/CryptoExchange.Net

Base for exchanges

Primary LanguageC#MIT LicenseMIT

CryptoExchange.Net

.NET Nuget version Nuget downloads

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.

Documentation

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

I develop and maintain this package on my own for free in my spare time, any support is greatly appreciated.

Referral link

Use one of the following following referral links to signup to a new exchange to pay a small percentage of the trading fees you pay to support the project instead of paying them straight to the exchange. This doesn't cost you a thing! Binance
Bitfinex
Bittrex
Bybit
CoinEx
FTX
Huobi
Kucoin

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: 12KwZk3r2Y3JZ2uMULcjqqBvXmpDwjhhQS
Eth: 0x069176ca1a4b1d6e0b7901a6bc0dbf3bb0bf5cc2
Nano: xrb_1ocs3hbp561ef76eoctjwg85w5ugr8wgimkj8mfhoyqbx4s1pbc74zggw7gs

Sponsor

Alternatively, sponsor me on Github using Github Sponsors.

Release notes

  • 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