Added parameter on futures stream trades stream for ignoring non trad…

…e updates
JKorf · Mar 6, 2024 · 7978da7 · 7978da7
1 parent 73b6aa2
commit 7978da7
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Showing 4 changed files with 31 additions and 10 deletions.
diff --git a/Binance.Net/Binance.Net.xml b/Binance.Net/Binance.Net.xml
@@ -2156,10 +2156,10 @@
         <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToAggregatedTradeUpdatesAsync(System.Collections.Generic.IEnumerable{System.String},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamAggregatedTrade}},System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
-        <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToTradeUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade}},System.Threading.CancellationToken)">
+        <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToTradeUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade}},System.Boolean,System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
-        <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToTradeUpdatesAsync(System.Collections.Generic.IEnumerable{System.String},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade}},System.Threading.CancellationToken)">
+        <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToTradeUpdatesAsync(System.Collections.Generic.IEnumerable{System.String},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade}},System.Boolean,System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
         <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceSocketClientUsdFuturesApi.SubscribeToBookTickerUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Futures.Socket.BinanceFuturesStreamBookPrice}},System.Threading.CancellationToken)">
@@ -11482,21 +11482,23 @@
             <param name="ct">Cancellation token for closing this subscription</param>
             <returns>A stream subscription. This stream subscription can be used to be notified when the socket is disconnected/reconnected</returns>
         </member>
-        <member name="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceSocketClientUsdFuturesApi.SubscribeToTradeUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade}},System.Threading.CancellationToken)">
+        <member name="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceSocketClientUsdFuturesApi.SubscribeToTradeUpdatesAsync(System.String,System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade}},System.Boolean,System.Threading.CancellationToken)">
             <summary>
             Subscribe to individual trade update. NOTE: This endpoint stream isn't document and therefor might be changed or removed without prior notice
             </summary>
             <param name="symbol">Symbol to subscribe</param>
             <param name="onMessage">The event handler for the received data</param>
+            <param name="filterOutNonTradeUpdates">Filter out any update which isn't a trade. Occasionally different updates (like INSURANCE_FUND updates) will occur on this stream. By default these are ignored</param>
             <param name="ct">Cancellation token for closing this subscription</param>
             <returns></returns>
         </member>
-        <member name="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceSocketClientUsdFuturesApi.SubscribeToTradeUpdatesAsync(System.Collections.Generic.IEnumerable{System.String},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade}},System.Threading.CancellationToken)">
+        <member name="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceSocketClientUsdFuturesApi.SubscribeToTradeUpdatesAsync(System.Collections.Generic.IEnumerable{System.String},System.Action{CryptoExchange.Net.Objects.Sockets.DataEvent{Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade}},System.Boolean,System.Threading.CancellationToken)">
             <summary>
             Subscribe to individual trade update. NOTE: This endpoint stream isn't document and therefor might be changed or removed without prior notice
             </summary>
             <param name="symbols">Symbols to subscribe</param>
             <param name="onMessage">The event handler for the received data</param>
+            <param name="filterOutNonTradeUpdates">Filter out any update which isn't a trade. Occasionally different updates (like INSURANCE_FUND updates) will occur on this stream. By default these are ignored</param>
             <param name="ct">Cancellation token for closing this subscription</param>
             <returns></returns>
         </member>
@@ -13825,6 +13827,11 @@
             Unused
             </summary>
         </member>
+        <member name="P:Binance.Net.Objects.Models.Spot.Socket.BinanceStreamTrade.Type">
+            <summary>
+            Update type
+            </summary>
+        </member>
         <member name="T:Binance.Net.Objects.Models.Spot.Binance24HPrice">
             <summary>
             Price statistics of the last 24 hours

diff --git a/Binance.Net/Clients/UsdFuturesApi/BinanceSocketClientUsdFuturesApi.cs b/Binance.Net/Clients/UsdFuturesApi/BinanceSocketClientUsdFuturesApi.cs
@@ -234,18 +234,24 @@ public async Task<CallResult<UpdateSubscription>> SubscribeToAggregatedTradeUpda
 
         /// <inheritdoc />
         public async Task<CallResult<UpdateSubscription>> SubscribeToTradeUpdatesAsync(string symbol,
-            Action<DataEvent<BinanceStreamTrade>> onMessage, CancellationToken ct = default) =>
-            await SubscribeToTradeUpdatesAsync(new[] { symbol }, onMessage, ct).ConfigureAwait(false);
+            Action<DataEvent<BinanceStreamTrade>> onMessage, bool filterOutNonTradeUpdates = true, CancellationToken ct = default) =>
+            await SubscribeToTradeUpdatesAsync(new[] { symbol }, onMessage, filterOutNonTradeUpdates, ct).ConfigureAwait(false);
 
         /// <inheritdoc />
         public async Task<CallResult<UpdateSubscription>> SubscribeToTradeUpdatesAsync(IEnumerable<string> symbols,
-            Action<DataEvent<BinanceStreamTrade>> onMessage, CancellationToken ct = default)
+            Action<DataEvent<BinanceStreamTrade>> onMessage, bool filterOutNonTradeUpdates = true, CancellationToken ct = default)
         {
             symbols.ValidateNotNull(nameof(symbols));
             foreach (var symbol in symbols)
                 symbol.ValidateBinanceSymbol();
 
-            var handler = new Action<DataEvent<BinanceCombinedStream<BinanceStreamTrade>>>(data => onMessage(data.As(data.Data.Data, data.Data.Data.Symbol)));
+            var handler = new Action<DataEvent<BinanceCombinedStream<BinanceStreamTrade>>>(data =>
+            {
+                if (filterOutNonTradeUpdates && data.Data.Data.Type != "MARKET")
+                    return;
+
+                onMessage(data.As(data.Data.Data, data.Data.Data.Symbol));
+            });
             symbols = symbols.Select(a => a.ToLower(CultureInfo.InvariantCulture) + _tradesStreamEndpoint).ToArray();
             return await SubscribeAsync(BaseAddress, symbols, handler, ct).ConfigureAwait(false);
         }

diff --git a/Binance.Net/Interfaces/Clients/UsdFuturesApi/IBinanceSocketClientUsdFuturesApi.cs b/Binance.Net/Interfaces/Clients/UsdFuturesApi/IBinanceSocketClientUsdFuturesApi.cs
@@ -32,20 +32,22 @@ public interface IBinanceSocketClientUsdFuturesApi : ISocketApiClient, IDisposab
         /// </summary>
         /// <param name="symbol">Symbol to subscribe</param>
         /// <param name="onMessage">The event handler for the received data</param>
+        /// <param name="filterOutNonTradeUpdates">Filter out any update which isn't a trade. Occasionally different updates (like INSURANCE_FUND updates) will occur on this stream. By default these are ignored</param>
         /// <param name="ct">Cancellation token for closing this subscription</param>
         /// <returns></returns>
         Task<CallResult<UpdateSubscription>> SubscribeToTradeUpdatesAsync(string symbol,
-            Action<DataEvent<BinanceStreamTrade>> onMessage, CancellationToken ct = default);
+            Action<DataEvent<BinanceStreamTrade>> onMessage, bool filterOutNonTradeUpdates = true, CancellationToken ct = default);
 
         /// <summary>
         /// Subscribe to individual trade update. NOTE: This endpoint stream isn't document and therefor might be changed or removed without prior notice
         /// </summary>
         /// <param name="symbols">Symbols to subscribe</param>
         /// <param name="onMessage">The event handler for the received data</param>
+        /// <param name="filterOutNonTradeUpdates">Filter out any update which isn't a trade. Occasionally different updates (like INSURANCE_FUND updates) will occur on this stream. By default these are ignored</param>
         /// <param name="ct">Cancellation token for closing this subscription</param>
         /// <returns></returns>
         Task<CallResult<UpdateSubscription>> SubscribeToTradeUpdatesAsync(IEnumerable<string> symbols,
-            Action<DataEvent<BinanceStreamTrade>> onMessage, CancellationToken ct = default);
+            Action<DataEvent<BinanceStreamTrade>> onMessage, bool filterOutNonTradeUpdates = true, CancellationToken ct = default);
 
         /// <summary>
         /// Subscribes to the aggregated trades update stream for the provided symbols

diff --git a/Binance.Net/Objects/Models/Spot/Socket/BinanceStreamTrade.cs b/Binance.Net/Objects/Models/Spot/Socket/BinanceStreamTrade.cs
@@ -56,5 +56,11 @@ public class BinanceStreamTrade: BinanceStreamEvent, IBinanceTrade
         /// </summary>
         [JsonProperty("M")]
         public bool IsBestMatch { get; set; }
+
+        /// <summary>
+        /// Update type
+        /// </summary>
+        [JsonProperty("X")]
+        public string? Type { get; set; }
     }
 }