CryptoExchange.Net update

Updated CryptoExchange.Net to version 8.8.0, see https://github.com/JKorf/CryptoExchange.Net/releases/ Added support for more SharedKlineInterval values Added setting of DataTime value on websocket DataEvent updates Fix Mono runtime exception on rest client construction using DI
JKorf · Feb 10, 2025 · 1348b1b · 1348b1b
1 parent ad25cbe
commit 1348b1b
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Showing 21 changed files with 68 additions and 28 deletions.
diff --git a/Kraken.Net.UnitTests/KrakenRestIntegrationTests.cs b/Kraken.Net.UnitTests/KrakenRestIntegrationTests.cs
@@ -11,7 +11,7 @@
 namespace Kraken.Net.UnitTests
 {
     [NonParallelizable]
-    internal class KrakenRestIntegrationTests : RestIntergrationTest<KrakenRestClient>
+    internal class KrakenRestIntegrationTests : RestIntegrationTest<KrakenRestClient>
     {
         public override bool Run { get; set; }
 

diff --git a/Kraken.Net/Clients/FuturesApi/KrakenRestClientFuturesApiShared.cs b/Kraken.Net/Clients/FuturesApi/KrakenRestClientFuturesApiShared.cs
@@ -49,7 +49,16 @@ async Task<ExchangeWebResult<IEnumerable<SharedBalance>>> IBalanceRestClient.Get
 
         #region Klines client
 
-        GetKlinesOptions IKlineRestClient.GetKlinesOptions { get; } = new GetKlinesOptions(SharedPaginationSupport.Ascending, true, 5000, false);
+        GetKlinesOptions IKlineRestClient.GetKlinesOptions { get; } = new GetKlinesOptions(SharedPaginationSupport.Ascending, true, 5000, false,
+            SharedKlineInterval.OneMinute,
+            SharedKlineInterval.FiveMinutes,
+            SharedKlineInterval.FifteenMinutes,
+            SharedKlineInterval.ThirtyMinutes,
+            SharedKlineInterval.OneHour,
+            SharedKlineInterval.FourHours,
+            SharedKlineInterval.TwelveHours,
+            SharedKlineInterval.OneDay,
+            SharedKlineInterval.OneWeek);
         async Task<ExchangeWebResult<IEnumerable<SharedKline>>> IKlineRestClient.GetKlinesAsync(GetKlinesRequest request, INextPageToken? pageToken, CancellationToken ct)
         {
             var interval = (Enums.FuturesKlineInterval)request.Interval;

diff --git a/Kraken.Net/Clients/FuturesApi/KrakenSocketClientFuturesApi.cs b/Kraken.Net/Clients/FuturesApi/KrakenSocketClientFuturesApi.cs
@@ -85,7 +85,7 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
         /// <inheritdoc />
         public async Task<CallResult<UpdateSubscription>> SubscribeToHeartbeatUpdatesAsync(Action<DataEvent<KrakenFuturesHeartbeatUpdate>> handler, CancellationToken ct = default)
         {
-            var subscription = new KrakenFuturesSubscription<KrakenFuturesHeartbeatUpdate>(_logger, "heartbeat", null, handler);
+            var subscription = new KrakenFuturesSubscription<KrakenFuturesHeartbeatUpdate>(_logger, "heartbeat", null, x => handler(x.WithDataTimestamp(x.Data.Timestamp)));
             return await SubscribeAsync(BaseAddress.AppendPath("ws/v1"), subscription, ct).ConfigureAwait(false);
         }
 
@@ -100,7 +100,7 @@ public Task<CallResult<UpdateSubscription>> SubscribeToTickerUpdatesAsync(string
         /// <inheritdoc />
         public async Task<CallResult<UpdateSubscription>> SubscribeToTickerUpdatesAsync(IEnumerable<string> symbols, Action<DataEvent<KrakenFuturesTickerUpdate>> handler, CancellationToken ct = default)
         {
-            var subscription = new KrakenFuturesSubscription<KrakenFuturesTickerUpdate>(_logger, "ticker", symbols.ToList(), handler);
+            var subscription = new KrakenFuturesSubscription<KrakenFuturesTickerUpdate>(_logger, "ticker", symbols.ToList(), x => handler(x.WithDataTimestamp(x.Data.Timestamp)));
             return await SubscribeAsync(BaseAddress.AppendPath("ws/v1"), subscription, ct).ConfigureAwait(false);
         }
 
@@ -118,7 +118,7 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToTradeUpdatesAsync(
             Action<DataEvent<IEnumerable<KrakenFuturesTradeUpdate>>> handler,
             CancellationToken ct = default)
         {
-            var subscription = new KrakenFuturesTradesSubscription(_logger, symbols.ToList(), handler);
+            var subscription = new KrakenFuturesTradesSubscription(_logger, symbols.ToList(), x => handler(x.WithDataTimestamp(x.Data.Max(x => x.Timestamp))));
             return await SubscribeAsync(BaseAddress.AppendPath("ws/v1"), subscription, ct).ConfigureAwait(false);
         }
 
@@ -133,7 +133,7 @@ public Task<CallResult<UpdateSubscription>> SubscribeToMiniTickerUpdatesAsync(st
         /// <inheritdoc />
         public async Task<CallResult<UpdateSubscription>> SubscribeToMiniTickerUpdatesAsync(IEnumerable<string> symbols, Action<DataEvent<KrakenFuturesMiniTickerUpdate>> handler, CancellationToken ct = default)
         {
-            var subscription = new KrakenFuturesSubscription<KrakenFuturesMiniTickerUpdate>(_logger, "ticker_lite", symbols.ToList(), handler);
+            var subscription = new KrakenFuturesSubscription<KrakenFuturesMiniTickerUpdate>(_logger, "ticker_lite", symbols.ToList(), x => handler(x));
             return await SubscribeAsync(BaseAddress.AppendPath("ws/v1"), subscription, ct).ConfigureAwait(false);
         }
 

diff --git a/Kraken.Net/Clients/FuturesApi/KrakenSocketClientFuturesApiShared.cs b/Kraken.Net/Clients/FuturesApi/KrakenSocketClientFuturesApiShared.cs
@@ -173,7 +173,7 @@ async Task<ExchangeResult<UpdateSubscription>> IPositionSocketClient.SubscribeTo
                         return;
 
                     handler(update.AsExchangeEvent<IEnumerable<SharedPosition>>(Exchange, update.Data.Positions.Select(
-                        x => new SharedPosition(x.Symbol, Math.Abs(x.Balance), update.Timestamp)
+                        x => new SharedPosition(x.Symbol, Math.Abs(x.Balance), update.DataTime ?? update.ReceiveTime)
                     {
                         AverageOpenPrice = x.EntryPrice,
                             PositionSide = x.Balance > 0 ? SharedPositionSide.Long : SharedPositionSide.Short,

diff --git a/Kraken.Net/Clients/SpotApi/KrakenRestClientSpotApiShared.cs b/Kraken.Net/Clients/SpotApi/KrakenRestClientSpotApiShared.cs
@@ -15,7 +15,15 @@ internal partial class KrakenRestClientSpotApi : IKrakenRestClientSpotApiShared
 
         #region Kline client
 
-        GetKlinesOptions IKlineRestClient.GetKlinesOptions { get; } = new GetKlinesOptions(SharedPaginationSupport.NotSupported, true, 720, false);
+        GetKlinesOptions IKlineRestClient.GetKlinesOptions { get; } = new GetKlinesOptions(SharedPaginationSupport.NotSupported, true, 720, false,
+            SharedKlineInterval.OneMinute,
+            SharedKlineInterval.FiveMinutes,
+            SharedKlineInterval.FifteenMinutes,
+            SharedKlineInterval.ThirtyMinutes,
+            SharedKlineInterval.OneHour,
+            SharedKlineInterval.FourHours,
+            SharedKlineInterval.OneDay,
+            SharedKlineInterval.OneWeek);
 
         async Task<ExchangeWebResult<IEnumerable<SharedKline>>> IKlineRestClient.GetKlinesAsync(GetKlinesRequest request, INextPageToken? pageToken, CancellationToken ct)
         {

diff --git a/Kraken.Net/Clients/SpotApi/KrakenSocketClientSpotApi.cs b/Kraken.Net/Clients/SpotApi/KrakenSocketClientSpotApi.cs
@@ -126,8 +126,8 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToSystemStatusUpdates
         public async Task<CallResult<UpdateSubscription>> SubscribeToTickerUpdatesAsync(string symbol, Action<DataEvent<KrakenTickerUpdate>> handler, CancellationToken ct = default)
         {
             var subscription = new KrakenSubscriptionV2<IEnumerable<KrakenTickerUpdate>>(_logger, "ticker", [symbol], null, null, null, null,
-                x => handler(x.As(x.Data.First()).WithSymbol(x.Data.First().Symbol))
-                );
+                x => handler(x.As(x.Data.First())
+                .WithSymbol(x.Data.First().Symbol)));
             return await SubscribeAsync(BaseAddress.AppendPath("v2"), subscription, ct).ConfigureAwait(false);
         }
 
@@ -188,7 +188,7 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToAggregatedOrderBook
             depth.ValidateIntValues(nameof(depth), 10, 25, 100, 500, 1000);
 
             var subscription = new KrakenSubscriptionV2<IEnumerable<KrakenBookUpdate>>(_logger, "book", symbols.ToArray(), null, snapshot, depth, null,
-                x => handler(x.As(x.Data.First()).WithSymbol(x.Data.First().Symbol))
+                x => handler(x.As(x.Data.First()).WithSymbol(x.Data.First().Symbol).WithDataTimestamp(x.Data.First().Timestamp))
                 );
             return await SubscribeAsync(BaseAddress.AppendPath("v2"), subscription, ct).ConfigureAwait(false);
         }

diff --git a/Kraken.Net/Clients/SpotApi/KrakenSocketClientSpotApiShared.cs b/Kraken.Net/Clients/SpotApi/KrakenSocketClientSpotApiShared.cs
@@ -64,7 +64,16 @@ async Task<ExchangeResult<UpdateSubscription>> IBookTickerSocketClient.Subscribe
         #endregion
 
         #region Kline client
-        SubscribeKlineOptions IKlineSocketClient.SubscribeKlineOptions { get; } = new SubscribeKlineOptions(false);
+        SubscribeKlineOptions IKlineSocketClient.SubscribeKlineOptions { get; } = new SubscribeKlineOptions(false,
+            SharedKlineInterval.OneMinute,
+            SharedKlineInterval.ThreeMinutes,
+            SharedKlineInterval.FiveMinutes,
+            SharedKlineInterval.FifteenMinutes,
+            SharedKlineInterval.ThirtyMinutes,
+            SharedKlineInterval.OneHour,
+            SharedKlineInterval.FourHours,
+            SharedKlineInterval.OneDay,
+            SharedKlineInterval.OneWeek);
         async Task<ExchangeResult<UpdateSubscription>> IKlineSocketClient.SubscribeToKlineUpdatesAsync(SubscribeKlineRequest request, Action<ExchangeEvent<SharedKline>> handler, CancellationToken ct)
         {
             var interval = (Enums.KlineInterval)request.Interval;

diff --git a/Kraken.Net/ExtensionMethods/ServiceCollectionExtensions.cs b/Kraken.Net/ExtensionMethods/ServiceCollectionExtensions.cs
@@ -110,8 +110,8 @@ private static IServiceCollection AddKrakenCore(
                     handler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
                     handler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
                 }
-                catch (PlatformNotSupportedException)
-                { }
+                catch (PlatformNotSupportedException) { }
+                catch (NotImplementedException) { } // Mono runtime throws NotImplementedException for DefaultProxyCredentials setting
 
                 var options = serviceProvider.GetRequiredService<IOptions<KrakenRestOptions>>().Value;
                 if (options.Proxy != null)

diff --git a/Kraken.Net/Kraken.Net.csproj b/Kraken.Net/Kraken.Net.csproj
@@ -51,7 +51,7 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="CryptoExchange.Net" Version="8.6.0" />
+    <PackageReference Include="CryptoExchange.Net" Version="8.8.0" />
     <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="9.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>

diff --git a/Kraken.Net/Kraken.Net.xml b/Kraken.Net/Kraken.Net.xml
diff --git a/Kraken.Net/Objects/Internal/KrakenSocketUpdateV2.cs b/Kraken.Net/Objects/Internal/KrakenSocketUpdateV2.cs
@@ -6,6 +6,8 @@ internal class KrakenSocketUpdateV2<T>
         public string Channel { get; set; } = string.Empty;
         [JsonPropertyName("type")]
         public string Type { get; set; } = string.Empty;
+        [JsonPropertyName("timestamp")]
+        public DateTime? Timestamp { get; set; }
         [JsonPropertyName("data")]
         public T Data { get; set; } = default!;
     }

diff --git a/Kraken.Net/Objects/Models/Socket/KrakenBookUpdate.cs b/Kraken.Net/Objects/Models/Socket/KrakenBookUpdate.cs
@@ -25,6 +25,11 @@ public record KrakenBookUpdate
         /// </summary>
         [JsonPropertyName("checksum")]
         public long Checksum { get; set; }
+        /// <summary>
+        /// Data timestamp
+        /// </summary>
+        [JsonPropertyName("timestamp")]
+        public DateTime Timestamp { get; set; }
     }
 
     /// <summary>

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesAccountLogSubscription.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesAccountLogSubscription.cs
@@ -51,12 +51,12 @@ public override CallResult DoHandleMessage(SocketConnection connection, DataEven
         {
             if (message.Data is KrakenFuturesAccountLogsSnapshotUpdate snapshot)
             {
-                _snapshotHandler.Invoke(message.As(snapshot, snapshot.Feed, null, SocketUpdateType.Snapshot));
+                _snapshotHandler.Invoke(message.As(snapshot, snapshot.Feed, null, SocketUpdateType.Snapshot).WithDataTimestamp(snapshot.Logs.Any() ? snapshot.Logs.Max(x => x.Timestamp) : null));
                 return new CallResult(null);
             }
             else if (message.Data is KrakenFuturesAccountLogsUpdate update)
             {
-                _updateHandler.Invoke(message.As(update, update.Feed, null, SocketUpdateType.Update));
+                _updateHandler.Invoke(message.As(update, update.Feed, null, SocketUpdateType.Update).WithDataTimestamp(update.NewEntry.Timestamp));
                 return new CallResult(null);
             }
 

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesBalanceSubscription.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesBalanceSubscription.cs
@@ -45,7 +45,8 @@ public KrakenFuturesBalanceSubscription(ILogger logger, Action<DataEvent<KrakenF
         public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
         {
             var data = (KrakenFuturesBalancesUpdate)message.Data;
-            _handler.Invoke(message.As(data, data.Feed, null, string.Equals(data.Feed, "balances_snapshot", StringComparison.Ordinal) ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
+            _handler.Invoke(message.As(data, data.Feed, null, string.Equals(data.Feed, "balances_snapshot", StringComparison.Ordinal) ? SocketUpdateType.Snapshot : SocketUpdateType.Update)
+                .WithDataTimestamp(data.Timestamp));
             return new CallResult(null);
         }
 

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesOrderbookSubscription.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesOrderbookSubscription.cs
@@ -68,12 +68,12 @@ public override CallResult DoHandleMessage(SocketConnection connection, DataEven
         {
             if (message.Data is KrakenFuturesBookSnapshotUpdate snapshot)
             {
-                _snapshotHandler.Invoke(message.As(snapshot, snapshot.Feed, snapshot.Symbol, SocketUpdateType.Snapshot));
+                _snapshotHandler.Invoke(message.As(snapshot, snapshot.Feed, snapshot.Symbol, SocketUpdateType.Snapshot).WithDataTimestamp(snapshot.Timestamp));
                 return new CallResult(null);
             }
             else if (message.Data is KrakenFuturesBookUpdate update)
             {
-                _updateHandler.Invoke(message.As(update, update.Feed, update.Symbol, SocketUpdateType.Update));
+                _updateHandler.Invoke(message.As(update, update.Feed, update.Symbol, SocketUpdateType.Update).WithDataTimestamp(update.Timestamp));
                 return new CallResult(null);
             }
 

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesOrdersSubscription.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesOrdersSubscription.cs
@@ -68,12 +68,12 @@ public override CallResult DoHandleMessage(SocketConnection connection, DataEven
         {
             if (message.Data is KrakenFuturesOpenOrdersSnapshotUpdate snapshot)
             {
-                _snapshotHandler.Invoke(message.As(snapshot, snapshot.Feed, snapshot.Symbol, SocketUpdateType.Snapshot));
+                _snapshotHandler.Invoke(message.As(snapshot, snapshot.Feed, snapshot.Symbol, SocketUpdateType.Snapshot).WithDataTimestamp(snapshot.Orders.Any() ? snapshot.Orders.Max(x => x.LastUpdateTime) : null));
                 return new CallResult(null);
             }
             else if (message.Data is KrakenFuturesOpenOrdersUpdate update)
             {
-                _updateHandler.Invoke(message.As(update, update.Feed, update.Symbol, SocketUpdateType.Update));
+                _updateHandler.Invoke(message.As(update, update.Feed, update.Symbol, SocketUpdateType.Update).WithDataTimestamp(update.Order?.LastUpdateTime));
                 return new CallResult(null);
             }
 

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesUserTradeSubscription.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Futures/KrakenFuturesUserTradeSubscription.cs
@@ -46,7 +46,8 @@ public KrakenFuturesUserTradeSubscription(ILogger logger, Action<DataEvent<Krake
         public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
         {
             var data = (KrakenFuturesUserTradesUpdate)message.Data;
-            _handler.Invoke(message.As(data, data.Feed, null, string.Equals(data.Feed, "fills_snapshot", StringComparison.Ordinal) ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
+            _handler.Invoke(message.As(data, data.Feed, null, string.Equals(data.Feed, "fills_snapshot", StringComparison.Ordinal) ? SocketUpdateType.Snapshot : SocketUpdateType.Update)
+                .WithDataTimestamp(data.Trades.Any() ? data.Trades.Max(x => x.Timestamp) : null));
             return new CallResult(null);
         }
     }

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Spot/KrakenBalanceSubscription.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Spot/KrakenBalanceSubscription.cs
@@ -73,9 +73,9 @@ public KrakenBalanceSubscription(ILogger logger, bool? snapshot, string token, A
         public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
         {
             if (message.Data is KrakenSocketUpdateV2<IEnumerable<KrakenBalanceSnapshot>> snapshot)
-                _snapshotHandler?.Invoke(message.As(snapshot.Data, "balances", null, SocketUpdateType.Snapshot));
+                _snapshotHandler?.Invoke(message.As(snapshot.Data, "balances", null, SocketUpdateType.Snapshot).WithDataTimestamp(snapshot.Timestamp));
             else if (message.Data is KrakenSocketUpdateV2<IEnumerable<KrakenBalanceUpdate>> update)
-                _updateHandler?.Invoke(message.As(update.Data, "balances", null, SocketUpdateType.Update));
+                _updateHandler?.Invoke(message.As(update.Data, "balances", null, SocketUpdateType.Update).WithDataTimestamp(update.Timestamp));
             return new CallResult(null);
         }
     }

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Spot/KrakenOrderSubscription.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Spot/KrakenOrderSubscription.cs
@@ -69,7 +69,7 @@ public KrakenOrderSubscription(ILogger logger, bool? snapshotOrder, bool? snapsh
         public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
         {
             var data = (KrakenSocketUpdateV2<IEnumerable<KrakenOrderUpdate>>)message.Data;
-            _updateHandler.Invoke(message.As(data.Data, "executions", null, data.Type == "snapshot" ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
+            _updateHandler.Invoke(message.As(data.Data, "executions", null, data.Type == "snapshot" ? SocketUpdateType.Snapshot : SocketUpdateType.Update).WithDataTimestamp(data.Timestamp));
             return new CallResult(null);
         }
     }

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Spot/KrakenSubscriptionV2.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Spot/KrakenSubscriptionV2.cs
@@ -89,7 +89,7 @@ public KrakenSubscriptionV2(ILogger logger, string topic, IEnumerable<string>? s
         public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
         {
             var data = (KrakenSocketUpdateV2<T>)message.Data!;
-            _handler.Invoke(message.As(data.Data, data.Channel, null, data.Type == "snapshot" ? SocketUpdateType.Snapshot : SocketUpdateType.Update));
+            _handler.Invoke(message.As(data.Data, data.Channel, null, data.Type == "snapshot" ? SocketUpdateType.Snapshot : SocketUpdateType.Update).WithDataTimestamp(data.Timestamp));
             return new CallResult(null);
         }
 

diff --git a/Kraken.Net/Objects/Sockets/Subscriptions/Spot/KrakenSystemStatusSubscription.cs b/Kraken.Net/Objects/Sockets/Subscriptions/Spot/KrakenSystemStatusSubscription.cs
@@ -23,7 +23,7 @@ public KrakenSystemStatusSubscription(ILogger logger, Action<DataEvent<KrakenStr
         public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
         {
             var data = (KrakenSocketUpdateV2<IEnumerable<KrakenStreamSystemStatus>>)message.Data!;
-            _handler.Invoke(message.As(data.Data.First(), data.Channel, null, SocketUpdateType.Update));
+            _handler.Invoke(message.As(data.Data.First(), data.Channel, null, SocketUpdateType.Update).WithDataTimestamp(data.Timestamp));
             return new CallResult(null);
         }