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<?php
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namespace trader;
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require_once __DIR__ . '/autoload.php';
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require_once __DIR__ . '/../vendor/autoload.php';
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use trader\struct\ApiInfo;
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use trader\okx\ExBroker as OkxBroker;
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use trader\binance\ExBroker as BinanceBroker;
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use trader\struct\Kline;
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use trader\struct\Order;
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use trader\struct\WsData;
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use trader\struct\WsDataTrade;
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use trader\struct\WsDataPos;
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use trader\struct\SymbolInfo;
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use trader\struct\WsDataOrder;
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use trader\struct\Pos;
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use \Exception;
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use function Jiaoyin\timeFormat;
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use trader\okx\Api as OkApi;
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class CmBroker
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{
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private $plat;
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private ?OkxBroker $exBroker;
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/** @var SymbolInfo[] $symbolInfos */
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public $symbolInfos = [];
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/** @var Pos[] $positions */
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private $positions = [];
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private $name = '';
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public function __construct($plat, ApiInfo $apiInfo)
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{
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$this->plat = $plat;
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$exBroker = null;
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if ($plat == 'okx') {
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$exBroker = new OkxBroker($apiInfo);
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}
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if ($plat == 'binance') {
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$exBroker = new BinanceBroker($apiInfo);
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}
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$this->exBroker = $exBroker;
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}
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public function setName($name)
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{
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$this->name = $name;
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}
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public function init()
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{
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$this->initSymbolInfos();
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}
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public function accListen(callable $onData)
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{
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$this->exBroker->accListen(function ($data) use ($onData) {
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// output("ws 有效数据", $data);
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if ($this->plat == 'binance') {
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$this->msg("binance 无处理ws数据实现");
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}
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if ($this->plat == 'okx') {
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if (isset($data['arg']) && $data['arg']['channel'] == 'orders') {
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foreach ($data['data'] as $key => $value) {
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$wsDataTrade = WsDataTrade::TransferOkxOrder($value, $this->symbolInfos, function ($symbol) {
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return $this->getSymbolSt($symbol);
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});
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if ($wsDataTrade != null) {
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$wsData = new WsData($this->plat, 'trade', $trade = $wsDataTrade);
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$onData($wsData);
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}
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$wsDataOrd = WsDataOrder::TransferOkxOrder($value, $this->symbolInfos, function ($symbol) {
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return $this->getSymbolSt($symbol);
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});
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if ($wsDataOrd != null) {
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$wsData = new WsData($this->plat, 'order', $trade = null, $pos = null, $order = $wsDataOrd);
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$onData($wsData);
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}
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}
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return;
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}
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if (isset($data['arg']) && $data['arg']['channel'] == 'positions') {
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$positions = [];
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foreach ($data['data'] as $key => $value) {
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$wsDataPos = WsDataPos::TransferOkxPos($value, $this->symbolInfos, function ($symbol) {
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return $this->getSymbolSt($symbol);
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});
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if ($wsDataPos) {
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$pos = Pos::transferWsDataPos($wsDataPos);
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$positions[$wsDataPos->symbol . "_" . $wsDataPos->posSide] = $pos;
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$wsData = new WsData($this->plat, 'pos', $trade = null, $pos = $wsDataPos);
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$onData($wsData);
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}
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}
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$this->positions = $positions;
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return;
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}
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$this->msg("okx 无处理ws数据实现", $data);
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}
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});
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}
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public function klineListen($symbol, $peroid, $onData)
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{
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$symbol = $this->getSymbolOri($symbol, $this->plat);
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$this->exBroker->klineListen($symbol, $peroid, function ($data) use ($onData) {
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$kline = Kline::transferOkx($data);
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$onData($kline);
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});
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}
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//转换为标准交易对
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public function getSymbolSt($symbol)
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{
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$symbol = str_replace('-USDT-SWAP', 'USDT', $symbol);
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if (preg_match('/^[A-Z0-9]+USDT$/', $symbol)) {
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return $symbol;
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} else {
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throw new Exception('转换标准交易对错误' + $symbol + ' to ', $symbol);
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}
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}
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//转换为原始交易对
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public function getSymbolOri($symbol, $platTarget)
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{
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$symbolSt = $this->getSymbolSt($symbol);
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if ($platTarget == 'binance') {
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return $symbolSt;
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}
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if ($platTarget == 'okx') {
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return str_replace('USDT', '-USDT-SWAP', $symbolSt);
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}
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throw new Exception('平台错误' + $platTarget);
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}
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public function placeOrder(Order $order)
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{
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if ($this->plat == 'okx') {
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$orderOri = $order->toOkxOrder($this->symbolInfos, function ($symbol) {
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return $this->getSymbolOri($symbol, $this->plat);
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});
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$this->msg("下单", $orderOri);
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if ($orderOri['sz'] == 0) {
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$this->msg("下单数量为0，不下单", $orderOri);
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return ["code" => 1, "msg" => "下单数量为0，不下单"];
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}
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$res = $this->exBroker->placeOrder($orderOri);
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$this->msg("下单结果", $res);
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return $res;
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}
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}
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public function msg()
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{
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$args = func_get_args();
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$outStr = '[' . timeFormat('ms') . ']：' . $this->name . ": ";
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foreach ($args as $key => $value) {
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$value = is_array($value) ? json_encode($value) : $value;
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if (is_bool($value)) {
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$value = $value ? 'bool:true' : 'bool:false';
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}
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$outStr .= count($args) - $key > 1 ? $value . ' ' : $value;
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}
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echo $outStr . PHP_EOL;
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}
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public function getPosQty($symbol, $posSide)
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{
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$key = $symbol . "_" . $posSide;
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if (!isset($this->positions[$key])) {
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return 0;
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}
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/** @var Pos $pos */
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$pos = $this->positions[$key];
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return abs($pos->qty);
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}
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private function initSymbolInfos()
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{
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if ($this->plat == 'okx') {
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//获取所有USDT SWAP 交易对
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$res = $this->exBroker->getSymbolInfos();
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$infos = [];
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foreach ($res as $key => $value) {
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if ($value["settleCcy"] == "USDT") {
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$info = SymbolInfo::transferOkx($value, function ($symbol) {
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return $this->getSymbolSt($symbol);
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});
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$infos[$info->symbol] = $info;
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}
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}
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$this->symbolInfos = $infos;
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}
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//定时10m刷新
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swoole_timer_after(1000 * 60 * 10, function () {
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$this->initSymbolInfos();
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});
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}
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public function stopListen()
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{
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$this->exBroker->stopListen();
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}
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} |
...
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...
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