CryptoExchange.Net 8.3.0

CryptoExchange.Net

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. Note that the CryptoExchange.Net package itself can not be used directly for accessing API's. Either install a client library from the list below or use CryptoClients.Net which includes access to all exchange API's.

For more information on what CryptoExchange.Net and it's client libraries offers see the Documentation.

Current implementations

The following API's are directly supported. Note that there are 3rd party implementations going around, but only these are created and supported by me:

Exchange	Repository	Nuget
Binance	JKorf/Binance.Net
BingX	JKorf/BingX.Net
Bitfinex	JKorf/Bitfinex.Net
Bitget	JKorf/Bitget.Net
BitMart	JKorf/BitMart.Net
Bybit	JKorf/Bybit.Net
Coinbase	JKorf/Coinbase.Net
CoinEx	JKorf/CoinEx.Net
CoinGecko	JKorf/CoinGecko.Net
Crypto.com	JKorf/CryptoCom.Net
Gate.io	JKorf/GateIo.Net
HTX	JKorf/HTX.Net
Kraken	JKorf/Kraken.Net
Kucoin	JKorf/Kucoin.Net
Mexc	JKorf/Mexc.Net
OKX	JKorf/OKX.Net
WhiteBit	JKorf/WhiteBit.Net

Any of these can be installed independently or install CryptoClients.Net which includes all exchange API's.

Discord

A Discord server is available here. Feel free to join for discussion and/or questions around the CryptoExchange.Net and implementation libraries.

Support the project

Any support is greatly appreciated.

Donate

Make a one time donation in a crypto currency of your choice. If you prefer to donate a currency not listed here please contact me.

Btc: bc1q277a5n54s2l2mzlu778ef7lpkwhjhyvghuv8qf
Eth: 0xcb1b63aCF9fef2755eBf4a0506250074496Ad5b7
USDT (TRX) TKigKeJPXZYyMVDgMyXxMf17MWYia92Rjd

Sponsor

Alternatively, sponsor me on Github using Github Sponsors.

Release notes

• Version 8.3.0 - 19 Nov 2024

  • Added support for IOptions injection, allowing options to be read from IConfiguration
  • Added handling of Infinity values in decimal converter
  • Added rate limit update event
  • Small refactor on client options internals
  • Fixed concurrency issue when unsubscribing websocket subscription during reconnection

• Version 8.2.0 - 06 Nov 2024

  • Added support for not allowing duplicate subscription topics on the same websocket connection
  • Added PerAccount SharedLeverageSettingMode enum value, changed Side on SharedUserTrade to nullable
  • Added support for object deserialization in SystemTextJsonMessageAccessor.GetValue<T>
  • Changed SocketApiClient GetAuthenticationRequest to GetAuthenticationRequestAsync to allow for requesting token

• Version 8.1.1 - 01 Nov 2024

  • Fixed socket connections trying to authenticated connection when it's marked as dedicated request connection even when no authentication is needed
  • Fixed System.Text.Json ArrayConverter not passing serializer options to nested deserialization
  • Fixed System.Text.Json ArrayConverter creating new serializer options each time a JsonConverter attribute is encountered

• Version 8.1.0 - 28 Oct 2024

  • Added KlineTracker and TradeTracker implementation
  • Added Side to SharedTrade model
  • Added overload for Create method in OrderBookFactory using SharedSymbol
  • Added ValidateMessage method to websocket Query object to filter messages even though it is matched to the query based on the ListenIdentifier
  • Added DoHandleReset method for websocket subscriptions
  • Added ConnectionId to RequestDefinition to correctly handle connection and path rate limiting configuration
  • Added System.Text.Json ArrayConverter Write implementation
  • Updated SharedFuturesTicker LastPrice, HighPrice and LowPrice properties to be nullable
  • Updated SetApiCredentials method to also updated the credentials on the client specific options to prevent unknown client credentials in some situations

• Version 8.0.3 - 14 Oct 2024

  • Added support for duplicate array indexes in System.Text.Json ArrayConverter
  • Added fallback for unparsable value in System.Text.Json NumberStringConverter
  • Added Authenticated property on base client and shared client
  • Added GetValues System.Text.Json implementation in message accessor

• Version 8.0.2 - 09 Oct 2024

  • Updated dependency versions, including System.Text.Json from 8.0.4 to 8.0.5 containing a vulnerability fix

• Version 8.0.1 - 07 Oct 2024

  • Added cached library version properties on base client
  • Added support for derserializing 0001-01-01 as datetime null value
  • Added ToRfc3339String extension method for DateTime type

• Version 8.0.0 - 27 Sep 2024

  • Added new cross exchange interfaces implementation
    • Supports REST, WebSocket, Spot and Futures API's
    • Added various client interfaces for specific functionality
    • Added SharedSymbol type, taking care of symbol formatting for different exchanges
    • Added dynamic pagination support for shared functionality
    • Added various shared Enum definitions
    • Added ExchangeWebResult and ExchangeEvent, exchange specific versions of WebCallResult and DataEvent
    • See https://jkorf.github.io/CryptoExchange.Net/index.html#idocs_shared for more info
  • Added tradingMode and deliverData parameters to BaseApiClient FormatSymbol method
  • Added ExecutePages method to ExchangeHelpers static class
  • Added ApplySymbolRules method to ExchangeHelpers static class
  • Added ResubscribingFailed event for websocket connections
  • Added handling of http result 429 (ratelimited) during websocket connection
  • Added Websocket dispose before creating new connection when reconnecting
  • Updated Sourcelink package version
  • Marked ISpotClient and IFuturesClient references as deprecated

• Version 7.11.2 - 28 Aug 2024

  • Fixed issues when ratelimiting is canceled using the provided cancellation token

• Version 7.11.1 - 25 Aug 2024

  • Improved closing logic websockets

• Version 7.11.0 - 07 Aug 2024

  • Added ParseString static method on EnumConverter for parsing strings manually
  • Added support for decimal values in System.Text.Json NumberStringConverter
  • Added support for null string values in System.Text.Json DecimalConverter
  • Added support for number deserialization when requesting string in System.Text.Json MessageAccessor.GetValue
  • Added deserialization handling of json values too big to fit decimal value
  • Decreased some memory allocations during rest request authentication
  • Fixed subscriptions trying to send unsubscribe request when the socket connection will be closed anyway
  • Removed SecureString usage in credentials; it's not recommended to be used
  • Removed some extension methods no longer relevant
  • Improved testing checks

• Version 7.10.0 - 26 Jul 2024

  • Added System.Text.Json NumberStringConverter
  • Added integration testing base class
  • Added AddSecondsString and AddOptionalSecondsString to ParameterCollection
  • Added Decompress method for ReadOnlyMemory using non-GZip deflate
  • Added SocketConnection parameter to SocketConnection PreprocessStreamMessage
  • Fixed websocket reconnect/unsubscribe timing bug
  • Fixed issue in System.Text.Json array object deserialization skipping property when skipping an index
  • Fixed order book logging bug
  • Fixed bug in ParameterCollection AddEnumAsInt

• Version 7.9.0 - 16 Jul 2024

  • Added some checks in websocket connection handling
  • Added As<T> and AsError<T> methods on untyped WebCallResult
  • Updated System.Text.Json package to version 8.0.4 to fix vulnerability
  • Updated websocket subscription response handling to remove the thread blocking ManualResetEvent usage
  • Updated static logging classes access modifier from internal to public so they can be called in overriden methods
  • Updated some testing object implementations
  • Fixed authentication error when reconnecting an unauthenticated connection which was marked as dedicated query connection
  • Small improvements in SystemTextJsonMessageAccessor
  • Fixed System.Text.Json ArrayConverter implementation nullable value types handling

• Version 7.8.0 - 02 Jul 2024

  • Updated single endpoint limit configuration
  • Added LongConverter for nullable longs
  • Updated SystemTextJsonComparer logic

• Version 7.7.3 - 26 Jun 2024

  • Fixed request ids not matching in logging
  • Added nullable int converter for System.Text.Json
  • Small fixes in tests

• Version 7.7.2 - 25 Jun 2024

  • Fixed ratelimiting issue possibly creating negative delays

• Version 7.7.1 - 23 Jun 2024

  • Fixes for caching implementation

• Version 7.7.0 - 23 Jun 2024

  • Caching support
    • Caching is supported for GET requests within a certain time frame
    • Enable caching by setting CachingEnabled to true in the client options
    • Added DataSource to CallResult object
  • Dedicated websocket connection
    • Added functionality for always having a connection open which can then be used for order operations
    • This eliminates the initial connection time for the first request
    • WebSocket connection can be prepared by calling PrepareConnectionsAsync on the Api client, for example await binanceSocketClient.SpotApi.PrepareConnectionsAsync(). This is only needed initially; it will be reconnected when connection is lost.
  • Added CancellationToken support for websocket queries
  • Added SocketConnection parameter to SocketApiClient.GetAuthenticationRequest method
  • Added ObjectStringConverter base converter for deserializing nested json strings
  • Fixed websocket issue with ratelimiting and reconnecting interaction
  • Fixed rate limiting issue with sub-millisecond delays
  • Fixed websocket connection will now close if authentication fails because of not set credentials
  • Updated websocket reconnection handling and options, added backoff policy
  • Removed check for confirmed subscription as data often is pushed before the subscription is confirmed

• Version 7.6.0 - 11 Jun 2024

  • Added support for specifying seperate uri and body parameters
  • Added support for different message and handling generic types on socket queries
  • Added support for PATCH http method requests
  • Added support for setting http request body to a specific type directly
  • Split DataEvent.Topic into StreamId and Symbol properties
  • Added support for negative time values parsing
  • Added some helper methods for converting DataEvent to CallResult
  • Added support for GZip/Deflate automatic decompressing in the default HttpClient
  • Updated some testing methods

• Version 7.5.2 - 07 May 2024

  • Fixed SetApiCredentials not correctly being used by rate limiter causing exception

• Version 7.5.1 - 03 May 2024

  • Some small improvements in unit testing components

• Version 7.5.0 - 01 May 2024

  • Added testing implementations
  • Small refactor AuthenticationProvider to allow better testing
  • Change result of MessageAccessor.Read methods to CallResult so error can be returned
  • Moved some DateTimeConverter logic to seperate methods to allow access from outside converters

• Version 7.4.0 - 28 Apr 2024

  • Added FormatSymbol on IBaseApiClient interface
  • Added IOrderBookFactory interface
  • Removed ExchangeOptions as base class for OrderBookOptions

• Version 7.3.3 - 23 Apr 2024

  • Added support for new DateTime format parsing
  • Updated some logging
  • Fixed concurrency issue in rest request sending

• Version 7.3.2 - 19 Apr 2024

  • Fix for endpoint specific rate limiting throwing exception

• Version 7.3.1 - 18 Apr 2024

  • Fixed websocket system subscriptions getting marked as unconfirmed when reconnecting

• Version 7.3.0 - 17 Apr 2024

  • Added new method for sending Rest requests which splits the static and dynamic parameters
  • Refactored rate limiting implementation
    • Ratelimiters now statically applied for all clients
    • Added support for different rate limit window types
    • Added modular configuration of rate limits
    • Added rate limit check when creating websocket connections
    • Added automatic handling and retry for Retry-After responses
    • Added configuration for setting ratelimit for each individual endpoint
    • Added event for when rate limit is triggered
  • Added SocketClient GetSocketApiClientStates method

• Version 7.2.1 - 05 Apr 2024

  • Improved websocket reconnect logic
  • Simplified SystemTextJsonMessageAccessor value retrieval
  • Fixed System.Text.Json BoolConverter value writing

• Version 7.2.0 - 24 Mar 2024

  • Added ArrayParametersSerialization.JsonArray support
  • Refactored to high-performance logging for hot paths
  • Updated SymbolOrderBook to use LoggerFactory
  • Performance improvements
  • Small bug fixes
  • Updated logging

• Version 7.1.0 - 16 Mar 2024

  • Added initial System.Text.Json deserialization support
  • Added support for setting MessageSendSizeLimit for websocket clients to limit message size
  • Added Exchange name property to IRestClient and ISocketClient interface
  • Abstracted out rest client deserialization so different (de)serializers can be used
  • Cleaned up rest client response handling
  • Continued update of websocket message handling
    • Use ReadonlyMemory<byte> to represent message data to prevent copying data multiple times
    • Switched back to non-async websocket message handling to remove tasks overhead
  • Updated package dependencies to latest versions
  • Updated unit test package dependencies and updated tests accordingly
  • Moved some properties used by the RestApiClient from the BaseApiClient
  • Fixed issue with multiple concurrent subscribe calls in socket client

• Version 7.0.0 - 24 Feb 2024

  • Full overhaul of Websocket message handling
  • Abstracted out Newtonsoft.Json references in preparation of moving to System.Text.Json
  • Updated SendPeriodic to operate on connection level instead of client level to prevent looping when there are no connections
  • Added check to not send an unsubscribe message if there is another subscription listening to the same events
  • Added CryptoRestClient and CryptoSocketClient as aggregate for accessing different exchange APIs
  • Updated socket client log messages
  • Updated socket client GetSubscriptionState output

• Version 6.2.5 - 09 Jan 2024

  • Added support for deserializing null and empty string values to BoolConverter

• Version 6.2.4 - 04 Jan 2024

  • Fixed parsing of DateTime value of zero with additional zero decimal places

• Version 6.2.3 - 02 Dec 2023

  • Fixed requestBodyFormat parameter handling

• Version 6.2.2 - 02 Dec 2023

  • Added support for specifying the request body content type on a per request basis
  • Added DecimalStringWriterConverter
  • Added RequestId to WebCallResult model
  • Updated response logging

• Version 6.2.1 - 28 Oct 2023

  • Utility methods

• Version 6.2.0 - 24 Oct 2023

  • Added SerializerOptions helper class for setting a default serializer
  • Added ParameterCollection helper class for easier parameter definition
  • Added extra helper methods AuthenticationProvider
  • Remove interface entries meant for internal use
  • Added support for writing int values to the EnumConverter

• Version 6.1.5 - 08 Oct 2023

  • Added UpdateType to socket DataEvent
  • Added additional scenarios for BoolConverter
  • Updated some logging

• Version 6.1.4 - 23 Sep 2023

  • Added BoolConverter
  • Added parameter for logging warning message on missing enum entry to EnumConverter

• Version 6.1.3 - 18 Sep 2023

  • Fix for concurrency exception in socket subscription

• Version 6.1.2 - 11 Sep 2023

  • Added support for multiple of the same ratelimiting type in the same rate limiter
  • Fixed nullreference on rate limit error if no Retry-After header is returned

• Version 6.1.1 - 04 Sep 2023

  • Fixes for json converters

• Version 6.1.0 - 24 Aug 2023

  • Added support for ratelimiting on socket connections
  • Added rest ratelimit handling and parsing
  • Added ServerRatelimitError error

• Version 6.0.3 - 23 Jul 2023

  • Fixed Proxy not getting applied in rest clients when not using DI

• Version 6.0.2 - 05 Jul 2023

  • Added properties generic dictionary to SocketConnection

• Version 6.0.1 - 29 Jun 2023

  • Added LogLevel optional parameter to TraceLoggerProvider

• Version 6.0.0 - 25 Jun 2023

  • Updated ApiCredentials to support RSA signing as well as the default Hmac signature
  • Removed custom logging implementation in favor of using Microsoft.Extensions.Logging ILogger directly
  • Refactored client options for easier use
  • Added easier way of switching environments
  • Added ResponseLength and ToString() override on WebCallResult object
  • Fixed memory leak in AsyncResetEvent

• Version 5.4.3 - 14 Apr 2023

  • Fixed potential threading exception in socket connection

• Version 5.4.2 - 01 Apr 2023

  • Reverted socket changes as it seems to cause reconnect to hang

• Version 5.4.1 - 18 Mar 2023

  • Added CalculateTradableAmount to SymbolOrderBook
  • Improved socket reconnect robustness
  • Fixed api rate limiter not working correctly

• Version 5.4.0 - 14 Feb 2023

  • Added unsubscribing when receiving subscribe answer after the request timeout has passed
  • Fixed socket options copying
  • Made TimeSync implementation optional
  • Cleaned up ApiCredentials and added better support for extending ApiCredentials

• Version 5.3.1 - 08 Dec 2022

  • Added default request parameter ordering before applying authentication
  • Fixed possible issue where a socket would reconnect when it should close if it was already in reconnecting

• Version 5.3.0 - 14 Nov 2022

  • Reworked client architecture, shifting funcationality to the ApiClient
  • Fixed ArrayConverter exponent parsing
  • Fixed ArrayConverter not checking null
  • Added optional delay setting after establishing socket connection
  • Added callback for revitalizing a socket request when reconnecting
  • Fixed proxy setting websocket

• Version 5.2.4 - 31 Jul 2022

  • Added handling of PlatformNotSupportedException when trying to use websocket from WebAssembly
  • Changed DataEvent to have a public constructor for testing purposes
  • Fixed EnumConverter serializing values without proper quotes
  • Fixed websocket connection reconnecting too quickly when resubscribing/reauthenticating fails

• Version 5.2.3 - 19 Jul 2022

  • Fixed socket getting disconnected when no data timeout is reached instead of being reconnected

• Version 5.2.2 - 17 Jul 2022

  • Added support for retrieving a new url when socket connection is lost and reconnection will happen

• Version 5.2.1 - 16 Jul 2022

  • Fixed socket reconnect issue
  • Fixed message not handled messages after unsubscribing
  • Fixed error returning for non-json error responses

• Version 5.2.0 - 10 Jul 2022

  • Refactored websocket code, removed some clutter and simplified
  • Added ReconnectAsync and GetSubscriptionsState methods on socket clients

• Version 5.1.12 - 12 Jun 2022

  • Changed time sync so requests no longer wait for it to complete unless it's the first time
  • Made log client options changable after client creation
  • Fixed proxy setting not used when reconnecting socket
  • Changed MaxSocketConnections to a client options
  • Updated socket reconnection logic

• Version 5.1.12 - 12 Jun 2022

  • Changed time sync so requests no longer wait for it to complete unless it's the first time
  • Made log client options changable after client creation
  • Fixed proxy setting not used when reconnecting socket
  • Updated socket reconnection logic

• Version 5.1.11 - 24 May 2022

  • Added KeepAliveInterval setting
  • Fixed port not being copied when setting parameters on request
  • Fixed inconsistent PackageReference casing in csproj

• Version 5.1.10 - 22 May 2022

  • Fixed order book reconnecting while Diposed
  • Fixed exception when disposing socket client while reconnecting
  • Added additional null/default checking in DateTimeConverter
  • Changed ConnectionLost subscription event to run in seperate task to prevent exception/longer operations from intervering with reconnecting

• Version 5.1.9 - 08 May 2022

  • Added latency to the timesync calculation
  • Small fix for exception in socket close handling

• Version 5.1.8 - 01 May 2022

  • Cleanup socket code, fixed an issue which could cause connections to never reconnect when connection was lost
  • Added support for sending requests which expect an empty response
  • Fixed issue with the DateTimeConverter date interpretation

• Version 5.1.7 - 14 Apr 2022

  • Moved some Rest parameters from BaseRestClient to RestApiClient to allow different implementations for sub clients

• Version 5.1.6 - 10 Mar 2022

  • Updated EnumConverter to properly handle emtpy/null and default values

• Version 5.1.5 - 09 Mar 2022

  • Removed ResubscribeMaxRetries default value of 5
  • Updated logging and log verbosity

• Version 5.1.4 - 04 Mar 2022

  • Fixed ArraySerialization handling
  • Added check for invalid rate limit configured for a request

• Version 5.1.3 - 01 Mar 2022

  • Fixed some issues in websocket reconnection, should be more robust now
  • Prevent duplicate data reading on error in rest request
  • Added ApiName to time sync state to improve log feedback

• Version 5.1.2 - 27 Feb 2022

  • Fixed issue where the rate limiter was messing with time syncing
  • Added support for delegate parameters
  • Added ignoreRateLimit paramter in SendRequestAsync

• Version 5.1.1 - 24 Feb 2022

  • Fixed issue ApiCredentials

• Version 5.1.0 - 24 Feb 2022

  • Improved dispose handling in SymbolOrderBook
  • Fixed TimeSync RecalculationInterval not being respected
  • Small rework client options

• Version 5.0.0

  • Added Github.io page for documentation: https://jkorf.github.io/CryptoExchange.Net/
  • Added single DateTimeConverter replacing the different timestamp converters
  • Added additional request related properties to WebCallResult
  • Added CancelationToken support for websockets
  • Added CancelationToken support for SymbolOrderBook starting
  • Added TimeSync support
  • Refactored base client classes into BaseClient and ApiClient to provide a more defined client structure
  • Refactored client options to have better control over each different ApiClient
  • Refactored authentication provider to be more flexible
  • Refactored rate limiter implementation
  • Refactored IExchangeClient interface to ISpotClient and IFuturesClient
  • Refactored socket reconnection to immediately try to reconnect before waiting the ReconnectTimeout
  • Improved SymbolOrderBook stability
  • Updated code docs

• Version 4.2.8 - 08 Oct 2021

  • Fixed deadlock in socket receive
  • Fixed issue in reconnection handling when the client is disconnected again during resubscribing
  • Added some additional checking of socket state to prevent sending/expecting data when socket is not connected

• Version 4.2.7 - 06 Oct 2021

  • Made receivedMessages protected again to allow implementations with custom transport (Bittrex) to use it again

• Version 4.2.6 - 06 Oct 2021

  • Fixed an issue causing socket client to stop processing data in .NET Framework

• Version 4.2.5 - 05 Oct 2021

  • Added custom async wait event implementation as previous method seems to not work 100% of the time

• Version 4.2.4 - 30 Sep 2021

  • Fix for InvalidOperationExceptions when running socket connections from .Net framework

• Version 4.2.3 - 29 Sep 2021

  • Added IncomingKbps property to socket/socket client
  • Updated logging
  • Socket performance improvements

• Version 4.2.2 - 23 Sep 2021

  • Restored missing request parameters log

• Version 4.2.1 - 22 Sep 2021

  • Fìx for websocket not automatically reconnecting when connection is closed unexpectedly

• Version 4.2.0 - 20 Sep 2021

  • Prevent reconnect spamming when invalid checksum is calculated in SymbolOrderBook
  • Added default nonce provider implementation

• Version 4.1.0 - 15 Sep 2021

  • Added overload for UnsubscribeAsync with id parameter
  • Added parameter position configuration per HttpMethod type
  • Added option to send custom headers with each requets
  • Added option to send custom headers with individual requests
  • Added debug data on error

• Version 4.0.8 - 26 Aug 2021

  • Added rate limiting option for outgoing messages per socket

• Version 4.0.7 - 24 Aug 2021

  • Additional error info on websocket exception

• Version 4.0.6 - 24 Aug 2021

  • Removed some debug logging

• Version 4.0.5 - 24 Aug 2021

  • Added ConnectionClosed event on UpdateSubscriptions to signal the connection was closed and no reconnecting is happening

• Version 4.0.4 - 24 Aug 2021

  • Websocket connection fixes/improvements
  • Added ChecksumValidationEnabled option for controlling checksum validation in SymbolOrderBook
  • Added MaxReconnectTries option
  • Added MaxResubscribeTries option
  • Added MaxConcurrentResubscriptionsPerSocket option
  • Fix for TimestampSecondsConverter rounding to nearest millisecond

• Version 4.0.3 - 20 Aug 2021

  • Fix for concurrent sent socket issue

• Version 4.0.2 - 20 Aug 2021

  • Fixed socket client continuing before the send/receive loops have been started, which could cause issues when doing concurrent connections

• Version 4.0.1 - 13 Aug 2021

  • Fixed OperationCancelledException when closing socket from a project targeting .net framework

• Version 4.0.0 - 12 Aug 2020

  • Release version, summed up changes from previous beta releases:
    • Removed Websocket4Net dependency in favor of a ClientWebSocket native implementation for websocket connections
    • Socket events now always come wrapped in a DataEvent<> object which contain the timestamp of the data, and optionally the originally received json string
    • Implemented usage of the Microsoft.Extensions.Logging.Abstractions ILogger interface instead of a custom implementation
    • Added some properties to the IExchangeClient interface
      • ICommonOrder.CommonOrderTime
      • ICommonOrder.CommonOrderStatus enum
      • ICommonTrade.CommonTradeTime
    • Added OnOrderPlaced and OnOrderCanceled events on the IExchangeClient interface
    • Added ExchangeHelpers static class for various helper methods
    • Removed non-async methods due to too much overhead in development/maintainance
      • If you were previously using non-async methods you can add .Result to the end of the async call to get the same result
    • Added Book property to SymbolOrderBook for a book snapshot
    • Added CalculateAverageFillPrice to SymbolOrderBook to calculate the average fill price for an order with the current order book state
    • Various fixes

• Version 4.0.0-beta15 - 12 Aug 2021

  • Conditional version Logging.Abstractions

• Version 4.0.0-beta14 - 09 Aug 2021

  • Fix for bug in processing order in SymbolOrderBook

• Version 4.0.0-beta13 - 31 Jul 2021

  • Fix for socket connection

• Version 4.0.0-beta12 - 26 Jul 2021

  • Fix for socket connection

• Version 4.0.0-beta11 - 09 Jul 2021

  • Added CalculateAverageFillPrice to SymbolOrderBook
  • Added Book property to SymbolOrderBook
  • Added Async postfix to async methods

• Version 4.0.0-beta10 - 07 Jul 2021

  • Updated BaseConverter to be case sensitive
  • Added ExchangeHelpers class containing some helper methods
  • Fixed responses not being logged on Trace log level
  • Added some code docs

• Version 4.0.0-beta9 - 17 Jun 2021

  • Small fixes

• Version 4.0.0-beta8 - 08 Jun 2021

  • Fixed exception socket buffer size in .net framework

• Version 4.0.0-beta7 - 07 Jun 2021

  • Added CommonOrderTime to IOrder
  • Added OrderStatus enum for IOrder
  • Added OnOrderPlaced and OnOrderCanceled events on IExchangeClient
  • Added CommonTradeTime to ICommonTrade

• Version 4.0.0-beta6 - 01 jun 2021

  • Some logging adjustments
  • Fixed some async issues

• Version 4.0.0-beta5 - 26 May 2021

  • Added DataEvent wrapper for socket updates
  • Added optional original json output
  • Changed logging implementation to use ILogger

• Version 4.0.0-beta4 - 06 mei 2021

  • Added analyzers
  • Fixed some warnings

• Version 4.0.0-beta3 - 30 Apr 2021

  • Updated socket closing

• Version 4.0.0-beta2 - 30 apr 2021

  • Fix for closing socket without timeout task

• Version 4.0.0-beta1 - 30 apr 2021

  • Removed Websocket4Net dependency
  • Added custom ClientWebSocket implementation
  • Renamed handler → subscription internally
  • Renamed socket → socketConenction when type is socketConnection

• Version 3.9.0 - 28 apr 2021

  • Added optional JsonSerializer parameter to SendRequest to use during deserialization
  • Fix for unhandled message warning when unsubscribing a socket subscription

• Version 3.8.1 - 19 apr 2021

  • Added debug logs
  • Added ValidateNullOrNotEmpty extension method

• Version 3.8.0 - 30 mrt 2021

  • Better handling of json errors while deserializing stream
  • Added string datetime converter

• Version 3.7.1 - 10 mrt 2021

  • Performance improvemnt for the ArrayConverter

• Version 3.7.0 - 01 mrt 2021

  • Changed GetResponse in RestClient to protected
  • Added configuration for deterministic build

• Version 3.6.1 - 16 feb 2021

  • Fix for timing related exception when stopping an symbol order book

• Version 3.6.0 - 22 jan 2021

  • Added CommonVolume and CommonOpenTime to ICommonKline interface

• Version 3.5.0 - 11 jan 2021

  • Additional info on exception messages
  • Added support for rate limiting using credits

• Version 3.4.0 - 21 dec 2020

  • Updated IExchangeClient interface
  • Fix for dropping message after timeout on socket
  • Added virtual HandleUnhandledMessage method in SocketClient

• Version 3.3.0 - 10 dec 2020

  • Added client name
  • Added common interfaces
  • Fixed api key plain text storing in RateLimitterApiKey

• Version 3.2.1 - 19 nov 2020

  • Fixed error code parsing

• Version 3.2.0 - 19 nov 2020

  • Fix for multiple socket subscriptions re-using the same socket connection
  • Updated errors

• Version 3.1.0 - 08 Oct 2020

  • Added CallResult without type parameter for calls which don't return data
  • Added GetErrorOrResult method on CallResult to support proper nullability checking
  • Fix for reading credentials from file
  • Fix for setting custom base addresses in clients

• Version 3.0.15 - 06 Oct 2020

  • Changed default ShouldCheckObjects to false to prevent spam in logging

• Version 3.0.14 - 24 Aug 2020

  • Updated exception message logging

• Version 3.0.13 - 24 Aug 2020

  • Added request tracing id for logging
  • Added shared HttpClient option

• Version 3.0.12 - 12 Aug 2020

  • Named parameters on SymbolOrderBook events

• Version 3.0.11 - 20 Jun 2020

  • Added support for checksum in SymbolOrderBook

• Version 3.0.10 - 16 Jun 2020

  • Fix for order book synchronization

• Version 3.0.9 - 07 Jun 2020

  • Added arraySerialization and postParameterPosition to AuthenticationProvider interface
  • Fixed array serialization in request body

• Version 3.0.8 - 02 Jun 2020

  • Added requestBodyEmptyContent setting for rest client
  • Added TryParseError for rest implementations to check for error with success status code

• Version 3.0.7 - 20 May 2020

  • Added error debug output
  • Fix for unsubscribe causing possible deadlock

• Version 3.0.6 - 03 Mar 2020

  • Added BestOffer to SymbolOrderBook, removed invalid check on proxy

• Version 3.0.5 - 05 Feb 2020

  • Added PausedActivity events on socket subscriptions

• Version 3.0.4 - 29 Jan 2020

  • Removed unnecessary json serialization

• Version 3.0.3 - 23 Jan 2020

  • Added OnBestOffersChanged event to order book implementations

• Version 3.0.2 - 10 Dec 2019

  • Removed invalid check for unauthenticated proxy

• Version 3.0.1 - 14 Nov 2019

  • Re-enabled debug response logging

• Version 3.0.0 - 23 Oct 2019

  • Updated to C# 8.0
  • Added .NetStandard2.1 support
  • Added Nullability support
  • Now using HttpClient instead of WebRequest, should result in faster consequtive requests
  • Added CancellationToken support
  • Added bool compare override to CallResult (now possible to if(callresult) instead of if(callresult.Success))
  • Added input validation methods
    • Wrong input will now throw exceptions rather than error results
  • OnOrderBookUpdate event added to SymbolOrderBook

• Version 2.1.8 - 29 Aug 2019

  • Added array serialization options for implementations

• Version 2.1.7 - 07 Aug 2019

  • Fixed bug with socket connection not being disposed after lost connection
  • Resubscribing after reconnecting socket now in parallel

• Version 2.1.6 - 06 Aug 2019

  • Fix for missing subscription events if they are also a request response, added code docs

• Version 2.1.5 - 09 jul 2019

  • Updated SymbolOrderBook

• Version 2.1.4 - 24 jun 2019

  • Added checks for json deserialization issues

• Version 2.1.3 - 16 may 2019

  • Refactored SymbolOrderBook
  • Added BestBid/BestAsk properties for order book

• Version 2.1.2 - 14 may 2019

  • Added order book base class for easy implementation
  • Added additional constructor to ApiCredentials to be able to read from file