indigo-common / indigo-common-php · 提交

转到一个项目

作者 karlet
提交 20b85d2e1afad982e143247952305106077293ed 1 个父辈 a3d4cf99

feat:bybit接入

内嵌 并排对比
正在显示 6 个修改的文件 包含 323 行增加 和 6 行删除
... ... @@ -15,10 +15,11 @@ $apiInfo = new ApiInfo($key, $secret, "");
$wsHost = "ws://bbws.keetu.com";
$restHost = "http://bbapi.keetu.com";
$broker = new CmBroker(CmBroker::PLAT_BYBIT, $apiInfo, $wsHost, $restHost);
// $broker->accListen(function ($data) {
// // var_dump($data);
// });
output("开始监听");
$broker->klineListen("BTCUSDT", "1m", function ($data) {
output($data->toArray());
$broker->accListen(function ($data) {
var_dump($data);
});
// $broker->klineListen("BTCUSDT", "1m", function ($data) {
// output($data->toArray());
// });
... ...
... ... @@ -107,6 +107,9 @@ class CmBroker
if ($this->plat == self::PLAT_OKX) {
$this->okxAccDataHandle($data, $onData);
}
if ($this->plat == self::PLAT_BYBIT) {
$this->bybitAccDataHandle($data, $onData);
}
});
}
//处理币安相关账户数据监听
... ... @@ -203,6 +206,41 @@ class CmBroker
}
$this->msg("okx 无处理ws数据实现", $data);
}
//处理bybit账户相关数据监听
private function bybitAccDataHandle($data, $onData)
{
if (isset($data['topic']) && $data['topic'] == 'order') {
$wsDataTrade = WsDataTrade::TransferBybitTrade($data, $this->symbolInfos, function ($symbol) {
return $this->getSymbolSt($symbol);
});
if ($wsDataTrade != null) {
$wsData = new WsData($this->plat, 'trade', $trade = $wsDataTrade);
$onData($wsData);
}
$wsDataOrd = WsDataOrder::TransferBybitOrder($data, $this->symbolInfos, function ($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['topic']) && $data['topic'] == 'position') {
foreach ($data['data'] as $key => $value) {
$wsDataPos = WsDataPos::TransferBybitPos($value, $this->symbolInfos, function ($symbol) {
return $this->getSymbolSt($symbol);
});
}
if ($wsDataPos != null) {
$pos = Pos::transferWsDataPos($wsDataPos);
$this->positions[$wsDataPos->symbol . "_" . $wsDataPos->posSide] = $pos;
$wsData = new WsData($this->plat, 'pos', $trade = null, $pos = $wsDataPos);
$onData($wsData);
}
return;
}
}
public function klineListen($symbol, $peroid, $onData)
{
if ($this->plat == self::PLAT_BINANCE && $peroid == '1s') {
... ...
... ... @@ -11,6 +11,7 @@ use trader\struct\ApiInfo;
use trader\exchange\bybit\Api as BbApi;
use jytools\Websocket;
use function jytools\output;
use function jytools\getMicrotime;
class ExBroker
{
... ... @@ -21,6 +22,8 @@ class ExBroker
private BbApi $api;
private ?Websocket $wsAcc;
private ?Websocket $wsKline;
private $timerAccPing = 0;
private $timerKlinePing = 0;
public function __construct(ApiInfo $apiInfo)
{
... ... @@ -38,10 +41,31 @@ class ExBroker
$this->api->setHost($host);
}
public function accListen(callable $onData) {}
public function accListen(callable $onData)
{
if (isset($this->wsAcc)) {
$this->wsAcc->close();
}
$this->wsAcc = new Websocket($this->host . $this->pathPri);
$this->wsAcc->connect(
function () {
$this->wsLogin();
$this->wsAccPing();
},
function ($data) use ($onData) {
$this->onWsDataPre($data, $onData);
},
function () {
swoole_timer_clear($this->timerAccPing);
}
);
}
public function klineListen($symbol, $interval, callable $onData)
{
if (isset($this->wsKline)) {
$this->wsKline->close();
}
$this->wsKline = new Websocket($this->host . $this->pathPub);
$this->wsKline->connect(
function () use ($symbol, $interval) {
... ... @@ -51,15 +75,118 @@ class ExBroker
"kline.{$interval}.{$symbol}"
]
]));
$this->wsKlinePing();
},
function ($data) use ($onData) {
$data = json_decode($data, true);
if (isset($data['op']) && $data['op'] == 'pong') {
return; //pong 消息不处理
}
if (isset($data['data'])) {
$onData($data);
}
},
function () {
swoole_timer_clear($this->timerKlinePing);
}
);
}
private function wsKlinePing()
{
$this->timerKlinePing = swoole_timer_tick(1000 * 20, function () {
$pingMsg = [
'op' => 'ping',
'req_id' => (string)time(),
];
$this->wsKline->push(json_encode($pingMsg));
});
}
private function wsAccPing()
{
$this->timerAccPing = swoole_timer_tick(1000 * 20, function () {
$pingMsg = [
'op' => 'ping',
'req_id' => (string)time(),
];
$this->wsAcc->push(json_encode($pingMsg));
});
}
private function createWsSign($expires)
{
$param = "GET/realtime" . $expires;
return hash_hmac('sha256', $param, $this->apiInfo->secret);
}
private function wsLogin()
{
$expires = getMicrotime() + 10 * 1000;
$this->wsAcc->push(json_encode([
'req_id' => (string)time(),
'op' => 'auth',
'args' => [
$this->apiInfo->key,
$expires,
$this->createWsSign($expires)
]
]));
}
private function onWsDataPre($data, callable $onWsData)
{
$data = json_decode($data, true);
if (isset($data['op'])) {
if ($data['op'] == 'pong') {
return; //pong 消息不处理
}
if ($data['op'] == 'auth' && $data['success']) {
output('ws登录成功');
$this->wsSubscribe();
return;
}
if ($data['op'] == 'subscribe') {
return;
}
output('bybit ws 未处理数据', $data);
}
call_user_func($onWsData, $data);
}
private function wsSubscribe()
{
$this->wsAcc->push(json_encode([
'req_id' => (string)time(),
'op' => 'subscribe',
'args' => [
// 'order',
// 'execution',
'position',
// 'wallet'
]
]));
}
public function getKlineChannels()
{
return [
'1' => '1',
'3' => '3',
'5' => '5',
'15' => '15',
'30' => '30',
'60' => '60',
'120' => '120',
'240' => '240',
'360' => '360',
'720' => '720',
'D' => 'D',
'W' => 'W',
'M' => 'M'
];
}
public function getSymbolInfos()
{
$res = $this->api->instruments(["category" => "linear"]);
... ... @@ -69,4 +196,95 @@ class ExBroker
}
return $res['result']['list'];
}
public function stopListen()
{
if (isset($this->wsAcc)) {
$this->wsAcc->close();
}
if (isset($this->wsKline)) {
$this->wsKline->close();
}
}
public function placeOrder($param)
{
return $this->api->placeOrder($param);
}
public function getPositions($symbol = '')
{
$param = [
'category' => 'linear'
];
if ($symbol) {
$param['symbol'] = $symbol;
}
return $this->api->getPositions($param);
}
public function setLeverage($symbol, $leverage)
{
$param = [
'category' => 'linear',
'symbol' => $symbol,
'buyLeverage' => $leverage,
'sellLeverage' => $leverage
];
$res = $this->api->setLeverage($param);
if ($res['retCode'] == 0) {
output($symbol, '设置杠杆为：', $leverage);
return true;
} else {
output($symbol, '设置杠杆错误', $res['retMsg']);
return false;
}
}
public function getKlines($symbol, $interval, $limit = 200, $start = '', $end = '')
{
$param = [
'category' => 'linear',
'symbol' => $symbol,
'interval' => $interval,
'limit' => $limit
];
if ($start) {
$param['start'] = $start;
}
if ($end) {
$param['end'] = $end;
}
return $this->api->klines($param);
}
public function closeAllPos()
{
$res = $this->getPositions();
if ($res['retCode'] == 0 && !empty($res['result']['list'])) {
foreach ($res['result']['list'] as $pos) {
if ($pos['size'] != '0') {
$this->closePos($pos['symbol'], $pos['side'], $pos['size']);
}
}
}
}
private function closePos($symbol, $side, $size)
{
$param = [
'category' => 'linear',
'symbol' => $symbol,
'side' => $side == 'Buy' ? 'Sell' : 'Buy',
'orderType' => 'Market',
'qty' => $size
];
$res = $this->api->placeOrder($param);
if ($res['retCode'] == 0) {
return true;
} else {
output('平仓失败', $res);
return false;
}
}
}
... ...
... ... @@ -132,6 +132,31 @@ class WsDataOrder
$status = self::getBnStatus($order['X']);
return new WsDataOrder($platform, $posSide, $symbol, $side, $price, $avgPx, $qty, $lot, $pnl, $ts, $uts, $ordType, $cliOrdId, $ordId, $status);
}
public static function TransferBybitOrder($data, $symbolInfos, callable $toSymbolSt): WsDataOrder|null
{
$order = $data['data'];
$symbol = call_user_func($toSymbolSt, $order['symbol']);
/** @var SymbolInfo $symbolInfo */
$symbolInfo = $symbolInfos[$symbol] ?? null;
if ($symbolInfo == null) {
return null;
}
$platform = 'bybit';
$posSide = strtoupper($order['side']);
$side = strtoupper($order['side']);
$price = (float)$order['price'];
$avgPx = (float)$order['avg_price'];
$lot = (float)$order['qty'];
$qty = $lot;
$pnl = (float)$order['realised_pnl'];
$ts = (int)$order['transact_time'];
$uts = (int)$order['transact_time'];
$ordType = strtoupper($order['order_type']);
$cliOrdId = $order['order_link_id'];
$ordId = $order['order_id'];
$status = self::getBnStatus($order['order_status']);
return new WsDataOrder($platform, $posSide, $symbol, $side, $price, $avgPx, $qty, $lot, $pnl, $ts, $uts, $ordType, $cliOrdId, $ordId, $status);
}
private static function getBnStatus(string $state)
{
if ($state == 'NEW') {
... ...
... ... @@ -71,4 +71,19 @@ class WsDataPos
$pnl = (float)$data['up'];
return new WsDataPos($symbol, $posSide, $qty, $lot, $avgPrice, false, $pnl);
}
public static function TransferBybitPos($data, $symbolInfos, callable $toSymbolSt): WsDataPos|null
{
$symbol = call_user_func($toSymbolSt, $data['symbol']);
/** @var SymbolInfo $symbolInfo */
$symbolInfo = $symbolInfos[$symbol] ?? null;
if ($symbolInfo === null) {
return null;
}
$posSide = strtoupper($data['side']);
$qty = (float)$data['size'];
$lot = $qty;
$avgPrice = (float)$data['entryPrice'];
$pnl = (float)$data['unrealisedPnl'];
return new WsDataPos($symbol, $posSide, $qty, $lot, $avgPrice, false, $pnl);
}
}
... ...
... ... @@ -114,4 +114,24 @@ class WsDataTrade
$lever = 0;
return new WsDataTrade($platform, $posSide, $symbol, $side, $price, $qty, $lot, $pnl, $fee, $quoteVol, $ts, $tradeId, $ordId, $cliOrdId, $lever);
}
public static function TransferBybitTrade($data, $symbolInfos, callable $toSymbolSt): WsDataTrade|null
{
$platform = 'bybit';
$order = $data['data'];
$symbol = call_user_func($toSymbolSt, $order['symbol']);
$posSide = strtoupper($order['side']);
$side = strtoupper($order['side']);
$price = (float)$order['price'];
$qty = (float)$order['qty'];
$lot = $qty;
$pnl = (float)$order['realised_pnl'];
$fee = (float)$order['fee'];
$quoteVol = $price * $qty;
$ts = $order['transact_time'];
$tradeId = $order['order_id'];
$ordId = $order['order_id'];
$cliOrdId = $order['order_link_id'];
$lever = 0;
return new WsDataTrade($platform, $posSide, $symbol, $side, $price, $qty, $lot, $pnl, $fee, $quoteVol, $ts, $tradeId, $ordId, $cliOrdId, $lever);
}
}
... ...