feat:盘口订阅

+<?php
+
+require_once __DIR__ . '/../trader/CmBroker.php';
+require_once __DIR__ . '/../trader/struct/ApiInfo.php';
+require_once __DIR__ . '/../jytools/BinanceFutures.php';
+
+use trader\struct\ApiInfo;
+use trader\CmBroker;
+use function jytools\output;
+
+$key = "b34ae137-a085-4ec9-a7c7-d10283da9455";
+$secret = "1896634401D28262A05BF538608D44E0";
+$passphrase = "!@Name4tst";
+$apiInfo = new ApiInfo($key, $secret, $passphrase);
+
+$wsHost = "ws://okws.a.indigo888.com";
+$restHost = "http://okapi.a.indigo888.com";
+$broker = new CmBroker(CmBroker::PLAT_OKX, $apiInfo, $wsHost, $restHost);
+
+$broker->subDepth('ADAUSDT', function ($data) {
+    // var_dump($data);
+    output("asks len:", count($data['asks']));
+    output("bids len:", count($data['bids']));
+    echo "-----" . PHP_EOL;
+});

@@ -862,7 +862,7 @@ class CmBroker
     }
     }
     public function subDepth($symbol, callable $onData)
     public function subDepth($symbol, callable $onData)
     {
     {
-        $this->exBroker->subDepth($symbol, $onData);
+        $this->exBroker->subDepth($this->getSymbolOri($symbol), $onData);
     }
     }
     public function getIndexTickers()
     public function getIndexTickers()
     {
     {

@@ -11,6 +11,7 @@ use trader\struct\ApiInfo;
 use trader\exchange\okx\Api as OkxApi;
 use trader\exchange\okx\Api as OkxApi;
 use jytools\Websocket;
 use jytools\Websocket;
 use function jytools\output;
 use function jytools\output;
+use function jytools\getMicrotime;
 
 
 
 
 class ExBroker
 class ExBroker
@@ -23,8 +24,15 @@ class ExBroker
     private OkxApi $api;
     private OkxApi $api;
     private ?Websocket $wsAcc;
     private ?Websocket $wsAcc;
     private ?Websocket $wsKline;
     private ?Websocket $wsKline;
+    private ?Websocket $wsDepth;
     private $timerAccPing = 0;
     private $timerAccPing = 0;
     private $timerKlinePing = 0;
     private $timerKlinePing = 0;
+    private array $depthData = [
+        'lid' => 0, //lastUpdateId
+        'bids' => [],
+        'asks' => [],
+        'uts' => 0, //updateTime
+    ];
 
 
     public function __construct(?ApiInfo $apiInfo)
     public function __construct(?ApiInfo $apiInfo)
     {
     {
@@ -429,4 +437,74 @@ class ExBroker
         $res = $this->api->indexTickers($param);
         $res = $this->api->indexTickers($param);
         return $res;
         return $res;
     }
     }
+    public function subDepth($symbol, callable $onData)
+    {
+        $this->wsDepth = new Websocket($this->host . $this->pathPublic);
+        $this->wsDepth->connect(
+            $onOpen = function () use ($symbol) {
+                $subData = json_encode(["op" => "subscribe", "args" => [['channel' => 'books', 'instId' => $symbol]]]);
+                $this->wsDepth->push($subData);
+            },
+            $onMessage = function ($data) use ($onData) {
+                // var_dump($data);
+                $data = json_decode($data, true);
+                if (!$data || !isset($data['data'])) {
+                    return;
+                }
+                if ($data['action'] == 'snapshot') {
+                    $this->udpateDepthSnapshot($data['data'][0]);
+                }
+                if ($data['action'] == 'update') {
+                    $this->addDepthData($data['data'][0]);
+                }
+                $onData($this->depthData);
+            },
+            $onClose = null,
+        );
+    }
+    function udpateDepthSnapshot($data)
+    {
+        // $this->depthData = $data;
+        $this->depthData['lid'] = $data['seqId'];
+        $this->depthData['bids'] = $this->formatDepthData($data['bids'], 'bids');
+        $this->depthData['asks'] = $this->formatDepthData($data['asks'], 'asks');
+        $this->depthData['uts'] = $data['ts'];
+    }
+    private function formatDepthData($data, $type)
+    {
+        $newData = [];
+        foreach ($data as $item) {
+            $price = ($item[0]);
+            $qty = ($item[1]);
+            $newData[$price] = $qty;
+        }
+        if ($type == 'asks') {
+            //从小到大排序
+            ksort($newData);
+        } else {
+            //从大到小排序
+            krsort($newData);
+        }
+        return $newData;
+    }
+    private function addDepthData($data)
+    {
+        $data['a'] = $this->formatDepthData($data['asks'], 'asks');
+        $data['b'] = $this->formatDepthData($data['bids'], 'bids');
+        $this->depthData['asks'] = array_merge($this->depthData['asks'], $data['a']);
+        $this->depthData['bids'] = array_merge($this->depthData['bids'], $data['b']);
+        //保留值不为0的数据
+        $this->depthData['asks'] = array_filter($this->depthData['asks'], function ($v) {
+            return floatval($v) != 0;
+        });
+        $this->depthData['bids'] = array_filter($this->depthData['bids'], function ($v) {
+            return floatval($v) != 0;
+        });
+        //从小到大排序
+        ksort($this->depthData['asks']);
+        //从大到小排序
+        krsort($this->depthData['bids']);
+        $this->depthData['lid'] = $data['seqId'];
+        $this->depthData['uts'] = $data['ts'];
+    }
 }
 }