Trackers

Binance.Net/Binance.Net.csproj

@@ -48,10 +48,10 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
+    <PackageReference Include="CryptoExchange.Net" Version="8.1.0" />	  
     <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="8.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="CryptoExchange.Net" Version="8.0.3" />
   </ItemGroup>
 </Project>

Binance.Net/Binance.Net.xml

@@ -94,6 +94,16 @@
             Urls to the API documentation
             </summary>
         </member>
+        <member name="M:Binance.Net.BinanceExchange.FormatSymbol(System.String,System.String,CryptoExchange.Net.SharedApis.TradingMode,System.Nullable{System.DateTime})">
+            <summary>
+            Format a base and quote asset to a Binance recognized symbol 
+            </summary>
+            <param name="baseAsset">Base asset</param>
+            <param name="quoteAsset">Quote asset</param>
+            <param name="tradingMode">Trading mode</param>
+            <param name="deliverTime">Delivery time for delivery futures</param>
+            <returns></returns>
+        </member>
         <member name="P:Binance.Net.BinanceExchange.RateLimiter">
             <summary>
             Rate limiter configuration for the Binance API
@@ -148,6 +158,26 @@
             <param name="number"></param>
             <returns></returns>
         </member>
+        <member name="T:Binance.Net.BinanceTrackerFactory">
+            <inheritdoc />
+        </member>
+        <member name="M:Binance.Net.BinanceTrackerFactory.#ctor">
+            <summary>
+            ctor
+            </summary>
+        </member>
+        <member name="M:Binance.Net.BinanceTrackerFactory.#ctor(System.IServiceProvider)">
+            <summary>
+            ctor
+            </summary>
+            <param name="serviceProvider">Service provider for resolving logging and clients</param>
+        </member>
+        <member name="M:Binance.Net.BinanceTrackerFactory.CreateKlineTracker(CryptoExchange.Net.SharedApis.SharedSymbol,CryptoExchange.Net.SharedApis.SharedKlineInterval,System.Nullable{System.Int32},System.Nullable{System.TimeSpan})">
+            <inheritdoc />
+        </member>
+        <member name="M:Binance.Net.BinanceTrackerFactory.CreateTradeTracker(CryptoExchange.Net.SharedApis.SharedSymbol,System.Nullable{System.Int32},System.Nullable{System.TimeSpan})">
+            <inheritdoc />
+        </member>
         <member name="T:Binance.Net.Clients.BinanceRestClient">
             <inheritdoc cref="T:Binance.Net.Interfaces.Clients.IBinanceRestClient" />
         </member>
@@ -13261,6 +13291,14 @@
             Coin Futures order book factory methods
             </summary>
         </member>
+        <member name="M:Binance.Net.Interfaces.IBinanceOrderBookFactory.Create(CryptoExchange.Net.SharedApis.SharedSymbol,System.Action{Binance.Net.Objects.Options.BinanceOrderBookOptions})">
+            <summary>
+            Create a SymbolOrderBook for the symbol
+            </summary>
+            <param name="symbol">The symbol</param>
+            <param name="options">Book options</param>
+            <returns></returns>
+        </member>
         <member name="M:Binance.Net.Interfaces.IBinanceOrderBookFactory.CreateSpot(System.String,System.Action{Binance.Net.Objects.Options.BinanceOrderBookOptions})">
             <summary>
             Create a Spot SymbolOrderBook
@@ -13395,6 +13433,30 @@
             The quantity of the best ask price in the order book
             </summary>
         </member>
+        <member name="T:Binance.Net.Interfaces.IBinanceTrackerFactory">
+            <summary>
+            Tracker factory
+            </summary>
+        </member>
+        <member name="M:Binance.Net.Interfaces.IBinanceTrackerFactory.CreateKlineTracker(CryptoExchange.Net.SharedApis.SharedSymbol,CryptoExchange.Net.SharedApis.SharedKlineInterval,System.Nullable{System.Int32},System.Nullable{System.TimeSpan})">
+            <summary>
+            Create a new kline tracker
+            </summary>
+            <param name="symbol">The symbol</param>
+            <param name="interval">Kline interval</param>
+            <param name="limit">The max amount of klines to retain</param>
+            <param name="period">The max period the data should be retained</param>
+            <returns></returns>
+        </member>
+        <member name="M:Binance.Net.Interfaces.IBinanceTrackerFactory.CreateTradeTracker(CryptoExchange.Net.SharedApis.SharedSymbol,System.Nullable{System.Int32},System.Nullable{System.TimeSpan})">
+            <summary>
+            Create a new trade tracker for a symbol
+            </summary>
+            <param name="symbol">The symbol</param>
+            <param name="limit">The max amount of klines to retain</param>
+            <param name="period">The max period the data should be retained</param>
+            <returns></returns>
+        </member>
         <member name="T:Binance.Net.Interfaces.IBinanceTrade">
             <summary>
             Information about a trade
@@ -29542,6 +29604,9 @@
         <member name="P:Binance.Net.SymbolOrderBooks.BinanceOrderBookFactory.CoinFutures">
             <inheritdoc />
         </member>
+        <member name="M:Binance.Net.SymbolOrderBooks.BinanceOrderBookFactory.Create(CryptoExchange.Net.SharedApis.SharedSymbol,System.Action{Binance.Net.Objects.Options.BinanceOrderBookOptions})">
+            <inheritdoc />
+        </member>
         <member name="M:Binance.Net.SymbolOrderBooks.BinanceOrderBookFactory.CreateSpot(System.String,System.Action{Binance.Net.Objects.Options.BinanceOrderBookOptions})">
             <inheritdoc />
         </member>

Binance.Net/BinanceExchange.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.RateLimiting.Filters;
 using CryptoExchange.Net.RateLimiting.Guards;
 using CryptoExchange.Net.RateLimiting.Interfaces;
+using CryptoExchange.Net.SharedApis;
 
 namespace Binance.Net
 {
@@ -27,6 +28,25 @@ public static class BinanceExchange
             "https://binance-docs.github.io/apidocs/spot/en/#change-log"
             };
 
+        /// <summary>
+        /// Format a base and quote asset to a Binance recognized symbol 
+        /// </summary>
+        /// <param name="baseAsset">Base asset</param>
+        /// <param name="quoteAsset">Quote asset</param>
+        /// <param name="tradingMode">Trading mode</param>
+        /// <param name="deliverTime">Delivery time for delivery futures</param>
+        /// <returns></returns>
+        public static string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
+        {
+            if (tradingMode == TradingMode.Spot)
+                return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant();
+
+            if (tradingMode.IsLinear())
+                return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + (deliverTime == null ? string.Empty : "_" + deliverTime.Value.ToString("yyMMdd"));
+
+            return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + (deliverTime == null ? "_PERP" : "_" + deliverTime.Value.ToString("yyMMdd"));
+        }
+
         /// <summary>
         /// Rate limiter configuration for the Binance API
         /// </summary>
@@ -61,15 +81,15 @@ private void Initialize()
                                             .AddGuard(new RateLimitGuard(RateLimitGuard.PerApiKeyPerEndpoint, new PathStartFilter("sapi/"), 180000, TimeSpan.FromMinutes(1), RateLimitWindowType.Fixed)); // Uid limit of 180000 request weight per minute to /sapi endpoints
             SpotSocket = new RateLimitGate("Spot Socket")
                                             .AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new IGuardFilter[] { new LimitItemTypeFilter(RateLimitItemType.Connection) }, 300, TimeSpan.FromMinutes(5), RateLimitWindowType.Fixed)) // 300 connections per 5 minutes per host
-                                            .AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new IGuardFilter[] { new HostFilter("wss://stream.binance.com"), new LimitItemTypeFilter(RateLimitItemType.Request) }, 4, TimeSpan.FromSeconds(1), RateLimitWindowType.Sliding)) // 5 requests per second per path (connection)
+                                            .AddGuard(new RateLimitGuard(RateLimitGuard.PerConnection, new IGuardFilter[] { new HostFilter("wss://stream.binance.com"), new LimitItemTypeFilter(RateLimitItemType.Request) }, 4, TimeSpan.FromSeconds(1), RateLimitWindowType.Sliding)) // 5 requests per second per path (connection)
                                             .AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new IGuardFilter[] { new HostFilter("wss://ws-api.binance.com") }, 6000, TimeSpan.FromMinutes(1), RateLimitWindowType.Fixed, connectionWeight: 2)); // 6000 request weight per minute in total
             FuturesRest = new RateLimitGate("Futures Rest")
                                             .AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new IGuardFilter[] { new HostFilter("https://fapi.binance.com") }, 2400, TimeSpan.FromMinutes(1), RateLimitWindowType.Fixed)) // IP limit of 2400 request weight per minute to fapi.binance.com host
                                             .AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new IGuardFilter[] { new HostFilter("https://dapi.binance.com") }, 2400, TimeSpan.FromMinutes(1), RateLimitWindowType.Fixed)); // IP limit of 2400 request weight per minute to dapi.binance.com host
             FuturesSocket = new RateLimitGate("Futures Socket")
-                                            .AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new IGuardFilter[] { new LimitItemTypeFilter(RateLimitItemType.Request), new HostFilter("wss://dstream.binance.com") }, 10, TimeSpan.FromSeconds(1), RateLimitWindowType.Fixed)) // 10 requests per second per path (connection)
-                                            .AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new IGuardFilter[] { new LimitItemTypeFilter(RateLimitItemType.Request), new HostFilter("wss://fstream.binance.com") }, 10, TimeSpan.FromSeconds(1), RateLimitWindowType.Fixed)) // 10 requests per second per path (connection)
-                                            .AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new IGuardFilter[] { new HostFilter("wss://ws-fapi.binance.com") }, 2400, TimeSpan.FromMinutes(1), RateLimitWindowType.Fixed, connectionWeight: 5));
+                                            .AddGuard(new RateLimitGuard(RateLimitGuard.PerConnection, new IGuardFilter[] { new LimitItemTypeFilter(RateLimitItemType.Request), new HostFilter("wss://dstream.binance.com") }, 10, TimeSpan.FromSeconds(1), RateLimitWindowType.Fixed)) // 10 requests per second per path (connection)
+                                            .AddGuard(new RateLimitGuard(RateLimitGuard.PerConnection, new IGuardFilter[] { new LimitItemTypeFilter(RateLimitItemType.Request), new HostFilter("wss://fstream.binance.com") }, 10, TimeSpan.FromSeconds(1), RateLimitWindowType.Fixed)) // 10 requests per second per path (connection)
+                                            .AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new IGuardFilter[] { new HostFilter("wss://ws-fapi.binance.com") }, 2400, TimeSpan.FromMinutes(1), RateLimitWindowType.Fixed, connectionWeight: 5));
 
             EndpointLimit.RateLimitTriggered += (x) => RateLimitTriggered?.Invoke(x);
             SpotRestIp.RateLimitTriggered += (x) => RateLimitTriggered?.Invoke(x);

Binance.Net/BinanceTrackerFactory.cs

@@ -0,0 +1,102 @@
+using Binance.Net.Clients;
+using Binance.Net.Interfaces;
+using Binance.Net.Interfaces.Clients;
+using CryptoExchange.Net.SharedApis;
+using CryptoExchange.Net.Trackers.Klines;
+using CryptoExchange.Net.Trackers.Trades;
+using Microsoft.Extensions.DependencyInjection;
+
+namespace Binance.Net
+{
+    /// <inheritdoc />
+    public class BinanceTrackerFactory : IBinanceTrackerFactory
+    {
+        private readonly IServiceProvider? _serviceProvider;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public BinanceTrackerFactory()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider">Service provider for resolving logging and clients</param>
+        public BinanceTrackerFactory(IServiceProvider serviceProvider)
+        {
+            _serviceProvider = serviceProvider;
+        }
+
+        /// <inheritdoc />
+        public IKlineTracker CreateKlineTracker(SharedSymbol symbol, SharedKlineInterval interval, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = _serviceProvider?.GetRequiredService<IBinanceRestClient>() ?? new BinanceRestClient();
+            var socketClient = _serviceProvider?.GetRequiredService<IBinanceSocketClient>() ?? new BinanceSocketClient();
+
+            IKlineRestClient sharedRestClient;
+            IKlineSocketClient sharedSocketClient;
+            if (symbol.TradingMode == TradingMode.Spot)
+            {
+                sharedRestClient = restClient.SpotApi.SharedClient;
+                sharedSocketClient = socketClient.SpotApi.SharedClient;
+            }
+            else if (symbol.TradingMode.IsLinear())
+            {
+                sharedRestClient = restClient.UsdFuturesApi.SharedClient;
+                sharedSocketClient = socketClient.UsdFuturesApi.SharedClient;
+            }
+            else
+            {
+                sharedRestClient = restClient.CoinFuturesApi.SharedClient;
+                sharedSocketClient = socketClient.CoinFuturesApi.SharedClient;
+            }
+
+            return new KlineTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                sharedRestClient,
+                sharedSocketClient,
+                symbol,
+                interval,
+                limit,
+                period
+                );
+        }
+
+        /// <inheritdoc />
+        public ITradeTracker CreateTradeTracker(SharedSymbol symbol, int? limit = null, TimeSpan? period = null)
+        {
+            var restClient = _serviceProvider?.GetRequiredService<IBinanceRestClient>() ?? new BinanceRestClient();
+            var socketClient = _serviceProvider?.GetRequiredService<IBinanceSocketClient>() ?? new BinanceSocketClient();
+
+            ITradeHistoryRestClient sharedRestClient;
+            ITradeSocketClient sharedSocketClient;
+            if (symbol.TradingMode == TradingMode.Spot)
+            {
+                sharedRestClient = restClient.SpotApi.SharedClient;
+                sharedSocketClient = socketClient.SpotApi.SharedClient;
+            }
+            else if (symbol.TradingMode.IsLinear())
+            {
+                sharedRestClient = restClient.UsdFuturesApi.SharedClient;
+                sharedSocketClient = socketClient.UsdFuturesApi.SharedClient;
+            }
+            else
+            {
+                sharedRestClient = restClient.CoinFuturesApi.SharedClient;
+                sharedSocketClient = socketClient.CoinFuturesApi.SharedClient;
+            }
+
+            return new TradeTracker(
+                _serviceProvider?.GetRequiredService<ILoggerFactory>().CreateLogger(restClient.Exchange),
+                null,
+                sharedRestClient,
+                sharedSocketClient,
+                symbol,
+                limit,
+                period
+                );
+        }
+    }
+}

Binance.Net/Clients/CoinFuturesApi/BinanceRestClientCoinFuturesApi.cs

@@ -77,9 +77,7 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
 
         /// <inheritdoc />
         public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
-        {
-            return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + (deliverTime == null ? "_PERP" : "_" + deliverTime.Value.ToString("yyMMdd"));
-        }
+                => BinanceExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         internal Uri GetUrl(string endpoint, string api, string? version = null)
         {

Binance.Net/Clients/CoinFuturesApi/BinanceRestClientCoinFuturesApiShared.cs

@@ -184,7 +184,10 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> IRecentTradeRestClient.G
             if (!result)
                 return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, null, default);
 
-            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.BaseQuantity, x.Price, x.TradeTime)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Select(x => new SharedTrade(x.BaseQuantity, x.Price, x.TradeTime)
+            {
+                Side = x.BuyerIsMaker ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray());
         }
 
         #endregion
@@ -678,10 +681,13 @@ async Task<ExchangeWebResult<IEnumerable<SharedTrade>>> ITradeHistoryRestClient.
 
             FromIdToken? nextToken = null;
             if (result.Data.Any() && result.Data.Last().TradeTime < request.EndTime)
-                nextToken = new FromIdToken(result.Data.Max(x => x.Id).ToString());
+                nextToken = new FromIdToken((result.Data.Max(x => x.Id) + 1).ToString());
 
             // Return
-            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Where(x => x.TradeTime < request.EndTime).Select(x => new SharedTrade(x.Quantity, x.Price, x.TradeTime)).ToArray(), nextToken);
+            return result.AsExchangeResult<IEnumerable<SharedTrade>>(Exchange, request.Symbol.TradingMode, result.Data.Where(x => x.TradeTime < request.EndTime).Select(x => new SharedTrade(x.Quantity, x.Price, x.TradeTime)
+            {
+                Side = x.BuyerIsMaker ? SharedOrderSide.Buy : SharedOrderSide.Sell
+            }).ToArray(), nextToken);
         }
         #endregion
 

Binance.Net/Clients/CoinFuturesApi/BinanceSocketClientCoinFuturesApi.cs

@@ -71,9 +71,7 @@ protected override AuthenticationProvider CreateAuthenticationProvider(ApiCreden
 
         /// <inheritdoc />
         public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode tradingMode, DateTime? deliverTime = null)
-        {
-            return baseAsset.ToUpperInvariant() + quoteAsset.ToUpperInvariant() + (deliverTime == null ? "_PERP" : "_" + deliverTime.Value.ToString("yyMMdd"));
-        }
+                => BinanceExchange.FormatSymbol(baseAsset, quoteAsset, tradingMode, deliverTime);
 
         #region methods
 

Binance.Net/Clients/CoinFuturesApi/BinanceSocketClientCoinFuturesApiShared.cs

@@ -65,7 +65,7 @@ async Task<ExchangeResult<UpdateSubscription>> ITradeSocketClient.SubscribeToTra
                 return new ExchangeResult<UpdateSubscription>(Exchange, validationError);
 
             var symbol = request.Symbol.GetSymbol(FormatSymbol);
-            var result = await SubscribeToAggregatedTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, new[] { new SharedTrade(update.Data.Quantity, update.Data.Price, update.Data.TradeTime) })), ct:ct).ConfigureAwait(false);
+            var result = await SubscribeToAggregatedTradeUpdatesAsync(symbol, update => handler(update.AsExchangeEvent<IEnumerable<SharedTrade>>(Exchange, new[] { new SharedTrade(update.Data.Quantity, update.Data.Price, update.Data.TradeTime) { Side = update.Data.BuyerIsMaker ? SharedOrderSide.Buy : SharedOrderSide.Sell } })), ct:ct).ConfigureAwait(false);
 
             return new ExchangeResult<UpdateSubscription>(Exchange, result);
         }