ExBroker.php
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<?php
namespace trader\exchange\okx;
require_once __DIR__ . '/../../struct/ApiInfo.php';
require_once __DIR__ . '/Api.php';
require_once __DIR__ . '/../../../jytools/func.php';
require_once __DIR__ . '/../../../jytools/Websocket.php';
use trader\struct\ApiInfo;
use trader\exchange\okx\Api as OkxApi;
use jytools\Websocket;
use function jytools\output;
class ExBroker
{
private $host = 'wss://ws.okx.com:8443';
private $pathPrivate = '/ws/v5/private';
private $pathPublic = '/ws/v5/public';
private $pathBusiness = '/ws/v5/business';
private ?ApiInfo $apiInfo;
private OkxApi $api;
private ?Websocket $wsAcc;
private ?Websocket $wsKline;
private $timerAccPing = 0;
private $timerKlinePing = 0;
public function __construct(?ApiInfo $apiInfo)
{
$this->apiInfo = $apiInfo;
$this->api = new OkxApi($apiInfo);
}
public function setRestHost($host)
{
$this->api->setHost($host);
}
public function setWsHost($host)
{
$this->host = $host;
}
public function accListen(callable $onWsData)
{
if (isset($this->wsAcc)) {
$this->wsAcc->close();
}
$this->wsAcc = new Websocket($this->host . $this->pathPrivate);
$this->wsAcc->connect(
$onOpen = function () {
$this->wsLogin();
//开始定时ping
$this->wsAccPing();
},
$onMessage = function ($data) use ($onWsData) {
$this->onWsDataPre($data, $onWsData);
},
$onClose = function () {
// 关闭链接
swoole_timer_clear($this->timerAccPing);
}
);
}
public function klineListen($symbol, $period, callable $onData)
{
if (isset($this->wsKline)) {
$this->wsKline->close();
}
$this->wsKline = new Websocket($this->host . $this->pathBusiness);
$this->wsKline->connect(
$onOpen = function () use ($symbol, $period) {
$subData = [];
$subData['op'] = 'subscribe';
$subData['args'] = [
[
'channel' => 'candle' . $period,
'instId' => $symbol,
],
];
output("订阅", $subData);
$this->wsKline->push(json_encode($subData));
//开始定时ping
$this->wsKlinePing();
},
$onMessage = function ($data) use ($onData) {
$data = json_decode($data, true);
if (!isset($data['data'])) {
return;
}
$data = $data['data'][0];
$onData($data);
},
$onClose = function () {
// 关闭链接 关闭定时ping
swoole_timer_clear($this->timerKlinePing);
}
);
}
private function wsKlinePing()
{
$this->timerKlinePing = swoole_timer_tick(1000 * 20, function () {
$this->wsKline->push("ping");
});
}
private function wsAccPing()
{
$this->timerAccPing = swoole_timer_tick(1000 * 20, function () {
$this->wsAcc->push("ping");
});
}
private function crateWsSign($timeStamp)
{
$method = 'GET';
$path = '/users/self/verify';
$str = $timeStamp . $method . $path;
$sign = hash_hmac('sha256', $str, $this->apiInfo->secret, true);
$sign = base64_encode($sign);
return $sign;
}
private function wsLogin()
{
$ts = time();
$subData = [];
$subData['op'] = 'login';
$subData['args'] = [
[
'apiKey' => $this->apiInfo->key,
'passphrase' => $this->apiInfo->passphrase,
'timestamp' => $ts,
'sign' => $this->crateWsSign($ts),
]
];
$this->wsAcc->push(json_encode($subData));
}
// ws 消息预处理
private function onWsDataPre($data, callable $onWsData)
{
if ($data == "ping" || $data == "pong") {
return;
}
$data = json_decode($data, true);
if (isset($data['event'])) {
if ($data['event'] == 'login' && $data['code'] == '0') {
output('ws登录成功');
$this->wsSubscribe();
return;
}
if ($data['event'] == 'subscribe' || $data['event'] == 'unsubscribe' || $data['event'] == 'channel-conn-count') {
// output("ws 过滤数据", $data);
return;
}
output("ok ws 未处理数据", $data);
}
call_user_func($onWsData, $data);
}
// 订阅
private function wsSubscribe()
{
$subData = [];
$subData['op'] = 'subscribe';
$subData['args'] = [
[
'channel' => 'orders',
'instType' => 'SWAP',
],
[
'channel' => 'positions',
'instType' => 'SWAP',
],
[
'channel' => 'account',
'ccy' => 'USDT',
]
];
$this->wsAcc->push(json_encode($subData));
}
public function placeOrder($param)
{
return $this->api->placeOrder($param);
}
public function getSymbolInfos()
{
$res = $this->api->instruments(["instType" => "SWAP"]);
if ($res['code'] != '0') {
output('okx获取所有交易对信息失败');
return [];
}
return $res['data'];
}
public function stopListen()
{
if (isset($this->wsAcc)) {
$this->wsAcc->close();
}
if (isset($this->wsKline)) {
$this->wsKline->close();
}
}
public function closeAllPos()
{
//获取所有仓位
$param = [
'instType' => 'SWAP'
];
$res = $this->api->getPositions($param);
if ($res['code'] == 0) {
$positions = $res['data'];
foreach ($positions as $key => $value) {
if ($value['pos'] != 0) {
$this->clsoePos($value['instId'], $value['posSide'], abs($value['pos']), $value['mgnMode']);
}
}
}
}
// 平仓
private function clsoePos($instId, $posSide, $size, $tdMode)
{
$param = [
'instId' => $instId,
'tdMode' => $tdMode,
'side' => strtoupper($posSide) == 'LONG' ? 'sell' : 'buy',
'posSide' => $posSide,
'ordType' => 'market',
'sz' => $size,
];
$res = $this->api->placeOrder($param);
if ($res['code'] == 0) {
return true;
} else {
return false;
}
}
// 设置是否允许合约
public function setAllowFutures($isAllowFutures)
{
$param = [
'acctLv' => $isAllowFutures ? '2' : '1',
];
$res = $this->api->setAccountLevel($param);
output("设置合约模式", $res);
}
// 设置为双向持仓
public function setLongShortMode($isLongShortMode)
{
$param = [
'posMode' => $isLongShortMode ? 'long_short_mode' : 'net_mode',
];
$res = $this->api->setPositionMode($param);
output("设置持仓模式", $res);
}
//获取所有品种杠杆信息
public function getAllLevers()
{
//获取所有USDT SWAP 交易对
$res = $this->api->instruments(["instType" => "SWAP"]);
$Symbols = [];
foreach ($res["data"] as $key => $value) {
if ($value["settleCcy"] == "USDT") {
$Symbols[] = $value["instId"];
}
}
//获取所有品种的杠杆信息
return $this->getLevers($Symbols);
}
//获取杠杆
private function getLevers($symbols)
{
$levers = [];
$param = [
'mgnMode' => 'cross'
];
$count = 0;
$instId = '';
foreach ($symbols as $key => $value) {
$count++;
if ($instId == '') {
$instId = $value;
} else {
$instId = $instId . ',' . $value;
}
if ($count % 20 == 0 || $count == count($symbols)) {
$param['instId'] = $instId;
$instId = '';
$res = $this->api->leverageInfo($param, $this->apiInfo);
if ($res['code'] == 0) {
foreach ($res["data"] as $key => $value) {
$levers[$value["instId"]] = $value["lever"];
}
} else {
var_dump($res);
break;
}
}
}
return $levers;
}
//设置杠杆
public function setLever($instId, $lever)
{
$param = [
'instId' => $instId,
'lever' => $lever,
'mgnMode' => 'cross',
];
$res = $this->api->setLeverage($param);
if ($res && $res['code'] == 0) {
output($instId, '设置杠杆为:', $lever);
return true;
} else {
$msg = $res['msg'];
if ($res["data"] && $res["data"]["msg"]) {
$msg = $res["data"]["msg"];
}
output($instId, '设置杠杆错误', $msg);
return false;
}
}
//查询获取所有仓位
public function getAllPos()
{
$newPositions = [];
$param = [
'instType' => 'SWAP'
];
$res = $this->api->getPositions($param);
if ($res['code'] == 0) {
$positions = $res['data'];
foreach ($positions as $key => $value) {
if ($value['pos'] != 0) {
$newPositions[] = $value;
}
}
} else {
output($res);
}
return $newPositions;
}
//查询获取某个品种方向具体仓位
public function getPos($symbol, $posSide)
{
$param = [
'instType' => 'SWAP',
'instId' => $symbol,
];
$res = $this->api->getPositions($param);
if ($res['code'] == 0) {
$positions = $res['data'];
foreach ($positions as $key => $value) {
if ($value['posSide'] == $posSide) {
return $value['pos'];
}
}
return 0;
} else {
output($res);
}
return -1;
}
//获取k线
public function getKlines($symbol, $period, $limit = "", $startTs = "", $endTs = "")
{
$param = [
'instId' => $symbol,
'bar' => $period,
];
if ($limit) {
$param['limit'] = $limit;
}
if ($startTs) {
$param['after'] = $startTs;
}
if ($endTs) {
$param['before'] = $endTs;
}
return $this->api->klines($param);
}
//获取资金费率
public function getPremium($symbol)
{
$param = [
'instId' => $symbol,
];
$res = $this->api->fundingRate($param);
return $res;
}
public function getAccountConfig()
{
return $this->api->getAccountConfig();
}
public function cancelOrder($symbol, $cliOrdId = "", $ordId = "")
{
$param = [
'instId' => $symbol
];
if ($cliOrdId != "") {
$param['clOrdId'] = $cliOrdId;
}
if ($ordId != "") {
$param['ordId'] = $ordId;
}
return $this->api->cancelOrder($param);
}
public function getOrder($symbol, $cliOrdId = "", $ordId = "")
{
$param = [
'instId' => $symbol
];
if ($cliOrdId != "") {
$param['clOrdId'] = $cliOrdId;
}
if ($ordId != "") {
$param['ordId'] = $ordId;
}
return $this->api->getOrder($param);
}
public function getOrderPending($symbol)
{
$param = [
'instId' => $symbol,
'instType' => 'SWAP',
];
return $this->api->getOrderPending($param);
}
public function getIndexTickers()
{
$param = [
'quoteCcy' => 'USDT',
];
$res = $this->api->indexTickers($param);
return $res;
}
}