ExBroker.php
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<?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;
}
}
}