fixed JSON deserialization in Coinbase with new SerializerSettings

src/ExchangeSharp/API/Common/BaseAPI.cs

@@ -29,6 +29,7 @@ The above copyright notice and this permission notice shall be included in all c
 
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
+using Newtonsoft.Json.Serialization;
 
 namespace ExchangeSharp
 {
@@ -246,6 +247,16 @@ public RateGate RateLimit
 		/// </summary>
 		public Dictionary<string, TimeSpan> MethodCachePolicy { get; } = new Dictionary<string, TimeSpan>();
 
+		public static JsonSerializerSettings SerializerSettings { get; } = new JsonSerializerSettings
+		{
+			FloatParseHandling = FloatParseHandling.Decimal,
+			NullValueHandling = NullValueHandling.Ignore,
+			ContractResolver = new DefaultContractResolver
+			{
+				NamingStrategy = new SnakeCaseNamingStrategy()
+			},
+		};
+
 		private ICache cache = new MemoryCache();
 		/// <summary>
 		/// Get or set the current cache. Defaults to MemoryCache.
@@ -503,7 +514,7 @@ public async Task<T> MakeJsonRequestAsync<T>(string url, string? baseUrl = null,
 			await new SynchronizationContextRemover();
 
 			string stringResult = await MakeRequestAsync(url, baseUrl: baseUrl, payload: payload, method: requestMethod);
-			T jsonResult = JsonConvert.DeserializeObject<T>(stringResult);
+			T jsonResult = JsonConvert.DeserializeObject<T>(stringResult, SerializerSettings);
 			if (jsonResult is JToken token)
 			{
 				return (T)(object)CheckJsonResponse(token);

src/ExchangeSharp/API/Exchanges/Coinbase/ExchangeCoinbaseAPI.cs

@@ -316,7 +316,7 @@ protected override Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Action<Exc
 				if (message.Contains(@"""l2update"""))
 				{
 					// parse delta update
-					var delta = JsonConvert.DeserializeObject<Level2>(message);
+					var delta = JsonConvert.DeserializeObject<Level2>(message, SerializerSettings);
 					book.MarketSymbol = delta.ProductId;
 					book.SequenceId = delta.Time.Ticks;
 					foreach (string[] change in delta.Changes)
@@ -336,7 +336,7 @@ protected override Task<IWebSocket> OnGetDeltaOrderBookWebSocketAsync(Action<Exc
 				else if (message.Contains(@"""snapshot"""))
 				{
 					// parse snapshot
-					var snapshot = JsonConvert.DeserializeObject<Snapshot>(message);
+					var snapshot = JsonConvert.DeserializeObject<Snapshot>(message, SerializerSettings);
 					book.MarketSymbol = snapshot.ProductId;
 					foreach (decimal[] ask in snapshot.Asks)
 					{
@@ -451,11 +451,11 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object
 			return await ConnectPublicWebSocketAsync("/", async (_socket, msg) =>
 			{
 				var token = msg.ToStringFromUTF8();
-				var response = JsonConvert.DeserializeObject<BaseMessage>(token);
+				var response = JsonConvert.DeserializeObject<BaseMessage>(token, SerializerSettings);
 				switch (response.Type)
 				{
 					case ResponseType.Subscriptions:
-						var subscription = JsonConvert.DeserializeObject<Subscription>(token);
+						var subscription = JsonConvert.DeserializeObject<Subscription>(token, SerializerSettings);
 						if (subscription.Channels == null || !subscription.Channels.Any())
 						{
 							Trace.WriteLine($"{nameof(OnUserDataWebSocketAsync)}() no channels subscribed");
@@ -473,37 +473,37 @@ protected override async Task<IWebSocket> OnUserDataWebSocketAsync(Action<object
 					case ResponseType.L2Update:
 						throw new NotImplementedException($"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()");
 					case ResponseType.Heartbeat:
-						var heartbeat = JsonConvert.DeserializeObject<Heartbeat>(token);
+						var heartbeat = JsonConvert.DeserializeObject<Heartbeat>(token, SerializerSettings);
 						Trace.WriteLine($"{nameof(OnUserDataWebSocketAsync)}() heartbeat received {heartbeat}");
 						break;
 					case ResponseType.Received:
-						var received = JsonConvert.DeserializeObject<Received>(token);
+						var received = JsonConvert.DeserializeObject<Received>(token, SerializerSettings);
 						callback(received.ExchangeOrderResult);
 						break;
 					case ResponseType.Open:
-						var open = JsonConvert.DeserializeObject<Open>(token);
+						var open = JsonConvert.DeserializeObject<Open>(token, SerializerSettings);
 						callback(open.ExchangeOrderResult);
 						break;
 					case ResponseType.Done:
-						var done = JsonConvert.DeserializeObject<Done>(token);
+						var done = JsonConvert.DeserializeObject<Done>(token, SerializerSettings);
 						callback(done.ExchangeOrderResult);
 						break;
 					case ResponseType.Match:
-						var match = JsonConvert.DeserializeObject<Match>(token);
+						var match = JsonConvert.DeserializeObject<Match>(token, SerializerSettings);
 						callback(match.ExchangeOrderResult);
 						break;
 					case ResponseType.LastMatch:
 						//var lastMatch = JsonConvert.DeserializeObject<LastMatch>(token);
 						throw new NotImplementedException($"Not expecting type {response.Type} in {nameof(OnUserDataWebSocketAsync)}()");
 					case ResponseType.Error:
-						var error = JsonConvert.DeserializeObject<Error>(token);
+						var error = JsonConvert.DeserializeObject<Error>(token, SerializerSettings);
 						throw new APIException($"{error.Reason}: {error.Message}");
 					case ResponseType.Change:
-						var change = JsonConvert.DeserializeObject<Change>(token);
+						var change = JsonConvert.DeserializeObject<Change>(token, SerializerSettings);
 						callback(change.ExchangeOrderResult);
 						break;
 					case ResponseType.Activate:
-						var activate = JsonConvert.DeserializeObject<Activate>(token);
+						var activate = JsonConvert.DeserializeObject<Activate>(token, SerializerSettings);
 						callback(activate.ExchangeOrderResult);
 						break;
 					case ResponseType.Status:

src/ExchangeSharp/API/Exchanges/Coinbase/Models/Response/Messages.cs

@@ -40,7 +40,7 @@ internal class Activate : BaseMessage
 			OrderId = OrderId.ToString(),
 			ClientOrderId = null, // not provided here
 			Result = ExchangeAPIOrderResult.PendingOpen, // order has just been activated (so it starts in PendingOpen)
-			Message = null, // can use for something in the future if needed
+			Message = null, // + can use for something in the future if needed
 			Amount = Size,
 			AmountFilled = 0, // just activated, so none filled
 			Price = null, // not specified here (only StopPrice is)
@@ -78,7 +78,7 @@ internal class Change : BaseMessage
 			AmountFilled = null, // not specified here
 			Price = Price,
 			AveragePrice = null, // not specified here
-			// OrderDate - unclear if the Time in the Change msg is the new OrderDate or whether that is unchanged
+			OrderDate = Time, // + unclear if the Time in the Change msg is the new OrderDate or whether that is unchanged
 			CompletedDate = null, // order is active
 			MarketSymbol = ProductId,
 			IsBuy = Side == OrderSide.Buy,
@@ -132,7 +132,7 @@ internal class Heartbeat : BaseMessage
 		public long LastTradeId { get; set; }
 		public string ProductId { get; set; }
 		public long Sequence { get; set; }
-		public System.DateTimeOffset Time { get; set; }
+		public DateTimeOffset Time { get; set; }
 		public override string ToString()
 		{
 			return $"Heartbeat: Last TID {LastTradeId}, Product Id {ProductId}, Sequence {Sequence}, Time {Time}";
@@ -185,7 +185,7 @@ internal class Match : BaseMessage
 			AveragePrice = Price, // not specified here
 			// OrderDate - not provided here. ideally would be null but ExchangeOrderResult.OrderDate is not nullable
 			CompletedDate = null, // order not necessarily fullly filled at this point
-			TradeDate = Time.ToDateTimeInvariant(),
+			TradeDate = Time.UtcDateTime,
 			MarketSymbol = ProductId,
 			IsBuy = Side == OrderSide.Buy,
 			Fees = (MakerFeeRate ?? TakerFeeRate) * Price * Size,

src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs

@@ -15,7 +15,6 @@ The above copyright notice and this permission notice shall be included in all c
 using System.Collections.Generic;
 using System.IO;
 using System.Linq;
-using System.Text.RegularExpressions;
 using System.Threading;
 using System.Threading.Tasks;
 

tests/ExchangeSharpTests/ExchangeBinanceAPITests.cs

@@ -52,7 +52,7 @@ public void DeserializeDiff()
     ]
   ]
 }";
-            var diff = JsonConvert.DeserializeObject<MarketDepthDiffUpdate>(toParse);
+            var diff = JsonConvert.DeserializeObject<MarketDepthDiffUpdate>(toParse, BaseAPI.SerializerSettings);
             ValidateDiff(diff);
         }
 
@@ -82,7 +82,7 @@ public void DeserializeComboStream()
 	}
 }";
 
-            var multistream = JsonConvert.DeserializeObject<MultiDepthStream>(toParse);
+            var multistream = JsonConvert.DeserializeObject<MultiDepthStream>(toParse, BaseAPI.SerializerSettings);
             multistream.Stream.Should().Be("bnbbtc@depth");
             ValidateDiff(multistream.Data);
         }
@@ -92,16 +92,17 @@ public void DeserializeRealData()
         {
             string real =
                 "{\"stream\":\"bnbbtc@depth\",\"data\":{\"e\":\"depthUpdate\",\"E\":1527540113575,\"s\":\"BNBBTC\",\"U\":77730662,\"u\":77730663,\"b\":[[\"0.00167300\",\"0.00000000\",[]],[\"0.00165310\",\"16.44000000\",[]]],\"a\":[]}}";
-            var diff = JsonConvert.DeserializeObject<MultiDepthStream>(real);
+            var diff = JsonConvert.DeserializeObject<MultiDepthStream>(real, BaseAPI.SerializerSettings);
             diff.Data.EventTime.Should().Be(1527540113575);
         }
 
         [TestMethod]
         public async Task CurrenciesParsedCorrectly()
         {
             var requestMaker = Substitute.For<IAPIRequestMaker>();
-            requestMaker.MakeRequestAsync("/capital/config/getall", new ExchangeBinanceAPI().BaseUrlSApi).Returns(Resources.BinanceGetAllAssets);
-            var binance = new ExchangeBinanceAPI { RequestMaker = requestMaker };
+			var binance = await ExchangeAPI.GetExchangeAPIAsync<ExchangeBinanceAPI>();
+			binance.RequestMaker = requestMaker;
+            requestMaker.MakeRequestAsync("/capital/config/getall", ((ExchangeBinanceAPI)binance).BaseUrlSApi).Returns(Resources.BinanceGetAllAssets);
             IReadOnlyDictionary<string, ExchangeCurrency> currencies = await binance.GetCurrenciesAsync();
             currencies.Should().HaveCount(3);
             currencies.TryGetValue("bnb", out ExchangeCurrency bnb).Should().BeTrue();

tests/ExchangeSharpTests/ExchangeCoinbaseAPITests.cs

@@ -0,0 +1,39 @@
+using ExchangeSharp;
+using ExchangeSharp.Coinbase;
+using FluentAssertions;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using Newtonsoft.Json;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace ExchangeSharpTests
+{
+	[TestClass]
+	public sealed class ExchangeCoinbaseAPITests
+	{
+		private async Task<ExchangeCoinbaseAPI> MakeMockRequestMaker(string response = null)
+		{
+			var requestMaker = new MockAPIRequestMaker();
+			if (response != null)
+			{
+				requestMaker.GlobalResponse = response;
+			}
+			var api = (await ExchangeAPI.GetExchangeAPIAsync(ExchangeName.Coinbase) as ExchangeCoinbaseAPI)!;
+			api.RequestMaker = requestMaker;
+			return api;
+		}
+
+		[TestMethod]
+		public void DeserializeUserMatch()
+		{
+			string toParse = "{\r\n  \"type\": \"match\",\r\n  \"trade_id\": 10,\r\n  \"sequence\": 50,\r\n  \"maker_order_id\": \"ac928c66-ca53-498f-9c13-a110027a60e8\",\r\n  \"taker_order_id\": \"132fb6ae-456b-4654-b4e0-d681ac05cea1\",\r\n  \"time\": \"2014-11-07T08:19:27.028459Z\",\r\n  \"product_id\": \"BTC-USD\",\r\n  \"size\": \"5.23512\",\r\n  \"price\": \"400.23\",\r\n  \"side\": \"sell\"\r\n,\r\n  \"taker_user_id\": \"5844eceecf7e803e259d0365\",\r\n  \"user_id\": \"5844eceecf7e803e259d0365\",\r\n  \"taker_profile_id\": \"765d1549-9660-4be2-97d4-fa2d65fa3352\",\r\n  \"profile_id\": \"765d1549-9660-4be2-97d4-fa2d65fa3352\",\r\n  \"taker_fee_rate\": \"0.005\"\r\n}";
+
+			var usermatch = JsonConvert.DeserializeObject<Match>(toParse, BaseAPI.SerializerSettings);
+			usermatch.MakerOrderId.Should().Be("ac928c66-ca53-498f-9c13-a110027a60e8");
+			usermatch.ExchangeOrderResult.OrderId.Should().Be("132fb6ae-456b-4654-b4e0-d681ac05cea1");
+		}
+	}
+}

tests/ExchangeSharpTests/ExchangeTests.cs

@@ -91,7 +91,7 @@ public async Task GlobalSymbolTest()
 
             string globalMarketSymbol = "ETH-BTC"; //1 ETH is worth 0.0192 BTC...
             string globalMarketSymbolAlt = "BTC-KRW"; // WTF Bitthumb... //1 BTC worth 9,783,000 won
-            Dictionary<string, string[]> allSymbols = JsonConvert.DeserializeObject<Dictionary<string, string[]>>(System.IO.File.ReadAllText("TestData/AllSymbols.json"));
+            Dictionary<string, string[]> allSymbols = JsonConvert.DeserializeObject<Dictionary<string, string[]>>(System.IO.File.ReadAllText("TestData/AllSymbols.json"), ExchangeAPI.SerializerSettings);
 
             // sanity test that all exchanges return the same global symbol when converted back and forth
             foreach (IExchangeAPI api in await ExchangeAPI.GetExchangeAPIsAsync())