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.
A Discord server is available here. Feel free to join for discussion and/or questions around the CryptoExchange.Net and implementation libraries.
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.
Btc: 12KwZk3r2Y3JZ2uMULcjqqBvXmpDwjhhQS
Eth: 0x069176ca1a4b1d6e0b7901a6bc0dbf3bb0bf5cc2
Nano: xrb_1ocs3hbp561ef76eoctjwg85w5ugr8wgimkj8mfhoyqbx4s1pbc74zggw7gs
Alternatively, sponsor me on Github using Github Sponsors
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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
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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
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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
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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
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Version 5.1.9 - 08 May 2022
- Added latency to the timesync calculation
- Small fix for exception in socket close handling
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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
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Version 5.1.7 - 14 Apr 2022
- 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
- Updated EnumConverter to properly handle emtpy/null and default values
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Version 5.1.5 - 09 Mar 2022
- Removed ResubscribeMaxRetries default value of 5
- Updated logging and log verbosity
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Version 5.1.4 - 04 Mar 2022
- Fixed ArraySerialization handling
- Added check for invalid rate limit configured for a request
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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
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Version 5.1.2 - 27 Feb 2022
- Fixed issue where the rate limiter was messing with time syncing
- Added support for delegate parameters
- Added
ignoreRateLimitparamter inSendRequestAsync
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Version 5.1.1 - 24 Feb 2022
- Fixed issue ApiCredentials
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Version 5.1.0 - 24 Feb 2022
- Improved dispose handling in SymbolOrderBook
- Fixed TimeSync RecalculationInterval not being respected
- Small rework client options
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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
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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
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Version 4.2.7 - 06 Oct 2021
- 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
- Fixed an issue causing socket client to stop processing data in .NET Framework
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Version 4.2.5 - 05 Oct 2021
- 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
- Fix for InvalidOperationExceptions when running socket connections from .Net framework
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Version 4.2.3 - 29 Sep 2021
- Added IncomingKbps property to socket/socket client
- Updated logging
- Socket performance improvements
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Version 4.2.2 - 23 Sep 2021
- Restored missing request parameters log
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Version 4.2.1 - 22 Sep 2021
- Fìx for websocket not automatically reconnecting when connection is closed unexpectedly
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Version 4.2.0 - 20 Sep 2021
- Prevent reconnect spamming when invalid checksum is calculated in SymbolOrderBook
- Added default nonce provider implementation
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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
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Version 4.0.8 - 26 Aug 2021
- Added rate limiting option for outgoing messages per socket
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Version 4.0.7 - 24 Aug 2021
- Additional error info on websocket exception
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Version 4.0.6 - 24 Aug 2021
- Removed some debug logging
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Version 4.0.5 - 24 Aug 2021
- 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
- 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
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Version 4.0.3 - 20 Aug 2021
- Fix for concurrent sent socket issue
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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
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Version 4.0.1 - 13 Aug 2021
- Fixed OperationCancelledException when closing socket from a project targeting .net framework
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Version 4.0.0 - 12 Aug 2020
- Release version, summed up changes from previous beta releases:
- Removed
Websocket4Netdependency in favor of aClientWebSocketnative 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.AbstractionsILoggerinterface instead of a custom implementation - Added some properties to the
IExchangeClientinterfaceICommonOrder.CommonOrderTimeICommonOrder.CommonOrderStatusenumICommonTrade.CommonTradeTime
- Added
OnOrderPlacedandOnOrderCanceledevents on theIExchangeClientinterface - Added
ExchangeHelpersstatic 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
.Resultto the end of the async call to get the same result
- If you were previously using non-async methods you can add
- Added
Bookproperty toSymbolOrderBookfor a book snapshot - Added
CalculateAverageFillPricetoSymbolOrderBookto calculate the average fill price for an order with the current order book state - Various fixes
- Removed
- Release version, summed up changes from previous beta releases:
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Version 4.0.0-beta15 - 12 Aug 2021
- Conditional version Logging.Abstractions
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Version 4.0.0-beta14 - 09 Aug 2021
- Fix for bug in processing order in SymbolOrderBook
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Version 4.0.0-beta13 - 31 Jul 2021
- Fix for socket connection
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Version 4.0.0-beta12 - 26 Jul 2021
- Fix for socket connection
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Version 4.0.0-beta11 - 09 Jul 2021
- Added CalculateAverageFillPrice to SymbolOrderBook
- Added Book property to SymbolOrderBook
- Added Async postfix to async methods
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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
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Version 4.0.0-beta9 - 17 Jun 2021
- Small fixes
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Version 4.0.0-beta8 - 08 Jun 2021
- Fixed exception socket buffer size in .net framework
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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
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Version 4.0.0-beta6 - 01 jun 2021
- Some logging adjustments
- Fixed some async issues
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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
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Version 4.0.0-beta4 - 06 mei 2021
- Added analyzers
- Fixed some warnings
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Version 4.0.0-beta3 - 30 Apr 2021
- Updated socket closing
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Version 4.0.0-beta2 - 30 apr 2021
- Fix for closing socket without timeout task
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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
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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
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Version 3.8.1 - 19 apr 2021
- Added debug logs
- Added ValidateNullOrNotEmpty extension method
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Version 3.8.0 - 30 mrt 2021
- Better handling of json errors while deserializing stream
- Added string datetime converter
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Version 3.7.1 - 10 mrt 2021
- Performance improvemnt for the ArrayConverter
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Version 3.7.0 - 01 mrt 2021
- Changed GetResponse in RestClient to protected
- Added configuration for deterministic build
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Version 3.6.1 - 16 feb 2021
- Fix for timing related exception when stopping an symbol order book
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Version 3.6.0 - 22 jan 2021
- Added CommonVolume and CommonOpenTime to ICommonKline interface
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Version 3.5.0 - 11 jan 2021
- Additional info on exception messages
- Added support for rate limiting using credits
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Version 3.4.0 - 21 dec 2020
- Updated IExchangeClient interface
- Fix for dropping message after timeout on socket
- Added virtual HandleUnhandledMessage method in SocketClient
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Version 3.3.0 - 10 dec 2020
- Added client name
- Added common interfaces
- Fixed api key plain text storing in RateLimitterApiKey
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Version 3.2.1 - 19 nov 2020
- Fixed error code parsing
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Version 3.2.0 - 19 nov 2020
- Fix for multiple socket subscriptions re-using the same socket connection
- Updated errors
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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
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Version 3.0.15 - 06 Oct 2020
- Changed default ShouldCheckObjects to false to prevent spam in logging
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Version 3.0.14 - 24 Aug 2020
- Updated exception message logging
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Version 3.0.13 - 24 Aug 2020
- Added request tracing id for logging
- Added shared HttpClient option
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Version 3.0.12 - 12 Aug 2020
- Named parameters on SymbolOrderBook events
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Version 3.0.11 - 20 Jun 2020
- Added support for checksum in SymbolOrderBook
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Version 3.0.10 - 16 Jun 2020
- Fix for order book synchronization
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Version 3.0.9 - 07 Jun 2020
- Added arraySerialization and postParameterPosition to AuthenticationProvider interface
- Fixed array serialization in request body
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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
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Version 3.0.7 - 20 May 2020
- Added error debug output
- Fix for unsubscribe causing possible deadlock
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Version 3.0.6 - 03 Mar 2020
- Added BestOffer to SymbolOrderBook, removed invalid check on proxy
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Version 3.0.5 - 05 Feb 2020
- Added PausedActivity events on socket subscriptions
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Version 3.0.4 - 29 Jan 2020
- Removed unnecessary json serialization
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Version 3.0.3 - 23 Jan 2020
- Added OnBestOffersChanged event to order book implementations
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Version 3.0.2 - 10 Dec 2019
- Removed invalid check for unauthenticated proxy
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Version 3.0.1 - 14 Nov 2019
- Re-enabled debug response logging
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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 ofif(callresult.Success)) - Added input validation methods
- Wrong input will now throw exceptions rather than error results
- OnOrderBookUpdate event added to
SymbolOrderBook
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Version 2.1.8 - 29 Aug 2019
- Added array serialization options for implementations
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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
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Version 2.1.6 - 06 Aug 2019
- 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
- Updated SymbolOrderBook
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Version 2.1.4 - 24 jun 2019
- Added checks for json deserialization issues
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Version 2.1.3 - 16 may 2019
- Refactored SymbolOrderBook
- Added BestBid/BestAsk properties for order book
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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