ExBroker.php
8.4 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
<?php
namespace trader\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\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 $wsKline;
public function __construct($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();
},
$onMessage = function ($data) use ($onWsData) {
$this->onWsDataPre($data, $onWsData);
},
$onClose = function () {
// 关闭链接
}
);
}
public function klineListen($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' => $this->getKlineChannels()[$period],
'instId' => $symbol,
],
];
output("订阅", $subData);
$this->wsKline->push(json_encode($subData));
},
$onMessage = function ($data) use ($onData) {
$data = json_decode($data, true);
if (!isset($data['data'])) {
return;
}
$data = $data['data'][0];
$onData($data);
},
$onClose = function () {
// 关闭链接
}
);
}
private function crateWsSign($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)
{
$data = json_decode($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 getKlineChannels()
{
return [
'1s' => 'candle1s',
'1m' => 'candle1m',
'5m' => 'candle5m',
'15m' => 'candle15m',
'30m' => 'candle30m',
'1h' => 'candle1H',
'2h' => 'candle2H',
'4h' => 'candle4H',
'6h' => 'candle6H',
'12h' => 'candle12H',
'1d' => 'candle1D',
];
}
public function getSymbolInfos()
{
$res = $this->api->instruments(["instType" => "SWAP"]);
if ($res['code'] != '0') {
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", $res);
}
// 设置为双向持仓
public function setLongShortMode($isLongShort)
{
$param = [
'posMode' => $isLongShort ? '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;
}
}