1
0
mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-08-12 17:03:10 +00:00

Compare commits

...

16 Commits

Author SHA1 Message Date
Jkorf 73377fbb87 Updated to version 12.3.0 2026-07-23 13:47:24 +02:00
Jkorf 3a00d6371a Updated some Shared errors 2026-07-23 13:17:08 +02:00
Jkorf caf6d36bcd Extracted ConnectionCanBeUsedFor method in SocketApiClient for easier custom logic implementation 2026-07-23 13:16:59 +02:00
Jkorf e078a373da Remove duplicate warnings from testing output 2026-07-21 16:39:30 +02:00
Jkorf 007743f5a1 Added calculation of AveragePrice on Shared order models if data is available and AveragePrice is not set 2026-07-21 11:35:59 +02:00
Jkorf d06f891cee Updated to version 12.2.0 2026-07-20 14:02:03 +02:00
Jkorf 8dcbb687f5 Fixed warning 2026-07-20 13:45:32 +02:00
Jan Korf fcb36f7ee0 Shared asset and symbol types
Added SpotSymbolCatalog to Shared ISpotSymbolRestClient interface
Added FuturesSymbolCatalog to Shared IFuturesSymbolRestClient interface
Added BaseAssetType, BaseAssetSubType, QuoteAssetType and QuoteAssetSubType to GetSymbolsRequest model
Added DisplayName to SharedSpotSymbol and SharedFuturesSymbol models
Added BaseAssetType, BaseAssetSubType, QuoteAssetType and QuoteAssetSubType to SharedSpotSymbol and SharedFuturesSymbol models
Added IsStableCoin, IsCommodity and IsEquity helper methods to LibraryHelpers
2026-07-20 13:40:58 +02:00
nils2525 3cffd67518 Fixed socket individual subscription target calculation (#282)
* Fixed socket individual subscription target calculation

* Fixed socket selection when the least-loaded connection has reached its individual subscription limit
2026-07-20 09:24:01 +02:00
Jkorf ecd00ea707 Added DebuggerDisplay attributes to Shared models 2026-07-14 09:59:02 +02:00
JKorf 38a7b981ce Updated to version 12.1.1 2026-07-11 15:34:31 +02:00
JKorf c41cc3c4c7 Added timestamp deserialization support for yyyy-MM-dd HH:mm:ss.ffffff+00:00:00 2026-07-11 15:19:02 +02:00
Jkorf 4accc8039b Updated to version 12.1.0 2026-07-09 15:06:09 +02:00
Jkorf 87c86ec0c0 Fixed nullability operator on Parameters.AddCommaSeperated 2026-07-09 08:35:39 +02:00
Jkorf d9850da282 Added ExchangeParameters parameter to KlineTracker, TradeTracker and ITrackerFactory methods 2026-07-08 12:00:26 +02:00
Jkorf c4a8b02054 Updated some testing logic 2026-07-02 14:09:55 +02:00
49 changed files with 816 additions and 78 deletions
+8
View File
@@ -30,6 +30,14 @@ var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
`SharedSymbol(TradingMode.Spot, "BTC", "USDT")` is portable. Each library translates to its native format internally. Don't pass raw strings like `"BTCUSDT"` to shared methods.
## Symbol metadata and catalogs
In 12.2.0, `SharedSpotSymbol` and `SharedFuturesSymbol` include `DisplayName` and base/quote asset classification through `SharedAssetType` (`Crypto`, `Fiat`, `TradFi`) and `SharedAssetSubType` (`StableCoin`, `Equity`, `Commodity`). Pass the matching base/quote filters to `GetSymbolsRequest` when discovery should return only a class of markets.
After calling `GetSpotSymbolsAsync`, `ISpotSymbolRestClient.SpotSymbolCatalog` maps asset and symbol names to shared metadata. `IFuturesSymbolRestClient.FuturesSymbolCatalog` works the same way after `GetFuturesSymbolsAsync`. Treat either property as unavailable before its corresponding request has populated the cache.
When implementing an exchange library, use `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` only as best-effort classifiers and supply exchange-specific additions where needed.
## Result pattern
REST methods return `HttpResult<T>` and websocket subscription methods return `WebSocketResult<UpdateSubscription>`. Always check `.Success`. `.Exchange` property identifies which exchange responded — useful for logging.
+6
View File
@@ -24,6 +24,12 @@ var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
Same code works on every exchange that implements the interface. Use `Task.WhenAll` for concurrent multi-exchange calls.
## Shared symbol metadata
CryptoExchange.Net 12.2.0 classifies the base and quote sides of `SharedSpotSymbol` and `SharedFuturesSymbol` with `SharedAssetType` (`Crypto`, `Fiat`, `TradFi`) and optional `SharedAssetSubType` (`StableCoin`, `Equity`, `Commodity`). The models also expose `DisplayName`. Use the corresponding base/quote fields on `GetSymbolsRequest` to filter symbol discovery.
`ISpotSymbolRestClient.SpotSymbolCatalog` is populated by `GetSpotSymbolsAsync`; `IFuturesSymbolRestClient.FuturesSymbolCatalog` is populated by `GetFuturesSymbolsAsync`. Do not assume a catalog is available before that request. For exchange-library implementations, `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` offer best-effort classification and can be extended with exchange-specific values.
## Single-exchange code uses the exchange's own client
For Binance-only code, use `BinanceRestClient` directly (see Binance.Net repo `AGENTS.md`). SharedApis is for portability — use it when you need that.
+18
View File
@@ -67,6 +67,24 @@ var btcusdtPerp = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
For exchanges that use exotic asset names, see the AssetAliases configuration.
## Symbol Metadata and Asset Classification
Since CryptoExchange.Net 12.2.0, shared symbol responses describe both sides of a market with `BaseAssetType`, `BaseAssetSubType`, `QuoteAssetType`, and `QuoteAssetSubType`. `SharedAssetType` distinguishes `Crypto`, `Fiat`, and `TradFi`; `SharedAssetSubType` distinguishes `StableCoin`, `Equity`, and `Commodity`. `SharedSpotSymbol` and `SharedFuturesSymbol` also expose `DisplayName`.
The same fields on `GetSymbolsRequest` filter spot or futures symbol discovery:
```csharp
var request = new GetSymbolsRequest(
baseAssetType: SharedAssetType.Crypto,
quoteAssetSubType: SharedAssetSubType.StableCoin);
var result = await symbolClient.GetSpotSymbolsAsync(request);
```
After calling `GetSpotSymbolsAsync` or `GetFuturesSymbolsAsync`, use the client's `SpotSymbolCatalog` or `FuturesSymbolCatalog` to look up normalized asset and symbol metadata by name. The catalog is unavailable until the corresponding symbol request has populated the cache.
For exchange-library implementations, `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` provide best-effort classification of known assets and accept exchange-specific additions. These helpers are heuristics, not an exhaustive source of truth.
## Available Shared Interfaces
**REST:**
@@ -138,6 +138,68 @@ namespace CryptoExchange.Net.UnitTests.ClientTests
Assert.That(socket2.Connected == false);
}
[TestCase()]
public async Task BatchedSubscription_Should_NotExceedIndividualCombineTarget()
{
// arrange
var client = new TestSocketClient(options =>
{
options.SocketSubscriptionsCombineTarget = 10;
options.SocketIndividualSubscriptionCombineTarget = 10;
});
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
// act
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default, individualSubscriptionCount: 6);
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default, individualSubscriptionCount: 6);
// assert
Assert.That(client.ApiClient1._socketConnections.Count == 2);
Assert.That(client.ApiClient1._socketConnections.Values.All(connection => connection.Subscriptions.Sum(subscription => subscription.IndividualSubscriptionCount) <= 10));
}
[TestCase()]
public async Task BatchedSubscription_FullIndividualConnection_Should_NotPreventEligibleConnectionReuse()
{
// arrange
var client = new TestSocketClient(options =>
{
options.SocketSubscriptionsCombineTarget = 5;
options.SocketIndividualSubscriptionCombineTarget = 10;
});
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default);
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default);
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default, individualSubscriptionCount: 10);
TestHelpers.ConfigureSocketClient(client, "wss://localhost");
// act
await client.ApiClient1.SubscribeToUpdatesAsync<TestObject>(x => { }, false, default);
// assert
Assert.That(
client.ApiClient1._socketConnections.Count,
Is.EqualTo(2),
"The eligible connection should be reused instead of opening a new connection after selecting a full individual-subscription connection");
var fullConnection = client.ApiClient1._socketConnections.Values
.Single(connection => connection.Subscriptions.Sum(subscription => subscription.IndividualSubscriptionCount) == 10);
Assert.That(
fullConnection.UserSubscriptionCount,
Is.EqualTo(1),
"The full connection should not receive the normal subscription");
var eligibleConnection = client.ApiClient1._socketConnections.Values.Single(connection => connection != fullConnection);
Assert.That(
eligibleConnection.UserSubscriptionCount,
Is.EqualTo(3),
"The existing eligible connection should receive the normal subscription");
}
[TestCase()]
public async Task ErrorResponse_ShouldNot_ConfirmSubscription()
{
@@ -15,6 +15,7 @@ namespace CryptoExchange.Net.UnitTests.ConverterTests
[TestCase("1620777600000")]
[TestCase("2021-05-12T00:00:00.000Z")]
[TestCase("2021-05-12T00:00:00.000000000Z")]
[TestCase("2021-05-12 00:00:00.000000+00:00:00")]
[TestCase("0.000000", true)]
[TestCase("0", true)]
[TestCase("", true)]
@@ -36,9 +36,13 @@ namespace CryptoExchange.Net.UnitTests.Implementations
protected override TestAuthenticationProvider CreateAuthenticationProvider(TestCredentials credentials) =>
new TestAuthenticationProvider(credentials);
public async Task<WebSocketResult<UpdateSubscription>> SubscribeToUpdatesAsync<T>(Action<DataEvent<T>> handler, bool subQuery, CancellationToken ct)
public async Task<WebSocketResult<UpdateSubscription>> SubscribeToUpdatesAsync<T>(Action<DataEvent<T>> handler, bool subQuery, CancellationToken ct, int individualSubscriptionCount = 1)
{
return await base.SubscribeAsync(new TestSubscription<T>(_logger, handler, subQuery, false), ct);
var subscription = new TestSubscription<T>(_logger, handler, subQuery, false)
{
IndividualSubscriptionCount = individualSubscriptionCount
};
return await base.SubscribeAsync(subscription, ct);
}
}
}
+43 -35
View File
@@ -625,6 +625,21 @@ namespace CryptoExchange.Net.Clients
return Task.FromResult(CallResult.Ok());
}
/// <summary>
/// Whether the connection can be used for a new subscription or query with the provided parameters
/// </summary>
/// <param name="connection">The connection to check</param>
/// <param name="address">The address set by the request</param>
/// <param name="authenticated">Whether the request needs an authenticated connection</param>
/// <param name="topic">Topic of the request</param>
/// <returns>True if connection can be used</returns>
protected virtual bool ConnectionCanBeUsedFor(SocketConnection connection, string address, bool authenticated, string? topic = null)
{
return connection.ConnectionUriString.Equals(address.TrimEnd('/'), StringComparison.Ordinal)
&& connection.ApiClient.ClientName.Equals(ClientName, StringComparison.Ordinal)
&& (AllowTopicsOnTheSameConnection || !connection.Topics.Contains(topic));
}
/// <summary>
/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
/// </summary>
@@ -643,10 +658,7 @@ namespace CryptoExchange.Net.Clients
string? topic = null,
int individualSubscriptionCount = 1)
{
var socketQuery = _socketConnections.Where(s => s.Value.ConnectionUriString.Equals(address.TrimEnd('/'), StringComparison.Ordinal)
&& s.Value.ApiClient.ClientName.Equals(ClientName, StringComparison.Ordinal)
&& (AllowTopicsOnTheSameConnection || !s.Value.Topics.Contains(topic)))
.Select(x => x.Value); // Don't ToList this so the query is executed again when called
var socketQuery = _socketConnections.Where(s => ConnectionCanBeUsedFor(s.Value, address, authenticated, topic)).Select(x => x.Value); // Don't ToList this so the query is executed again when called
// If all current socket connections are reconnecting or resubscribing wait for that to finish as we can probably use the existing connection
var delayStart = DateTime.UtcNow;
@@ -679,45 +691,26 @@ namespace CryptoExchange.Net.Clients
&& (s.Authenticated == authenticated || !authenticated)
&& s.Connected).ToList();
SocketConnection? connection;
if (!dedicatedRequestConnection)
{
connection = socketQuery
.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection)
.OrderBy(s => s.UserSubscriptionCount)
.FirstOrDefault();
}
else
bool maxConnectionsReached = _socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections);
SocketConnection? connection = null;
if (dedicatedRequestConnection)
{
connection = socketQuery.Where(s => s.DedicatedRequestConnection.IsDedicatedRequestConnection).FirstOrDefault();
if (connection != null && !connection.DedicatedRequestConnection.Authenticated)
// Mark dedicated request connection as authenticated if the request is authenticated
connection.DedicatedRequestConnection.Authenticated = authenticated;
if (connection == null)
// Fall back to an existing connection if there is no dedicated request connection available
connection = socketQuery.OrderBy(s => s.UserSubscriptionCount).FirstOrDefault();
}
bool maxConnectionsReached = _socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections);
if (connection == null)
// Use an eligible non-dedicated connection for subscriptions, or as fallback when no dedicated request connection is available
connection = socketQuery
.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection)
.Where(s => IsConnectionEligible(s, individualSubscriptionCount, maxConnectionsReached))
.OrderBy(s => s.UserSubscriptionCount)
.FirstOrDefault();
if (connection != null)
{
bool lessThanBatchSubCombineTarget = connection.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget;
bool lessThanIndividualSubCombineTarget = connection.Subscriptions.Sum(x => x.IndividualSubscriptionCount) < ClientOptions.SocketIndividualSubscriptionCombineTarget;
if ((lessThanBatchSubCombineTarget && lessThanIndividualSubCombineTarget)
|| maxConnectionsReached)
{
// Use existing socket if it has less than target connections OR it has the least connections and we can't make new
// If there is a max subscriptions per connection limit also only use existing if the new subscription doesn't go over the limit
if (MaxIndividualSubscriptionsPerConnection == null)
return CallResult.Ok(connection);
var currentCount = connection.Subscriptions.Sum(x => x.IndividualSubscriptionCount);
if (currentCount + individualSubscriptionCount <= MaxIndividualSubscriptionsPerConnection)
return CallResult.Ok(connection);
}
}
return CallResult.Ok(connection);
if (maxConnectionsReached)
return CallResult.Fail<SocketConnection>(new InvalidOperationError("Max amount of socket connections reached"));
@@ -784,6 +777,21 @@ namespace CryptoExchange.Net.Clients
return CallResult.Ok(socketConnection);
}
private bool IsConnectionEligible(SocketConnection socketConnection, int individualSubscriptionCount, bool maxConnectionsReached)
{
var currentIndividualSubscriptionCount = socketConnection.Subscriptions.Sum(x => x.IndividualSubscriptionCount);
bool lessThanBatchSubCombineTarget = socketConnection.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget;
// Include the incoming batch so batched subscriptions cannot overshoot the configured socket target.
bool lessThanIndividualSubCombineTarget = currentIndividualSubscriptionCount + individualSubscriptionCount <= ClientOptions.SocketIndividualSubscriptionCombineTarget;
if ((!lessThanBatchSubCombineTarget || !lessThanIndividualSubCombineTarget)
&& !maxConnectionsReached)
return false;
return MaxIndividualSubscriptionsPerConnection == null
|| currentIndividualSubscriptionCount + individualSubscriptionCount <= MaxIndividualSubscriptionsPerConnection;
}
/// <summary>
/// Process an unhandled message
/// </summary>
@@ -198,6 +198,9 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
}
if (stringValue.EndsWith("+00:00:00"))
return DateTime.Parse(stringValue.Substring(0, stringValue.Length - 9), CultureInfo.InvariantCulture, DateTimeStyles.AdjustToUniversal | DateTimeStyles.AssumeUniversal);
return DateTime.Parse(stringValue, CultureInfo.InvariantCulture, DateTimeStyles.AdjustToUniversal | DateTimeStyles.AssumeUniversal);
}
+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>12.0.2</PackageVersion>
<AssemblyVersion>12.0.2</AssemblyVersion>
<FileVersion>12.0.2</FileVersion>
<PackageVersion>12.3.0</PackageVersion>
<AssemblyVersion>12.3.0</AssemblyVersion>
<FileVersion>12.3.0</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>
+71 -10
View File
@@ -33,7 +33,7 @@ namespace CryptoExchange.Net
if (keyedCache != null && DateTime.UtcNow - keyedCache.UpdateTime < TimeSpan.FromMinutes(60))
return;
exchangeInfo.Set(key, new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => x.SharedSymbol)));
exchangeInfo.Set(key, new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => x)));
}
/// <summary>
@@ -118,6 +118,22 @@ namespace CryptoExchange.Net
return exchangeInfo.ParseSymbol(key, symbolName);
}
/// <summary>
/// Get a symbol catalog for a specific exchange(topic) and environment. Only available if <see cref="UpdateSymbolInfo(string, string, string?, SharedSpotSymbol[])"/> has been called previously.
/// </summary>
/// <param name="exchange">Exchange name</param>
/// <param name="topicId">Id for the provided data</param>
/// <param name="environmentName">Trade environment</param>
/// <param name="key">Additional data set identification key</param>
public static SharedSymbolCatalog? GetSymbolCatalog(string exchange, string topicId, string environmentName, string? key)
{
var id = topicId + environmentName;
if (!_symbolInfos.TryGetValue(id, out var exchangeInfo))
return null;
return exchangeInfo.GetSymbolCatalog(exchange, key);
}
class ExchangeKeyedCache
{
private ExchangeInfo? _noKeyCache;
@@ -163,7 +179,7 @@ namespace CryptoExchange.Net
public SharedSymbol? ParseSymbol(string? key, string symbolName)
{
SharedSymbol? symbolInfo = null;
SharedSpotSymbol? symbolInfo = null;
if (key == null)
{
if (_noKeyCache != null)
@@ -173,7 +189,7 @@ namespace CryptoExchange.Net
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
{
DeliverTime = symbolInfo.DeliverTime
DeliverTime = (symbolInfo as SharedFuturesSymbol)?.DeliveryTime
};
}
@@ -183,7 +199,7 @@ namespace CryptoExchange.Net
{
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
{
DeliverTime = symbolInfo.DeliverTime
DeliverTime = (symbolInfo as SharedFuturesSymbol)?.DeliveryTime
};
}
}
@@ -199,7 +215,7 @@ namespace CryptoExchange.Net
{
return new SharedSymbol(symbolInfo.TradingMode, symbolInfo.BaseAsset, symbolInfo.QuoteAsset, symbolName)
{
DeliverTime = symbolInfo.DeliverTime
DeliverTime = (symbolInfo as SharedFuturesSymbol)?.DeliveryTime
};
}
@@ -265,7 +281,7 @@ namespace CryptoExchange.Net
{
return _noKeyCache.Symbols
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
.Select(x => x.Value)
.Select(x => x.Value.SharedSymbol)
.ToArray();
}
@@ -274,7 +290,7 @@ namespace CryptoExchange.Net
{
result.AddRange(cache.Symbols
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
.Select(x => x.Value));
.Select(x => x.Value.SharedSymbol));
}
return result.ToArray();
@@ -286,18 +302,63 @@ namespace CryptoExchange.Net
return exchangeInfo.Symbols
.Where(x => x.Value.BaseAsset.Equals(baseAsset, StringComparison.InvariantCultureIgnoreCase))
.Select(x => x.Value)
.Select(x => x.Value.SharedSymbol)
.ToArray();
}
internal SharedSymbolCatalog? GetSymbolCatalog(string exchange, string? key)
{
IEnumerable<SharedSpotSymbol> cachedSymbols;
if (key == null)
{
if (_noKeyCache != null)
cachedSymbols = _noKeyCache.Symbols.Values;
else
cachedSymbols = _keyedCache.Values.SelectMany(x => x.Symbols.Values);
}
else
{
if (!_keyedCache.TryGetValue(key, out var exchangeInfo) || exchangeInfo == null)
return null;
cachedSymbols = exchangeInfo.Symbols.Values;
}
var assets = new Dictionary<string, SharedAssetInfo>();
var symbols = new Dictionary<string, SharedSpotSymbol>();
foreach (var symbol in cachedSymbols)
{
if (!assets.TryGetValue(symbol.BaseAsset, out var baseAssetInfo))
{
baseAssetInfo = new SharedAssetInfo(symbol.BaseAsset, symbol.BaseAssetType, symbol.BaseAssetSubType);
assets.Add(symbol.BaseAsset, baseAssetInfo);
}
if (!assets.TryGetValue(symbol.QuoteAsset, out var quoteAssetInfo))
{
quoteAssetInfo = new SharedAssetInfo(symbol.QuoteAsset, symbol.QuoteAssetType, symbol.QuoteAssetSubType);
assets.Add(symbol.QuoteAsset, quoteAssetInfo);
}
symbols.Add(symbol.Name, symbol);
}
return new SharedSymbolCatalog
{
Exchange = exchange,
Assets = assets,
Symbols = symbols
};
}
}
class ExchangeInfo
{
public DateTime UpdateTime { get; set; }
public Dictionary<string, SharedSymbol> Symbols { get; set; }
public Dictionary<string, SharedSpotSymbol> Symbols { get; set; }
public ExchangeInfo(DateTime updateTime, Dictionary<string, SharedSymbol> symbols)
public ExchangeInfo(DateTime updateTime, Dictionary<string, SharedSpotSymbol> symbols)
{
UpdateTime = updateTime;
Symbols = symbols;
@@ -24,8 +24,9 @@ namespace CryptoExchange.Net.Interfaces
/// <param name="interval">Kline interval</param>
/// <param name="limit">The max amount of klines to retain</param>
/// <param name="period">The max period the data should be retained</param>
/// <param name="exchangeParameters">Exchange parameters</param>
/// <returns></returns>
IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null);
IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null, ExchangeParameters? exchangeParameters = null);
/// <summary>
/// Whether the factory supports creating a TradeTracker instance for this symbol
@@ -39,7 +40,8 @@ namespace CryptoExchange.Net.Interfaces
/// <param name="symbol">The symbol</param>
/// <param name="limit">The max amount of trades to retain</param>
/// <param name="period">The max period the data should be retained</param>
/// <param name="exchangeParameters">Exchange parameters</param>
/// <returns></returns>
ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null);
ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null, ExchangeParameters? exchangeParameters = null);
}
}
+118
View File
@@ -4,6 +4,8 @@ using CryptoExchange.Net.Objects.Options;
using Microsoft.Extensions.Logging;
using System;
using System.Collections.Generic;
using System.IO.Pipelines;
using System.Linq;
using System.Net;
using System.Net.Http;
@@ -14,6 +16,61 @@ namespace CryptoExchange.Net
/// </summary>
public static class LibraryHelpers
{
private static readonly HashSet<string> _stableCoins = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
{
// USD
"USDT", "USDC", "DAI", "FDUSD", "USDE", "TUSD", "USDP", "PYUSD", "GUSD",
"USDD", "LUSD", "USDJ", "SUSD", "ZUSD", "BUSD", "USTC", "USDX", "USDK",
"CUSD", "USD1", "USD0", "XUSD", "BFUSD", "USDS", "RLUSD", "OUSD", "USDH",
"APXUSD", "USDQ", "USDPT", "FIDD", "AUSD",
// EUR
"EURS", "EURC", "EURI", "EURT", "AGEUR", "CEUR", "AEUR", "EURQ", "EUROP",
// Other
"CNYT", // CNY
"CREAL", "BRL1", // BRL
"XSGD", // SGD
"GYEN", // JPY
"KGST", // KGS
"QCAD", // CAD
"TGBP", // GBP
"AUDX", // AUD
"MXNB", // MXN
};
private static readonly HashSet<string> _commodities = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
{
// Metals
"XAU", "XAUT", "XAG", "XPT", "XPD", "COPPER", "PAXG", "XNI", "XCU", "XAL", "GOLD", "SILVER",
// Energy
"BZ", "NATGAS", "NGAS", "CL", "XTI", "UKOIL", "USOIL", "BRENTOIL"
};
private static readonly HashSet<string> _stocks = new HashSet<string>(StringComparer.OrdinalIgnoreCase)
{
// Top stocks, will need to update periodically
"AAAU", "AADR", "AAPL", "ACWI", "ACWX", "AGG", "AMD", "AMLP", "AMZN", "ARKF",
"ARKG", "ARKK", "ARKQ", "ARKW", "AVGO", "BA", "BABA", "BND", "BNDX", "BOTZ",
"CIBR", "COIN", "DIA", "DIVB", "DVY", "EEM", "EFA", "EFAV", "ESGU", "EWG",
"EWJ", "EWT", "EWU", "EWW", "EWY", "EWZ", "FDN", "FEZ", "GLDM", "GOOGL",
"HDV", "HOOD", "HYG", "IAU", "IBB", "ICLN", "IEFA", "IEMG", "IGSB", "IJH",
"IJR", "INTC", "ITOT", "IUSB", "IUSG", "IUSV", "IWM", "IWO", "IWR", "IYR",
"JETS", "JPM", "LIT", "MCHI", "META", "MGK", "MSTR", "MTUM", "MU", "NET",
"NFLX", "NOBL", "NVDA", "OIH", "ORCL", "PAVE", "PBW", "PLTR", "QQQ", "QQQM",
"SCHB", "SCHD", "SCHF", "SCHG", "SCHH", "SCHV", "SCHX", "SKHY", "SPCX", "SPCXD",
"SPLG", "SPY", "SPYG", "SPYV", "SQQQ", "TSLA", "TSM", "TQQQ", "USMV", "VBR",
"VCIT", "VCSH", "VEA", "VEU", "VGIT", "VGK", "VGT", "VHT", "VIG", "VNQ",
"VOO", "VOT", "VTI", "VTV", "VUG", "VXUS", "XBI", "XLC", "XLE", "XLF",
"XLI", "XLK", "XLP", "XLU", "XLV", "XLY", "CSCO", "UBER", "MRVL", "RKLB",
"COHR", "SOXL", "HD", "DIS", "CBRS", "V", "BRKB", "FLNC", "LLY", "COST",
"ARM", "BMNR", "NBIS", "ASML", "AAOI", "GLW", "SHLD", "BE", "QNTX", "IBM",
"AMAT", "NOK", "ASTS", "BBX", "SLX", "SKHYNIX", "SAMSUNG", "HYUNDAI", "NVO",
"IREN", "ONDS", "CRM" , "VRT", "ZEST", "BTW", "HPE", "AXTI", "BX", "CRWD",
"CRDO", "NOW", "ZM", "DKNG", "RIVN", "URNM", "EBAY", "ADBE", "UVXY", "RDW",
"CIEN","PANW", "WIN", "PAYP", "HIMS", "CRWV", "QCOM", "LITE", "DRAM", "ANTHROPIC",
"OPENAI", "USAR", "BILL", "SNDK", "NASDAQ100", "SPX500", "BSB", "CRCL", "STRC",
"MSFT", "WDC"
};
private static ILogger? _staticLogger;
/// <summary>
/// Static logger
@@ -105,6 +162,67 @@ namespace CryptoExchange.Net
return _defaultClientReferences.TryGetValue(key, out var id) ? id : throw new KeyNotFoundException($"{exchange} not found in configuration");
}
/// <summary>
/// Check whether an asset is a known stablecoin. Note that this is not definitive, only large known stocks are checked
/// </summary>
/// <param name="asset">Asset name</param>
/// <param name="additionalStableCoins">Additional stablecoin names for the specific exchange</param>
public static bool IsStableCoin(string asset, params HashSet<string> additionalStableCoins)
{
if (string.IsNullOrEmpty(asset))
return false;
return _stableCoins.Contains(asset) || (additionalStableCoins != null && additionalStableCoins.Contains(asset, StringComparer.OrdinalIgnoreCase));
}
/// <summary>
/// Check whether an asset is a known commodity. Note that this is not definitive, only large known stocks are checked
/// </summary>
/// <param name="asset">Asset name</param>
/// <param name="additionalCommodities">Additional commodity names for the specific exchange</param>
public static bool IsCommodity(string asset, params HashSet<string> additionalCommodities)
{
if (string.IsNullOrEmpty(asset))
return false;
return _commodities.Contains(asset) || (additionalCommodities != null && additionalCommodities.Contains(asset, StringComparer.OrdinalIgnoreCase));
}
/// <summary>
/// Check whether an asset is a known stock. Note that this is not definitive, only large known stocks are checked
/// </summary>
/// <param name="asset">Asset name</param>
/// <param name="additionalStocks">Additional stock names for the specific exchange</param>
public static bool IsEquity(string asset, params HashSet<string> additionalStocks)
=> IsEquity(asset, [], additionalStocks);
/// <summary>
/// Check whether an asset is a known stock.
/// </summary>
/// <param name="asset">Asset name</param>
/// <param name="potentialSuffixes">Suffixes to check, for example when `X` is a potential suffix both `TSLA` and `TSLAX` will be checked</param>
/// <param name="additionalStocks">Additional stock names for the specific exchange</param>
public static bool IsEquity(string asset, string[] potentialSuffixes, params HashSet<string> additionalStocks)
{
if (string.IsNullOrEmpty(asset))
return false;
if (_stocks.Contains(asset) || (additionalStocks != null && additionalStocks.Contains(asset, StringComparer.OrdinalIgnoreCase)))
return true;
foreach (var suffix in potentialSuffixes)
{
if (!asset.EndsWith(suffix))
continue;
var suffixAsset = asset.Substring(0, asset.Length - suffix.Length);
if (_stocks.Contains(suffixAsset) || (additionalStocks != null && additionalStocks.Contains(suffixAsset, StringComparer.OrdinalIgnoreCase)))
return true;
}
return false;
}
/// <summary>
/// Create a new HttpMessageHandler instance
/// </summary>
+1 -1
View File
@@ -233,7 +233,7 @@ namespace CryptoExchange.Net.Objects
/// Add key as comma separated values
/// </summary>
#if NET5_0_OR_GREATER
public void AddCommaSeparated<[DynamicallyAccessedMembers(DynamicallyAccessedMemberTypes.PublicParameterlessConstructor | DynamicallyAccessedMemberTypes.PublicFields)] T>(string key, IEnumerable<T> values)
public void AddCommaSeparated<[DynamicallyAccessedMembers(DynamicallyAccessedMemberTypes.PublicParameterlessConstructor | DynamicallyAccessedMemberTypes.PublicFields)] T>(string key, IEnumerable<T>? values)
#else
public void AddCommaSeparated<T>(string key, IEnumerable<T>? values)
#endif
@@ -0,0 +1,51 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Asset type
/// </summary>
public enum SharedAssetType
{
/// <summary>
/// Unknown or unspecified asset type
/// </summary>
Unspecified,
/// <summary>
/// Cryptocurrency asset type
/// </summary>
Crypto,
/// <summary>
/// Fiat currency asset type
/// </summary>
Fiat,
/// <summary>
/// Traditional finance asset type
/// </summary>
TradFi
}
/// <summary>
/// Asset sub type
/// </summary>
public enum SharedAssetSubType
{
// --- Crypto sub types ---
/// <summary>
/// Stable coin, can be for different fiat currencies
/// </summary>
StableCoin,
// --- TradFi sub types ---
/// <summary>
/// Equity, can be stocks, ETFs, or indices
/// </summary>
Equity,
/// <summary>
/// Commodity, can be oil, gas, metals, etc.
/// </summary>
Commodity
}
}
@@ -9,6 +9,11 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
public interface IFuturesSymbolRestClient : ISharedClient
{
/// <summary>
/// Get the futures symbol catalog. Only available if <see cref="GetFuturesSymbolsAsync(GetSymbolsRequest, CancellationToken)"/> has been called previously.
/// </summary>
SharedSymbolCatalog? FuturesSymbolCatalog { get; }
/// <summary>
/// Futures symbol request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
@@ -9,6 +9,11 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
public interface ISpotSymbolRestClient : ISharedClient
{
/// <summary>
/// Get the spot symbol catalog. Only available if <see cref="GetSpotSymbolsAsync(GetSymbolsRequest, CancellationToken)"/> has been called previously.
/// </summary>
SharedSymbolCatalog? SpotSymbolCatalog { get; }
/// <summary>
/// Spot symbols request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
@@ -68,9 +68,14 @@ namespace CryptoExchange.Net.SharedApis
return ArgumentError.Invalid("TradingMode", $"TradingMode.{tradingMode} is not supported, supported types: {string.Join(", ", supportedTradingModes)}");
foreach (var param in RequiredExchangeParameters)
{
{
if (param.Names!.All(x => ExchangeParameters.HasValue(exchangeParameters, Exchange, x, param.ValueType) != true))
return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of exchange parameters `{string.Join(", ", param.Names!)}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
{
if (param.Names.Length == 1)
return ArgumentError.Invalid(string.Join("/", param.Names!), $"Exchange parameter `{param.Names[0]}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
else
return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of exchange parameters `{string.Join(", ", param.Names!)}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
}
}
return null;
@@ -149,7 +154,12 @@ namespace CryptoExchange.Net.SharedApis
foreach (var param in RequiredOptionalParameters)
{
if (param.Names!.All(x => _requestProperties.Single(p => p.Name == x).GetValue(request, null) == null))
return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of optional parameters `{string.Join(", ", param.Names!)}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
{
if (param.Names.Length == 1)
return ArgumentError.Invalid(string.Join("/", param.Names!), $"Optional parameter `{param.Names[0]}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
else
return ArgumentError.Invalid(string.Join("/", param.Names!), $"One of optional parameters `{string.Join(", ", param.Names!)}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
}
}
if (request is SharedSymbolRequest symbolsRequest)
@@ -1,4 +1,5 @@
using System;
using CryptoExchange.Net.Objects;
using System;
using System.Collections.Generic;
using System.Text;
@@ -15,5 +16,43 @@ namespace CryptoExchange.Net.SharedApis
public GetFuturesSymbolsOptions(string exchange, bool authenticated) : base(exchange, authenticated, nameof(IFuturesSymbolRestClient.GetFuturesSymbolsAsync))
{
}
/// <inheritdoc />
public override Error? ValidateRequest(GetSymbolsRequest request, IFuturesSymbolRestClient client)
{
if (request.BaseAssetType != null && request.BaseAssetSubType != null)
{
var error = ValidateAssetTypeCombination(request.BaseAssetType.Value, request.BaseAssetSubType.Value);
if (error != null)
return error;
}
if (request.QuoteAssetType != null && request.QuoteAssetSubType != null)
{
var error = ValidateAssetTypeCombination(request.QuoteAssetType.Value, request.QuoteAssetSubType.Value);
if (error != null)
return error;
}
return base.ValidateRequest(request, client);
}
private Error? ValidateAssetTypeCombination(SharedAssetType type, SharedAssetSubType subType)
{
if (type == SharedAssetType.Crypto
&& (subType == SharedAssetSubType.Commodity
|| (subType == SharedAssetSubType.Equity)))
{
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
}
if (type == SharedAssetType.TradFi && subType == SharedAssetSubType.StableCoin)
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
if (type == SharedAssetType.Fiat)
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
return null;
}
}
}
@@ -1,4 +1,5 @@
using System;
using CryptoExchange.Net.Objects;
using System;
using System.Collections.Generic;
using System.Text;
@@ -15,5 +16,44 @@ namespace CryptoExchange.Net.SharedApis
public GetSpotSymbolsOptions(string exchange, bool authenticated) : base(exchange, authenticated, nameof(ISpotSymbolRestClient.GetSpotSymbolsAsync))
{
}
/// <inheritdoc />
public override Error? ValidateRequest(GetSymbolsRequest request, ISpotSymbolRestClient client)
{
if (request.BaseAssetType != null && request.BaseAssetSubType != null)
{
var error = ValidateAssetTypeCombination(request.BaseAssetType.Value, request.BaseAssetSubType.Value);
if (error != null)
return error;
}
if (request.QuoteAssetType != null && request.QuoteAssetSubType != null)
{
var error = ValidateAssetTypeCombination(request.QuoteAssetType.Value, request.QuoteAssetSubType.Value);
if (error != null)
return error;
}
return base.ValidateRequest(request, client);
}
private Error? ValidateAssetTypeCombination(SharedAssetType type, SharedAssetSubType subType)
{
if (type == SharedAssetType.Crypto
&& (subType == SharedAssetSubType.Commodity
|| (subType == SharedAssetSubType.Equity)))
{
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
}
if (type == SharedAssetType.TradFi && subType == SharedAssetSubType.StableCoin)
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
if (type == SharedAssetType.Fiat)
return ArgumentError.Invalid(nameof(GetSymbolsRequest.BaseAssetSubType), $"Invalid combination of asset type filters: {type} and {subType}");
return null;
}
}
}
@@ -5,13 +5,44 @@
/// </summary>
public record GetSymbolsRequest : SharedRequest
{
/// <summary>
/// Base asset type filter
/// </summary>
public SharedAssetType? BaseAssetType { get; }
/// <summary>
/// Base asset subtype filter
/// </summary>
public SharedAssetSubType? BaseAssetSubType { get; }
/// <summary>
/// Quote asset type filter
/// </summary>
public SharedAssetType? QuoteAssetType { get; }
/// <summary>
/// Quote asset subtype filter
/// </summary>
public SharedAssetSubType? QuoteAssetSubType { get; }
/// <summary>
/// ctor
/// </summary>
/// <param name="tradingMode">Trading mode filter</param>
/// <param name="baseAssetType">Filter by base asset type</param>
/// <param name="baseAssetSubType">Filter by base asset subtype</param>
/// <param name="quoteAssetType">Filter by quote asset type</param>
/// <param name="quoteAssetSubType">Filter by quote asset subtype</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
public GetSymbolsRequest(TradingMode? tradingMode = null, ExchangeParameters? exchangeParameters = null) : base(tradingMode, exchangeParameters)
public GetSymbolsRequest(
TradingMode? tradingMode = null,
SharedAssetType? baseAssetType = null,
SharedAssetSubType? baseAssetSubType = null,
SharedAssetType? quoteAssetType = null,
SharedAssetSubType? quoteAssetSubType = null,
ExchangeParameters? exchangeParameters = null) : base(tradingMode, exchangeParameters)
{
BaseAssetType = baseAssetType;
BaseAssetSubType = baseAssetSubType;
QuoteAssetType = quoteAssetType;
QuoteAssetSubType = quoteAssetSubType;
}
}
}
@@ -0,0 +1,58 @@
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Symbol and asset catalog for a shared client
/// </summary>
public class SharedSymbolCatalog
{
/// <summary>
/// Exchange name
/// </summary>
public string Exchange { get; set; } = string.Empty;
/// <summary>
/// Assets supported
/// </summary>
public IReadOnlyDictionary<string, SharedAssetInfo> Assets { get; set; } = new Dictionary<string, SharedAssetInfo>();
/// <summary>
/// Symbols supported
/// </summary>
public IReadOnlyDictionary<string, SharedSpotSymbol> Symbols { get; set; } = new Dictionary<string, SharedSpotSymbol>();
}
/// <summary>
/// Asset info
/// </summary>
[DebuggerDisplay("{DebugView,nq}")]
public class SharedAssetInfo
{
private string DebugView => $"{Name} - {Type}{(SubType == null ? "": $" {SubType}")}";
/// <summary>
/// Asset name
/// </summary>
public string Name { get; set; }
/// <summary>
/// Asset type
/// </summary>
public SharedAssetType Type { get; set; }
/// <summary>
/// Asset sub type
/// </summary>
public SharedAssetSubType? SubType { get; set; }
/// <summary>
/// ctor
/// </summary>
public SharedAssetInfo(string name, SharedAssetType type, SharedAssetSubType? subType)
{
Name = name;
Type = type;
SubType = subType;
}
}
}
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Asset info
/// </summary>
[DebuggerDisplay("{Name,nq} - {Networks.Length} network(s)")]
public record SharedAsset
{
/// <summary>
@@ -32,6 +34,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Asset network info
/// </summary>
[DebuggerDisplay("{Name,nq}")]
public record SharedAssetNetwork
{
/// <summary>
@@ -1,8 +1,11 @@
namespace CryptoExchange.Net.SharedApis
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Balance info
/// </summary>
[DebuggerDisplay("{Available} {Asset, nq}")]
public record SharedBalance
{
/// <summary>
@@ -1,8 +1,11 @@
namespace CryptoExchange.Net.SharedApis
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Book ticker
/// </summary>
[DebuggerDisplay("{Symbol,nq} - {BestBidPrice} / {BestAskPrice}")]
public record SharedBookTicker : SharedSymbolModel
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Deposit info
/// </summary>
[DebuggerDisplay("[{Timestamp}] {Quantity} {Asset,nq}")]
public record SharedDeposit
{
/// <summary>
@@ -1,8 +1,11 @@
namespace CryptoExchange.Net.SharedApis
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Deposit address info
/// </summary>
[DebuggerDisplay("{Asset,nq} - {Address,nq}")]
public record SharedDepositAddress
{
/// <summary>
@@ -1,8 +1,11 @@
namespace CryptoExchange.Net.SharedApis
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Trading fee info
/// </summary>
[DebuggerDisplay("{MakerFee} / {TakerFee}")]
public record SharedFee
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Funding rate
/// </summary>
[DebuggerDisplay("[{Timestamp}] {FundingRate}")]
public record SharedFundingRate
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Mark/index price kline
/// </summary>
[DebuggerDisplay("[{OpenTime}] O: {OpenPrice} H: {HighPrice} L: {LowPrice} C: {ClosePrice}")]
public record SharedFuturesKline : SharedSymbolModel
{
/// <summary>
@@ -1,12 +1,19 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Futures order info
/// </summary>
[DebuggerDisplay("{DebugView,nq}")]
public record SharedFuturesOrder : SharedSymbolModel
{
private string DebugView =>
$"[{CreateTime}] {OrderId} {(PositionSide != null ? $"{PositionSide} " : "")}{Symbol} - " +
$"{OrderType} {Side} {OrderQuantity}{(OrderPrice != null ? " @ " + OrderPrice : "")}, " +
$"{Status}{(QuantityFilled != null && Status != SharedOrderStatus.Canceled ? $" {QuantityFilled}" : "")}{(AveragePrice != null ? " @ " + AveragePrice : "")}";
/// <summary>
/// Id of the order
/// </summary>
@@ -47,10 +54,18 @@ namespace CryptoExchange.Net.SharedApis
/// Order price
/// </summary>
public decimal? OrderPrice { get; set; }
private decimal? _averagePrice;
/// <summary>
/// Average price
/// Average fill price
/// </summary>
public decimal? AveragePrice { get; set; }
public decimal? AveragePrice
{
get => _averagePrice > 0 ? _averagePrice
: (QuantityFilled?.QuantityInBaseAsset > 0 && QuantityFilled?.QuantityInQuoteAsset > 0
? QuantityFilled.QuantityInQuoteAsset / QuantityFilled.QuantityInBaseAsset
: null);
set => _averagePrice = value;
}
/// <summary>
/// Client order id
/// </summary>
@@ -1,12 +1,17 @@
using System;
using System.Diagnostics;
using System.Drawing;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Futures symbol info
/// </summary>
[DebuggerDisplay("{DebugView,nq}")]
public record SharedFuturesSymbol : SharedSpotSymbol
{
private string DebugView => $"{TradingMode} {(DisplayName ?? Name)} - {BaseAssetType}{(BaseAssetSubType == null ? "" : " " + BaseAssetSubType)}{(DeliveryTime != null ? $" Delivery: {DeliveryTime:yyyy-MM-dd}": "")}";
/// <summary>
/// The size of a single contract
/// </summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Futures ticker info
/// </summary>
[DebuggerDisplay("{Symbol,nq} High: {HighPrice}, Low: {LowPrice}, Last: {LastPrice}, Change: {ChangePercentage}%")]
public record SharedFuturesTicker: SharedSymbolModel
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Kline info
/// </summary>
[DebuggerDisplay("[{OpenTime}] O: {OpenPrice} H: {HighPrice} L: {LowPrice} C: {ClosePrice} V: {Volume}")]
public record SharedKline : SharedSymbolModel
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Position info
/// </summary>
[DebuggerDisplay("{Symbol,nq} {PositionSide}: {PositionSize} {AverageOpenPrice}")]
public record SharedPosition : SharedSymbolModel
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Position history
/// </summary>
[DebuggerDisplay("[{Timestamp}] {Symbol,nq} {PositionSide}: {RealizedPnl}")]
public record SharedPositionHistory : SharedSymbolModel
{
/// <summary>
@@ -1,12 +1,19 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Spot order info
/// </summary>
[DebuggerDisplay("{DebugView,nq}")]
public record SharedSpotOrder : SharedSymbolModel
{
private string DebugView =>
$"[{CreateTime}] {OrderId} {Symbol} - " +
$"{OrderType} {Side} {OrderQuantity}{(OrderPrice != null ? " @ " + OrderPrice : "")}, " +
$"{Status}{(QuantityFilled != null && Status != SharedOrderStatus.Canceled ? $" {QuantityFilled}" : "")}{(AveragePrice != null ? " @ " + AveragePrice : "")}";
/// <summary>
/// The id of the order
/// </summary>
@@ -39,10 +46,18 @@ namespace CryptoExchange.Net.SharedApis
/// Order price
/// </summary>
public decimal? OrderPrice { get; set; }
private decimal? _averagePrice;
/// <summary>
/// Average fill price
/// </summary>
public decimal? AveragePrice { get; set; }
public decimal? AveragePrice
{
get => _averagePrice > 0 ? _averagePrice
: (QuantityFilled?.QuantityInBaseAsset > 0 && QuantityFilled?.QuantityInQuoteAsset > 0
? QuantityFilled.QuantityInQuoteAsset / QuantityFilled.QuantityInBaseAsset
: null);
set => _averagePrice = value;
}
/// <summary>
/// Client order id
/// </summary>
@@ -1,10 +1,17 @@
namespace CryptoExchange.Net.SharedApis
using System;
using System.Data;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Symbol info
/// </summary>
[DebuggerDisplay("{DebugView,nq}")]
public record SharedSpotSymbol
{
private string DebugView => $"{TradingMode} {(DisplayName ?? Name)} - {BaseAssetType} {BaseAssetSubType}";
/// <summary>
/// The trading mode of the symbol
/// </summary>
@@ -22,6 +29,10 @@
/// </summary>
public string Name { get; set; }
/// <summary>
/// The display name of the symbol
/// </summary>
public string? DisplayName { get; set; }
/// <summary>
/// Minimal quantity of an order in the base asset
/// </summary>
public decimal? MinTradeQuantity { get; set; }
@@ -57,6 +68,22 @@
/// Whether the symbol is currently available for trading
/// </summary>
public bool Trading { get; set; }
/// <summary>
/// Base asset type
/// </summary>
public SharedAssetType BaseAssetType { get; set; }
/// <summary>
/// Base asset sub type
/// </summary>
public SharedAssetSubType? BaseAssetSubType { get; set; }
/// <summary>
/// Quote asset type
/// </summary>
public SharedAssetType QuoteAssetType { get; set; }
/// <summary>
/// Quote asset sub type
/// </summary>
public SharedAssetSubType? QuoteAssetSubType { get; set; }
/// <summary>
/// ctor
@@ -1,8 +1,11 @@
namespace CryptoExchange.Net.SharedApis
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Ticker info
/// </summary>
[DebuggerDisplay("{Symbol,nq} High: {HighPrice}, Low: {LowPrice}, Last: {LastPrice}, Change: {ChangePercentage}%")]
public record SharedSpotTicker: SharedSymbolModel
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Public trade info
/// </summary>
[DebuggerDisplay("[{Timestamp}] {Symbol,nq} {Side.ToString(),nq} {Quantity} @ {Price}")]
public record SharedTrade : SharedSymbolModel
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// A user trade
/// </summary>
[DebuggerDisplay("[{Timestamp}] {Id,nq} {Symbol,nq} {Side.ToString(),nq} {Quantity} @ {Price}")]
public record SharedUserTrade : SharedSymbolModel
{
/// <summary>
@@ -1,10 +1,12 @@
using System;
using System.Diagnostics;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// A withdrawal record
/// </summary>
[DebuggerDisplay("[{Timestamp}] {Quantity} {Asset,nq}")]
public record SharedWithdrawal
{
/// <summary>
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Converters.SystemTextJson;
using System.Text;
using System.Text.Json.Serialization;
namespace CryptoExchange.Net.SharedApis
@@ -35,6 +36,33 @@ namespace CryptoExchange.Net.SharedApis
QuantityInQuoteAsset = quoteAssetQuantity;
QuantityInContracts = contractQuantity;
}
/// <inheritdoc />
public override string ToString()
{
var sb = new StringBuilder("[");
if (QuantityInBaseAsset != null)
sb.Append($"{QuantityInBaseAsset} base");
if (QuantityInQuoteAsset != null)
{
if (sb.Length > 1)
sb.Append(", ");
sb.Append($"{QuantityInQuoteAsset} quote");
}
if (QuantityInContracts != null)
{
if (sb.Length > 1)
sb.Append(", ");
sb.Append($"{QuantityInContracts} contracts");
}
sb.Append("]");
return sb.ToString();
}
}
/// <summary>
@@ -53,6 +81,9 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
public SharedQuantity() : base(null, null, null) { }
/// <inheritdoc />
public override string ToString() => base.ToString();
/// <summary>
/// Specify quantity in base asset
/// </summary>
@@ -123,5 +154,8 @@ namespace CryptoExchange.Net.SharedApis
: base(baseAssetQuantity, quoteAssetQuantity, contractQuantity)
{
}
/// <inheritdoc />
public override string ToString() => base.ToString();
}
}
@@ -1,5 +1,6 @@
using CryptoExchange.Net.Objects;
using System.Collections.Generic;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
@@ -176,5 +177,24 @@ namespace CryptoExchange.Net.SharedApis
return result.ToArray();
}
/// <summary>
/// Apply symbols request filter for asset type and trading mode
/// </summary>
public static T[] ApplySymbolFilter<T>(T[] symbols, GetSymbolsRequest request) where T : SharedSpotSymbol
{
IEnumerable<T> resultData = symbols;
if (request.TradingMode != null)
resultData = resultData.Where(x => x.TradingMode == request.TradingMode);
if (request.BaseAssetType != null)
resultData = resultData.Where(x => x.BaseAssetType == request.BaseAssetType);
if (request.QuoteAssetType != null)
resultData = resultData.Where(x => x.QuoteAssetType == request.QuoteAssetType);
if (request.BaseAssetSubType != null)
resultData = resultData.Where(x => x.BaseAssetSubType == request.BaseAssetSubType);
if (request.QuoteAssetSubType != null)
resultData = resultData.Where(x => x.QuoteAssetSubType == request.QuoteAssetSubType);
return resultData.ToArray();
}
}
}
@@ -63,7 +63,10 @@ namespace CryptoExchange.Net.Testing.Comparers
foreach (var dictProp in jObj.EnumerateObject())
{
if (!dict.Contains(dictProp.Name))
{
outputExceptions.Add(new Exception($"{method}: Dictionary has no value for {dictProp.Name} while input json `{dictProp.Name}` has value {dictProp.Value}"));
continue;
}
if (dictProp.Value.ValueKind == JsonValueKind.Object)
{
@@ -80,6 +83,7 @@ namespace CryptoExchange.Net.Testing.Comparers
// Property value not correct
outputExceptions.Add(new Exception($"{method}: Dictionary entry `{dictProp.Name}` has no value while input json has value {dictProp.Value}"));
continue;
}
}
}
@@ -131,7 +135,10 @@ namespace CryptoExchange.Net.Testing.Comparers
{
var value = enumerator.Current;
if (value == default && jObj.ValueKind != JsonValueKind.Null)
{
outputExceptions.Add(new Exception($"{method}: Array has no value while input json array has value {jObj}"));
continue;
}
}
}
}
@@ -167,7 +174,7 @@ namespace CryptoExchange.Net.Testing.Comparers
}
Debug.WriteLine($"Successfully validated {method}");
return outputExceptions;
return outputExceptions.Distinct().ToList();
}
private static void CheckObject(string method, JsonProperty prop, object obj, List<string>? ignoreProperties, List<Exception> outputExceptions)
@@ -225,7 +232,10 @@ namespace CryptoExchange.Net.Testing.Comparers
// Property value not correct
if (propValue.ToString() != "0")
{
outputExceptions.Add(new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {propValue}"));
return;
}
}
if ((propertyValue == default && (propValue.ValueKind == JsonValueKind.Null || string.IsNullOrEmpty(propValue.ToString()))) || propValue.ToString() == "0")
@@ -237,7 +247,10 @@ namespace CryptoExchange.Net.Testing.Comparers
foreach (var dictProp in propValue.EnumerateObject())
{
if (!dict.Contains(dictProp.Name))
{
outputExceptions.Add(new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {propValue}"));
continue;
}
if (dictProp.Value.ValueKind == JsonValueKind.Object)
{
@@ -246,8 +259,11 @@ namespace CryptoExchange.Net.Testing.Comparers
else
{
if (dict[dictProp.Name] == default && dictProp.Value.ValueKind != JsonValueKind.Null)
{
// Property value not correct
outputExceptions.Add(new Exception($"{method}: Dictionary entry `{dictProp.Name}` has no value while input json has value {propValue} for"));
continue;
}
}
}
}
@@ -304,7 +320,10 @@ namespace CryptoExchange.Net.Testing.Comparers
{
var value = enumerator.Current;
if (value == default && jToken.ValueKind != JsonValueKind.Null)
{
outputExceptions.Add(new Exception($"{method}: Property `{propertyName}` has no value while input json `{propName}` has value {jToken}"));
return;
}
CheckValues(method, propertyName!, propertyType, jToken, value!, outputExceptions);
}
@@ -368,7 +387,10 @@ namespace CryptoExchange.Net.Testing.Comparers
{
var value = enumerator.Current;
if (value == default && jObj.ValueKind != JsonValueKind.Null)
{
outputExceptions.Add(new Exception($"{method}: Array has no value while input json array has value {jObj}"));
continue;
}
}
}
}
@@ -142,7 +142,7 @@ namespace CryptoExchange.Net.Testing
var issues = SystemTextJsonComparer.CompareData(expressionBody.Method.Name, data, originalData, compareNestedProperty, ignoreProperties, useSingleArrayItem ?? false);
foreach(var issue in issues)
{
if (issue is MissingPropertyException)
if (issue is MissingPropertyException && !warnings?.Any(x => x.Message == issue.Message) == true)
warnings?.Add(issue);
else
errors.Add(issue);
@@ -19,6 +19,7 @@ namespace CryptoExchange.Net.Trackers.Klines
private readonly IKlineRestClient _restClient;
private SyncStatus _status;
private bool _startWithSnapshot;
private ExchangeParameters? _exchangeParameters;
/// <summary>
/// The internal data structure
@@ -157,9 +158,11 @@ namespace CryptoExchange.Net.Trackers.Klines
SharedSymbol symbol,
SharedKlineInterval interval,
int? limit = null,
TimeSpan? period = null)
TimeSpan? period = null,
ExchangeParameters? exchangeParameters = null)
{
_logger = logger ?? new NullLogger<KlineTracker>();
_exchangeParameters = exchangeParameters;
Symbol = symbol;
SymbolName = socketClient.FormatSymbol(symbol.BaseAsset, symbol.QuoteAsset, symbol.TradingMode, symbol.DeliverTime);
Exchange = restClient.Exchange;
@@ -180,7 +183,7 @@ namespace CryptoExchange.Net.Trackers.Klines
Status = SyncStatus.Syncing;
_logger.KlineTrackerStarting(SymbolName);
var subResult = await _socketClient.SubscribeToKlineUpdatesAsync(new SubscribeKlineRequest(Symbol, Interval),
var subResult = await _socketClient.SubscribeToKlineUpdatesAsync(new SubscribeKlineRequest(Symbol, Interval, exchangeParameters: _exchangeParameters),
update =>
{
AddOrUpdate(update.Data);
@@ -237,7 +240,7 @@ namespace CryptoExchange.Net.Trackers.Klines
var limit = Math.Min(_restClient.GetKlinesOptions.MaxLimit, Limit ?? 100);
var request = new GetKlinesRequest(Symbol, Interval, startTime, DateTime.UtcNow, limit: limit);
var request = new GetKlinesRequest(Symbol, Interval, startTime, DateTime.UtcNow, limit: limit, exchangeParameters: _exchangeParameters);
var data = new List<SharedKline>();
await foreach (var result in ExchangeHelpers.ExecutePages(_restClient.GetKlinesAsync, request).ConfigureAwait(false))
{
@@ -21,6 +21,7 @@ namespace CryptoExchange.Net.Trackers.Trades
private SyncStatus _status;
private long _snapshotId;
private bool _startWithSnapshot;
private ExchangeParameters? _exchangeParameters;
/// <summary>
/// The internal data structure
@@ -154,12 +155,14 @@ namespace CryptoExchange.Net.Trackers.Trades
ITradeSocketClient socketClient,
SharedSymbol symbol,
int? limit = null,
TimeSpan? period = null)
TimeSpan? period = null,
ExchangeParameters? exchangeParameters = null)
{
_logger = logger ?? new NullLogger<TradeTracker>();
_recentRestClient = recentRestClient;
_historyRestClient = historyRestClient;
_socketClient = socketClient;
_exchangeParameters = exchangeParameters;
Exchange = socketClient.Exchange;
Symbol = symbol;
SymbolName = socketClient.FormatSymbol(symbol.BaseAsset, symbol.QuoteAsset, symbol.TradingMode, symbol.DeliverTime);
@@ -203,7 +206,7 @@ namespace CryptoExchange.Net.Trackers.Trades
_startWithSnapshot = startWithSnapshot;
Status = SyncStatus.Syncing;
_logger.TradeTrackerStarting(SymbolName);
var subResult = await _socketClient.SubscribeToTradeUpdatesAsync(new SubscribeTradeRequest(Symbol),
var subResult = await _socketClient.SubscribeToTradeUpdatesAsync(new SubscribeTradeRequest(Symbol, exchangeParameters: _exchangeParameters),
update =>
{
AddData(update.Data);
@@ -257,7 +260,7 @@ namespace CryptoExchange.Net.Trackers.Trades
if (_historyRestClient != null)
{
var startTime = Period == null ? DateTime.UtcNow.AddMinutes(-5) : DateTime.UtcNow.Add(-Period.Value);
var request = new GetTradeHistoryRequest(Symbol, startTime, DateTime.UtcNow);
var request = new GetTradeHistoryRequest(Symbol, startTime, DateTime.UtcNow, exchangeParameters: _exchangeParameters);
var data = new List<SharedTrade>();
await foreach (var result in ExchangeHelpers.ExecutePages(_historyRestClient.GetTradeHistoryAsync, request).ConfigureAwait(false))
{
@@ -278,7 +281,7 @@ namespace CryptoExchange.Net.Trackers.Trades
if (Limit.HasValue)
limit = Math.Min(_recentRestClient.GetRecentTradesOptions.MaxLimit, Limit.Value);
var snapshot = await _recentRestClient.GetRecentTradesAsync(new GetRecentTradesRequest(Symbol, limit)).ConfigureAwait(false);
var snapshot = await _recentRestClient.GetRecentTradesAsync(new GetRecentTradesRequest(Symbol, limit, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
if (!snapshot.Success)
{
return CallResult.Fail(snapshot.Error);
+24
View File
@@ -127,6 +127,30 @@ Various:
* PlatformInfo now required support environment names in the constructor
## Release notes
* Version 12.3.0 - 23 Jul 2026
* Added calculation of AveragePrice on Shared order models if data is available and AveragePrice is not set
* Extracted ConnectionCanBeUsedFor method in SocketApiClient for easier custom logic implementation
* Updated some Shared APIs error messages
* Remove duplicate warnings from testing output
* Version 12.2.0 - 20 Jul 2026
* Added SpotSymbolCatalog to Shared ISpotSymbolRestClient interface
* Added FuturesSymbolCatalog to Shared IFuturesSymbolRestClient interface
* Added BaseAssetType, BaseAssetSubType, QuoteAssetType and QuoteAssetSubType to GetSymbolsRequest model
* Added DisplayName to SharedSpotSymbol and SharedFuturesSymbol models
* Added BaseAssetType, BaseAssetSubType, QuoteAssetType and QuoteAssetSubType to SharedSpotSymbol and SharedFuturesSymbol models
* Added IsStableCoin, IsCommodity and IsEquity helper methods to LibraryHelpers
* Added DebuggerDisplay attributes to Shared models
* Fixed socket connection combine calculations
* Version 12.1.1 - 11 Jul 2026
* Added timestamp deserialization support for yyyy-MM-dd HH:mm:ss.ffffff+00:00:00
* Version 12.1.0 - 09 Jul 2026
* Added ExchangeParameters parameter to KlineTracker, TradeTracker and ITrackerFactory methods
* Updated some testing logic
* Fixed nullability operator on Parameters.AddCommaSeperated
* Version 12.0.2 - 01 Jul 2026
* Updated test validation to output a list of issues instead of throwing on the first
+3 -1
View File
@@ -2,10 +2,12 @@
> Base C#/.NET library for cryptocurrency exchange API client implementations. Provides a standardized abstraction (REST, WebSocket, authentication, rate limiting, error handling, order book management, shared cross-exchange interfaces) that 28+ exchange-specific libraries are built on top of.
CryptoExchange.Net itself is not used directly — install one of the exchange-specific libraries (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.) or `CryptoClients.Net` to access all exchanges via a single bundle. The base library is what makes the entire ecosystem feel consistent: same `HttpResult<T>` REST result pattern, same `WebSocketResult<UpdateSubscription>` websocket subscription pattern, same DI registration, same shared interfaces across all exchanges. Current version: 12.x. Targets netstandard2.0, netstandard2.1, net8.0, net9.0, net10.0. Native AOT supported.
CryptoExchange.Net itself is not used directly — install one of the exchange-specific libraries (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.) or `CryptoClients.Net` to access all exchanges via a single bundle. The base library is what makes the entire ecosystem feel consistent: same `HttpResult<T>` REST result pattern, same `WebSocketResult<UpdateSubscription>` websocket subscription pattern, same DI registration, same shared interfaces across all exchanges. Current version: 12.3.0. Targets netstandard2.0, netstandard2.1, net8.0, net9.0, net10.0. Native AOT supported.
The standout feature for cross-exchange code is `CryptoExchange.Net.SharedApis` — a set of interfaces (`ISpotTickerRestClient`, `ISpotOrderRestClient`, `IBalanceRestClient`, etc.) implemented by every exchange library. Same call signature works against any exchange.
Version 12.2.0 adds typed asset metadata to shared symbol discovery. `SharedSpotSymbol` and `SharedFuturesSymbol` expose `DisplayName` plus base/quote `SharedAssetType` and `SharedAssetSubType` values. `GetSymbolsRequest` can filter on those four type fields. After symbol discovery, `ISpotSymbolRestClient.SpotSymbolCatalog` and `IFuturesSymbolRestClient.FuturesSymbolCatalog` provide asset and symbol dictionaries; each catalog is available only after the corresponding `Get*SymbolsAsync` call. `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` are best-effort helpers for exchange-library implementations.
## Documentation
- [README](https://github.com/JKorf/CryptoExchange.Net/blob/master/README.md): Overview, full ecosystem table (28+ exchange libraries), installation per exchange, complete release notes