mirror of
https://github.com/JKorf/CryptoExchange.Net
synced 2026-04-07 10:11:10 +00:00
Performance update: Authentication Added Ed25519 signing support for NET8.0 and newer Added static methods on ApiCredentials to create credentials of a specific type Added static ApiCredentials.ReadFromFile method to read a key from file Added required abstract SupportedCredentialTypes property on AuthenticationProvider base class General Performance Added checks before logging statements to prevent overhead of building the log string if logging is not needed Added ExchangeHelpers.ProcessQueuedAsync method to process updates async Replaced locking object types from object to Lock in NET9.0 and newer Replaced some Task response types with ValueTask to prevent allocation overhead on hot paths Updated Json ArrayConverter to reduce some allocation overhead Updated Json BoolConverter to prevent boxing Updated Json DateTimeConverter to prevent boxing Updated Json EnumConverter caching to reduce lookup overhead Updated ExtensionMethods.CreateParamString to reduce allocations Updated ExtensionMethods.AppendPath to reduce overhead REST Refactored REST message processing to separate IRestMessageHandler instance Split RestApiClient.PrepareAsync into CheckTimeSync and RateLimitAsync Updated IRequest.Accept type from string to MediaTypeWithQualityHeaderValue to prevent creation on each request Updated IRequest.GetHeaders response type from KeyValuePair<string, string[]>[] to HttpRequestHeaders to prevent additional mapping Updated IResponse.ResponseHeaders type from KeyValuePair<string, string[]>[] to HttpResponseHeaders to prevent additional mapping Updated WebCallResult RequestHeaders and ResponseHeaders types to HttpRequestHeaders and HttpResponseHeaders Removed unnecessary empty dictionary initializations for each request Removed CallResult creation in internal methods to prevent having to create multiple versions for different result types Socket Added HighPerformance websocket client implementation which significantly reduces memory overhead and improves speed but with certain limitations Added MaxIndividualSubscriptionsPerConnection setting in SocketApiClient to limit the number of individual stream subscriptions on a connection Added SocketIndividualSubscriptionCombineTarget option to set the target number of individual stream subscriptions per connection Added new websocket message handling logic which is faster and reduces memory allocation Added UseUpdatedDeserialization option to toggle between updated deserialization and old deserialization Added Exchange property to DataEvent to prevent additional mapping overhead for Shared apis Refactored message callback to be sync instead of async to prevent async overhead Refactored CryptoExchangeWebSocketClient.IncomingKbps calculation to significantly reduce overhead Moved websocket client creation from SocketApiClient to SocketConnection Removed DataEvent.As and DataEvent.ToCallResult methods in favor of single ToType method Removed DataEvent creation on lower levels to prevent having to create multiple versions for different result types Removed Subscription<TSubResponse, TUnsubResponse> as its no longer used Other Added null check to ParameterCollection for required parameters Added Net10.0 target framework Updated dependency versions Updated Shared asset aliases check to be culture invariant Updated Error string representation Updated some namespaces Updated SymbolOrderBook processing of buffered updates to prevent additional allocation Removed ExchangeEvent type which is no longer needed Removed unused usings
143 lines
6.0 KiB
C#
143 lines
6.0 KiB
C#
using System.Threading;
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using System.Threading.Tasks;
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namespace CryptoExchange.Net.SharedApis
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{
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/// <summary>
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/// Client for placing and managing futures orders
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/// </summary>
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public interface IFuturesOrderRestClient : ISharedClient
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{
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/// <summary>
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/// How the trading fee is deducted
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/// </summary>
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SharedFeeDeductionType FuturesFeeDeductionType { get; }
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/// <summary>
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/// How the asset is determined in which the trading fee is paid
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/// </summary>
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SharedFeeAssetType FuturesFeeAssetType { get; }
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/// <summary>
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/// Supported order types
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/// </summary>
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SharedOrderType[] FuturesSupportedOrderTypes { get; }
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/// <summary>
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/// Supported time in force
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/// </summary>
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SharedTimeInForce[] FuturesSupportedTimeInForce { get; }
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/// <summary>
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/// Quantity types support
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/// </summary>
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SharedQuantitySupport FuturesSupportedOrderQuantity { get; }
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/// <summary>
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/// Generate a new random client order id
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/// </summary>
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/// <returns></returns>
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string GenerateClientOrderId();
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/// <summary>
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/// Futures place order request options
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/// </summary>
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PlaceFuturesOrderOptions PlaceFuturesOrderOptions { get; }
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/// <summary>
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/// Place a new futures order
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="ct">Cancellation token</param>
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Task<ExchangeWebResult<SharedId>> PlaceFuturesOrderAsync(PlaceFuturesOrderRequest request, CancellationToken ct = default);
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/// <summary>
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/// Futures get order request options
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/// </summary>
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EndpointOptions<GetOrderRequest> GetFuturesOrderOptions { get; }
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/// <summary>
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/// Get info on a specific futures order
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="ct">Cancellation token</param>
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Task<ExchangeWebResult<SharedFuturesOrder>> GetFuturesOrderAsync(GetOrderRequest request, CancellationToken ct = default);
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/// <summary>
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/// Futures get open orders request options
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/// </summary>
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EndpointOptions<GetOpenOrdersRequest> GetOpenFuturesOrdersOptions { get; }
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/// <summary>
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/// Get info on a open futures orders
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="ct">Cancellation token</param>
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Task<ExchangeWebResult<SharedFuturesOrder[]>> GetOpenFuturesOrdersAsync(GetOpenOrdersRequest request, CancellationToken ct = default);
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/// <summary>
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/// Spot get closed orders request options
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/// </summary>
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PaginatedEndpointOptions<GetClosedOrdersRequest> GetClosedFuturesOrdersOptions { get; }
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/// <summary>
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/// Get info on closed futures orders
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param>
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/// <param name="ct">Cancellation token</param>
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Task<ExchangeWebResult<SharedFuturesOrder[]>> GetClosedFuturesOrdersAsync(GetClosedOrdersRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default);
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/// <summary>
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/// Futures get order trades request options
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/// </summary>
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EndpointOptions<GetOrderTradesRequest> GetFuturesOrderTradesOptions { get; }
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/// <summary>
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/// Get trades for a specific futures order
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="ct">Cancellation token</param>
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Task<ExchangeWebResult<SharedUserTrade[]>> GetFuturesOrderTradesAsync(GetOrderTradesRequest request, CancellationToken ct = default);
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/// <summary>
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/// Futures user trades request options
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/// </summary>
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PaginatedEndpointOptions<GetUserTradesRequest> GetFuturesUserTradesOptions { get; }
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/// <summary>
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/// Get futures user trade records
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="nextPageToken">The pagination token from the previous request to continue pagination</param>
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/// <param name="ct">Cancellation token</param>
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Task<ExchangeWebResult<SharedUserTrade[]>> GetFuturesUserTradesAsync(GetUserTradesRequest request, INextPageToken? nextPageToken = null, CancellationToken ct = default);
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/// <summary>
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/// Futures cancel order request options
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/// </summary>
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EndpointOptions<CancelOrderRequest> CancelFuturesOrderOptions { get; }
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/// <summary>
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/// Cancel a futures order
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="ct">Cancellation token</param>
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Task<ExchangeWebResult<SharedId>> CancelFuturesOrderAsync(CancelOrderRequest request, CancellationToken ct = default);
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/// <summary>
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/// Positions request options
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/// </summary>
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EndpointOptions<GetPositionsRequest> GetPositionsOptions { get; }
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/// <summary>
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/// Get open position info
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="ct">Cancellation token</param>
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Task<ExchangeWebResult<SharedPosition[]>> GetPositionsAsync(GetPositionsRequest request, CancellationToken ct = default);
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/// <summary>
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/// Close position order request options
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/// </summary>
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EndpointOptions<ClosePositionRequest> ClosePositionOptions { get; }
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/// <summary>
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/// Close a currently open position
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/// </summary>
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/// <param name="request">Request info</param>
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/// <param name="ct">Cancellation token</param>
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/// <returns></returns>
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Task<ExchangeWebResult<SharedId>> ClosePositionAsync(ClosePositionRequest request, CancellationToken ct = default);
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}
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}
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