CCXT.Collector

A powerful .NET library for real-time cryptocurrency exchange data collection with unified WebSocket streaming and technical indicator analysis.

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📊 Overview

CCXT.Collector is a comprehensive library that connects to cryptocurrency exchanges worldwide via WebSocket to receive real-time market data and calculate technical indicators. It provides a unified interface for handling data from multiple exchanges, making it easy to build trading bots, market analysis tools, and data collection systems.

✨ Key Features

• 🚀 Real-time WebSocket Streaming - Low-latency market data streaming with exponential backoff reconnection
• 🔄 Unified Data Classes - Consistent data format across all exchanges (STicker, SOrderBook, STrade, SCandle)
• 📈 25+ Technical Indicators - Real-time calculation per exchange/market with optimized algorithms
• 🔌 Callback Architecture - Asynchronous event-driven data handling with typed callbacks
• 🔐 Automatic Reconnection - Resilient WebSocket connection management with subscription restoration
• ⚡ High Performance - System.Text.Json for 20-30% faster parsing, 15-25% less memory usage
• 📊 Channel Management - Advanced subscription tracking with batch mode and statistics
• 🛡️ Security Ready - Authentication framework for private channels (implementation in progress)

🏢 Supported Exchanges (130 Active)

Exchange Status Management

The library now includes automatic exchange status tracking to prevent connections to closed or unavailable exchanges. When attempting to connect to a closed exchange, you'll receive a clear error message with suggested alternatives.

Major Exchanges by Region

Region	Exchanges	Count
🇺🇸 United States	Coinbase, Kraken, Gemini, Bittrex*, Poloniex, Phemex, Crypto.com, and 18 more	25
🇨🇳 China	Binance*, OKX, Huobi, Bybit, KuCoin, Gate.io, MEXC, Bitget, and 16 more	24
🇰🇷 South Korea	Upbit, Bithumb, Coinone, Korbit, Gopax, Probit, OKCoinKR	7
🇯🇵 Japan	bitFlyer, Coincheck, Bitbank, Zaif, and 4 more	8
🇪🇺 Europe	Bitstamp, Bitfinex, Bitvavo, EXMO, WhiteBIT, and 8 more	13
🇬🇧 United Kingdom	Bitfinex, Bitstamp, CEX.IO, Luno, and 3 more	7
🇸🇬 Singapore	BitMEX*, Bitrue, Coins.ph, and 5 more	8
🌍 Other Regions	Deribit (UAE), BTC Markets (AU), Bitso (MX), NDAX (CA), and more	39

*Note: Exchange locations indicate registration/headquarters, not service availability

Implementation Status (v2.1.7 - 2025-08-13)

Feature	Implemented	In Progress	Planned
WebSocket Clients	132	-	-
Korean Exchange WebSockets	6 (Upbit, Bithumb, Coinone, Korbit, Gopax, OKCoinKR)	1 (Probit)	-
Major Exchange Implementations	15 (100% Complete)	-	-
Full WebSocket Implementation	15	-	117
Batch Subscription System	11	4	-
Auto-Resubscription on Reconnect	15	-	117
Authentication/Private Channels	-	15	-
Technical Indicators	25+	-	25+ more
Test Coverage	15 exchanges (100% major)	-	117 exchanges

✅ All 15 Major Exchanges (100% Complete)

Binance, Bitget, Bithumb, Bittrex, Bybit, Coinbase, Coinone, Crypto.com, Gate.io, Huobi, Korbit, Kucoin, OKX, Upbit - All functional with standardized WebSocket streaming and batch subscription support

🔒 Security & Testing Status

• Critical: Authentication implementation needed for private channels
• Testing: All 15 major exchanges have unified WebSocket test suite
• Channel Management: Advanced ChannelManager with batch subscription support
• Security: API key management system under development

📦 Installation

NuGet Package Manager

Install-Package CCXT.Collector -Version 2.1.7

.NET CLI

dotnet add package CCXT.Collector --version 2.1.7

Package Reference

<PackageReference Include="CCXT.Collector" Version="2.1.7" />

⚠️ Breaking Changes in v2.1.7

• Bitget WebSocket: Fixed subscription format with correct instType ("sp" instead of "SPOT") and ping/pong protocol
• Crypto.com WebSocket: Corrected message parsing and subscription handling
• Coinone WebSocket: Fixed response_type handling and channel processing
• Coinbase WebSocket: Changed to level2_batch channel for public access
• Sample Project: Enhanced with comprehensive testing utilities and multi-exchange support
• See CHANGELOG for full details

⚠️ Breaking Changes in v2.1.6

• KuCoin WebSocket: Complete rewrite with dynamic endpoint resolution and proper protocol handling
• Korbit WebSocket: Migration to v2 API with array-based message format
• See CHANGELOG for full details

⚠️ Breaking Changes in v2.1.5

• IMPORTANT: Complete migration from Newtonsoft.Json to System.Text.Json
• All JSON processing now uses System.Text.Json for better performance and reduced dependencies
• Added JsonExtensions utility class with safe property access methods
• Unified subscription handling with MarkSubscriptionActive across all exchanges
• See CHANGELOG for migration details

⚠️ Breaking Changes in v2.1.2

• SCandlestick.result changed from single item to List<SCandleItem>
• OnOrderUpdate event now uses SOrders container instead of single SOrder
• OnPositionUpdate event now uses SPositions container instead of single SPosition
• See Migration Guide for details

🚀 Quick Start

Basic WebSocket Connection

using CCXT.Collector.Binance;
using CCXT.Collector.Service;
using System;
using System.Threading.Tasks;

class Program
{
    static async Task Main(string[] args)
    {
        // Create WebSocket client
        var client = new BinanceWebSocketClient();
        
        // Register callbacks for real-time data
        client.OnOrderbookReceived += (orderbook) =>
        {
            Console.WriteLine($"Orderbook update: {orderbook.symbol}");
            Console.WriteLine($"Best bid: {orderbook.result.bids[0].price} @ {orderbook.result.bids[0].quantity}");
            Console.WriteLine($"Best ask: {orderbook.result.asks[0].price} @ {orderbook.result.asks[0].quantity}");
        };
        
        client.OnConnected += () => Console.WriteLine("✅ Connected to Binance");
        client.OnError += (error) => Console.WriteLine($"❌ Error: {error}");
        
        // Connect and subscribe to markets
        await client.ConnectAsync();
        
        // Using the new Market-based subscription (more efficient)
        var market = new Market("BTC", "USDT");
        await client.SubscribeOrderbookAsync(market);
        await client.SubscribeTradesAsync(market);
        
        // Or using traditional string format (backward compatible)
        await client.SubscribeTickerAsync("BTC/USDT");
        
        // Keep the connection alive
        Console.WriteLine("Press any key to stop...");
        Console.ReadKey();
        
        // Cleanup
        await client.DisconnectAsync();
    }
}

Multi-Exchange Data Collection

using CCXT.Collector.Binance;
using CCXT.Collector.Upbit;
using CCXT.Collector.Service;

// Initialize multiple exchanges
var binanceClient = new BinanceWebSocketClient();
var upbitClient = new UpbitWebSocketClient();

// Set up unified callbacks - all exchanges use same data format
Action<STicker> processTicker = (ticker) =>
{
    Console.WriteLine($"[{ticker.exchange}] {ticker.symbol}: " +
                     $"Price={ticker.result.closePrice:F2}, " +
                     $"Volume={ticker.result.volume:F2}");
};

binanceClient.OnTickerReceived += processTicker;
upbitClient.OnTickerReceived += processTicker;

// Connect and subscribe
await Task.WhenAll(
    binanceClient.ConnectAsync(),
    upbitClient.ConnectAsync()
);

// Use Market struct for cleaner code
var btcUsdt = new Market("BTC", "USDT");
var btcKrw = new Market("BTC", "KRW");

await binanceClient.SubscribeTickerAsync(btcUsdt);
await upbitClient.SubscribeTickerAsync(btcKrw);

📊 Technical Indicators

The library includes 25+ technical indicators. See the Developer Guide for the complete list and usage examples.

⚙️ Configuration

{
  "appsettings": {
    "websocket.retry.waiting.milliseconds": "600",
    "use.auto.start": "true",
    "auto.start.exchange.name": "binance",
    "auto.start.symbol.names": "BTC/USDT,ETH/USDT"
  }
}

🏗️ Architecture

For detailed architecture and system design, see the Developer Guide.

Project Structure

CCXT.Collector/
├── src/
│   ├── Core/             # Core framework components
│   ├── Models/           # Data models and structures
│   ├── Indicators/       # Technical indicators (25+ indicators)
│   ├── Utilities/        # Utility classes
│   └── exchanges/        # Exchange implementations (132 exchanges)
│       ├── kr/           # South Korea (7 exchanges)
│       ├── us/           # United States (26 exchanges)
│       ├── cn/           # China (24 exchanges)
│       └── ...           # 18 more country/region folders
├── tests/                # Test suites
├── samples/              # Example implementations
└── docs/                 # Documentation

📚 Documentation

• Developer Guide - Complete architecture, API reference, and contributing guide
• Deployment Guide - Production deployment instructions
• Roadmap & Tasks - Development roadmap and current tasks
• Changelog - Version history and release notes

🤝 Contributing

We welcome contributions! Please see our Contributing Guide for details.

1. Fork the repository
2. Create your feature branch (git checkout -b feature/AmazingFeature)
3. Commit your changes (git commit -m 'Add some AmazingFeature')
4. Push to the branch (git push origin feature/AmazingFeature)
5. Open a Pull Request

📄 License

This project is licensed under the MIT License - see the LICENSE.md file for details.

🔗 Links

• NuGet Package
• GitHub Repository
• Documentation Wiki
• Bug Reports

👥 Related Projects

• CCXT.NET - The base CCXT library for .NET
• CCXT.Simple - Simplified exchange interface

💬 Support

• Issues: GitHub Issues
• Email: [email protected]
• Discord: Join our Discord

👥 Team

Core Development Team

• SEONGAHN - Lead Developer & Project Architect ([email protected])
• YUJIN - Senior Developer & Exchange Integration Specialist ([email protected])
• SEJIN - Software Developer & API Implementation ([email protected])

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