Implement order update stream

Directory.Build.props

@@ -3,7 +3,7 @@
 	<!-- Project defaults -->
 
 	<PropertyGroup>
-		<Version>2.2.1</Version>
+		<Version>2.3.0</Version>
 	</PropertyGroup>
 
 </Project>

README.md

@@ -53,17 +53,24 @@ More usage examples:
 
 ### API coverage
 
-| PUBLIC                 |    Covered     |  
-|------------------------|:--------------:|
-| Aggregate trades       |  ✔            |
-| Trades                 |  ✔            |
-| Kline/Candlesticks     |                |
-| Individual mini tickers|                |
-| All mini tickers       |                |
-| Individual tickers     |                |
-| All tickers            |                |
-| Partial orderbook      |  ✔            |
-| Diff. orderbook        |  ✔            |
+| PUBLIC                  | Covered |  
+|-------------------------|:-------:|
+| Aggregate trades        |    ✔    |
+| Trades                  |    ✔    |
+| Kline/Candlesticks      |         |
+| Individual mini tickers |         |
+| All mini tickers        |         |
+| Individual tickers      |         |
+| All tickers             |         |
+| Partial orderbook       |    ✔    |
+| Diff. orderbook         |    ✔    |
+
+
+| PRIVATE                 |  Covered   |  
+|-------------------------|:----------:|
+| Account update          |            |
+| Balance update          |            |
+| Order update            |     ✔      |
 
 **Pull Requests are welcome!**
 

src/Binance.Client.Websocket/Binance.Client.Websocket.csproj

@@ -22,6 +22,7 @@
 		<IncludeSymbols>true</IncludeSymbols>
 		<SymbolPackageFormat>snupkg</SymbolPackageFormat>
 		<Nullable>enable</Nullable>
+		<NoWarn>1591</NoWarn>
 	</PropertyGroup>
 
 	<ItemGroup>

src/Binance.Client.Websocket/BinanceValues.cs

@@ -8,10 +8,20 @@ namespace Binance.Client.Websocket
     public static class BinanceValues
     {
         /// <summary>
-        /// Main Binance url to websocket API
+        /// Market data websocket API url
         /// </summary>
         public static readonly Uri ApiWebsocketUrl = new Uri("wss://stream.binance.com:9443");
 
+        /// <summary>
+        /// Futures data websocket API url
+        /// </summary>
         public static readonly Uri FuturesApiWebsocketUrl = new Uri("wss://fstream.binance.com");
+
+        /// <summary>
+        /// User data websocket API rul
+        /// </summary>
+        /// <param name="listenKey">Create user's listen key via separate API</param>
+        public static Uri UserWebsocketUrl(string listenKey) =>
+            new Uri($"wss://stream.binance.com:9443/ws/{listenKey}");
     }
 }

src/Binance.Client.Websocket/Client/BinanceClientStreams.cs

@@ -8,6 +8,7 @@
 using Binance.Client.Websocket.Responses.Kline;
 using Binance.Client.Websocket.Responses.MarkPrice;
 using Binance.Client.Websocket.Responses.MiniTicker;
+using Binance.Client.Websocket.Responses.Orders;
 using Binance.Client.Websocket.Responses.Trades;
 
 namespace Binance.Client.Websocket.Client
@@ -36,6 +37,7 @@ public class BinanceClientStreams
         internal readonly Subject<MiniTickerResponse> MiniTickerSubject = new Subject<MiniTickerResponse>();
         internal readonly Subject<AllMarketMiniTickerResponse> AllMarketMiniTickerSubject = new Subject<AllMarketMiniTickerResponse>();
 
+        internal readonly Subject<OrderUpdate> OrderUpdateSubject = new Subject<OrderUpdate>();
 
         // PUBLIC
 
@@ -83,11 +85,19 @@ public class BinanceClientStreams
         /// Mini-ticker specified symbol statistics for the previous 24hrs
         /// </summary>
         public IObservable<MiniTickerResponse> MiniTickerStream => MiniTickerSubject.AsObservable();
+
         /// <summary>
         /// Mini-ticker all symbol statistics for the previous 24hrs
         /// </summary>
         public IObservable<AllMarketMiniTickerResponse> AllMarketMiniTickerStream => AllMarketMiniTickerSubject.AsObservable();
+
+
+        // PRIVATE
 
-
+        /// <summary>
+        /// Order update stream - emits every update to the private order,
+        /// you need to be subscribed to authenticated API
+        /// </summary>
+        public IObservable<OrderUpdate> OrderUpdateStream => OrderUpdateSubject.AsObservable();
     }
 }

src/Binance.Client.Websocket/Client/BinanceWebsocketClient.cs

@@ -10,6 +10,7 @@
 using Binance.Client.Websocket.Responses.Kline;
 using Binance.Client.Websocket.Responses.MarkPrice;
 using Binance.Client.Websocket.Responses.MiniTicker;
+using Binance.Client.Websocket.Responses.Orders;
 using Binance.Client.Websocket.Responses.Trades;
 using Binance.Client.Websocket.Subscriptions;
 using Binance.Client.Websocket.Validations;
@@ -156,7 +157,8 @@ private bool HandleRawMessage(string msg)
             // ********************
 
             return
-                PongResponse.TryHandle(msg, Streams.PongSubject);
+                PongResponse.TryHandle(msg, Streams.PongSubject) ||
+                LogUnhandled(msg);
         }
 
         private bool HandleObjectMessage(string msg)
@@ -168,17 +170,23 @@ private bool HandleObjectMessage(string msg)
             // ********************
 
             return
-
                 TradeResponse.TryHandle(response, Streams.TradesSubject) ||
                 AggregatedTradeResponse.TryHandle(response, Streams.TradeBinSubject) ||
                 OrderBookPartialResponse.TryHandle(response, Streams.OrderBookPartialSubject) ||
                 OrderBookDiffResponse.TryHandle(response, Streams.OrderBookDiffSubject) ||
+                OrderUpdate.TryHandle(response, Streams.OrderUpdateSubject) ||
                 FundingResponse.TryHandle(response, Streams.FundingSubject) ||
                 BookTickerResponse.TryHandle(response, Streams.BookTickerSubject) ||
                 KlineResponse.TryHandle(response, Streams.KlineSubject) ||
                 MiniTickerResponse.TryHandle(response, Streams.MiniTickerSubject) ||
-                AllMarketMiniTickerResponse.TryHandle(response, Streams.AllMarketMiniTickerSubject);
-
+                AllMarketMiniTickerResponse.TryHandle(response, Streams.AllMarketMiniTickerSubject) ||
+                LogUnhandled(msg);
+        }
+
+        private bool LogUnhandled(string message)
+        {
+            Logger.LogDebug("Received unhandled message: {message}", message);
+            return true;
         }
     }
 }

src/Binance.Client.Websocket/Exceptions/BinanceClientException.cs

@@ -0,0 +1,35 @@
+using System;
+
+namespace Binance.Client.Websocket.Exceptions
+{
+    /// <summary>
+    /// Binance exception class for any errors throw as a result of the misuse of the API or the library.
+    /// </summary>
+    public class BinanceClientException : BinanceHttpException
+    {
+        public BinanceClientException()
+        : base()
+        {
+        }
+
+        public BinanceClientException(string message, int code)
+        : base(message)
+        {
+            this.Code = code;
+            this.Message = message;
+        }
+
+        public BinanceClientException(string message, int code, Exception innerException)
+        : base(message, innerException)
+        {
+            this.Code = code;
+            this.Message = message;
+        }
+
+        [Newtonsoft.Json.JsonPropertyAttribute("code")]
+        public int Code { get; set; }
+
+        [Newtonsoft.Json.JsonPropertyAttribute("msg")]
+        public new string Message { get; protected set; }
+    }
+}

src/Binance.Client.Websocket/Exceptions/BinanceHttpException.cs

@@ -0,0 +1,30 @@
+using System;
+using System.Collections.Generic;
+
+namespace Binance.Client.Websocket.Exceptions
+{
+    /// <summary>
+    /// Binance exception class for any errors throw as a result of communication via http.
+    /// </summary>
+    public class BinanceHttpException : Exception
+    {
+        public BinanceHttpException()
+        : base()
+        {
+        }
+
+        public BinanceHttpException(string message)
+        : base(message)
+        {
+        }
+
+        public BinanceHttpException(string message, Exception innerException)
+        : base(message, innerException)
+        {
+        }
+
+        public int StatusCode { get; set; }
+
+        public Dictionary<string, IEnumerable<string>> Headers { get; set; }
+    }
+}

src/Binance.Client.Websocket/Exceptions/BinanceServerException.cs

@@ -0,0 +1,29 @@
+using System;
+
+namespace Binance.Client.Websocket.Exceptions
+{
+    /// <summary>
+    /// Binance exception class for any errors throw as a result internal server issues.
+    /// </summary>
+    public class BinanceServerException : BinanceHttpException
+    {
+        public BinanceServerException()
+        : base()
+        {
+        }
+
+        public BinanceServerException(string message)
+        : base(message)
+        {
+            this.Message = message;
+        }
+
+        public BinanceServerException(string message, Exception innerException)
+        : base(message, innerException)
+        {
+            this.Message = message;
+        }
+
+        public new string Message { get; protected set; }
+    }
+}

src/Binance.Client.Websocket/Responses/Orders/ExecutionType.cs

@@ -0,0 +1,48 @@
+namespace Binance.Client.Websocket.Responses.Orders
+{
+    /// <summary>
+    /// The type of execution
+    /// </summary>
+    public enum ExecutionType
+    {
+        /// <summary>
+        /// New
+        /// </summary>
+        New,
+
+        /// <summary>
+        /// Canceled
+        /// </summary>
+        Canceled,
+
+        /// <summary>
+        /// Replaced
+        /// </summary>
+        Replaced,
+
+        /// <summary>
+        /// Rejected
+        /// </summary>
+        Rejected,
+
+        /// <summary>
+        /// Trade
+        /// </summary>
+        Trade,
+
+        /// <summary>
+        /// Expired
+        /// </summary>
+        Expired,
+
+        /// <summary>
+        /// Amendment
+        /// </summary>
+        Amendment,
+
+        /// <summary>
+        /// Self trade prevented
+        /// </summary>
+        TradePrevention
+    }
+}

src/Binance.Client.Websocket/Responses/Orders/OrderRejectReason.cs

@@ -0,0 +1,75 @@
+using Newtonsoft.Json;
+
+namespace Binance.Client.Websocket.Responses.Orders
+{
+    /// <summary>
+    /// The reason the order was rejected
+    /// </summary>
+    public enum OrderRejectReason
+    {
+        /// <summary>
+        /// Not rejected
+        /// </summary>
+        None,
+
+        /// <summary>
+        /// Unknown instrument
+        /// </summary>
+        [JsonProperty("UNKNOWN_INSTRUMENT")]
+        UnknownInstrument,
+
+        /// <summary>
+        /// Closed market
+        /// </summary>
+        [JsonProperty("MARKET_CLOSED")]
+        MarketClosed,
+
+        /// <summary>
+        /// Quantity out of bounds
+        /// </summary>
+        [JsonProperty("PRICE_QTY_EXCEED_HARD_LIMITS")]
+        PriceQuantityExceedsHardLimits,
+
+        /// <summary>
+        /// Unknown order
+        /// </summary>
+        [JsonProperty("UNKNOWN_ORDER")]
+        UnknownOrder,
+
+        /// <summary>
+        /// Duplicate
+        /// </summary>
+        [JsonProperty("DUPLICATE_ORDER")]
+        DuplicateOrder,
+
+        /// <summary>
+        /// Unkown account
+        /// </summary>
+        [JsonProperty("UNKNOWN_ACCOUNT")]
+        UnknownAccount,
+
+        /// <summary>
+        /// Not enough balance
+        /// </summary>
+        [JsonProperty("INSUFFICIENT_BALANCE")]
+        InsufficientBalance,
+
+        /// <summary>
+        /// Account not active
+        /// </summary>
+        [JsonProperty("ACCOUNT_INACTIVE")]
+        AccountInactive,
+
+        /// <summary>
+        /// Cannot settle
+        /// </summary>
+        [JsonProperty("ACCOUNT_CANNOT_SETTLE")]
+        AccountCannotSettle,
+
+        /// <summary>
+        /// Stop price would trigger immediately
+        /// </summary>
+        [JsonProperty("STOP_PRICE_WOULD_TRIGGER_IMMEDIATELY")]
+        StopPriceWouldTrigger
+    }
+}