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Author SHA1 Message Date
Jkorf b9f93cb3fe wip 2026-09-18 14:29:45 +02:00
Jkorf 15f7ba32e1 wip 2026-09-18 13:54:48 +02:00
Jkorf a34684cd31 Added WithRateLimitAdmissionAsync for REST and Socket clients 2026-09-17 11:33:47 +02:00
Jkorf e5da147ba8 Fixed parameters to form data url encoding in .Net Framework when parameters contain special characters 2026-09-16 14:56:16 +02:00
Jkorf 404d62ee5c Added RateLimitAdmission client option delegate 2026-09-16 14:07:38 +02:00
Jkorf 45a42fb028 wip 2026-09-15 10:04:46 +02:00
Jkorf c59bb0f625 wip 2026-09-11 13:25:50 +02:00
Jkorf 8419af278d wip 2026-09-11 13:22:48 +02:00
Jkorf 911e09be61 wip 2026-09-10 15:03:29 +02:00
Jkorf 876c2d27f7 wip 2026-09-10 13:26:33 +02:00
Jkorf dc4a6af695 wip 2026-09-10 12:53:11 +02:00
Jkorf c56e31abab wip 2026-09-10 12:02:57 +02:00
Jkorf 08972d3d63 wip 2026-09-08 15:15:08 +02:00
Jkorf 357809fd0c wip 2026-09-08 15:08:34 +02:00
Jkorf 7629455dec wip 2026-09-07 15:23:08 +02:00
JKorf 9df960361a wip 2026-09-06 20:27:37 +02:00
JKorf f215b729ed wip 2026-09-05 20:28:11 +02:00
Jkorf 431ef93611 wip 2026-09-04 16:21:13 +02:00
Jkorf a545efbb45 wip 2026-09-04 13:33:50 +02:00
Jkorf 67bf7d08cb wip 2026-09-04 12:40:54 +02:00
JKorf 2704693600 wip 2026-09-02 17:49:53 +02:00
Jkorf 1643487e73 wip 2026-09-02 09:07:49 +02:00
JKorf 1a0101a45f wip 2026-09-01 21:22:30 +02:00
Jkorf 20977e28b7 wip 2026-09-01 16:56:15 +02:00
Jkorf d0f5a8d6cc wip 2026-09-01 15:57:19 +02:00
Jkorf 2fff7a307f Merge branch 'master' into feature/shared-apis-v2 2026-09-01 09:58:01 +02:00
Jkorf 4a4930d658 Updated to version 12.5.1 2026-09-01 09:03:50 +02:00
Jkorf ca2bf414a7 wip 2026-09-01 08:58:03 +02:00
nils2525 ca245959a2 Fix subscription query completion for topic-filtered routes (#288) 2026-08-31 21:07:33 +02:00
Jkorf 5f101e3b88 wip 2026-08-31 11:23:53 +02:00
Jkorf 32e74e9bc4 wip 2026-08-27 15:57:28 +02:00
Jkorf d93d6b7a2e wip 2026-08-26 14:26:24 +02:00
Jkorf d0ce2563de wip 2026-08-25 16:09:15 +02:00
Jkorf 407509e9cd wip 2026-08-25 09:12:39 +02:00
Jkorf 3dd68dcad4 wip 2026-08-24 16:13:22 +02:00
Jkorf ff43d202d4 Add Tapbit to examples 2026-08-24 11:52:37 +02:00
Jkorf d1947e643b Added Tapbit reference 2026-08-24 10:55:38 +02:00
JKorf 6fec65cd6a Fixed failed ISymbolOrderBook start potentially leaving a pending background task 2026-08-23 20:36:47 +02:00
JKorf 053bcf6ecc Fixed caching issue for auth requests 2026-08-23 20:22:10 +02:00
JKorf 6957ba44f5 Fixed KlineTracker reporting incorrect High/Low price on GetStats result 2026-08-23 20:21:54 +02:00
Jkorf c1af97dd4a Updated to version 12.5.0 2026-08-21 10:21:54 +02:00
Jkorf ecfe3cf392 Added ISpotOrderManagementSocketClient and IFuturesOrderManagementSocketClient for placing/canceling orders via websocket 2026-08-21 09:56:56 +02:00
Jkorf ac1e9cf2ab Added Description property to EndpointOptions classes. Updated client info string representation, added additional validation for Spot endpoints 2026-08-21 09:55:53 +02:00
Jkorf 4987e6be70 Added WithCalculatedQuantities to SharedQuantity to retrieve a copy with calculated quantities 2026-08-21 09:52:54 +02:00
Jkorf 9100c0d7f3 Added UpperPriceLimitPerecentage, LowerPriceLimitPercentage, MakerFeePercentage and TakerFeePercentage to SharedSpotSymbol model 2026-08-21 09:52:29 +02:00
Jkorf 5b1ae30e4b Updated SharedId value to be nullable 2026-08-21 09:52:00 +02:00
Jkorf 36a06e8a9a Added UpperFundingCap, LowerFundingCap to SharedFuturesSymbol model 2026-08-21 09:51:43 +02:00
Jkorf e7eb559074 Updated remaining quantity/volumes to SharedOrderQuantity model in Shared APIs, added QuantityType to SharedOrderBook, added auto calculated quote quantity where for SharedOrderQuantity where it makes sense 2026-08-21 09:51:17 +02:00
Jkorf 79e2efec70 Added IQueryResult interface to QueryResult, moved OriginalData to the base class 2026-08-21 09:48:57 +02:00
Jkorf c8c6d14329 Split UserClientProvider into base class with RestClient and derived class also containing SocketClient 2026-08-21 09:47:19 +02:00
Jkorf b8bd30a09d Added UsePublicConnectionForAuth property to SocketApiClient 2026-08-21 09:44:30 +02:00
Jkorf c2b58ab19a Removed unnecessary log from token manager 2026-08-21 09:43:57 +02:00
Jkorf 90a031c595 Added support for order polling where Shared order implementation doesn't support time filtering to UserDataTracker implementations 2026-08-17 14:17:43 +02:00
Jkorf 860d753ad6 Update README.md 2026-08-07 09:09:51 +02:00
Jkorf e16c91792c Added LBank reference 2026-08-06 10:29:02 +02:00
Jkorf a3d95da9fa Updated examples 2026-08-06 10:26:39 +02:00
JKorf 907399b878 Added ManualUpdateSubscription and UpdateSubscription additional constructor to allow producing websocket events without actual connection 2026-08-05 21:31:59 +02:00
JKorf 9eab0d967e Merge branch 'master' of https://github.com/JKorf/CryptoExchange.Net 2026-08-05 17:53:51 +02:00
JKorf 0dee68e8ae Fixed timing issue in test 2026-08-05 17:53:43 +02:00
Jkorf d838d3377f Updated logging unhandled websocket message 2026-08-05 13:13:48 +02:00
Jkorf 2141ad9061 Fixed incorrect check test output 2026-07-29 13:05:42 +02:00
Jkorf 9be8798ccf Updated to version 12.4.0 2026-07-28 12:45:36 +02:00
Jkorf 4803ed91cd Updated SharedTrade to use SharedOrderQuantity for quantities 2026-07-28 11:47:59 +02:00
Jkorf 20bddd5c37 Updated SharedFuturesTicker, SharedSpotTicker and SharedKline to use SharedOrderQuantity for volumes. Added AveragePrice property to SharedQuantity model 2026-07-28 09:05:48 +02:00
Jkorf 0e75ddb3d0 Updated json deserialization error for empty response 2026-07-24 15:42:37 +02:00
Jkorf 0e5b46002c Added DebuggerDisplay Result objects 2026-07-24 15:42:11 +02:00
Jkorf 8f7c71f9ce Add Pionex reference 2026-07-24 15:40:56 +02:00
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
530 changed files with 14457 additions and 3761 deletions
+9 -1
View File
@@ -38,6 +38,14 @@ After calling `GetSpotSymbolsAsync`, `ISpotSymbolRestClient.SpotSymbolCatalog` m
When implementing an exchange library, use `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` only as best-effort classifiers and supply exchange-specific additions where needed. When implementing an exchange library, use `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` only as best-effort classifiers and supply exchange-specific additions where needed.
## Shared market-data quantities
In 12.4.0, use `SharedOrderQuantity`-valued `Volumes` on shared spot/futures tickers and klines, and `Quantities` on shared trades. The scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
## WebSocket order commands
In 12.5.0, `ISpotOrderManagementSocketClient` and `IFuturesOrderManagementSocketClient` optionally provide place/cancel order commands over WebSocket. Their methods return `QueryResult<SharedId>`, not `WebSocketResult<UpdateSubscription>`. Check whether the exchange implements the interface.
## Result pattern ## 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. REST methods return `HttpResult<T>` and websocket subscription methods return `WebSocketResult<UpdateSubscription>`. Always check `.Success`. `.Exchange` property identifies which exchange responded — useful for logging.
@@ -45,7 +53,7 @@ REST methods return `HttpResult<T>` and websocket subscription methods return `W
## Available shared interfaces ## Available shared interfaces
- REST tickers/symbols/orderbook/klines/trades, orders (spot/futures, regular/trigger/TP-SL), balances, positions, fees, deposits/withdrawals, transfers - REST tickers/symbols/orderbook/klines/trades, orders (spot/futures, regular/trigger/TP-SL), balances, positions, fees, deposits/withdrawals, transfers
- WebSocket tickers, book tickers, order book, trades, klines, user data - WebSocket tickers, book tickers, order book, trades, klines, user data, and optional spot/futures order management
Each exchange documents which it implements. Not every exchange supports every operation. Each exchange documents which it implements. Not every exchange supports every operation.
+9 -1
View File
@@ -30,6 +30,14 @@ CryptoExchange.Net 12.2.0 classifies the base and quote sides of `SharedSpotSymb
`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. `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.
## Shared market-data quantities
CryptoExchange.Net 12.4.0 uses `SharedOrderQuantity` for market-data quantities. Prefer `Volumes` on `SharedSpotTicker`, `SharedFuturesTicker`, and `SharedKline`, and `Quantities` on `SharedTrade`; the scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
## WebSocket order commands
CryptoExchange.Net 12.5.0 adds optional `ISpotOrderManagementSocketClient` and `IFuturesOrderManagementSocketClient` interfaces for placing and canceling orders over WebSocket. These command methods return `QueryResult<SharedId>` rather than a subscription result. Check exchange support before relying on either interface.
## Single-exchange code uses the exchange's own client ## 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. For Binance-only code, use `BinanceRestClient` directly (see Binance.Net repo `AGENTS.md`). SharedApis is for portability — use it when you need that.
@@ -41,7 +49,7 @@ REST methods return `HttpResult<T>` and websocket subscription methods return `W
## Available shared interfaces ## Available shared interfaces
REST: tickers, symbols, orderbook, klines, trades, orders (spot/futures, trigger, TP-SL), balances, positions, fees, deposits/withdrawals, transfers. REST: tickers, symbols, orderbook, klines, trades, orders (spot/futures, trigger, TP-SL), balances, positions, fees, deposits/withdrawals, transfers.
WebSocket: tickers, book tickers, orderbook, trades, klines, user data. WebSocket: tickers, book tickers, orderbook, trades, klines, user data, and optional spot/futures order management.
Each exchange library implements a subset. Check exchange docs for support matrix. Each exchange library implements a subset. Check exchange docs for support matrix.
+9
View File
@@ -85,6 +85,14 @@ After calling `GetSpotSymbolsAsync` or `GetFuturesSymbolsAsync`, use the client'
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. 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.
## Shared Market-Data Quantities
Since CryptoExchange.Net 12.4.0, shared market-data models use `SharedOrderQuantity` so base-asset, quote-asset, and contract quantities remain explicit. Read `SharedSpotTicker.Volumes`, `SharedFuturesTicker.Volumes`, and `SharedKline.Volumes`; read `SharedTrade.Quantities`. The former scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
## WebSocket Order Management
Since CryptoExchange.Net 12.5.0, exchanges can implement `ISpotOrderManagementSocketClient` and `IFuturesOrderManagementSocketClient` to place and cancel orders over WebSocket. These are command interfaces, not subscription interfaces: `Place*OrderAsync` and `Cancel*OrderAsync` return `QueryResult<SharedId>`. Check exchange support before using them.
## Available Shared Interfaces ## Available Shared Interfaces
**REST:** **REST:**
@@ -98,6 +106,7 @@ For exchange-library implementations, `LibraryHelpers.IsStableCoin`, `IsCommodit
- `ITickerSocketClient`, `IBookTickerSocketClient` - `ITickerSocketClient`, `IBookTickerSocketClient`
- `IOrderBookSocketClient`, `ITradeSocketClient`, `IKlineSocketClient` - `IOrderBookSocketClient`, `ITradeSocketClient`, `IKlineSocketClient`
- `IUserTradeSocketClient`, `ISpotOrderSocketClient`, `IFuturesOrderSocketClient`, `IPositionSocketClient`, `IBalanceSocketClient` - `IUserTradeSocketClient`, `ISpotOrderSocketClient`, `IFuturesOrderSocketClient`, `IPositionSocketClient`, `IBalanceSocketClient`
- Order commands: `ISpotOrderManagementSocketClient`, `IFuturesOrderManagementSocketClient`
Each exchange documents which interfaces it implements (some exchanges don't support every operation). Each exchange documents which interfaces it implements (some exchanges don't support every operation).
@@ -91,28 +91,25 @@ namespace CryptoExchange.Net.UnitTests
var evnt = new AsyncResetEvent(false, true); var evnt = new AsyncResetEvent(false, true);
var waiters = new List<Task<bool>>(); var waiters = new List<Task<bool>>();
for(var i = 0; i < 10; i++) for (var i = 0; i < 10; i++)
{ {
waiters.Add(evnt.WaitAsync()); waiters.Add(evnt.WaitAsync());
} }
List<bool>? results = null; var remaining = waiters.ToList();
var resultsWaiter = Task.Run(async () =>
{
await Task.WhenAll(waiters);
results = waiters.Select(w => w.Result).ToList();
});
for(var i = 1; i <= 10; i++) for (var i = 0; i < 10; i++)
{ {
evnt.Set(); evnt.Set();
await Task.Delay(1); // Wait for the continuation.
Assert.That(10 - i == waiters.Count(w => w.Status != TaskStatus.RanToCompletion)); var completed = await Task.WhenAny(remaining);
Assert.That(await completed, Is.True);
remaining.Remove(completed);
Assert.That(remaining.Count(w => w.IsCompleted), Is.Zero);
} }
await resultsWaiter; Assert.That(remaining, Is.Empty);
Assert.That(10 == results?.Count(r => r));
} }
[Test] [Test]
@@ -0,0 +1,136 @@
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.Objects.Errors;
using CryptoExchange.Net.Objects.Sockets;
using CryptoExchange.Net.Sockets.Default;
using NUnit.Framework;
using System;
using System.Collections.Generic;
using System.Threading.Tasks;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
public class ManualUpdateSubscriptionTests
{
[Test]
public void Constructor_Should_CreateSubscribedVirtualSubscription()
{
var controller = new ManualUpdateSubscription(socketId: 12);
Assert.That(controller.Subscription.SocketId, Is.EqualTo(12));
Assert.That(controller.Subscription.Id, Is.GreaterThan(0));
Assert.That(controller.Subscription.SocketStatus, Is.EqualTo(SocketStatus.Connected));
Assert.That(controller.Subscription.SubscriptionStatus, Is.EqualTo(SubscriptionStatus.Subscribed));
Assert.That(controller.Subscription.LastReceiveTime, Is.Null);
}
[Test]
public void StateChanges_Should_BeVisibleOnSubscription()
{
var controller = new ManualUpdateSubscription();
var timestamp = new DateTime(2026, 8, 5, 12, 0, 0, DateTimeKind.Utc);
var statuses = new List<SubscriptionStatus>();
controller.Subscription.SubscriptionStatusChanged += statuses.Add;
controller.SetLastReceiveTime(timestamp);
controller.SetSocketStatus(SocketStatus.Reconnecting);
controller.SetSubscriptionStatus(SubscriptionStatus.Subscribing);
controller.SetSubscriptionStatus(SubscriptionStatus.Subscribed);
Assert.That(controller.Subscription.LastReceiveTime, Is.EqualTo(timestamp));
Assert.That(controller.Subscription.SocketStatus, Is.EqualTo(SocketStatus.Reconnecting));
Assert.That(controller.Subscription.SubscriptionStatus, Is.EqualTo(SubscriptionStatus.Subscribed));
Assert.That(statuses, Is.EqualTo(new[]
{
SubscriptionStatus.Subscribing,
SubscriptionStatus.Subscribed
}));
}
[Test]
public void LifecycleMethods_Should_InvokeSubscriptionEvents()
{
var controller = new ManualUpdateSubscription();
var error = new ServerError("Test error", ErrorInfo.Unknown);
var exception = new InvalidOperationException("Test exception");
var disconnectedPeriod = TimeSpan.FromMinutes(2);
var lost = 0;
var restored = TimeSpan.Zero;
Error? resubscribeError = null;
var paused = 0;
var unpaused = 0;
Exception? receivedException = null;
controller.Subscription.ConnectionLost += () => lost++;
controller.Subscription.ConnectionRestored += x => restored = x;
controller.Subscription.ResubscribingFailed += x => resubscribeError = x;
controller.Subscription.ActivityPaused += () => paused++;
controller.Subscription.ActivityUnpaused += () => unpaused++;
controller.Subscription.Exception += x => receivedException = x;
controller.InvokeConnectionLost();
controller.InvokeConnectionRestored(disconnectedPeriod);
controller.InvokeResubscribingFailed(error);
controller.InvokeActivityPaused();
controller.InvokeActivityUnpaused();
controller.InvokeException(exception);
Assert.That(lost, Is.EqualTo(1));
Assert.That(restored, Is.EqualTo(disconnectedPeriod));
Assert.That(resubscribeError, Is.SameAs(error));
Assert.That(paused, Is.EqualTo(1));
Assert.That(unpaused, Is.EqualTo(1));
Assert.That(receivedException, Is.SameAs(exception));
}
[Test]
public void InvokeConnectionClosed_Should_CloseAndOnlyInvokeOnce()
{
var controller = new ManualUpdateSubscription();
var closed = 0;
controller.Subscription.ConnectionClosed += () => closed++;
controller.InvokeConnectionClosed();
controller.InvokeConnectionClosed();
Assert.That(closed, Is.EqualTo(1));
Assert.That(controller.Subscription.SocketStatus, Is.EqualTo(SocketStatus.Closed));
Assert.That(controller.Subscription.SubscriptionStatus, Is.EqualTo(SubscriptionStatus.Closed));
}
[Test]
public async Task SubscriptionOperations_Should_InvokeCallbacks()
{
var closes = 0;
var reconnects = 0;
var resubscribes = 0;
var controller = new ManualUpdateSubscription(
closeAsync: () =>
{
closes++;
return Task.CompletedTask;
},
reconnectAsync: () =>
{
reconnects++;
return Task.CompletedTask;
},
resubscribeAsync: () =>
{
resubscribes++;
return Task.FromResult(CallResult.Ok());
});
await controller.Subscription.ReconnectAsync();
var resubscribeResult = await controller.Subscription.ResubscribeAsync();
await controller.Subscription.CloseAsync();
await controller.Subscription.CloseAsync();
Assert.That(reconnects, Is.EqualTo(1));
Assert.That(resubscribes, Is.EqualTo(1));
Assert.That(resubscribeResult.Success, Is.True);
Assert.That(closes, Is.EqualTo(1));
Assert.That(controller.Subscription.SubscriptionStatus, Is.EqualTo(SubscriptionStatus.Closed));
}
}
}
+67 -24
View File
@@ -33,12 +33,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++) for (var i = 0; i < requests + 1; i++)
{ {
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(i == requests ? triggered : !triggered); Assert.That(i == requests ? triggered : !triggered);
} }
triggered = false; triggered = false;
await Task.Delay((int)Math.Round(perSeconds * 1000) + 10); await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(!triggered); Assert.That(!triggered);
} }
@@ -58,7 +58,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++) for (var i = 0; i < 2; i++)
{ {
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimiting ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null; bool expected = i == 1 ? expectLimiting ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected); Assert.That(expected);
} }
@@ -79,9 +79,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null; RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null); Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimiting ? evnt != null : evnt == null); Assert.That(expectLimiting ? evnt != null : evnt == null);
} }
@@ -100,12 +100,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++) for (var i = 0; i < requests + 1; i++)
{ {
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(i == requests ? triggered : !triggered); Assert.That(i == requests ? triggered : !triggered);
} }
triggered = false; triggered = false;
await Task.Delay((int)Math.Round(perSeconds * 1000) + 10); await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(!triggered); Assert.That(!triggered);
} }
@@ -123,7 +123,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++) for (var i = 0; i < 2; i++)
{ {
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null; bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected); Assert.That(expected);
} }
@@ -143,7 +143,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++) for (var i = 0; i < 2; i++)
{ {
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null; bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected); Assert.That(expected);
} }
@@ -166,9 +166,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null; RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null); Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, default); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null); Assert.That(expectLimited ? evnt != null : evnt == null);
} }
@@ -185,9 +185,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null; RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null); Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, default); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null); Assert.That(expectLimited ? evnt != null : evnt == null);
} }
@@ -205,9 +205,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null; RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null); Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null); Assert.That(expectLimited ? evnt != null : evnt == null);
} }
@@ -222,9 +222,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null; RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null); Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null); Assert.That(expectLimited ? evnt != null : evnt == null);
} }
@@ -238,8 +238,8 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2)); var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, ct.Token); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, ct.Token); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, ct.Token);
Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>()); Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>());
} }
@@ -257,9 +257,9 @@ namespace CryptoExchange.Net.UnitTests
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2)); var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
// act // act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, ct.Token);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition, null, null, null, default); await rateLimiter.ResetAsync(RateLimitItemType.Request, definition, null, null, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, ct.Token);
// assert // assert
Assert.That(evnt, Is.Null); Assert.That(evnt, Is.Null);
@@ -279,10 +279,10 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; }; rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
// act // act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, default); var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default); var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition1, null, null, null, default); await rateLimiter.ResetAsync(RateLimitItemType.Request, definition1, null, null, null, default);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default); var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
// assert // assert
Assert.That(evnt, Is.Not.Null); Assert.That(evnt, Is.Not.Null);
@@ -321,5 +321,48 @@ namespace CryptoExchange.Net.UnitTests
// assert // assert
Assert.That(evnt != null, Is.EqualTo(expectLimited)); Assert.That(evnt != null, Is.EqualTo(expectLimited));
} }
[TestCase(RateLimitWindowType.Fixed)]
[TestCase(RateLimitWindowType.FixedAfterFirst)]
[TestCase(RateLimitWindowType.Sliding)]
[TestCase(RateLimitWindowType.Decay)]
public async Task LowerThreshold_ReservesCapacityForFullThreshold(RateLimitWindowType windowType)
{
var gate = new RateLimitGate("Test");
gate.AddGuard(new RateLimitGuard(
RateLimitGuard.PerHost,
new LimitItemTypeFilter(RateLimitItemType.Request),
10,
TimeSpan.FromHours(1),
windowType,
decayPerTimeSpan: 1));
var definition = new RequestDefinition(
"https://test.com", "/ticker", HttpMethod.Get);
var logger = new TraceLogger();
for (var i = 0; i < 8; i++)
{
var result = await gate.ProcessAsync(
logger, i, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 0.8, default);
Assert.That(result.Success, Is.True);
}
var marketData = await gate.ProcessAsync(
logger, 9, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 0.8, default);
Assert.That(marketData.Error, Is.TypeOf<ClientRateLimitError>());
var order = await gate.ProcessAsync(
logger, 10, RateLimitItemType.Request, definition, null, 2,
RateLimitingBehaviour.Fail, null, 1.0, default);
Assert.That(order.Success, Is.True);
var overHardLimit = await gate.ProcessAsync(
logger, 11, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 1.0, default);
Assert.That(overHardLimit.Error, Is.TypeOf<ClientRateLimitError>());
}
} }
} }
@@ -0,0 +1,281 @@
using CryptoExchange.Net.Objects;
using Microsoft.Extensions.Logging.Abstractions;
using NUnit.Framework;
using System;
using System.Collections;
using System.Reflection;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
public class RequestCoalescerTests
{
private static readonly TimeSpan _testTimeout = TimeSpan.FromSeconds(5);
[Test]
public async Task ExecuteAsync_WithIdenticalRequests_ShouldExecuteRequestOnce()
{
var coalescer = CreateCoalescer();
var key = CreateKey();
var requestCompletion = CreateCompletionSource<string>();
var requestStarted = CreateCompletionSource<bool>();
var requestCount = 0;
async Task<string> ExecuteRequest(CancellationToken cancellationToken)
{
Interlocked.Increment(ref requestCount);
requestStarted.TrySetResult(true);
return await requestCompletion.Task;
}
var first = coalescer.ExecuteAsync(key, ExecuteRequest, () => "canceled", CancellationToken.None);
await requestStarted.Task.WaitAsync(_testTimeout);
var second = coalescer.ExecuteAsync(key, ExecuteRequest, () => "canceled", CancellationToken.None);
Assert.That(requestCount, Is.EqualTo(1));
requestCompletion.SetResult("result");
Assert.That(await first.WaitAsync(_testTimeout), Is.EqualTo("result"));
Assert.That(await second.WaitAsync(_testTimeout), Is.EqualTo("result"));
Assert.That(requestCount, Is.EqualTo(1));
}
[Test]
public async Task ExecuteAsync_WithDifferentKeys_ShouldExecuteEachRequest()
{
var coalescer = CreateCoalescer();
var firstCompletion = CreateCompletionSource<string>();
var secondCompletion = CreateCompletionSource<string>();
var firstStarted = CreateCompletionSource<bool>();
var secondStarted = CreateCompletionSource<bool>();
var requestCount = 0;
var first = coalescer.ExecuteAsync(
CreateKey(parameters: "symbol=ETH"),
async cancellationToken =>
{
Interlocked.Increment(ref requestCount);
firstStarted.TrySetResult(true);
return await firstCompletion.Task;
},
() => "canceled",
CancellationToken.None);
var second = coalescer.ExecuteAsync(
CreateKey(parameters: "symbol=BTC"),
async cancellationToken =>
{
Interlocked.Increment(ref requestCount);
secondStarted.TrySetResult(true);
return await secondCompletion.Task;
},
() => "canceled",
CancellationToken.None);
await Task.WhenAll(firstStarted.Task, secondStarted.Task).WaitAsync(_testTimeout);
Assert.That(requestCount, Is.EqualTo(2));
firstCompletion.SetResult("first");
secondCompletion.SetResult("second");
Assert.That(await first.WaitAsync(_testTimeout), Is.EqualTo("first"));
Assert.That(await second.WaitAsync(_testTimeout), Is.EqualTo("second"));
}
[Test]
public async Task ExecuteAsync_WhenOneListenerCancels_ShouldKeepSharedRequestRunning()
{
var coalescer = CreateCoalescer();
var requestCompletion = CreateCompletionSource<string>();
var requestStarted = CreateCompletionSource<CancellationToken>();
var requestCount = 0;
using var firstCancellationSource = new CancellationTokenSource();
async Task<string> ExecuteRequest(CancellationToken cancellationToken)
{
Interlocked.Increment(ref requestCount);
requestStarted.TrySetResult(cancellationToken);
return await requestCompletion.Task;
}
var first = coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "canceled", firstCancellationSource.Token);
var requestCancellationToken = await requestStarted.Task.WaitAsync(_testTimeout);
var second = coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "canceled", CancellationToken.None);
firstCancellationSource.Cancel();
Assert.That(await first.WaitAsync(_testTimeout), Is.EqualTo("canceled"));
Assert.That(requestCancellationToken.IsCancellationRequested, Is.False);
Assert.That(requestCount, Is.EqualTo(1));
requestCompletion.SetResult("result");
Assert.That(await second.WaitAsync(_testTimeout), Is.EqualTo("result"));
}
[Test]
public async Task ExecuteAsync_WhenAllListenersCancel_ShouldCancelSharedRequest()
{
var coalescer = CreateCoalescer();
var requestStarted = CreateCompletionSource<bool>();
var requestCanceled = CreateCompletionSource<bool>();
using var firstCancellationSource = new CancellationTokenSource();
using var secondCancellationSource = new CancellationTokenSource();
async Task<string> ExecuteRequest(CancellationToken cancellationToken)
{
using (cancellationToken.Register(() => requestCanceled.TrySetResult(true)))
{
requestStarted.TrySetResult(true);
await requestCanceled.Task;
return "request canceled";
}
}
var first = coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "listener canceled", firstCancellationSource.Token);
await requestStarted.Task.WaitAsync(_testTimeout);
var second = coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "listener canceled", secondCancellationSource.Token);
firstCancellationSource.Cancel();
Assert.That(await first.WaitAsync(_testTimeout), Is.EqualTo("listener canceled"));
Assert.That(requestCanceled.Task.IsCompleted, Is.False);
secondCancellationSource.Cancel();
Assert.That(await second.WaitAsync(_testTimeout), Is.EqualTo("listener canceled"));
Assert.That(await requestCanceled.Task.WaitAsync(_testTimeout), Is.True);
}
[Test]
public async Task ExecuteAsync_WithAlreadyCanceledListener_ShouldNotStartRequest()
{
var coalescer = CreateCoalescer();
var requestCount = 0;
using var cancellationSource = new CancellationTokenSource();
cancellationSource.Cancel();
var result = await coalescer.ExecuteAsync(
CreateKey(),
cancellationToken =>
{
Interlocked.Increment(ref requestCount);
return Task.FromResult("result");
},
() => "canceled",
cancellationSource.Token);
Assert.That(result, Is.EqualTo("canceled"));
Assert.That(requestCount, Is.Zero);
}
[Test]
public async Task ExecuteAsync_AfterRequestCompletes_ShouldStartNewRequest()
{
var coalescer = CreateCoalescer();
var requestCount = 0;
Task<int> ExecuteRequest(CancellationToken cancellationToken)
=> Task.FromResult(Interlocked.Increment(ref requestCount));
var first = await coalescer.ExecuteAsync(CreateKey(typeof(int)), ExecuteRequest, () => -1, CancellationToken.None);
var second = await coalescer.ExecuteAsync(CreateKey(typeof(int)), ExecuteRequest, () => -1, CancellationToken.None);
Assert.That(first, Is.EqualTo(1));
Assert.That(second, Is.EqualTo(2));
Assert.That(requestCount, Is.EqualTo(2));
}
[Test]
public void ExecuteAsync_AfterRequestFails_ShouldStartNewRequest()
{
var coalescer = CreateCoalescer();
var requestCount = 0;
Task<string> ExecuteRequest(CancellationToken cancellationToken)
{
if (Interlocked.Increment(ref requestCount) == 1)
return Task.FromException<string>(new InvalidOperationException("Request failed"));
return Task.FromResult("result");
}
Assert.ThrowsAsync<InvalidOperationException>(async () =>
await coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "canceled", CancellationToken.None));
Assert.That(
coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "canceled", CancellationToken.None).GetAwaiter().GetResult(),
Is.EqualTo("result"));
Assert.That(requestCount, Is.EqualTo(2));
}
[Test]
public async Task ExecuteAsync_WhenAbandonedRequestCompletes_ShouldNotRemoveReplacementRequest()
{
var coalescer = CreateCoalescer();
var key = CreateKey();
var oldRequestCompletion = CreateCompletionSource<string>();
var oldRequestStarted = CreateCompletionSource<bool>();
var replacementCompletion = CreateCompletionSource<string>();
var replacementStarted = CreateCompletionSource<bool>();
var requestCount = 0;
using var cancellationSource = new CancellationTokenSource();
async Task<string> ExecuteOldRequest(CancellationToken cancellationToken)
{
Interlocked.Increment(ref requestCount);
oldRequestStarted.TrySetResult(true);
return await oldRequestCompletion.Task;
}
async Task<string> ExecuteReplacementRequest(CancellationToken cancellationToken)
{
Interlocked.Increment(ref requestCount);
replacementStarted.TrySetResult(true);
return await replacementCompletion.Task;
}
var abandonedListener = coalescer.ExecuteAsync(key, ExecuteOldRequest, () => "canceled", cancellationSource.Token);
await oldRequestStarted.Task.WaitAsync(_testTimeout);
var oldPhysicalRequest = GetPhysicalRequest(coalescer, key);
cancellationSource.Cancel();
Assert.That(await abandonedListener.WaitAsync(_testTimeout), Is.EqualTo("canceled"));
var replacementListener = coalescer.ExecuteAsync(key, ExecuteReplacementRequest, () => "canceled", CancellationToken.None);
await replacementStarted.Task.WaitAsync(_testTimeout);
oldRequestCompletion.SetResult("old result");
await oldPhysicalRequest.WaitAsync(_testTimeout);
var joinedReplacementListener = coalescer.ExecuteAsync(key, ExecuteReplacementRequest, () => "canceled", CancellationToken.None);
Assert.That(requestCount, Is.EqualTo(2));
replacementCompletion.SetResult("replacement result");
Assert.That(await replacementListener.WaitAsync(_testTimeout), Is.EqualTo("replacement result"));
Assert.That(await joinedReplacementListener.WaitAsync(_testTimeout), Is.EqualTo("replacement result"));
Assert.That(requestCount, Is.EqualTo(2));
}
private static RequestCoalescer CreateCoalescer()
=> new RequestCoalescer(NullLogger.Instance);
private static RequestCoalescingKey CreateKey(Type? responseType = null, string? parameters = null)
=> new RequestCoalescingKey("GET", "https://localhost/test", parameters, responseType ?? typeof(string));
private static TaskCompletionSource<T> CreateCompletionSource<T>()
=> new TaskCompletionSource<T>(TaskCreationOptions.RunContinuationsAsynchronously);
private static Task GetPhysicalRequest(RequestCoalescer coalescer, RequestCoalescingKey key)
{
var requestsField = typeof(RequestCoalescer).GetField("_requests", BindingFlags.Instance | BindingFlags.NonPublic)!;
var requests = (IDictionary)requestsField.GetValue(coalescer)!;
var entry = requests[key]!;
var requestProperty = entry.GetType().GetProperty("Request")!;
return ((Lazy<Task<object>>)requestProperty.GetValue(entry)!).Value;
}
}
}
@@ -0,0 +1,355 @@
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection;
using NUnit.Framework;
using System;
using System.Linq;
using System.Threading.Tasks;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedApiClientTests
{
[Test]
public void GetCapability_ShouldUseCapabilityTradingModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear],
[TradingMode.Spot]);
var client = new TestSharedApiClient(sharedApi);
Assert.Multiple(() =>
{
Assert.That(client.GetCapability<ITestCapability>(TradingMode.Spot)?.Capability, Is.SameAs(sharedApi));
Assert.That(client.GetCapability<ITestCapability>(TradingMode.PerpetualLinear), Is.Null);
Assert.That(client.GetCapabilities<ITestCapability>(TradingMode.Spot), Has.Count.EqualTo(1));
Assert.That(client.GetCapabilities<ITestCapability>(TradingMode.PerpetualLinear), Is.Empty);
});
}
[Test]
public void CapabilityTradingModes_ShouldDefaultToSharedApiTradingModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear],
null);
var client = new TestSharedApiClient(sharedApi);
Assert.Multiple(() =>
{
Assert.That(client.GetCapability<ITestCapability>(TradingMode.Spot)?.Capability, Is.SameAs(sharedApi));
Assert.That(client.GetCapability<ITestCapability>(TradingMode.PerpetualLinear)?.Capability, Is.SameAs(sharedApi));
});
}
[Test]
public void GetCapabilities_WithReference_ShouldReturnMatchingCapabilities()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot],
[TradingMode.Spot]);
var client = new TestSharedApiClient(sharedApi);
var result = client.GetCapabilities(
new SharedCapabilityReference<ITestCapability>(),
TradingMode.Spot);
Assert.That(result, Has.Count.EqualTo(1));
Assert.That(result[0].Capability, Is.SameAs(sharedApi));
Assert.That(result[0].Options, Is.SameAs(sharedApi.CapabilityOptions));
}
[Test]
public void Discover_ShouldReturnAllSharedApiInformation()
{
var restApi = new TestRestSharedApi();
var socketApi = new TestSocketSharedApi();
var client = new TestDiSharedApiClient(
restApi,
socketApi);
var result = client.Discover();
Assert.Multiple(() =>
{
Assert.That(result.PreferredTransport, Is.EqualTo(SharedTransport.Socket));
Assert.That(result.SharedApis, Has.Length.EqualTo(2));
Assert.That(result.SharedApis[0].Transport, Is.EqualTo(SharedTransport.Rest));
Assert.That(result.SharedApis[1].Transport, Is.EqualTo(SharedTransport.Socket));
Assert.That(result.SharedApis[0].SupportedTradingModes, Is.EqualTo(new[] { TradingMode.Spot }));
Assert.That(result.SharedApis[0].Capabilities, Has.Length.EqualTo(1));
Assert.That(result.SharedApis[0].Authenticated, Is.False);
});
}
[Test]
public void RegisterSharedApiClient_ShouldResolvePreferredTransport()
{
var restApi = new TestRestSharedApi();
var socketApi = new TestSocketSharedApi();
var services = new ServiceCollection();
services.AddSingleton(restApi);
services.AddSingleton(socketApi);
services.RegisterSharedApiClient<
ITestSharedApiClient,
TestDiSharedApiClient>(sharedApis => sharedApis
.Add(client => client.Rest)
.Add(client => client.Socket));
using var provider = services.BuildServiceProvider();
Assert.Multiple(() =>
{
Assert.That(
provider.GetRequiredService<ITestSharedApiClient>(),
Is.Not.Null);
Assert.That(
provider.GetRequiredService<ISharedApiClientBase>(),
Is.InstanceOf<TestDiSharedApiClient>());
Assert.That(
provider.GetRequiredService<ITestCapability>(),
Is.SameAs(socketApi));
Assert.That(
provider.GetServices<ITestCapability>().ToArray(),
Is.EqualTo(new[] { socketApi }));
Assert.That(
provider.GetRequiredService<ITestRestCapability>(),
Is.SameAs(restApi));
Assert.That(
provider.GetRequiredService<ITestSocketCapability>(),
Is.SameAs(socketApi));
});
}
[Test]
public void CapabilityTradingModes_ShouldIntersectApiApplicableAndOverrideModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear, TradingMode.DeliveryLinear],
[TradingMode.Spot, TradingMode.PerpetualLinear],
[TradingMode.PerpetualLinear, TradingMode.DeliveryLinear]);
Assert.That(
sharedApi.CapabilityOptions.SupportedTradingModes,
Is.EqualTo(new[] { TradingMode.PerpetualLinear }));
}
[Test]
public void CapabilityOptions_ShouldApplyIntrinsicTradingModes()
{
var apiModes = new[]
{
TradingMode.Spot,
TradingMode.PerpetualLinear,
TradingMode.DeliveryLinear,
TradingMode.PerpetualInverse,
TradingMode.DeliveryInverse
};
var spotOptions = new PlaceSpotOrderOptions("TestExchange");
var futuresOptions = new GetPositionsOptions("TestExchange", false);
var perpetualOptions = new GetFundingRateHistoryOptions(
"TestExchange",
true,
true,
true,
100,
false);
var unrestrictedOptions = new GetTickerOptions("TestExchange");
_ = new TestOptionsHost(apiModes, spotOptions);
_ = new TestOptionsHost(apiModes, futuresOptions);
_ = new TestOptionsHost(apiModes, perpetualOptions);
_ = new TestOptionsHost(apiModes, unrestrictedOptions);
Assert.Multiple(() =>
{
Assert.That(spotOptions.SupportedTradingModes, Is.EqualTo(new[] { TradingMode.Spot }));
Assert.That(futuresOptions.SupportedTradingModes, Is.EqualTo(new[]
{
TradingMode.PerpetualLinear,
TradingMode.DeliveryLinear,
TradingMode.PerpetualInverse,
TradingMode.DeliveryInverse
}));
Assert.That(perpetualOptions.SupportedTradingModes, Is.EqualTo(new[]
{
TradingMode.PerpetualLinear,
TradingMode.PerpetualInverse
}));
Assert.That(unrestrictedOptions.SupportedTradingModes, Is.EqualTo(apiModes));
});
}
private interface ITestCapability : ISharedApiCapability
{
}
private sealed class TestApiClient : IBaseApiClient
{
public string Exchange => "TestExchange";
public string BaseAddress => "https://test.invalid";
public string FormatSymbol(
string baseAsset,
string quoteAsset,
TradingMode tradingMode,
DateTime? deliverDate = null)
=> $"{baseAsset}{quoteAsset}";
public Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation)
=> operation();
}
private interface ITestRestCapability : ITestCapability, ISharedRest
{
}
private interface ITestSocketCapability : ITestCapability, ISharedSocket
{
}
private interface ITestRestSharedApi : ITestRestCapability
{
}
private interface ITestSocketSharedApi : ITestSocketCapability
{
}
private interface ITestSharedApiClient : ISharedApiClientBase
{
ITestRestSharedApi Rest { get; }
ITestSocketSharedApi Socket { get; }
}
private sealed class TestCapabilityOptions : CapabilityOptions<SharedRequest, ITestCapability>
{
public override string Description => "Test capability";
public TestCapabilityOptions(TradingMode[]? applicableTradingModes)
: base("TestExchange", false, "TestOperation", [], applicableTradingModes)
{
}
}
private sealed class TestSharedApi : SharedApiBase, ITestCapability
{
public TestCapabilityOptions CapabilityOptions { get; }
public TestSharedApi(TradingMode[] apiTradingModes, TradingMode[]? capabilityTradingModes)
: this(apiTradingModes, capabilityTradingModes, null)
{
}
public TestSharedApi(
TradingMode[] apiTradingModes,
TradingMode[]? capabilityTradingModes,
TradingMode[]? applicableTradingModes)
: base(
SharedTransport.Rest,
new TestApiClient(),
apiTradingModes,
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
var options = new TestCapabilityOptions(applicableTradingModes)
{
SupportedTradingModeOverrides = capabilityTradingModes
};
SetCapabilities(options);
CapabilityOptions = options;
}
public override SharedClientInfo Discover() => new();
}
private sealed class TestOptionsHost : SharedApiBase
{
public TestOptionsHost(TradingMode[] apiTradingModes, CapabilityOptions capabilityOptions)
: base(
SharedTransport.Rest,
new TestApiClient(),
apiTradingModes,
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
SetCapabilities(capabilityOptions);
}
public override SharedClientInfo Discover() => new();
}
private abstract class TestTransportSharedApi : SharedApiBase
{
protected TestTransportSharedApi(SharedTransport transport)
: base(
transport,
new TestApiClient(),
[TradingMode.Spot],
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
SetCapabilities(new TestCapabilityOptions([TradingMode.Spot]));
}
public override SharedClientInfo Discover() => new()
{
Exchange = this.Exchange,
TypeName = GetType().Name,
SupportedTradingModes = this.SupportedTradingModes,
Transport = this.Transport,
Authenticated = this.Authenticated,
Capabilities = ((ISharedApi)this).Capabilities.ToArray()
};
}
private sealed class TestRestSharedApi : TestTransportSharedApi, ITestRestSharedApi
{
public TestRestSharedApi() : base(SharedTransport.Rest)
{
}
}
private sealed class TestSocketSharedApi : TestTransportSharedApi, ITestSocketSharedApi
{
public TestSocketSharedApi() : base(SharedTransport.Socket)
{
}
}
private sealed class TestDiSharedApiClient : SharedApiClientBase, ITestSharedApiClient
{
public ITestRestSharedApi Rest { get; }
public ITestSocketSharedApi Socket { get; }
public TestDiSharedApiClient(
TestRestSharedApi rest,
TestSocketSharedApi socket)
: base(SharedTransport.Socket, rest, socket)
{
Rest = rest;
Socket = socket;
}
}
private sealed class TestSharedApiClient : SharedApiClientBase
{
public TestSharedApiClient(params ISharedApiCapability[] sharedApis)
: base(SharedTransport.Rest, sharedApis)
{
}
}
}
}
@@ -0,0 +1,89 @@
using CryptoExchange.Net.SharedApis;
using NUnit.Framework;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedCapabilitiesTests
{
[Test]
public void AllSharedApiCapabilities_ShouldBeListedInSharedCapabilities()
{
var markerTypes = new[]
{
typeof(ISharedApiCapability),
typeof(ISharedRest),
typeof(ISharedSocket),
typeof(ISharedSubscription)
};
var expectedCapabilities = typeof(ISharedApiCapability).Assembly
.GetTypes()
.Where(x => x.IsInterface
&& typeof(ISharedApiCapability).IsAssignableFrom(x)
&& !markerTypes.Contains(x))
.OrderBy(x => x.FullName)
.ToArray();
var listedCapabilities = GetTypeAndNestedTypes(typeof(SharedCapabilities))
.SelectMany(x => x.GetProperties(
BindingFlags.Public | BindingFlags.Static | BindingFlags.DeclaredOnly))
.SelectMany(x => x.PropertyType.GetGenericArguments())
.Where(x => x.IsInterface
&& typeof(ISharedApiCapability).IsAssignableFrom(x))
.ToArray();
var missingCapabilities = expectedCapabilities
.Except(listedCapabilities)
.Select(x => x.Name)
.ToArray();
var unknownCapabilities = listedCapabilities
.Except(expectedCapabilities)
.Select(x => x.Name)
.ToArray();
var duplicateCapabilities = listedCapabilities
.GroupBy(x => x)
.Where(x => x.Count() > 1)
.Select(x => x.Key.Name)
.ToArray();
Assert.Multiple(() =>
{
Assert.That(
missingCapabilities,
Is.Empty,
$"Capabilities missing from SharedCapabilities: " +
string.Join(", ", missingCapabilities));
Assert.That(
unknownCapabilities,
Is.Empty,
$"Unknown capabilities listed in SharedCapabilities: " +
string.Join(", ", unknownCapabilities));
Assert.That(
duplicateCapabilities,
Is.Empty,
$"Capabilities listed multiple times in SharedCapabilities: " +
string.Join(", ", duplicateCapabilities));
});
}
private static IEnumerable<Type> GetTypeAndNestedTypes(Type type)
{
yield return type;
foreach (var nestedType in type.GetNestedTypes(BindingFlags.Public))
{
foreach (var result in GetTypeAndNestedTypes(nestedType))
yield return result;
}
}
}
}
@@ -0,0 +1,180 @@
using NUnit.Framework;
using CryptoExchange.Net.SharedApis;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedParametersTests
{
[Test]
public void AllSharedAPIOptions_ShouldListAllDefaultParametersInRequestParameterRules()
{
var failures = new List<string>();
var optionsTypes = typeof(CapabilityOptions).Assembly
.GetTypes()
.Where(x => x.IsClass
&& !x.IsAbstract
&& typeof(CapabilityOptions).IsAssignableFrom(x))
.OrderBy(x => x.FullName)
.ToArray();
foreach (var optionsType in optionsTypes)
{
var genericOptionsType = GetGenericOptionsType(optionsType);
if (genericOptionsType == null)
{
if (optionsType == typeof(ClosePositionOptions))
continue;
failures.Add($"{optionsType.Name}: unable to determine request type");
continue;
}
var requestType = genericOptionsType.GetGenericArguments()[0];
var defaultRulesField = GetDefaultParameterRulesField(optionsType);
if (defaultRulesField == null)
{
failures.Add($"{optionsType.Name}: no _defaultParameterRules field found");
continue;
}
var rules = (RequestParameterDescription[]?)defaultRulesField.GetValue(null);
if (rules == null)
{
failures.Add($"{optionsType.Name}: _defaultParameterRules is null");
continue;
}
var constructorParameterNames = requestType
.GetConstructors(BindingFlags.Instance | BindingFlags.Public)
.SelectMany(x => x.GetParameters())
.Where(x => !string.Equals(
x.Name,
"exchangeParameters",
StringComparison.OrdinalIgnoreCase))
.Select(x => x.Name!)
.ToHashSet(StringComparer.OrdinalIgnoreCase);
var parameterProperties = requestType
.GetProperties(BindingFlags.Instance | BindingFlags.Public)
.Where(x => x.DeclaringType == requestType
|| constructorParameterNames.Contains(x.Name))
.Where(x => x.Name != nameof(SharedRequest.ExchangeParameters))
.Select(x => x.Name)
.OrderBy(x => x)
.ToArray();
var ruleNames = rules
.Select(x => x.Name)
.ToHashSet(StringComparer.Ordinal);
foreach (var parameterProperty in parameterProperties)
{
if (!ruleNames.Contains(parameterProperty))
{
failures.Add(
$"{optionsType.Name}: request property " +
$"{requestType.Name}.{parameterProperty} has no default request parameter rule");
}
}
}
Assert.That(
failures,
Is.Empty,
$"Missing default request parameter rules:{Environment.NewLine}" +
string.Join(Environment.NewLine, failures));
}
[Test]
public void RequiredExchangeParameter_ShouldAcceptNameOrAnyAlias()
{
const string exchange = "TestExchange";
var options = new GetTickerOptions(exchange)
{
ExchangeParameterRules =
[
ExchangeParameterRule.Required(
"Parameter",
"Test parameter",
1,
"Alias1",
"Alias2")
]
};
var missingResult = options.ValidateRequest(null, null, [TradingMode.Spot]);
var nameResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Parameter", 1)),
null,
[TradingMode.Spot]);
var firstAliasResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Alias1", 1)),
null,
[TradingMode.Spot]);
var secondAliasResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Alias2", 1)),
null,
[TradingMode.Spot]);
Assert.Multiple(() =>
{
Assert.That(missingResult, Is.Not.Null);
Assert.That(nameResult, Is.Null);
Assert.That(firstAliasResult, Is.Null);
Assert.That(secondAliasResult, Is.Null);
});
}
[Test]
public void RequiredExchangeParameterWithoutAliases_ShouldBeRequired()
{
const string exchange = "TestExchange";
var options = new GetTickerOptions(exchange)
{
ExchangeParameterRules =
[
ExchangeParameterRule.Required(
"Parameter",
"Test parameter",
1)
]
};
var result = options.ValidateRequest(null, null, [TradingMode.Spot]);
Assert.That(result, Is.Not.Null);
}
private static Type? GetGenericOptionsType(Type optionsType)
{
for (var type = optionsType; type != null; type = type.BaseType)
{
if (type.IsGenericType
&& type.GetGenericTypeDefinition() == typeof(CapabilityOptions<,>))
return type;
}
return null;
}
private static FieldInfo? GetDefaultParameterRulesField(Type optionsType)
{
for (var type = optionsType; type != null; type = type.BaseType)
{
var field = type.GetField(
"_defaultParameterRules",
BindingFlags.Static | BindingFlags.NonPublic | BindingFlags.DeclaredOnly);
if (field != null)
return field;
}
return null;
}
}
}
@@ -0,0 +1,130 @@
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.Sockets;
using CryptoExchange.Net.Sockets.Default;
using CryptoExchange.Net.Sockets.Default.Routing;
using CryptoExchange.Net.UnitTests.Implementations;
using Microsoft.Extensions.Logging.Abstractions;
using NUnit.Framework;
using System;
namespace CryptoExchange.Net.UnitTests.SocketRoutingTests
{
[TestFixture]
public class SubscriptionTests
{
[Test]
public void Handle_Should_OnlyCompleteSubscriptionQuery_ForMatchingTopic()
{
// arrange
var topicASubscription = new TopicSubscription("topic-a");
var topicBSubscription = new TopicSubscription("topic-b");
var topicAQuery = topicASubscription.CreateSubscriptionQuery(null!)!;
var topicBQuery = topicBSubscription.CreateSubscriptionQuery(null!)!;
// act
var topicAHandled = topicASubscription.Handle("type", "topic-a", null!, DateTime.UtcNow, "original", "data");
var topicBHandled = topicBSubscription.Handle("type", "topic-a", null!, DateTime.UtcNow, "original", "data");
// assert
Assert.That(topicAHandled, Is.True);
Assert.That(topicBHandled, Is.False);
Assert.That(topicAQuery.Completed, Is.True);
Assert.That(topicAQuery.Success, Is.True);
Assert.That(topicBQuery.Completed, Is.False);
}
[Test]
public void Handle_Should_CompleteSubscriptionQuery_BeforeInvokingMatchingHandler()
{
// arrange
Query? query = null;
var queryCompletedWhenHandlerInvoked = false;
var subscription = new TopicSubscription("topic", () => queryCompletedWhenHandlerInvoked = query!.Completed);
query = subscription.CreateSubscriptionQuery(null!)!;
// act
subscription.Handle("type", "topic", null!, DateTime.UtcNow, "original", "data");
// assert
Assert.That(queryCompletedWhenHandlerInvoked, Is.True);
}
[TestCase(null)]
[TestCase("topic")]
public void Handle_Should_CompleteSubscriptionQuery_ForUnfilteredRoute(string? topicFilter)
{
// arrange
var subscription = new TopicSubscription(topic: null);
var query = subscription.CreateSubscriptionQuery(null!)!;
// act
var handled = subscription.Handle("type", topicFilter, null!, DateTime.UtcNow, "original", "data");
// assert
Assert.That(handled, Is.True);
Assert.That(query.Completed, Is.True);
Assert.That(query.Success, Is.True);
}
[Test]
public void Handle_Should_TreatEmptyTopicFilterAsUnfilteredRoute()
{
// arrange
var subscription = new TopicSubscription(string.Empty);
var query = subscription.CreateSubscriptionQuery(null!)!;
// act
var handled = subscription.Handle("type", "topic", null!, DateTime.UtcNow, "original", "data");
// assert
Assert.That(handled, Is.True);
Assert.That(query.Completed, Is.True);
Assert.That(query.Success, Is.True);
}
[Test]
public void Handle_Should_CompleteSubscriptionQuery_ForAnyMatchingTopic()
{
// arrange
var subscription = new TopicSubscription(["topic-a", "topic-b"]);
var query = subscription.CreateSubscriptionQuery(null!)!;
// act
var handled = subscription.Handle("type", "topic-b", null!, DateTime.UtcNow, "original", "data");
// assert
Assert.That(handled, Is.True);
Assert.That(query.Completed, Is.True);
Assert.That(query.Success, Is.True);
}
private sealed class TopicSubscription : Subscription
{
public TopicSubscription(string? topic, Action? handler = null)
: base(NullLogger.Instance, false)
{
MessageRouter = MessageRouter.CreateForEvent<string>("type", topic, (_, _, _, _) =>
{
handler?.Invoke();
return CallResult.Ok();
});
}
public TopicSubscription(string[] topics)
: base(NullLogger.Instance, false)
{
MessageRouter = MessageRouter.CreateForEvent<string>("type", topics, (_, _, _, _) => CallResult.Ok());
}
protected override Query? GetSubQuery(SocketConnection connection)
{
return new TestQuery(new TestSocketMessage { Id = 1, Data = "Sub" }, false)
{
TimeoutBehavior = TimeoutBehavior.Succeed
};
}
protected override Query? GetUnsubQuery(SocketConnection connection) => null;
}
}
}
+32 -1
View File
@@ -1,10 +1,13 @@
using System;
using CryptoExchange.Net.Interfaces.Clients; using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.Objects.Errors; using CryptoExchange.Net.Objects.Errors;
using CryptoExchange.Net.Objects.Options; using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis; using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Logging.Abstractions; using Microsoft.Extensions.Logging.Abstractions;
using System;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Clients namespace CryptoExchange.Net.Clients
{ {
@@ -78,6 +81,11 @@ namespace CryptoExchange.Net.Clients
/// </summary> /// </summary>
protected internal virtual ErrorMapping ErrorMapping { get; } = new ErrorMapping([]); protected internal virtual ErrorMapping ErrorMapping { get; } = new ErrorMapping([]);
/// <summary>
/// Current rate limit admission override
/// </summary>
protected readonly AsyncLocal<RateLimitAdmission?> AdmissionOverride = new();
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
@@ -122,6 +130,29 @@ namespace CryptoExchange.Net.Clients
/// </summary> /// </summary>
public ErrorInfo GetErrorInfo(string code, string? message = null) => ErrorMapping.GetErrorInfo(code.ToString(), message); public ErrorInfo GetErrorInfo(string code, string? message = null) => ErrorMapping.GetErrorInfo(code.ToString(), message);
/// <inheritdoc />
public async Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation)
{
if (admission == null)
throw new ArgumentNullException(nameof(admission));
if (operation == null)
throw new ArgumentNullException(nameof(operation));
var previous = AdmissionOverride.Value;
AdmissionOverride.Value = admission;
try
{
return await operation().ConfigureAwait(false);
}
finally
{
AdmissionOverride.Value = previous;
}
}
/// <summary> /// <summary>
/// Dispose /// Dispose
/// </summary> /// </summary>
+114 -3
View File
@@ -98,6 +98,10 @@ namespace CryptoExchange.Net.Clients
/// Configured environment name /// Configured environment name
/// </summary> /// </summary>
public abstract string EnvironmentName { get; } public abstract string EnvironmentName { get; }
/// <summary>
/// Request coalescer
/// </summary>
protected RequestCoalescer RequestCoalescer { get; }
/// <summary> /// <summary>
/// ctor /// ctor
@@ -123,6 +127,7 @@ namespace CryptoExchange.Net.Clients
{ {
TimeOffsetManager.RegisterRestApi(ClientName); TimeOffsetManager.RegisterRestApi(ClientName);
RequestCoalescer = new RequestCoalescer(_logger);
RequestFactory.Configure(options, httpClient); RequestFactory.Configure(options, httpClient);
} }
@@ -177,8 +182,7 @@ namespace CryptoExchange.Net.Clients
/// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param> /// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
/// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param> /// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
/// <param name="rateLimitKeySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param> /// <param name="rateLimitKeySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <returns></returns> protected virtual Task<HttpResult<T>> SendAsync<T>(
protected virtual async Task<HttpResult<T>> SendAsync<T>(
RequestDefinition definition, RequestDefinition definition,
Parameters? uriParameters, Parameters? uriParameters,
Parameters? bodyParameters, Parameters? bodyParameters,
@@ -187,6 +191,61 @@ namespace CryptoExchange.Net.Clients
int? weight = null, int? weight = null,
int? weightSingleLimiter = null, int? weightSingleLimiter = null,
string? rateLimitKeySuffix = null) string? rateLimitKeySuffix = null)
{
if (!ShouldCoalesce(definition, additionalHeaders))
{
return SendCoreAsync<T>(
definition,
uriParameters,
bodyParameters,
cancellationToken,
additionalHeaders,
weight,
weightSingleLimiter,
rateLimitKeySuffix);
}
var key = GetRequestCoalescingKey<T>(
definition,
uriParameters);
return RequestCoalescer.ExecuteAsync(
key,
requestCancellationToken => SendCoreAsync<T>(
definition,
uriParameters,
bodyParameters,
requestCancellationToken,
additionalHeaders,
weight,
weightSingleLimiter,
rateLimitKeySuffix),
() => HttpResult.Fail<T>(
Exchange,
new CancellationRequestedError()),
cancellationToken);
}
/// <summary>
/// Send a request to the base address based on the request definition
/// </summary>
/// <typeparam name="T">Response type</typeparam>
/// <param name="definition">Request definition</param>
/// <param name="uriParameters">Request query parameters</param>
/// <param name="bodyParameters">Request body parameters</param>
/// <param name="cancellationToken">Cancellation token</param>
/// <param name="additionalHeaders">Additional headers for this request</param>
/// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
/// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
/// <param name="rateLimitKeySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
protected virtual async Task<HttpResult<T>> SendCoreAsync<T>(RequestDefinition definition,
Parameters? uriParameters,
Parameters? bodyParameters,
CancellationToken cancellationToken,
Dictionary<string, string>? additionalHeaders = null,
int? weight = null,
int? weightSingleLimiter = null,
string? rateLimitKeySuffix = null)
{ {
var requestId = ExchangeHelpers.NextId(); var requestId = ExchangeHelpers.NextId();
if (definition.Authenticated && GetAuthenticationProvider() == null) if (definition.Authenticated && GetAuthenticationProvider() == null)
@@ -198,7 +257,7 @@ namespace CryptoExchange.Net.Clients
string? cacheKey = null; string? cacheKey = null;
if (ShouldCache(definition)) if (ShouldCache(definition))
{ {
cacheKey = definition.FullUrl + definition + uriParameters?.ToFormData(); cacheKey = GetCacheKey(definition, uriParameters);
_logger.CheckingCache(cacheKey); _logger.CheckingCache(cacheKey);
var cachedValue = _cache.Get(cacheKey, ClientOptions.CachingMaxAge); var cachedValue = _cache.Get(cacheKey, ClientOptions.CachingMaxAge);
if (cachedValue != null) if (cachedValue != null)
@@ -291,6 +350,9 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled) if (ClientOptions.RateLimiterEnabled)
{ {
var admissionOverride = AdmissionOverride.Value ?? ClientOptions.RateLimitAdmission?.Invoke(definition, requestWeight);
var rateRatio = admissionOverride?.MaxUtilizationRatio ?? 1.0;
var limitResult = await definition.RateLimitGate.ProcessAsync( var limitResult = await definition.RateLimitGate.ProcessAsync(
_logger, _logger,
requestId, requestId,
@@ -300,6 +362,7 @@ namespace CryptoExchange.Net.Clients
requestWeight, requestWeight,
ClientOptions.RateLimitingBehaviour, ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix + ClientOptions.RateLimitGroup, rateLimitKeySuffix + ClientOptions.RateLimitGroup,
rateRatio,
cancellationToken).ConfigureAwait(false); cancellationToken).ConfigureAwait(false);
if (!limitResult.Success) if (!limitResult.Success)
return limitResult.Error!; return limitResult.Error!;
@@ -315,6 +378,9 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled) if (ClientOptions.RateLimiterEnabled)
{ {
var singleRequestWeight = weightSingleLimiter ?? 1; var singleRequestWeight = weightSingleLimiter ?? 1;
var admissionOverride = AdmissionOverride.Value ?? ClientOptions.RateLimitAdmission?.Invoke(definition, singleRequestWeight);
var rateRatio = admissionOverride?.MaxUtilizationRatio ?? 1.0;
var limitResult = await definition.RateLimitGate.ProcessSingleAsync( var limitResult = await definition.RateLimitGate.ProcessSingleAsync(
_logger, _logger,
requestId, requestId,
@@ -325,6 +391,7 @@ namespace CryptoExchange.Net.Clients
singleRequestWeight, singleRequestWeight,
ClientOptions.RateLimitingBehaviour, ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix, rateLimitKeySuffix,
rateRatio,
cancellationToken).ConfigureAwait(false); cancellationToken).ConfigureAwait(false);
if (!limitResult.Success) if (!limitResult.Success)
return limitResult.Error!; return limitResult.Error!;
@@ -688,7 +755,10 @@ namespace CryptoExchange.Net.Clients
stringData = stringSerializer.Serialize(parameters.BodyValue); stringData = stringSerializer.Serialize(parameters.BodyValue);
} }
else else
{
stringData = stringSerializer.Serialize(parameters); stringData = stringSerializer.Serialize(parameters);
}
request.SetContent(stringData, RequestBodyContentEncoding, contentType); request.SetContent(stringData, RequestBodyContentEncoding, contentType);
} }
else if (contentType == Constants.FormContentHeader) else if (contentType == Constants.FormContentHeader)
@@ -800,6 +870,41 @@ namespace CryptoExchange.Net.Clients
&& definition.Method == HttpMethod.Get && definition.Method == HttpMethod.Get
&& !definition.PreventCaching; && !definition.PreventCaching;
/// <summary>
/// Produce a unique cache key for the request based on the request definition and parameters.
/// </summary>
protected virtual string GetCacheKey(RequestDefinition definition, Parameters? parameters)
{
return definition.FullUrl + definition + parameters?.ToFormData();
}
/// <summary>
/// Whether a request can be coalesced or not
/// </summary>
protected virtual bool ShouldCoalesce(
RequestDefinition definition,
Dictionary<string, string>? additionalHeaders)
{
return ClientOptions.RequestCoalescingEnabled // Enabled in client options
&& !definition.PreventRequestCoalescing // Enabled in request definition
&& definition.Method == HttpMethod.Get // Is a GET request
&& !definition.Authenticated // Not an authenticated request
&& (additionalHeaders == null || additionalHeaders.Count == 0); // No additional headers that might change the response
}
/// <summary>
/// Get a unique key for coalescing requests based on the request definition, parameters, and the type of the expected response.
/// </summary>
protected virtual RequestCoalescingKey GetRequestCoalescingKey<T>(
RequestDefinition definition,
Parameters? uriParameters)
{
return new RequestCoalescingKey(
definition.Method.Method,
definition.FullUrl,
uriParameters?.ToFormData(),
typeof(T));
}
/// <inheritdoc /> /// <inheritdoc />
public virtual void SetOptions(UpdateOptions options) public virtual void SetOptions(UpdateOptions options)
@@ -889,6 +994,12 @@ namespace CryptoExchange.Net.Clients
ApiCredentials = (TApiCredentials?)options.ApiCredentials?.Copy() ?? ApiCredentials; ApiCredentials = (TApiCredentials?)options.ApiCredentials?.Copy() ?? ApiCredentials;
} }
/// <inheritdoc />
protected override string GetCacheKey(RequestDefinition definition, Parameters? parameters)
{
return definition.FullUrl + definition + parameters?.ToFormData() + GetAuthenticationProvider()?.Key;
}
} }
/// <inheritdoc /> /// <inheritdoc />
+28 -5
View File
@@ -97,6 +97,11 @@ namespace CryptoExchange.Net.Clients
/// </summary> /// </summary>
protected bool AllowTopicsOnTheSameConnection { get; set; } = true; protected bool AllowTopicsOnTheSameConnection { get; set; } = true;
/// <summary>
/// Whether to allow usage of a current public WebSocket connection for an authenticated request
/// </summary>
protected bool UsePublicConnectionForAuth { get; set; } = false;
/// <inheritdoc /> /// <inheritdoc />
public double IncomingKbps public double IncomingKbps
{ {
@@ -625,6 +630,21 @@ namespace CryptoExchange.Net.Clients
return Task.FromResult(CallResult.Ok()); 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> /// <summary>
/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one. /// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
/// </summary> /// </summary>
@@ -643,10 +663,7 @@ namespace CryptoExchange.Net.Clients
string? topic = null, string? topic = null,
int individualSubscriptionCount = 1) int individualSubscriptionCount = 1)
{ {
var socketQuery = _socketConnections.Where(s => s.Value.ConnectionUriString.Equals(address.TrimEnd('/'), StringComparison.Ordinal) 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
&& 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
// If all current socket connections are reconnecting or resubscribing wait for that to finish as we can probably use the existing connection // 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; var delayStart = DateTime.UtcNow;
@@ -676,7 +693,7 @@ namespace CryptoExchange.Net.Clients
_logger.WaitedForReconnectingSocket((long)(DateTime.UtcNow - delayStart).TotalMilliseconds); _logger.WaitedForReconnectingSocket((long)(DateTime.UtcNow - delayStart).TotalMilliseconds);
socketQuery = socketQuery.Where(s => (s.Status == SocketStatus.None || s.Status == SocketStatus.Connected) socketQuery = socketQuery.Where(s => (s.Status == SocketStatus.None || s.Status == SocketStatus.Connected)
&& (s.Authenticated == authenticated || !authenticated) && (s.Authenticated == authenticated || !authenticated || UsePublicConnectionForAuth)
&& s.Connected).ToList(); && s.Connected).ToList();
bool maxConnectionsReached = _socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections); bool maxConnectionsReached = _socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections);
@@ -690,12 +707,14 @@ namespace CryptoExchange.Net.Clients
} }
if (connection == null) if (connection == null)
{
// Use an eligible non-dedicated connection for subscriptions, or as fallback when no dedicated request connection is available // Use an eligible non-dedicated connection for subscriptions, or as fallback when no dedicated request connection is available
connection = socketQuery connection = socketQuery
.Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection) .Where(s => !s.DedicatedRequestConnection.IsDedicatedRequestConnection)
.Where(s => IsConnectionEligible(s, individualSubscriptionCount, maxConnectionsReached)) .Where(s => IsConnectionEligible(s, individualSubscriptionCount, maxConnectionsReached))
.OrderBy(s => s.UserSubscriptionCount) .OrderBy(s => s.UserSubscriptionCount)
.FirstOrDefault(); .FirstOrDefault();
}
if (connection != null) if (connection != null)
return CallResult.Ok(connection); return CallResult.Ok(connection);
@@ -774,7 +793,9 @@ namespace CryptoExchange.Net.Clients
if ((!lessThanBatchSubCombineTarget || !lessThanIndividualSubCombineTarget) if ((!lessThanBatchSubCombineTarget || !lessThanIndividualSubCombineTarget)
&& !maxConnectionsReached) && !maxConnectionsReached)
{
return false; return false;
}
return MaxIndividualSubscriptionsPerConnection == null return MaxIndividualSubscriptionsPerConnection == null
|| currentIndividualSubscriptionCount + individualSubscriptionCount <= MaxIndividualSubscriptionsPerConnection; || currentIndividualSubscriptionCount + individualSubscriptionCount <= MaxIndividualSubscriptionsPerConnection;
@@ -837,6 +858,8 @@ namespace CryptoExchange.Net.Clients
ReconnectInterval = ClientOptions.ReconnectInterval, ReconnectInterval = ClientOptions.ReconnectInterval,
RateLimiter = ClientOptions.RateLimiterEnabled ? RateLimiter : null, RateLimiter = ClientOptions.RateLimiterEnabled ? RateLimiter : null,
RateLimitingBehavior = ClientOptions.RateLimitingBehaviour, RateLimitingBehavior = ClientOptions.RateLimitingBehaviour,
RateLimitAdmissionCallbackOptions = (def, weight) => ClientOptions.RateLimitAdmission?.Invoke(def, weight),
RateLimitAdmissionCallbackRequest = () => AdmissionOverride.Value,
Proxy = ClientOptions.Proxy, Proxy = ClientOptions.Proxy,
Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout, Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout,
ReceiveBufferSize = ClientOptions.ReceiveBufferSize, ReceiveBufferSize = ClientOptions.ReceiveBufferSize,
+100 -60
View File
@@ -14,21 +14,19 @@ using System.Text;
namespace CryptoExchange.Net.Clients namespace CryptoExchange.Net.Clients
{ {
/// <inheritdoc /> /// <inheritdoc />
public abstract class UserClientProvider<TRestClient, TSocketClient, TRestOptions, TSocketOptions, TCredentials, TEnvironment> public abstract class UserClientProvider<TRestClient, TRestOptions, TCredentials, TEnvironment>
where TRestClient : IRestClient<TCredentials> where TRestClient : IRestClient<TCredentials>
where TSocketClient : ISocketClient<TCredentials>
where TRestOptions : RestExchangeOptions<TEnvironment, TCredentials>, new() where TRestOptions : RestExchangeOptions<TEnvironment, TCredentials>, new()
where TSocketOptions : SocketExchangeOptions<TEnvironment, TCredentials>, new()
where TCredentials : ApiCredentials where TCredentials : ApiCredentials
where TEnvironment : TradeEnvironment where TEnvironment : TradeEnvironment
{ {
private ConcurrentDictionary<string, TRestClient> _restClients = new ConcurrentDictionary<string, TRestClient>(); private ConcurrentDictionary<string, TRestClient> _restClients = new ConcurrentDictionary<string, TRestClient>();
private ConcurrentDictionary<string, TSocketClient> _socketClients = new ConcurrentDictionary<string, TSocketClient>();
private readonly IOptions<TRestOptions> _restOptions; private readonly IOptions<TRestOptions> _restOptions;
private readonly IOptions<TSocketOptions> _socketOptions;
private readonly HttpClient _httpClient; private readonly HttpClient _httpClient;
private readonly ILoggerFactory? _loggerFactory; /// <summary>
/// Logger factory
/// </summary>
protected readonly ILoggerFactory? _loggerFactory;
/// <inheritdoc /> /// <inheritdoc />
public abstract string ExchangeName { get; } public abstract string ExchangeName { get; }
@@ -39,17 +37,14 @@ namespace CryptoExchange.Net.Clients
public UserClientProvider( public UserClientProvider(
HttpClient? httpClient, HttpClient? httpClient,
ILoggerFactory? loggerFactory, ILoggerFactory? loggerFactory,
IOptions<TRestOptions> restOptions, IOptions<TRestOptions> restOptions)
IOptions<TSocketOptions> socketOptions)
{ {
_httpClient = httpClient ?? new HttpClient(); _httpClient = httpClient ?? new HttpClient();
_httpClient.Timeout = restOptions.Value.RequestTimeout; _httpClient.Timeout = restOptions.Value.RequestTimeout;
_loggerFactory = loggerFactory; _loggerFactory = loggerFactory;
_restOptions = restOptions; _restOptions = restOptions;
_socketOptions = socketOptions;
} }
private IOptions<TRestOptions> SetRestEnvironment(IOptions<TRestOptions> options, TEnvironment? environment) private IOptions<TRestOptions> SetRestEnvironment(IOptions<TRestOptions> options, TEnvironment? environment)
{ {
if (environment == null) if (environment == null)
@@ -61,22 +56,10 @@ namespace CryptoExchange.Net.Clients
return Options.Create(newRestClientOptions); return Options.Create(newRestClientOptions);
} }
private IOptions<TSocketOptions> SetSocketEnvironment(IOptions<TSocketOptions> options, TEnvironment? environment)
{
if (environment == null)
return options;
var newSocketClientOptions = new TSocketOptions();
options.Value.Set(newSocketClientOptions);
newSocketClientOptions.Environment = environment;
return Options.Create(newSocketClientOptions);
}
/// <inheritdoc /> /// <inheritdoc />
public void InitializeUserClient(string userIdentifier, TCredentials credentials, TEnvironment? environment = null) public virtual void InitializeUserClient(string userIdentifier, TCredentials credentials, TEnvironment? environment = null)
{ {
CreateRestClient(userIdentifier, credentials, environment); CreateRestClient(userIdentifier, credentials, environment);
CreateSocketClient(userIdentifier, credentials, environment);
} }
/// <inheritdoc /> /// <inheritdoc />
@@ -88,15 +71,6 @@ namespace CryptoExchange.Net.Clients
return client; return client;
} }
/// <inheritdoc />
public TSocketClient GetSocketClient(string userIdentifier, TCredentials? credentials = null, TEnvironment? environment = null)
{
if (!_socketClients.TryGetValue(userIdentifier, out var client) || client.Disposed)
client = CreateSocketClient(userIdentifier, credentials, environment);
return client;
}
private TRestClient CreateRestClient(string userIdentifier, TCredentials? credentials, TEnvironment? environment) private TRestClient CreateRestClient(string userIdentifier, TCredentials? credentials, TEnvironment? environment)
{ {
var clientRestOptions = SetRestEnvironment(_restOptions, environment); var clientRestOptions = SetRestEnvironment(_restOptions, environment);
@@ -109,6 +83,94 @@ namespace CryptoExchange.Net.Clients
return client; return client;
} }
/// <summary>
/// Constructs a new instance of the rest client
/// </summary>
protected abstract TRestClient ConstructRestClient(
HttpClient client,
ILoggerFactory? loggerFactory,
IOptions<TRestOptions> options);
/// <inheritdoc />
public virtual void ClearUserClients(string userIdentifier)
{
_restClients.TryRemove(userIdentifier, out var restClient);
restClient?.Dispose();
}
/// <inheritdoc />
public virtual void Clear()
{
foreach (var client in _restClients.Values)
client.Dispose();
_restClients.Clear();
}
/// <summary>
/// Applies the provided options delegate to a new instance of the specified type.
/// </summary>
protected static T ApplyOptionsDelegate<T>(Action<T>? del) where T : new()
{
var opts = new T();
del?.Invoke(opts);
return opts;
}
}
/// <inheritdoc />
public abstract class UserClientProvider<TRestClient, TSocketClient, TRestOptions, TSocketOptions, TCredentials, TEnvironment>
: UserClientProvider<TRestClient, TRestOptions, TCredentials, TEnvironment>
where TRestClient : IRestClient<TCredentials>
where TSocketClient : ISocketClient<TCredentials>
where TRestOptions : RestExchangeOptions<TEnvironment, TCredentials>, new()
where TSocketOptions : SocketExchangeOptions<TEnvironment, TCredentials>, new()
where TCredentials : ApiCredentials
where TEnvironment : TradeEnvironment
{
private ConcurrentDictionary<string, TSocketClient> _socketClients = new ConcurrentDictionary<string, TSocketClient>();
private readonly IOptions<TSocketOptions> _socketOptions;
/// <summary>
/// ctor
/// </summary>
public UserClientProvider(
HttpClient? httpClient,
ILoggerFactory? loggerFactory,
IOptions<TRestOptions> restOptions,
IOptions<TSocketOptions> socketOptions)
: base(httpClient, loggerFactory, restOptions)
{
_socketOptions = socketOptions;
}
private IOptions<TSocketOptions> SetSocketEnvironment(IOptions<TSocketOptions> options, TEnvironment? environment)
{
if (environment == null)
return options;
var newSocketClientOptions = new TSocketOptions();
options.Value.Set(newSocketClientOptions);
newSocketClientOptions.Environment = environment;
return Options.Create(newSocketClientOptions);
}
/// <inheritdoc />
public override void InitializeUserClient(string userIdentifier, TCredentials credentials, TEnvironment? environment = null)
{
base.InitializeUserClient(userIdentifier, credentials, environment);
CreateSocketClient(userIdentifier, credentials, environment);
}
/// <inheritdoc />
public TSocketClient GetSocketClient(string userIdentifier, TCredentials? credentials = null, TEnvironment? environment = null)
{
if (!_socketClients.TryGetValue(userIdentifier, out var client) || client.Disposed)
client = CreateSocketClient(userIdentifier, credentials, environment);
return client;
}
private TSocketClient CreateSocketClient(string userIdentifier, TCredentials? credentials, TEnvironment? environment) private TSocketClient CreateSocketClient(string userIdentifier, TCredentials? credentials, TEnvironment? environment)
{ {
var clientSocketOptions = SetSocketEnvironment(_socketOptions, environment); var clientSocketOptions = SetSocketEnvironment(_socketOptions, environment);
@@ -121,15 +183,6 @@ namespace CryptoExchange.Net.Clients
return client; return client;
} }
/// <summary>
/// Constructs a new instance of the rest client
/// </summary>
protected abstract TRestClient ConstructRestClient(
HttpClient client,
ILoggerFactory? loggerFactory,
IOptions<TRestOptions> options);
/// <summary> /// <summary>
/// Constructs a new instance of the socket client /// Constructs a new instance of the socket client
/// </summary> /// </summary>
@@ -137,36 +190,23 @@ namespace CryptoExchange.Net.Clients
ILoggerFactory? loggerFactory, ILoggerFactory? loggerFactory,
IOptions<TSocketOptions> options); IOptions<TSocketOptions> options);
/// <inheritdoc /> /// <inheritdoc />
public void ClearUserClients(string userIdentifier) public override void ClearUserClients(string userIdentifier)
{ {
_restClients.TryRemove(userIdentifier, out var restClient); base.ClearUserClients(userIdentifier);
_socketClients.TryRemove(userIdentifier, out var socketClient); _socketClients.TryRemove(userIdentifier, out var socketClient);
restClient?.Dispose();
socketClient?.Dispose(); socketClient?.Dispose();
} }
/// <inheritdoc /> /// <inheritdoc />
public void Clear() public override void Clear()
{ {
foreach (var client in _restClients.Values) base.Clear();
client.Dispose();
_restClients.Clear();
foreach (var client in _socketClients.Values) foreach (var client in _socketClients.Values)
client.Dispose(); client.Dispose();
_socketClients.Clear(); _socketClients.Clear();
} }
/// <summary>
/// Applies the provided options delegate to a new instance of the specified type.
/// </summary>
protected static T ApplyOptionsDelegate<T>(Action<T>? del) where T : new()
{
var opts = new T();
del?.Invoke(opts);
return opts;
}
} }
} }
@@ -88,7 +88,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson.MessageHandlers
stream.Seek(0, SeekOrigin.Begin); stream.Seek(0, SeekOrigin.Begin);
var written = new StreamReader(stream).ReadBlock(dataSnippet, 0, _errorResponseSnippetLimit); var written = new StreamReader(stream).ReadBlock(dataSnippet, 0, _errorResponseSnippetLimit);
var data = new string(dataSnippet, 0, written); var data = new string(dataSnippet, 0, written);
errorMsg += $": {data}"; errorMsg += $": {(string.IsNullOrEmpty(data) ? "(empty)" : data)}";
if (data.Length == _errorResponseSnippetLimit) if (data.Length == _errorResponseSnippetLimit)
errorMsg += " (truncated)"; errorMsg += " (truncated)";
} }
+3 -3
View File
@@ -6,9 +6,9 @@
<PackageId>CryptoExchange.Net</PackageId> <PackageId>CryptoExchange.Net</PackageId>
<Authors>JKorf</Authors> <Authors>JKorf</Authors>
<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description> <Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
<PackageVersion>12.2.0</PackageVersion> <PackageVersion>12.5.1</PackageVersion>
<AssemblyVersion>12.2.0</AssemblyVersion> <AssemblyVersion>12.5.1</AssemblyVersion>
<FileVersion>12.2.0</FileVersion> <FileVersion>12.5.1</FileVersion>
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance> <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags> <PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
<RepositoryType>git</RepositoryType> <RepositoryType>git</RepositoryType>
+68 -8
View File
@@ -1,15 +1,20 @@
using CryptoExchange.Net.Interfaces; using CryptoExchange.Net.Clients;
using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.Objects; using CryptoExchange.Net.Objects;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis; using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection; using Microsoft.Extensions.DependencyInjection;
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Globalization; using System.Globalization;
using System.IO; using System.IO;
using System.IO.Compression; using System.IO.Compression;
using System.Linq; using System.Linq;
using System.Runtime.InteropServices; using System.Runtime.InteropServices;
using System.Text; using System.Text;
using System.Threading.Tasks;
using System.Web; using System.Web;
namespace CryptoExchange.Net namespace CryptoExchange.Net
@@ -145,25 +150,42 @@ namespace CryptoExchange.Net
/// <returns></returns> /// <returns></returns>
public static string ToFormData(this IDictionary<string, object> parameters) public static string ToFormData(this IDictionary<string, object> parameters)
{ {
var formData = HttpUtility.ParseQueryString(string.Empty); var result = new StringBuilder();
var first = true;
void Append(string key, object value)
{
if (!first)
result.Append('&');
first = false;
if (!string.IsNullOrEmpty(key))
{
result.Append(HttpUtility.UrlEncode(key, Encoding.UTF8));
result.Append('=');
}
var text = string.Format(CultureInfo.InvariantCulture, "{0}", value);
result.Append(HttpUtility.UrlEncode(text, Encoding.UTF8));
}
foreach (var kvp in parameters) foreach (var kvp in parameters)
{ {
if (kvp.Value is null) if (kvp.Value is null)
continue; continue;
if (kvp.Value.GetType().IsArray) if (kvp.Value is Array array)
{ {
var array = (Array)kvp.Value;
foreach (var value in array) foreach (var value in array)
formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", value)); Append(kvp.Key, value);
} }
else else
{ {
formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value)); Append(kvp.Key, kvp.Value);
} }
} }
return formData.ToString()!; return result.ToString();
} }
/// <summary> /// <summary>
@@ -395,7 +417,6 @@ namespace CryptoExchange.Net
services.AddTransient(x => (IBookTickerRestClient)client(x)!); services.AddTransient(x => (IBookTickerRestClient)client(x)!);
if (typeof(ITransferRestClient).IsAssignableFrom(typeof(T))) if (typeof(ITransferRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ITransferRestClient)client(x)!); services.AddTransient(x => (ITransferRestClient)client(x)!);
if (typeof(ISpotOrderRestClient).IsAssignableFrom(typeof(T))) if (typeof(ISpotOrderRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ISpotOrderRestClient)client(x)!); services.AddTransient(x => (ISpotOrderRestClient)client(x)!);
if (typeof(ISpotSymbolRestClient).IsAssignableFrom(typeof(T))) if (typeof(ISpotSymbolRestClient).IsAssignableFrom(typeof(T)))
@@ -461,11 +482,15 @@ namespace CryptoExchange.Net
if (typeof(ISpotOrderSocketClient).IsAssignableFrom(typeof(T))) if (typeof(ISpotOrderSocketClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ISpotOrderSocketClient)client(x)!); services.AddTransient(x => (ISpotOrderSocketClient)client(x)!);
if (typeof(ISpotOrderManagementSocketClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ISpotOrderManagementSocketClient)client(x)!);
if (typeof(IFuturesOrderSocketClient).IsAssignableFrom(typeof(T))) if (typeof(IFuturesOrderSocketClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (IFuturesOrderSocketClient)client(x)!); services.AddTransient(x => (IFuturesOrderSocketClient)client(x)!);
if (typeof(IPositionSocketClient).IsAssignableFrom(typeof(T))) if (typeof(IPositionSocketClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (IPositionSocketClient)client(x)!); services.AddTransient(x => (IPositionSocketClient)client(x)!);
if (typeof(IFuturesOrderManagementSocketClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (IFuturesOrderManagementSocketClient)client(x)!);
return services; return services;
} }
@@ -489,6 +514,41 @@ namespace CryptoExchange.Net
return bytes; return bytes;
} }
/// <summary>
/// Execute an operation with a specific rate limit admission rule
/// </summary>
/// <param name="client">Client</param>
/// <param name="admission">Rate limit admission rule</param>
/// <param name="operation">Operation to execute</param>
public static Task<TResult> WithRateLimitAdmissionAsync<TClient, TResult>(
this TClient client,
RateLimitAdmission admission,
Func<TClient, Task<TResult>> operation)
where TClient : IRateLimitAdmissionClient
{
return client.WithRateLimitAdmissionAsync(
admission,
() => operation(client));
}
/// <summary>
/// Return the task results in the form of an IAsyncEnumerable, returning the first completed task first
/// </summary>
/// <typeparam name="T">Type of task result</typeparam>
/// <param name="tasks">Task list</param>
public static async IAsyncEnumerable<T> ParallelEnumerateAsync<T>(this IEnumerable<Task<T>> tasks)
{
var remaining = new List<Task<T>>(tasks);
while (remaining.Count != 0)
{
var task = await Task.WhenAny(remaining).ConfigureAwait(false);
remaining.Remove(task);
yield return await task.ConfigureAwait(false);
}
}
} }
} }
@@ -1,6 +1,4 @@
using CryptoExchange.Net.Authentication; using CryptoExchange.Net.SharedApis;
using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.SharedApis;
using System; using System;
namespace CryptoExchange.Net.Interfaces.Clients namespace CryptoExchange.Net.Interfaces.Clients
@@ -8,7 +6,7 @@ namespace CryptoExchange.Net.Interfaces.Clients
/// <summary> /// <summary>
/// Base api client /// Base api client
/// </summary> /// </summary>
public interface IBaseApiClient public interface IBaseApiClient : IRateLimitAdmissionClient
{ {
/// <summary> /// <summary>
/// Exchange name /// Exchange name
@@ -0,0 +1,22 @@
using CryptoExchange.Net.RateLimiting;
using System;
using System.Collections.Generic;
using System.Text;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Interfaces
{
/// <summary>
/// A client supporting rate limit admission rules
/// </summary>
public interface IRateLimitAdmissionClient
{
/// <summary>
/// Execute an operation with a specific rate limit admission rule
/// </summary>
Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation);
}
}
@@ -22,6 +22,7 @@ namespace CryptoExchange.Net.Logging.Extensions
private static readonly Action<ILogger, string, Exception?> _restApiCacheHit; private static readonly Action<ILogger, string, Exception?> _restApiCacheHit;
private static readonly Action<ILogger, string, Exception?> _restApiCacheNotHit; private static readonly Action<ILogger, string, Exception?> _restApiCacheNotHit;
private static readonly Action<ILogger, int?, Exception?> _restApiCancellationRequested; private static readonly Action<ILogger, int?, Exception?> _restApiCancellationRequested;
private static readonly Action<ILogger, string, string, Exception?> _restApiRequestsJoined;
static RestApiClientLoggingExtensions() static RestApiClientLoggingExtensions()
{ {
@@ -89,7 +90,11 @@ namespace CryptoExchange.Net.Logging.Extensions
LogLevel.Debug, LogLevel.Debug,
new EventId(4012, "RestApiCancellationRequested"), new EventId(4012, "RestApiCancellationRequested"),
"[Req {RequestId}] request cancelled by user"); "[Req {RequestId}] request cancelled by user");
_restApiRequestsJoined = LoggerMessage.Define<string, string>(
LogLevel.Debug,
new EventId(4013, "RestApiRequestsJoined"),
"Request for {Method} {Path} joined with in flight request");
} }
public static void RestApiErrorReceived(this ILogger logger, int? requestId, HttpStatusCode? responseStatusCode, long responseTime, string? error, string? originalData, Exception? exception) public static void RestApiErrorReceived(this ILogger logger, int? requestId, HttpStatusCode? responseStatusCode, long responseTime, string? error, string? originalData, Exception? exception)
@@ -151,9 +156,15 @@ namespace CryptoExchange.Net.Logging.Extensions
{ {
_restApiCacheNotHit(logger, key, null); _restApiCacheNotHit(logger, key, null);
} }
public static void RestApiCancellationRequested(this ILogger logger, int? requestId) public static void RestApiCancellationRequested(this ILogger logger, int? requestId)
{ {
_restApiCancellationRequested(logger, requestId, null); _restApiCancellationRequested(logger, requestId, null);
} }
public static void RestApiRequestsJoined(this ILogger logger, string method, string path)
{
_restApiRequestsJoined(logger, method, path, null);
}
} }
} }
@@ -180,7 +180,7 @@ namespace CryptoExchange.Net.Logging.Extensions
_receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string, string>( _receivedMessageNotMatchedToAnyListener = LoggerMessage.Define<int, string, string, string>(
LogLevel.Warning, LogLevel.Warning,
new EventId(2029, "ReceivedMessageNotMatchedToAnyListener"), new EventId(2029, "ReceivedMessageNotMatchedToAnyListener"),
"[Sckt {SocketId}] received message not matched to any listener. TypeIdentifier: {TypeIdentifier}, ListenId: {ListenId}, current listeners: [{ListenIds}]"); "[Sckt {SocketId}] received message not matched to any listener. TypeIdentifier: {TypeIdentifier}, TopicFilter: {ListenId}, registered TopicFilters for type: [{TopicFilters}]");
_failedToParse = LoggerMessage.Define<int, string>( _failedToParse = LoggerMessage.Define<int, string>(
LogLevel.Warning, LogLevel.Warning,
@@ -326,9 +326,9 @@ namespace CryptoExchange.Net.Logging.Extensions
_sendingData(logger, socketId, requestId, data, null); _sendingData(logger, socketId, requestId, data, null);
} }
public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string typeIdentifier, string listenId, string listenIds) public static void ReceivedMessageNotMatchedToAnyListener(this ILogger logger, int socketId, string typeIdentifier, string topicFilter, string topicFilters)
{ {
_receivedMessageNotMatchedToAnyListener(logger, socketId, typeIdentifier, listenId, listenIds, null); _receivedMessageNotMatchedToAnyListener(logger, socketId, typeIdentifier, topicFilter, topicFilters, null);
} }
public static void SendingByteData(this ILogger logger, int socketId, int requestId, int length) public static void SendingByteData(this ILogger logger, int socketId, int requestId, int length)
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Authentication; using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.RateLimiting;
using System; using System;
namespace CryptoExchange.Net.Objects.Options namespace CryptoExchange.Net.Objects.Options
@@ -41,6 +42,12 @@ namespace CryptoExchange.Net.Objects.Options
/// </summary> /// </summary>
public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait; public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait;
/// <summary>
/// A delegate receiving the request definition and the request weight that can be used to determine whether a request should be admitted or rejected based
/// on the request definition and the current rate limit usage ratio. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RequestDefinition, int, RateLimitAdmission>? RateLimitAdmission { get; set; }
/// <inheritdoc /> /// <inheritdoc />
public override string ToString() public override string ToString()
{ {
@@ -34,6 +34,11 @@ namespace CryptoExchange.Net.Objects.Options
= new Version(1, 1); = new Version(1, 1);
#endif #endif
/// <summary>
/// Whether concurrent identical REST requests may share the same in-flight request when allowed by the request definition.
/// </summary>
public bool RequestCoalescingEnabled { get; set; } = true;
/// <summary> /// <summary>
/// Http client keep alive interval for keeping connections open. Only applied when using dotnet8.0 or higher and dependency injection /// Http client keep alive interval for keeping connections open. Only applied when using dotnet8.0 or higher and dependency injection
/// </summary> /// </summary>
@@ -70,9 +75,11 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimiterEnabled = RateLimiterEnabled; item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitingBehaviour = RateLimitingBehaviour; item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimitGroup = RateLimitGroup; item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.CachingEnabled = CachingEnabled; item.CachingEnabled = CachingEnabled;
item.CachingMaxAge = CachingMaxAge; item.CachingMaxAge = CachingMaxAge;
item.HttpVersion = HttpVersion; item.HttpVersion = HttpVersion;
item.RequestCoalescingEnabled = RequestCoalescingEnabled;
item.HttpKeepAliveInterval = HttpKeepAliveInterval; item.HttpKeepAliveInterval = HttpKeepAliveInterval;
#if NET5_0_OR_GREATER #if NET5_0_OR_GREATER
item.HttpMaxConnectionsPerServer = HttpMaxConnectionsPerServer; item.HttpMaxConnectionsPerServer = HttpMaxConnectionsPerServer;
@@ -105,6 +105,7 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimitingBehaviour = RateLimitingBehaviour; item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimiterEnabled = RateLimiterEnabled; item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitGroup = RateLimitGroup; item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.ReceiveBufferSize = ReceiveBufferSize; item.ReceiveBufferSize = ReceiveBufferSize;
return item; return item;
} }
@@ -0,0 +1,277 @@
using CryptoExchange.Net.Logging.Extensions;
using Microsoft.Extensions.Logging;
using System;
using System.Collections.Generic;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Objects
{
/// <summary>
/// Request coalescer, used to detect multiple identical requests and wait for and return only a single actual request result
/// </summary>
public class RequestCoalescer
{
private sealed class RequestEntry
{
public RequestCoalescingKey Key { get; }
public CancellationTokenSource CancellationSource { get; } = new();
public Lazy<Task<object>> Request { get; set; } = null!;
public int ListenerCount { get; set; }
public bool Completed { get; set; }
public bool CancellationInProgress { get; set; }
public bool Disposed { get; set; }
public RequestEntry(RequestCoalescingKey key)
{
Key = key;
}
}
private readonly object _sync = new();
private readonly ILogger _logger;
private readonly Dictionary<RequestCoalescingKey, RequestEntry> _requests = new();
/// <summary>
/// ctor
/// </summary>
public RequestCoalescer(ILogger logger)
{
_logger = logger;
}
/// <summary>
/// Execute a request, coalescing identical requests into a single request
/// </summary>
public Task<TResult> ExecuteAsync<TResult>(
RequestCoalescingKey key,
Func<CancellationToken, Task<TResult>> requestFactory,
Func<TResult> cancellationResultFactory,
CancellationToken cancellationToken)
{
if (cancellationToken.IsCancellationRequested)
return Task.FromResult(cancellationResultFactory());
RequestEntry entry;
bool joined;
lock (_sync)
{
joined = _requests.TryGetValue(key, out entry!);
if (!joined)
{
entry = CreateEntry(key, requestFactory);
_requests.Add(key, entry);
}
entry.ListenerCount++;
}
if (joined)
_logger.RestApiRequestsJoined(key.Method, key.Url);
return WaitAsync(
entry,
cancellationResultFactory,
cancellationToken);
}
private RequestEntry CreateEntry<TResult>(
RequestCoalescingKey key,
Func<CancellationToken, Task<TResult>> requestFactory)
{
var entry = new RequestEntry(key);
entry.Request = new Lazy<Task<object>>(
() => ExecuteCoreAsync(
entry,
async requestCancellationToken =>
(await requestFactory(requestCancellationToken).ConfigureAwait(false))!),
LazyThreadSafetyMode.ExecutionAndPublication);
return entry;
}
private async Task<object> ExecuteCoreAsync(
RequestEntry entry,
Func<CancellationToken, Task<object>> requestFactory)
{
try
{
return await requestFactory(entry.CancellationSource.Token).ConfigureAwait(false);
}
finally
{
CompleteRequest(entry);
}
}
private async Task<TResult> WaitAsync<TResult>(
RequestEntry entry,
Func<TResult> cancellationResultFactory,
CancellationToken cancellationToken)
{
try
{
var requestTask = entry.Request.Value;
if (!cancellationToken.CanBeCanceled)
return (TResult)await requestTask.ConfigureAwait(false);
var cancellationCompletion = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
using (cancellationToken.Register(
state => ((TaskCompletionSource<bool>)state!).TrySetResult(true),
cancellationCompletion))
{
var completedTask = await Task.WhenAny(requestTask, cancellationCompletion.Task).ConfigureAwait(false);
if (completedTask != requestTask)
return cancellationResultFactory();
}
return (TResult)await requestTask.ConfigureAwait(false);
}
finally
{
ReleaseListener(entry);
}
}
private void ReleaseListener(RequestEntry entry)
{
var cancelRequest = false;
var disposeCancellationSource = false;
lock (_sync)
{
entry.ListenerCount--;
if (entry.ListenerCount == 0)
{
if (!entry.Completed)
{
// Remove the entry before canceling it. A caller arriving
// after this point must create a new physical request
// instead of joining one that is being canceled.
RemoveEntry(entry);
entry.CancellationInProgress = true;
cancelRequest = true;
}
else if (!entry.Disposed)
{
entry.Disposed = true;
disposeCancellationSource = true;
}
}
}
if (cancelRequest)
{
try
{
entry.CancellationSource.Cancel();
}
catch (Exception exception)
{
// Cancellation callbacks are external to the coalescer and
// must not cause an exception to escape the library.
_logger.LogWarning(
exception,
"Error canceling in-flight request {Method} {Url}",
entry.Key.Method,
entry.Key.Url);
}
finally
{
CompleteCancellation(entry);
}
}
else if (disposeCancellationSource)
{
entry.CancellationSource.Dispose();
}
}
private void CompleteCancellation(RequestEntry entry)
{
var disposeCancellationSource = false;
lock (_sync)
{
entry.CancellationInProgress = false;
if (entry.Completed
&& entry.ListenerCount == 0
&& !entry.Disposed)
{
entry.Disposed = true;
disposeCancellationSource = true;
}
}
if (disposeCancellationSource)
entry.CancellationSource.Dispose();
}
private void CompleteRequest(RequestEntry entry)
{
var disposeCancellationSource = false;
lock (_sync)
{
entry.Completed = true;
// Only remove this specific entry. If all listeners canceled,
// a replacement request may already have been created for the
// same key.
RemoveEntry(entry);
if (entry.ListenerCount == 0
&& !entry.CancellationInProgress
&& !entry.Disposed)
{
entry.Disposed = true;
disposeCancellationSource = true;
}
}
if (disposeCancellationSource)
entry.CancellationSource.Dispose();
}
/// <summary>
/// Remove an entry when it is still the current entry for its key.
/// Must only be called while holding <see cref="_sync"/>.
/// </summary>
private void RemoveEntry(RequestEntry entry)
{
if (_requests.TryGetValue(entry.Key, out var current)
&& ReferenceEquals(current, entry))
{
_requests.Remove(entry.Key);
}
}
}
/// <summary>
/// Key used to identify identical requests for coalescing
/// </summary>
/// <param name="Method">Request method</param>
/// <param name="Url">Request URL</param>
/// <param name="Parameters">Request parameter string</param>
/// <param name="ResponseType">Response type</param>
public sealed record RequestCoalescingKey(
string Method,
string Url,
string? Parameters,
Type ResponseType);
}
@@ -101,6 +101,11 @@ namespace CryptoExchange.Net.Objects
} }
} }
/// <summary>
/// Whether concurrent identical requests should be prevented from sharing the same request/response
/// </summary>
public bool PreventRequestCoalescing { get; set; }
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
@@ -53,6 +53,7 @@ namespace CryptoExchange.Net.Objects
/// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param> /// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param>
/// <param name="forcePathEndWithSlash">Force trailing `/`</param> /// <param name="forcePathEndWithSlash">Force trailing `/`</param>
/// <param name="identifier">Optional request identifier override</param> /// <param name="identifier">Optional request identifier override</param>
/// <param name="preventRequestCoalescing">Whether concurrent identical requests should be prevented from sharing the same request/response</param>
/// <returns></returns> /// <returns></returns>
public RequestDefinition GetOrCreate( public RequestDefinition GetOrCreate(
HttpMethod method, HttpMethod method,
@@ -68,7 +69,8 @@ namespace CryptoExchange.Net.Objects
bool? preventCaching = null, bool? preventCaching = null,
bool? tryParseOnNonSuccess = null, bool? tryParseOnNonSuccess = null,
bool? forcePathEndWithSlash = null, bool? forcePathEndWithSlash = null,
string? identifier = null) string? identifier = null,
bool? preventRequestCoalescing = null)
{ {
var identifierToUse = identifier ?? $"{path}{method.Method}{baseAddress}"; var identifierToUse = identifier ?? $"{path}{method.Method}{baseAddress}";
if (!_definitions.TryGetValue(identifierToUse, out var def)) if (!_definitions.TryGetValue(identifierToUse, out var def))
@@ -85,6 +87,7 @@ namespace CryptoExchange.Net.Objects
PreventCaching = preventCaching ?? false, PreventCaching = preventCaching ?? false,
TryParseOnNonSuccess = tryParseOnNonSuccess ?? false, TryParseOnNonSuccess = tryParseOnNonSuccess ?? false,
ForcePathEndWithSlash = forcePathEndWithSlash ?? false, ForcePathEndWithSlash = forcePathEndWithSlash ?? false,
PreventRequestCoalescing = preventRequestCoalescing ?? false,
}; };
_definitions.TryAdd(identifierToUse, def); _definitions.TryAdd(identifierToUse, def);
} }
@@ -1,5 +1,6 @@
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
using System.Diagnostics;
using System.Diagnostics.CodeAnalysis; using System.Diagnostics.CodeAnalysis;
using System.Text; using System.Text;
@@ -8,8 +9,11 @@ namespace CryptoExchange.Net.Objects;
/// <summary> /// <summary>
/// Call result /// Call result
/// </summary> /// </summary>
[DebuggerDisplay("{DebugView,nq}")]
public record CallResult : ICallResult public record CallResult : ICallResult
{ {
private string DebugView => Success ? "Success" : $"Error: {Error}";
private static CallResult _successResult = new CallResult(); private static CallResult _successResult = new CallResult();
/// <inheritdoc /> /// <inheritdoc />
@@ -1,6 +1,7 @@
using CryptoExchange.Net.SharedApis; using CryptoExchange.Net.SharedApis;
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
using System.Diagnostics;
using System.Diagnostics.CodeAnalysis; using System.Diagnostics.CodeAnalysis;
using System.Net; using System.Net;
using System.Net.Http; using System.Net.Http;
@@ -12,8 +13,11 @@ namespace CryptoExchange.Net.Objects;
/// <summary> /// <summary>
/// HTTP call result /// HTTP call result
/// </summary> /// </summary>
[DebuggerDisplay("{DebugView,nq}")]
public record HttpResult : IHttpResult public record HttpResult : IHttpResult
{ {
private string DebugView => $"[Req {RequestId}] " + (Success ? "Success" : $"Error: {Error}");
/// <summary> /// <summary>
/// Create a new success HTTP result /// Create a new success HTTP result
/// </summary> /// </summary>
@@ -251,8 +255,32 @@ public record HttpResult : IHttpResult
/// <inheritdoc /> /// <inheritdoc />
[DebuggerDisplay("{DebugView,nq}")]
public record HttpResult<T> : HttpResult, IHttpResult<T> public record HttpResult<T> : HttpResult, IHttpResult<T>
{ {
private string DebugView
{
get
{
var result = new StringBuilder($"[Req {RequestId}] " + (Success ? "Success" : $"Error: {Error}"));
if (Data != null)
{
result.Append(", ");
var typeName = typeof(T).Name;
if (Data is Array ar)
{
result.Append($"{ar.Length} {typeName.Substring(0, typeName.Length - 2)}");
}
else
{
result.Append(typeName);
}
}
return result.ToString();
}
}
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
@@ -40,4 +40,16 @@ public interface ICallResult<T> : ICallResult
/// The result data, only available when Success = true /// The result data, only available when Success = true
/// </summary> /// </summary>
T? Data { get; } T? Data { get; }
}
/// <summary>
/// Exchange call result
/// </summary>
/// <typeparam name="T">Result data type</typeparam>
public interface IExchangeCallResult<T> : ICallResult, ICallResult<T>
{
/// <summary>
/// Exchange name
/// </summary>
public string Exchange { get; set; }
} }
@@ -79,7 +79,7 @@ namespace CryptoExchange.Net.Objects
/// HTTP call result /// HTTP call result
/// </summary> /// </summary>
/// <typeparam name="T">Result data type</typeparam> /// <typeparam name="T">Result data type</typeparam>
public interface IHttpResult<T> : IHttpResult, ICallResult<T> public interface IHttpResult<T> : IHttpResult, IExchangeCallResult<T>
{ {
} }
} }
@@ -42,7 +42,7 @@ namespace CryptoExchange.Net.Objects
/// WebSocket call result /// WebSocket call result
/// </summary> /// </summary>
/// <typeparam name="T">Data result type</typeparam> /// <typeparam name="T">Data result type</typeparam>
public interface IWebSocketResult<T> : IWebSocketResult, ICallResult<T> public interface IWebSocketResult<T> : IWebSocketResult, IExchangeCallResult<T>
{ {
} }
@@ -1,5 +1,6 @@
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
using System.Diagnostics;
using System.Diagnostics.CodeAnalysis; using System.Diagnostics.CodeAnalysis;
using System.Text; using System.Text;
@@ -8,8 +9,11 @@ namespace CryptoExchange.Net.Objects;
/// <summary> /// <summary>
/// WebSocket call result /// WebSocket call result
/// </summary> /// </summary>
[DebuggerDisplay("{DebugView,nq}")]
public record WebSocketResult : IWebSocketResult public record WebSocketResult : IWebSocketResult
{ {
private string DebugView => $"[Sckt {ConnectionId}] " + (RequestId == null ? "" : $"[Req {RequestId}] ") + (Success ? "Success" : $"Error: {Error}");
/// <summary> /// <summary>
/// ctor /// ctor
/// </summary> /// </summary>
@@ -183,7 +187,7 @@ public record WebSocketResult<T> : WebSocketResult, IWebSocketResult<T>
} }
/// <inheritdoc /> /// <inheritdoc />
public record QueryResult : WebSocketResult public record QueryResult : WebSocketResult, IQueryResult
{ {
/// <summary> /// <summary>
/// ctor /// ctor
@@ -208,6 +212,8 @@ public record QueryResult : WebSocketResult
Url = result.Url, Url = result.Url,
RequestId = result.RequestId, RequestId = result.RequestId,
ResponseTime = result.ResponseTime, ResponseTime = result.ResponseTime,
OriginalData = result.OriginalData,
RequestBody = result.RequestBody
}; };
/// <summary> /// <summary>
@@ -288,6 +294,9 @@ public record QueryResult : WebSocketResult
/// <inheritdoc /> /// <inheritdoc />
public string? RequestBody { get; init; } public string? RequestBody { get; init; }
/// <inheritdoc />
public string? OriginalData { get; init; }
} }
/// <inheritdoc /> /// <inheritdoc />
@@ -314,7 +323,4 @@ public record QueryResult<T> : QueryResult, IQueryResult<T>
public new bool Success => Error == null; public new bool Success => Error == null;
/// <inheritdoc /> /// <inheritdoc />
public T? Data { get; set; } public T? Data { get; set; }
/// <inheritdoc />
public string? OriginalData { get; init; }
} }
@@ -165,7 +165,10 @@ namespace CryptoExchange.Net.Objects.Sockets
{ {
StreamId = StreamId, StreamId = StreamId,
UpdateType = UpdateType, UpdateType = UpdateType,
Symbol = Symbol Symbol = Symbol,
DataTime = DataTime,
DataTimeLocal = DataTimeLocal,
SequenceNumber = SequenceNumber
}; };
} }
@@ -0,0 +1,209 @@
using CryptoExchange.Net.Sockets;
using CryptoExchange.Net.Sockets.Default;
using CryptoExchange.Net.Sockets.Default.Routing;
using Microsoft.Extensions.Logging.Abstractions;
using System;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Objects.Sockets
{
/// <summary>
/// Controller for an update subscription which isn't backed by a websocket connection. Can be used for testing.
/// </summary>
public class ManualUpdateSubscription
{
private readonly Func<Task> _closeAsync;
private readonly Func<Task> _reconnectAsync;
private readonly Func<Task<CallResult>> _resubscribeAsync;
private readonly ManualSubscription _manualSubscription;
private int _closedEventInvoked;
/// <summary>
/// The update subscription
/// </summary>
public UpdateSubscription Subscription { get; }
/// <summary>
/// The virtual socket id
/// </summary>
public int SocketId { get; }
/// <summary>
/// The last timestamp anything was received by the subscription
/// </summary>
public DateTime? LastReceiveTime { get; private set; }
/// <summary>
/// The current virtual websocket status
/// </summary>
public SocketStatus SocketStatus { get; private set; }
/// <summary>
/// Create a manually controlled update subscription
/// </summary>
/// <param name="socketId">The virtual socket id</param>
/// <param name="closeAsync">Callback when the subscription is closed</param>
/// <param name="reconnectAsync">Callback when a reconnect is requested</param>
/// <param name="resubscribeAsync">Callback when a resubscribe is requested</param>
public ManualUpdateSubscription(
int socketId = 0,
Func<Task>? closeAsync = null,
Func<Task>? reconnectAsync = null,
Func<Task<CallResult>>? resubscribeAsync = null)
{
SocketId = socketId;
SocketStatus = SocketStatus.Connected;
_closeAsync = closeAsync ?? (() => Task.CompletedTask);
_reconnectAsync = reconnectAsync ?? (() => Task.CompletedTask);
_resubscribeAsync = resubscribeAsync ?? (() => Task.FromResult(CallResult.Ok()));
_manualSubscription = new ManualSubscription();
_manualSubscription.Status = SubscriptionStatus.Subscribed;
Subscription = new UpdateSubscription(this, _manualSubscription);
}
/// <summary>
/// Set the last timestamp anything was received by the subscription
/// </summary>
/// <param name="timestamp">The receive timestamp</param>
public void SetLastReceiveTime(DateTime? timestamp)
{
LastReceiveTime = timestamp;
}
/// <summary>
/// Set the virtual websocket status
/// </summary>
/// <param name="status">The status</param>
public void SetSocketStatus(SocketStatus status)
{
SocketStatus = status;
}
/// <summary>
/// Set the subscription status
/// </summary>
/// <param name="status">The status</param>
public void SetSubscriptionStatus(SubscriptionStatus status)
{
_manualSubscription.Status = status;
}
/// <summary>
/// Invoke the connection lost event
/// </summary>
public void InvokeConnectionLost()
{
Subscription.HandleConnectionLostEvent();
}
/// <summary>
/// Invoke the connection restored event
/// </summary>
/// <param name="disconnectedPeriod">The period the connection was disconnected</param>
public void InvokeConnectionRestored(TimeSpan disconnectedPeriod)
{
Subscription.HandleConnectionRestoredEvent(disconnectedPeriod);
}
/// <summary>
/// Invoke the connection closed event
/// </summary>
public void InvokeConnectionClosed()
{
if (Interlocked.Exchange(ref _closedEventInvoked, 1) != 0)
return;
SocketStatus = SocketStatus.Closed;
_manualSubscription.Status = SubscriptionStatus.Closed;
Subscription.HandleConnectionClosedEvent();
}
/// <summary>
/// Invoke the resubscribing failed event
/// </summary>
/// <param name="error">The resubscribe error</param>
public void InvokeResubscribingFailed(Error error)
{
if (error == null)
throw new ArgumentNullException(nameof(error));
Subscription.HandleResubscribeFailedEvent(error);
}
/// <summary>
/// Invoke the activity paused event
/// </summary>
public void InvokeActivityPaused()
{
Subscription.HandlePausedEvent();
}
/// <summary>
/// Invoke the activity unpaused event
/// </summary>
public void InvokeActivityUnpaused()
{
Subscription.HandleUnpausedEvent();
}
/// <summary>
/// Invoke the exception event
/// </summary>
/// <param name="exception">The exception</param>
public void InvokeException(Exception exception)
{
if (exception == null)
throw new ArgumentNullException(nameof(exception));
_manualSubscription.InvokeExceptionHandler(exception);
}
internal async Task CloseAsync()
{
if (_manualSubscription.Status == SubscriptionStatus.Closed
|| _manualSubscription.Status == SubscriptionStatus.Closing)
return;
_manualSubscription.Status = SubscriptionStatus.Closing;
try
{
await _closeAsync().ConfigureAwait(false);
}
finally
{
_manualSubscription.Status = SubscriptionStatus.Closed;
}
}
internal Task ReconnectAsync()
{
return _reconnectAsync();
}
internal Task<CallResult> ResubscribeAsync()
{
return _resubscribeAsync();
}
private class ManualSubscription : Subscription
{
public ManualSubscription()
: base(NullLogger.Instance, false)
{
MessageRouter = MessageRouter.Create();
}
protected override Query? GetSubQuery(SocketConnection connection)
{
return null;
}
protected override Query? GetUnsubQuery(SocketConnection connection)
{
return null;
}
}
}
}
@@ -12,7 +12,8 @@ namespace CryptoExchange.Net.Objects.Sockets
/// </summary> /// </summary>
public class UpdateSubscription public class UpdateSubscription
{ {
private readonly SocketConnection _connection; private readonly SocketConnection? _connection;
private readonly ManualUpdateSubscription? _manualSubscription;
internal readonly Subscription _subscription; internal readonly Subscription _subscription;
#if NET9_0_OR_GREATER #if NET9_0_OR_GREATER
@@ -102,7 +103,7 @@ namespace CryptoExchange.Net.Objects.Sockets
/// <summary> /// <summary>
/// The id of the socket /// The id of the socket
/// </summary> /// </summary>
public int SocketId => _connection.SocketId; public int SocketId => _connection?.SocketId ?? _manualSubscription!.SocketId;
/// <summary> /// <summary>
/// The id of the subscription /// The id of the subscription
@@ -112,12 +113,12 @@ namespace CryptoExchange.Net.Objects.Sockets
/// <summary> /// <summary>
/// The last timestamp anything was received from the server /// The last timestamp anything was received from the server
/// </summary> /// </summary>
public DateTime? LastReceiveTime => _connection.LastReceiveTime; public DateTime? LastReceiveTime => _connection?.LastReceiveTime ?? _manualSubscription!.LastReceiveTime;
/// <summary> /// <summary>
/// The current websocket status /// The current websocket status
/// </summary> /// </summary>
public SocketStatus SocketStatus => _connection.Status; public SocketStatus SocketStatus => _connection?.Status ?? _manualSubscription!.SocketStatus;
/// <summary> /// <summary>
/// The current subscription status /// The current subscription status
@@ -143,6 +144,18 @@ namespace CryptoExchange.Net.Objects.Sockets
_subscription.StatusChanged += (x) => SubscriptionStatusChanged?.Invoke(x); _subscription.StatusChanged += (x) => SubscriptionStatusChanged?.Invoke(x);
} }
/// <summary>
/// ctor
/// </summary>
/// <param name="manualSubscription">The manual subscription for controlling events and data</param>
/// <param name="subscription">The subscription</param>
internal UpdateSubscription(ManualUpdateSubscription manualSubscription, Subscription subscription)
{
_manualSubscription = manualSubscription;
_subscription = subscription;
_subscription.StatusChanged += (x) => SubscriptionStatusChanged?.Invoke(x);
}
private void UnsubscribeConnectionEvents() private void UnsubscribeConnectionEvents()
{ {
lock (_eventLock) lock (_eventLock)
@@ -150,22 +163,26 @@ namespace CryptoExchange.Net.Objects.Sockets
if (!_connectionEventsSubscribed) if (!_connectionEventsSubscribed)
return; return;
_connection.ConnectionClosed -= HandleConnectionClosedEvent; if (_connection != null)
_connection.ConnectionLost -= HandleConnectionLostEvent; {
_connection.ConnectionRestored -= HandleConnectionRestoredEvent; _connection.ConnectionClosed -= HandleConnectionClosedEvent;
_connection.ResubscribingFailed -= HandleResubscribeFailedEvent; _connection.ConnectionLost -= HandleConnectionLostEvent;
_connection.ActivityPaused -= HandlePausedEvent; _connection.ConnectionRestored -= HandleConnectionRestoredEvent;
_connection.ActivityUnpaused -= HandleUnpausedEvent; _connection.ResubscribingFailed -= HandleResubscribeFailedEvent;
_connection.ActivityPaused -= HandlePausedEvent;
_connection.ActivityUnpaused -= HandleUnpausedEvent;
}
_connectionEventsSubscribed = false; _connectionEventsSubscribed = false;
} }
} }
private void HandleConnectionClosedEvent() internal void HandleConnectionClosedEvent()
{ {
UnsubscribeConnectionEvents(); UnsubscribeConnectionEvents();
// If we're not the subscription closing this connection don't bother emitting // If we're not the subscription closing this connection don't bother emitting
if (!_subscription.IsClosingConnection) if (_connection != null && !_subscription.IsClosingConnection)
return; return;
List<Action> handlers; List<Action> handlers;
@@ -176,7 +193,7 @@ namespace CryptoExchange.Net.Objects.Sockets
callback(); callback();
} }
private void HandleConnectionLostEvent() internal void HandleConnectionLostEvent()
{ {
if (!_subscription.Active) if (!_subscription.Active)
{ {
@@ -192,7 +209,7 @@ namespace CryptoExchange.Net.Objects.Sockets
callback(); callback();
} }
private void HandleConnectionRestoredEvent(TimeSpan period) internal void HandleConnectionRestoredEvent(TimeSpan period)
{ {
if (!_subscription.Active) if (!_subscription.Active)
{ {
@@ -208,7 +225,7 @@ namespace CryptoExchange.Net.Objects.Sockets
callback(period); callback(period);
} }
private void HandleResubscribeFailedEvent(Error error) internal void HandleResubscribeFailedEvent(Error error)
{ {
if (!_subscription.Active) if (!_subscription.Active)
{ {
@@ -224,7 +241,7 @@ namespace CryptoExchange.Net.Objects.Sockets
callback(error); callback(error);
} }
private void HandlePausedEvent() internal void HandlePausedEvent()
{ {
if (!_subscription.Active) if (!_subscription.Active)
{ {
@@ -240,7 +257,7 @@ namespace CryptoExchange.Net.Objects.Sockets
callback(); callback();
} }
private void HandleUnpausedEvent() internal void HandleUnpausedEvent()
{ {
if (!_subscription.Active) if (!_subscription.Active)
{ {
@@ -262,7 +279,10 @@ namespace CryptoExchange.Net.Objects.Sockets
/// <returns></returns> /// <returns></returns>
public Task CloseAsync() public Task CloseAsync()
{ {
return _connection.CloseAsync(_subscription); if (_connection != null)
return _connection.CloseAsync(_subscription);
return _manualSubscription!.CloseAsync();
} }
/// <summary> /// <summary>
@@ -271,7 +291,10 @@ namespace CryptoExchange.Net.Objects.Sockets
/// <returns></returns> /// <returns></returns>
public Task ReconnectAsync() public Task ReconnectAsync()
{ {
return _connection.TriggerReconnectAsync(); if (_connection != null)
return _connection.TriggerReconnectAsync();
return _manualSubscription!.ReconnectAsync();
} }
/// <summary> /// <summary>
@@ -280,7 +303,13 @@ namespace CryptoExchange.Net.Objects.Sockets
/// <returns></returns> /// <returns></returns>
internal async Task UnsubscribeAsync() internal async Task UnsubscribeAsync()
{ {
await _connection.UnsubscribeAsync(_subscription).ConfigureAwait(false); if (_connection != null)
{
await _connection.UnsubscribeAsync(_subscription).ConfigureAwait(false);
return;
}
await _manualSubscription!.CloseAsync().ConfigureAwait(false);
} }
/// <summary> /// <summary>
@@ -289,7 +318,10 @@ namespace CryptoExchange.Net.Objects.Sockets
/// <returns></returns> /// <returns></returns>
internal async Task<CallResult> ResubscribeAsync() internal async Task<CallResult> ResubscribeAsync()
{ {
return await _connection.ResubscribeAsync(_subscription).ConfigureAwait(false); if (_connection != null)
return await _connection.ResubscribeAsync(_subscription).ConfigureAwait(false);
return await _manualSubscription!.ResubscribeAsync().ConfigureAwait(false);
} }
} }
} }
@@ -1,4 +1,5 @@
using CryptoExchange.Net.RateLimiting.Interfaces; using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.RateLimiting.Interfaces;
using System; using System;
using System.Collections.Generic; using System.Collections.Generic;
using System.Text; using System.Text;
@@ -64,6 +65,17 @@ namespace CryptoExchange.Net.Objects.Sockets
/// </summary> /// </summary>
public RateLimitingBehaviour RateLimitingBehavior { get; set; } public RateLimitingBehaviour RateLimitingBehavior { get; set; }
/// <summary>
/// A delegate receiving the request definition and the request weight that can be used to determine whether a request should be admitted or rejected based
/// on the request definition and the current rate limit usage ratio. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RequestDefinition, int, RateLimitAdmission?>? RateLimitAdmissionCallbackOptions { get; set; }
/// <summary>
/// A delegate for retrieving the current rate limit admission decision for a specific request. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RateLimitAdmission?>? RateLimitAdmissionCallbackRequest { get; set; }
/// <summary> /// <summary>
/// Encoding for sending/receiving data /// Encoding for sending/receiving data
/// </summary> /// </summary>
@@ -289,6 +289,7 @@ namespace CryptoExchange.Net.OrderBook
if (!startResult.Success) if (!startResult.Success)
{ {
Status = OrderBookStatus.Disconnected; Status = OrderBookStatus.Disconnected;
_queueEvent.Set();
return CallResult.Fail(startResult.Error!); return CallResult.Fail(startResult.Error!);
} }
@@ -104,7 +104,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
} }
/// <inheritdoc /> /// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix) public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{ {
foreach (var filter in _filters) foreach (var filter in _filters)
{ {
@@ -127,7 +127,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker); _trackers.Add(key, tracker);
} }
var delay = tracker.GetWaitTime(requestWeight); var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
if (delay == default) if (delay == default)
return LimitCheck.NotNeeded(Limit, TimeSpan, tracker.Current); return LimitCheck.NotNeeded(Limit, TimeSpan, tracker.Current);
@@ -42,7 +42,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
} }
/// <inheritdoc /> /// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix) public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{ {
if (type != Type) if (type != Type)
return LimitCheck.NotApplicable; return LimitCheck.NotApplicable;
@@ -32,7 +32,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
public string Name => "EndpointLimitGuard"; public string Name => "EndpointLimitGuard";
/// <inheritdoc /> /// <inheritdoc />
public string Description => $"Limit requests to endpoint"; public string Description => _windowType == RateLimitWindowType.Decay ? $"Endpoint limit of {_limit} with a decay rate of {_decayRate}" : $"Limit of {_limit} per {_period}";
/// <summary> /// <summary>
/// ctor /// ctor
@@ -53,7 +53,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
} }
/// <inheritdoc /> /// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix) public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{ {
var key = _keySelector(definition, apiKey) + keySuffix; var key = _keySelector(definition, apiKey) + keySuffix;
if (!_trackers.TryGetValue(key, out var tracker)) if (!_trackers.TryGetValue(key, out var tracker))
@@ -62,7 +62,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker); _trackers.Add(key, tracker);
} }
var delay = tracker.GetWaitTime(requestWeight); var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
if (delay == default) if (delay == default)
return LimitCheck.NotNeeded(_limit, _period, tracker.Current); return LimitCheck.NotNeeded(_limit, _period, tracker.Current);
@@ -53,9 +53,20 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="requestWeight">Request weight</param> /// <param name="requestWeight">Request weight</param>
/// <param name="behaviour">Behaviour when rate limit is hit</param> /// <param name="behaviour">Behaviour when rate limit is hit</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param> /// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="ct">Cancelation token</param> /// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancellation token</param>
/// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns> /// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct); ValueTask<CallResult> ProcessAsync(
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour behaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct);
/// <summary> /// <summary>
/// Enforces the rate limit as defined in the request definition. When a rate limit is hit will wait for the rate limit to pass if RateLimitingBehaviour is Wait, or return an error if it is set to Fail /// Enforces the rate limit as defined in the request definition. When a rate limit is hit will wait for the rate limit to pass if RateLimitingBehaviour is Wait, or return an error if it is set to Fail
@@ -69,9 +80,21 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="behaviour">Behaviour when rate limit is hit</param> /// <param name="behaviour">Behaviour when rate limit is hit</param>
/// <param name="requestWeight">The weight to apply to the limit guard</param> /// <param name="requestWeight">The weight to apply to the limit guard</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param> /// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancelation token</param> /// <param name="ct">Cancelation token</param>
/// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns> /// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
ValueTask<CallResult> ProcessSingleAsync(ILogger logger, int itemId, IRateLimitGuard guard, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct); ValueTask<CallResult> ProcessSingleAsync(
ILogger logger,
int itemId,
IRateLimitGuard guard,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour behaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct);
/// <summary> /// <summary>
/// Reset the limit for the specified parameters /// Reset the limit for the specified parameters
@@ -25,8 +25,9 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="apiKey">The API key</param> /// <param name="apiKey">The API key</param>
/// <param name="requestWeight">The request weight</param> /// <param name="requestWeight">The request weight</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param> /// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <returns></returns> /// <returns></returns>
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix); LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio);
/// <summary> /// <summary>
/// Apply the request to this guard with the specified weight /// Apply the request to this guard with the specified weight
@@ -22,9 +22,7 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <summary> /// <summary>
/// Get the time to wait to fit the weight /// Get the time to wait to fit the weight
/// </summary> /// </summary>
/// <param name="weight"></param> TimeSpan GetWaitTime(int weight, double allowedRateRatio);
/// <returns></returns>
TimeSpan GetWaitTime(int weight);
/// <summary> /// <summary>
/// Register the weight in this window /// Register the weight in this window
/// </summary> /// </summary>
@@ -0,0 +1,32 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.RateLimiting
{
/// <summary>
/// Rate limit admission decision result
/// </summary>
public record RateLimitAdmission
{
/// <summary>
/// Value ratio between 0 and 1
/// </summary>
public double MaxUtilizationRatio { get; }
private RateLimitAdmission(double maxUtilizationValue) {
if (maxUtilizationValue <= 0 || maxUtilizationValue > 1)
throw new ArgumentOutOfRangeException(nameof(maxUtilizationValue), "Max utilization value must be bigger than 0 and less than or equal to 1");
MaxUtilizationRatio = maxUtilizationValue;
}
/// <summary>
/// Only allow the request when below a certain ratio of the rate limit, for example 0.5 means it can use a max of 50% of the rate limit,
/// 1 means it's allowed to use the full rate limit.
/// </summary>
/// <param name="value">0.5 means a max use 50% of the rate limit, 1 means the request is allowed to use the full rate limit</param>
public static RateLimitAdmission WithMaxUtilizationRatio(double value)
=> new RateLimitAdmission(value);
}
}
@@ -37,14 +37,24 @@ namespace CryptoExchange.Net.RateLimiting
} }
/// <inheritdoc /> /// <inheritdoc />
public async ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct) public async ValueTask<CallResult> ProcessAsync(
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{ {
await _semaphore.WaitAsync(ct).ConfigureAwait(false); await _semaphore.WaitAsync(ct).ConfigureAwait(false);
bool release = true; bool release = true;
_waitingCount++; _waitingCount++;
try try
{ {
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false); return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
} }
catch (TaskCanceledException tce) catch (TaskCanceledException tce)
{ {
@@ -71,6 +81,7 @@ namespace CryptoExchange.Net.RateLimiting
int requestWeight, int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour, RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix, string? keySuffix,
double allowedRateRatio,
CancellationToken ct) CancellationToken ct)
{ {
await _semaphore.WaitAsync(ct).ConfigureAwait(false); await _semaphore.WaitAsync(ct).ConfigureAwait(false);
@@ -78,7 +89,7 @@ namespace CryptoExchange.Net.RateLimiting
_waitingCount++; _waitingCount++;
try try
{ {
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false); return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
} }
catch (TaskCanceledException tce) catch (TaskCanceledException tce)
{ {
@@ -94,12 +105,23 @@ namespace CryptoExchange.Net.RateLimiting
} }
} }
private async ValueTask<CallResult> CheckGuardsAsync(IEnumerable<IRateLimitGuard> guards, ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct) private async ValueTask<CallResult> CheckGuardsAsync(
IEnumerable<IRateLimitGuard> guards,
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{ {
foreach (var guard in guards) foreach (var guard in guards)
{ {
// Check if a wait is needed for this guard // Check if a wait is needed for this guard
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix); var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix, allowedRateRatio);
if (result.Delay != TimeSpan.Zero && rateLimitingBehaviour == RateLimitingBehaviour.Fail) if (result.Delay != TimeSpan.Zero && rateLimitingBehaviour == RateLimitingBehaviour.Fail)
{ {
// Delay is needed and limit behaviour is to fail the request // Delay is needed and limit behaviour is to fail the request
@@ -109,7 +131,10 @@ namespace CryptoExchange.Net.RateLimiting
logger.RateLimitRequestFailed(itemId, definition.Path, guard.Name, guard.Description); logger.RateLimitRequestFailed(itemId, definition.Path, guard.Name, guard.Description);
RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour)); RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
return CallResult.Fail(new ClientRateLimitError($"Rate limit check failed on guard {guard.Name}; {guard.Description}")); var errorMsg = $"Rate limit check failed on guard {guard.Name}; {guard.Description}";
if (allowedRateRatio < 1)
errorMsg += $" with allowed ratio {allowedRateRatio}";
return CallResult.Fail(new ClientRateLimitError(errorMsg));
} }
if (result.Delay != TimeSpan.Zero) if (result.Delay != TimeSpan.Zero)
@@ -117,7 +142,14 @@ namespace CryptoExchange.Net.RateLimiting
// Delay is needed and limit behaviour is to wait for the request to be under the limit // Delay is needed and limit behaviour is to wait for the request to be under the limit
_semaphore.Release(); _semaphore.Release();
var description = result.Limit == null ? guard.Description : $"{guard.Description}, Request weight: {requestWeight}, Current: {result.Current}, Limit: {result.Limit}, requests now being limited: {_waitingCount}"; var description =
result.Limit == null
? guard.Description
: $"{guard.Description}, Request weight: {requestWeight}," +
$" Current: {result.Current}" +
$", Limit: {result.Limit}" +
(allowedRateRatio < 1 ? $", Allowed ratio: {allowedRateRatio}" : "") +
$", requests now being limited: {_waitingCount}";
if (type == RateLimitItemType.Connection) if (type == RateLimitItemType.Connection)
logger.RateLimitDelayingConnection(itemId, result.Delay, guard.Name, description); logger.RateLimitDelayingConnection(itemId, result.Delay, guard.Name, description);
else else
@@ -126,7 +158,7 @@ namespace CryptoExchange.Net.RateLimiting
RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour)); RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
await Task.Delay((int)result.Delay.TotalMilliseconds + 1, ct).ConfigureAwait(false); await Task.Delay((int)result.Delay.TotalMilliseconds + 1, ct).ConfigureAwait(false);
await _semaphore.WaitAsync(ct).ConfigureAwait(false); await _semaphore.WaitAsync(ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false); return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
} }
} }
@@ -41,22 +41,31 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
} }
/// <inheritdoc /> /// <inheritdoc />
public TimeSpan GetWaitTime(int weight) public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{ {
// Decrease the counter based on the last update time and decay rate // Decrease the counter based on the last update time and decay rate
DecreaseCounter(DateTime.UtcNow); DecreaseCounter(DateTime.UtcNow);
if (Current + weight > Limit) if ((Current + weight) / (double)Limit > allowedRateRatio)
{ {
// The weight would cause the rate limit to be passed // The weight would cause the rate limit to be passed
if (Current == 0) if (Current == 0)
{ {
throw new Exception("Request limit reached without any prior request. " + if (allowedRateRatio < 1)
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}"); {
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
} }
// Determine the time to wait before this weight can be applied without going over the rate limit // Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight); return DetermineWaitTime(weight, allowedRateRatio);
} }
// Weight can fit without going over limit // Weight can fit without going over limit
@@ -90,10 +99,11 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
/// Determine the time to wait before the weight would fit /// Determine the time to wait before the weight would fit
/// </summary> /// </summary>
/// <param name="requestWeight"></param> /// <param name="requestWeight"></param>
/// <param name="allowedRateRatio"></param>
/// <returns></returns> /// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight) private TimeSpan DetermineWaitTime(int requestWeight, double allowedRateRatio)
{ {
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0); var weightToRemove = Math.Max(Current + requestWeight - Limit * allowedRateRatio, 0);
var result = TimeSpan.FromMilliseconds(Math.Ceiling(weightToRemove / DecreaseRate) * TimePeriod.TotalMilliseconds); var result = TimeSpan.FromMilliseconds(Math.Ceiling(weightToRemove / DecreaseRate) * TimePeriod.TotalMilliseconds);
if (result < TimeSpan.Zero) if (result < TimeSpan.Zero)
return TimeSpan.Zero; return TimeSpan.Zero;
@@ -53,7 +53,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
} }
} }
public TimeSpan GetWaitTime(int weight) public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{ {
// Remove requests no longer in time period from the history // Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow; var checkTime = DateTime.UtcNow;
@@ -63,13 +63,22 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
if (Current == 0) if (Current == 0)
_nextReset = null; _nextReset = null;
if (Current + weight > Limit) if ((Current + weight) / (double)Limit > allowedRateRatio)
{ {
// The weight would cause the rate limit to be passed // The weight would cause the rate limit to be passed
if (Current == 0) if (Current == 0)
{ {
throw new Exception("Request limit reached without any prior request. " + if (allowedRateRatio < 1)
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}"); {
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
} }
// Determine the time to wait before this weight can be applied without going over the rate limit // Determine the time to wait before this weight can be applied without going over the rate limit
@@ -52,19 +52,28 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
} }
/// <inheritdoc /> /// <inheritdoc />
public TimeSpan GetWaitTime(int weight) public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{ {
// Remove requests no longer in time period from the history // Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow; var checkTime = DateTime.UtcNow;
RemoveBefore(checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks))); RemoveBefore(checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks)));
if (Current + weight > Limit) if ((Current + weight) / (double)Limit > allowedRateRatio)
{ {
// The weight would cause the rate limit to be passed // The weight would cause the rate limit to be passed
if (Current == 0) if (Current == 0)
{ {
throw new Exception("Request limit reached without any prior request. " + if (allowedRateRatio < 1)
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}"); {
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
} }
// Determine the time to wait before this weight can be applied without going over the rate limit // Determine the time to wait before this weight can be applied without going over the rate limit
@@ -53,22 +53,31 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
} }
/// <inheritdoc /> /// <inheritdoc />
public TimeSpan GetWaitTime(int weight) public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{ {
// Remove requests no longer in time period from the history // Remove requests no longer in time period from the history
RemoveBefore(DateTime.UtcNow - TimePeriod); RemoveBefore(DateTime.UtcNow - TimePeriod);
if (Current + weight > Limit) if ((Current + weight) / (double)Limit > allowedRateRatio)
{ {
// The weight would cause the rate limit to be passed // The weight would cause the rate limit to be passed
if (Current == 0) if (Current == 0)
{ {
throw new Exception("Request limit reached without any prior request. " + if (allowedRateRatio < 1)
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}"); {
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
} }
// Determine the time to wait before this weight can be applied without going over the rate limit // Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight); return DetermineWaitTime(weight, allowedRateRatio);
} }
// Weight can fit without going over limit // Weight can fit without going over limit
@@ -108,9 +117,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
/// Determine the time to wait before the weight would fit /// Determine the time to wait before the weight would fit
/// </summary> /// </summary>
/// <returns></returns> /// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight) private TimeSpan DetermineWaitTime(int requestWeight, double allowedRateRatio)
{ {
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0); var weightToRemove = Math.Max(Current + requestWeight - Limit * allowedRateRatio, 0);
var removedWeight = 0; var removedWeight = 0;
for (var i = 0; i < _entries.Count; i++) for (var i = 0; i < _entries.Count; i++)
{ {
@@ -0,0 +1,27 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Catalog of Shared API capability references.
/// </summary>
public static partial class SharedCapabilities
{
/// <summary>
/// Asset capabilities.
/// </summary>
public static class Assets
{
/// <summary>
/// Get asset capability.
/// </summary>
public static SharedRestCapability<IGetAsset, IGetAssetRest> GetAsset { get; } = new();
/// <summary>
/// Get all assets capability.
/// </summary>
public static SharedRestCapability<IGetAllAssets, IGetAllAssetsRest> GetAllAssets { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Balance capabilities.
/// </summary>
public static class Balances
{
/// <summary>
/// Get balances capability.
/// </summary>
public static SharedRestCapability<IGetBalances, IGetBalancesRest> GetBalances { get; } = new();
/// <summary>
/// Subscribe to balance updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeBalancesSocket> SubscribeBalances { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Deposit capabilities.
/// </summary>
public static class Deposits
{
/// <summary>
/// Get deposit addresses capability.
/// </summary>
public static SharedRestCapability<IGetDepositAddresses, IGetDepositAddressesRest> GetDepositAddresses { get; } = new();
/// <summary>
/// Get deposit history capability.
/// </summary>
public static SharedRestCapability<IGetDepositHistory, IGetDepositHistoryRest> GetDepositHistory { get; } = new();
}
}
}
@@ -0,0 +1,21 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Fee capabilities.
/// </summary>
public static class Fees
{
/// <summary>
/// Get fees capability.
/// </summary>
public static SharedRestCapability<IGetFees, IGetFeesRest> GetFees { get; } = new();
}
}
}
@@ -0,0 +1,28 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Funding capabilities.
/// </summary>
public static class Funding
{
/// <summary>
/// Get current funding information capability.
/// </summary>
public static SharedRestCapability<IGetFundingInfo, IGetFundingInfoRest> GetFundingInfo { get; } = new();
/// <summary>
/// Get funding rate history capability.
/// </summary>
public static SharedRestCapability<IGetFundingRateHistory, IGetFundingRateHistoryRest> GetFundingRateHistory { get; } = new();
/// <summary>
/// Get user funding history capability.
/// </summary>
public static SharedRestCapability<IGetUserFundingHistory, IGetUserFundingHistoryRest> GetUserFundingHistory { get; } = new();
}
}
}
@@ -0,0 +1,28 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Index price capabilities.
/// </summary>
public static class IndexPrices
{
/// <summary>
/// Get an index price capability.
/// </summary>
public static SharedRestCapability<IGetIndexPrice, IGetIndexPriceRest> GetIndexPrice { get; } = new();
/// <summary>
/// Get all index prices capability.
/// </summary>
public static SharedRestCapability<IGetAllIndexPrices, IGetAllIndexPricesRest> GetAllIndexPrices { get; } = new();
/// <summary>
/// Subscribe to index price updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeIndexPriceSocket> SubscribeIndexPrice { get; } = new();
}
}
}
@@ -0,0 +1,36 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Kline capabilities.
/// </summary>
public static class Klines
{
/// <summary>
/// Get klines capability.
/// </summary>
public static SharedRestCapability<IGetKlines, IGetKlinesRest> GetKlines { get; } = new();
/// <summary>
/// Get mark price klines capability.
/// </summary>
public static SharedRestCapability<IGetMarkPriceKlines, IGetMarkPriceKlinesRest> GetMarkPriceKlines { get; } = new();
/// <summary>
/// Get index price klines capability.
/// </summary>
public static SharedRestCapability<IGetIndexPriceKlines, IGetIndexPriceKlinesRest> GetIndexPriceKlines { get; } = new();
/// <summary>
/// Subscribe to kline updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeKlinesSocket> SubscribeKlines { get; } = new();
}
}
}
@@ -0,0 +1,20 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Ledger capabilities.
/// </summary>
public static class Ledger
{
/// <summary>
/// Get ledger entries capability.
/// </summary>
public static SharedRestCapability<IGetLedger, IGetLedgerRest> GetLedger { get; } = new();
}
}
}
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Leverage capabilities.
/// </summary>
public static class Leverage
{
/// <summary>
/// Get leverage capability.
/// </summary>
public static SharedRestCapability<IGetLeverage, IGetLeverageRest> GetLeverage { get; } = new();
/// <summary>
/// Set leverage capability.
/// </summary>
public static SharedRestCapability<ISetLeverage, ISetLeverageRest> SetLeverage { get; } = new();
/// <summary>
/// Get leverage tiers capability.
/// </summary>
public static SharedRestCapability<IGetLeverageTiers, IGetLeverageTiersRest> GetLeverageTiers { get; } = new();
}
}
}
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Mark price capabilities.
/// </summary>
public static class MarkPrices
{
/// <summary>
/// Get a mark price capability.
/// </summary>
public static SharedRestCapability<IGetMarkPrice, IGetMarkPriceRest> GetMarkPrice { get; } = new();
/// <summary>
/// Get all mark prices capability.
/// </summary>
public static SharedRestCapability<IGetAllMarkPrices, IGetAllMarkPricesRest> GetAllMarkPrices { get; } = new();
/// <summary>
/// Subscribe to mark price updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeMarkPriceSocket> SubscribeMarkPrice { get; } = new();
}
}
}
@@ -0,0 +1,20 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Open interest capabilities.
/// </summary>
public static class OpenInterest
{
/// <summary>
/// Get open interest capability.
/// </summary>
public static SharedRestCapability<IGetOpenInterest, IGetOpenInterestRest> GetOpenInterest { get; } = new();
}
}
}
@@ -0,0 +1,35 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Order book capabilities.
/// </summary>
public static class OrderBooks
{
/// <summary>
/// Get an order book capability.
/// </summary>
public static SharedRestCapability<IGetOrderBook, IGetOrderBookRest> GetOrderBook { get; } = new();
/// <summary>
/// Get a book ticker capability.
/// </summary>
public static SharedRestCapability<IGetBookTicker, IGetBookTickerRest> GetBookTicker { get; } = new();
/// <summary>
/// Subscribe to order book updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeOrderBookSocket> SubscribeOrderBook { get; } = new();
/// <summary>
/// Subscribe to incremental order book updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeIncrementalOrderBookSocket> SubscribeIncrementalOrderBook { get; } = new();
}
}
}
@@ -0,0 +1,157 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Order capabilities.
/// </summary>
public static class Orders
{
/// <summary>
/// Spot order capabilities.
/// </summary>
public static class Spot
{
/// <summary>
/// Place a spot order capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceSpotOrder, IPlaceSpotOrderRest, IPlaceSpotOrderSocket> PlaceOrder { get; } = new();
/// <summary>
/// Place multiple spot orders capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceMultipleSpotOrders, IPlaceMultipleSpotOrdersRest, IPlaceMultipleSpotOrdersSocket> PlaceMultipleOrders { get; } = new();
/// <summary>
/// Edit a spot order capability.
/// </summary>
public static SharedRestSocketCapability<IEditSpotOrder, IEditSpotOrderRest, IEditSpotOrderSocket> EditOrder { get; } = new();
/// <summary>
/// Edit a spot order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<IEditSpotOrderByClientOrderId, IEditSpotOrderByClientOrderIdRest, IEditSpotOrderByClientOrderIdSocket> EditOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel a spot order capability.
/// </summary>
public static SharedRestSocketCapability<ICancelSpotOrder, ICancelSpotOrderRest, ICancelSpotOrderSocket> CancelOrder { get; } = new();
/// <summary>
/// Cancel a spot order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<ICancelSpotOrderByClientOrderId, ICancelSpotOrderByClientOrderIdRest, ICancelSpotOrderByClientOrderIdSocket> CancelOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel all spot orders capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllSpotOrders, ICancelAllSpotOrdersRest, ICancelAllSpotOrdersSocket> CancelAllOrders { get; } = new();
/// <summary>
/// Cancel all spot orders for a symbol capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllSpotSymbolOrders, ICancelAllSpotSymbolOrdersRest, ICancelAllSpotSymbolOrdersSocket> CancelAllSymbolOrders { get; } = new();
/// <summary>
/// Get a spot order capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrder, IGetSpotOrderRest> GetOrder { get; } = new();
/// <summary>
/// Get a spot order by client order id capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrderByClientOrderId, IGetSpotOrderByClientOrderIdRest> GetOrderByClientOrderId { get; } = new();
/// <summary>
/// Get open spot orders capability.
/// </summary>
public static SharedRestCapability<IGetOpenSpotOrders, IGetOpenSpotOrdersRest> GetOpenOrders { get; } = new();
/// <summary>
/// Get closed spot orders capability.
/// </summary>
public static SharedRestCapability<IGetClosedSpotOrders, IGetClosedSpotOrdersRest> GetClosedOrders { get; } = new();
/// <summary>
/// Subscribe to spot order updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeSpotOrdersSocket> SubscribeOrders { get; } = new();
}
/// <summary>
/// Futures order capabilities.
/// </summary>
public static class Futures
{
/// <summary>
/// Place a futures order capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceFuturesOrder, IPlaceFuturesOrderRest, IPlaceFuturesOrderSocket> PlaceOrder { get; } = new();
/// <summary>
/// Place multiple futures orders capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceMultipleFuturesOrders, IPlaceMultipleFuturesOrdersRest, IPlaceMultipleFuturesOrdersSocket> PlaceMultipleOrders { get; } = new();
/// <summary>
/// Edit a futures order capability.
/// </summary>
public static SharedRestSocketCapability<IEditFuturesOrder, IEditFuturesOrderRest, IEditFuturesOrderSocket> EditOrder { get; } = new();
/// <summary>
/// Edit a futures order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<IEditFuturesOrderByClientOrderId, IEditFuturesOrderByClientOrderIdRest, IEditFuturesOrderByClientOrderIdSocket> EditOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel a futures order capability.
/// </summary>
public static SharedRestSocketCapability<ICancelFuturesOrder, ICancelFuturesOrderRest, ICancelFuturesOrderSocket> CancelOrder { get; } = new();
/// <summary>
/// Cancel a futures order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<ICancelFuturesOrderByClientOrderId, ICancelFuturesOrderByClientOrderIdRest, ICancelFuturesOrderByClientOrderIdSocket> CancelOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel all futures orders capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllFuturesOrders, ICancelAllFuturesOrdersRest, ICancelAllFuturesOrdersSocket> CancelAllOrders { get; } = new();
/// <summary>
/// Cancel all futures orders for a symbol capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllFuturesSymbolOrders, ICancelAllFuturesSymbolOrdersRest, ICancelAllFuturesSymbolOrdersSocket> CancelAllSymbolOrders { get; } = new();
/// <summary>
/// Get a futures order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrder, IGetFuturesOrderRest> GetOrder { get; } = new();
/// <summary>
/// Get a futures order by client order id capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrderByClientOrderId, IGetFuturesOrderByClientOrderIdRest> GetOrderByClientOrderId { get; } = new();
/// <summary>
/// Get open futures orders capability.
/// </summary>
public static SharedRestCapability<IGetOpenFuturesOrders, IGetOpenFuturesOrdersRest> GetOpenOrders { get; } = new();
/// <summary>
/// Get closed futures orders capability.
/// </summary>
public static SharedRestCapability<IGetClosedFuturesOrders, IGetClosedFuturesOrdersRest> GetClosedOrders { get; } = new();
/// <summary>
/// Subscribe to futures order updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeFuturesOrdersSocket> SubscribeOrders { get; } = new();
}
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Position mode capabilities.
/// </summary>
public static class PositionMode
{
/// <summary>
/// Get position mode capability.
/// </summary>
public static SharedRestCapability<IGetPositionMode, IGetPositionModeRest> GetPositionMode { get; } = new();
/// <summary>
/// Set position mode capability.
/// </summary>
public static SharedRestCapability<ISetPositionMode, ISetPositionModeRest> SetPositionMode { get; } = new();
}
}
}
@@ -0,0 +1,35 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Position capabilities.
/// </summary>
public static class Positions
{
/// <summary>
/// Get positions capability.
/// </summary>
public static SharedRestCapability<IGetPositions, IGetPositionsRest> GetPositions { get; } = new();
/// <summary>
/// Get position history capability.
/// </summary>
public static SharedRestCapability<IGetPositionHistory, IGetPositionHistoryRest> GetPositionHistory { get; } = new();
/// <summary>
/// Close a full position capability.
/// </summary>
public static SharedRestCapability<ICloseFullPosition, ICloseFullPositionRest> CloseFullPosition { get; } = new();
/// <summary>
/// Subscribe to position updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribePositionsSocket> SubscribePositions { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Symbol capabilities.
/// </summary>
public static class Symbols
{
/// <summary>
/// Get spot symbols capability.
/// </summary>
public static SharedRestCapability<IGetSpotSymbols, IGetSpotSymbolsRest> GetSpotSymbols { get; } = new();
/// <summary>
/// Get futures symbols capability.
/// </summary>
public static SharedRestCapability<IGetFuturesSymbols, IGetFuturesSymbolsRest> GetFuturesSymbols { get; } = new();
}
}
}
@@ -0,0 +1,40 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Ticker capabilities.
/// </summary>
public static class Tickers
{
/// <summary>
/// Get a ticker capability.
/// </summary>
public static SharedRestCapability<IGetTicker, IGetTickerRest> GetTicker { get; } = new();
/// <summary>
/// Get all tickers capability.
/// </summary>
public static SharedRestCapability<IGetAllTickers, IGetAllTickersRest> GetAllTickers { get; } = new();
/// <summary>
/// Subscribe to ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeTickerSocket> SubscribeTicker { get; } = new();
/// <summary>
/// Subscribe to all ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeAllTickersSocket> SubscribeAllTickers { get; } = new();
/// <summary>
/// Subscribe to book ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeBookTickerSocket> SubscribeBookTicker { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Take profit and stop loss capabilities.
/// </summary>
public static class TpSl
{
/// <summary>
/// Set futures take profit or stop loss capability.
/// </summary>
public static SharedRestCapability<ISetFuturesTpSl, ISetFuturesTpSlRest> SetFuturesTpSl { get; } = new();
/// <summary>
/// Cancel futures take profit or stop loss capability.
/// </summary>
public static SharedRestCapability<ICancelFuturesTpSl, ICancelFuturesTpSlRest> CancelFuturesTpSl { get; } = new();
}
}
}
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Public trade capabilities.
/// </summary>
public static class Trades
{
/// <summary>
/// Get recent trades capability.
/// </summary>
public static SharedRestCapability<IGetRecentTrades, IGetRecentTradesRest> GetRecentTrades { get; } = new();
/// <summary>
/// Get trade history capability.
/// </summary>
public static SharedRestCapability<IGetTradeHistory, IGetTradeHistoryRest> GetTradeHistory { get; } = new();
/// <summary>
/// Subscribe to trade updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeTradesSocket> SubscribeTrades { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Transfer capabilities.
/// </summary>
public static class Transfers
{
/// <summary>
/// Transfer assets capability.
/// </summary>
public static SharedRestCapability<ITransfer, ITransferRest> Transfer { get; } = new();
/// <summary>
/// Get transfer history capability.
/// </summary>
public static SharedRestCapability<IGetTransferHistory, IGetTransferHistoryRest> GetTransferHistory { get; } = new();
}
}
}
@@ -0,0 +1,57 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Trigger order capabilities.
/// </summary>
public static class TriggerOrders
{
/// <summary>
/// Spot trigger order capabilities.
/// </summary>
public static class Spot
{
/// <summary>
/// Place a spot trigger order capability.
/// </summary>
public static SharedRestCapability<IPlaceSpotTriggerOrder, IPlaceSpotTriggerOrderRest> PlaceOrder { get; } = new();
/// <summary>
/// Get a spot trigger order capability.
/// </summary>
public static SharedRestCapability<IGetSpotTriggerOrder, IGetSpotTriggerOrderRest> GetOrder { get; } = new();
/// <summary>
/// Cancel a spot trigger order capability.
/// </summary>
public static SharedRestCapability<ICancelSpotTriggerOrder, ICancelSpotTriggerOrderRest> CancelOrder { get; } = new();
}
/// <summary>
/// Futures trigger order capabilities.
/// </summary>
public static class Futures
{
/// <summary>
/// Place a futures trigger order capability.
/// </summary>
public static SharedRestCapability<IPlaceFuturesTriggerOrder, IPlaceFuturesTriggerOrderRest> PlaceOrder { get; } = new();
/// <summary>
/// Get a futures trigger order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesTriggerOrder, IGetFuturesTriggerOrderRest> GetOrder { get; } = new();
/// <summary>
/// Cancel a futures trigger order capability.
/// </summary>
public static SharedRestCapability<ICancelFuturesTriggerOrder, ICancelFuturesTriggerOrderRest> CancelOrder { get; } = new();
}
}
}
}
@@ -0,0 +1,40 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// User trade capabilities.
/// </summary>
public static class UserTrades
{
/// <summary>
/// Get trades for a spot order capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrderTrades, IGetSpotOrderTradesRest> GetSpotOrderTrades { get; } = new();
/// <summary>
/// Get spot user trade history capability.
/// </summary>
public static SharedRestCapability<IGetSpotUserTradeHistory, IGetSpotUserTradeHistoryRest> GetSpotTradeHistory { get; } = new();
/// <summary>
/// Get trades for a futures order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrderTrades, IGetFuturesOrderTradesRest> GetFuturesOrderTrades { get; } = new();
/// <summary>
/// Get futures user trade history capability.
/// </summary>
public static SharedRestCapability<IGetFuturesUserTradeHistory, IGetFuturesUserTradeHistoryRest> GetFuturesTradeHistory { get; } = new();
/// <summary>
/// Subscribe to user trade updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeUserTradesSocket> SubscribeUserTrades { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Withdrawal capabilities.
/// </summary>
public static class Withdrawals
{
/// <summary>
/// Withdraw assets capability.
/// </summary>
public static SharedRestCapability<IWithdraw, IWithdrawRest> Withdraw { get; } = new();
/// <summary>
/// Get withdrawal history capability.
/// </summary>
public static SharedRestCapability<IGetWithdrawalHistory, IGetWithdrawalHistoryRest> GetWithdrawalHistory { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Strongly typed reference to a Shared API capability.
/// </summary>
public class SharedCapabilityReference<T>
where T : ISharedApiCapability
{
/// <summary>
/// Capability interface type.
/// </summary>
public Type CapabilityType => typeof(T);
internal SharedCapabilityReference()
{
}
/// <inheritdoc />
public override string ToString() => typeof(T).Name;
}
}
@@ -0,0 +1,41 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Capability lookup result
/// </summary>
/// <typeparam name="T">Capability type</typeparam>
public class SharedCapabilityResolution<T>
where T : ISharedApiCapability
{
/// <summary>
/// The exchange name
/// </summary>
public string Exchange => Capability.Exchange;
/// <summary>
/// The transport type
/// </summary>
public SharedTransport Transport => Capability.Transport;
/// <summary>
/// The capability
/// </summary>
public T Capability { get; }
/// <summary>
/// The capability options
/// </summary>
public CapabilityOptions Options { get; }
internal SharedCapabilityResolution(
T capability,
CapabilityOptions options)
{
Capability = capability;
Options = options;
}
}
}
@@ -0,0 +1,29 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// References for a capability available through REST.
/// </summary>
public class SharedRestCapability<TCapability, TRest>
: SharedCapabilityReference<TCapability>
where TCapability : ISharedApiCapability
where TRest : TCapability, ISharedRest
{
/// <summary>
/// Transport-agnostic capability.
/// </summary>
public SharedCapabilityReference<TCapability> Any { get; } = new();
/// <summary>
/// REST capability.
/// </summary>
public SharedCapabilityReference<TRest> Rest { get; } = new();
internal SharedRestCapability()
{
}
}
}
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// References for a capability available through REST and WebSocket.
/// </summary>
public class SharedRestSocketCapability<TCapability, TRest, TSocket>
: SharedCapabilityReference<TCapability>
where TCapability : ISharedApiCapability
where TRest : TCapability, ISharedRest
where TSocket : TCapability, ISharedSocket
{
/// <summary>
/// REST capability.
/// </summary>
public SharedCapabilityReference<TRest> Rest { get; } = new();
/// <summary>
/// WebSocket capability.
/// </summary>
public SharedCapabilityReference<TSocket> Socket { get; } = new();
internal SharedRestSocketCapability()
{
}
}
}
@@ -0,0 +1,42 @@
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Ledger entry type
/// </summary>
public enum SharedLedgerEntryType
{
/// <summary>
/// Trade execution
/// </summary>
Trade,
/// <summary>
/// Withdrawal
/// </summary>
Withdrawal,
/// <summary>
/// Deposit
/// </summary>
Deposit,
/// <summary>
/// Transfer
/// </summary>
Transfer,
/// <summary>
/// Fee payment
/// </summary>
Fee,
/// <summary>
/// Funding fee payment
/// </summary>
FundingFee,
/// <summary>
/// Rebate
/// </summary>
Rebate,
/// <summary>
/// Other or unknown
/// </summary>
Unknown
}
}
@@ -0,0 +1,21 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// The type of updates the incremental order book subscription produces
/// </summary>
public enum SharedOrderBookSubscriptionType
{
/// <summary>
/// Subscription produces an initial snapshot update, followed by incremental change updates
/// </summary>
SnapshotThenIncremental,
/// <summary>
/// Subscription produces only incremental change updates
/// </summary>
OnlyIncremental
}
}
@@ -0,0 +1,21 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// The type of transport used for the shared API
/// </summary>
public enum SharedTransport
{
/// <summary>
/// REST transport
/// </summary>
Rest,
/// <summary>
/// WebSocket transport
/// </summary>
Socket
}
}
@@ -0,0 +1,12 @@
using System;
using System.Collections.Generic;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// A shared/common client interface
/// </summary>
public interface ISharedClient : ISharedApi
{
}
}
@@ -0,0 +1,22 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for canceling a futures order
/// </summary>
public class CancelFuturesOrderSocketOptions : CancelFuturesOrderOptions
{
/// <inheritdoc />
public override string Description => "Cancel a futures order over a socket connection";
/// <summary>
/// ctor
/// </summary>
public CancelFuturesOrderSocketOptions(string exchange, bool authenticated) : base(exchange, authenticated)
{
}
}
}
@@ -0,0 +1,23 @@
using CryptoExchange.Net.Objects;
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for canceling a spot order
/// </summary>
public class CancelSpotOrderSocketOptions : CancelSpotOrderOptions
{
/// <inheritdoc />
public override string Description => "Cancel a spot order over a socket connection";
/// <summary>
/// ctor
/// </summary>
public CancelSpotOrderSocketOptions(string exchange, bool authenticated) : base(exchange, authenticated)
{
}
}
}
@@ -0,0 +1,82 @@
using CryptoExchange.Net.Objects;
using Microsoft.Extensions.Logging;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for closing position
/// </summary>
#pragma warning disable CS0618 // Type or member is obsolete
public class ClosePositionOptions : EndpointOptions
#pragma warning restore CS0618 // Type or member is obsolete
{
private static PropertyInfo[] _requestProperties = typeof(ClosePositionRequest).GetProperties();
/// <inheritdoc />
public override string Description => "Close an open futures position";
/// <inheritdoc />
public override Type CapabilityType => typeof(IFuturesOrderRestClient);
private static readonly RequestParameterDescription[] _defaultParameterRules = new[]
{
RequestParameterRule<ClosePositionRequest>.Required(x => x.Symbol, "The symbol of the position to close", new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT")),
RequestParameterRule<ClosePositionRequest>.Required(x => x.PositionMode, "The current position mode of the account", SharedPositionMode.OneWay),
RequestParameterRule<ClosePositionRequest>.Optional(x => x.PositionSide, "The side of the position to close", SharedPositionSide.Long),
RequestParameterRule<ClosePositionRequest>.Optional(x => x.MarginMode, "The margin mode of the position", SharedMarginMode.Cross),
RequestParameterRule<ClosePositionRequest>.Optional(x => x.Quantity, "The quantity of the position to close", 1m),
};
/// <summary>
/// ctor
/// </summary>
public ClosePositionOptions(string exchange, bool authenticated) : base(exchange, nameof(IFuturesOrderRestClient.ClosePositionAsync), true, _defaultParameterRules, SharedTradingModeSets.Futures)
{
}
/// <summary>
/// Validate request
/// </summary>
public Error? ValidateRequest(ClosePositionRequest request, IFuturesOrderRestClient client)
{
if (NeedsAuthentication && !client.Authenticated)
return new NoApiCredentialsError();
foreach (var param in RequestParameterRules)
{
var property = _requestProperties.Single(x => x.Name == param.Name);
var value = property.GetValue(request);
if (param.Support == RequestParameterSupport.Required)
{
if (value == null)
{
return ArgumentError.Invalid(
param.Name,
$"Request parameter `{param.Name}` for exchange `{Exchange}` is required and should be provided. Example: {param.ExampleValue}");
}
}
}
if (request is SharedSymbolRequest symbolsRequest)
{
if (symbolsRequest.Symbols != null)
{
if (!SupportsMultipleSymbols)
return ArgumentError.Invalid(nameof(SharedSymbolRequest.Symbols), $"Only a single symbol parameter is allowed, multiple symbols are not supported");
if (symbolsRequest.Symbols.Length > MaxSymbolCount)
return ArgumentError.Invalid(nameof(SharedSymbolRequest.Symbols), $"Max number of symbols is {MaxSymbolCount} but {symbolsRequest.Symbols.Length} were passed");
}
}
return ValidateRequest(request.ExchangeParameters, request.TradingMode, client.SupportedTradingModes);
}
}
}
@@ -0,0 +1,23 @@
using CryptoExchange.Net.Objects;
using System;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for placing a new futures order
/// </summary>
public class PlaceFuturesOrderSocketOptions : PlaceFuturesOrderOptions
{
/// <inheritdoc />
public override string Description => "Place a new futures order over a socket connection";
/// <summary>
/// ctor
/// </summary>
public PlaceFuturesOrderSocketOptions(string exchange, bool supportsTpSl) : base(exchange, supportsTpSl)
{
}
}
}
@@ -0,0 +1,23 @@
using CryptoExchange.Net.Objects;
using System;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for placing a new spot order
/// </summary>
public class PlaceSpotOrderSocketOptions : PlaceSpotOrderOptions
{
/// <inheritdoc />
public override string Description => "Place a new spot order over a socket connection";
/// <summary>
/// ctor
/// </summary>
public PlaceSpotOrderSocketOptions(string exchange) : base(exchange)
{
}
}
}
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Funding rate request options.<br /> /// Funding rate request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFundingRateHistoryOptions GetFundingRateHistoryOptions { get; } GetFundingRateHistoryOptions GetFundingRateHistoryOptions { get; }
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Futures get order by client order id request options.<br /> /// Futures get order by client order id request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesOrderByClientOrderIdOptions GetFuturesOrderByClientOrderIdOptions { get; } GetFuturesOrderByClientOrderIdOptions GetFuturesOrderByClientOrderIdOptions { get; }
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures cancel order by client order id request options.<br /> /// Futures cancel order by client order id request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
CancelFuturesOrderByClientOrderIdOptions CancelFuturesOrderByClientOrderIdOptions { get; } CancelFuturesOrderByClientOrderIdOptions CancelFuturesOrderByClientOrderIdOptions { get; }
@@ -38,7 +38,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures place order request options.<br /> /// Futures place order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
PlaceFuturesOrderOptions PlaceFuturesOrderOptions { get; } PlaceFuturesOrderOptions PlaceFuturesOrderOptions { get; }
@@ -52,7 +52,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures get order request options.<br /> /// Futures get order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesOrderOptions GetFuturesOrderOptions { get; } GetFuturesOrderOptions GetFuturesOrderOptions { get; }
@@ -65,7 +65,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures get open orders request options.<br /> /// Futures get open orders request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetOpenFuturesOrdersOptions GetOpenFuturesOrdersOptions { get; } GetOpenFuturesOrdersOptions GetOpenFuturesOrdersOptions { get; }
@@ -78,7 +78,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Spot get closed orders request options.<br /> /// Spot get closed orders request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesClosedOrdersOptions GetClosedFuturesOrdersOptions { get; } GetFuturesClosedOrdersOptions GetClosedFuturesOrdersOptions { get; }
@@ -93,7 +93,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures get order trades request options.<br /> /// Futures get order trades request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesOrderTradesOptions GetFuturesOrderTradesOptions { get; } GetFuturesOrderTradesOptions GetFuturesOrderTradesOptions { get; }
@@ -106,10 +106,10 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures user trades request options.<br /> /// Futures user trades request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesUserTradesOptions GetFuturesUserTradesOptions { get; } GetFuturesUserTradeHistoryOptions GetFuturesUserTradesOptions { get; }
/// <summary> /// <summary>
/// Get futures user trade records, see <see cref="GetFuturesUserTradesOptions"/> for request options and exchange specific required/optional parameters. <br /> /// Get futures user trade records, see <see cref="GetFuturesUserTradesOptions"/> for request options and exchange specific required/optional parameters. <br />
/// The result is paginated, if there are more results to be retrieved, the `NextPageRequest` property of the result will contain the pagination request to be used for the next request to continue pagination. /// The result is paginated, if there are more results to be retrieved, the `NextPageRequest` property of the result will contain the pagination request to be used for the next request to continue pagination.
@@ -121,7 +121,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures cancel order request options.<br /> /// Futures cancel order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
CancelFuturesOrderOptions CancelFuturesOrderOptions { get; } CancelFuturesOrderOptions CancelFuturesOrderOptions { get; }
@@ -134,7 +134,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Positions request options.<br /> /// Positions request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetPositionsOptions GetPositionsOptions { get; } GetPositionsOptions GetPositionsOptions { get; }
@@ -147,7 +147,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Close position order request options.<br /> /// Close position order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
ClosePositionOptions ClosePositionOptions { get; } ClosePositionOptions ClosePositionOptions { get; }
@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures symbol request options.<br /> /// 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 /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesSymbolsOptions GetFuturesSymbolsOptions { get; } GetFuturesSymbolsOptions GetFuturesSymbolsOptions { get; }
@@ -11,10 +11,10 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Futures get ticker request options.<br /> /// Futures get ticker request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesTickerOptions GetFuturesTickerOptions { get; } GetTickerOptions GetFuturesTickerOptions { get; }
/// <summary> /// <summary>
/// Get ticker info for a specific futures symbol, see <see cref="GetFuturesTickerOptions"/> for request options and exchange specific required/optional parameters. <br /> /// Get ticker info for a specific futures symbol, see <see cref="GetFuturesTickerOptions"/> for request options and exchange specific required/optional parameters. <br />
/// </summary> /// </summary>
@@ -24,10 +24,10 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Futures get tickers request options.<br /> /// Futures get tickers request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesTickersOptions GetFuturesTickersOptions { get; } GetAllTickersOptions GetFuturesTickersOptions { get; }
/// <summary> /// <summary>
/// Get ticker info for all futures symbols, see <see cref="GetFuturesTickersOptions"/> for request options and exchange specific required/optional parameters. <br /> /// Get ticker info for all futures symbols, see <see cref="GetFuturesTickersOptions"/> for request options and exchange specific required/optional parameters. <br />
/// </summary> /// </summary>
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Set take profit and/or stop loss options.<br /> /// Set take profit and/or stop loss options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
SetFuturesTpSlOptions SetFuturesTpSlOptions { get; } SetFuturesTpSlOptions SetFuturesTpSlOptions { get; }
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Cancel a take profit and/or stop loss options.<br /> /// Cancel a take profit and/or stop loss options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
CancelFuturesTpSlOptions CancelFuturesTpSlOptions { get; } CancelFuturesTpSlOptions CancelFuturesTpSlOptions { get; }
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Place spot trigger order options.<br /> /// Place spot trigger order options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
PlaceFuturesTriggerOrderOptions PlaceFuturesTriggerOrderOptions { get; } PlaceFuturesTriggerOrderOptions PlaceFuturesTriggerOrderOptions { get; }
@@ -26,7 +26,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Get trigger order request options.<br /> /// Get trigger order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetFuturesTriggerOrderOptions GetFuturesTriggerOrderOptions { get; } GetFuturesTriggerOrderOptions GetFuturesTriggerOrderOptions { get; }
@@ -39,7 +39,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Cancel trigger order request options.<br /> /// Cancel trigger order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
CancelFuturesTriggerOrderOptions CancelFuturesTriggerOrderOptions { get; } CancelFuturesTriggerOrderOptions CancelFuturesTriggerOrderOptions { get; }
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Index price klines request options.<br /> /// Index price klines request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetIndexPriceKlinesOptions GetIndexPriceKlinesOptions { get; } GetIndexPriceKlinesOptions GetIndexPriceKlinesOptions { get; }
@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Leverage request options.<br /> /// Leverage request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetLeverageOptions GetLeverageOptions { get; } GetLeverageOptions GetLeverageOptions { get; }
@@ -29,7 +29,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary> /// <summary>
/// Leverage set request options.<br /> /// Leverage set request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
SetLeverageOptions SetLeverageOptions { get; } SetLeverageOptions SetLeverageOptions { get; }
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Mark price klines request options.<br /> /// Mark price klines request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetMarkPriceKlinesOptions GetMarkPriceKlinesOptions { get; } GetMarkPriceKlinesOptions GetMarkPriceKlinesOptions { get; }
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Open interest request options.<br /> /// Open interest request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetOpenInterestOptions GetOpenInterestOptions { get; } GetOpenInterestOptions GetOpenInterestOptions { get; }
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{ {
/// <summary> /// <summary>
/// Position history request options.<br /> /// Position history request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br /> /// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object. /// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary> /// </summary>
GetPositionHistoryOptions GetPositionHistoryOptions { get; } GetPositionHistoryOptions GetPositionHistoryOptions { get; }

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