mirror of
https://github.com/JKorf/CryptoExchange.Net.git
synced 2026-08-12 17:03:10 +00:00
Compare commits
10 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 297eee0e1f | |||
| 6a9231b1e3 | |||
| e40f2a15b6 | |||
| b94085a27a | |||
| 5e083811df | |||
| 7dcf5cd6ea | |||
| 1471a4733f | |||
| f39d9f7cfb | |||
| 9fab8faa45 | |||
| 226f175343 |
@@ -6,9 +6,9 @@
|
||||
<PackageId>CryptoExchange.Net</PackageId>
|
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<Authors>JKorf</Authors>
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<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>
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<PackageVersion>10.5.3</PackageVersion>
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<AssemblyVersion>10.5.3</AssemblyVersion>
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<FileVersion>10.5.3</FileVersion>
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||||
<PackageVersion>10.6.1</PackageVersion>
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<AssemblyVersion>10.6.1</AssemblyVersion>
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<FileVersion>10.6.1</FileVersion>
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<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
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<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>
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<RepositoryType>git</RepositoryType>
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|
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@@ -332,7 +332,6 @@ namespace CryptoExchange.Net.OrderBook
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public async Task StopAsync()
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{
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_logger.OrderBookStopping(Api, Symbol);
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Status = OrderBookStatus.Disconnected;
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_cts?.Cancel();
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_queueEvent.Set();
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if (_processTask != null)
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@@ -345,6 +344,7 @@ namespace CryptoExchange.Net.OrderBook
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_subscription.ConnectionRestored -= HandleConnectionRestored;
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}
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Status = OrderBookStatus.Disconnected;
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_logger.OrderBookStopped(Api, Symbol);
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}
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@@ -448,6 +448,9 @@ namespace CryptoExchange.Net.OrderBook
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DateTime? serverDataTime = null,
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DateTime? localDataTime = null)
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{
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if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
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throw new InvalidOperationException("Trying to set snapshot while book is not working");
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_processQueue.Enqueue(
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new OrderBookSnapshot
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{
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@@ -475,6 +478,9 @@ namespace CryptoExchange.Net.OrderBook
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DateTime? serverDataTime = null,
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DateTime? localDataTime = null)
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{
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if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
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throw new InvalidOperationException("Trying to update order book while book is not working");
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|
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_processQueue.Enqueue(
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new OrderBookUpdate
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{
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@@ -505,6 +511,9 @@ namespace CryptoExchange.Net.OrderBook
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DateTime? serverDataTime = null,
|
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DateTime? localDataTime = null)
|
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{
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if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
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throw new InvalidOperationException("Trying to update order book while book is not working");
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|
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_processQueue.Enqueue(
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new OrderBookUpdate
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{
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@@ -531,6 +540,9 @@ namespace CryptoExchange.Net.OrderBook
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DateTime? serverDataTime = null,
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DateTime? localDataTime = null)
|
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{
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if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
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throw new InvalidOperationException("Trying to update order book while book is not working");
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var highest = Math.Max(bids.Any() ? bids.Max(b => b.Sequence) : 0, asks.Any() ? asks.Max(a => a.Sequence) : 0);
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var lowest = Math.Min(bids.Any() ? bids.Min(b => b.Sequence) : long.MaxValue, asks.Any() ? asks.Min(a => a.Sequence) : long.MaxValue);
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@@ -554,6 +566,9 @@ namespace CryptoExchange.Net.OrderBook
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/// <param name="sequenceNumber">The sequence number of the message if it's a separate message with separate number</param>
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protected void AddChecksum(int checksum, long? sequenceNumber = null)
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{
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if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
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throw new InvalidOperationException("Trying to add checksum while book is not working");
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_processQueue.Enqueue(new OrderBookChecksum() { Checksum = checksum, SequenceNumber = sequenceNumber });
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_queueEvent.Set();
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}
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@@ -1,5 +1,6 @@
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using System;
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using System.Collections.Generic;
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using System.Data.Common;
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using System.Linq;
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namespace CryptoExchange.Net.SharedApis
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@@ -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);
|
||||
|
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@@ -1103,6 +1103,12 @@ namespace CryptoExchange.Net.Sockets.Default
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return CallResult.SuccessResult;
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}
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/// <summary>
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/// Try to subscribe a new subscription by sending the subscribe query and wait for the result as needed
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/// </summary>
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/// <param name="subscription">The subscription</param>
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/// <param name="newSubscription">Whether this is a new subscription, or an existing subscription (resubscribing on reconnected socket)</param>
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/// <param name="subCancelToken">Cancellation token</param>
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protected internal async Task<CallResult> TrySubscribeAsync(Subscription subscription, bool newSubscription, CancellationToken subCancelToken)
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{
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subscription.ConnectionInvocations = 0;
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@@ -16,13 +16,6 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
|
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/// </summary>
|
||||
bool Connected { get; }
|
||||
|
||||
/// <summary>
|
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/// Currently tracked symbols. Data for these symbols will be requested when polling.
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/// Websocket updates will be available for all symbols regardless.
|
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/// 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.
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/// </summary>
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IEnumerable<SharedSymbol> TrackedSymbols { get; }
|
||||
|
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/// <summary>
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/// On connection status change. Might trigger multiple times with the same status depending on the underlying subscriptions.
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/// </summary>
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@@ -2,6 +2,7 @@
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using CryptoExchange.Net.SharedApis;
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using CryptoExchange.Net.Trackers.UserData.Objects;
|
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using System;
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using System.Collections.Generic;
|
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using System.Threading.Tasks;
|
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|
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namespace CryptoExchange.Net.Trackers.UserData.Interfaces
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@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
|
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/// </summary>
|
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public string Exchange { get; }
|
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|
||||
/// <summary>
|
||||
/// Currently tracked symbols. Data for these symbols will be requested when polling.
|
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/// Websocket updates will be available for all symbols regardless.
|
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/// 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.
|
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/// </summary>
|
||||
IEnumerable<SharedSymbol> TrackedSymbols { get; }
|
||||
|
||||
/// <summary>
|
||||
/// Balances tracker
|
||||
/// </summary>
|
||||
@@ -57,5 +65,18 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
|
||||
/// </summary>
|
||||
/// <returns></returns>
|
||||
Task StopAsync();
|
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|
||||
/// <summary>
|
||||
/// Add symbols to the list of symbols for which data is being tracked
|
||||
/// </summary>
|
||||
/// <param name="symbols">Symbols to add</param>
|
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void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols);
|
||||
|
||||
/// <summary>
|
||||
/// Remove a symbol from the list of symbols for which data is being tracked.
|
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/// 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>
|
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void RemoveTrackedSymbolAsync(SharedSymbol symbol);
|
||||
}
|
||||
}
|
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@@ -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 };
|
||||
|
||||
@@ -28,13 +28,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
|
||||
/// </summary>
|
||||
public FuturesOrderTracker(
|
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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 };
|
||||
@@ -46,6 +47,20 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
|
||||
_requiresSymbolParameterOpenOrders = restClient.GetOpenFuturesOrdersOptions.RequiredOptionalParameters.Any(x => x.Name == "Symbol");
|
||||
}
|
||||
|
||||
internal void ClearDataForSymbol(SharedSymbol symbol)
|
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{
|
||||
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)
|
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{
|
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_store.TryRemove(order.Key, out _);
|
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}
|
||||
}
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
protected override bool Update(SharedFuturesOrder existingItem, SharedFuturesOrder updateItem)
|
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{
|
||||
@@ -234,7 +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)
|
||||
@@ -271,20 +286,11 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
|
||||
_openOrderNotReturnedTimes[order.OrderId] += 1;
|
||||
}
|
||||
|
||||
foreach (var symbol in _symbols.ToList())
|
||||
var updatedPollTime = DateTime.UtcNow;
|
||||
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
|
||||
{
|
||||
// Determine the timestamp from which we need to check order status
|
||||
// Use the timestamp we last know the correct state of the data
|
||||
var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
|
||||
// If we're tracking 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 != null && trackedOrdersMinOpenTime < fromTimeOrders)
|
||||
fromTimeOrders = trackedOrdersMinOpenTime.Value.AddMilliseconds(-1);
|
||||
DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
|
||||
|
||||
var updatedPollTime = DateTime.UtcNow;
|
||||
var closedOrdersResult = await _restClient.GetClosedFuturesOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
|
||||
if (!closedOrdersResult.Success)
|
||||
{
|
||||
@@ -296,14 +302,12 @@ 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
|
||||
@@ -335,7 +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
|
||||
|
||||
@@ -28,13 +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 };
|
||||
@@ -46,6 +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)
|
||||
{
|
||||
@@ -245,7 +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)
|
||||
@@ -282,20 +296,12 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
|
||||
_openOrderNotReturnedTimes[order.OrderId] += 1;
|
||||
}
|
||||
|
||||
foreach (var symbol in _symbols.ToList())
|
||||
var updatedPollTime = DateTime.UtcNow;
|
||||
foreach (var symbol in _symbolTracker.GetTrackedSymbols())
|
||||
{
|
||||
// Determine the timestamp from which we need to check order status
|
||||
// Use the timestamp we last know the correct state of the data
|
||||
var fromTimeOrders = _lastDataTimeBeforeDisconnect ?? _lastPollTime ?? _startTime;
|
||||
// If we're tracking 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 != null && trackedOrdersMinOpenTime < fromTimeOrders)
|
||||
fromTimeOrders = trackedOrdersMinOpenTime.Value.AddMilliseconds(-1);
|
||||
DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
|
||||
|
||||
var updatedPollTime = DateTime.UtcNow;
|
||||
|
||||
var closedOrdersResult = await _restClient.GetClosedSpotOrdersAsync(new GetClosedOrdersRequest(symbol, startTime: fromTimeOrders, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
|
||||
if (!closedOrdersResult.Success)
|
||||
{
|
||||
@@ -307,14 +313,12 @@ 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
|
||||
@@ -346,7 +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);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -67,6 +67,19 @@ 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 10.6.1 - 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
|
||||
|
||||
Reference in New Issue
Block a user