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4 个修改的文件
包含
83 行增加
和
8 行删除
| @@ -16,6 +16,7 @@ require_once __DIR__ . '/struct/SymbolInfo.php'; | @@ -16,6 +16,7 @@ require_once __DIR__ . '/struct/SymbolInfo.php'; | ||
| 16 | require_once __DIR__ . '/struct/WsDataOrder.php'; | 16 | require_once __DIR__ . '/struct/WsDataOrder.php'; |
| 17 | require_once __DIR__ . '/struct/WsDataAccount.php'; | 17 | require_once __DIR__ . '/struct/WsDataAccount.php'; |
| 18 | require_once __DIR__ . '/struct/Pos.php'; | 18 | require_once __DIR__ . '/struct/Pos.php'; |
| 19 | +require_once __DIR__ . '/struct/Premium.php'; | ||
| 19 | require_once __DIR__ . '/../jytools/func.php'; | 20 | require_once __DIR__ . '/../jytools/func.php'; |
| 20 | require_once __DIR__ . '/../jytools/Websocket.php'; | 21 | require_once __DIR__ . '/../jytools/Websocket.php'; |
| 21 | 22 | ||
| @@ -34,6 +35,7 @@ use trader\struct\SymbolInfo; | @@ -34,6 +35,7 @@ use trader\struct\SymbolInfo; | ||
| 34 | use trader\struct\WsDataOrder; | 35 | use trader\struct\WsDataOrder; |
| 35 | use trader\struct\WsDataAccount; | 36 | use trader\struct\WsDataAccount; |
| 36 | use trader\struct\Pos; | 37 | use trader\struct\Pos; |
| 38 | +use trader\struct\Premium; | ||
| 37 | use \Exception; | 39 | use \Exception; |
| 38 | use function jytools\timeFormat; | 40 | use function jytools\timeFormat; |
| 39 | use function jytools\getMicrotime; | 41 | use function jytools\getMicrotime; |
| @@ -679,4 +681,32 @@ class CmBroker | @@ -679,4 +681,32 @@ class CmBroker | ||
| 679 | { | 681 | { |
| 680 | $this->positions = $this->getAllPos(); | 682 | $this->positions = $this->getAllPos(); |
| 681 | } | 683 | } |
| 684 | + //----------公告数据接口-------- | ||
| 685 | + //获取所有品种资金费率,返回数据为 Premium[] | ||
| 686 | + public function getPremiumAll(): array | ||
| 687 | + { | ||
| 688 | + $data = []; | ||
| 689 | + if ($this->plat == self::PLAT_OKX) { | ||
| 690 | + foreach ($this->symbolInfos as $key => $value) { | ||
| 691 | + $res = $this->exBroker->getPremium($value->symbolOri); | ||
| 692 | + if (isset($res['data'])) { | ||
| 693 | + $prem = Premium::transferOkx($res['data'][0], function ($symbol) { | ||
| 694 | + return $this->getSymbolSt($symbol); | ||
| 695 | + }); | ||
| 696 | + $data[$prem->symbol] = $prem; | ||
| 697 | + } | ||
| 698 | + } | ||
| 699 | + } else if ($this->plat == self::PLAT_BINANCE) { | ||
| 700 | + $res = $this->exBroker->getPremiumAll(); | ||
| 701 | + foreach ($res as $key => $value) { | ||
| 702 | + $prem = Premium::transferBinance($value, function ($symbol) { | ||
| 703 | + return $this->getSymbolSt($symbol); | ||
| 704 | + }); | ||
| 705 | + $data[$prem->symbol] = $prem; | ||
| 706 | + } | ||
| 707 | + } else { | ||
| 708 | + throw new Exception("获取资金费 该交易所未实现,请先实现代码"); | ||
| 709 | + } | ||
| 710 | + return $data; | ||
| 711 | + } | ||
| 682 | } | 712 | } |
| @@ -148,4 +148,14 @@ class ExBroker | @@ -148,4 +148,14 @@ class ExBroker | ||
| 148 | } | 148 | } |
| 149 | return $newPositions; | 149 | return $newPositions; |
| 150 | } | 150 | } |
| 151 | + //获取资金费率 | ||
| 152 | + public function getPremiumAll($symbol = null) | ||
| 153 | + { | ||
| 154 | + $params = []; | ||
| 155 | + if ($symbol) { | ||
| 156 | + $params['symbol'] = $symbol; | ||
| 157 | + } | ||
| 158 | + $res = $this->api->getPremiumIndex($params); | ||
| 159 | + return $res; | ||
| 160 | + } | ||
| 151 | } | 161 | } |
| @@ -390,4 +390,13 @@ class ExBroker | @@ -390,4 +390,13 @@ class ExBroker | ||
| 390 | } | 390 | } |
| 391 | return $this->api->klines($param); | 391 | return $this->api->klines($param); |
| 392 | } | 392 | } |
| 393 | + //获取资金费率 | ||
| 394 | + public function getPremium($symbol) | ||
| 395 | + { | ||
| 396 | + $param = [ | ||
| 397 | + 'instId' => $symbol, | ||
| 398 | + ]; | ||
| 399 | + $res = $this->api->fundingRate($param); | ||
| 400 | + return $res; | ||
| 401 | + } | ||
| 393 | } | 402 | } |
| 1 | <?php | 1 | <?php |
| 2 | 2 | ||
| 3 | -namespace trader\PreOrd; | 3 | +namespace trader\struct; |
| 4 | 4 | ||
| 5 | class Premium | 5 | class Premium |
| 6 | { | 6 | { |
| 7 | - private $symbol; | ||
| 8 | - private $rate; | ||
| 9 | - private $settleTs; | ||
| 10 | - private $settleTime; | 7 | + public $symbol; //标准交易对 |
| 8 | + public $symbolOri; //原始交易对 | ||
| 9 | + public $rate; //资金费率 | ||
| 10 | + public $settleTs; //下次结算时间 | ||
| 11 | + public $settlePeriod; //结算周期 | ||
| 12 | + public $uts; //最近更新时间 | ||
| 11 | 13 | ||
| 12 | - public function __construct($symbol, $rate, $settleTs, $settleTime) | 14 | + public function __construct($symbol, $symbolOri, $rate, $settleTs, $settlePeriod, $uts) |
| 13 | { | 15 | { |
| 14 | $this->symbol = $symbol; | 16 | $this->symbol = $symbol; |
| 17 | + $this->symbolOri = $symbolOri; | ||
| 15 | $this->rate = $rate; | 18 | $this->rate = $rate; |
| 16 | $this->settleTs = $settleTs; | 19 | $this->settleTs = $settleTs; |
| 17 | - $this->settleTime = $settleTime; | 20 | + $this->settlePeriod = $settlePeriod; |
| 21 | + $this->uts = $uts; | ||
| 18 | } | 22 | } |
| 19 | 23 | ||
| 20 | public function toArray() | 24 | public function toArray() |
| 21 | { | 25 | { |
| 22 | return [ | 26 | return [ |
| 23 | 'symbol' => $this->symbol, | 27 | 'symbol' => $this->symbol, |
| 28 | + 'symbolOri' => $this->symbolOri, | ||
| 24 | 'rate' => $this->rate, | 29 | 'rate' => $this->rate, |
| 25 | 'settleTs' => $this->settleTs, | 30 | 'settleTs' => $this->settleTs, |
| 26 | - 'settleTime' => $this->settleTime, | 31 | + 'settlePeriod' => $this->settlePeriod, |
| 32 | + 'uts' => $this->uts, | ||
| 27 | ]; | 33 | ]; |
| 28 | } | 34 | } |
| 35 | + public static function transferOkx($data, callable $getSymbolSt): self | ||
| 36 | + { | ||
| 37 | + $symbolOri = $data['instId']; | ||
| 38 | + $symbolSt = $getSymbolSt($symbolOri); | ||
| 39 | + $rate = $data['fundingRate']; | ||
| 40 | + $settleTs = $data['fundingTime']; | ||
| 41 | + $settlePeriod = $data['nextFundingTime'] - $settleTs; | ||
| 42 | + $uts = $data['ts']; | ||
| 43 | + return new self($symbolSt, $symbolOri, $rate, $settleTs, $settlePeriod, $uts); | ||
| 44 | + } | ||
| 45 | + public static function transferBinance($data, callable $getSymbolSt): self | ||
| 46 | + { | ||
| 47 | + $symbolOri = $data['symbol']; | ||
| 48 | + $symbolSt = $getSymbolSt($symbolOri); | ||
| 49 | + $rate = $data['lastFundingRate']; | ||
| 50 | + $settleTs = $data['nextFundingTime']; | ||
| 51 | + $settlePeriod = 0; | ||
| 52 | + $uts = $data['time']; | ||
| 53 | + return new self($symbolSt, $symbolOri, $rate, $settleTs, $settlePeriod, $uts); | ||
| 54 | + } | ||
| 29 | } | 55 | } |
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