CmBroker.php
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<?php
namespace trader;
require_once __DIR__ . '/struct/ApiInfo.php';
require_once __DIR__ . '/exchange/okx/ExBroker.php';
require_once __DIR__ . '/exchange/binance/ExBroker.php';
require_once __DIR__ . '/struct/Kline.php';
require_once __DIR__ . '/struct/Order.php';
require_once __DIR__ . '/struct/WsData.php';
require_once __DIR__ . '/struct/WsDataTrade.php';
require_once __DIR__ . '/struct/WsDataPos.php';
require_once __DIR__ . '/struct/SymbolInfo.php';
require_once __DIR__ . '/struct/WsDataOrder.php';
require_once __DIR__ . '/struct/WsDataAccount.php';
require_once __DIR__ . '/struct/Pos.php';
require_once __DIR__ . '/../jytools/func.php';
require_once __DIR__ . '/../jytools/Websocket.php';
use trader\struct\ApiInfo;
use trader\exchange\okx\ExBroker as OkxBroker;
use trader\exchange\binance\ExBroker as BinanceBroker;
use trader\struct\Kline;
use trader\struct\Order;
use trader\struct\WsData;
use trader\struct\WsDataTrade;
use trader\struct\WsDataPos;
use trader\struct\SymbolInfo;
use trader\struct\WsDataOrder;
use trader\struct\WsDataAccount;
use trader\struct\Pos;
use \Exception;
use function jytools\timeFormat;
class CmBroker
{
const PLAT_OKX = 'okx';
const PLAT_BINANCE = 'binance';
const PLAT_BYBIT = 'bybit';
const PLAT_BITGET = 'bitget';
/**
* @var string 当前使用的交易平台
* @see PLAT_OKX
* @see PLAT_BINANCE
* @see PLAT_BYBIT
* @see PLAT_BITGET
*/
public $plat;
private OkxBroker|BinanceBroker $exBroker;
/** @var SymbolInfo[] $symbolInfos */
public $symbolInfos = [];
/** @var Pos[] $positions */
public $positions = [];
public $name = '';
public $levers = [];
public $uid;
public function __construct($plat, ApiInfo $apiInfo)
{
$this->plat = $plat;
$exBroker = null;
if ($plat == self::PLAT_OKX) {
$exBroker = new OkxBroker($apiInfo);
}
if ($plat == self::PLAT_BINANCE) {
$exBroker = new BinanceBroker($apiInfo);
}
$this->exBroker = $exBroker;
}
public function setWsHost($host)
{
$this->exBroker->setWsHost($host);
}
public function setRestHost($host)
{
$this->exBroker->setRestHost($host);
}
public function setName($name)
{
$this->name = $name;
}
public function setUid($uid)
{
$this->uid = $uid;
}
public function init()
{
$this->initSymbolInfos();
}
public function accListen(callable $onData)
{
$this->exBroker->accListen(function ($data) use ($onData) {
// output("ws 有效数据", $data);
if ($this->plat == self::PLAT_BINANCE) {
$this->binanceAccDataHandle($data, $onData);
}
if ($this->plat == self::PLAT_OKX) {
$this->okxAccDataHandle($data, $onData);
}
});
}
//处理币安相关账户数据监听
private function binanceAccDataHandle($data, $onData)
{
$this->msg("binance 推送", $data);
}
//处理欧意账户相关数据监听
private function okxAccDataHandle($data, $onData)
{
if (isset($data['arg']) && $data['arg']['channel'] == 'orders') {
foreach ($data['data'] as $key => $value) {
$wsDataTrade = WsDataTrade::TransferOkxOrder($value, $this->symbolInfos, function ($symbol) {
return $this->getSymbolSt($symbol);
});
if ($wsDataTrade != null) {
$wsData = new WsData($this->plat, 'trade', $trade = $wsDataTrade);
$onData($wsData);
}
$wsDataOrd = WsDataOrder::TransferOkxOrder($value, $this->symbolInfos, function ($symbol) {
return $this->getSymbolSt($symbol);
});
if ($wsDataOrd != null) {
$wsData = new WsData($this->plat, 'order', $trade = null, $pos = null, $order = $wsDataOrd);
$onData($wsData);
}
}
return;
}
if (isset($data['arg']) && $data['arg']['channel'] == 'positions') {
$positions = [];
$eventType = $data['eventType'];
foreach ($data['data'] as $key => $value) {
$wsDataPos = WsDataPos::TransferOkxPos($value, $this->symbolInfos, function ($symbol) {
return $this->getSymbolSt($symbol);
});
if ($wsDataPos) {
$pos = Pos::transferWsDataPos($wsDataPos);
$positions[$wsDataPos->symbol . "_" . $wsDataPos->posSide] = $pos;
$wsData = new WsData($this->plat, 'pos', $trade = null, $pos = $wsDataPos);
$onData($wsData);
if ($eventType == 'event_update') {
$this->positions[$wsDataPos->symbol . "_" . $wsDataPos->posSide] = $pos;
}
}
}
if ($eventType == 'snapshot') {
$this->positions = $positions;
}
return;
}
if (isset($data['arg']) && $data['arg']['channel'] == 'account') {
$wsDataAccount = WsDataAccount::TransferOkxAccount($data['data']);
$wsData = new WsData($this->plat, 'account', $trade = null, $pos = null, $order = null, $account = $wsDataAccount);
$onData($wsData);
return;
}
$this->msg("okx 无处理ws数据实现", $data);
}
public function klineListen($symbol, $peroid, $onData)
{
if ($this->plat == self::PLAT_BINANCE && $peroid == '1s') {
$this->msg("币安不支持1sk线", $symbol, $peroid);
return;
}
$symbol = $this->getSymbolOri($symbol, $this->plat);
$this->exBroker->klineListen($symbol, $peroid, function ($data) use ($onData) {
if ($this->plat == self::PLAT_BINANCE) {
$kline = Kline::transferBinance($data);
}
if ($this->plat == self::PLAT_OKX) {
$kline = Kline::transferOkx($data);
}
$onData($kline);
});
}
//转换为标准交易对
public function getSymbolSt($symbol)
{
$symbol = str_replace('-USDT-SWAP', 'USDT', $symbol);
if (preg_match('/^[A-Z0-9]+USDT$/', $symbol)) {
return $symbol;
} else {
throw new Exception('转换标准交易对错误' . $symbol . ' to ', $symbol);
}
}
//转换为原始交易对
public function getSymbolOri($symbol, $platTarget)
{
$symbolSt = $this->getSymbolSt($symbol);
if ($platTarget == self::PLAT_BINANCE) {
return $symbolSt;
}
if ($platTarget == self::PLAT_OKX) {
return str_replace('USDT', '-USDT-SWAP', $symbolSt);
}
throw new Exception('平台错误' + $platTarget);
}
public function placeOrder(Order $order)
{
/** @var SymbolInfo $symbolInfo */
$symbolInfo = $this->symbolInfos[$order->symbol];
if ($this->plat == self::PLAT_OKX) {
$orderOri = $order->toOkxOrder($this->symbolInfos, function ($symbol) {
return $this->getSymbolOri($symbol, $this->plat);
});
$this->msg("下单", $orderOri);
if ($orderOri['sz'] == 0) {
$msg = "当前下单数量为{$order->qty},最小下单数量为{$symbolInfo->minQty},不下单";
$this->msg($msg, $orderOri);
return ["code" => 2, "msg" => $msg];
}
$res = $this->exBroker->placeOrder($orderOri);
$this->msg("下单结果", $res);
return $res;
}
if ($this->plat == self::PLAT_BINANCE) {
$orderOri = $order->toBinanceOrder($this->symbolInfos, function ($symbol) {
return $this->getSymbolOri($symbol, $this->plat);
});
$this->msg("下单", $orderOri);
if ($orderOri['quantity'] == 0) {
$msg = "当前下单数量为{$order->qty},最小下单数量为{$symbolInfo->minQty},不下单";
$this->msg($msg, $orderOri);
return ["code" => 2, "msg" => $msg];
}
$res = $this->exBroker->placeOrder($orderOri);
$this->msg("下单结果", $res);
return $res;
}
}
public function msg()
{
$args = func_get_args();
$outStr = '[' . timeFormat('ms') . ']:' . $this->name . ": ";
foreach ($args as $key => $value) {
$value = is_array($value) ? json_encode($value) : $value;
if (is_bool($value)) {
$value = $value ? 'bool:true' : 'bool:false';
}
$outStr .= count($args) - $key > 1 ? $value . ' ' : $value;
}
echo $outStr . PHP_EOL;
}
public function getPosQty($symbol, $posSide)
{
$key = $symbol . "_" . $posSide;
if (!isset($this->positions[$key])) {
return 0;
}
/** @var Pos $pos */
$pos = $this->positions[$key];
return abs($pos->qty);
}
private function initSymbolInfos()
{
if ($this->plat == self::PLAT_OKX) {
//获取所有USDT SWAP 交易对
$res = $this->exBroker->getSymbolInfos();
$infos = [];
foreach ($res as $key => $value) {
if ($value["settleCcy"] == "USDT" && $value["state"] == "live") {
$info = SymbolInfo::transferOkx($value, function ($symbol) {
return $this->getSymbolSt($symbol);
});
$infos[$info->symbol] = $info;
}
}
$this->symbolInfos = $infos;
}
if ($this->plat == self::PLAT_BINANCE) {
$res = $this->exBroker->getSymbolInfos();
$infos = [];
foreach ($res as $key => $value) {
if ($value["quoteAsset"] == "USDT" && $value["status"] == "TRADING" && $value["contractType"] == "PERPETUAL") {
$info = SymbolInfo::transferBinance($value, function ($symbol) {
return $this->getSymbolSt($symbol);
});
$infos[$info->symbol] = $info;
}
}
$this->symbolInfos = $infos;
}
//定时10m刷新
swoole_timer_after(1000 * 60 * 10, function () {
$this->initSymbolInfos();
});
}
public function stopListen()
{
$this->exBroker->stopListen();
}
public function closeAllPos()
{
$this->exBroker->closeAllPos();
}
//设置允许合约
public function setAllowFutures($isAllowFutures)
{
$this->exBroker->setAllowFutures($isAllowFutures);
}
//设置双向持仓模式
public function setLongShortMode($isLongShort)
{
$this->exBroker->setLongShortMode($isLongShort);
}
//获取全部品种的杠杆
public function getLevers()
{
$levers = $this->exBroker->getAllLevers();
if ($this->plat == self::PLAT_OKX) {
$resNew = [];
foreach ($levers as $key => $value) {
$symbol = $this->getSymbolSt($key); //转换为标准交易对
$resNew[$symbol] = $value;
}
$levers = $resNew;
}
if ($this->plat == self::PLAT_BINANCE) {
$resNew = [];
foreach ($levers as $key => $value) {
if (!str_ends_with($key, 'USDT')) {
continue;
}
$symbol = $this->getSymbolSt($key); //转换为标准交易对
$resNew[$symbol] = $value;
}
$levers = $resNew;
}
$this->levers = $levers; //缓存levers
return $levers;
}
//设置杠杆
public function setLever($symbol, $lever)
{
$symbol = $this->getSymbolOri($symbol, $this->plat);
$res = $this->exBroker->setLever($symbol, $lever);
if ($res) {
$this->levers[$symbol] = $lever;
}
}
//查询获取全部持仓
public function getAllPos(): array
{
$positions = $this->exBroker->getAllPos();
$newPositions = [];
foreach ($positions as $key => $value) {
if ($this->plat == self::PLAT_OKX) {
$item = Pos::transferOkxPos($value, $this->symbolInfos, function ($symbol) {
return $this->getSymbolSt($symbol);
});
$newPositions[$item->symbol . "_" . $item->posSide] = $item;
}
if ($this->plat == self::PLAT_BINANCE) {
$item = Pos::transferBinancePos($value, $this->symbolInfos, function ($symbol) {
return $this->getSymbolSt($symbol);
});
$newPositions[$item->symbol . "_" . $item->posSide] = $item;
}
}
return $newPositions;
}
//获取某个品种的某个方向仓位
public function getPos($symbol, $posSide)
{
$symbolOri = $this->getSymbolOri($symbol, $this->plat);
if ($this->plat == self::PLAT_OKX) {
$posSide = strtolower($posSide);
$symbolInfo = $this->symbolInfos[$symbol];
$lot = $this->exBroker->getPos($symbolOri, $posSide);
$qty = round($lot * $symbolInfo->ctVal, $symbolInfo->qtyPrec);
return $qty;
}
return -1;
}
/**
* 获取k线数据
* @param string $symbol 交易对
* @param string $peroid 周期
* @param int $limit 限制数量
* @return Kline[] 返回K线数组
*/
public function getKlines($symbol, $peroid, $limit = 100)
{
$symbolOri = $this->getSymbolOri($symbol, $this->plat);
if ($this->plat == self::PLAT_OKX) {
$res = $this->exBroker->getKlines($symbolOri, $peroid, $limit);
if ($res['code'] != '0') {
return [];
}
$newKlines = [];
foreach ($res['data'] as $key => $value) {
$kline = Kline::transferOkx($value);
$newKlines[] = $kline;
}
//把 $newKlines 倒序
$newKlines = array_reverse($newKlines);
return $newKlines;
}
return [];
}
public function initPositions()
{
$this->positions = $this->getAllPos();
}
}