hkooiker/CryptoExchange.Net

Base for exchanges

CryptoExchange.Net

A base library for easy implementation of cryptocurrency API's. Include:

• REST API calls and error handling
• Websocket subscriptions, error handling and automatic reconnecting
• Order book implementations automatically synchronizing and updating
• Automatic rate limiting

If you think something is broken, something is missing or have any questions, please open an Issue

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Implementations

Bittrex

Bitfinex

Binance

CoinEx

Huobi

Kucoin

Kraken

Implementations from third parties

Switcheo

Liquid

Bitmex

HitBTC

LiveCoin

OKEx

Chiliz

BtcTurk

Thodex

Exante

Planned implementations (no timeline or specific order):

• Bitstamp
• CoinFalcon
• Binance DEX

Donations

Donations are greatly appreciated and a motivation to keep improving.

Btc: 12KwZk3r2Y3JZ2uMULcjqqBvXmpDwjhhQS
Eth: 0x069176ca1a4b1d6e0b7901a6bc0dbf3bb0bf5cc2
Nano: xrb_1ocs3hbp561ef76eoctjwg85w5ugr8wgimkj8mfhoyqbx4s1pbc74zggw7gs

Discord

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

Usage

Most API methods are available in two flavors, sync and async, see the example using the BinanceClient:

public void NonAsyncMethod()
{
    using(var client = new BinanceClient())
    {
        var result = client.Spot.Market.Get24HPrices();
    }
}

public async Task AsyncMethod()
{
    using(var client = new BinanceClient())
    {
        var result2 = await client.Spot.Market.Get24HPricesAsync();
    }
}

Response handling

All API requests will respond with a (Web)CallResult object. This object contains whether the call was successful, the data returned from the call and an error if the call wasn't successful. As such, one should always check the Success flag when processing a response. For example:

using(var client = new BinanceClient())
{
	var result = client.Spot.System.GetServerTime();
	if (result.Success)
		Console.WriteLine($"Server time: {result.Data}");
	else
		Console.WriteLine($"Error: {result.Error}");
}

Options & Authentication

The default behavior of the clients can be changed by providing options to the constructor, or using the SetDefaultOptions before creating a new client. Api credentials can be provided in the options. Credentials can be provided 2 ways:

• Providing key and secret:

	BinanceClient.SetDefaultOptions(new BinanceClientOptions
	{
		ApiCredentials = new ApiCredentials("apiKey", "apiSecret")
	});

• Providing a (file)stream containing the key/secret

using (var stream = File.OpenRead("/path/to/credential-file"))
{
	BinanceClient.SetDefaultOptions(new BinanceClientOptions
	{
		ApiCredentials = new ApiCredentials(stream)
	});
}

Note that when using a file it can provide credentials for multiple exchanges by providing the identifierKey and identifierSecret parameters:

// File content:
{
	"binanceKey": "actualBinanceApiKey",
	"binanceSecret": "actualBinanceApiSecret",
	"bittrexKey": "actualBittrexApiKey",
	"bittrexSecret": "actualBittrexApiSecret",
}

// Loading:
using (var stream = File.OpenRead("/path/to/credential-file"))
{
	BinanceClient.SetDefaultOptions(new BinanceClientOptions
	{
		ApiCredentials = new ApiCredentials(stream, "binanceKey", "binanceSecret")
	});
	BittrexClient.SetDefaultOptions(new BittrexClientOptions
	{
		ApiCredentials = new ApiCredentials(stream, "bittrexKey", "bittrexSecret")
	});
}

Websockets

Most implementations have a websocket client. The client will manage the websocket connection for you, all you have to do is call a subscribe method. The client will automatically handle reconnecting when losing a connection.

When using a subscribe method it will return an UpdateSubscription object. This object has 3 events: ConnectionLost/ConnectionRestored and Exception. Use the connection lost/restored to be notified when the socket has lost it's connection and when it was reconnected. The Exception event is thrown when there was an exception within the data handling callback.

To unsubscribe use the client.Unsubscribe method and pass the UpdateSubscription received when subscribing:

// Subscribe
var client = new BinanceSocketClient();
var subResult = client.Spot.SubscribeToOrderBookUpdates("BTCUSDT", data => {});

// Unsubscribe
client.Unsubscribe(subResult.Data);

To unsubscribe all subscriptions the client.UnsubscribeAll() method can be used.

Order books

The library implementations provide a SymbolOrderBook implementation. This implementation can be used to keep an updated order book without having to think about synchronizing it. This example is from the Binance.Net library, but the implementation is similar for each library:

var orderBook = new BinanceSymbolOrderBook("BTCUSDT", new BinanceOrderBookOptions(20));
orderBook.OnStatusChange += (oldStatus, newStatus) => Console.WriteLine($"Book state changed from {oldStatus} to {newStatus}");
orderBook.OnOrderBookUpdate += (changedBids, changedAsks) => Console.WriteLine("Book updated");
var startResult = await orderBook.StartAsync();
if(!startResult.Success)
{
	Console.WriteLine("Error starting order book synchronization: " + startResult.Error);
	return;
}

var status = orderBook.Status; // The current status. Note that the order book is only current when the status is Synced
var askCount = orderBook.AskCount; // The current number of asks in the book
var bidCount = orderBook.BidCount; // The current number of bids in the book
var asks = orderBook.Asks; // All asks
var bids = orderBook.Bids; // All bids
var bestBid = orderBook.BestBid; // The best bid available in the book
var bestAsk = orderBook.BestAsk; // The best ask available in the book

The order book will automatically reconnect when the connection is lost and resync if it detects the sequence is off. Make sure to check the Status property to see it the book is currently in sync.

To stop synchronizing an order book use the Stop method.

Shared IExchangeClient interface

Most implementations have an implementation of the IExchangeClient interface. It is a shared interface, which makes it easier to re-use the same code for multiple exchanges. It offers basic functionality only, for exchange specific calls use the actual client interface, for example IBinanceClient or IBitfinexClient.

The IExchangeClient interface supports the following methods:

string GetSymbolName(string baseAsset, string quoteAsset); - Based on a base and quote asset return the symbol name for the exchange.

GetSymbolsAsync(); - Get a list of supported symbols.

GetTickersAsync(); - Get a list of tickers (High/Low/volume data for the last 24 hours) for all symbols.

GetTickerAsync(string symbol); - Get a specific ticker.

GetKlinesAsync(string symbol, TimeSpan timespan, DateTime? startTime = null, DateTime? endTime = null, int? limit = null); - Get candlestick data for a symbol.

GetOrderBookAsync(string symbol); - Get the order book for a symbol.

GetRecentTradesAsync(string symbol); - Get a list of the most recent trades for a symbol.

PlaceOrderAsync(string symbol, OrderSide side, OrderType type, decimal quantity, decimal? price = null, string? accountId = null); - [Authenticated] Place an order.

GetOrderAsync(string orderId, string? symbol = null); - [Authenticated] Get details on an order.

GetTradesAsync(string orderId, string? symbol = null); - [Authenticated] Get executed trades for an order.

GetOpenOrdersAsync(string? symbol = null); - [Authenticated] Get a list of open orders.

GetClosedOrdersAsync(string? symbol = null); - [Authenticated] Get a list of closed orders.

CancelOrderAsync(string orderId, string? symbol = null); - [Authenticated] Cancel an order.

GetBalancesAsync(string? accountId = null); - [Authenticated] Get a list of balances.

Example usage:

static async Task Main(string[] args)
{
	var clients = new List<IExchangeClient>()
	{
		{ new BinanceClient(new BinanceClientOptions(){ LogVerbosity = LogVerbosity.Debug, ApiCredentials = new ApiCredentials("BinanceKey", "BinanceSecret") }) },
		{ new BitfinexClient(new BitfinexClientOptions(){ LogVerbosity = LogVerbosity.Debug, ApiCredentials = new ApiCredentials("BitfinexKey", "BitfinexSecret")  }) },
		{ new BittrexClientV3(new BittrexClientOptions(){ LogVerbosity = LogVerbosity.Debug, ApiCredentials = new ApiCredentials("BittrexKey", "BittrexSecret")  }) },
	};

	await Task.WhenAll(clients.Select(GetExchangeData));
	Console.WriteLine("Done");
	Console.ReadLine();
}

static async Task GetExchangeData(IExchangeClient client)
{
	var symbols = await client.GetSymbolsAsync();
	Console.WriteLine($"{((RestClient)client).ClientName}: {symbols.Data?.Count()} symbols returned, first = {symbols.Data?.First().CommonName}");

	var balances = await client.GetBalancesAsync();
	var btcBalance = balances.Data?.Where(b => b.CommonAsset.ToUpperInvariant() == "BTC").FirstOrDefault();
	Console.WriteLine($"{((RestClient)client).ClientName}: {balances.Data?.Count()} balance returned, BTC balance = {btcBalance?.CommonTotal}");

	var symbolName = client.GetSymbolName("BTC", "USDT");
	var klines = await client.GetKlinesAsync(symbolName, TimeSpan.FromHours(1));
	Console.WriteLine($"{((RestClient)client).ClientName}: {klines.Data?.Count()} klines returned, first klines @ {klines.Data?.First().CommonClose}");
}

Release notes

• 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