mirror of
https://github.com/JKorf/CryptoExchange.Net
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382 lines
15 KiB
Markdown
382 lines
15 KiB
Markdown
# CryptoExchange.Net
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[](https://github.com/JKorf/CryptoExchange.Net/actions/workflows/dotnet.yml)  
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CryptoExchange.Net is a base package which can be used to easily implement crypto currency exchange API's in C#. This library offers base classes for creating rest and websocket clients, and includes additional features like an automatically synchronizing order book implementation, error handling and automatic reconnects on websocket connections.
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[Documentation](https://jkorf.github.io/CryptoExchange.Net/)
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## Discord
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A Discord server is available [here](https://discord.gg/MSpeEtSY8t). Feel free to join for discussion and/or questions around the CryptoExchange.Net and implementation libraries.
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## Donate / Sponsor
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I develop and maintain this package on my own for free in my spare time. Donations are greatly appreciated. If you prefer to donate any other currency please contact me.
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**Btc**: 12KwZk3r2Y3JZ2uMULcjqqBvXmpDwjhhQS
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**Eth**: 0x069176ca1a4b1d6e0b7901a6bc0dbf3bb0bf5cc2
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**Nano**: xrb_1ocs3hbp561ef76eoctjwg85w5ugr8wgimkj8mfhoyqbx4s1pbc74zggw7gs
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Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf)
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## Release notes
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* Version 5.1.12 - 12 Jun 2022
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* Changed time sync so requests no longer wait for it to complete unless it's the first time
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* Made log client options changable after client creation
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* Fixed proxy setting not used when reconnecting socket
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* Changed MaxSocketConnections to a client options
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* Updated socket reconnection logic
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* Version 5.1.12 - 12 Jun 2022
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* Changed time sync so requests no longer wait for it to complete unless it's the first time
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* Made log client options changable after client creation
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* Fixed proxy setting not used when reconnecting socket
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* Updated socket reconnection logic
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* Version 5.1.11 - 24 May 2022
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* Added KeepAliveInterval setting
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* Fixed port not being copied when setting parameters on request
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* Fixed inconsistent PackageReference casing in csproj
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* Version 5.1.10 - 22 May 2022
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* Fixed order book reconnecting while Diposed
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* Fixed exception when disposing socket client while reconnecting
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* Added additional null/default checking in DateTimeConverter
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* Changed ConnectionLost subscription event to run in seperate task to prevent exception/longer operations from intervering with reconnecting
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* Version 5.1.9 - 08 May 2022
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* Added latency to the timesync calculation
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* Small fix for exception in socket close handling
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* Version 5.1.8 - 01 May 2022
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* Cleanup socket code, fixed an issue which could cause connections to never reconnect when connection was lost
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* Added support for sending requests which expect an empty response
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* Fixed issue with the DateTimeConverter date interpretation
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* Version 5.1.7 - 14 Apr 2022
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* Moved some Rest parameters from BaseRestClient to RestApiClient to allow different implementations for sub clients
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* Version 5.1.6 - 10 Mar 2022
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* Updated EnumConverter to properly handle emtpy/null and default values
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* Version 5.1.5 - 09 Mar 2022
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* Removed ResubscribeMaxRetries default value of 5
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* Updated logging and log verbosity
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* Version 5.1.4 - 04 Mar 2022
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* Fixed ArraySerialization handling
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* Added check for invalid rate limit configured for a request
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* Version 5.1.3 - 01 Mar 2022
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* Fixed some issues in websocket reconnection, should be more robust now
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* Prevent duplicate data reading on error in rest request
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* Added ApiName to time sync state to improve log feedback
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* Version 5.1.2 - 27 Feb 2022
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* Fixed issue where the rate limiter was messing with time syncing
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* Added support for delegate parameters
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* Added `ignoreRateLimit` paramter in `SendRequestAsync`
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* Version 5.1.1 - 24 Feb 2022
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* Fixed issue ApiCredentials
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* Version 5.1.0 - 24 Feb 2022
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* Improved dispose handling in SymbolOrderBook
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* Fixed TimeSync RecalculationInterval not being respected
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* Small rework client options
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* Version 5.0.0
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* Added Github.io page for documentation: https://jkorf.github.io/CryptoExchange.Net/
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* Added single DateTimeConverter replacing the different timestamp converters
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* Added additional request related properties to WebCallResult
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* Added CancelationToken support for websockets
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* Added CancelationToken support for SymbolOrderBook starting
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* Added TimeSync support
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* Refactored base client classes into BaseClient and ApiClient to provide a more defined client structure
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* Refactored client options to have better control over each different ApiClient
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* Refactored authentication provider to be more flexible
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* Refactored rate limiter implementation
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* Refactored IExchangeClient interface to ISpotClient and IFuturesClient
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* Refactored socket reconnection to immediately try to reconnect before waiting the ReconnectTimeout
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* Improved SymbolOrderBook stability
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* Updated code docs
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* Version 4.2.8 - 08 Oct 2021
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* Fixed deadlock in socket receive
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* Fixed issue in reconnection handling when the client is disconnected again during resubscribing
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* Added some additional checking of socket state to prevent sending/expecting data when socket is not connected
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* Version 4.2.7 - 06 Oct 2021
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* Made receivedMessages protected again to allow implementations with custom transport (Bittrex) to use it again
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* Version 4.2.6 - 06 Oct 2021
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* Fixed an issue causing socket client to stop processing data in .NET Framework
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* Version 4.2.5 - 05 Oct 2021
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* Added custom async wait event implementation as previous method seems to not work 100% of the time
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* Version 4.2.4 - 30 Sep 2021
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* Fix for InvalidOperationExceptions when running socket connections from .Net framework
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* Version 4.2.3 - 29 Sep 2021
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* Added IncomingKbps property to socket/socket client
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* Updated logging
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* Socket performance improvements
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* Version 4.2.2 - 23 Sep 2021
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* Restored missing request parameters log
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* Version 4.2.1 - 22 Sep 2021
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* Fìx for websocket not automatically reconnecting when connection is closed unexpectedly
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* Version 4.2.0 - 20 Sep 2021
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* Prevent reconnect spamming when invalid checksum is calculated in SymbolOrderBook
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* Added default nonce provider implementation
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* Version 4.1.0 - 15 Sep 2021
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* Added overload for UnsubscribeAsync with id parameter
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* Added parameter position configuration per HttpMethod type
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* Added option to send custom headers with each requets
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* Added option to send custom headers with individual requests
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* Added debug data on error
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* Version 4.0.8 - 26 Aug 2021
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* Added rate limiting option for outgoing messages per socket
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* Version 4.0.7 - 24 Aug 2021
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* Additional error info on websocket exception
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* Version 4.0.6 - 24 Aug 2021
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* Removed some debug logging
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* Version 4.0.5 - 24 Aug 2021
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* Added ConnectionClosed event on UpdateSubscriptions to signal the connection was closed and no reconnecting is happening
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* Version 4.0.4 - 24 Aug 2021
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* Websocket connection fixes/improvements
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* Added ChecksumValidationEnabled option for controlling checksum validation in SymbolOrderBook
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* Added MaxReconnectTries option
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* Added MaxResubscribeTries option
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* Added MaxConcurrentResubscriptionsPerSocket option
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* Fix for TimestampSecondsConverter rounding to nearest millisecond
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* Version 4.0.3 - 20 Aug 2021
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* Fix for concurrent sent socket issue
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* Version 4.0.2 - 20 Aug 2021
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* Fixed socket client continuing before the send/receive loops have been started, which could cause issues when doing concurrent connections
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* Version 4.0.1 - 13 Aug 2021
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* Fixed OperationCancelledException when closing socket from a project targeting .net framework
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* Version 4.0.0 - 12 Aug 2020
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* Release version, summed up changes from previous beta releases:
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* Removed `Websocket4Net` dependency in favor of a `ClientWebSocket` native implementation for websocket connections
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* Socket events now always come wrapped in a `DataEvent<>` object which contain the timestamp of the data, and optionally the originally received json string
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* Implemented usage of the `Microsoft.Extensions.Logging.Abstractions` `ILogger` interface instead of a custom implementation
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* Added some properties to the `IExchangeClient` interface
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* `ICommonOrder.CommonOrderTime`
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* `ICommonOrder.CommonOrderStatus` enum
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* `ICommonTrade.CommonTradeTime`
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* Added `OnOrderPlaced` and `OnOrderCanceled` events on the `IExchangeClient` interface
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* Added `ExchangeHelpers` static class for various helper methods
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* Removed non-async methods due to too much overhead in development/maintainance
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* If you were previously using non-async methods you can add `.Result` to the end of the async call to get the same result
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* Added `Book` property to `SymbolOrderBook` for a book snapshot
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* Added `CalculateAverageFillPrice` to `SymbolOrderBook` to calculate the average fill price for an order with the current order book state
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* Various fixes
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* Version 4.0.0-beta15 - 12 Aug 2021
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* Conditional version Logging.Abstractions
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* Version 4.0.0-beta14 - 09 Aug 2021
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* Fix for bug in processing order in SymbolOrderBook
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* Version 4.0.0-beta13 - 31 Jul 2021
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* Fix for socket connection
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* Version 4.0.0-beta12 - 26 Jul 2021
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* Fix for socket connection
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* Version 4.0.0-beta11 - 09 Jul 2021
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* Added CalculateAverageFillPrice to SymbolOrderBook
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* Added Book property to SymbolOrderBook
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* Added Async postfix to async methods
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* Version 4.0.0-beta10 - 07 Jul 2021
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* Updated BaseConverter to be case sensitive
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* Added ExchangeHelpers class containing some helper methods
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* Fixed responses not being logged on Trace log level
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* Added some code docs
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* Version 4.0.0-beta9 - 17 Jun 2021
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* Small fixes
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* Version 4.0.0-beta8 - 08 Jun 2021
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* Fixed exception socket buffer size in .net framework
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* Version 4.0.0-beta7 - 07 Jun 2021
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* Added CommonOrderTime to IOrder
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* Added OrderStatus enum for IOrder
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* Added OnOrderPlaced and OnOrderCanceled events on IExchangeClient
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* Added CommonTradeTime to ICommonTrade
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* Version 4.0.0-beta6 - 01 jun 2021
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* Some logging adjustments
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* Fixed some async issues
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* Version 4.0.0-beta5 - 26 May 2021
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* Added DataEvent wrapper for socket updates
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* Added optional original json output
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* Changed logging implementation to use ILogger
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* Version 4.0.0-beta4 - 06 mei 2021
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* Added analyzers
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* Fixed some warnings
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* Version 4.0.0-beta3 - 30 Apr 2021
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* Updated socket closing
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* Version 4.0.0-beta2 - 30 apr 2021
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* Fix for closing socket without timeout task
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* Version 4.0.0-beta1 - 30 apr 2021
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* Removed Websocket4Net dependency
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* Added custom ClientWebSocket implementation
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* Renamed handler -> subscription internally
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* Renamed socket -> socketConenction when type is socketConnection
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* Version 3.9.0 - 28 apr 2021
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* Added optional JsonSerializer parameter to SendRequest to use during deserialization
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* Fix for unhandled message warning when unsubscribing a socket subscription
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* Version 3.8.1 - 19 apr 2021
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* Added debug logs
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* Added ValidateNullOrNotEmpty extension method
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* Version 3.8.0 - 30 mrt 2021
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* Better handling of json errors while deserializing stream
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* Added string datetime converter
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* Version 3.7.1 - 10 mrt 2021
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* Performance improvemnt for the ArrayConverter
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* Version 3.7.0 - 01 mrt 2021
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* Changed GetResponse in RestClient to protected
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* Added configuration for deterministic build
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* Version 3.6.1 - 16 feb 2021
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* Fix for timing related exception when stopping an symbol order book
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* Version 3.6.0 - 22 jan 2021
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* Added CommonVolume and CommonOpenTime to ICommonKline interface
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* Version 3.5.0 - 11 jan 2021
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* Additional info on exception messages
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* Added support for rate limiting using credits
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* Version 3.4.0 - 21 dec 2020
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* Updated IExchangeClient interface
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* Fix for dropping message after timeout on socket
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* Added virtual HandleUnhandledMessage method in SocketClient
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* Version 3.3.0 - 10 dec 2020
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* Added client name
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* Added common interfaces
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* Fixed api key plain text storing in RateLimitterApiKey
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* Version 3.2.1 - 19 nov 2020
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* Fixed error code parsing
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* Version 3.2.0 - 19 nov 2020
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* Fix for multiple socket subscriptions re-using the same socket connection
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* Updated errors
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* Version 3.1.0 - 08 Oct 2020
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* Added CallResult without type parameter for calls which don't return data
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* Added GetErrorOrResult method on CallResult to support proper nullability checking
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* Fix for reading credentials from file
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* Fix for setting custom base addresses in clients
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* Version 3.0.15 - 06 Oct 2020
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* Changed default ShouldCheckObjects to false to prevent spam in logging
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* Version 3.0.14 - 24 Aug 2020
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* Updated exception message logging
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* Version 3.0.13 - 24 Aug 2020
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* Added request tracing id for logging
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* Added shared HttpClient option
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* Version 3.0.12 - 12 Aug 2020
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* Named parameters on SymbolOrderBook events
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* Version 3.0.11 - 20 Jun 2020
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* Added support for checksum in SymbolOrderBook
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* Version 3.0.10 - 16 Jun 2020
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* Fix for order book synchronization
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* Version 3.0.9 - 07 Jun 2020
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* Added arraySerialization and postParameterPosition to AuthenticationProvider interface
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* Fixed array serialization in request body
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* Version 3.0.8 - 02 Jun 2020
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* Added requestBodyEmptyContent setting for rest client
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* Added TryParseError for rest implementations to check for error with success status code
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* Version 3.0.7 - 20 May 2020
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* Added error debug output
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* Fix for unsubscribe causing possible deadlock
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* Version 3.0.6 - 03 Mar 2020
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* Added BestOffer to SymbolOrderBook, removed invalid check on proxy
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* Version 3.0.5 - 05 Feb 2020
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* Added PausedActivity events on socket subscriptions
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* Version 3.0.4 - 29 Jan 2020
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* Removed unnecessary json serialization
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* Version 3.0.3 - 23 Jan 2020
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* Added OnBestOffersChanged event to order book implementations
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* Version 3.0.2 - 10 Dec 2019
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* Removed invalid check for unauthenticated proxy
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* Version 3.0.1 - 14 Nov 2019
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* Re-enabled debug response logging
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* Version 3.0.0 - 23 Oct 2019
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* Updated to C# 8.0
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* Added .NetStandard2.1 support
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* Added Nullability support
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* Now using HttpClient instead of WebRequest, should result in faster consequtive requests
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* Added CancellationToken support
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* Added bool compare override to CallResult (now possible to `if(callresult)` instead of `if(callresult.Success)`)
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* Added input validation methods
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* Wrong input will now throw exceptions rather than error results
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* OnOrderBookUpdate event added to `SymbolOrderBook`
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* Version 2.1.8 - 29 Aug 2019
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* Added array serialization options for implementations
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* Version 2.1.7 - 07 Aug 2019
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* Fixed bug with socket connection not being disposed after lost connection
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* Resubscribing after reconnecting socket now in parallel
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* Version 2.1.6 - 06 Aug 2019
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* Fix for missing subscription events if they are also a request response, added code docs
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* Version 2.1.5 - 09 jul 2019
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* Updated SymbolOrderBook
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* Version 2.1.4 - 24 jun 2019
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* Added checks for json deserialization issues
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* Version 2.1.3 - 16 may 2019
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* Refactored SymbolOrderBook
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* Added BestBid/BestAsk properties for order book
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* Version 2.1.2 - 14 may 2019
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* Added order book base class for easy implementation
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* Added additional constructor to ApiCredentials to be able to read from file |