigureAwait(false);
if (!result)
{
_logger.FailedRequestRevitalization(SocketId, result.Error?.ToString());
subscription.Status = SubscriptionStatus.Pending;
return result;
}
var subQuery = subscription.CreateSubscriptionQuery(this);
if (subQuery == null)
{
subscription.Status = SubscriptionStatus.Subscribed;
continue;
}
subQuery.OnComplete = () =>
{
subscription.Status = subQuery.Result!.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
subscription.HandleSubQueryResponse(this, subQuery.Response);
};
taskList.Add(SendAndWaitQueryAsync(subQuery));
if (!subQuery.ExpectsResponse)
{
// If there won't be an answer we can immediately set this
subscription.Status = SubscriptionStatus.Subscribed;
subscription.HandleSubQueryResponse(this, null);
}
var subscribeTask = TrySubscribeAsync(subscription, false, default);
taskList.Add(subscribeTask);
}
await Task.WhenAll(taskList).ConfigureAwait(false);
@@ -1132,6 +1103,67 @@ namespace CryptoExchange.Net.Sockets.Default
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;
}
subQuery.OnComplete = () =>
{
subscription.Status = subQuery.Result!.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
subscription.HandleSubQueryResponse(this, subQuery.Response);
if (newSubscription && subQuery.Result.Success && subCancelToken != default)
{
subscription.CancellationTokenRegistration = subCancelToken.Register(async () =>
{
_logger.CancellationTokenSetClosingSubscription(SocketId, subscription.Id);
await CloseAsync(subscription).ConfigureAwait(false);
}, false);
}
};
var subQueryResult = await SendAndWaitQueryAsync(subQuery).ConfigureAwait(false);
if (!subQueryResult)
{
_logger.FailedToSubscribe(SocketId, subQueryResult.Error?.ToString());
// If this was a server process error or timeout we still send an unsubscribe to prevent messages coming in later
if (newSubscription)
await CloseAsync(subscription).ConfigureAwait(false);
return new CallResult<UpdateSubscription>(subQueryResult.Error!);
}
return subQueryResult;
}
internal async Task UnsubscribeAsync(Subscription subscription)
{
var unsubscribeRequest = subscription.CreateUnsubscriptionQuery(this);
@@ -174,6 +174,14 @@ namespace CryptoExchange.Net.Sockets.Default
{
ConnectionInvocations++;
TotalInvocations++;
if (SubscriptionQuery != null && !SubscriptionQuery.Completed && SubscriptionQuery.TimeoutBehavior == TimeoutBehavior.Succeed)
{
// The subscription query is one where it is successful if there is no error returned
// Since we've received a data update for the subscription we can assume the subscribe query was successful
// Call timeout to complete
SubscriptionQuery.Timeout();
}
return route.Handle(connection, receiveTime, originalData, data);
}
+3 -2
View File
@@ -127,8 +127,8 @@ namespace CryptoExchange.Net.Sockets
}
else
{
Completed = true;
Result = CallResult.SuccessResult;
Completed = true;
_event.Set();
}
}
@@ -216,12 +216,12 @@ namespace CryptoExchange.Net.Sockets
if (Completed)
return;
Completed = true;
if (TimeoutBehavior == TimeoutBehavior.Fail)
Result = new CallResult<THandlerResponse>(new TimeoutError());
else
Result = new CallResult<THandlerResponse>(default, null, default);
Completed = true;
_event.Set();
OnComplete?.Invoke();
}
@@ -234,6 +234,7 @@ namespace CryptoExchange.Net.Sockets
Result = new CallResult<THandlerResponse>(error);
Completed = true;
_event.Set();
OnComplete?.Invoke();
}
@@ -16,13 +16,6 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary>
bool Connected { get; }
/// <summary>
/// Currently tracked symbols. Data for these symbols will be requested when polling.
/// Websocket updates will be available for all symbols regardless.
/// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
/// </summary>
IEnumerable<SharedSymbol> TrackedSymbols { get; }
/// <summary>
/// On connection status change. Might trigger multiple times with the same status depending on the underlying subscriptions.
/// </summary>
@@ -2,6 +2,7 @@
using CryptoExchange.Net.SharedApis;
using CryptoExchange.Net.Trackers.UserData.Objects;
using System;
using System.Collections.Generic;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Trackers.UserData.Interfaces
@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary>
public string Exchange { get; }
/// <summary>
/// Currently tracked symbols. Data for these symbols will be requested when polling.
/// Websocket updates will be available for all symbols regardless.
/// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
/// </summary>
IEnumerable<SharedSymbol> TrackedSymbols { get; }
/// <summary>
/// Balances tracker
/// </summary>
@@ -57,5 +65,18 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary>
/// <returns></returns>
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.Trackers.UserData.Objects;
using System;
using System.Collections.Generic;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Trackers.UserData.Interfaces
@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary>
public string Exchange { get; }
/// <summary>
/// Currently tracked symbols. Data for these symbols will be requested when polling.
/// Websocket updates will be available for all symbols regardless.
/// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
/// </summary>
IEnumerable<SharedSymbol> TrackedSymbols { get; }
/// <summary>
/// Balances tracker
/// </summary>
@@ -53,5 +61,18 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary>
/// <returns></returns>
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>
public BalanceTracker(
ILogger logger,
UserDataSymbolTracker symbolTracker,
IBalanceRestClient restClient,
IBalanceSocketClient? socketClient,
SharedAccountType accountType,
TrackerItemConfig config,
ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Balances, restClient.Exchange, config, false, null)
) : base(logger, symbolTracker, UserDataType.Balances, restClient.Exchange, config)
{
if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -19,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly IFuturesOrderSocketClient? _socketClient;
private readonly ExchangeParameters? _exchangeParameters;
private readonly bool _requiresSymbolParameterOpenOrders;
private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
@@ -27,13 +28,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary>
public FuturesOrderTracker(
ILogger logger,
UserDataSymbolTracker symbolTracker,
IFuturesOrderRestClient restClient,
IFuturesOrderSocketClient? socketClient,
TrackerItemConfig config,
IEnumerable<SharedSymbol> symbols,
bool onlyTrackProvidedSymbols,
ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Orders, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
) : base(logger, symbolTracker, UserDataType.Orders, restClient.Exchange, config)
{
if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -45,6 +47,20 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_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 />
protected override bool Update(SharedFuturesOrder existingItem, SharedFuturesOrder updateItem)
{
@@ -233,7 +249,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
else
{
foreach (var symbol in _symbols.ToList())
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{
var openOrdersResult = await _restClient.GetOpenFuturesOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!openOrdersResult.Success)
@@ -251,11 +267,30 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
}
}
foreach (var symbol in _symbols.ToList())
if (!_firstPollDone && anyError)
return anyError;
// Check all current open orders
// Keep track of the orders no longer returned in the open list
// Order should be set to canceled state when it's no longer returned in the open list
// but also is not returned in the closed list
foreach (var order in Values.Where(x => x.Status == SharedOrderStatus.Open))
{
var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
var updatedPollTime = DateTime.UtcNow;
if (openOrders.Any(x => x.OrderId == order.OrderId))
continue;
if (!_openOrderNotReturnedTimes.ContainsKey(order.OrderId))
_openOrderNotReturnedTimes[order.OrderId] = 0;
_openOrderNotReturnedTimes[order.OrderId] += 1;
}
var updatedPollTime = DateTime.UtcNow;
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{
DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
var closedOrdersResult = await _restClient.GetClosedFuturesOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!closedOrdersResult.Success)
{
@@ -267,22 +302,26 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
else
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
// Filter orders to only include where close time is after the start time
var relevantOrders = closedOrdersResult.Data.Where(x =>
(x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start time
|| (x.CreateTime != null && x.CreateTime >= _startTime) // Created after the tracker start time
|| (x.CreateTime == null && x.UpdateTime == null) // Unknown time
|| (Values.Any(e => e.OrderId == x.OrderId && x.Status == SharedOrderStatus.Open)) // Or we're currently tracking this open order
).ToArray();
// Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
var openOrdersNotReturned = Values.Where(x =>
x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset // Orders for the same symbol
&& x.QuantityFilled?.IsZero == true // With no filled value
&& !openOrders.Any(r => r.OrderId == x.OrderId) // Not returned in open orders
&& !relevantOrders.Any(r => r.OrderId == x.OrderId) // Not return in closed orders
// Orders for the same symbol
x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset
// With no filled value
&& x.QuantityFilled?.IsZero == true
// Not returned in open orders
&& !openOrders.Any(r => r.OrderId == x.OrderId)
// Not returned in closed orders
&& !relevantOrders.Any(r => r.OrderId == x.OrderId)
// Open order has not been returned in the open list at least 2 times
&& (_openOrderNotReturnedTimes.TryGetValue(x.OrderId, out var notReturnedTimes) ? notReturnedTimes >= 2 : false)
).ToList();
var additionalUpdates = new List<SharedFuturesOrder>();
@@ -300,7 +339,64 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
}
if (!anyError)
{
_lastPollTime = updatedPollTime;
_lastDataTimeBeforeDisconnect = null;
}
return anyError;
}
private DateTime? GetClosedOrdersRequestStartTime(SharedSymbol symbol)
{
// Determine the timestamp from which we need to check order status
// Use the timestamp we last know the correct state of the data
DateTime? fromTime = null;
string? source = null;
// Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime;
source = "LastPollTime";
}
// If we known open orders with a create time before this time we need to use that timestamp to make sure that order is included in the response
var trackedOrdersMinOpenTime = Values
.Where(x => x.Status == SharedOrderStatus.Open && x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
.OrderBy(x => x.CreateTime)
.FirstOrDefault()?.CreateTime;
if (trackedOrdersMinOpenTime.HasValue && (fromTime == null || trackedOrdersMinOpenTime.Value < fromTime))
{
// Could be improved by only requesting the specific open orders if there are only a few that would be better than trying to request a long
// history if the open order is far back
fromTime = trackedOrdersMinOpenTime.Value.AddMilliseconds(-1);
source = "OpenOrder";
}
if (fromTime == null)
{
fromTime = _startTime;
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
{
// Set it to at least 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;
}
}
}
@@ -26,13 +26,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary>
public FuturesUserTradeTracker(
ILogger logger,
UserDataSymbolTracker symbolTracker,
IFuturesOrderRestClient restClient,
IUserTradeSocketClient? socketClient,
TrackerItemConfig config,
IEnumerable<SharedSymbol> symbols,
bool onlyTrackProvidedSymbols,
ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Trades, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
) : base(logger, symbolTracker, UserDataType.Trades, restClient.Exchange, config)
{
if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -42,6 +43,20 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_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 />
protected override string GetKey(SharedUserTrade item) => item.Id;
/// <inheritdoc />
@@ -55,10 +70,10 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
protected override async Task<bool> DoPollAsync()
{
var anyError = false;
foreach (var symbol in _symbols)
var fromTimeTrades = GetTradesRequestStartTime();
var updatedPollTime = DateTime.UtcNow;
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{
var fromTimeTrades = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
var updatedPollTime = DateTime.UtcNow;
var tradesResult = await _restClient.GetFuturesUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!tradesResult.Success)
{
@@ -80,9 +95,53 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
}
if (!anyError)
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
}
return anyError;
}
private DateTime? GetTradesRequestStartTime()
{
// Determine the timestamp from which we need to check order status
// Use the timestamp we last know the correct state of the data
DateTime? fromTime = null;
string? source = null;
// Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime;
source = "LastPollTime";
}
if (fromTime == null)
{
fromTime = _startTime;
source = "StartTime";
}
var now = DateTime.UtcNow;
if (now - fromTime < TimeSpan.FromSeconds(1))
{
// Set it to at least 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 />
protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey)
{
@@ -29,6 +29,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary>
public PositionTracker(
ILogger logger,
UserDataSymbolTracker symbolTracker,
IFuturesOrderRestClient restClient,
IPositionSocketClient? socketClient,
TrackerItemConfig config,
@@ -36,7 +37,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
bool onlyTrackProvidedSymbols,
bool websocketPositionUpdatesAreFullSnapshots,
ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Positions, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
) : base(logger, symbolTracker, UserDataType.Positions, restClient.Exchange, config)
{
if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -118,9 +119,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
{
toRemove ??= new List<SharedPosition>();
toRemove.Add(item);
_logger.LogTrace("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, item.Symbol);
}
else if (_onlyTrackProvidedSymbols
&& !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
{
toRemove ??= new List<SharedPosition>();
toRemove.Add(item);
@@ -131,8 +132,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
if (toRemove != null)
@event = @event.Except(toRemove).ToArray();
if (!_onlyTrackProvidedSymbols)
UpdateSymbolsList(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
_symbolTracker.UpdateTrackedSymbols(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
// Update local store
@@ -19,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly ISpotOrderSocketClient? _socketClient;
private readonly ExchangeParameters? _exchangeParameters;
private readonly bool _requiresSymbolParameterOpenOrders;
private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
@@ -27,13 +28,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary>
public SpotOrderTracker(
ILogger logger,
UserDataSymbolTracker symbolTracker,
ISpotOrderRestClient restClient,
ISpotOrderSocketClient? socketClient,
TrackerItemConfig config,
IEnumerable<SharedSymbol> symbols,
bool onlyTrackProvidedSymbols,
ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Orders, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
) : base(logger, symbolTracker, UserDataType.Orders, restClient.Exchange, config)
{
if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -45,6 +47,19 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_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 />
protected override bool Update(SharedSpotOrder existingItem, SharedSpotOrder updateItem)
{
@@ -244,7 +259,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
else
{
foreach (var symbol in _symbols.ToList())
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{
var openOrdersResult = await _restClient.GetOpenSpotOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!openOrdersResult.Success)
@@ -266,10 +281,27 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
if (!_firstPollDone && anyError)
return anyError;
foreach (var symbol in _symbols.ToList())
// Check all current open orders
// Keep track of the orders no longer returned in the open list
// Order should be set to canceled state when it's no longer returned in the open list
// but also is not returned in the closed list
foreach (var order in Values.Where(x => x.Status == SharedOrderStatus.Open))
{
var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
var updatedPollTime = DateTime.UtcNow;
if (openOrders.Any(x => x.OrderId == order.OrderId))
continue;
if (!_openOrderNotReturnedTimes.ContainsKey(order.OrderId))
_openOrderNotReturnedTimes[order.OrderId] = 0;
_openOrderNotReturnedTimes[order.OrderId] += 1;
}
var updatedPollTime = DateTime.UtcNow;
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{
DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
var closedOrdersResult = await _restClient.GetClosedSpotOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!closedOrdersResult.Success)
{
@@ -281,22 +313,26 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
else
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
// Filter orders to only include where close time is after the start time
var relevantOrders = closedOrdersResult.Data.Where(x =>
(x.UpdateTime != null && x.UpdateTime >= _startTime) // Updated after the tracker start time
|| (x.CreateTime != null && x.CreateTime >= _startTime) // Created after the tracker start time
|| (x.CreateTime == null && x.UpdateTime == null) // Unknown time
|| (Values.Any(e => e.OrderId == x.OrderId && x.Status == SharedOrderStatus.Open)) // Or we're currently tracking this open order
).ToArray();
// Check for orders which are no longer returned in either open/closed and assume they're canceled without fill
var openOrdersNotReturned = Values.Where(x =>
x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset // Orders for the same symbol
&& x.QuantityFilled?.IsZero == true // With no filled value
&& !openOrders.Any(r => r.OrderId == x.OrderId) // Not returned in open orders
&& !relevantOrders.Any(r => r.OrderId == x.OrderId) // Not return in closed orders
// Orders for the same symbol
x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset
// With no filled value
&& x.QuantityFilled?.IsZero == true
// Not returned in open orders
&& !openOrders.Any(r => r.OrderId == x.OrderId)
// Not returned in closed orders
&& !relevantOrders.Any(r => r.OrderId == x.OrderId)
// Open order has not been returned in the open list at least 2 times
&& (_openOrderNotReturnedTimes.TryGetValue(x.OrderId, out var notReturnedTimes) ? notReturnedTimes >= 2 : false)
).ToList();
var additionalUpdates = new List<SharedSpotOrder>();
@@ -314,7 +350,64 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
}
if (!anyError)
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
}
return anyError;
}
private DateTime? GetClosedOrdersRequestStartTime(SharedSymbol symbol)
{
// Determine the timestamp from which we need to check order status
// Use the timestamp we last know the correct state of the data
DateTime? fromTime = null;
string? source = null;
// Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime;
source = "LastPollTime";
}
// If we known open orders with a create time before this time we need to use that timestamp to make sure that order is included in the response
var trackedOrdersMinOpenTime = Values
.Where(x => x.Status == SharedOrderStatus.Open && x.SharedSymbol!.BaseAsset == symbol.BaseAsset && x.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
.OrderBy(x => x.CreateTime)
.FirstOrDefault()?.CreateTime;
if (trackedOrdersMinOpenTime.HasValue && (fromTime == null || trackedOrdersMinOpenTime.Value < fromTime))
{
// Could be improved by only requesting the specific open orders if there are only a few that would be better than trying to request a long
// history if the open order is far back
fromTime = trackedOrdersMinOpenTime.Value.AddMilliseconds(-1);
source = "OpenOrder";
}
if (fromTime == null)
{
fromTime = _startTime;
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
{
// Set it to at least 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;
}
}
}
@@ -26,13 +26,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary>
public SpotUserTradeTracker(
ILogger logger,
UserDataSymbolTracker symbolTracker,
ISpotOrderRestClient restClient,
IUserTradeSocketClient? socketClient,
TrackerItemConfig config,
IEnumerable<SharedSymbol> symbols,
bool onlyTrackProvidedSymbols,
ExchangeParameters? exchangeParameters = null
) : base(logger, UserDataType.Trades, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
) : base(logger, symbolTracker, UserDataType.Trades, restClient.Exchange, config)
{
if (_socketClient == null)
config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -42,6 +43,19 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_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 />
protected override string GetKey(SharedUserTrade item) => item.Id;
/// <inheritdoc />
@@ -55,10 +69,10 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
protected override async Task<bool> DoPollAsync()
{
var anyError = false;
foreach (var symbol in _symbols)
var fromTimeTrades = GetTradesRequestStartTime();
var updatedPollTime = DateTime.UtcNow;
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
{
var fromTimeTrades = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
var updatedPollTime = DateTime.UtcNow;
var tradesResult = await _restClient.GetSpotUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!tradesResult.Success)
{
@@ -70,8 +84,6 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
else
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
// Filter trades to only include where timestamp is after the start time OR it's part of an order we're tracking
var relevantTrades = tradesResult.Data.Where(x => x.Timestamp >= _startTime || (GetTrackedOrderIds?.Invoke() ?? []).Any(o => o == x.OrderId)).ToArray();
@@ -80,9 +92,52 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
}
if (!anyError)
{
_lastDataTimeBeforeDisconnect = null;
_lastPollTime = updatedPollTime;
}
return anyError;
}
private DateTime? GetTradesRequestStartTime()
{
// Determine the timestamp from which we need to check order status
// Use the timestamp we last know the correct state of the data
DateTime? fromTime = null;
string? source = null;
// Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime;
source = "LastPollTime";
}
if (fromTime == null)
{
fromTime = _startTime;
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
{
// Set it to at least 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 />
protected override Task<CallResult<UpdateSubscription?>> DoSubscribeAsync(string? listenKey)
{
@@ -203,21 +203,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// </summary>
protected ConcurrentDictionary<string, T> _store = new ConcurrentDictionary<string, T>(StringComparer.InvariantCultureIgnoreCase);
/// <summary>
/// Tracked symbols list
/// </summary>
protected readonly List<SharedSymbol> _symbols;
/// <summary>
/// Symbol lock
/// </summary>
protected object _symbolLock = new object();
/// <summary>
/// Only track provided symbols setting
/// </summary>
protected bool _onlyTrackProvidedSymbols;
/// <summary>
/// Is SharedSymbol model
/// </summary>
protected bool _isSymbolModel;
/// <summary>
/// Symbol tracker
/// </summary>
protected readonly UserDataSymbolTracker _symbolTracker;
/// <inheritdoc />
public T[] Values
@@ -240,22 +233,23 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// <inheritdoc />
public event Func<UserDataUpdate<T[]>, Task>? OnUpdate;
/// <inheritdoc />
public IEnumerable<SharedSymbol> TrackedSymbols => _symbols;
/// <summary>
/// ctor
/// </summary>
public UserDataItemTracker(ILogger logger, UserDataType dataType, string exchange, TrackerItemConfig config, bool onlyTrackProvidedSymbols, IEnumerable<SharedSymbol>? symbols) : base(logger, dataType, exchange)
public UserDataItemTracker(
ILogger logger,
UserDataSymbolTracker symbolTracker,
UserDataType dataType,
string exchange,
TrackerItemConfig config) : base(logger, dataType, exchange)
{
_onlyTrackProvidedSymbols = onlyTrackProvidedSymbols;
_symbols = symbols?.ToList() ?? [];
_pollIntervalDisconnected = config.PollIntervalDisconnected;
_pollIntervalConnected = config.PollIntervalConnected;
_pollAtStart = config.PollAtStart;
_retentionTime = config is TrackerTimedItemConfig timeConfig ? timeConfig.RetentionTime : TimeSpan.MaxValue;
_isSymbolModel = typeof(T).IsSubclassOf(typeof(SharedSymbolModel));
_symbolTracker = symbolTracker;
}
/// <summary>
@@ -334,26 +328,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
/// Get the age of an item
/// </summary>
protected virtual TimeSpan GetAge(DateTime time, T item) => TimeSpan.Zero;
/// <summary>
/// Update the tracked symbol list with potential new symbols
/// </summary>
/// <param name="symbols"></param>
protected void UpdateSymbolsList(IEnumerable<SharedSymbol> symbols)
{
lock (_symbolLock)
{
foreach (var symbol in symbols.Distinct())
{
if (!_symbols.Any(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset))
{
_symbols.Add(symbol);
_logger.LogDebug("Adding {BaseAsset}/{QuoteAsset} to symbol tracking list", symbol.BaseAsset, symbol.QuoteAsset);
}
}
}
}
/// <summary>
/// Handle an update
/// </summary>
@@ -372,9 +347,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
{
toRemove ??= new List<T>();
toRemove.Add(item);
_logger.LogWarning("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, GetKey(item));
}
else if (_onlyTrackProvidedSymbols
&& !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
{
toRemove ??= new List<T>();
toRemove.Add(item);
@@ -385,8 +360,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
if (toRemove != null)
@event = @event.Except(toRemove).ToArray();
if (!_onlyTrackProvidedSymbols)
UpdateSymbolsList(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
_symbolTracker.UpdateTrackedSymbols(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
}
// Update local store
@@ -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.SharedApis;
using CryptoExchange.Net.Trackers.UserData.ItemTrackers;
using CryptoExchange.Net.Trackers.UserData.Objects;
using Microsoft.Extensions.Logging;
@@ -33,6 +34,11 @@ namespace CryptoExchange.Net.Trackers.UserData
/// </summary>
protected abstract UserDataItemTracker[] DataTrackers { get; }
/// <summary>
/// Symbol tracker
/// </summary>
protected internal UserDataSymbolTracker SymbolTracker { get; }
/// <inheritdoc />
public string? UserIdentifier { get; }
@@ -51,6 +57,11 @@ namespace CryptoExchange.Net.Trackers.UserData
/// </summary>
public bool Connected => DataTrackers.All(x => x.Connected);
/// <summary>
/// Currently tracked symbols
/// </summary>
public IEnumerable<SharedSymbol> TrackedSymbols => SymbolTracker.GetTrackedSymbols();
/// <summary>
/// ctor
/// </summary>
@@ -65,6 +76,7 @@ namespace CryptoExchange.Net.Trackers.UserData
_logger = logger;
SymbolTracker = new UserDataSymbolTracker(logger, config);
Exchange = exchange;
UserIdentifier = userIdentifier;
}
@@ -77,21 +77,21 @@ namespace CryptoExchange.Net.Trackers.UserData
var trackers = new List<UserDataItemTracker>();
var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, accountType ?? SharedAccountType.PerpetualLinearFutures, config.BalancesConfig, exchangeParameters);
var balanceTracker = new BalanceTracker(logger, SymbolTracker, balanceRestClient, balanceSocketClient, accountType ?? SharedAccountType.PerpetualLinearFutures, config.BalancesConfig, exchangeParameters);
Balances = balanceTracker;
trackers.Add(balanceTracker);
var orderTracker = new FuturesOrderTracker(logger, futuresOrderRestClient, futuresOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
var orderTracker = new FuturesOrderTracker(logger, SymbolTracker, futuresOrderRestClient, futuresOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
Orders = orderTracker;
trackers.Add(orderTracker);
var positionTracker = new PositionTracker(logger, futuresOrderRestClient, positionSocketClient, config.PositionConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, WebsocketPositionUpdatesAreFullSnapshots, exchangeParameters);
var positionTracker = new PositionTracker(logger, SymbolTracker, futuresOrderRestClient, positionSocketClient, config.PositionConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, WebsocketPositionUpdatesAreFullSnapshots, exchangeParameters);
Positions = positionTracker;
trackers.Add(positionTracker);
if (config.TrackTrades)
{
var tradeTracker = new FuturesUserTradeTracker(logger, futuresOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
var tradeTracker = new FuturesUserTradeTracker(logger, SymbolTracker, futuresOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
Trades = tradeTracker;
trackers.Add(tradeTracker);
@@ -154,5 +154,30 @@ namespace CryptoExchange.Net.Trackers.UserData
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 balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, SharedAccountType.Spot, config.BalancesConfig, exchangeParameters);
var balanceTracker = new BalanceTracker(logger, SymbolTracker, balanceRestClient, balanceSocketClient, SharedAccountType.Spot, config.BalancesConfig, exchangeParameters);
Balances = balanceTracker;
trackers.Add(balanceTracker);
var orderTracker = new SpotOrderTracker(logger, spotOrderRestClient, spotOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
var orderTracker = new SpotOrderTracker(logger, SymbolTracker, spotOrderRestClient, spotOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
Orders = orderTracker;
trackers.Add(orderTracker);
if (config.TrackTrades)
{
var tradeTracker = new SpotUserTradeTracker(logger, spotOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
var tradeTracker = new SpotUserTradeTracker(logger, SymbolTracker, spotOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
Trades = tradeTracker;
trackers.Add(tradeTracker);
@@ -127,5 +127,30 @@ namespace CryptoExchange.Net.Trackers.UserData
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>
<ItemGroup>
<PackageReference Include="Binance.Net" Version="12.1.0" />
<PackageReference Include="Bitfinex.Net" Version="10.2.0" />
<PackageReference Include="BitMart.Net" Version="3.1.0" />
<PackageReference Include="BloFin.Net" Version="2.1.1" />
<PackageReference Include="Bybit.Net" Version="6.1.0" />
<PackageReference Include="CoinEx.Net" Version="10.1.0" />
<PackageReference Include="CoinW.Net" Version="2.1.1" />
<PackageReference Include="CryptoCom.Net" Version="3.1.0" />
<PackageReference Include="DeepCoin.Net" Version="3.1.0" />
<PackageReference Include="GateIo.Net" Version="3.1.0" />
<PackageReference Include="HyperLiquid.Net" Version="3.2.0" />
<PackageReference Include="JK.BingX.Net" Version="3.1.0" />
<PackageReference Include="JK.Bitget.Net" Version="3.1.0" />
<PackageReference Include="JK.Mexc.Net" Version="4.1.0" />
<PackageReference Include="JK.OKX.Net" Version="4.1.0" />
<PackageReference Include="Jkorf.Aster.Net" Version="2.1.0" />
<PackageReference Include="JKorf.BitMEX.Net" Version="3.1.0" />
<PackageReference Include="JKorf.Coinbase.Net" Version="3.1.0" />
<PackageReference Include="JKorf.HTX.Net" Version="8.1.0" />
<PackageReference Include="JKorf.Upbit.Net" Version="2.1.0" />
<PackageReference Include="KrakenExchange.Net" Version="7.1.0" />
<PackageReference Include="Kucoin.Net" Version="8.1.0" />
<PackageReference Include="Binance.Net" Version="12.5.0" />
<PackageReference Include="Bitfinex.Net" Version="10.6.0" />
<PackageReference Include="BitMart.Net" Version="3.5.0" />
<PackageReference Include="BloFin.Net" Version="2.5.0" />
<PackageReference Include="Bybit.Net" Version="6.5.0" />
<PackageReference Include="CoinEx.Net" Version="10.5.0" />
<PackageReference Include="CoinW.Net" Version="2.5.0" />
<PackageReference Include="CryptoCom.Net" Version="3.5.0" />
<PackageReference Include="DeepCoin.Net" Version="3.5.0" />
<PackageReference Include="GateIo.Net" Version="3.5.0" />
<PackageReference Include="HyperLiquid.Net" Version="3.7.0" />
<PackageReference Include="JK.BingX.Net" Version="3.5.0" />
<PackageReference Include="JK.Bitget.Net" Version="3.5.0" />
<PackageReference Include="JK.Mexc.Net" Version="4.5.0" />
<PackageReference Include="JK.OKX.Net" Version="4.5.0" />
<PackageReference Include="Jkorf.Aster.Net" Version="2.5.0" />
<PackageReference Include="JKorf.BitMEX.Net" Version="3.5.0" />
<PackageReference Include="JKorf.Coinbase.Net" Version="3.5.1" />
<PackageReference Include="JKorf.HTX.Net" Version="8.5.0" />
<PackageReference Include="JKorf.Upbit.Net" Version="2.5.0" />
<PackageReference Include="KrakenExchange.Net" Version="7.5.0" />
<PackageReference Include="Kucoin.Net" Version="8.5.0" />
<PackageReference Include="Serilog.AspNetCore" Version="10.0.0" />
<PackageReference Include="Toobit.Net" Version="2.1.0" />
<PackageReference Include="WhiteBit.Net" Version="3.1.0" />
<PackageReference Include="XT.Net" Version="3.1.0" />
<PackageReference Include="Toobit.Net" Version="3.5.0" />
<PackageReference Include="WhiteBit.Net" Version="3.5.0" />
<PackageReference Include="XT.Net" Version="3.5.0" />
</ItemGroup>
</Project>
+14 -14
View File
@@ -6,20 +6,20 @@
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Binance.Net" Version="12.1.0" />
<PackageReference Include="Bitfinex.Net" Version="10.2.0" />
<PackageReference Include="BitMart.Net" Version="3.1.0" />
<PackageReference Include="Bybit.Net" Version="6.1.0" />
<PackageReference Include="CoinEx.Net" Version="10.1.0" />
<PackageReference Include="CryptoCom.Net" Version="3.1.0" />
<PackageReference Include="GateIo.Net" Version="3.1.0" />
<PackageReference Include="JK.Bitget.Net" Version="3.1.0" />
<PackageReference Include="JK.Mexc.Net" Version="4.1.0" />
<PackageReference Include="JK.OKX.Net" Version="4.1.0" />
<PackageReference Include="JKorf.Coinbase.Net" Version="3.1.0" />
<PackageReference Include="JKorf.HTX.Net" Version="8.1.0" />
<PackageReference Include="KrakenExchange.Net" Version="7.1.0" />
<PackageReference Include="Kucoin.Net" Version="8.1.0" />
<PackageReference Include="Binance.Net" Version="12.5.0" />
<PackageReference Include="Bitfinex.Net" Version="10.6.0" />
<PackageReference Include="BitMart.Net" Version="3.5.0" />
<PackageReference Include="Bybit.Net" Version="6.5.0" />
<PackageReference Include="CoinEx.Net" Version="10.5.0" />
<PackageReference Include="CryptoCom.Net" Version="3.5.0" />
<PackageReference Include="GateIo.Net" Version="3.5.0" />
<PackageReference Include="JK.Bitget.Net" Version="3.5.0" />
<PackageReference Include="JK.Mexc.Net" Version="4.5.0" />
<PackageReference Include="JK.OKX.Net" Version="4.5.0" />
<PackageReference Include="JKorf.Coinbase.Net" Version="3.5.1" />
<PackageReference Include="JKorf.HTX.Net" Version="8.5.0" />
<PackageReference Include="KrakenExchange.Net" Version="7.5.0" />
<PackageReference Include="Kucoin.Net" Version="8.5.0" />
</ItemGroup>
</Project>
+3 -3
View File
@@ -8,9 +8,9 @@
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Binance.Net" Version="12.1.0" />
<PackageReference Include="BitMart.Net" Version="3.1.0" />
<PackageReference Include="JK.OKX.Net" Version="4.1.0" />
<PackageReference Include="Binance.Net" Version="12.5.0" />
<PackageReference Include="BitMart.Net" Version="3.5.0" />
<PackageReference Include="JK.OKX.Net" Version="4.5.0" />
</ItemGroup>
</Project>
+20
View File
@@ -67,6 +67,26 @@ Make a one time donation in a crypto currency of your choice. If you prefer to d
Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf).
## Release notes
* Version 10.6.0 - 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