Merge WebSocketAsync into master (#447)

* Start work refactoring example and web socket calls to async

The console example and web socket methods were not using task properly. This is the start of work to fix that.

* Fix Bittrex web socket not re-adding the listener

* Missed a line from last checkin

* Ignore publish profiles

* Move rest of example to async and logger calls

* Catch errors when the connection goes down

Connection re-connect will be initiated, the errors should not crash out of the method and should only log info messages

* Update definitions

* Just in case...

* Did not mean to add 3rd condition

* Add additional disposed check

* Ensure Async method for all task return values

Ensure Async naming convention for anything return a Task

* Eradicate all .Sync calls

* Fix Dispose method, update readme

Author: jjxtra

.gitignore

@@ -263,4 +263,5 @@ __pycache__/
 # Trader binary and log files
 *.bin
 *.log*
-ExchangeSharpConsole/Properties/launchSettings.json
+launchSettings.json
+**/PublishProfiles/*

CONTRIBUTING.md

@@ -10,10 +10,12 @@ Please follow these coding guidelines...
 - Only implement async methods as a general rule. Synchronous calls can be done by using the Sync extension method in ```CryptoUtility```. Saves a lot of duplicate code.
 - Use CryptoUtility.UtcNow instead of DateTime.UtcNow. This makes it easy to mock the date and time for unit or integration tests.
 - Use CryptoUtility.UnixTimeStampToDateTimeSeconds and CryptoUtility.UnixTimestampFromDateTimeSeconds, etc. for date conversions, keep all date in UTC.
-- Follow these code style guidelines please (we're not monsters):
+- Please follow these code style guidelines please (we're not monsters):
   - Tabs for indent.
   - Curly braces on separate lines.
-  - Wrap all if statements with curly braces, makes debug and set breakpoints much easier, along with adding new code to the if statement block.
+  - Wrap if, else if, and any loops or control logic with curly braces. Avoid `if (something) doSomething();` on same line or next line without curly braces.
+  - Append 'Async' to the end of the name of any method returning a Task - except for unit and integration test methods.
+  - Avoid using `.Sync()` or `.RunSynchronously()` - all code should use Tasks and/or async / await.
 
 When creating a new Exchange API, please do the following:
 - For reference comparisons, https://github.com/ccxt/ccxt is a good project to compare against when creating a new exchange. Use node.js in Visual Studio to debug through the code.

ExchangeSharp/API/Common/BaseAPI.cs

@@ -313,12 +313,12 @@ public async Task<object> GenerateNonceAsync()
             {
                 await OnGetNonceOffset();
             }
+            
+            object nonce;
 
-            lock (this)
+            while (true)
             {
-                object nonce;
-
-                while (true)
+                lock (this)
                 {
                     // some API (Binance) have a problem with requests being after server time, subtract of offset can help
                     DateTime now = CryptoUtility.UtcNow - NonceOffset;
@@ -373,28 +373,28 @@ public async Task<object> GenerateNonceAsync()
 
                         case NonceStyle.Int32File:
                         case NonceStyle.Int64File:
-                        {
-                            // why an API would use a persistent incrementing counter for nonce is beyond me, ticks is so much better with a sliding window...
-                            // making it required to increment by 1 is also a pain - especially when restarting a process or rebooting.
-                            string tempFile = Path.Combine(Path.GetTempPath(), PublicApiKey.ToUnsecureString() + ".nonce");
-                            if (!File.Exists(tempFile))
-                            {
-                                File.WriteAllText(tempFile, "0");
-                            }
-                            unchecked
                             {
-                                long longNonce = File.ReadAllText(tempFile).ConvertInvariant<long>() + 1;
-                                long maxValue = (NonceStyle == NonceStyle.Int32File ? int.MaxValue : long.MaxValue);
-                                if (longNonce < 1 || longNonce > maxValue)
+                                // why an API would use a persistent incrementing counter for nonce is beyond me, ticks is so much better with a sliding window...
+                                // making it required to increment by 1 is also a pain - especially when restarting a process or rebooting.
+                                string tempFile = Path.Combine(Path.GetTempPath(), PublicApiKey.ToUnsecureString() + ".nonce");
+                                if (!File.Exists(tempFile))
+                                {
+                                    File.WriteAllText(tempFile, "0");
+                                }
+                                unchecked
                                 {
-                                    throw new APIException($"Nonce {longNonce.ToStringInvariant()} is out of bounds, valid ranges are 1 to {maxValue.ToStringInvariant()}, " +
-                                        $"please regenerate new API keys. Please contact {Name} API support and ask them to change to a sensible nonce algorithm.");
+                                    long longNonce = File.ReadAllText(tempFile).ConvertInvariant<long>() + 1;
+                                    long maxValue = (NonceStyle == NonceStyle.Int32File ? int.MaxValue : long.MaxValue);
+                                    if (longNonce < 1 || longNonce > maxValue)
+                                    {
+                                        throw new APIException($"Nonce {longNonce.ToStringInvariant()} is out of bounds, valid ranges are 1 to {maxValue.ToStringInvariant()}, " +
+                                            $"please regenerate new API keys. Please contact {Name} API support and ask them to change to a sensible nonce algorithm.");
+                                    }
+                                    File.WriteAllText(tempFile, longNonce.ToStringInvariant());
+                                    nonce = longNonce;
                                 }
-                                File.WriteAllText(tempFile, longNonce.ToStringInvariant());
-                                nonce = longNonce;
+                                break;
                             }
-                            break;
-                        }
 
                         case NonceStyle.ExpiresUnixMilliseconds:
                             nonce = (long)now.UnixTimestampFromDateTimeMilliseconds();
@@ -415,13 +415,13 @@ public async Task<object> GenerateNonceAsync()
                         lastNonce = convertedNonce;
                         break;
                     }
-
-                    // wait 1 millisecond for a new nonce
-                    Task.Delay(1).Sync();
                 }
 
-                return nonce;
+                // wait 1 millisecond for a new nonce
+                await Task.Delay(1);
             }
+
+            return nonce;
         }
 
         /// <summary>
@@ -496,7 +496,7 @@ public async Task<T> MakeJsonRequestAsync<T>(string url, string baseUrl = null,
         /// <param name="messageCallback">Callback for messages</param>
         /// <param name="connectCallback">Connect callback</param>
         /// <returns>Web socket - dispose of the wrapper to shutdown the socket</returns>
-        public IWebSocket ConnectWebSocket
+        public Task<IWebSocket> ConnectWebSocketAsync
         (
             string url,
             Func<IWebSocket, byte[], Task> messageCallback,
@@ -524,7 +524,7 @@ public IWebSocket ConnectWebSocket
                 wrapper.Disconnected += disconnectCallback;
             }
             wrapper.Start();
-            return wrapper;
+            return Task.FromResult<IWebSocket>(wrapper);
         }
 
         /// <summary>

ExchangeSharp/API/Exchanges/Binance/ExchangeBinanceAPI.cs

@@ -44,11 +44,11 @@ static ExchangeBinanceAPI()
 			};
 		}
 
-		private string GetWebSocketStreamUrlForSymbols(string suffix, params string[] marketSymbols)
+		private async Task<string> GetWebSocketStreamUrlForSymbolsAsync(string suffix, params string[] marketSymbols)
 		{
 			if (marketSymbols == null || marketSymbols.Length == 0)
 			{
-				marketSymbols = GetMarketSymbolsAsync().Sync().ToArray();
+				marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
 			}
 
 			StringBuilder streams = new StringBuilder("/stream?streams=");
@@ -74,21 +74,21 @@ public ExchangeBinanceAPI()
 			WebSocketOrderBookType = WebSocketOrderBookType.DeltasOnly;
 		}
 
-		public override string ExchangeMarketSymbolToGlobalMarketSymbol(string marketSymbol)
+		public override Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol)
 		{
 			// All pairs in Binance end with BTC, ETH, BNB or USDT
 			if (marketSymbol.EndsWith("BTC") || marketSymbol.EndsWith("ETH") || marketSymbol.EndsWith("BNB"))
 			{
 				string baseSymbol = marketSymbol.Substring(marketSymbol.Length - 3);
-				return ExchangeMarketSymbolToGlobalMarketSymbolWithSeparator((marketSymbol.Replace(baseSymbol, "") + GlobalMarketSymbolSeparator + baseSymbol), GlobalMarketSymbolSeparator);
+				return ExchangeMarketSymbolToGlobalMarketSymbolWithSeparatorAsync((marketSymbol.Replace(baseSymbol, "") + GlobalMarketSymbolSeparator + baseSymbol), GlobalMarketSymbolSeparator);
 			}
 			if (marketSymbol.EndsWith("USDT"))
 			{
 				string baseSymbol = marketSymbol.Substring(marketSymbol.Length - 4);
-				return ExchangeMarketSymbolToGlobalMarketSymbolWithSeparator((marketSymbol.Replace(baseSymbol, "") + GlobalMarketSymbolSeparator + baseSymbol), GlobalMarketSymbolSeparator);
+				return ExchangeMarketSymbolToGlobalMarketSymbolWithSeparatorAsync((marketSymbol.Replace(baseSymbol, "") + GlobalMarketSymbolSeparator + baseSymbol), GlobalMarketSymbolSeparator);
 			}
 
-			return ExchangeMarketSymbolToGlobalMarketSymbolWithSeparator(marketSymbol.Substring(0, marketSymbol.Length - 3) + GlobalMarketSymbolSeparator + (marketSymbol.Substring(marketSymbol.Length - 3, 3)), GlobalMarketSymbolSeparator);
+			return ExchangeMarketSymbolToGlobalMarketSymbolWithSeparatorAsync(marketSymbol.Substring(0, marketSymbol.Length - 3) + GlobalMarketSymbolSeparator + (marketSymbol.Substring(marketSymbol.Length - 3, 3)), GlobalMarketSymbolSeparator);
 		}
 
 		/// <summary>
@@ -225,7 +225,7 @@ protected override async Task<IReadOnlyDictionary<string, ExchangeCurrency>> OnG
 		protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)
 		{
 			JToken obj = await MakeJsonRequestAsync<JToken>("/ticker/24hr?symbol=" + marketSymbol);
-			return ParseTicker(marketSymbol, obj);
+			return await ParseTickerAsync(marketSymbol, obj);
 		}
 
 		protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()
@@ -236,32 +236,31 @@ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>>
 			foreach (JToken child in obj)
 			{
 				marketSymbol = child["symbol"].ToStringInvariant();
-				tickers.Add(new KeyValuePair<string, ExchangeTicker>(marketSymbol, ParseTicker(marketSymbol, child)));
+				tickers.Add(new KeyValuePair<string, ExchangeTicker>(marketSymbol, await ParseTickerAsync(marketSymbol, child)));
 			}
 			return tickers;
 		}
 
-		protected override IWebSocket OnGetTickersWebSocket(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback, params string[] symbols)
+		protected override Task<IWebSocket> OnGetTickersWebSocketAsync(Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback, params string[] symbols)
 		{
-			return ConnectWebSocket("/stream?streams=!ticker@arr", (_socket, msg) =>
+			return ConnectWebSocketAsync("/stream?streams=!ticker@arr", async (_socket, msg) =>
 			{
 				JToken token = JToken.Parse(msg.ToStringFromUTF8());
 				List<KeyValuePair<string, ExchangeTicker>> tickerList = new List<KeyValuePair<string, ExchangeTicker>>();
 				ExchangeTicker ticker;
 				foreach (JToken childToken in token["data"])
 				{
-					ticker = ParseTickerWebSocket(childToken);
+					ticker = await ParseTickerWebSocketAsync(childToken);
 					tickerList.Add(new KeyValuePair<string, ExchangeTicker>(ticker.MarketSymbol, ticker));
 				}
 				if (tickerList.Count != 0)
 				{
 					callback(tickerList);
 				}
-				return Task.CompletedTask;
 			});
 		}
 
-		protected override IWebSocket OnGetTradesWebSocket(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
+		protected override async Task<IWebSocket> OnGetTradesWebSocketAsync(Func<KeyValuePair<string, ExchangeTrade>, Task> callback, params string[] marketSymbols)
 		{
 			/*
 	    {
@@ -281,10 +280,10 @@ protected override IWebSocket OnGetTradesWebSocket(Func<KeyValuePair<string, Exc
 
 			if (marketSymbols == null || marketSymbols.Length == 0)
 			{
-				marketSymbols = GetMarketSymbolsAsync().Sync().ToArray();
+				marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
 			}
-			string url = GetWebSocketStreamUrlForSymbols("@aggTrade", marketSymbols);
-			return ConnectWebSocket(url, async (_socket, msg) =>
+			string url = await GetWebSocketStreamUrlForSymbolsAsync("@aggTrade", marketSymbols);
+			return await ConnectWebSocketAsync(url, async (_socket, msg) =>
 			{
 				JToken token = JToken.Parse(msg.ToStringFromUTF8());
 				string name = token["stream"].ToStringInvariant();
@@ -297,14 +296,14 @@ protected override IWebSocket OnGetTradesWebSocket(Func<KeyValuePair<string, Exc
 			});
 		}
 
-		protected override IWebSocket OnGetDeltaOrderBookWebSocket(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] marketSymbols)
+		protected override async Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Action<ExchangeOrderBook> callback, int maxCount = 20, params string[] marketSymbols)
 		{
 			if (marketSymbols == null || marketSymbols.Length == 0)
 			{
-				marketSymbols = GetMarketSymbolsAsync().Sync().ToArray();
+				marketSymbols = (await GetMarketSymbolsAsync()).ToArray();
 			}
 			string combined = string.Join("/", marketSymbols.Select(s => this.NormalizeMarketSymbol(s).ToLowerInvariant() + "@depth@100ms"));
-			return ConnectWebSocket($"/stream?streams={combined}", (_socket, msg) =>
+			return await ConnectWebSocketAsync($"/stream?streams={combined}", (_socket, msg) =>
 			{
 				string json = msg.ToStringFromUTF8();
 				var update = JsonConvert.DeserializeObject<MultiDepthStream>(json);
@@ -786,16 +785,16 @@ private bool ParseMarketStatus(string status)
 			return isActive;
 		}
 
-		private ExchangeTicker ParseTicker(string symbol, JToken token)
+		private async Task<ExchangeTicker> ParseTickerAsync(string symbol, JToken token)
 		{
 			// {"priceChange":"-0.00192300","priceChangePercent":"-4.735","weightedAvgPrice":"0.03980955","prevClosePrice":"0.04056700","lastPrice":"0.03869000","lastQty":"0.69300000","bidPrice":"0.03858500","bidQty":"38.35000000","askPrice":"0.03869000","askQty":"31.90700000","openPrice":"0.04061300","highPrice":"0.04081900","lowPrice":"0.03842000","volume":"128015.84300000","quoteVolume":"5096.25362239","openTime":1512403353766,"closeTime":1512489753766,"firstId":4793094,"lastId":4921546,"count":128453}
-			return this.ParseTicker(token, symbol, "askPrice", "bidPrice", "lastPrice", "volume", "quoteVolume", "closeTime", TimestampType.UnixMilliseconds);
+			return await this.ParseTickerAsync(token, symbol, "askPrice", "bidPrice", "lastPrice", "volume", "quoteVolume", "closeTime", TimestampType.UnixMilliseconds);
 		}
 
-		private ExchangeTicker ParseTickerWebSocket(JToken token)
+		private async Task<ExchangeTicker> ParseTickerWebSocketAsync(JToken token)
 		{
 			string marketSymbol = token["s"].ToStringInvariant();
-			return this.ParseTicker(token, marketSymbol, "a", "b", "c", "v", "q", "E", TimestampType.UnixMilliseconds);
+			return await this.ParseTickerAsync(token, marketSymbol, "a", "b", "c", "v", "q", "E", TimestampType.UnixMilliseconds);
 		}
 
 		private ExchangeOrderResult ParseOrder(JToken token)
@@ -1060,9 +1059,9 @@ protected override async Task<IEnumerable<ExchangeTransaction>> OnGetDepositHist
 			return transactions;
 		}
 
-		protected override IWebSocket OnUserDataWebSocket(Action<object> callback, string listenKey)
+		protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object> callback, string listenKey)
 		{
-			return ConnectWebSocket($"/ws/{listenKey}", (_socket, msg) =>
+			return await ConnectWebSocketAsync($"/ws/{listenKey}", (_socket, msg) =>
 			{
 				JToken token = JToken.Parse(msg.ToStringFromUTF8());
 				var eventType = token["e"].ToStringInvariant();

ExchangeSharp/API/Exchanges/BitBank/ExchangeBitBankAPI.cs

@@ -40,7 +40,7 @@ public ExchangeBitBankAPI()
         protected override async Task<ExchangeTicker> OnGetTickerAsync(string marketSymbol)
         {
             JToken token = await MakeJsonRequestAsync<JToken>($"/{marketSymbol}/ticker");
-            return ParseTicker(marketSymbol, token);
+            return await ParseTickerAsync(marketSymbol, token);
         }
 
         // Bitbank supports endpoint for getting all rates in one request, Using this endpoint is faster then ExchangeAPI's default implementation
@@ -53,7 +53,7 @@ protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>>
             var result = new List<KeyValuePair<string, ExchangeTicker>>();
             foreach (var symbol in symbols)
             {
-                var data = token[GlobalMarketSymbolToExchangeMarketSymbol(symbol)];
+                var data = token[GlobalMarketSymbolToExchangeMarketSymbolAsync(symbol)];
                 var ticker = new ExchangeTicker()
                 {
                     Ask = data["sell"].ConvertInvariant<decimal>(),
@@ -207,8 +207,10 @@ protected override async Task<ExchangeWithdrawalResponse> OnWithdrawAsync(Exchan
             payload2.Add("amount", withdrawalRequest.Amount);
             payload2.Add("uuid", uuid);
             JToken token2 = await MakeJsonRequestAsync<JToken>($"/user/request_withdrawal", baseUrl: BaseUrlPrivate, payload: payload2, requestMethod: "POST");
-            var resp = new ExchangeWithdrawalResponse();
-            resp.Id = token2["txid"].ToStringInvariant();
+            var resp = new ExchangeWithdrawalResponse
+            {
+                Id = token2["txid"].ToStringInvariant()
+            };
             var status = token2["status"].ToStringInvariant();
             resp.Success = status != "REJECTED" && status != "CANCELED";
             resp.Message = "{" + $"label:{token2["label"]}, fee:{token2["fee"]}" + "}";
@@ -305,8 +307,11 @@ protected override async Task ProcessRequestAsync(IHttpWebRequest request, Dicti
             }
             return;
         }
-        private ExchangeTicker ParseTicker(string symbol, JToken token)
-            => this.ParseTicker(token, symbol, "sell", "buy", "last", "vol", quoteVolumeKey: null, "timestamp", TimestampType.UnixMilliseconds);
+
+        private async Task<ExchangeTicker> ParseTickerAsync(string symbol, JToken token)
+        {
+            return await this.ParseTickerAsync(token, symbol, "sell", "buy", "last", "vol", quoteVolumeKey: null, "timestamp", TimestampType.UnixMilliseconds);
+        }
 
         private string FormatPeriod(int ps)
         {
@@ -382,13 +387,15 @@ private ExchangeOrderResult TradeHistoryToExchangeOrderResult(JToken token)
         // 2. GetOrder, PostOrder
         private ExchangeOrderResult ParseOrderCore(JToken token)
         {
-            var res = new ExchangeOrderResult();
-            res.OrderId = token["order_id"].ToStringInvariant();
-            res.MarketSymbol = token["pair"].ToStringInvariant();
-            res.IsBuy = token["side"].ToStringInvariant() == "buy";
+            var res = new ExchangeOrderResult
+            {
+                OrderId = token["order_id"].ToStringInvariant(),
+                MarketSymbol = token["pair"].ToStringInvariant(),
+                IsBuy = token["side"].ToStringInvariant() == "buy"
+            };
             res.Fees = token["type"].ToStringInvariant() == "limit" ? MakerFee * res.Amount : TakerFee * res.Amount;
             res.Price = token["price"].ConvertInvariant<decimal>();
-            res.FillDate = token["executed_at"] == null ? default(DateTime) : token["executed_at"].ConvertInvariant<double>().UnixTimeStampToDateTimeMilliseconds();
+            res.FillDate = token["executed_at"] == null ? default : token["executed_at"].ConvertInvariant<double>().UnixTimeStampToDateTimeMilliseconds();
             res.FeesCurrency = res.MarketSymbol.Substring(0, 3);
             return res;
         }