Add feature to ignore only some unhandled messages

[Jonnern]

I think setting UnhandledMessageExpected = true may hide too many messages. Let's say the exchange sends some messages you don't want to handle and you need to enable UnhandledMessageExpected to avoid noise in the log.

By adding the property HashSet<string>? IgnoredUnhandledMessages in SocketApiClient, you can ignore a set of unhandled messages and log the messages that are not ignored.

I added a test case where a "connected" message is ignored and "unhandled" will be logged.

[JKorf]

Have you encountered this to be a problem in a certain scenario?

[Jonnern]

Have you encountered this to be a problem in a certain scenario?

Yes, I made a wrapper around the CexIo API and it sends a connected message when you connect the socket
{"e":"connected"} https://trade.cex.io/docs/#websocket-public-api-calls

As I don't want to ignore every unhandled message, I want to ignore only specific messages like this one

[JKorf]

If you look at the Kraken socket client you can see that it registers a HeartbeatSubscription. It doesn't specifically have a purpose other then receiving the server sent heartbeat messages. You could do something similar which I feel is a bit cleaner way.

https://github.com/JKorf/Kraken.Net/blob/14b790ddff5d1ae76909e40d99897dca733af757/Kraken.Net/Clients/SpotApi/KrakenSocketClientSpotApi.cs#L62

[Jonnern]

I forgot that I could add that as a SystemSubscription. Thanks for the advice

09:31:13:230 CexIo: Debug: [Sckt 1] connected to wss://trade.cex.io/api/spot/ws-public
09:31:13:230 CexIo: Debug: [Sckt 1] status changed from None to Connected
09:31:13:230 CexIo: Debug: [Sckt 1] starting processing tasks
09:31:13:230 CexIo: Trace: [Sckt 1] received 17 bytes in single message
09:31:13:230 CexIo: Trace: [Sckt 1] received {"e":"connected"}
09:31:13:230 CexIo: Trace: [Sckt 1] 1 processor(s) matched to message with listener identifier connected