Feature/websocket performance

.github/workflows/dotnet.yml

@@ -16,7 +16,7 @@ jobs:
     - name: Setup .NET
       uses: actions/setup-dotnet@v1
       with:
-        dotnet-version: 9.0.x
+        dotnet-version: 10.0.x
     - name: Restore dependencies
       run: dotnet restore
     - name: Build

Coinbase.Net.UnitTests/Coinbase.Net.UnitTests.csproj

@@ -1,16 +1,16 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>net9.0</TargetFramework>
+    <TargetFramework>net10.0</TargetFramework>
 
     <IsPackable>false</IsPackable>
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0"></PackageReference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="18.0.1"></PackageReference>
     <PackageReference Include="Moq" Version="4.20.72" />
-    <PackageReference Include="NUnit" Version="4.2.2"></PackageReference>
-    <PackageReference Include="NUnit3TestAdapter" Version="4.6.0"></PackageReference>
+    <PackageReference Include="NUnit" Version="4.4.0"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="6.0.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

Coinbase.Net.UnitTests/CoinbaseSocketIntegrationTests.cs

@@ -19,7 +19,7 @@ public CoinbaseSocketIntegrationTests()
         {
         }
 
-        public override CoinbaseSocketClient GetClient(ILoggerFactory loggerFactory)
+        public override CoinbaseSocketClient GetClient(ILoggerFactory loggerFactory, bool useUpdatedDeserialization)
         {
             var key = Environment.GetEnvironmentVariable("APIKEY");
             var sec = Environment.GetEnvironmentVariable("APISECRET");
@@ -28,15 +28,17 @@ public override CoinbaseSocketClient GetClient(ILoggerFactory loggerFactory)
             return new CoinbaseSocketClient(Options.Create(new CoinbaseSocketOptions
             {
                 OutputOriginalData = true,
+                UseUpdatedDeserialization = useUpdatedDeserialization,
                 ApiCredentials = Authenticated ? new CryptoExchange.Net.Authentication.ApiCredentials(key, sec) : null
             }), loggerFactory);
         }
 
-        [Test]
-        public async Task TestSubscriptions()
+        [TestCase(false)]
+        [TestCase(true)]
+        public async Task TestSubscriptions(bool useUpdatedDeserialization)
         {
-            await RunAndCheckUpdate<CoinbaseTicker>((client, updateHandler) => client.AdvancedTradeApi.SubscribeToFuturesBalanceUpdatesAsync(default , default), false, true);
-            await RunAndCheckUpdate<CoinbaseTicker>((client, updateHandler) => client.AdvancedTradeApi.SubscribeToTickerUpdatesAsync("ETH-USD", updateHandler, default), true, false);
+            await RunAndCheckUpdate<CoinbaseFuturesBalance>(useUpdatedDeserialization , (client, updateHandler) => client.AdvancedTradeApi.SubscribeToFuturesBalanceUpdatesAsync(updateHandler, default), false, true);
+            await RunAndCheckUpdate<CoinbaseTicker>(useUpdatedDeserialization , (client, updateHandler) => client.AdvancedTradeApi.SubscribeToTickerUpdatesAsync("ETH-USD", updateHandler, default), true, false);
         } 
     }
 }

Coinbase.Net.UnitTests/SocketSubscriptionTests.cs

@@ -1,23 +1,54 @@
-using CryptoExchange.Net.Testing;
-using NUnit.Framework;
-using System.Threading.Tasks;
 using Coinbase.Net.Clients;
 using Coinbase.Net.Objects.Models;
+using Coinbase.Net.Objects.Options;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Testing;
+using Microsoft.Extensions.Logging;
+using Microsoft.Extensions.Options;
+using NUnit.Framework;
 using System.Collections.Generic;
+using System.Threading.Tasks;
 
 namespace Coinbase.Net.UnitTests
 {
     [TestFixture]
     public class SocketSubscriptionTests
     {
-        [Test]
-        public async Task ValidateAdvancedTradeExchangeDataSubscriptions()
+        [TestCase(false)]
+        [TestCase(true)]
+        public async Task ValidateConcurrentSubscriptions(bool newDeserialization)
+        {
+            var logger = new LoggerFactory();
+            logger.AddProvider(new TraceLoggerProvider());
+
+            var client = new CoinbaseSocketClient(Options.Create(new CoinbaseSocketOptions
+            {
+                OutputOriginalData = true,
+                UseUpdatedDeserialization = newDeserialization
+            }), logger);
+
+            var tester = new SocketSubscriptionValidator<CoinbaseSocketClient>(client, "Subscriptions/AdvancedTrade", "wss://advanced-trade-ws.coinbase.com", "events.0");
+            await tester.ValidateConcurrentAsync<CoinbaseStreamKline[]>(
+                (client, handler) => client.AdvancedTradeApi.SubscribeToKlineUpdatesAsync("ETH-USDT", handler),
+                (client, handler) => client.AdvancedTradeApi.SubscribeToKlineUpdatesAsync("BTC-USDT", handler),
+                "Concurrent");
+        }
+
+#warning add ExchangeApi
+        [TestCase(false)]
+        [TestCase(true)]
+        public async Task ValidateAdvancedTradeExchangeDataSubscriptions(bool newDeserialization)
         {
-            var client = new CoinbaseSocketClient(opts =>
+            var logger = new LoggerFactory();
+            logger.AddProvider(new TraceLoggerProvider());
+
+            var client = new CoinbaseSocketClient(Options.Create(new CoinbaseSocketOptions
             {
-                opts.ApiCredentials = new ApiCredentials("123", "-----BEGIN EC PRIVATE KEY-----\r\nMHcCAQEEIGaopmcUKDBihelMJbKUyRmaR6F3Eo90EZaqZJ3/mBr0oAoGCCqGSM49\r\nAwEHoUQDQgAEnYaxPG+o57xM5o/M5QNn0ocwlw12ZNVWFEo9tKDQ7Jz5Gz/0eMcP\r\nmEhm5msFFpWgrY0/T92MfwByuaLws/rM3w==\r\n-----END EC PRIVATE KEY-----");
-            });
+                ApiCredentials = new ApiCredentials("123", "-----BEGIN EC PRIVATE KEY-----\r\nMHcCAQEEIGaopmcUKDBihelMJbKUyRmaR6F3Eo90EZaqZJ3/mBr0oAoGCCqGSM49\r\nAwEHoUQDQgAEnYaxPG+o57xM5o/M5QNn0ocwlw12ZNVWFEo9tKDQ7Jz5Gz/0eMcP\r\nmEhm5msFFpWgrY0/T92MfwByuaLws/rM3w==\r\n-----END EC PRIVATE KEY-----"),
+                OutputOriginalData = true,
+                UseUpdatedDeserialization = newDeserialization
+            }), logger);
             var tester = new SocketSubscriptionValidator<CoinbaseSocketClient>(client, "Subscriptions/AdvancedTrade", "wss://advanced-trade-ws.coinbase.com", "events.0");
             await tester.ValidateAsync<CoinbaseHeartbeat>((client, handler) => client.AdvancedTradeApi.SubscribeToHeartbeatUpdatesAsync(handler), "Heartbeat");
             await tester.ValidateAsync<CoinbaseTrade[]>((client, handler) => client.AdvancedTradeApi.SubscribeToTradeUpdatesAsync("ETH-USDT", handler), "Trades", "events.0.trades");

Coinbase.Net.UnitTests/Subscriptions/AdvancedTrade/Concurrent.txt

@@ -0,0 +1,6 @@
+>1 { "type": "subscribe", "product_ids": ["ETH-USDT"], "channel": "candles", "jwt": "|*|" }
+>2 { "type": "subscribe", "product_ids": ["BTC-USDT"], "channel": "candles", "jwt": "|*|" }
+<1 {"channel":"subscriptions","client_id":"","timestamp":"2024-10-04T07:13:08.600625889Z","sequence_num":1,"events":[{"subscriptions":{"candles":["ETH-USDT"]}}]}
+<2 {"channel":"subscriptions","client_id":"","timestamp":"2024-10-04T07:13:08.600625889Z","sequence_num":1,"events":[{"subscriptions":{"candles":["BTC-USDT"]}}]}
+=1 { "channel": "candles", "client_id": "", "timestamp": "2023-06-09T20:19:35.39625135Z", "sequence_num": 0, "events": [{ "type": "snapshot", "candles": [{ "product_id": "ETH-USDT" }]}]}
+=2 { "channel": "candles", "client_id": "", "timestamp": "2023-06-09T20:19:35.39625135Z", "sequence_num": 0, "events": [{ "type": "snapshot", "candles": [{ "product_id": "BTC-USDT" }]}]}

Coinbase.Net/Clients/AdvancedTradeApi/CoinbaseRestClientAdvancedTradeApi.cs

@@ -1,22 +1,23 @@
-using CryptoExchange.Net;
+using Coinbase.Net.Clients.MessageHandlers;
+using Coinbase.Net.Interfaces.Clients.AdvancedTradeApi;
+using Coinbase.Net.Objects.Options;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Clients;
+using CryptoExchange.Net.Converters.MessageParsing;
+using CryptoExchange.Net.Converters.MessageParsing.DynamicConverters;
+using CryptoExchange.Net.Converters.SystemTextJson;
+using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Errors;
+using CryptoExchange.Net.SharedApis;
 using Microsoft.Extensions.Logging;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Net.Http;
+using System.Net.Http.Headers;
 using System.Threading;
 using System.Threading.Tasks;
-using Coinbase.Net.Objects.Options;
-using CryptoExchange.Net.Clients;
-using CryptoExchange.Net.Converters.SystemTextJson;
-using CryptoExchange.Net.Interfaces;
-using CryptoExchange.Net.SharedApis;
-using CryptoExchange.Net.Converters.MessageParsing;
-using System.Reflection;
-using Coinbase.Net.Interfaces.Clients.AdvancedTradeApi;
-using System.Linq;
-using CryptoExchange.Net.Objects.Errors;
 
 namespace Coinbase.Net.Clients.AdvancedTradeApi
 {
@@ -26,6 +27,7 @@ internal partial class CoinbaseRestClientAdvancedTradeApi : RestApiClient, ICoin
         #region fields 
         internal static TimeSyncState _timeSyncState = new TimeSyncState("Advanced Trade Api");
 
+        protected override IRestMessageHandler MessageHandler { get; } = new CoinbaseRestMessageHandler(CoinbaseErrors.Errors);
         protected override ErrorMapping ErrorMapping => CoinbaseErrors.Errors;
         #endregion
 
@@ -82,45 +84,6 @@ internal async Task<WebCallResult<T>> SendToAddressAsync<T>(string baseAddress,
             return await base.SendAsync<T>(baseAddress, definition, parameters, cancellationToken, null, weight).ConfigureAwait(false);
         }
 
-        protected override ServerRateLimitError ParseRateLimitResponse(int httpStatusCode, KeyValuePair<string, string[]>[] responseHeaders, IMessageAccessor accessor)
-        {
-            var reset = responseHeaders.SingleOrDefault(x => x.Key.Equals("x-ratelimit-reset", StringComparison.InvariantCultureIgnoreCase));
-            if (reset.Key == null)
-                return base.ParseRateLimitResponse(httpStatusCode, responseHeaders, accessor);
-
-            if (!int.TryParse(reset.Value.Single(), out var seconds))
-                return base.ParseRateLimitResponse(httpStatusCode, responseHeaders, accessor);
-
-            var error = new ServerRateLimitError(accessor.GetOriginalString());
-            error.RetryAfter = DateTime.UtcNow.AddSeconds(seconds);
-            return error;
-        }
-
-        protected override Error ParseErrorResponse(int httpStatusCode, KeyValuePair<string, string[]>[] responseHeaders, IMessageAccessor accessor, Exception? exception)
-        {
-            if (!accessor.IsValid)
-            {
-                if (httpStatusCode == 401)
-                    return new ServerError(new ErrorInfo(ErrorType.Unauthorized, "Unauthorized"));
-
-                return new ServerError(ErrorInfo.Unknown, exception: exception);
-            }
-
-            var error = accessor.GetValue<string>(MessagePath.Get().Property("error"));
-            if (error == null)
-            {
-                var errorId = accessor.GetValue<string?>(MessagePath.Get().Property("errors").Index(0).Property("id"));
-                var errorMsg = accessor.GetValue<string?>(MessagePath.Get().Property("errors").Index(0).Property("message"));
-                if (errorId != null)
-                    return new ServerError(errorId, GetErrorInfo(errorId, errorMsg), exception);
-
-                return new ServerError(ErrorInfo.Unknown, exception: exception);
-            }
-
-            var msg = accessor.GetValue<string>(MessagePath.Get().Property("message"));
-            return new ServerError(error, GetErrorInfo(error, msg), exception);
-        }
-
         /// <inheritdoc />
         protected override Task<WebCallResult<DateTime>> GetServerTimestampAsync()
             => ExchangeData.GetServerTimeAsync();

Coinbase.Net/Clients/AdvancedTradeApi/CoinbaseRestClientAdvancedTradeApiShared.cs

@@ -8,7 +8,6 @@
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net;
 using Coinbase.Net.Enums;
-using System.Drawing;
 using CryptoExchange.Net.Objects.Errors;
 
 namespace Coinbase.Net.Clients.AdvancedTradeApi
@@ -1242,7 +1241,7 @@ async Task<ExchangeWebResult<SharedKline[]>> IKlineRestClient.GetKlinesAsync(Get
                     nextToken = new DateTimeToken(minOpenTime.AddSeconds(-(int)(interval - 1)));
             }
 
-            return result.AsExchangeResult<SharedKline[]>(Exchange, request.Symbol!.TradingMode, result.Data.Reverse().Select(x => 
+            return result.AsExchangeResult<SharedKline[]>(Exchange, request.Symbol!.TradingMode, result.Data.AsEnumerable().Reverse().Select(x => 
                 new SharedKline(request.Symbol, symbol, x.OpenTime, x.ClosePrice, x.HighPrice, x.LowPrice, x.OpenPrice, x.Volume)).ToArray(), nextToken);
         }