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mirror of https://github.com/JKorf/CryptoExchange.Net synced 2025-06-09 00:46:19 +00:00
Jkorf dcb2fa35af Squashed commit of the following:
commit 1ca93ce870468c7effcc69a05b1675f855598f3e
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu Aug 12 13:44:03 2021 +0200

    Version 4.0.0 release

commit f8cefe72cae8b845aa995d16415f160228f5dfc4
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Aug 9 11:46:50 2021 +0200

    Fix for processing a duplicate message in symbol order book

commit f3573e414f80ea622caadb38f9e020f2eab7c834
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Aug 9 11:36:50 2021 +0200

    Updated version

commit 170a3b5c83cd500f0adb5cf74eaaa9c1a8674a10
Merge: 73a0e2c 0d43f6e
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Aug 9 11:33:59 2021 +0200

    Merge branch 'feature/replace-websocket4net' of https://github.com/JKorf/CryptoExchange.Net into feature/replace-websocket4net

commit 73a0e2cb62f8d51b4b8fe1b29fbf16f07ebf13e0
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Aug 9 11:33:45 2021 +0200

    Fixed processing issue in SymbolOrderBook

commit 0d43f6e14e9b61af9bb3250fd72559a5fbf5300a
Author: Jan Korf <jankorf91@gmail.com>
Date:   Sat Jul 31 14:48:23 2021 +0200

    Updated version

commit 037d765fc73740d2aa2159bce6d57f01d989bdc2
Author: Jan Korf <jankorf91@gmail.com>
Date:   Sat Jul 31 11:14:42 2021 +0200

    Socket fixes

commit 13cf3e27b9e91b252368a5dc799363111eed9148
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Jul 26 09:55:51 2021 +0200

    Updated version

commit 333c6c4207cafbfd09b37743fb36008f87939666
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Jul 26 09:50:35 2021 +0200

    Update CryptoExchangeWebSocketClient.cs

commit ad2b6284b042cfa846e55f8b5f53b2397039dff7
Merge: 64bdcdf 2591cc6
Author: Jan Korf <jankorf91@gmail.com>
Date:   Sun Jul 25 22:44:49 2021 +0200

    Merge branch 'feature/replace-websocket4net' of https://github.com/jkorf/CryptoExchange.Net into feature/replace-websocket4net

commit 64bdcdf087d56b8470baedac1ac86d263ad72490
Author: Jan Korf <jankorf91@gmail.com>
Date:   Sun Jul 25 22:44:03 2021 +0200

    Fix for deadlock

commit 2591cc6782e281595c436ccb4b74a9c7c7f5dc57
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu Jul 15 15:10:08 2021 +0200

    Cleanup

commit b3b6235b6edf0ea1a6437239919666d08c274129
Author: Jkorf <jankorf91@gmail.com>
Date:   Fri Jul 9 16:14:33 2021 +0200

    Updated version

commit 12975fd13f7884382fea608d774b1e0ac384cb70
Author: Jkorf <jankorf91@gmail.com>
Date:   Fri Jul 9 16:12:04 2021 +0200

    Async postfix for order book methods

commit d49d59094e18c83de994a1b591f906f7efe916c5
Author: Jkorf <jankorf91@gmail.com>
Date:   Fri Jul 9 15:47:38 2021 +0200

    Renamed async methods with Async post fixes

commit cbe103930ab90378507780cb150596abcb15eb3f
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu Jul 8 09:29:34 2021 +0200

    Added Book property on SymbolOrderBook

commit ecc101aed11bab73c49fadc93d3ca4607094d92a
Merge: 181f942 a172461
Author: Jan Korf <jankorf91@gmail.com>
Date:   Wed Jul 7 23:38:58 2021 +0200

    Merge branch 'feature/replace-websocket4net' of https://github.com/jkorf/CryptoExchange.Net into feature/replace-websocket4net

commit 181f942e2137ff5dfede5365012e24dfb2f07cf9
Author: Jan Korf <jankorf91@gmail.com>
Date:   Wed Jul 7 23:38:49 2021 +0200

    Added CalculateAverageFillPrice to order book

commit a17246153df463aa881e9808ffb87fa25f144d90
Author: Jkorf <jankorf91@gmail.com>
Date:   Wed Jul 7 13:11:39 2021 +0200

    Updated version

commit c60f138ae846a991662e7544d45845decd25cc10
Author: Jkorf <jankorf91@gmail.com>
Date:   Wed Jul 7 13:05:44 2021 +0200

    Fix not logging responses with LogLevel.Debug

commit 91f168fd25150b3048346bcc6acc549ee3685e50
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Jul 5 10:39:48 2021 +0200

    Added ExchangeHelpers to ReadMe

commit ff6c02e574d3f8a270e2960fdda0222c53457868
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Jul 5 10:34:25 2021 +0200

    Added some helper methods, some code comments

commit 55900a3db938f032436303c2399f41b7a3a5fef1
Merge: 9067a8a 7ab6bb0
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Jul 5 09:24:43 2021 +0200

    Merge branch 'master' into feature/replace-websocket4net

commit 9067a8a82c5d8c1e1f6ba0f2600539efd7f1a122
Author: Jkorf <jankorf91@gmail.com>
Date:   Fri Jul 2 16:03:38 2021 +0200

    Update README.md

commit 0f202d69c7e3db71f66dcfef5673b97f56451a40
Author: Jkorf <jankorf91@gmail.com>
Date:   Fri Jun 25 16:37:06 2021 +0200

    Code comments, added console logger

commit 52160c6dc1bbaca3cc498c49ec0dd71310d5102b
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu Jun 24 16:47:04 2021 +0200

    Added/cleaned up code comments

commit 95771c5c4ae3a74963fea5a01e05559596b1b39d
Author: Jkorf <jankorf91@gmail.com>
Date:   Tue Jun 22 14:22:15 2021 +0200

    Additional info socket connection error

commit 6a90e2316d54d42c0f5b7772d60d4861ff340c5a
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu Jun 17 16:10:43 2021 +0200

    Updated version

commit b138c1050372b5d5fbdc3b2a33d3c09b677a669a
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu Jun 17 16:08:19 2021 +0200

    Fix not receiving OriginalData in output

commit 462f44cf45e1bc7ee333e37ad0a778185d84fa58
Author: Jan Korf <jankorf91@gmail.com>
Date:   Wed Jun 16 22:35:03 2021 +0200

    Fix invalidoperation in order book

commit aa7414321b1297487a5133fa0a7e5ede059a6939
Author: Jan Korf <jankorf91@gmail.com>
Date:   Sun Jun 13 20:56:01 2021 +0200

    logging no data task

commit 22aa5928f5cb11ac5877bc4c606d64550aad3f0c
Author: Jan Korf <jankorf91@gmail.com>
Date:   Tue Jun 8 19:13:18 2021 +0200

    Updated version

commit 1ceb22994a5cdf779de8890e39101956728ab80c
Author: Jan Korf <jankorf91@gmail.com>
Date:   Tue Jun 8 19:11:20 2021 +0200

    Fixed exception on .net framework when creating socket

commit 971cab739dd543de0122c9bc12819f57d4df15e3
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Jun 7 14:41:27 2021 +0200

    Updated unit test packages

commit 216213d5ad0e14c6cd7b8e22131b8b07338bacfc
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon Jun 7 10:46:57 2021 +0200

    Updated version

commit ce2c7ddc182599c5ca9ef0eb64e14906c8b734e1
Merge: b219705 55aa77e
Author: Jan Korf <jankorf91@gmail.com>
Date:   Mon Jun 7 09:29:57 2021 +0200

    Merge pull request #96 from ridicoulous/master

    iexchange client improvements

commit b21970552602eb853a061034a5c223a381e7465b
Author: Jkorf <jankorf91@gmail.com>
Date:   Tue Jun 1 14:55:02 2021 +0200

    Updated version

commit dd2cf84c163920e545ec09e1b0d29ab295f2fbe2
Author: Jkorf <jankorf91@gmail.com>
Date:   Tue Jun 1 14:52:55 2021 +0200

    Added tests for LogLevel null

commit 975003284f53094750ec3d4a608d814a6d70f745
Author: Jkorf <jankorf91@gmail.com>
Date:   Tue Jun 1 14:42:59 2021 +0200

    Made LogLevel nullable in options, moved log formatting to the ILogger implementation

commit 1c1de5651e31e9288b4fd125b0545efbfa9098f7
Merge: 34bf986 e7838ab
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon May 31 10:16:52 2021 +0200

    Merge branch 'feature/replace-websocket4net' of https://github.com/JKorf/CryptoExchange.Net into feature/replace-websocket4net

commit 34bf9867dcd2c2b195079094560351d0db2dac0f
Author: Jkorf <jankorf91@gmail.com>
Date:   Mon May 31 10:16:49 2021 +0200

    fixed some axync issues

commit e7838ab9e8310b4ae02c172f0a764aad8ca8fd4e
Author: Jan Korf <jankorf91@gmail.com>
Date:   Wed May 26 13:46:40 2021 +0200

    Added Discord link to ReadMe

commit 502939f57cf8deac1809c4bd2c63af4acc62bd43
Author: Jan Korf <jankorf91@gmail.com>
Date:   Wed May 26 11:12:59 2021 +0200

    Updated version

commit 92b745ca291259eb246572c8029709b87ddbf2d3
Author: Jan Korf <jankorf91@gmail.com>
Date:   Tue May 25 21:52:47 2021 +0200

    Refactored logging to use ILogger

commit b4904b5e4a239ffb29f00b13a314fea33d45d9cb
Author: Jan Korf <jankorf91@gmail.com>
Date:   Tue May 25 14:07:01 2021 +0200

    Added optional json output, added DataEvent for socket updates

commit 55aa77e92647ccdb00abdb35a7ac84f1317b9742
Author: Artem Kurianov <artemkuryanov@gmail.com>
Date:   Fri May 14 13:11:05 2021 +0000

    added order time

commit efe70445ed13228425278e6f57fb17d4156c12f4
Author: Artem Kurianov <artemkuryanov@gmail.com>
Date:   Fri May 14 13:08:58 2021 +0000

    iexchange client improvements

commit 8f0943f0f0469b42f40334257f0f3ca5e39e3bd9
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu May 6 10:24:33 2021 +0200

    Updated version

commit 17d1e5f71bd1986eea0e8273da070f3615d3e378
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu May 6 10:01:24 2021 +0200

    Added missing configureawaits

commit ed748aa474e0d52a78bc15b9b0aa0a9b4d8dd35e
Author: Jan Korf <jankorf91@gmail.com>
Date:   Fri Apr 30 23:00:07 2021 +0200

    Updated version

commit 1ae545563497889c75ed6183377e759da5beed61
Author: Jan Korf <jankorf91@gmail.com>
Date:   Fri Apr 30 21:00:40 2021 +0200

    Updated socket closing

commit 8243ad60dc64f96ed262ec54cbd6c55553c056be
Author: Jkorf <jankorf91@gmail.com>
Date:   Fri Apr 30 15:48:36 2021 +0200

    Updated version

commit 4299f238f3debc2b1b062eb7cde195a3d64dbdfc
Author: Jan Korf <jankorf91@gmail.com>
Date:   Fri Apr 30 15:44:32 2021 +0200

    Fix for closing socket without timeout task

commit 71f49cfe5142cb70fb651936e74b8eef5b7350d4
Author: Jkorf <jankorf91@gmail.com>
Date:   Fri Apr 30 14:59:10 2021 +0200

    Updated version

commit 5d669068ec0a7241daef383c6867c2e22ec21ed3
Author: Jkorf <jankorf91@gmail.com>
Date:   Fri Apr 30 14:56:15 2021 +0200

    Renaming, cleanup

    handler -> subscription
    socket (SocketConnection) -> socketConnection

commit 0fa13e286060cd3b96b808406434092c0e89e89d
Author: Jkorf <jankorf91@gmail.com>
Date:   Thu Apr 29 16:20:41 2021 +0200

    Initial work replacing Websocket4Net with ClientWebSocket
2021-08-12 13:46:39 +02:00

368 lines
14 KiB
C#

using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Runtime.InteropServices;
using System.Security;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
using CryptoExchange.Net.Logging;
using CryptoExchange.Net.Objects;
using Microsoft.Extensions.Logging;
using Newtonsoft.Json;
using Newtonsoft.Json.Linq;
namespace CryptoExchange.Net
{
/// <summary>
/// Helper methods
/// </summary>
public static class ExtensionMethods
{
/// <summary>
/// Add a parameter
/// </summary>
/// <param name="parameters"></param>
/// <param name="key"></param>
/// <param name="value"></param>
public static void AddParameter(this Dictionary<string, object> parameters, string key, string value)
{
parameters.Add(key, value);
}
/// <summary>
/// Add a parameter
/// </summary>
/// <param name="parameters"></param>
/// <param name="key"></param>
/// <param name="value"></param>
/// <param name="converter"></param>
public static void AddParameter(this Dictionary<string, object> parameters, string key, string value, JsonConverter converter)
{
parameters.Add(key, JsonConvert.SerializeObject(value, converter));
}
/// <summary>
/// Add a parameter
/// </summary>
/// <param name="parameters"></param>
/// <param name="key"></param>
/// <param name="value"></param>
public static void AddParameter(this Dictionary<string, object> parameters, string key, object value)
{
parameters.Add(key, value);
}
/// <summary>
/// Add a parameter
/// </summary>
/// <param name="parameters"></param>
/// <param name="key"></param>
/// <param name="value"></param>
/// <param name="converter"></param>
public static void AddParameter(this Dictionary<string, object> parameters, string key, object value, JsonConverter converter)
{
parameters.Add(key, JsonConvert.SerializeObject(value, converter));
}
/// <summary>
/// Add an optional parameter. Not added if value is null
/// </summary>
/// <param name="parameters"></param>
/// <param name="key"></param>
/// <param name="value"></param>
public static void AddOptionalParameter(this Dictionary<string, object> parameters, string key, object? value)
{
if(value != null)
parameters.Add(key, value);
}
/// <summary>
/// Add an optional parameter. Not added if value is null
/// </summary>
/// <param name="parameters"></param>
/// <param name="key"></param>
/// <param name="value"></param>
/// <param name="converter"></param>
public static void AddOptionalParameter(this Dictionary<string, object> parameters, string key, object? value, JsonConverter converter)
{
if (value != null)
parameters.Add(key, JsonConvert.SerializeObject(value, converter));
}
/// <summary>
/// Add an optional parameter. Not added if value is null
/// </summary>
/// <param name="parameters"></param>
/// <param name="key"></param>
/// <param name="value"></param>
public static void AddOptionalParameter(this Dictionary<string, string> parameters, string key, string? value)
{
if (value != null)
parameters.Add(key, value);
}
/// <summary>
/// Add an optional parameter. Not added if value is null
/// </summary>
/// <param name="parameters"></param>
/// <param name="key"></param>
/// <param name="value"></param>
/// <param name="converter"></param>
public static void AddOptionalParameter(this Dictionary<string, string> parameters, string key, string? value, JsonConverter converter)
{
if (value != null)
parameters.Add(key, JsonConvert.SerializeObject(value, converter));
}
/// <summary>
/// Create a query string of the specified parameters
/// </summary>
/// <param name="parameters">The parameters to use</param>
/// <param name="urlEncodeValues">Whether or not the values should be url encoded</param>
/// <param name="serializationType">How to serialize array parameters</param>
/// <returns></returns>
public static string CreateParamString(this Dictionary<string, object> parameters, bool urlEncodeValues, ArrayParametersSerialization serializationType)
{
var uriString = string.Empty;
var arraysParameters = parameters.Where(p => p.Value.GetType().IsArray).ToList();
foreach (var arrayEntry in arraysParameters)
{
if(serializationType == ArrayParametersSerialization.Array)
uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? Uri.EscapeDataString(arrayEntry.Value.ToString()) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={v}"))}&";
else
{
var array = (Array)arrayEntry.Value;
uriString += string.Join("&", array.OfType<object>().Select(a => $"{arrayEntry.Key}={Uri.EscapeDataString(a.ToString())}"));
uriString += "&";
}
}
uriString += $"{string.Join("&", parameters.Where(p => !p.Value.GetType().IsArray).Select(s => $"{s.Key}={(urlEncodeValues ? Uri.EscapeDataString(s.Value.ToString()) : s.Value)}"))}";
uriString = uriString.TrimEnd('&');
return uriString;
}
/// <summary>
/// Get the string the secure string is representing
/// </summary>
/// <param name="source">The source secure string</param>
/// <returns></returns>
public static string GetString(this SecureString source)
{
lock (source)
{
string result;
var length = source.Length;
var pointer = IntPtr.Zero;
var chars = new char[length];
try
{
pointer = Marshal.SecureStringToBSTR(source);
Marshal.Copy(pointer, chars, 0, length);
result = string.Join("", chars);
}
finally
{
if (pointer != IntPtr.Zero)
{
Marshal.ZeroFreeBSTR(pointer);
}
}
return result;
}
}
/// <summary>
/// Create a secure string from a string
/// </summary>
/// <param name="source"></param>
/// <returns></returns>
public static SecureString ToSecureString(this string source)
{
var secureString = new SecureString();
foreach (var c in source)
secureString.AppendChar(c);
secureString.MakeReadOnly();
return secureString;
}
/// <summary>
/// Wait one async
/// </summary>
/// <param name="handle"></param>
/// <param name="millisecondsTimeout"></param>
/// <param name="cancellationToken"></param>
/// <returns></returns>
public static async Task<bool> WaitOneAsync(this WaitHandle handle, int millisecondsTimeout, CancellationToken cancellationToken)
{
RegisteredWaitHandle? registeredHandle = null;
CancellationTokenRegistration tokenRegistration = default;
try
{
var tcs = new TaskCompletionSource<bool>();
registeredHandle = ThreadPool.RegisterWaitForSingleObject(
handle,
(state, timedOut) => ((TaskCompletionSource<bool>)state).TrySetResult(!timedOut),
tcs,
millisecondsTimeout,
true);
tokenRegistration = cancellationToken.Register(
state => ((TaskCompletionSource<bool>)state).TrySetCanceled(),
tcs);
return await tcs.Task.ConfigureAwait(false);
}
finally
{
registeredHandle?.Unregister(null);
tokenRegistration.Dispose();
}
}
/// <summary>
/// Wait one async
/// </summary>
/// <param name="handle"></param>
/// <param name="timeout"></param>
/// <returns></returns>
public static Task<bool> WaitOneAsync(this WaitHandle handle, TimeSpan timeout)
{
return handle.WaitOneAsync((int)timeout.TotalMilliseconds, CancellationToken.None);
}
/// <summary>
/// String to JToken
/// </summary>
/// <param name="stringData"></param>
/// <param name="log"></param>
/// <returns></returns>
public static JToken? ToJToken(this string stringData, Log? log = null)
{
if (string.IsNullOrEmpty(stringData))
return null;
try
{
return JToken.Parse(stringData);
}
catch (JsonReaderException jre)
{
var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}. Data: {stringData}";
log?.Write(LogLevel.Error, info);
if (log == null) Debug.WriteLine(info);
return null;
}
catch (JsonSerializationException jse)
{
var info = $"Deserialize JsonSerializationException: {jse.Message}. Data: {stringData}";
log?.Write(LogLevel.Error, info);
if (log == null) Debug.WriteLine(info);
return null;
}
}
/// <summary>
/// Validates an int is one of the allowed values
/// </summary>
/// <param name="value">Value of the int</param>
/// <param name="argumentName">Name of the parameter</param>
/// <param name="allowedValues">Allowed values</param>
public static void ValidateIntValues(this int value, string argumentName, params int[] allowedValues)
{
if (!allowedValues.Contains(value))
throw new ArgumentException(
$"{value} not allowed for parameter {argumentName}, allowed values: {string.Join(", ", allowedValues)}", argumentName);
}
/// <summary>
/// Validates an int is between two values
/// </summary>
/// <param name="value">The value of the int</param>
/// <param name="argumentName">Name of the parameter</param>
/// <param name="minValue">Min value</param>
/// <param name="maxValue">Max value</param>
public static void ValidateIntBetween(this int value, string argumentName, int minValue, int maxValue)
{
if (value < minValue || value > maxValue)
throw new ArgumentException(
$"{value} not allowed for parameter {argumentName}, min: {minValue}, max: {maxValue}", argumentName);
}
/// <summary>
/// Validates a string is not null or empty
/// </summary>
/// <param name="value">The value of the string</param>
/// <param name="argumentName">Name of the parameter</param>
public static void ValidateNotNull(this string value, string argumentName)
{
if (string.IsNullOrEmpty(value))
throw new ArgumentException($"No value provided for parameter {argumentName}", argumentName);
}
/// <summary>
/// Validates a string is null or not empty
/// </summary>
/// <param name="value"></param>
/// <param name="argumentName"></param>
public static void ValidateNullOrNotEmpty(this string value, string argumentName)
{
if (value != null && string.IsNullOrEmpty(value))
throw new ArgumentException($"No value provided for parameter {argumentName}", argumentName);
}
/// <summary>
/// Validates an object is not null
/// </summary>
/// <param name="value">The value of the object</param>
/// <param name="argumentName">Name of the parameter</param>
public static void ValidateNotNull(this object value, string argumentName)
{
if (value == null)
throw new ArgumentException($"No value provided for parameter {argumentName}", argumentName);
}
/// <summary>
/// Validates a list is not null or empty
/// </summary>
/// <param name="value">The value of the object</param>
/// <param name="argumentName">Name of the parameter</param>
public static void ValidateNotNull<T>(this IEnumerable<T> value, string argumentName)
{
if (value == null || !value.Any())
throw new ArgumentException($"No values provided for parameter {argumentName}", argumentName);
}
/// <summary>
/// Format an exception and inner exception to a readable string
/// </summary>
/// <param name="exception"></param>
/// <returns></returns>
public static string ToLogString(this Exception exception)
{
var message = new StringBuilder();
var indent = 0;
while (exception != null)
{
for (var i = 0; i < indent; i++)
message.Append(' ');
message.Append(exception.GetType().Name);
message.Append(" - ");
message.AppendLine(exception.Message);
for (var i = 0; i < indent; i++)
message.Append(' ');
message.AppendLine(exception.StackTrace);
indent += 2;
exception = exception.InnerException;
}
return message.ToString();
}
}
}