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6 Commits

8 changed files with 181 additions and 343 deletions
+3 -3
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@@ -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>10.7.0</PackageVersion>
<AssemblyVersion>10.7.0</AssemblyVersion>
<FileVersion>10.7.0</FileVersion>
<PackageVersion>10.7.2</PackageVersion>
<AssemblyVersion>10.7.2</AssemblyVersion>
<FileVersion>10.7.2</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>
@@ -8,7 +8,9 @@ using CryptoExchange.Net.Sockets.Default.Interfaces;
using CryptoExchange.Net.Sockets.Interfaces;
using Microsoft.Extensions.Logging;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Diagnostics;
using System.Linq;
using System.Net.WebSockets;
@@ -123,15 +125,7 @@ namespace CryptoExchange.Net.Sockets.Default
{
get
{
try
{
_listenersLock.EnterReadLock();
return _listeners.OfType<Subscription>().Count(h => h.UserSubscription);
}
finally
{
_listenersLock.ExitReadLock();
}
return _listeners.OfType<Subscription>().Count(h => h.UserSubscription);
}
}
@@ -142,16 +136,7 @@ namespace CryptoExchange.Net.Sockets.Default
{
get
{
try
{
_listenersLock.EnterReadLock();
return _listeners.OfType<Subscription>().Where(h => h.UserSubscription).ToArray();
}
finally
{
_listenersLock.ExitReadLock();
}
return _listeners.OfType<Subscription>().Where(h => h.UserSubscription).ToArray();
}
}
@@ -255,15 +240,7 @@ namespace CryptoExchange.Net.Sockets.Default
{
get
{
try
{
_listenersLock.EnterReadLock();
return _listeners.OfType<Subscription>().Select(x => x.Topic).Where(t => t != null).ToArray()!;
}
finally
{
_listenersLock.ExitReadLock();
}
return _listeners.OfType<Subscription>().Select(x => x.Topic).Where(t => t != null).ToArray()!;
}
}
@@ -274,22 +251,18 @@ namespace CryptoExchange.Net.Sockets.Default
{
get
{
try
{
_listenersLock.EnterReadLock();
return _listeners.OfType<Query>().Where(x => !x.Completed).Count();
}
finally
{
_listenersLock.ExitReadLock();
}
return _listeners.OfType<Query>().Where(x => !x.Completed).Count();
}
}
private bool _pausedActivity;
private readonly ReaderWriterLockSlim _listenersLock = new ReaderWriterLockSlim();
private readonly List<IMessageProcessor> _listeners;
#if NET9_0_OR_GREATER
private readonly Lock _listenersLock = new Lock();
#else
private readonly object _listenersLock = new object();
#endif
private ReadOnlyCollection<IMessageProcessor> _listeners;
private readonly ILogger _logger;
private SocketStatus _status;
@@ -338,7 +311,7 @@ namespace CryptoExchange.Net.Sockets.Default
_socket.OnError += HandleErrorAsync;
_socket.GetReconnectionUrl = GetReconnectionUrlAsync;
_listeners = new List<IMessageProcessor>();
_listeners = new ReadOnlyCollection<IMessageProcessor>([]);
_serializer = apiClient.CreateSerializer();
}
@@ -365,25 +338,17 @@ namespace CryptoExchange.Net.Sockets.Default
if (ApiClient._socketConnections.ContainsKey(SocketId))
ApiClient._socketConnections.TryRemove(SocketId, out _);
try
foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription && !l.IsClosingConnection))
{
_listenersLock.EnterWriteLock();
foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription && !l.IsClosingConnection))
{
subscription.IsClosingConnection = true;
subscription.Reset();
}
subscription.IsClosingConnection = true;
subscription.Reset();
}
foreach (var query in _listeners.OfType<Query>().ToList())
{
query.Fail(new WebError("Connection interrupted"));
_listeners.Remove(query);
}
}
finally
{
_listenersLock.ExitWriteLock();
}
var queryList = _listeners.OfType<Query>().ToList();
foreach (var query in queryList)
query.Fail(new WebError("Connection interrupted"));
RemoveMessageProcessors(queryList);
_ = Task.Run(() => ConnectionClosed?.Invoke());
return Task.CompletedTask;
@@ -399,22 +364,14 @@ namespace CryptoExchange.Net.Sockets.Default
Authenticated = false;
_lastSequenceNumber = 0;
try
{
_listenersLock.EnterWriteLock();
foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription))
subscription.Reset();
foreach (var subscription in _listeners.OfType<Subscription>().Where(l => l.UserSubscription))
subscription.Reset();
foreach (var query in _listeners.OfType<Query>().ToList())
{
query.Fail(new WebError("Connection interrupted"));
_listeners.Remove(query);
}
}
finally
{
_listenersLock.ExitWriteLock();
}
var queryList = _listeners.OfType<Query>().ToList();
foreach (var query in queryList)
query.Fail(new WebError("Connection interrupted"));
RemoveMessageProcessors(queryList);
_ = Task.Run(() => ConnectionLost?.Invoke());
return Task.CompletedTask;
@@ -436,19 +393,11 @@ namespace CryptoExchange.Net.Sockets.Default
{
Status = SocketStatus.Resubscribing;
try
{
_listenersLock.EnterWriteLock();
foreach (var query in _listeners.OfType<Query>().ToList())
{
query.Fail(new WebError("Connection interrupted"));
_listeners.Remove(query);
}
}
finally
{
_listenersLock.ExitWriteLock();
}
var queryList = _listeners.OfType<Query>().ToList();
foreach (var query in queryList)
query.Fail(new WebError("Connection interrupted"));
RemoveMessageProcessors(queryList);
// Can't wait for this as it would cause a deadlock
_ = Task.Run(async () =>
@@ -503,17 +452,7 @@ namespace CryptoExchange.Net.Sockets.Default
/// <returns></returns>
protected virtual Task HandleRequestRateLimitedAsync(int requestId)
{
Query? query;
try
{
_listenersLock.EnterReadLock();
query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
}
finally
{
_listenersLock.ExitReadLock();
}
var query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
if (query == null)
return Task.CompletedTask;
@@ -537,17 +476,7 @@ namespace CryptoExchange.Net.Sockets.Default
/// <param name="requestId">Id of the request sent</param>
protected virtual Task HandleRequestSentAsync(int requestId)
{
Query? query;
try
{
_listenersLock.EnterReadLock();
query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
}
finally
{
_listenersLock.ExitReadLock();
}
var query = _listeners.OfType<Query>().FirstOrDefault(x => x.Id == requestId);
if (query == null)
return Task.CompletedTask;
@@ -593,27 +522,19 @@ namespace CryptoExchange.Net.Sockets.Default
}
Type? deserializationType = null;
try
foreach (var subscription in _listeners)
{
_listenersLock.EnterReadLock();
foreach (var subscription in _listeners)
foreach (var route in subscription.MessageRouter.Routes)
{
foreach (var route in subscription.MessageRouter.Routes)
{
if (!route.TypeIdentifier.Equals(typeIdentifier, StringComparison.Ordinal))
continue;
if (!route.TypeIdentifier.Equals(typeIdentifier, StringComparison.Ordinal))
continue;
deserializationType = route.DeserializationType;
break;
}
if (deserializationType != null)
break;
deserializationType = route.DeserializationType;
break;
}
}
finally
{
_listenersLock.ExitReadLock();
if (deserializationType != null)
break;
}
if (deserializationType == null)
@@ -660,89 +581,69 @@ namespace CryptoExchange.Net.Sockets.Default
var topicFilter = messageConverter.GetTopicFilter(result);
bool processed = false;
try
foreach (var processor in _listeners)
{
_listenersLock.EnterReadLock();
var currentCount = _listeners.Count;
for(var i = 0; i < _listeners.Count; i++)
bool isQuery = false;
Query? query = null;
if (processor is Query cquery)
{
if (_listeners.Count != currentCount)
{
// Possible a query added or removed. If added it's not a problem, if removed it is
if (_listeners.Count < currentCount)
throw new Exception("Listeners list adjusted, can't continue processing");
}
var processor = _listeners[i];
bool isQuery = false;
Query? query = null;
if (processor is Query cquery)
{
isQuery = true;
query = cquery;
}
var complete = false;
foreach (var route in processor.MessageRouter.Routes)
{
if (route.TypeIdentifier != typeIdentifier)
continue;
// Forward message rules:
// | Message Topic | Route Topic Filter | Topics Match | Forward | Description
// | N | N | - | Y | No topic filter applied
// | N | Y | - | N | Route only listens to specific topic
// | Y | N | - | Y | Route listens to all message regardless of topic
// | Y | Y | Y | Y | Route listens to specific message topic
// | Y | Y | N | N | Route listens to different topic
if (topicFilter == null)
{
if (route.TopicFilter != null)
// No topic on message, but route is filtering on topic
continue;
}
else
{
if (route.TopicFilter != null && !route.TopicFilter.Equals(topicFilter, StringComparison.Ordinal))
// Message has a topic, and the route has a filter for another topic
continue;
}
processed = true;
if (isQuery && query!.Completed)
continue;
processor.Handle(this, receiveTime, originalData, result, route);
if (isQuery && !route.MultipleReaders)
{
complete = true;
break;
}
}
if (complete)
break;
isQuery = true;
query = cquery;
}
}
finally
{
_listenersLock.ExitReadLock();
var complete = false;
foreach (var route in processor.MessageRouter.Routes)
{
if (route.TypeIdentifier != typeIdentifier)
continue;
// Forward message rules:
// | Message Topic | Route Topic Filter | Topics Match | Forward | Description
// | N | N | - | Y | No topic filter applied
// | N | Y | - | N | Route only listens to specific topic
// | Y | N | - | Y | Route listens to all message regardless of topic
// | Y | Y | Y | Y | Route listens to specific message topic
// | Y | Y | N | N | Route listens to different topic
if (topicFilter == null)
{
if (route.TopicFilter != null)
// No topic on message, but route is filtering on topic
continue;
}
else
{
if (route.TopicFilter != null && !route.TopicFilter.Equals(topicFilter, StringComparison.Ordinal))
// Message has a topic, and the route has a filter for another topic
continue;
}
processed = true;
if (isQuery && query!.Completed)
continue;
processor.Handle(this, receiveTime, originalData, result, route);
if (isQuery && !route.MultipleReaders)
{
complete = true;
break;
}
}
if (complete)
break;
}
if (!processed)
{
if (!ApiClient.HandleUnhandledMessage(this, typeIdentifier, data))
{
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]")))));
}
_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]")))));
}
}
}
@@ -787,18 +688,10 @@ namespace CryptoExchange.Net.Sockets.Default
if (ApiClient._socketConnections.ContainsKey(SocketId))
ApiClient._socketConnections.TryRemove(SocketId, out _);
try
foreach (var subscription in _listeners.OfType<Subscription>())
{
_listenersLock.EnterReadLock();
foreach (var subscription in _listeners.OfType<Subscription>())
{
if (subscription.CancellationTokenRegistration.HasValue)
subscription.CancellationTokenRegistration.Value.Dispose();
}
}
finally
{
_listenersLock.ExitReadLock();
if (subscription.CancellationTokenRegistration.HasValue)
subscription.CancellationTokenRegistration.Value.Dispose();
}
await _socket.CloseAsync().ConfigureAwait(false);
@@ -828,32 +721,12 @@ namespace CryptoExchange.Net.Sockets.Default
if (subscription.CancellationTokenRegistration.HasValue)
subscription.CancellationTokenRegistration.Value.Dispose();
bool anyDuplicateSubscription;
bool shouldCloseConnection;
try
{
_listenersLock.EnterReadLock();
anyDuplicateSubscription = _listeners.OfType<Subscription>().Any(x => x != subscription && x.MessageRouter.Routes.All(l => subscription.MessageRouter.ContainsCheck(l)));
shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Status == SubscriptionStatus.Closing || r.Status == SubscriptionStatus.Closed) && !DedicatedRequestConnection.IsDedicatedRequestConnection;
}
finally
{
_listenersLock.ExitReadLock();
}
bool anyDuplicateSubscription = _listeners.OfType<Subscription>().Any(x => x != subscription && x.MessageRouter.Routes.All(l => subscription.MessageRouter.ContainsCheck(l)));
bool shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Status == SubscriptionStatus.Closing || r.Status == SubscriptionStatus.Closed) && !DedicatedRequestConnection.IsDedicatedRequestConnection;
if (!anyDuplicateSubscription)
{
bool needUnsub;
try
{
_listenersLock.EnterReadLock();
needUnsub = _listeners.Contains(subscription) && !shouldCloseConnection;
}
finally
{
_listenersLock.ExitReadLock();
}
var needUnsub = _listeners.Contains(subscription) && !shouldCloseConnection;
if (needUnsub && _socket.IsOpen)
await UnsubscribeAsync(subscription).ConfigureAwait(false);
}
@@ -877,15 +750,7 @@ namespace CryptoExchange.Net.Sockets.Default
await CloseAsync().ConfigureAwait(false);
}
try
{
_listenersLock.EnterWriteLock();
_listeners.Remove(subscription);
}
finally
{
_listenersLock.ExitWriteLock();
}
RemoveMessageProcessor(subscription);
subscription.Status = SubscriptionStatus.Closed;
}
@@ -908,15 +773,8 @@ namespace CryptoExchange.Net.Sockets.Default
{
if (Status != SocketStatus.None && Status != SocketStatus.Connected)
return false;
try
{
_listenersLock.EnterWriteLock();
_listeners.Add(subscription);
}
finally
{
_listenersLock.ExitWriteLock();
}
AddMessageProcessor(subscription);
if (subscription.UserSubscription)
_logger.AddingNewSubscription(SocketId, subscription.Id, UserSubscriptionCount);
@@ -929,15 +787,7 @@ namespace CryptoExchange.Net.Sockets.Default
/// <param name="id"></param>
public Subscription? GetSubscription(int id)
{
try
{
_listenersLock.EnterReadLock();
return _listeners.OfType<Subscription>().SingleOrDefault(s => s.Id == id);
}
finally
{
_listenersLock.ExitReadLock();
}
return _listeners.OfType<Subscription>().SingleOrDefault(s => s.Id == id);
}
/// <summary>
@@ -985,29 +835,12 @@ namespace CryptoExchange.Net.Sockets.Default
private async Task SendAndWaitIntAsync(Query query, CancellationToken ct = default)
{
try
{
_listenersLock.EnterWriteLock();
_listeners.Add(query);
}
finally
{
_listenersLock.ExitWriteLock();
}
AddMessageProcessor(query);
var sendResult = await SendAsync(query.Id, query.Request, query.Weight).ConfigureAwait(false);
if (!sendResult)
{
query.Fail(sendResult.Error!);
try
{
_listenersLock.EnterWriteLock();
_listeners.Remove(query);
}
finally
{
_listenersLock.ExitWriteLock();
}
RemoveMessageProcessor(query);
return;
}
@@ -1038,15 +871,7 @@ namespace CryptoExchange.Net.Sockets.Default
}
finally
{
try
{
_listenersLock.EnterWriteLock();
_listeners.Remove(query);
}
finally
{
_listenersLock.ExitWriteLock();
}
RemoveMessageProcessor(query);
}
}
@@ -1152,17 +977,7 @@ namespace CryptoExchange.Net.Sockets.Default
if (!DedicatedRequestConnection.IsDedicatedRequestConnection)
{
bool anySubscriptions;
try
{
_listenersLock.EnterReadLock();
anySubscriptions = _listeners.OfType<Subscription>().Any(s => s.UserSubscription);
}
finally
{
_listenersLock.ExitReadLock();
}
var anySubscriptions = _listeners.OfType<Subscription>().Any(s => s.UserSubscription);
if (!anySubscriptions)
{
// No need to resubscribe anything
@@ -1172,18 +987,8 @@ namespace CryptoExchange.Net.Sockets.Default
}
}
bool anyAuthenticated;
try
{
_listenersLock.EnterReadLock();
anyAuthenticated = _listeners.OfType<Subscription>().Any(s => s.Authenticated)
bool anyAuthenticated = _listeners.OfType<Subscription>().Any(s => s.Authenticated)
|| DedicatedRequestConnection.IsDedicatedRequestConnection && DedicatedRequestConnection.Authenticated;
}
finally
{
_listenersLock.ExitReadLock();
}
if (anyAuthenticated)
{
// If we reconnected a authenticated connection we need to re-authenticate
@@ -1206,17 +1011,7 @@ namespace CryptoExchange.Net.Sockets.Default
if (!_socket.IsOpen)
return new CallResult(new WebError("Socket not connected"));
List<Subscription> subList;
try
{
_listenersLock.EnterReadLock();
subList = _listeners.OfType<Subscription>().Where(x => x.Active).Skip(batch * batchSize).Take(batchSize).ToList();
}
finally
{
_listenersLock.ExitReadLock();
}
var subList = _listeners.OfType<Subscription>().Where(x => x.Active).Skip(batch * batchSize).Take(batchSize).ToList();
if (subList.Count == 0)
break;
@@ -1398,6 +1193,37 @@ namespace CryptoExchange.Net.Sockets.Default
});
}
private void AddMessageProcessor(IMessageProcessor processor)
{
lock (_listenersLock)
{
var updatedList = new List<IMessageProcessor>(_listeners);
updatedList.Add(processor);
_listeners = updatedList.AsReadOnly();
}
}
private void RemoveMessageProcessor(IMessageProcessor processor)
{
lock (_listenersLock)
{
var updatedList = new List<IMessageProcessor>(_listeners);
updatedList.Remove(processor);
_listeners = updatedList.AsReadOnly();
}
}
private void RemoveMessageProcessors(IEnumerable<IMessageProcessor> processors)
{
lock (_listenersLock)
{
var updatedList = new List<IMessageProcessor>(_listeners);
foreach (var processor in processors)
updatedList.Remove(processor);
_listeners = updatedList.AsReadOnly();
}
}
}
}
@@ -112,6 +112,8 @@ namespace CryptoExchange.Net.Testing.Implementations
public async Task ReconnectAsync()
{
await Task.Delay(1).ConfigureAwait(false);
if (OnReconnecting != null)
await OnReconnecting().ConfigureAwait(false);
@@ -20,6 +20,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly ExchangeParameters? _exchangeParameters;
private readonly bool _requiresSymbolParameterOpenOrders;
private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
private readonly TimeSpan _pollOverlapPeriod = TimeSpan.FromSeconds(3);
internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
@@ -355,17 +356,17 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
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
// Use the last timestamp we we received data from the websocket as state should be correct at that time
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
fromTime = _lastDataTimeBeforeDisconnect.Value.Add(-_pollOverlapPeriod);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime;
fromTime = _lastPollTime.Value.Add(-_pollOverlapPeriod);
source = "LastPollTime";
}
@@ -378,7 +379,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
{
// 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);
fromTime = trackedOrdersMinOpenTime.Value.AddSeconds(-1);
source = "OpenOrder";
}
@@ -388,7 +389,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(5))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
@@ -18,6 +18,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly IFuturesOrderRestClient _restClient;
private readonly IUserTradeSocketClient? _socketClient;
private readonly ExchangeParameters? _exchangeParameters;
private readonly TimeSpan _pollOverlapPeriod = TimeSpan.FromSeconds(3);
internal Func<string[]>? GetTrackedOrderIds { get; set; }
@@ -106,22 +107,22 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private DateTime? GetTradesRequestStartTime()
{
// Determine the timestamp from which we need to check order status
// Determine the timestamp from which we need to request trades from
// Use the timestamp we last know the correct state of the data
DateTime? fromTime = null;
string? source = null;
// Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
// Use the last timestamp we we received data from the websocket as state should be correct at that time.
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
fromTime = _lastDataTimeBeforeDisconnect.Value.Add(-_pollOverlapPeriod);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime;
fromTime = _lastPollTime.Value.Add(-_pollOverlapPeriod);
source = "LastPollTime";
}
@@ -132,7 +133,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
}
var now = DateTime.UtcNow;
if (now - fromTime < TimeSpan.FromSeconds(1))
if (now - fromTime < TimeSpan.FromSeconds(5))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
@@ -20,6 +20,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly ExchangeParameters? _exchangeParameters;
private readonly bool _requiresSymbolParameterOpenOrders;
private readonly Dictionary<string, int> _openOrderNotReturnedTimes = new();
private readonly TimeSpan _pollOverlapPeriod = TimeSpan.FromSeconds(3);
internal event Func<UpdateSource, SharedUserTrade[], Task>? OnTradeUpdate;
@@ -366,17 +367,17 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
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
// Use the last timestamp we we received data from the websocket as state should be correct at that time.
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
fromTime = _lastDataTimeBeforeDisconnect.Value.Add(-_pollOverlapPeriod);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime;
fromTime = _lastPollTime.Value.Add(-_pollOverlapPeriod);
source = "LastPollTime";
}
@@ -389,7 +390,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
{
// 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);
fromTime = trackedOrdersMinOpenTime.Value.AddSeconds(-1);
source = "OpenOrder";
}
@@ -399,7 +400,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(5))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
@@ -18,6 +18,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private readonly ISpotOrderRestClient _restClient;
private readonly IUserTradeSocketClient? _socketClient;
private readonly ExchangeParameters? _exchangeParameters;
private readonly TimeSpan _pollOverlapPeriod = TimeSpan.FromSeconds(3);
internal Func<string[]>? GetTrackedOrderIds { get; set; }
@@ -103,22 +104,22 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
private DateTime? GetTradesRequestStartTime()
{
// Determine the timestamp from which we need to check order status
// Determine the timestamp from which we need to request trades from
// Use the timestamp we last know the correct state of the data
DateTime? fromTime = null;
string? source = null;
// Use the last timestamp we we received data from the websocket as state should be correct at that time. 1 seconds buffer
// Use the last timestamp we we received data from the websocket as state should be correct at that time.
if (_lastDataTimeBeforeDisconnect.HasValue && (fromTime == null || fromTime > _lastDataTimeBeforeDisconnect.Value))
{
fromTime = _lastDataTimeBeforeDisconnect.Value.AddSeconds(-1);
fromTime = _lastDataTimeBeforeDisconnect.Value.Add(-_pollOverlapPeriod);
source = "LastDataTimeBeforeDisconnect";
}
// If we've previously polled use that timestamp to request data from
if (_lastPollTime.HasValue && (fromTime == null || _lastPollTime.Value > fromTime))
{
fromTime = _lastPollTime;
fromTime = _lastPollTime.Value.Add(-_pollOverlapPeriod);
source = "LastPollTime";
}
@@ -128,7 +129,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(5))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
+6
View File
@@ -67,6 +67,12 @@ 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 10.7.2 - 02 Mar 2026
* Added small overlap in UserDataTracker polling logic to account for API endpoints not immediately having the data available
* Version 10.7.1 - 25 Feb 2026
* Fixed deadlock scenario in websocket connection when subscribe and handling message concurrently
* Version 10.7.0 - 24 Feb 2026
* Added parsing of REST response data up to 128 characters for error responses
* Added check for invalid json in JsonSocketMessageHandler