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---
description: Conventions for cross-exchange C# code using CryptoExchange.Net Shared API V2 capabilities.
description: Conventions for cross-exchange code using CryptoExchange.Net SharedApis abstractions. Apply when generating C# code that interacts with multiple cryptocurrency exchanges through a unified interface.
globs:
- "**/*.cs"
- "**/*.csproj"
alwaysApply: false
---
# CryptoExchange.Net conventions
# CryptoExchange.Net Conventions
CryptoExchange.Net is the base dependency for exchange-specific libraries. Install Binance.Net, Bybit.Net, JK.OKX.Net, or another exchange library; use `CryptoClients.Net` when the application needs the bundle.
This codebase uses **CryptoExchange.Net** abstractions for multi-exchange access. Each exchange has its own library (Binance.Net, Bybit.Net, OKX.Net, ...). Use `CryptoExchange.Net.SharedApis` for code that should work across exchanges.
## Use Shared API V2
For new cross-exchange code, use the fine-grained interfaces in `CryptoExchange.Net.SharedApis` and each API surface's `.SharedApi` property:
## Multi-exchange pattern
```csharp
using Binance.Net.Clients;
using OKX.Net.Clients;
using CryptoExchange.Net.SharedApis;
IGetTickerRest binance = new BinanceRestClient().SpotApi.SharedApi;
IGetTickerRest okx = new OKXRestClient().UnifiedApi.SharedApi;
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var result = await binance.GetTickerAsync(new GetTickerRequest(symbol));
var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
// ticker.Data.LastPrice — same model regardless of exchange
```
Use one capability per operation, such as `IGetTickerRest`, `IGetOrderBookRest`, `IPlaceSpotOrderRest`, or `ISubscribeTradesSocket`. Do not use a broad V1 interface for new code. `.SharedClient` remains only for incremental V1 migration.
## Symbol normalization
## Capability discovery
`SharedSymbol(TradingMode.Spot, "BTC", "USDT")` is portable. Each library translates to its native format internally. Don't pass raw strings like `"BTCUSDT"` to shared methods.
When the exchange and API surface are known, assign the typed `.SharedApi` to the required capability. When selection is dynamic, use an exchange-wide `I[Exchange]SharedApiClient` and a strongly typed reference:
## Symbol metadata and catalogs
In 12.2.0, `SharedSpotSymbol` and `SharedFuturesSymbol` include `DisplayName` and base/quote asset classification through `SharedAssetType` (`Crypto`, `Fiat`, `TradFi`) and `SharedAssetSubType` (`StableCoin`, `Equity`, `Commodity`). Pass the matching base/quote filters to `GetSymbolsRequest` when discovery should return only a class of markets.
After calling `GetSpotSymbolsAsync`, `ISpotSymbolRestClient.SpotSymbolCatalog` maps asset and symbol names to shared metadata. `IFuturesSymbolRestClient.FuturesSymbolCatalog` works the same way after `GetFuturesSymbolsAsync`. Treat either property as unavailable before its corresponding request has populated the cache.
When implementing an exchange library, use `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` only as best-effort classifiers and supply exchange-specific additions where needed.
## 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
REST methods return `HttpResult<T>` and websocket subscription methods return `WebSocketResult<UpdateSubscription>`. Always check `.Success`. `.Exchange` property identifies which exchange responded — useful for logging.
## Available shared interfaces
- 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, and optional spot/futures order management
Each exchange documents which it implements. Not every exchange supports every operation.
## Multi-exchange aggregation
Run requests across exchanges concurrently via `Task.WhenAll` — the library is async-safe and concurrent requests are the norm.
```csharp
var match = sharedClient.GetCapability(
SharedCapabilities.Orders.Futures.PlaceOrder.Rest,
TradingMode.PerpetualLinear);
if (match is not null)
await match.Capability.PlaceFuturesOrderAsync(request);
```
`GetCapability` returns one preferred match or `null`; `GetCapabilities` returns all matches. Specify `TradingMode` when multiple API surfaces may implement the same capability. A `SharedCapabilities` reference is a lookup key, not proof of exchange support.
## Symbols and parameters
Use `SharedSymbol` instead of native strings such as `BTCUSDT`. The exchange library performs formatting.
Capability presence does not imply support for every request property. For dynamic code, inspect `match.Options.RequestParameterRules`, `ExchangeParameterRules`, and `SupportedTradingModes`. Supply exchange-specific values through the request's `ExchangeParameters`.
## Transports and results
- Transport-agnostic capabilities return `IExchangeCallResult<T>`.
- `...Rest` capabilities return `HttpResult<T>`.
- socket command capabilities return `QueryResult<T>`.
- `ISubscribe...Socket` capabilities return `WebSocketResult<UpdateSubscription>`.
Use `.Rest` or `.Socket` on capability references when the transport matters. Otherwise exchange-wide lookup honors `PreferredTransport`, normally REST. Always check `.Success` before `.Data` and include `.Exchange` in multi-exchange logs.
## Concurrent aggregation
```csharp
var clients = new IGetTickerRest[] { binance, okx, bybit };
var tasks = clients.Select(x =>
x.GetTickerAsync(new GetTickerRequest(symbol)));
var clients = new ISpotTickerRestClient[] { binance, okx, bybit };
var tasks = clients.Select(c => c.GetSpotTickerAsync(new GetTickerRequest(symbol)));
var results = await Task.WhenAll(tasks);
```
Reuse clients through dependency injection and run independent exchange calls concurrently.
## V2 semantics
- `GetTickerAsync` and `GetAllTickersAsync` return `SharedTicker` for spot and futures.
- WebSocket order updates use `SharedSpotOrderUpdate` and `SharedFuturesOrderUpdate`.
- `ICloseFullPosition` closes the entire position; use an order capability for partial closes.
- Each exchange supports a subset of capabilities and parameter combinations.
## Hard rules
- Never install CryptoExchange.Net alone and expect exchange endpoints.
- Never pass exchange-native models or symbols through shared services.
- Never assume a capability or request field is supported; resolve and inspect it.
- Never use `.Result` or `.Wait()`.
- Never instantiate exchange clients per request.
- Prefer `Task.WhenAll` for independent cross-exchange calls.
- Prefer `.SharedApi` and fine-grained V2 interfaces for new code.
- ❌ Never install `CryptoExchange.Net` alone and expect to call exchanges — it's a base library; you need exchange-specific packages
- ❌ Never mix exchange-specific models in cross-exchange code (use `SharedSymbol`, `SharedSpotTicker`, etc.)
- ❌ Never use `.Result` / `.Wait()` — async-only
- ❌ Never iterate sequentially when concurrency is fine — `Task.WhenAll` is your friend
- ❌ Never instantiate clients per-request — reuse via DI
- ✅ Always use `.SharedClient` for cross-exchange code
- ✅ Always check `.Success` before reading `.Data`
- ✅ Always log with `.Exchange` so multi-exchange logs are decipherable
- ✅ Always handle "not supported on this exchange" errors gracefully
## Reference
- `AGENTS.md` for fuller examples
- `docs/ai-api-map.md` for the V2 interface map
- `docs/SHARED_API_V2_MIGRATION.md` for V1 migration details
- `llms-full.txt` for expanded AI context
- `AGENTS.md` in repo root has fuller examples
- `llms.txt` for AI context
- `Examples/ai-friendly/` for compilable examples
- For single-exchange code, see that exchange's library (e.g., Binance.Net `AGENTS.md`)
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# Copilot Instructions for CryptoExchange.Net
CryptoExchange.Net is the base library behind exchange-specific C#/.NET clients such as Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, and Coinbase.Net.
This repository is **CryptoExchange.Net** — the base library powering 28+ cryptocurrency exchange wrappers in C#/.NET (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.).
## Package choice
When generating code in this ecosystem, follow these conventions:
Do not install CryptoExchange.Net alone to call an exchange. Install the exchange-specific package, or use `CryptoClients.Net` for the full bundle. For single-exchange code, prefer that library's native client. For portable multi-exchange code, use `CryptoExchange.Net.SharedApis`.
## You don't install CryptoExchange.Net directly
## Generate Shared API V2 code
Install the exchange-specific library you need (`Binance.Net`, `JK.OKX.Net`, `Bybit.Net`, ...) or `CryptoClients.Net` for the bundle. CryptoExchange.Net is pulled in as a dependency.
Use fine-grained V2 capabilities through `.SharedApi`:
## Multi-exchange code uses SharedApis
For code that must work against multiple exchanges, use `CryptoExchange.Net.SharedApis` interfaces accessed via `.SharedClient` properties on each exchange's API surface:
```csharp
using CryptoExchange.Net.SharedApis;
IGetTickerRest binance = new BinanceRestClient().SpotApi.SharedApi;
IGetTickerRest okx = new OKXRestClient().UnifiedApi.SharedApi;
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var result = await binance.GetTickerAsync(new GetTickerRequest(symbol));
var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
```
Choose the interface for the operation: for example, `IGetTickerRest`, `IGetOrderBookRest`, `IPlaceSpotOrderRest`, `ICancelFuturesOrderRest`, or `ISubscribeTradesSocket`. V1 broad interfaces remain on `.SharedClient` for migration, but new code should use `.SharedApi`.
Same code works on every exchange that implements the interface. Use `Task.WhenAll` for concurrent multi-exchange calls.
Use `SharedSymbol`; do not hard-code exchange-native symbol formatting in shared code.
## Shared symbol metadata
## Runtime capability selection
CryptoExchange.Net 12.2.0 classifies the base and quote sides of `SharedSpotSymbol` and `SharedFuturesSymbol` with `SharedAssetType` (`Crypto`, `Fiat`, `TradFi`) and optional `SharedAssetSubType` (`StableCoin`, `Equity`, `Commodity`). The models also expose `DisplayName`. Use the corresponding base/quote fields on `GetSymbolsRequest` to filter symbol discovery.
When the API surface is known, assign its typed `.SharedApi` directly. When support or the API surface is selected at runtime, use the exchange-wide `I[Exchange]SharedApiClient`:
`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.
```csharp
var match = sharedClient.GetCapability(
SharedCapabilities.Orders.Futures.PlaceOrder.Rest,
TradingMode.PerpetualLinear);
## Shared market-data quantities
if (match is null)
return;
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.
var result = await match.Capability.PlaceFuturesOrderAsync(request);
```
## WebSocket order commands
`GetCapability` returns one preferred `SharedCapabilityResolution<T>` or `null`; `GetCapabilities` returns all matching implementations. Include `TradingMode` when an exchange can expose multiple futures surfaces. `SharedCapabilities` entries are lookup references, not guarantees of support.
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.
Before constructing dynamic requests, inspect `match.Options.RequestParameterRules`, `ExchangeParameterRules`, and `SupportedTradingModes`. A capability may exist while a particular request field is unsupported.
## Single-exchange code uses the exchange's own client
## Results and transports
For Binance-only code, use `BinanceRestClient` directly (see Binance.Net repo `AGENTS.md`). SharedApis is for portability — use it when you need that.
- Transport-agnostic operation: `IExchangeCallResult<T>`
- REST capability: `HttpResult<T>`
- WebSocket command capability: `QueryResult<T>`
- WebSocket subscription capability: `WebSocketResult<UpdateSubscription>`
## Result pattern
Select `.Rest` or `.Socket` when transport-specific behavior matters. Otherwise exchange-wide selection uses `PreferredTransport`, normally REST. Always check `.Success` before `.Data`; use `.Error` and `.Exchange` for diagnostics.
REST methods return `HttpResult<T>` and websocket subscription methods return `WebSocketResult<UpdateSubscription>`. Check `.Success` before `.Data`. `.Error` has structured info. `.Exchange` on shared clients identifies which exchange responded.
## Current V2 semantics
## Available shared interfaces
- Ticker operations are `GetTickerAsync` and `GetAllTickersAsync`, returning `SharedTicker` for both spot and futures.
- Socket order streams use `SharedSpotOrderUpdate` and `SharedFuturesOrderUpdate`.
- `ICloseFullPosition` closes a complete position, not a partial quantity.
- Exchange support varies by operation, transport, trading mode, and request parameter.
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, and optional spot/futures order management.
## Engineering conventions
Each exchange library implements a subset. Check exchange docs for support matrix.
- Reuse clients through dependency injection.
- Use `await`; never use `.Result` or `.Wait()`.
- Use `Task.WhenAll` for independent requests across exchanges.
- Keep exchange-native models out of portable services.
- Do not infer feature support from a broad interface or request model.
## Avoid
See `AGENTS.md`, `docs/ai-api-map.md`, and `docs/SHARED_API_V2_MIGRATION.md` for expanded guidance.
- Installing `CryptoExchange.Net` alone and trying to call exchange APIs (need exchange-specific packages)
- Mixing exchange-native models in cross-exchange code (use Shared* types)
- Synchronous `.Result` / `.Wait()` (use `await`)
- Instantiating clients per-request (use DI, reuse instances)
- Sequential per-exchange calls when parallel is fine (`Task.WhenAll`)
## Reference
For detailed patterns see `AGENTS.md` and `llms.txt` in repo root, `examples/ai-friendly/` for compilable examples.
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---
name: cryptoexchange-net
description: Use CryptoExchange.Net Shared API V2 abstractions when generating C#/.NET code for multiple cryptocurrency exchanges, including arbitrage, routing, portfolio aggregation, exchange-agnostic bots, comparison tools, and new exchange-library implementations.
description: Use CryptoExchange.Net abstractions when generating C#/.NET code that needs to work across MULTIPLE cryptocurrency exchanges (Binance + Bybit + OKX + Kraken + Coinbase + ...) — for arbitrage, best-execution routing, multi-exchange portfolio dashboards, exchange-agnostic trading bots, or comparison tools. Triggers on requests mentioning multi-exchange, cross-exchange, arbitrage, exchange-agnostic, or unified crypto API in C#. Also triggers when the user is implementing a new exchange library following the CryptoExchange.Net pattern.
---
# CryptoExchange.Net Skill
## When to use
CryptoExchange.Net is the base library behind exchange-specific libraries such as Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, and Coinbase.Net. Do not install it alone to call an exchange.
CryptoExchange.Net is the **base library** powering 28+ exchange-specific libraries (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.). You don't install it directly — you install the exchange libraries, which depend on it.
Choose one of these approaches:
**Three usage modes:**
1. One exchange: install and use that exchange's library directly.
2. Multiple exchanges: install the required exchange libraries and use `CryptoExchange.Net.SharedApis` V2 capabilities.
3. All exchanges in one package: install `CryptoClients.Net` and use its combined clients and shared capability lookup.
For new cross-exchange code, use Shared API V2. V1 aggregate interfaces remain available through `.SharedClient` for incremental migration.
1. **You target ONE exchange** → use that exchange's library directly (e.g., Binance.Net), see its CLAUDE.md.
2. **You target MULTIPLE exchanges** → install each library you need + use `CryptoExchange.Net.SharedApis` interfaces — write code once, runs against any exchange. **This is the main use case for this skill.**
3. **You want ALL exchanges in one package** → install `CryptoClients.Net`, get `ExchangeRestClient` and `ExchangeSocketClient` with everything bundled.
## Installation
For a multi-exchange project:
```bash
dotnet add package Binance.Net
dotnet add package JK.OKX.Net
dotnet add package Bybit.Net
# ... etc
```
Or install the bundle:
Or the bundle:
```bash
dotnet add package CryptoClients.Net
```
## Core pattern: fine-grained capabilities
## Core Pattern: Shared Interfaces
Each exchange API surface exposes a typed `.SharedApi` aggregate. Assign it to the capability for the single operation being used:
Every exchange library exposes `.SharedClient` properties on its API surfaces. These implement the same interfaces from `CryptoExchange.Net.SharedApis`.
```csharp
using Binance.Net.Clients;
@@ -41,187 +42,155 @@ using OKX.Net.Clients;
using Bybit.Net.Clients;
using CryptoExchange.Net.SharedApis;
IGetTickerRest binance = new BinanceRestClient().SpotApi.SharedApi;
IGetTickerRest okx = new OKXRestClient().UnifiedApi.SharedApi;
IGetTickerRest bybit = new BybitRestClient().V5Api.SharedApi;
// All three implement ISpotTickerRestClient
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
ISpotTickerRestClient bybit = new BybitRestClient().V5Api.SharedClient;
// Single agnostic call — works against any of them
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var result = await binance.GetTickerAsync(new GetTickerRequest(symbol));
var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
// ticker.Data.LastPrice, ticker.Data.HighPrice, etc. — same model regardless of exchange
```
## Core Pattern: SharedSymbol
Different exchanges format symbols differently — Binance uses `BTCUSDT`, OKX uses `BTC-USDT`, others may have other formats. `SharedSymbol` normalizes this:
```csharp
var btcusdt = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
// Each exchange library translates SharedSymbol → its native format internally.
// For futures:
var btcusdtPerp = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
```
For exchanges that use exotic asset names, see the AssetAliases configuration.
## Symbol Metadata and Asset Classification
Since CryptoExchange.Net 12.2.0, shared symbol responses describe both sides of a market with `BaseAssetType`, `BaseAssetSubType`, `QuoteAssetType`, and `QuoteAssetSubType`. `SharedAssetType` distinguishes `Crypto`, `Fiat`, and `TradFi`; `SharedAssetSubType` distinguishes `StableCoin`, `Equity`, and `Commodity`. `SharedSpotSymbol` and `SharedFuturesSymbol` also expose `DisplayName`.
The same fields on `GetSymbolsRequest` filter spot or futures symbol discovery:
```csharp
var request = new GetSymbolsRequest(
baseAssetType: SharedAssetType.Crypto,
quoteAssetSubType: SharedAssetSubType.StableCoin);
var result = await symbolClient.GetSpotSymbolsAsync(request);
```
After calling `GetSpotSymbolsAsync` or `GetFuturesSymbolsAsync`, use the client's `SpotSymbolCatalog` or `FuturesSymbolCatalog` to look up normalized asset and symbol metadata by name. The catalog is unavailable until the corresponding symbol request has populated the cache.
For exchange-library implementations, `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` provide best-effort classification of known assets and accept exchange-specific additions. These helpers are heuristics, not an exhaustive source of truth.
## 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
**REST:**
- Market data: `ISpotTickerRestClient`, `IBookTickerRestClient`, `ISpotSymbolRestClient`, `IFuturesSymbolRestClient`, `IOrderBookRestClient`, `IRecentTradeRestClient`, `IKlineRestClient`
- Orders: `ISpotOrderRestClient`, `IFuturesOrderRestClient`, `ISpotOrderClientIdRestClient`, `IFuturesOrderClientIdRestClient`, `ISpotTriggerOrderRestClient`, `IFuturesTriggerOrderRestClient`, `IFuturesTpSlRestClient`
- Account: `IBalanceRestClient`, `IPositionRestClient`, `IFeeRestClient`, `ITransferRestClient`, `IDepositRestClient`, `IWithdrawalRestClient`
**WebSocket:**
- `ITickerSocketClient`, `IBookTickerSocketClient`
- `IOrderBookSocketClient`, `ITradeSocketClient`, `IKlineSocketClient`
- `IUserTradeSocketClient`, `ISpotOrderSocketClient`, `IFuturesOrderSocketClient`, `IPositionSocketClient`, `IBalanceSocketClient`
- Order commands: `ISpotOrderManagementSocketClient`, `IFuturesOrderManagementSocketClient`
Each exchange documents which interfaces it implements (some exchanges don't support every operation).
## Core Pattern: Result Handling
Same as exchange-specific libraries: REST calls return `HttpResult<T>` and websocket subscription calls return `WebSocketResult<UpdateSubscription>`, both with `.Success`, `.Data`, and `.Error`. Always check `.Success` first.
```csharp
var result = await sharedClient.GetSpotTickerAsync(new GetTickerRequest(symbol));
if (!result.Success)
Console.WriteLine($"[{result.Exchange}] {result.Error}");
else
Console.WriteLine($"[{result.Exchange}] {result.Data!.LastPrice}");
{
Console.WriteLine($"[{sharedClient.Exchange}] Error: {result.Error}");
return;
}
Console.WriteLine($"[{sharedClient.Exchange}] {result.Data.LastPrice}");
```
V2 interfaces describe operations, not broad feature groups. Examples include `IGetTickerRest`, `IGetOrderBookRest`, `IPlaceSpotOrderRest`, `ICancelFuturesOrderRest`, and `ISubscribeTradesSocket`. An exchange may implement one operation without implementing adjacent operations.
`.Exchange` property on every shared client tells you which exchange you're talking to — useful for logging.
## Shared symbols
Use `SharedSymbol`; never pass exchange-native symbol strings to shared requests:
## Core Pattern: Multi-Exchange Aggregation
```csharp
var spot = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var linearPerpetual = new SharedSymbol(
TradingMode.PerpetualLinear,
"BTC",
"USDT");
```
var clients = new ISpotTickerRestClient[]
{
new BinanceRestClient().SpotApi.SharedClient,
new OKXRestClient().UnifiedApi.SharedClient,
new BybitRestClient().V5Api.SharedClient,
};
Each exchange library converts the shared symbol to its native format. For unusual exchange asset names, configure asset aliases.
## Known surface versus runtime selection
Use the typed `.SharedApi` surface when the exchange and API are known. This is the simplest and most discoverable approach:
```csharp
IPlaceSpotOrderRest orders = restClient.SpotApi.SharedApi;
```
For runtime selection, inject the exchange-wide `I[Exchange]SharedApiClient` registered by `services.Add[Exchange](...)`. Resolve a capability with the strongly typed `SharedCapabilities` catalog:
```csharp
var match = sharedClient.GetCapability(
SharedCapabilities.Orders.Futures.PlaceOrder.Rest,
TradingMode.PerpetualLinear);
if (match is null)
return; // This exchange/API/mode does not provide the operation.
var result = await match.Capability.PlaceFuturesOrderAsync(request);
```
`GetCapability` returns one `SharedCapabilityResolution<T>` containing `Capability` and `Options`, or `null` if no supported implementation matches. `GetCapabilities` returns every match on that exchange-wide client. Always specify `TradingMode` when multiple spot, linear, inverse, or delivery surfaces could match.
`SharedCapabilities` references identify interface types; they do not guarantee that an exchange implements the operation and do not send a request.
## Transport selection and result types
Some commands have three interfaces:
- Transport-agnostic, such as `IPlaceSpotOrder`, returns `IExchangeCallResult<T>`.
- REST-specific, such as `IPlaceSpotOrderRest`, returns `HttpResult<T>`.
- socket-specific, such as `IPlaceSpotOrderSocket`, returns `QueryResult<T>`.
Socket subscription capabilities such as `ISubscribeTickerSocket` return `WebSocketResult<UpdateSubscription>`.
Use `.Rest` or `.Socket` on a capability reference when transport matters. Without a transport filter, exchange-wide lookup uses `PreferredTransport`, configured through the exchange's `SharedApi.PreferredTransport` option and normally defaulting to REST.
Always check `.Success` before `.Data`. Use `.Error` for failures and the result or capability `.Exchange` value for multi-exchange logging.
## Inspect parameter support
The presence of a capability does not mean every shared request property is accepted by every exchange. Inspect its `CapabilityOptions`:
- `RequestParameterRules`: whether each shared request field is `Required`, `Optional`, or `NotSupported`.
- `ExchangeParameterRules`: required or optional exchange-specific values supplied through the request's `ExchangeParameters`.
- `SupportedTradingModes`: the trading modes supported by this implementation.
```csharp
var match = sharedClient.GetCapability(
SharedCapabilities.Orders.Futures.PlaceOrder.Rest,
TradingMode.PerpetualLinear);
var leverageRule = match?.Options.RequestParameterRules
.FirstOrDefault(x => x.Name == nameof(PlaceFuturesOrderRequest.Leverage));
```
Do not infer support from the request model alone. Handle a `null` resolution and exchange-specific parameter rules before issuing dynamic trading calls.
## Common capabilities
- Market data: `IGetTickerRest`, `IGetAllTickersRest`, `IGetOrderBookRest`, `IGetKlinesRest`, `IGetRecentTradesRest`; ticker, trade, kline, and order-book socket subscriptions.
- Trading: fine-grained spot and futures place, edit, cancel, get, open-order, closed-order, and order-update capabilities.
- Account: balances, positions, user trades, fees, deposits, withdrawals, and transfers.
- Futures data: funding, open interest, leverage, mark price, and index price capabilities.
Check the typed exchange Shared API surface or use capability lookup instead of assuming universal support.
## Multi-exchange aggregation
Run independent exchange requests concurrently:
```csharp
var clients = new IGetTickerRest[] { binance, okx, bybit };
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var tasks = clients.Select(client =>
client.GetTickerAsync(new GetTickerRequest(symbol)));
// Fetch concurrently from all exchanges
var tasks = clients.Select(c => c.GetSpotTickerAsync(new GetTickerRequest(symbol))).ToArray();
var results = await Task.WhenAll(tasks);
foreach (var result in results.Where(x => x.Success))
Console.WriteLine($"{result.Exchange}: {result.Data!.LastPrice}");
```
Reuse clients through dependency injection; do not instantiate them per request.
## Dependency injection
Each exchange library provides `services.Add[Exchange](...)`. Registration includes its native clients, V1 shared interfaces, V2 operation capabilities, and exchange-wide shared client.
Inject a capability directly only when the container has one intended implementation:
```csharp
public sealed class TickerService(IGetTickerRest ticker)
for (int i = 0; i < clients.Length; i++)
{
public Task<HttpResult<SharedTicker>> GetAsync(
SharedSymbol symbol,
CancellationToken ct = default)
=> ticker.GetTickerAsync(new GetTickerRequest(symbol), ct);
if (results[i].Success)
Console.WriteLine($"{clients[i].Exchange}: {results[i].Data!.LastPrice}");
}
```
If multiple exchanges or multiple API surfaces register the same capability, inject the exchange-specific shared client and select its typed API property or call `GetCapability`. Plain single-service resolution does not express which implementation you want.
## Per-Exchange Setup
For the bundle, use `services.AddCryptoClients(...)`. CryptoClients.Net provides `IExchangeSharedApiClient` for capability lookup across exchanges.
Each exchange library has its own credentials class and options. See each library's CLAUDE.md for specifics. The pattern is consistent: `XxxRestClient(options => { options.ApiCredentials = new XxxCredentials(...); })`.
## V1 migration
## Dependency Injection
V1 `.SharedClient` facades and broad interfaces such as `ISpotTickerRestClient` remain available. Migrate one operation at a time:
Each exchange library has its own `services.AddXxx(...)` extension. They all share the same option-builder pattern. Register only the ones you use:
```csharp
// V1
await restClient.SpotApi.SharedClient.GetSpotTickerAsync(request);
// V2
await restClient.SpotApi.SharedApi.GetTickerAsync(request);
services.AddBinance(restOpts => { /*...*/ }, socketOpts => { /*...*/ });
services.AddOKX(restOpts => { /*...*/ }, socketOpts => { /*...*/ });
// Inject IBinanceRestClient, IOKXRestClient, etc.
```
Important semantic changes:
For one-package access: `services.AddCryptoClients(...)` from `CryptoClients.Net`.
- V2 ticker methods are `GetTickerAsync` and `GetAllTickersAsync` and return `SharedTicker` for both spot and futures.
- WebSocket order updates use `SharedSpotOrderUpdate` and `SharedFuturesOrderUpdate`; REST order retrieval keeps the ordinary order models.
- `ICloseFullPosition` closes the complete position. Use an order capability for partial closes where supported.
- Transport-agnostic operations return `IExchangeCallResult<T>`; select the REST or socket interface when code needs a transport-specific result.
## Common Pitfalls — AVOID
See `docs/SHARED_API_V2_MIGRATION.md` for detailed mappings.
- **Do NOT install `CryptoExchange.Net` and try to call exchange APIs directly** — it's a base abstraction; you need an exchange library.
- **Do NOT try to use one exchange's models with another's client** — use the SharedApis types (`SharedSymbol`, `SharedSpotTicker`, `SharedSpotOrder`, etc.) for cross-exchange code.
- **Do NOT block on async operations** — use `await` throughout. `Task.WhenAll` for parallelism across exchanges.
- **Do NOT assume every exchange supports every operation** — check exchange docs or the library's implementation. Operations may return errors like "not supported on this exchange".
- **Do NOT instantiate clients per-request** — reuse via DI.
- **Do NOT iterate exchanges sequentially when concurrency is fine** — use `Task.WhenAll` for ~Nx speedup.
## Common pitfalls
## Implementing a New Exchange Library
- Do not install `CryptoExchange.Net` alone and expect exchange endpoints.
- Do not use `.SharedClient` for new V2 code; use `.SharedApi` and fine-grained capabilities.
- Do not mix exchange-native request or response models into cross-exchange services.
- Do not assume capability presence or request-parameter support; resolve and inspect it.
- Do not rely on preferred transport when REST or socket semantics matter.
- Do not block with `.Result` or `.Wait()`; use async calls throughout.
- Do not query exchanges sequentially when requests are independent.
If you're building a NEW exchange wrapper following the CryptoExchange.Net pattern (rare but valuable):
## Implementing a new exchange library
- Inherit from `RestApiClient` and `SocketApiClient` base classes
- Define your own `XxxCredentials` extending `ApiCredentials` (or use `ApiCredentials` directly)
- Implement `AuthenticationProvider` for the exchange's signing scheme
- Implement the relevant `Shared*` interfaces on your API client classes for cross-exchange support
- Follow the same `XxxRestOptions` / `XxxSocketOptions` pattern
- Derive API clients from `RestApiClient` and `SocketApiClient`.
- Follow the exchange credentials and options patterns used by existing libraries.
- Implement the relevant fine-grained V2 capability interfaces on typed Shared API classes.
- Publish accurate `CapabilityOptions`, including supported trading modes and request/exchange parameter rules.
- Register REST/socket Shared APIs and the exchange-wide shared client with the library's DI extension.
- Retain V1 facades only where compatibility with existing consumers is required.
Use maintained exchange libraries such as Binance.Net and Bybit.Net as implementation references.
See existing libraries (Binance.Net, Bybit.Net) as reference implementations.
## Reference
- Source: https://github.com/JKorf/CryptoExchange.Net
- Documentation: https://cryptoexchange.jkorf.dev/
- Shared API migration: https://github.com/JKorf/CryptoExchange.Net/blob/master/docs/SHARED_API_V2_MIGRATION.md
- Bundle: https://github.com/JKorf/CryptoClients.Net
- SharedApis docs: https://cryptoexchange.jkorf.dev/CryptoExchange.Net/idocs_shared.html
- Bundle (all exchanges): https://github.com/JKorf/CryptoClients.Net
- Demo app: https://github.com/JKorf/CryptoManager.Net
- Discord: https://discord.gg/MSpeEtSY8t
@@ -62,31 +62,6 @@ namespace CryptoExchange.Net.UnitTests.ConverterTests
Assert.That(deserialized.Prop8!.Prop31, Is.EqualTo(5));
Assert.That(deserialized.Prop8.Prop32, Is.EqualTo("101"));
}
[TestCase("[\"4.803E-5\",\"9.623e-4\",\"0.0010025\"]", 0.00004803, 0.0009623, 0.0010025)]
[TestCase("[\"81251.5\",\"1E+2\",\"-2.5E-3\"]", 81251.5, 100, -0.0025)]
[TestCase("[4.803E-5,9.623e-4,0.0010025]", 0.00004803, 0.0009623, 0.0010025)]
public void TestArrayConverterDecimalInScientificNotation(string json, decimal expected1, decimal expected2, decimal expected3)
{
// Some exchanges send small prices as strings in scientific notation, for example the
// Kucoin futures kline stream: "candles":["1789830000","4.803E-5","4.807E-5",...]
var deserialized = JsonSerializer.Deserialize<TestDecimal>(json);
Assert.That(deserialized!.Prop1, Is.EqualTo(expected1));
Assert.That(deserialized.Prop2, Is.EqualTo(expected2));
Assert.That(deserialized.Prop3, Is.EqualTo(expected3));
}
}
[JsonConverter(typeof(ArrayConverter<TestDecimal>))]
public record TestDecimal
{
[ArrayProperty(0)]
public decimal Prop1 { get; set; }
[ArrayProperty(1)]
public decimal? Prop2 { get; set; }
[ArrayProperty(2)]
public decimal Prop3 { get; set; }
}
[JsonConverter(typeof(ArrayConverter<Test>))]
+24 -93
View File
@@ -3,7 +3,6 @@ using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.RateLimiting.Filters;
using CryptoExchange.Net.RateLimiting.Guards;
using CryptoExchange.Net.RateLimiting.Interfaces;
using CryptoExchange.Net.RateLimiting.Trackers;
using CryptoExchange.Net.UnitTests.Implementations;
using NUnit.Framework;
using System;
@@ -34,12 +33,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(i == requests ? triggered : !triggered);
}
triggered = false;
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, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(!triggered);
}
@@ -59,7 +58,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
bool expected = i == 1 ? expectLimiting ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -80,9 +79,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimiting ? evnt != null : evnt == null);
}
@@ -101,12 +100,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(i == requests ? triggered : !triggered);
}
triggered = false;
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, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(!triggered);
}
@@ -124,7 +123,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -144,7 +143,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -167,9 +166,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -186,9 +185,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -206,9 +205,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -223,9 +222,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
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, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default);
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, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -239,8 +238,8 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
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, 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, 1, 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, 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);
Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>());
}
@@ -258,9 +257,9 @@ namespace CryptoExchange.Net.UnitTests
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
// act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, ct.Token);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
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, 1, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
// assert
Assert.That(evnt, Is.Null);
@@ -280,10 +279,10 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
// act
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, 1, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, 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, 1, default);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default);
// assert
Assert.That(evnt, Is.Not.Null);
@@ -322,73 +321,5 @@ namespace CryptoExchange.Net.UnitTests
// assert
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>());
}
[TestCase(0.1, 10)]
[TestCase(1, 50)]
[TestCase(5, 250)]
[TestCase(60, 250)]
public void RateLimitSafetyMargin_DefaultIsProportionalAndCapped(double periodSeconds, int expectedMarginMilliseconds)
{
var margin = WindowTrackerHelpers.GetDefaultSafetyMargin(TimeSpan.FromSeconds(periodSeconds));
Assert.That(margin, Is.EqualTo(TimeSpan.FromMilliseconds(expectedMarginMilliseconds)));
}
[Test]
public void RateLimitGuard_ExplicitSafetyMarginIsUsed()
{
var guard = new RateLimitGuard(
RateLimitGuard.PerHost,
new LimitItemTypeFilter(RateLimitItemType.Request),
1,
TimeSpan.FromSeconds(1),
RateLimitWindowType.Sliding,
safetyMargin: TimeSpan.Zero);
Assert.That(guard.SafetyMargin, Is.EqualTo(TimeSpan.Zero));
}
}
}
@@ -1,355 +0,0 @@
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)
{
}
}
}
}
@@ -1,89 +0,0 @@
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,
$"Capabilities listed multiple times in SharedCapabilities: " +
string.Join(", ", duplicateCapabilities));
});
}
private static IEnumerable<Type> GetTypeAndNestedTypes(Type type)
{
yield return type;
foreach (var nestedType in type.GetNestedTypes(BindingFlags.Public))
{
foreach (var result in GetTypeAndNestedTypes(nestedType))
yield return result;
}
}
}
}
@@ -1,180 +0,0 @@
using NUnit.Framework;
using CryptoExchange.Net.SharedApis;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedParametersTests
{
[Test]
public void AllSharedAPIOptions_ShouldListAllDefaultParametersInRequestParameterRules()
{
var failures = new List<string>();
var optionsTypes = typeof(CapabilityOptions).Assembly
.GetTypes()
.Where(x => x.IsClass
&& !x.IsAbstract
&& typeof(CapabilityOptions).IsAssignableFrom(x))
.OrderBy(x => x.FullName)
.ToArray();
foreach (var optionsType in optionsTypes)
{
var genericOptionsType = GetGenericOptionsType(optionsType);
if (genericOptionsType == null)
{
if (optionsType == typeof(ClosePositionOptions))
continue;
failures.Add($"{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;
}
}
}
+1 -32
View File
@@ -1,13 +1,10 @@
using System;
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.Objects.Errors;
using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Logging.Abstractions;
using System;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Clients
{
@@ -81,11 +78,6 @@ namespace CryptoExchange.Net.Clients
/// </summary>
protected internal virtual ErrorMapping ErrorMapping { get; } = new ErrorMapping([]);
/// <summary>
/// Current rate limit admission override
/// </summary>
protected readonly AsyncLocal<RateLimitAdmission?> AdmissionOverride = new();
/// <summary>
/// ctor
/// </summary>
@@ -130,29 +122,6 @@ namespace CryptoExchange.Net.Clients
/// </summary>
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>
/// Dispose
/// </summary>
@@ -350,9 +350,6 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled)
{
var admissionOverride = AdmissionOverride.Value ?? ClientOptions.RateLimitAdmission?.Invoke(definition, requestWeight);
var rateRatio = admissionOverride?.MaxUtilizationRatio ?? 1.0;
var limitResult = await definition.RateLimitGate.ProcessAsync(
_logger,
requestId,
@@ -362,7 +359,6 @@ namespace CryptoExchange.Net.Clients
requestWeight,
ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix + ClientOptions.RateLimitGroup,
rateRatio,
cancellationToken).ConfigureAwait(false);
if (!limitResult.Success)
return limitResult.Error!;
@@ -378,9 +374,6 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled)
{
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(
_logger,
requestId,
@@ -391,7 +384,6 @@ namespace CryptoExchange.Net.Clients
singleRequestWeight,
ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix,
rateRatio,
cancellationToken).ConfigureAwait(false);
if (!limitResult.Success)
return limitResult.Error!;
+14 -74
View File
@@ -286,7 +286,7 @@ namespace CryptoExchange.Net.Clients
while (true)
{
// Get a new or existing socket connection
var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, ct, subscription, subscription.Topic, subscription.IndividualSubscriptionCount).ConfigureAwait(false);
var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, ct, subscription.Topic, subscription.IndividualSubscriptionCount).ConfigureAwait(false);
if (!socketResult.Success)
return WebSocketResult.Fail<UpdateSubscription>(Exchange, socketResult.Error);
@@ -309,7 +309,7 @@ namespace CryptoExchange.Net.Clients
var needsConnecting = !socketConnection.Connected;
var connectResult = await ConnectIfNeededAsync(socketConnection, subscription.Authenticated, ct, subscription).ConfigureAwait(false);
var connectResult = await ConnectIfNeededAsync(socketConnection, subscription.Authenticated, ct).ConfigureAwait(false);
if (!connectResult.Success)
return WebSocketResult.Fail<UpdateSubscription>(Exchange, connectResult.Error!);
@@ -482,7 +482,7 @@ namespace CryptoExchange.Net.Clients
await semaphoreSlim.WaitAsync().ConfigureAwait(false);
try
{
var socketResult = await GetSocketConnection(url, query.Authenticated, true, ct, processor: query).ConfigureAwait(false);
var socketResult = await GetSocketConnection(url, query.Authenticated, true, ct).ConfigureAwait(false);
if (!socketResult.Success)
return QueryResult.Fail<THandlerResponse>(Exchange, socketResult.Error);
@@ -495,7 +495,7 @@ namespace CryptoExchange.Net.Clients
released = true;
}
var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated, ct, query).ConfigureAwait(false);
var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated, ct).ConfigureAwait(false);
if (!connectResult.Success)
return QueryResult.Fail<THandlerResponse>(Exchange, connectResult.Error!);
}
@@ -524,18 +524,7 @@ namespace CryptoExchange.Net.Clients
/// <param name="authenticated">Whether the socket should authenticated</param>
/// <param name="ct">Cancellation token</param>
/// <returns></returns>
protected virtual Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct)
=> ConnectIfNeededAsync(socket, authenticated, ct, null);
/// <summary>
/// Checks if a socket needs to be connected and does so if needed. Also authenticates on the socket if needed
/// </summary>
/// <param name="socket">The connection to check</param>
/// <param name="authenticated">Whether the socket should authenticated</param>
/// <param name="processor">The message processor requesting a connection</param>
/// <param name="ct">Cancellation token</param>
/// <returns></returns>
protected virtual async Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct, IMessageProcessor? processor)
protected virtual async Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct)
{
if (socket.Connected)
return CallResult.Ok();
@@ -544,13 +533,16 @@ namespace CryptoExchange.Net.Clients
if (!connectResult.Success)
return connectResult;
if (ClientOptions.DelayAfterConnect != TimeSpan.Zero)
await Task.Delay(ClientOptions.DelayAfterConnect).ConfigureAwait(false);
if (!authenticated || socket.Authenticated)
return CallResult.Ok();
if (socket is not SocketConnection sc)
throw new InvalidOperationException("HighPerfSocketConnection not supported for authentication");
var result = await AuthenticateSocketAsync(sc, processor).ConfigureAwait(false);
var result = await AuthenticateSocketAsync(sc).ConfigureAwait(false);
if (!result.Success)
await socket.CloseAsync().ConfigureAwait(false);
@@ -562,22 +554,13 @@ namespace CryptoExchange.Net.Clients
/// </summary>
/// <param name="socket">Socket to authenticate</param>
/// <returns></returns>
public virtual Task<CallResult> AuthenticateSocketAsync(SocketConnection socket)
=> AuthenticateSocketAsync(socket, null);
/// <summary>
/// Authenticate a socket connection
/// </summary>
/// <param name="socket">Socket to authenticate</param>
/// <param name="processor">The message processor requesting authentication</param>
/// <returns></returns>
public virtual async Task<CallResult> AuthenticateSocketAsync(SocketConnection socket, IMessageProcessor? processor)
public virtual async Task<CallResult> AuthenticateSocketAsync(SocketConnection socket)
{
if (GetAuthenticationProvider() == null)
return CallResult.Fail(new NoApiCredentialsError());
_logger.AttemptingToAuthenticate(socket.SocketId);
var authRequest = await GetAuthenticationRequestAsync(socket, processor).ConfigureAwait(false);
var authRequest = await GetAuthenticationRequestAsync(socket).ConfigureAwait(false);
if (authRequest != null)
{
var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
@@ -598,21 +581,13 @@ namespace CryptoExchange.Net.Clients
return CallResult.Ok();
}
/// <summary>
/// Should return the request which can be used to authenticate a socket connection
/// </summary>
/// <returns></returns>
protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) =>
protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) =>
Task.FromResult(GetAuthenticationProvider()!.GetAuthenticationQuery(this, connection));
/// <summary>
/// Should return the request which can be used to authenticate a socket connection
/// </summary>
/// <returns></returns>
protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection, IMessageProcessor? processor) =>
GetAuthenticationRequestAsync(connection);
/// <summary>
/// Adds a system subscription. Used for example to reply to ping requests
/// </summary>
@@ -670,18 +645,6 @@ namespace CryptoExchange.Net.Clients
&& (AllowTopicsOnTheSameConnection || !connection.Topics.Contains(topic));
}
/// <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="processor">The processor requesting a 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, IMessageProcessor? processor, string? topic = null)
=> ConnectionCanBeUsedFor(connection, address, authenticated, topic);
/// <summary>
/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
/// </summary>
@@ -692,36 +655,15 @@ namespace CryptoExchange.Net.Clients
/// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
/// <param name="individualSubscriptionCount">The number of individual subscriptions in this subscribe request</param>
/// <returns></returns>
protected virtual Task<CallResult<SocketConnection>> GetSocketConnection(
string address,
bool authenticated,
bool dedicatedRequestConnection,
CancellationToken ct,
string? topic = null,
int individualSubscriptionCount = 1)
=> GetSocketConnection(address, authenticated, dedicatedRequestConnection, ct, null, topic, individualSubscriptionCount);
/// <summary>
/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
/// </summary>
/// <param name="address">The address the socket is for</param>
/// <param name="authenticated">Whether the socket should be authenticated</param>
/// <param name="dedicatedRequestConnection">Whether a dedicated request connection should be returned</param>
/// <param name="ct">Cancellation token</param>
/// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
/// <param name="individualSubscriptionCount">The number of individual subscriptions in this subscribe request</param>
/// <param name="processor">The processor requesting a connection</param>
/// <returns></returns>
protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(
string address,
bool authenticated,
bool dedicatedRequestConnection,
CancellationToken ct,
IMessageProcessor? processor,
string? topic = null,
int individualSubscriptionCount = 1)
{
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
var socketQuery = _socketConnections.Where(s => ConnectionCanBeUsedFor(s.Value, address, authenticated, topic)).Select(x => x.Value); // Don't ToList this so the query is executed again when called
// If all current socket connections are reconnecting or resubscribing wait for that to finish as we can probably use the existing connection
var delayStart = DateTime.UtcNow;
@@ -916,11 +858,9 @@ namespace CryptoExchange.Net.Clients
ReconnectInterval = ClientOptions.ReconnectInterval,
RateLimiter = ClientOptions.RateLimiterEnabled ? RateLimiter : null,
RateLimitingBehavior = ClientOptions.RateLimitingBehaviour,
RateLimitAdmissionCallbackOptions = (def, weight) => ClientOptions.RateLimitAdmission?.Invoke(def, weight),
RateLimitAdmissionCallbackRequest = () => AdmissionOverride.Value,
Proxy = ClientOptions.Proxy,
Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout,
ReceiveBufferSize = ClientOptions.ReceiveBufferSize
ReceiveBufferSize = ClientOptions.ReceiveBufferSize,
};
/// <summary>
@@ -173,9 +173,6 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
if (targetType.IsAssignableFrom(value?.GetType()))
attribute.PropertyInfo.SetValue(result, value);
else if (value is string stringValue && targetType == typeof(decimal))
// Convert.ChangeType doesn't accept scientific notation, which some exchanges use for small values ("4.803E-5")
attribute.PropertyInfo.SetValue(result, ExchangeHelpers.ParseDecimal(stringValue));
else
attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, targetType, CultureInfo.InvariantCulture));
}
+3 -3
View File
@@ -6,9 +6,9 @@
<PackageId>CryptoExchange.Net</PackageId>
<Authors>JKorf</Authors>
<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
<PackageVersion>13.2.0</PackageVersion>
<AssemblyVersion>13.2.0</AssemblyVersion>
<FileVersion>13.2.0</FileVersion>
<PackageVersion>12.5.1</PackageVersion>
<AssemblyVersion>12.5.1</AssemblyVersion>
<FileVersion>12.5.1</FileVersion>
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
<RepositoryType>git</RepositoryType>
+53 -67
View File
@@ -1,8 +1,5 @@
using CryptoExchange.Net.Clients;
using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection;
using System;
@@ -14,7 +11,6 @@ using System.IO.Compression;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;
using System.Threading.Tasks;
using System.Web;
namespace CryptoExchange.Net
@@ -150,42 +146,25 @@ namespace CryptoExchange.Net
/// <returns></returns>
public static string ToFormData(this IDictionary<string, object> parameters)
{
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));
}
var formData = HttpUtility.ParseQueryString(string.Empty);
foreach (var kvp in parameters)
{
if (kvp.Value is null)
continue;
if (kvp.Value is Array array)
if (kvp.Value.GetType().IsArray)
{
var array = (Array)kvp.Value;
foreach (var value in array)
Append(kvp.Key, value);
formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", value));
}
else
{
Append(kvp.Key, kvp.Value);
formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value));
}
}
return result.ToString();
return formData.ToString()!;
}
/// <summary>
@@ -409,14 +388,15 @@ namespace CryptoExchange.Net
services.AddTransient(x => (ITradeHistoryRestClient)client(x)!);
if (typeof(IWithdrawalRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (IWithdrawalRestClient)client(x)!);
if (typeof(IWithdrawRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (IWithdrawRestClient)client(x)!);
if (typeof(IWithdrawEndpoint).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (IWithdrawEndpoint)client(x)!);
if (typeof(IFeeRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (IFeeRestClient)client(x)!);
if (typeof(IBookTickerRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (IBookTickerRestClient)client(x)!);
if (typeof(ITransferRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ITransferRestClient)client(x)!);
if (typeof(ITransferEndpoint).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ITransferEndpoint)client(x)!);
if (typeof(ISpotOrderRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ISpotOrderRestClient)client(x)!);
if (typeof(ISpotSymbolRestClient).IsAssignableFrom(typeof(T)))
@@ -495,6 +475,47 @@ namespace CryptoExchange.Net
return services;
}
/// <summary>
/// Registers a strict Shared API aggregate and all capability interfaces implemented by it.
/// </summary>
public static IServiceCollection RegisterSharedApi<
#if NET5_0_OR_GREATER
[DynamicallyAccessedMembers(DynamicallyAccessedMemberTypes.Interfaces)]
#endif
TSharedApi>(
this IServiceCollection services,
Func<IServiceProvider, TSharedApi> factory)
where TSharedApi : class, ISharedApi
{
services.AddTransient<TSharedApi>(factory);
var markerInterfaces = new[]
{
typeof(ISharedApiCapability),
typeof(ISharedApiEndpoint),
typeof(ISharedSocketOperation),
typeof(ISharedSubscription)
};
var capabilityInterfaces = typeof(TSharedApi)
.GetInterfaces()
.Where(x =>
typeof(ISharedApiCapability).IsAssignableFrom(x)
&& !markerInterfaces.Contains(x))
.Distinct()
.ToArray();
foreach (var capabilityInterface in capabilityInterfaces)
{
services.AddTransient(
capabilityInterface,
serviceProvider =>
serviceProvider.GetRequiredService<TSharedApi>());
}
return services;
}
/// <summary>
/// Convert a hex encoded string to byte array
/// </summary>
@@ -514,41 +535,6 @@ namespace CryptoExchange.Net
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);
}
}
}
}
@@ -1,4 +1,6 @@
using CryptoExchange.Net.SharedApis;
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.SharedApis;
using System;
namespace CryptoExchange.Net.Interfaces.Clients
@@ -6,7 +8,7 @@ namespace CryptoExchange.Net.Interfaces.Clients
/// <summary>
/// Base api client
/// </summary>
public interface IBaseApiClient : IRateLimitAdmissionClient
public interface IBaseApiClient
{
/// <summary>
/// Exchange name
@@ -1,22 +0,0 @@
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);
}
}
@@ -1,5 +1,4 @@
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.RateLimiting;
using System;
namespace CryptoExchange.Net.Objects.Options
@@ -42,12 +41,6 @@ namespace CryptoExchange.Net.Objects.Options
/// </summary>
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 />
public override string ToString()
{
@@ -75,7 +75,6 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.CachingEnabled = CachingEnabled;
item.CachingMaxAge = CachingMaxAge;
item.HttpVersion = HttpVersion;
@@ -19,11 +19,6 @@ namespace CryptoExchange.Net.Objects.Options
/// </summary>
public int? MaxSocketConnections { get; set; }
/// <summary>
/// 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>
/// Set the values of this options on the target options
/// </summary>
@@ -33,7 +28,6 @@ namespace CryptoExchange.Net.Objects.Options
item.SocketNoDataTimeout = SocketNoDataTimeout;
item.AutoTimestamp = AutoTimestamp;
item.MaxSocketConnections = MaxSocketConnections;
item.DelayAfterConnect = DelayAfterConnect;
return item;
}
}
@@ -105,7 +105,6 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.ReceiveBufferSize = ReceiveBufferSize;
return item;
}
@@ -97,7 +97,7 @@ public record CallResult<T> : CallResult, ICallResult<T>
/// Call result for an exchange
/// </summary>
/// <typeparam name="T">Data type</typeparam>
public record ExchangeCallResult<T> : CallResult<T>, IExchangeCallResult<T>
public record ExchangeCallResult<T> : CallResult<T>
{
/// <summary>
/// Exchange name
@@ -40,23 +40,4 @@ public interface ICallResult<T> : ICallResult
/// The result data, only available when Success = true
/// </summary>
T? Data { get; }
}
/// <summary>
/// Exchange call result
/// </summary>
public interface IExchangeCallResult : ICallResult
{
/// <summary>
/// Exchange name
/// </summary>
public string Exchange { get; }
}
/// <summary>
/// Exchange call result
/// </summary>
/// <typeparam name="T">Result data type</typeparam>
public interface IExchangeCallResult<T> : IExchangeCallResult, ICallResult<T>
{
}
@@ -10,8 +10,12 @@ namespace CryptoExchange.Net.Objects
/// <summary>
/// HTTP call result
/// </summary>
public interface IHttpResult : ICallResult, IExchangeCallResult
public interface IHttpResult : ICallResult
{
/// <summary>
/// Exchange name
/// </summary>
string Exchange { get; init; }
/// <summary>
/// The original data returned by the call, only available when `OutputOriginalData` is set to `true` in the client options
/// </summary>
@@ -75,7 +79,7 @@ namespace CryptoExchange.Net.Objects
/// HTTP call result
/// </summary>
/// <typeparam name="T">Result data type</typeparam>
public interface IHttpResult<T> : IHttpResult, IExchangeCallResult<T>
public interface IHttpResult<T> : IHttpResult, ICallResult<T>
{
}
}
@@ -10,8 +10,13 @@ namespace CryptoExchange.Net.Objects
/// <summary>
/// WebSocket call result
/// </summary>
public interface IWebSocketResult : ICallResult, IExchangeCallResult
public interface IWebSocketResult : ICallResult
{
/// <summary>
/// Exchange name
/// </summary>
string Exchange { get; init; }
/// <summary>
/// The request id
/// </summary>
@@ -37,7 +42,7 @@ namespace CryptoExchange.Net.Objects
/// WebSocket call result
/// </summary>
/// <typeparam name="T">Data result type</typeparam>
public interface IWebSocketResult<T> : IWebSocketResult, IExchangeCallResult<T>
public interface IWebSocketResult<T> : IWebSocketResult, ICallResult<T>
{
}
@@ -1,5 +1,4 @@
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.RateLimiting.Interfaces;
using CryptoExchange.Net.RateLimiting.Interfaces;
using System;
using System.Collections.Generic;
using System.Text;
@@ -65,17 +64,6 @@ namespace CryptoExchange.Net.Objects.Sockets
/// </summary>
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>
/// Encoding for sending/receiving data
/// </summary>
@@ -36,7 +36,6 @@ namespace CryptoExchange.Net.RateLimiting.Guards
private readonly Dictionary<string, IWindowTracker> _trackers;
private readonly RateLimitWindowType _windowType;
private readonly double? _decayRate;
private readonly TimeSpan _safetyMargin;
private readonly int? _connectionWeight;
private readonly Func<RequestDefinition, string?, string> _keySelector;
private readonly SemaphoreSlim? _sharedGuardSemaphore;
@@ -55,10 +54,6 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// The time period for the limit
/// </summary>
public TimeSpan TimeSpan { get; }
/// <summary>
/// Additional time to wait after a rate limit window expires to account for latency and timing differences
/// </summary>
public TimeSpan SafetyMargin => _safetyMargin;
/// <summary>
/// Whether this guard is shared between multiple gates
@@ -73,12 +68,11 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <param name="limit">Limit per period</param>
/// <param name="timeSpan">Timespan for the period</param>
/// <param name="windowType">Type of rate limit window</param>
/// <param name="safetyMargin">Additional time to wait after a window expires, or null to use the default margin</param>
/// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
/// <param name="connectionWeight">The weight of a new connection</param>
/// <param name="shared">Whether this guard is shared between multiple gates</param>
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false, TimeSpan? safetyMargin = null)
: this(keySelector, new[] { filter }, limit, timeSpan, windowType, decayPerTimeSpan, connectionWeight, shared, safetyMargin)
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
: this(keySelector, new[] { filter }, limit, timeSpan, windowType, decayPerTimeSpan, connectionWeight, shared)
{
}
@@ -90,11 +84,10 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <param name="limit">Limit per period</param>
/// <param name="timeSpan">Timespan for the period</param>
/// <param name="windowType">Type of rate limit window</param>
/// <param name="safetyMargin">Additional time to wait after a window expires, or null to use the default margin</param>
/// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
/// <param name="connectionWeight">The weight of a new connection</param>
/// <param name="shared">Whether this guard is shared between multiple gates</param>
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false, TimeSpan? safetyMargin = null)
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
{
_filters = filters;
_trackers = new Dictionary<string, IWindowTracker>();
@@ -104,7 +97,6 @@ namespace CryptoExchange.Net.RateLimiting.Guards
SharedGuard = shared;
_keySelector = keySelector;
_decayRate = decayPerTimeSpan;
_safetyMargin = safetyMargin ?? WindowTrackerHelpers.GetDefaultSafetyMargin(timeSpan); ;
_connectionWeight = connectionWeight;
if (SharedGuard)
@@ -112,7 +104,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
{
foreach (var filter in _filters)
{
@@ -135,7 +127,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker);
}
var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
var delay = tracker.GetWaitTime(requestWeight);
if (delay == default)
return LimitCheck.NotNeeded(Limit, TimeSpan, tracker.Current);
@@ -213,9 +205,9 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <returns></returns>
protected IWindowTracker CreateTracker()
{
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(Limit, TimeSpan, _safetyMargin)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(Limit, TimeSpan, _safetyMargin)
: _windowType == RateLimitWindowType.FixedAfterFirst ? new FixedAfterStartWindowTracker(Limit, TimeSpan, _safetyMargin) :
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(Limit, TimeSpan)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(Limit, TimeSpan)
: _windowType == RateLimitWindowType.FixedAfterFirst ? new FixedAfterStartWindowTracker(Limit, TimeSpan) :
new DecayWindowTracker(Limit, TimeSpan, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
}
}
@@ -42,7 +42,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
{
if (type != Type)
return LimitCheck.NotApplicable;
@@ -24,7 +24,6 @@ namespace CryptoExchange.Net.RateLimiting.Guards
private readonly Dictionary<string, IWindowTracker> _trackers;
private readonly RateLimitWindowType _windowType;
private readonly double? _decayRate;
private readonly TimeSpan _safetyMargin;
private readonly int _limit;
private readonly TimeSpan _period;
private readonly Func<RequestDefinition, string?, string> _keySelector;
@@ -33,12 +32,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
public string Name => "EndpointLimitGuard";
/// <inheritdoc />
public string Description => _windowType == RateLimitWindowType.Decay ? $"Endpoint limit of {_limit} with a decay rate of {_decayRate}" : $"Limit of {_limit} per {_period}";
/// <summary>
/// Additional time to wait after a rate limit window expires to account for latency and timing differences
/// </summary>
public TimeSpan SafetyMargin => _safetyMargin;
public string Description => $"Limit requests to endpoint";
/// <summary>
/// ctor
@@ -47,21 +41,19 @@ namespace CryptoExchange.Net.RateLimiting.Guards
int limit,
TimeSpan period,
RateLimitWindowType windowType,
TimeSpan? safetyMargin = null,
Func<RequestDefinition, string?, string>? keySelector = null,
double? decayRate = null)
double? decayRate = null,
Func<RequestDefinition, string?, string>? keySelector = null)
{
_limit = limit;
_period = period;
_windowType = windowType;
_decayRate = decayRate;
_safetyMargin = safetyMargin ?? WindowTrackerHelpers.GetDefaultSafetyMargin(period);
_keySelector = keySelector ?? Default;
_trackers = new Dictionary<string, IWindowTracker>();
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
{
var key = _keySelector(definition, apiKey) + keySuffix;
if (!_trackers.TryGetValue(key, out var tracker))
@@ -70,7 +62,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker);
}
var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
var delay = tracker.GetWaitTime(requestWeight);
if (delay == default)
return LimitCheck.NotNeeded(_limit, _period, tracker.Current);
@@ -92,8 +84,8 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <returns></returns>
protected IWindowTracker CreateTracker()
{
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period, _safetyMargin)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period, _safetyMargin) :
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period) :
new DecayWindowTracker(_limit, _period, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
}
@@ -53,20 +53,9 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="requestWeight">Request weight</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="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancellation token</param>
/// <param name="ct">Cancelation token</param>
/// <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,
double allowedRateRatio,
CancellationToken ct);
ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
/// <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
@@ -80,21 +69,9 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="behaviour">Behaviour when rate limit is hit</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="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancelation token</param>
/// <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,
double allowedRateRatio,
CancellationToken ct);
ValueTask<CallResult> ProcessSingleAsync(ILogger logger, int itemId, IRateLimitGuard guard, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
/// <summary>
/// Reset the limit for the specified parameters
@@ -25,9 +25,8 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="apiKey">The API key</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="allowedRateRatio">The allowed rate ratio</param>
/// <returns></returns>
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio);
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix);
/// <summary>
/// Apply the request to this guard with the specified weight
@@ -22,7 +22,9 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <summary>
/// Get the time to wait to fit the weight
/// </summary>
TimeSpan GetWaitTime(int weight, double allowedRateRatio);
/// <param name="weight"></param>
/// <returns></returns>
TimeSpan GetWaitTime(int weight);
/// <summary>
/// Register the weight in this window
/// </summary>
@@ -1,32 +0,0 @@
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);
}
}
@@ -37,24 +37,14 @@ namespace CryptoExchange.Net.RateLimiting
}
/// <inheritdoc />
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)
public async ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
{
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
bool release = true;
_waitingCount++;
try
{
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
}
catch (TaskCanceledException tce)
{
@@ -81,7 +71,6 @@ namespace CryptoExchange.Net.RateLimiting
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
@@ -89,7 +78,7 @@ namespace CryptoExchange.Net.RateLimiting
_waitingCount++;
try
{
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
}
catch (TaskCanceledException tce)
{
@@ -105,23 +94,12 @@ 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,
double allowedRateRatio,
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, CancellationToken ct)
{
foreach (var guard in guards)
{
// Check if a wait is needed for this guard
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix, allowedRateRatio);
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix);
if (result.Delay != TimeSpan.Zero && rateLimitingBehaviour == RateLimitingBehaviour.Fail)
{
// Delay is needed and limit behaviour is to fail the request
@@ -131,10 +109,7 @@ namespace CryptoExchange.Net.RateLimiting
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));
var errorMsg = $"Rate limit check failed on guard {guard.Name}; {guard.Description}";
if (allowedRateRatio < 1)
errorMsg += $" with allowed ratio {allowedRateRatio}";
return CallResult.Fail(new ClientRateLimitError(errorMsg));
return CallResult.Fail(new ClientRateLimitError($"Rate limit check failed on guard {guard.Name}; {guard.Description}"));
}
if (result.Delay != TimeSpan.Zero)
@@ -142,14 +117,7 @@ namespace CryptoExchange.Net.RateLimiting
// Delay is needed and limit behaviour is to wait for the request to be under the limit
_semaphore.Release();
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}";
var description = result.Limit == null ? guard.Description : $"{guard.Description}, Request weight: {requestWeight}, Current: {result.Current}, Limit: {result.Limit}, requests now being limited: {_waitingCount}";
if (type == RateLimitItemType.Connection)
logger.RateLimitDelayingConnection(itemId, result.Delay, guard.Name, description);
else
@@ -158,7 +126,7 @@ namespace CryptoExchange.Net.RateLimiting
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 _semaphore.WaitAsync(ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
}
}
@@ -18,18 +18,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private int _currentWeight = 0;
private DateTime _lastDecrease = DateTime.UtcNow;
private double _decayProgress;
public DecayWindowTracker(
int limit,
TimeSpan period,
double decayRate)
public DecayWindowTracker(int limit, TimeSpan period, double decayRate)
{
if (period <= TimeSpan.Zero)
throw new ArgumentOutOfRangeException(nameof(period));
if (decayRate <= 0)
throw new ArgumentOutOfRangeException(nameof(decayRate));
Limit = limit;
TimePeriod = period;
DecreaseRate = decayRate;
@@ -39,119 +30,74 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
public void Reset(int? amount)
{
if (amount == null)
{
ResetState();
return;
}
_currentWeight = Math.Max(0, _currentWeight - amount.Value);
if (_currentWeight == 0)
ResetState();
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
var now = DateTime.UtcNow;
DecreaseCounter(now);
if ((Current + weight) / (double)Limit <= allowedRateRatio)
return TimeSpan.Zero;
if (Current == 0)
{
if (allowedRateRatio < 1)
{
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}");
}
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}");
}
return DetermineWaitTime(
weight,
allowedRateRatio);
}
public void ApplyWeight(int weight)
{
if (_currentWeight == 0)
{
_lastDecrease = DateTime.UtcNow;
_decayProgress = 0;
}
_currentWeight += weight;
}
private void DecreaseCounter(DateTime now)
{
if (_currentWeight == 0)
{
_lastDecrease = now;
_decayProgress = 0;
return;
}
var elapsed = now - _lastDecrease;
if (elapsed <= TimeSpan.Zero)
return;
var elapsedDecay = elapsed.Ticks / (double)TimePeriod.Ticks * DecreaseRate;
var totalDecay = _decayProgress + elapsedDecay;
var completedDecay = (int)Math.Floor(totalDecay);
_lastDecrease = now;
if (completedDecay == 0)
{
_decayProgress = totalDecay;
return;
}
_currentWeight = Math.Max(0, _currentWeight - completedDecay);
if (_currentWeight == 0)
{
// Decay cannot accumulate as credit while the counter is empty.
_decayProgress = 0;
_currentWeight = 0;
}
else
{
_decayProgress = totalDecay - completedDecay;
_currentWeight = Math.Max(0, _currentWeight - amount.Value);
}
}
private TimeSpan DetermineWaitTime(
int requestWeight,
double allowedRateRatio)
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
{
var weightToRemove = Current + requestWeight - Limit * allowedRateRatio;
// Decrease the counter based on the last update time and decay rate
DecreaseCounter(DateTime.UtcNow);
// The counter is integer-valued, so enough whole weight units
// must decay before the request can be admitted.
var requiredDecay = Math.Ceiling(weightToRemove);
var remainingDecay = Math.Max(0, requiredDecay - _decayProgress);
if (Current + weight > Limit)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
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}");
}
var waitTicks = Math.Ceiling(remainingDecay / DecreaseRate * TimePeriod.Ticks);
return waitTicks <= 0
? TimeSpan.Zero
: TimeSpan.FromTicks((long)waitTicks);
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight);
}
// Weight can fit without going over limit
return TimeSpan.Zero;
}
private void ResetState()
/// <inheritdoc />
public void ApplyWeight(int weight)
{
_currentWeight = 0;
_decayProgress = 0;
_lastDecrease = DateTime.UtcNow;
if (_currentWeight == 0)
_lastDecrease = DateTime.UtcNow;
_currentWeight += weight;
}
/// <summary>
/// Decrease the counter based on time passed since last update and the decay rate
/// </summary>
/// <param name="time"></param>
protected void DecreaseCounter(DateTime time)
{
var dif = (time - _lastDecrease).TotalMilliseconds / TimePeriod.TotalMilliseconds * DecreaseRate;
var decrease = (int)Math.Floor(dif);
if (decrease >= 1)
{
_currentWeight = Math.Max(0, _currentWeight - (int)Math.Floor(dif));
_lastDecrease = time;
}
}
/// <summary>
/// Determine the time to wait before the weight would fit
/// </summary>
/// <param name="requestWeight"></param>
/// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight)
{
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
var result = TimeSpan.FromMilliseconds(Math.Ceiling(weightToRemove / DecreaseRate) * TimePeriod.TotalMilliseconds);
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
}
}
}
@@ -17,18 +17,15 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private int _currentWeight = 0;
private DateTime? _nextReset;
private readonly TimeSpan _safetyMargin;
/// <summary>
/// Additional wait time to apply to account for time offset between server and client
/// </summary>
private static TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
public FixedAfterStartWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public FixedAfterStartWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new Queue<LimitEntry>();
}
@@ -56,32 +53,23 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
}
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
public TimeSpan GetWaitTime(int weight)
{
// Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow;
if (_nextReset != null && checkTime >= _nextReset + _safetyMargin)
if (_nextReset != null && checkTime > _nextReset)
RemoveBefore(_nextReset.Value);
if (Current == 0)
_nextReset = null;
if ((Current + weight) / (double)Limit > allowedRateRatio)
if (Current + weight > Limit)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
if (allowedRateRatio < 1)
{
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}");
}
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
@@ -133,7 +121,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private TimeSpan DetermineWaitTime()
{
var checkTime = DateTime.UtcNow;
var result = _nextReset!.Value + _safetyMargin - checkTime;
var result = (_nextReset!.Value - checkTime) + _fixedWindowBuffer;
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
@@ -16,18 +16,15 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private readonly Queue<LimitEntry> _entries;
private int _currentWeight = 0;
private readonly TimeSpan _safetyMargin;
/// <summary>
/// Additional wait time to apply to account for time offset between server and client
/// </summary>
private static readonly TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
public FixedWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public FixedWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new Queue<LimitEntry>();
}
@@ -55,32 +52,19 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
public TimeSpan GetWaitTime(int weight)
{
// Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow;
var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
var resetBoundary = checkTime >= startCurrentWindow + _safetyMargin
? startCurrentWindow
: startCurrentWindow - TimePeriod;
RemoveBefore(resetBoundary);
RemoveBefore(checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks)));
if ((Current + weight) / (double)Limit > allowedRateRatio)
if (Current + weight > Limit)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
if (allowedRateRatio < 1)
{
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}");
}
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
@@ -131,9 +115,8 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
{
var checkTime = DateTime.UtcNow;
var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
var result = checkTime < startCurrentWindow + _safetyMargin
? startCurrentWindow + _safetyMargin - checkTime
: startCurrentWindow + TimePeriod + _safetyMargin - checkTime;
var wait = startCurrentWindow.Add(TimePeriod) - checkTime;
var result = wait.Add(_fixedWindowBuffer);
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
@@ -16,18 +16,15 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private readonly List<LimitEntry> _entries;
private int _currentWeight = 0;
private readonly TimeSpan _safetyMargin;
/// <summary>
/// Additional wait time to apply to account for fluctuating request times
/// </summary>
private static readonly TimeSpan _slidingWindowBuffer = TimeSpan.FromMilliseconds(1000);
public SlidingWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public SlidingWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new List<LimitEntry>();
}
@@ -56,31 +53,22 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
public TimeSpan GetWaitTime(int weight)
{
// Remove requests no longer in time period from the history
RemoveBefore(DateTime.UtcNow - TimePeriod - _safetyMargin);
RemoveBefore(DateTime.UtcNow - TimePeriod);
if ((Current + weight) / (double)Limit > allowedRateRatio)
if (Current + weight > Limit)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
if (allowedRateRatio < 1)
{
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}");
}
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
return DetermineWaitTime(weight, allowedRateRatio);
return DetermineWaitTime(weight);
}
// Weight can fit without going over limit
@@ -102,7 +90,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
{
for (var i = 0; i < _entries.Count; i++)
{
if (_entries[i].Timestamp <= time)
if (_entries[i].Timestamp < time)
{
var entry = _entries[i];
_entries.Remove(entry);
@@ -120,9 +108,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
/// Determine the time to wait before the weight would fit
/// </summary>
/// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight, double allowedRateRatio)
private TimeSpan DetermineWaitTime(int requestWeight)
{
var weightToRemove = Math.Max(Current + requestWeight - Limit * allowedRateRatio, 0);
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
var removedWeight = 0;
for (var i = 0; i < _entries.Count; i++)
{
@@ -130,7 +118,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
removedWeight += entry.Weight;
if (removedWeight >= weightToRemove)
{
var result = entry.Timestamp + TimePeriod + _safetyMargin - DateTime.UtcNow;
var result = entry.Timestamp + TimePeriod + _slidingWindowBuffer - DateTime.UtcNow;
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
@@ -1,20 +0,0 @@
using System;
namespace CryptoExchange.Net.RateLimiting.Trackers
{
internal static class WindowTrackerHelpers
{
private static readonly TimeSpan _minimumSafetyMargin = TimeSpan.FromMilliseconds(10);
private static readonly TimeSpan _maximumSafetyMargin = TimeSpan.FromMilliseconds(250);
public static TimeSpan GetDefaultSafetyMargin(TimeSpan period)
{
var margin = TimeSpan.FromTicks(period.Ticks / 20);
if (margin < _minimumSafetyMargin)
return _minimumSafetyMargin;
if (margin > _maximumSafetyMargin)
return _maximumSafetyMargin;
return margin;
}
}
}
@@ -1,27 +0,0 @@
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();
}
}
}
@@ -1,25 +0,0 @@
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();
}
}
}
@@ -1,25 +0,0 @@
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();
}
}
}
@@ -1,21 +0,0 @@
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();
}
}
}
@@ -1,32 +0,0 @@
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();
/// <summary>
/// Subscribe to funding info updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeFundingInfoSocket> SubscribeFundingInfo { get; } = new();
}
}
}
@@ -1,28 +0,0 @@
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();
}
}
}
@@ -1,36 +0,0 @@
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();
}
}
}
@@ -1,20 +0,0 @@
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();
}
}
}
@@ -1,30 +0,0 @@
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();
}
}
}
@@ -1,30 +0,0 @@
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();
}
}
}
@@ -1,20 +0,0 @@
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();
}
}
}
@@ -1,35 +0,0 @@
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();
}
}
}
@@ -1,157 +0,0 @@
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();
}
}
}
}
@@ -1,25 +0,0 @@
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();
}
}
}
@@ -1,35 +0,0 @@
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();
}
}
}
@@ -1,25 +0,0 @@
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();
}
}
}
@@ -1,40 +0,0 @@
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();
}
}
}
@@ -1,25 +0,0 @@
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();
}
}
}
@@ -1,30 +0,0 @@
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();
}
}
}
@@ -1,25 +0,0 @@
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();
}
}
}
@@ -1,57 +0,0 @@
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();
}
}
}
}
@@ -1,40 +0,0 @@
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();
}
}
}
@@ -1,25 +0,0 @@
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();
}
}
}
@@ -1,25 +0,0 @@
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;
}
}
@@ -1,41 +0,0 @@
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;
}
}
}
@@ -1,29 +0,0 @@
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()
{
}
}
}
@@ -1,30 +0,0 @@
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()
{
}
}
}
@@ -1,42 +0,0 @@
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
}
}
@@ -1,21 +0,0 @@
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
}
}
@@ -14,7 +14,7 @@ namespace CryptoExchange.Net.SharedApis
/// 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.
/// </summary>
GetTickerOptions GetFuturesTickerOptions { get; }
GetFuturesTickerOptions GetFuturesTickerOptions { get; }
/// <summary>
/// Get ticker info for a specific futures symbol, see <see cref="GetFuturesTickerOptions"/> for request options and exchange specific required/optional parameters. <br />
/// </summary>
@@ -27,7 +27,7 @@ namespace CryptoExchange.Net.SharedApis
/// 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.
/// </summary>
GetAllTickersOptions GetFuturesTickersOptions { get; }
GetAllFuturesTickersOptions GetFuturesTickersOptions { get; }
/// <summary>
/// Get ticker info for all futures symbols, see <see cref="GetFuturesTickersOptions"/> for request options and exchange specific required/optional parameters. <br />
/// </summary>
@@ -14,7 +14,7 @@ namespace CryptoExchange.Net.SharedApis
/// 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.
/// </summary>
GetTickerOptions GetSpotTickerOptions { get; }
GetSpotTickerOptions GetSpotTickerOptions { get; }
/// <summary>
/// Get ticker for a specific spot symbol, see <see cref="GetSpotTickerOptions"/> for request options and exchange specific required/optional parameters. <br />
/// </summary>
@@ -26,7 +26,7 @@ namespace CryptoExchange.Net.SharedApis
/// 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.
/// </summary>
GetAllTickersOptions GetSpotTickersOptions { get; }
GetAllSpotTickersOptions GetSpotTickersOptions { get; }
/// <summary>
/// Get tickers for all spot symbols, see <see cref="GetSpotTickersOptions"/> for request options and exchange specific required/optional parameters. <br />
/// </summary>

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