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https://github.com/JKorf/CryptoExchange.Net.git
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13 Commits
a8517d2c76
..
master
| Author | SHA1 | Date | |
|---|---|---|---|
| f079e6f0f4 | |||
| c6647f6815 | |||
| 5135047097 | |||
| 4f25a6e7d6 | |||
| a0f3dcaa4c | |||
| 550afd41c3 | |||
| afdced3bb8 | |||
| f8c657f308 | |||
| c9ae1bf379 | |||
| 59acbd648e | |||
| 7a11bd0c5e | |||
| 9502db6d58 | |||
| e6ab899654 |
@@ -286,7 +286,7 @@ namespace CryptoExchange.Net.Clients
|
||||
while (true)
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{
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// Get a new or existing socket connection
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var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, ct, subscription.Topic, subscription.IndividualSubscriptionCount).ConfigureAwait(false);
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var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, ct, subscription, subscription.Topic, subscription.IndividualSubscriptionCount).ConfigureAwait(false);
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if (!socketResult.Success)
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return WebSocketResult.Fail<UpdateSubscription>(Exchange, socketResult.Error);
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@@ -309,7 +309,7 @@ namespace CryptoExchange.Net.Clients
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var needsConnecting = !socketConnection.Connected;
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var connectResult = await ConnectIfNeededAsync(socketConnection, subscription.Authenticated, ct).ConfigureAwait(false);
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var connectResult = await ConnectIfNeededAsync(socketConnection, subscription.Authenticated, ct, subscription).ConfigureAwait(false);
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if (!connectResult.Success)
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return WebSocketResult.Fail<UpdateSubscription>(Exchange, connectResult.Error!);
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@@ -482,7 +482,7 @@ namespace CryptoExchange.Net.Clients
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await semaphoreSlim.WaitAsync().ConfigureAwait(false);
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try
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{
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var socketResult = await GetSocketConnection(url, query.Authenticated, true, ct).ConfigureAwait(false);
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var socketResult = await GetSocketConnection(url, query.Authenticated, true, ct, processor: query).ConfigureAwait(false);
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if (!socketResult.Success)
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return QueryResult.Fail<THandlerResponse>(Exchange, socketResult.Error);
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@@ -495,7 +495,7 @@ namespace CryptoExchange.Net.Clients
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released = true;
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}
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var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated, ct).ConfigureAwait(false);
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var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated, ct, query).ConfigureAwait(false);
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if (!connectResult.Success)
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return QueryResult.Fail<THandlerResponse>(Exchange, connectResult.Error!);
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}
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@@ -524,7 +524,18 @@ namespace CryptoExchange.Net.Clients
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/// <param name="authenticated">Whether the socket should authenticated</param>
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/// <param name="ct">Cancellation token</param>
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/// <returns></returns>
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protected virtual async Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct)
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protected virtual Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct)
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=> ConnectIfNeededAsync(socket, authenticated, ct, null);
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/// <summary>
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/// Checks if a socket needs to be connected and does so if needed. Also authenticates on the socket if needed
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/// </summary>
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/// <param name="socket">The connection to check</param>
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/// <param name="authenticated">Whether the socket should authenticated</param>
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/// <param name="processor">The message processor requesting a connection</param>
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/// <param name="ct">Cancellation token</param>
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/// <returns></returns>
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protected virtual async Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct, IMessageProcessor? processor)
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{
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if (socket.Connected)
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return CallResult.Ok();
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@@ -533,16 +544,13 @@ namespace CryptoExchange.Net.Clients
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if (!connectResult.Success)
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return connectResult;
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if (ClientOptions.DelayAfterConnect != TimeSpan.Zero)
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await Task.Delay(ClientOptions.DelayAfterConnect).ConfigureAwait(false);
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if (!authenticated || socket.Authenticated)
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return CallResult.Ok();
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if (socket is not SocketConnection sc)
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throw new InvalidOperationException("HighPerfSocketConnection not supported for authentication");
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var result = await AuthenticateSocketAsync(sc).ConfigureAwait(false);
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var result = await AuthenticateSocketAsync(sc, processor).ConfigureAwait(false);
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if (!result.Success)
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await socket.CloseAsync().ConfigureAwait(false);
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@@ -554,13 +562,22 @@ namespace CryptoExchange.Net.Clients
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/// </summary>
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/// <param name="socket">Socket to authenticate</param>
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/// <returns></returns>
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public virtual async Task<CallResult> AuthenticateSocketAsync(SocketConnection socket)
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public virtual Task<CallResult> AuthenticateSocketAsync(SocketConnection socket)
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=> AuthenticateSocketAsync(socket, null);
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/// <summary>
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/// Authenticate a socket connection
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/// </summary>
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/// <param name="socket">Socket to authenticate</param>
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/// <param name="processor">The message processor requesting authentication</param>
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/// <returns></returns>
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public virtual async Task<CallResult> AuthenticateSocketAsync(SocketConnection socket, IMessageProcessor? processor)
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{
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if (GetAuthenticationProvider() == null)
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return CallResult.Fail(new NoApiCredentialsError());
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_logger.AttemptingToAuthenticate(socket.SocketId);
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var authRequest = await GetAuthenticationRequestAsync(socket).ConfigureAwait(false);
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var authRequest = await GetAuthenticationRequestAsync(socket, processor).ConfigureAwait(false);
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if (authRequest != null)
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{
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var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
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@@ -581,13 +598,21 @@ namespace CryptoExchange.Net.Clients
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return CallResult.Ok();
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}
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/// <summary>
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/// Should return the request which can be used to authenticate a socket connection
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/// </summary>
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/// <returns></returns>
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protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) =>
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protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) =>
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Task.FromResult(GetAuthenticationProvider()!.GetAuthenticationQuery(this, connection));
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/// <summary>
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/// Should return the request which can be used to authenticate a socket connection
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/// </summary>
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/// <returns></returns>
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protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection, IMessageProcessor? processor) =>
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GetAuthenticationRequestAsync(connection);
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/// <summary>
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/// Adds a system subscription. Used for example to reply to ping requests
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/// </summary>
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@@ -645,6 +670,18 @@ namespace CryptoExchange.Net.Clients
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&& (AllowTopicsOnTheSameConnection || !connection.Topics.Contains(topic));
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}
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/// <summary>
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/// Whether the connection can be used for a new subscription or query with the provided parameters
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/// </summary>
|
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/// <param name="connection">The connection to check</param>
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/// <param name="address">The address set by the request</param>
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/// <param name="authenticated">Whether the request needs an authenticated connection</param>
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/// <param name="processor">The processor requesting a connection</param>
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/// <param name="topic">Topic of the request</param>
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/// <returns>True if connection can be used</returns>
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protected virtual bool ConnectionCanBeUsedFor(SocketConnection connection, string address, bool authenticated, IMessageProcessor? processor, string? topic = null)
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=> ConnectionCanBeUsedFor(connection, address, authenticated, topic);
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|
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/// <summary>
|
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/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
|
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/// </summary>
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@@ -655,15 +692,36 @@ namespace CryptoExchange.Net.Clients
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/// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
|
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/// <param name="individualSubscriptionCount">The number of individual subscriptions in this subscribe request</param>
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/// <returns></returns>
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protected virtual Task<CallResult<SocketConnection>> GetSocketConnection(
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string address,
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bool authenticated,
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bool dedicatedRequestConnection,
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CancellationToken ct,
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string? topic = null,
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int individualSubscriptionCount = 1)
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=> GetSocketConnection(address, authenticated, dedicatedRequestConnection, ct, null, topic, individualSubscriptionCount);
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|
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/// <summary>
|
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/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
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/// </summary>
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/// <param name="address">The address the socket is for</param>
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/// <param name="authenticated">Whether the socket should be authenticated</param>
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/// <param name="dedicatedRequestConnection">Whether a dedicated request connection should be returned</param>
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/// <param name="ct">Cancellation token</param>
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/// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
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/// <param name="individualSubscriptionCount">The number of individual subscriptions in this subscribe request</param>
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/// <param name="processor">The processor requesting a connection</param>
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/// <returns></returns>
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protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(
|
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string address,
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bool authenticated,
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bool dedicatedRequestConnection,
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CancellationToken ct,
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IMessageProcessor? processor,
|
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string? topic = null,
|
||||
int individualSubscriptionCount = 1)
|
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{
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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
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var socketQuery = _socketConnections.Where(s => ConnectionCanBeUsedFor(s.Value, address, authenticated, processor, topic)).Select(x => x.Value); // Don't ToList this so the query is executed again when called
|
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// If all current socket connections are reconnecting or resubscribing wait for that to finish as we can probably use the existing connection
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var delayStart = DateTime.UtcNow;
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@@ -862,7 +920,7 @@ namespace CryptoExchange.Net.Clients
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RateLimitAdmissionCallbackRequest = () => AdmissionOverride.Value,
|
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Proxy = ClientOptions.Proxy,
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Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout,
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ReceiveBufferSize = ClientOptions.ReceiveBufferSize,
|
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ReceiveBufferSize = ClientOptions.ReceiveBufferSize
|
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};
|
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/// <summary>
|
||||
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@@ -6,9 +6,9 @@
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||||
<PackageId>CryptoExchange.Net</PackageId>
|
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<Authors>JKorf</Authors>
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<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
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||||
<PackageVersion>13.0.0</PackageVersion>
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||||
<AssemblyVersion>13.0.0</AssemblyVersion>
|
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<FileVersion>13.0.0</FileVersion>
|
||||
<PackageVersion>13.2.0</PackageVersion>
|
||||
<AssemblyVersion>13.2.0</AssemblyVersion>
|
||||
<FileVersion>13.2.0</FileVersion>
|
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<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
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<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
|
||||
<RepositoryType>git</RepositoryType>
|
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|
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@@ -19,6 +19,11 @@ namespace CryptoExchange.Net.Objects.Options
|
||||
/// </summary>
|
||||
public int? MaxSocketConnections { get; set; }
|
||||
|
||||
/// <summary>
|
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/// The time to wait after connecting a socket before sending messages. Can be used for API's which will rate limit if you subscribe directly after connecting.
|
||||
/// </summary>
|
||||
public TimeSpan? DelayAfterConnect { get; set; }
|
||||
|
||||
/// <summary>
|
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/// Set the values of this options on the target options
|
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/// </summary>
|
||||
@@ -28,6 +33,7 @@ namespace CryptoExchange.Net.Objects.Options
|
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item.SocketNoDataTimeout = SocketNoDataTimeout;
|
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item.AutoTimestamp = AutoTimestamp;
|
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item.MaxSocketConnections = MaxSocketConnections;
|
||||
item.DelayAfterConnect = DelayAfterConnect;
|
||||
return item;
|
||||
}
|
||||
}
|
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|
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@@ -23,6 +23,10 @@ namespace CryptoExchange.Net.SharedApis
|
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/// Get user funding history capability.
|
||||
/// </summary>
|
||||
public static SharedRestCapability<IGetUserFundingHistory, IGetUserFundingHistoryRest> GetUserFundingHistory { get; } = new();
|
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/// <summary>
|
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/// Subscribe to funding info updates capability.
|
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/// </summary>
|
||||
public static SharedCapabilityReference<ISubscribeFundingInfoSocket> SubscribeFundingInfo { get; } = new();
|
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}
|
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}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,25 @@
|
||||
using CryptoExchange.Net.Interfaces;
|
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|
||||
namespace CryptoExchange.Net.SharedApis
|
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{
|
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/// <summary>
|
||||
/// Order book info
|
||||
/// </summary>
|
||||
public record SharedIncrementalOrderBook : SharedOrderBook
|
||||
{
|
||||
/// <summary>
|
||||
/// The sequence number of the first book update in this update.
|
||||
/// </summary>
|
||||
public long? StartSequenceNumber { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// ctor
|
||||
/// </summary>
|
||||
public SharedIncrementalOrderBook(SharedQuantityType quantityType, long? startSequenceNumber, long? endSequenceNumber, ISymbolOrderBookEntry[] asks, ISymbolOrderBookEntry[] bids)
|
||||
:base(quantityType, endSequenceNumber, asks, bids)
|
||||
{
|
||||
StartSequenceNumber = startSequenceNumber;
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
@@ -2,6 +2,7 @@ using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace CryptoExchange.Net.SharedApis
|
||||
{
|
||||
@@ -104,6 +105,11 @@ namespace CryptoExchange.Net.SharedApis
|
||||
SharedCapabilityResolution<T>? GetCapability<T>(SharedCapabilityReference<T> capability, TradingMode tradingMode)
|
||||
where T : ISharedApiCapability;
|
||||
|
||||
/// <summary>
|
||||
/// Unsubscribes all subscriptions created by the underlying socket API
|
||||
/// client and closes its subscription connections.
|
||||
/// </summary>
|
||||
Task UnsubscribeAllAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
@@ -209,6 +215,15 @@ namespace CryptoExchange.Net.SharedApis
|
||||
return GetCapabilities<T>(tradingMode);
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
public Task UnsubscribeAllAsync()
|
||||
{
|
||||
return Task.WhenAll(
|
||||
_sharedApis
|
||||
.OfType<ISharedSubscription>()
|
||||
.Select(x => x.UnsubscribeAllAsync()));
|
||||
}
|
||||
|
||||
object? ISharedApiClientResolver.GetCapability(Type capabilityType)
|
||||
{
|
||||
return _sharedApis
|
||||
|
||||
@@ -1,10 +1,12 @@
|
||||
using CryptoExchange.Net.Objects;
|
||||
using CryptoExchange.Net.Objects.Sockets;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Diagnostics.CodeAnalysis;
|
||||
using System.Linq;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace CryptoExchange.Net.SharedApis
|
||||
{
|
||||
@@ -624,5 +626,212 @@ namespace CryptoExchange.Net.SharedApis
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to trade updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeTradesSocket>> capabilities,
|
||||
SubscribeTradeRequest request,
|
||||
Action<DataEvent<SharedTrade[]>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToTradeUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to balance updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeBalancesSocket>> capabilities,
|
||||
SubscribeBalancesRequest request,
|
||||
Action<DataEvent<SharedBalance[]>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToBalanceUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to index price updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeIndexPriceSocket>> capabilities,
|
||||
SubscribeIndexPriceRequest request,
|
||||
Action<DataEvent<SharedIndexPrice>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToIndexPriceUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to funding info updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeFundingInfoSocket>> capabilities,
|
||||
SubscribeFundingInfoRequest request,
|
||||
Action<DataEvent<SharedFundingInfo>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToFundingInfoUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to kline updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeKlinesSocket>> capabilities,
|
||||
SubscribeKlineRequest request,
|
||||
Action<DataEvent<SharedKline>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToKlineUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to mark price updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeMarkPriceSocket>> capabilities,
|
||||
SubscribeMarkPriceRequest request,
|
||||
Action<DataEvent<SharedMarkPrice>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToMarkPriceUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to order book updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeOrderBookSocket>> capabilities,
|
||||
SubscribeOrderBookRequest request,
|
||||
Action<DataEvent<SharedOrderBook>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToOrderBookUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to incremental order book updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeIncrementalOrderBookSocket>> capabilities,
|
||||
SubscribeOrderBookRequest request,
|
||||
Action<DataEvent<SharedIncrementalOrderBook>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToIncrementalOrderBookUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to futures order updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeFuturesOrdersSocket>> capabilities,
|
||||
SubscribeFuturesOrderRequest request,
|
||||
Action<DataEvent<SharedFuturesOrderUpdate[]>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToFuturesOrderUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to spot order updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeSpotOrdersSocket>> capabilities,
|
||||
SubscribeSpotOrderRequest request,
|
||||
Action<DataEvent<SharedSpotOrderUpdate[]>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToSpotOrderUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to position updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribePositionsSocket>> capabilities,
|
||||
SubscribePositionRequest request,
|
||||
Action<DataEvent<SharedPosition[]>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToPositionUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to ticker updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeTickerSocket>> capabilities,
|
||||
SubscribeTickerRequest request,
|
||||
Action<DataEvent<SharedTicker>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToTickerUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to all ticker updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeAllTickersSocket>> capabilities,
|
||||
SubscribeAllTickersRequest request,
|
||||
Action<DataEvent<SharedTicker[]>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToAllTickersUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to user trade updates for all capabilities in parallel and return results as they arrive
|
||||
/// </summary>
|
||||
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
|
||||
this IEnumerable<SharedCapabilityResolution<ISubscribeUserTradesSocket>> capabilities,
|
||||
SubscribeUserTradeRequest request,
|
||||
Action<DataEvent<SharedUserTrade[]>> onData,
|
||||
CancellationToken ct = default)
|
||||
{
|
||||
return capabilities
|
||||
.Select(x => x.Capability.SubscribeToUserTradeUpdatesAsync(request, onData, ct))
|
||||
.ParallelEnumerateAsync();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Wait for all results from an IAsyncEnumerable and return them as an array
|
||||
/// </summary>
|
||||
public static async Task<T[]> WaitAllAsync<T>(this IAsyncEnumerable<T> enumerable)
|
||||
{
|
||||
var result = new List<T>();
|
||||
await foreach (var itemResult in enumerable.ConfigureAwait(false))
|
||||
result.Add(itemResult);
|
||||
|
||||
return result.ToArray();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
+28
@@ -0,0 +1,28 @@
|
||||
using CryptoExchange.Net.Objects;
|
||||
using CryptoExchange.Net.Objects.Sockets;
|
||||
using System;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace CryptoExchange.Net.SharedApis
|
||||
{
|
||||
/// <summary>
|
||||
/// Operation for subscribing to funding info updates
|
||||
/// </summary>
|
||||
public interface ISubscribeFundingInfoSocket : ISharedSubscription
|
||||
{
|
||||
/// <summary>
|
||||
/// Funding info subscription options
|
||||
/// </summary>
|
||||
SubscribeFundingInfoOptions SubscribeFundingInfoOptions { get; }
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to funding info updates
|
||||
/// </summary>
|
||||
/// <param name="request">Request info</param>
|
||||
/// <param name="handler">Update handler</param>
|
||||
/// <param name="ct">Cancellation token, can be used to stop the updates</param>
|
||||
/// <returns></returns>
|
||||
Task<WebSocketResult<UpdateSubscription>> SubscribeToFundingInfoUpdatesAsync(SubscribeFundingInfoRequest request, Action<DataEvent<SharedFundingInfo>> handler, CancellationToken ct = default);
|
||||
}
|
||||
}
|
||||
+29
@@ -0,0 +1,29 @@
|
||||
using CryptoExchange.Net.Objects;
|
||||
using System;
|
||||
using System.Linq;
|
||||
|
||||
namespace CryptoExchange.Net.SharedApis
|
||||
{
|
||||
/// <summary>
|
||||
/// Options for subscribing to funding info updates
|
||||
/// </summary>
|
||||
public class SubscribeFundingInfoOptions : CapabilityOptions<SubscribeFundingInfoRequest, ISubscribeFundingInfoSocket>
|
||||
{
|
||||
/// <inheritdoc />
|
||||
public override string Description => "Subscribe to funding info updates for a symbol";
|
||||
|
||||
private static readonly RequestParameterDescription[] _defaultParameterRules = new[]
|
||||
{
|
||||
RequestParameterRule<SubscribeFundingInfoRequest>.Optional(x => x.Symbol, "The symbol to subscribe to", new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT")),
|
||||
RequestParameterRule<SubscribeFundingInfoRequest>.Optional(x => x.Symbols, "The symbols to subscribe to", new[] { new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT") }),
|
||||
};
|
||||
|
||||
/// <summary>
|
||||
/// ctor
|
||||
/// </summary>
|
||||
public SubscribeFundingInfoOptions(string exchange, bool needsAuthentication)
|
||||
: base(exchange, needsAuthentication, nameof(ISubscribeFundingInfoSocket.SubscribeToFundingInfoUpdatesAsync), _defaultParameterRules, SharedTradingModeSets.Futures)
|
||||
{
|
||||
}
|
||||
}
|
||||
}
|
||||
+31
@@ -0,0 +1,31 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace CryptoExchange.Net.SharedApis
|
||||
{
|
||||
/// <summary>
|
||||
/// Request to subscribe to funding info updates for a symbol
|
||||
/// </summary>
|
||||
public record SubscribeFundingInfoRequest : SharedSymbolRequest
|
||||
{
|
||||
/// <summary>
|
||||
/// ctor
|
||||
/// </summary>
|
||||
/// <param name="symbol">The symbol to subscribe to</param>
|
||||
/// <param name="exchangeParameters">Exchange specific parameters</param>
|
||||
public SubscribeFundingInfoRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null)
|
||||
: base(symbol, exchangeParameters)
|
||||
{
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// ctor
|
||||
/// </summary>
|
||||
/// <param name="symbols">The symbols to subscribe to</param>
|
||||
/// <param name="exchangeParameters">Exchange specific parameters</param>
|
||||
public SubscribeFundingInfoRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null)
|
||||
: base(symbols, exchangeParameters)
|
||||
{
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,13 +1,19 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace CryptoExchange.Net.SharedApis
|
||||
{
|
||||
/// <summary>
|
||||
/// Shared WebSocket API subscription capabitlity
|
||||
/// Shared WebSocket API subscription capability
|
||||
/// </summary>
|
||||
public interface ISharedSubscription : ISharedSocket
|
||||
{
|
||||
/// <summary>
|
||||
/// Unsubscribes all subscriptions created by the underlying socket API
|
||||
/// client and closes its subscription connections.
|
||||
/// </summary>
|
||||
Task UnsubscribeAllAsync();
|
||||
}
|
||||
}
|
||||
|
||||
+2
-2
@@ -14,7 +14,7 @@ namespace CryptoExchange.Net.SharedApis
|
||||
/// <summary>
|
||||
/// Order book subscription options
|
||||
/// </summary>
|
||||
SubscribeOrderBookOptions SubscribeOrderBookOptions { get; }
|
||||
SubscribeIncrementalOrderBookOptions SubscribeIncrementalOrderBookOptions { get; }
|
||||
|
||||
/// <summary>
|
||||
/// Subscribe to incremental order book updates for a symbol
|
||||
@@ -23,6 +23,6 @@ namespace CryptoExchange.Net.SharedApis
|
||||
/// <param name="handler">Update handler</param>
|
||||
/// <param name="ct">Cancellation token, can be used to stop the updates</param>
|
||||
/// <returns></returns>
|
||||
Task<WebSocketResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<DataEvent<SharedOrderBook>> handler, CancellationToken ct = default);
|
||||
Task<WebSocketResult<UpdateSubscription>> SubscribeToIncrementalOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<DataEvent<SharedIncrementalOrderBook>> handler, CancellationToken ct = default);
|
||||
}
|
||||
}
|
||||
|
||||
+1
-1
@@ -33,7 +33,7 @@ namespace CryptoExchange.Net.SharedApis
|
||||
/// ctor
|
||||
/// </summary>
|
||||
public SubscribeIncrementalOrderBookOptions(string exchange, bool needsAuthentication, int[] limits, SharedOrderBookSubscriptionType updateType)
|
||||
: base(exchange, needsAuthentication, nameof(ISubscribeIncrementalOrderBookSocket.SubscribeToOrderBookUpdatesAsync), _defaultParameterRules)
|
||||
: base(exchange, needsAuthentication, nameof(ISubscribeIncrementalOrderBookSocket.SubscribeToIncrementalOrderBookUpdatesAsync), _defaultParameterRules)
|
||||
{
|
||||
SupportedLimits = limits;
|
||||
UpdateType = updateType;
|
||||
|
||||
@@ -424,6 +424,9 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
{
|
||||
try
|
||||
{
|
||||
if ((ApiClient.ApiOptions.DelayAfterConnect ?? ApiClient.ClientOptions.DelayAfterConnect) != TimeSpan.Zero)
|
||||
await Task.Delay(ApiClient.ApiOptions.DelayAfterConnect ?? ApiClient.ClientOptions.DelayAfterConnect).ConfigureAwait(false);
|
||||
|
||||
var reconnectSuccessful = await ProcessReconnectAsync().ConfigureAwait(false);
|
||||
if (!reconnectSuccessful.Success)
|
||||
{
|
||||
@@ -616,7 +619,17 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
/// Connect the websocket
|
||||
/// </summary>
|
||||
/// <returns></returns>
|
||||
public async Task<CallResult> ConnectAsync(CancellationToken ct) => await _socket.ConnectAsync(ct).ConfigureAwait(false);
|
||||
public async Task<CallResult> ConnectAsync(CancellationToken ct)
|
||||
{
|
||||
var result = await _socket.ConnectAsync(ct).ConfigureAwait(false);
|
||||
if (!result.Success)
|
||||
return result;
|
||||
|
||||
if ((ApiClient.ApiOptions.DelayAfterConnect ?? ApiClient.ClientOptions.DelayAfterConnect) != TimeSpan.Zero)
|
||||
await Task.Delay(ApiClient.ApiOptions.DelayAfterConnect ?? ApiClient.ClientOptions.DelayAfterConnect).ConfigureAwait(false);
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Retrieve the underlying socket
|
||||
@@ -689,7 +702,7 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
if (subscription.CancellationTokenRegistration.HasValue)
|
||||
subscription.CancellationTokenRegistration.Value.Dispose();
|
||||
|
||||
bool anyDuplicateSubscription = _listeners.OfType<Subscription>().Any(x => x != subscription && x.MessageRouter.Routes.All(l => subscription.MessageRouter.ContainsCheck(l)));
|
||||
bool anyDuplicateSubscription = SubscriptionIsCovered(subscription);
|
||||
bool shouldCloseConnection = _listeners.OfType<Subscription>().All(r => !r.UserSubscription || r.Status == SubscriptionStatus.Closing || r.Status == SubscriptionStatus.Closed) && !DedicatedRequestConnection.IsDedicatedRequestConnection;
|
||||
|
||||
if (!anyDuplicateSubscription)
|
||||
@@ -1056,6 +1069,32 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
return CallResult.Ok();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Whether there is currently a subscription covering all the routes the subscription lists
|
||||
/// </summary>
|
||||
protected bool SubscriptionIsCovered(Subscription subscription)
|
||||
=> _listeners.OfType<Subscription>().Any(
|
||||
x => x != subscription
|
||||
&& x.Active
|
||||
&& subscription.MessageRouter.Routes.All(l => x.MessageRouter.ContainsCheck(l)));
|
||||
|
||||
/// <summary>
|
||||
/// Whether there is a subscription earlier in the list covering all the routes the subscription lists
|
||||
/// </summary>
|
||||
protected bool IsCoveredByEarlierSubscription(Subscription subscription)
|
||||
{
|
||||
foreach (var other in _listeners.OfType<Subscription>())
|
||||
{
|
||||
if (other == subscription)
|
||||
return false;
|
||||
|
||||
if (other.Active && subscription.MessageRouter.Routes.All(x => other.MessageRouter.ContainsCheck(x)))
|
||||
return true;
|
||||
}
|
||||
|
||||
return false;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Try to subscribe a new subscription by sending the subscribe query and wait for the result as needed
|
||||
/// </summary>
|
||||
@@ -1090,11 +1129,11 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
return WebSocketResult.Ok(ApiClient.Exchange, SocketId, default, 0, ConnectionUriString);
|
||||
}
|
||||
|
||||
var subCompleteHandler = () =>
|
||||
var subCompleteHandler = (bool success) =>
|
||||
{
|
||||
subscription.Status = subQuery.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
|
||||
subscription.Status = success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
|
||||
subscription.HandleSubQueryResponse(this, subQuery.Response);
|
||||
if (newSubscription && subQuery.Success)
|
||||
if (newSubscription && success)
|
||||
{
|
||||
subscription.TokenExpired += HandleTokenExpired;
|
||||
if (subCancelToken != default)
|
||||
@@ -1109,6 +1148,14 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
};
|
||||
subQuery.OnComplete = subCompleteHandler;
|
||||
|
||||
// For duplicate subscription don't send another subscribe request but just handle it internally
|
||||
// Unsubscribe also doesn't unsubscribe when there is still a duplicate subscription running
|
||||
if (IsCoveredByEarlierSubscription(subscription))
|
||||
{
|
||||
subQuery.Complete();
|
||||
return WebSocketResult.Ok(ApiClient.Exchange, SocketId, default, subQuery.Id, ConnectionUriString);
|
||||
}
|
||||
|
||||
var subQueryResult = await SendAndWaitQueryAsync(subQuery).ConfigureAwait(false);
|
||||
if (!subQueryResult.Success)
|
||||
{
|
||||
@@ -1119,9 +1166,6 @@ namespace CryptoExchange.Net.Sockets.Default
|
||||
return WebSocketResult.Fail(ApiClient.Exchange, subQueryResult.Error!);
|
||||
}
|
||||
|
||||
if (!subQuery.ExpectsResponse)
|
||||
subCompleteHandler();
|
||||
|
||||
return subQueryResult;
|
||||
}
|
||||
|
||||
|
||||
@@ -198,8 +198,13 @@ namespace CryptoExchange.Net.Sockets.HighPerf
|
||||
{
|
||||
var result = await _socket.ConnectAsync(ct).ConfigureAwait(false);
|
||||
if (result.Success)
|
||||
{
|
||||
_processTask = ProcessAsync(_cts.Token);
|
||||
|
||||
if ((ApiClient.ApiOptions.DelayAfterConnect ?? ApiClient.ClientOptions.DelayAfterConnect) != TimeSpan.Zero)
|
||||
await Task.Delay(ApiClient.ApiOptions.DelayAfterConnect ?? ApiClient.ClientOptions.DelayAfterConnect).ConfigureAwait(false);
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
|
||||
@@ -124,7 +124,7 @@ namespace CryptoExchange.Net.Sockets
|
||||
/// <summary>
|
||||
/// On complete callback
|
||||
/// </summary>
|
||||
public Action? OnComplete { get; set; }
|
||||
public Action<bool>? OnComplete { get; set; }
|
||||
|
||||
/// <inheritdoc />
|
||||
public event Action? OnMessageRouterUpdated;
|
||||
@@ -157,8 +157,7 @@ namespace CryptoExchange.Net.Sockets
|
||||
}
|
||||
else
|
||||
{
|
||||
Completed = true;
|
||||
_event.Set();
|
||||
Complete();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -175,6 +174,11 @@ namespace CryptoExchange.Net.Sockets
|
||||
/// </summary>
|
||||
public abstract void Timeout();
|
||||
|
||||
/// <summary>
|
||||
/// Mark request as successfully completed
|
||||
/// </summary>
|
||||
public abstract void Complete();
|
||||
|
||||
/// <summary>
|
||||
/// Mark request as failed
|
||||
/// </summary>
|
||||
@@ -248,7 +252,7 @@ namespace CryptoExchange.Net.Sockets
|
||||
{
|
||||
Completed = true;
|
||||
_event.Set();
|
||||
OnComplete?.Invoke();
|
||||
OnComplete?.Invoke(Success);
|
||||
}
|
||||
|
||||
return handled;
|
||||
@@ -267,7 +271,19 @@ namespace CryptoExchange.Net.Sockets
|
||||
|
||||
Completed = true;
|
||||
_event.Set();
|
||||
OnComplete?.Invoke();
|
||||
OnComplete?.Invoke(Success);
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
public override void Complete()
|
||||
{
|
||||
if (Completed)
|
||||
return;
|
||||
|
||||
Result = CallResult<THandlerResponse>.Ok(default!);
|
||||
Completed = true;
|
||||
_event.Set();
|
||||
OnComplete?.Invoke(Success);
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
@@ -280,7 +296,7 @@ namespace CryptoExchange.Net.Sockets
|
||||
Completed = true;
|
||||
|
||||
_event.Set();
|
||||
OnComplete?.Invoke();
|
||||
OnComplete?.Invoke(Success);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -5,37 +5,36 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Binance.Net" Version="13.5.0" />
|
||||
<PackageReference Include="Bitfinex.Net" Version="11.4.0" />
|
||||
<PackageReference Include="BitMart.Net" Version="4.4.0" />
|
||||
<PackageReference Include="BloFin.Net" Version="3.4.0" />
|
||||
<PackageReference Include="Bybit.Net" Version="7.5.0" />
|
||||
<PackageReference Include="CoinEx.Net" Version="11.4.0" />
|
||||
<PackageReference Include="CoinW.Net" Version="3.4.0" />
|
||||
<PackageReference Include="CryptoCom.Net" Version="4.4.0" />
|
||||
<PackageReference Include="DeepCoin.Net" Version="4.4.0" />
|
||||
<PackageReference Include="GateIo.Net" Version="4.6.0" />
|
||||
<PackageReference Include="HyperLiquid.Net" Version="5.7.0" />
|
||||
<PackageReference Include="JK.BingX.Net" Version="4.5.0" />
|
||||
<PackageReference Include="JK.Bitget.Net" Version="4.5.0" />
|
||||
<PackageReference Include="JK.Mexc.Net" Version="6.6.0" />
|
||||
<PackageReference Include="JK.OKX.Net" Version="5.4.0" />
|
||||
<PackageReference Include="Jkorf.Aster.Net" Version="4.4.0" />
|
||||
<PackageReference Include="JKorf.BitMEX.Net" Version="4.4.0" />
|
||||
<PackageReference Include="JKorf.Coinbase.Net" Version="4.5.0" />
|
||||
<PackageReference Include="JKorf.HTX.Net" Version="9.5.0" />
|
||||
<PackageReference Include="JKorf.Lighter.Net" Version="1.5.0" />
|
||||
<PackageReference Include="JKorf.Upbit.Net" Version="3.4.0" />
|
||||
<PackageReference Include="KrakenExchange.Net" Version="8.4.0" />
|
||||
<PackageReference Include="Kucoin.Net" Version="9.5.0" />
|
||||
<PackageReference Include="LBank.Net" Version="1.1.0" />
|
||||
<PackageReference Include="Pionex.Net" Version="1.2.0" />
|
||||
<PackageReference Include="Binance.Net" Version="13.6.0" />
|
||||
<PackageReference Include="Bitfinex.Net" Version="11.6.0" />
|
||||
<PackageReference Include="BitMart.Net" Version="4.5.0" />
|
||||
<PackageReference Include="BloFin.Net" Version="3.5.0" />
|
||||
<PackageReference Include="Bybit.Net" Version="7.6.0" />
|
||||
<PackageReference Include="CoinEx.Net" Version="11.5.0" />
|
||||
<PackageReference Include="CoinW.Net" Version="3.5.0" />
|
||||
<PackageReference Include="CryptoCom.Net" Version="4.5.0" />
|
||||
<PackageReference Include="DeepCoin.Net" Version="4.5.0" />
|
||||
<PackageReference Include="GateIo.Net" Version="4.7.0" />
|
||||
<PackageReference Include="HyperLiquid.Net" Version="5.8.0" />
|
||||
<PackageReference Include="JK.BingX.Net" Version="4.6.0" />
|
||||
<PackageReference Include="JK.Bitget.Net" Version="4.6.0" />
|
||||
<PackageReference Include="JK.Mexc.Net" Version="6.7.0" />
|
||||
<PackageReference Include="JK.OKX.Net" Version="5.5.0" />
|
||||
<PackageReference Include="Jkorf.Aster.Net" Version="4.5.0" />
|
||||
<PackageReference Include="JKorf.Coinbase.Net" Version="4.6.0" />
|
||||
<PackageReference Include="JKorf.HTX.Net" Version="9.6.0" />
|
||||
<PackageReference Include="JKorf.Lighter.Net" Version="1.6.0" />
|
||||
<PackageReference Include="JKorf.Upbit.Net" Version="3.5.0" />
|
||||
<PackageReference Include="KrakenExchange.Net" Version="8.5.0" />
|
||||
<PackageReference Include="Kucoin.Net" Version="9.6.0" />
|
||||
<PackageReference Include="LBank.Net" Version="1.2.0" />
|
||||
<PackageReference Include="Pionex.Net" Version="1.3.0" />
|
||||
<PackageReference Include="Serilog.AspNetCore" Version="10.0.0" />
|
||||
<PackageReference Include="Tapbit.Net" Version="1.0.0" />
|
||||
<PackageReference Include="Toobit.Net" Version="4.4.0" />
|
||||
<PackageReference Include="Weex.Net" Version="2.4.0" />
|
||||
<PackageReference Include="WhiteBit.Net" Version="4.4.0" />
|
||||
<PackageReference Include="XT.Net" Version="4.5.0" />
|
||||
<PackageReference Include="Tapbit.Net" Version="1.1.0" />
|
||||
<PackageReference Include="Toobit.Net" Version="4.5.0" />
|
||||
<PackageReference Include="Weex.Net" Version="2.5.0" />
|
||||
<PackageReference Include="WhiteBit.Net" Version="4.5.0" />
|
||||
<PackageReference Include="XT.Net" Version="4.6.0" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
|
||||
@@ -5,7 +5,6 @@
|
||||
@inject IBitfinexRestClient bitfinexClient
|
||||
@inject IBitgetRestClient bitgetClient
|
||||
@inject IBitMartRestClient bitmartClient
|
||||
@inject IBitMEXRestClient bitmexClient
|
||||
@inject IBloFinRestClient bloFinClient
|
||||
@inject IBybitRestClient bybitClient
|
||||
@inject ICoinbaseRestClient coinbaseClient
|
||||
@@ -47,7 +46,6 @@
|
||||
var bitfinexTask = bitfinexClient.ExchangeApi.ExchangeData.GetTickerAsync("tBTCUSD");
|
||||
var bitgetTask = bitgetClient.SpotApiV2.ExchangeData.GetTickersAsync("BTCUSDT");
|
||||
var bitmartTask = bitmartClient.SpotApi.ExchangeData.GetTickerAsync("BTC_USDT");
|
||||
var bitmexTask = bitmexClient.ExchangeApi.ExchangeData.GetSymbolsAsync("XBT_USDT");
|
||||
var bloFinTask = bloFinClient.FuturesApi.ExchangeData.GetTickersAsync("BTC-USDT");
|
||||
var bybitTask = bybitClient.V5Api.ExchangeData.GetSpotTickersAsync("BTCUSDT");
|
||||
var coinbaseTask = coinbaseClient.AdvancedTradeApi.ExchangeData.GetSymbolAsync("BTC-USDT");
|
||||
@@ -71,7 +69,7 @@
|
||||
var whitebitTask = whitebitClient.V4Api.ExchangeData.GetTickersAsync();
|
||||
var xtTask = xtClient.SpotApi.ExchangeData.GetTickersAsync("btc_usdt");
|
||||
|
||||
await Task.WhenAll(asterTask, binanceTask, bingXTask, bitfinexTask, bitgetTask, bitmartTask, bloFinTask, bitmexTask, bybitTask, coinexTask, coinWTask, deepCoinTask, gateioTask,
|
||||
await Task.WhenAll(asterTask, binanceTask, bingXTask, bitfinexTask, bitgetTask, bitmartTask, bloFinTask, bybitTask, coinexTask, coinWTask, deepCoinTask, gateioTask,
|
||||
htxTask, krakenTask, kucoinTask, lBankTask, mexcTask, okxTask, pionexTask, toobitTask, upbitTask, weexTask, whitebitTask, xtTask);
|
||||
|
||||
if (asterTask.Result.Success)
|
||||
@@ -92,9 +90,6 @@
|
||||
if (bitmartTask.Result.Success)
|
||||
_prices.Add("BitMart", bitmartTask.Result.Data.LastPrice);
|
||||
|
||||
if (bitmexTask.Result.Success)
|
||||
_prices.Add("BitMEX", bitmexTask.Result.Data.First().LastPrice);
|
||||
|
||||
if (bloFinTask.Result.Success)
|
||||
_prices.Add("BloFin", bloFinTask.Result.Data.First().LastPrice);
|
||||
|
||||
|
||||
@@ -5,7 +5,6 @@
|
||||
@inject IBitfinexSocketClient bitfinexSocketClient
|
||||
@inject IBitgetSocketClient bitgetSocketClient
|
||||
@inject IBitMartSocketClient bitmartSocketClient
|
||||
@inject IBitMEXSocketClient bitmexSocketClient
|
||||
@inject IBloFinSocketClient bloFinSocketClient
|
||||
@inject IBybitSocketClient bybitSocketClient
|
||||
@inject ICoinbaseSocketClient coinbaseSocketClient
|
||||
@@ -56,7 +55,6 @@
|
||||
bitfinexSocketClient.ExchangeApi.SubscribeToTickerUpdatesAsync("tETHBTC", data => UpdateData("Bitfinex", data.Data.LastPrice)),
|
||||
bitgetSocketClient.SpotApiV2.SubscribeToTickerUpdatesAsync("ETHBTC", data => UpdateData("Bitget", data.Data.First().LastPrice)),
|
||||
bitmartSocketClient.SpotApi.SubscribeToTickerUpdatesAsync("ETH_BTC", data => UpdateData("BitMart", data.Data.LastPrice)),
|
||||
bitmexSocketClient.ExchangeApi.SubscribeToSymbolUpdatesAsync("ETH_XBT", data => UpdateData("BitMEX", data.Data.LastPrice ?? 0)),
|
||||
// BloFin doesn't support the ETH/BTC pair
|
||||
//bloFinSocketClient.FuturesApi.SubscribeToTickerUpdatesAsync("ETH-BTC", data => UpdateData("BloFin", data.Data.LastPrice)),
|
||||
bybitSocketClient.V5SpotApi.SubscribeToTickerUpdatesAsync("ETHBTC", data => UpdateData("Bybit", data.Data.LastPrice)),
|
||||
|
||||
@@ -7,7 +7,6 @@
|
||||
@using Bitfinex.Net.Interfaces
|
||||
@using Bitget.Net.Interfaces;
|
||||
@using BitMart.Net.Interfaces;
|
||||
@using BitMEX.Net.Interfaces;
|
||||
@using BloFin.Net.Interfaces;
|
||||
@using Bybit.Net.Interfaces
|
||||
@using CoinEx.Net.Interfaces
|
||||
@@ -40,7 +39,6 @@
|
||||
@inject IBitfinexOrderBookFactory bitfinexFactory
|
||||
@inject IBitgetOrderBookFactory bitgetFactory
|
||||
@inject IBitMartOrderBookFactory bitmartFactory
|
||||
@inject IBitMEXOrderBookFactory bitmexFactory
|
||||
@inject IBloFinOrderBookFactory bloFinFactory
|
||||
@inject IBybitOrderBookFactory bybitFactory
|
||||
@inject ICoinbaseOrderBookFactory coinbaseFactory
|
||||
@@ -103,7 +101,6 @@
|
||||
{ "Bitfinex", bitfinexFactory.Create("tETHBTC") },
|
||||
{ "Bitget", bitgetFactory.CreateSpot("ETHBTC") },
|
||||
{ "BitMart", bitmartFactory.CreateSpot("ETH_BTC", null) },
|
||||
{ "BitMEX", bitmexFactory.Create("ETH_XBT") },
|
||||
{ "BloFin", bloFinFactory.CreateFutures("ETH-USDT") },
|
||||
{ "Bybit", bybitFactory.Create("ETHBTC", Bybit.Net.Enums.Category.Spot) },
|
||||
{ "Coinbase", coinbaseFactory.Create("ETH-BTC", null) },
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
@page "/SpotClient"
|
||||
@using CryptoExchange.Net.SharedApis
|
||||
@using System.Diagnostics
|
||||
@inject IEnumerable<ISpotTickerRestClient> restClients
|
||||
@inject IEnumerable<IGetTicker> restClients
|
||||
|
||||
<h3>ETH-BTC prices:</h3>
|
||||
@foreach(var price in _prices.OrderBy(p => p.Key))
|
||||
@@ -15,7 +15,7 @@
|
||||
protected override async Task OnInitializedAsync()
|
||||
{
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, "ETH", "BTC");
|
||||
var tasks = restClients.Select(x => x.GetSpotTickerAsync(new GetTickerRequest(symbol)));
|
||||
var tasks = restClients.Where(x => x.SupportedTradingModes.Contains(TradingMode.Spot)).Select(x => x.GetTickerAsync(new GetTickerRequest(symbol)));
|
||||
await foreach (var ticker in ParallelEnumerateAsync(tasks))
|
||||
{
|
||||
if (ticker.Success)
|
||||
|
||||
@@ -6,7 +6,6 @@
|
||||
@using BingX.Net.Interfaces
|
||||
@using Bitfinex.Net.Interfaces
|
||||
@using Bitget.Net.Interfaces;
|
||||
@using BitMEX.Net.Interfaces;
|
||||
@using BitMart.Net.Interfaces;
|
||||
@using BloFin.Net.Interfaces
|
||||
@using Bybit.Net.Interfaces
|
||||
@@ -40,7 +39,6 @@
|
||||
@inject IBitfinexTrackerFactory bitfinexFactory
|
||||
@inject IBitgetTrackerFactory bitgetFactory
|
||||
@inject IBitMartTrackerFactory bitmartFactory
|
||||
@inject IBitMEXTrackerFactory bitmexFactory
|
||||
@inject IBloFinTrackerFactory bloFinFactory
|
||||
@inject IBybitTrackerFactory bybitFactory
|
||||
@inject ICoinbaseTrackerFactory coinbaseFactory
|
||||
@@ -96,7 +94,6 @@
|
||||
{ bitfinexFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||
{ bitgetFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||
{ bitmartFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||
{ bitmexFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||
{ bloFinFactory.CreateTradeTracker(futuresSymbol, period: TimeSpan.FromMinutes(5)) },
|
||||
{ bybitFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||
{ coinbaseFactory.CreateTradeTracker(symbol, period: TimeSpan.FromMinutes(5)) },
|
||||
|
||||
@@ -39,7 +39,6 @@ namespace BlazorClient
|
||||
services.AddBitfinex();
|
||||
services.AddBitget();
|
||||
services.AddBitMart();
|
||||
services.AddBitMEX();
|
||||
services.AddBloFin();
|
||||
services.AddBybit();
|
||||
services.AddCoinbase();
|
||||
|
||||
@@ -14,7 +14,6 @@
|
||||
@using Bitfinex.Net.Interfaces.Clients;
|
||||
@using Bitget.Net.Interfaces.Clients;
|
||||
@using BitMart.Net.Interfaces.Clients;
|
||||
@using BitMEX.Net.Interfaces.Clients;
|
||||
@using BloFin.Net.Interfaces.Clients;
|
||||
@using Bybit.Net.Interfaces.Clients;
|
||||
@using Coinbase.Net.Interfaces.Clients;
|
||||
|
||||
@@ -8,8 +8,8 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Binance.Net" Version="12.13.0" />
|
||||
<PackageReference Include="Bybit.Net" Version="6.13.0" />
|
||||
<PackageReference Include="Binance.Net" Version="13.6.0" />
|
||||
<PackageReference Include="Bybit.Net" Version="7.6.0" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
|
||||
@@ -25,18 +25,22 @@ var exchanges = new Dictionary<string, ExchangeClients>(StringComparer.OrdinalIg
|
||||
{
|
||||
["binance"] = new ExchangeClients(
|
||||
"Binance",
|
||||
binanceRest.SpotApi.SharedClient,
|
||||
binanceRest.SpotApi.SharedClient,
|
||||
binanceRest.SpotApi.SharedClient,
|
||||
binanceRest.SpotApi.SharedClient,
|
||||
binanceSocket.SpotApi.SharedClient),
|
||||
binanceRest.SpotApi.SharedApi,
|
||||
binanceRest.SpotApi.SharedApi,
|
||||
binanceRest.SpotApi.SharedApi,
|
||||
binanceRest.SpotApi.SharedApi,
|
||||
binanceRest.SpotApi.SharedApi,
|
||||
binanceRest.SpotApi.SharedApi,
|
||||
binanceSocket.SpotApi.SharedApi),
|
||||
["bybit"] = new ExchangeClients(
|
||||
"Bybit",
|
||||
bybitRest.V5Api.SharedClient,
|
||||
bybitRest.V5Api.SharedClient,
|
||||
bybitRest.V5Api.SharedClient,
|
||||
bybitRest.V5Api.SharedClient,
|
||||
bybitSocket.V5SpotApi.SharedClient)
|
||||
bybitRest.V5Api.SharedApi,
|
||||
bybitRest.V5Api.SharedApi,
|
||||
bybitRest.V5Api.SharedApi,
|
||||
bybitRest.V5Api.SharedApi,
|
||||
bybitRest.V5Api.SharedApi,
|
||||
bybitRest.V5Api.SharedApi,
|
||||
bybitSocket.V5SpotApi.SharedApi)
|
||||
};
|
||||
|
||||
PrintHelp();
|
||||
@@ -98,7 +102,7 @@ async Task PrintPricesAsync(string[] args)
|
||||
var symbol = GetSymbol(args, 1);
|
||||
var tasks = exchanges.Values.Select(async exchange =>
|
||||
{
|
||||
var result = await exchange.TickerRest.GetSpotTickerAsync(new GetTickerRequest(symbol));
|
||||
var result = await exchange.TickerRest.GetTickerAsync(new GetTickerRequest(symbol));
|
||||
if (!result.Success)
|
||||
{
|
||||
Console.WriteLine($"{exchange.Name,-8} error: {result.Error}");
|
||||
@@ -171,7 +175,7 @@ async Task PrintOpenOrdersAsync(string[] args)
|
||||
var exchange = GetExchange(args, 1);
|
||||
var symbol = GetSymbol(args, 2);
|
||||
|
||||
var result = await exchange.OrderRest.GetOpenSpotOrdersAsync(new GetOpenOrdersRequest(symbol));
|
||||
var result = await exchange.GetOpenOrdersRest.GetOpenSpotOrdersAsync(new GetOpenOrdersRequest(symbol));
|
||||
if (!result.Success)
|
||||
{
|
||||
Console.WriteLine($"Open orders request failed: {result.Error}");
|
||||
@@ -203,23 +207,9 @@ async Task PlaceLimitOrderAsync(string[] args)
|
||||
SharedQuantity.Base(quantity),
|
||||
price,
|
||||
SharedTimeInForce.GoodTillCanceled,
|
||||
exchange.OrderRest.GenerateClientOrderId());
|
||||
exchange.PlaceOrderRest.GenerateClientOrderId());
|
||||
|
||||
var validationError = exchange.OrderRest.PlaceSpotOrderOptions.ValidateRequest(
|
||||
exchange.Name,
|
||||
request,
|
||||
TradingMode.Spot,
|
||||
exchange.OrderRest.SupportedTradingModes,
|
||||
exchange.OrderRest.SpotSupportedOrderTypes,
|
||||
exchange.OrderRest.SpotSupportedTimeInForce,
|
||||
exchange.OrderRest.SpotSupportedOrderQuantity);
|
||||
if (validationError != null)
|
||||
{
|
||||
Console.WriteLine($"Order request is not valid for {exchange.Name}: {validationError}");
|
||||
return;
|
||||
}
|
||||
|
||||
var result = await exchange.OrderRest.PlaceSpotOrderAsync(request);
|
||||
var result = await exchange.PlaceOrderRest.PlaceSpotOrderAsync(request);
|
||||
Console.WriteLine(result.Success
|
||||
? $"Order placed. Id: {result.Data.Id}"
|
||||
: $"Order failed: {result.Error}");
|
||||
@@ -233,7 +223,7 @@ async Task CancelOrderAsync(string[] args)
|
||||
if (string.IsNullOrWhiteSpace(orderId))
|
||||
throw new ArgumentException("Missing order id. Example: cancel-order binance BTC USDT 123456");
|
||||
|
||||
var result = await exchange.OrderRest.CancelSpotOrderAsync(new CancelOrderRequest(symbol, orderId));
|
||||
var result = await exchange.CancelOrderRest.CancelSpotOrderAsync(new CancelOrderRequest(symbol, orderId));
|
||||
Console.WriteLine(result.Success
|
||||
? $"Order canceled. Id: {result.Data.Id}"
|
||||
: $"Cancel failed: {result.Error}");
|
||||
@@ -296,8 +286,10 @@ static void PrintHelp()
|
||||
|
||||
internal record ExchangeClients(
|
||||
string Name,
|
||||
ISpotTickerRestClient TickerRest,
|
||||
IOrderBookRestClient OrderBookRest,
|
||||
IBalanceRestClient BalanceRest,
|
||||
ISpotOrderRestClient OrderRest,
|
||||
ITickerSocketClient TickerSocket);
|
||||
IGetTickerRest TickerRest,
|
||||
IGetOrderBookRest OrderBookRest,
|
||||
IGetBalancesRest BalanceRest,
|
||||
IPlaceSpotOrderRest PlaceOrderRest,
|
||||
IGetOpenSpotOrdersRest GetOpenOrdersRest,
|
||||
ICancelSpotOrderRest CancelOrderRest,
|
||||
ISubscribeTickerSocket TickerSocket);
|
||||
|
||||
@@ -5,13 +5,13 @@ using CryptoExchange.Net.SharedApis;
|
||||
using OKX.Net.Clients;
|
||||
|
||||
var symbol = new SharedSymbol(TradingMode.Spot, "ETH", "USDT");
|
||||
var binanceSpotRestClient = new BinanceRestClient().SpotApi.SharedClient;
|
||||
var okxSpotRestClient = new OKXRestClient().UnifiedApi.SharedClient;
|
||||
var bitmartSpotRestClient = new BitMartRestClient().SpotApi.SharedClient;
|
||||
var binanceSpotRestClient = new BinanceRestClient().SpotApi.SharedApi;
|
||||
var okxSpotRestClient = new OKXRestClient().UnifiedApi.SharedApi;
|
||||
var bitmartSpotRestClient = new BitMartRestClient().SpotApi.SharedApi;
|
||||
|
||||
var binanceSpotSocketClient = new BinanceSocketClient().SpotApi.SharedClient;
|
||||
var okxSpotSocketClient = new OKXSocketClient().UnifiedApi.SharedClient;
|
||||
var bitmartSpotSocketClient = new BitMartSocketClient().SpotApi.SharedClient;
|
||||
var binanceSpotSocketClient = new BinanceSocketClient().SpotApi.SharedApi;
|
||||
var okxSpotSocketClient = new OKXSocketClient().UnifiedApi.SharedApi;
|
||||
var bitmartSpotSocketClient = new BitMartSocketClient().SpotApi.SharedApi;
|
||||
|
||||
await GetLastTradePriceAsync(binanceSpotRestClient, symbol);
|
||||
await GetLastTradePriceAsync(okxSpotRestClient, symbol);
|
||||
@@ -31,9 +31,9 @@ Console.ReadLine();
|
||||
foreach (var subscription in subscriptions)
|
||||
await subscription.CloseAsync();
|
||||
|
||||
async Task GetLastTradePriceAsync(ISpotTickerRestClient client, SharedSymbol symbol)
|
||||
async Task GetLastTradePriceAsync(IGetTickerRest client, SharedSymbol symbol)
|
||||
{
|
||||
var result = await client.GetSpotTickerAsync(new GetTickerRequest(symbol));
|
||||
var result = await client.GetTickerAsync(new GetTickerRequest(symbol));
|
||||
if (!result.Success)
|
||||
{
|
||||
Console.WriteLine($"Failed to get ticker: {result.Error}");
|
||||
@@ -43,7 +43,7 @@ async Task GetLastTradePriceAsync(ISpotTickerRestClient client, SharedSymbol sym
|
||||
Console.WriteLine($"{client.Exchange} {result.Data.Symbol}: {result.Data.LastPrice}");
|
||||
}
|
||||
|
||||
async Task SubscribeTickerUpdatesAsync(ITickerSocketClient client, SharedSymbol symbol, ICollection<UpdateSubscription> subscriptions)
|
||||
async Task SubscribeTickerUpdatesAsync(ISubscribeTickerSocket client, SharedSymbol symbol, ICollection<UpdateSubscription> subscriptions)
|
||||
{
|
||||
var result = await client.SubscribeToTickerUpdatesAsync(new SubscribeTickerRequest(symbol), update =>
|
||||
{
|
||||
|
||||
@@ -8,9 +8,9 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Binance.Net" Version="12.13.0" />
|
||||
<PackageReference Include="BitMart.Net" Version="3.11.2" />
|
||||
<PackageReference Include="JK.OKX.Net" Version="4.14.0" />
|
||||
<PackageReference Include="Binance.Net" Version="13.6.0" />
|
||||
<PackageReference Include="BitMart.Net" Version="4.5.0" />
|
||||
<PackageReference Include="JK.OKX.Net" Version="5.5.0" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
|
||||
@@ -127,6 +127,20 @@ Various:
|
||||
* PlatformInfo now required support environment names in the constructor
|
||||
|
||||
## Release notes
|
||||
* Version 13.2.0 - 13 Oct 2026
|
||||
* Added Shared API ISubscribeFundingInfoSocket
|
||||
* Added DelayAfterConnect to SocketApiOptions
|
||||
* Added processor parameter for some methods in SocketApiClient to allow specific overriding behavior
|
||||
* Updated WebSocket duplicate subscription handling
|
||||
* Updated Shared APIs ISubscribeIncrementalOrderBook
|
||||
* Fixed incorrect status keeping of WebSocket subscriptions which don't expect a response
|
||||
* Fixed DelayAfterConnect not being respected on reconnection
|
||||
|
||||
* Version 13.1.0 - 28 Sep 2026
|
||||
* Added UnsubscribeAllAsync method to Shared APIs ISharedSubscription and ISharedApiClientBase
|
||||
* Added WaitAllAsync extension method for waiting on an IAsyncEnumerable to finish
|
||||
* Added SubscribeAllAsync extension methods for Shared API resolved capabilities
|
||||
|
||||
* Version 13.0.0 - 23 Sep 2026
|
||||
* Shared APIs
|
||||
* Added Shared API V2 with fine-grained capability interfaces for individual REST requests, WebSocket requests and subscriptions
|
||||
|
||||
+2
-2
@@ -1,8 +1,8 @@
|
||||
# CryptoExchange.Net — full AI context
|
||||
|
||||
Library: CryptoExchange.Net
|
||||
Library version: 13.0.0
|
||||
CryptoExchange.Net package version: 13.0.0
|
||||
Library version: 13.2.0
|
||||
CryptoExchange.Net package version: 13.2.0
|
||||
Language: C#/.NET
|
||||
Targets: netstandard2.0, netstandard2.1, net8.0, net9.0, net10.0
|
||||
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
> Base C#/.NET library used by 28+ cryptocurrency exchange clients. It standardizes REST, WebSocket, authentication, rate limiting, results, and exchange-agnostic Shared APIs.
|
||||
|
||||
CryptoExchange.Net is not an exchange client by itself. Install exchange-specific packages such as Binance.Net, Bybit.Net, JK.OKX.Net, Kraken.Net, or Coinbase.Net, or install `CryptoClients.Net` for the bundle. Current release: 13.0.0. Targets netstandard2.0, netstandard2.1, net8.0, net9.0, and net10.0; Native AOT is supported.
|
||||
CryptoExchange.Net is not an exchange client by itself. Install exchange-specific packages such as Binance.Net, Bybit.Net, JK.OKX.Net, Kraken.Net, or Coinbase.Net, or install `CryptoClients.Net` for the bundle. Current release: 13.2.0. Targets netstandard2.0, netstandard2.1, net8.0, net9.0, and net10.0; Native AOT is supported.
|
||||
|
||||
## Shared API V2
|
||||
|
||||
|
||||
Reference in New Issue
Block a user