.NET - DLL for connecting to Binance Trade API (Websocket)

C# .NET Framework 4.6.2, should run in VS2015 we need source code, roality free distribution, all rights on source code Should be stable and manage to handle 5000 orders in a row without reaching spamming limits of the exchange (so delaying the orders to the appropriate amount in a queue). Should implement the following interface: public interface ICryptoExchange { // The component should implement a queue (in a base class, so that additional components can use) // This queue is only in RAM (no database, file, ....) // There should be 2 queues (one for AddOrder, one for RemoveOrder) // RemoveOrder should be done first (only if RemoveOrder-Queue is empty) system works on the AddOrder-Queue // Init bool Init(string sApiKey); // initializes connection, result indicates success // GetInfos List<Market> GetMarkets(); List<Order> GetOrders(); // orders of all markets List<Order> GetOrders(string sMarketName); // orders of a single market (for example ADA/BTC) List<Order> GetFilledOrders(DateTime mFrom, DateTime mTo); // orders of all markets, that have been filled between mFrom and mTo (inclusive) // Trade string AddOrder(Order oOrder); // places order, result is identification of order at the exchange, result is "" if not successful bool RemoveOrder(string sOrderId); // removes order from excange, result indicates success } Market and Order are simple objects: public class Market { public string Name { get; set; } // For example: BTC/EUR public decimal Open { get; set; } public decimal High { get; set; } public decimal Low { get; set; } public decimal Last { get; set; } public decimal Volume { get; set; } public DateTime IntervalStart { get; set; } // Timespan-Start for data: Open, High, Low, Volume public DateTime IntervalEnd { get; set; } // Timespan-End of current data: Last public decimal MinUnit { get; set; } // Lowest Order-Amount (ADA/BTC = 1, BCC/BTC = 0,001) } public class Order { public string OrderId { get; set; } // only filled when placed at the exchange public string MarketName { get; set; } // for example "ADA/BTC" public bool Buy { get; set; } // true = BUY, false = SELL public decimal Quantity { get; set; } // Quantity of TradeCurrency (Amount of ADA for ADA/BTC) public decimal LimitPrice { get; set; } // there must always be a limit, no order should be placed without public Order() { OrderId = ""; } } There might be some customizations (for example max orders per minute) and adaptions to the above concept during the test phase, but in general that's it for the first phase.