feat：增加增量盘口更新

@@ -6,6 +6,7 @@ require_once __DIR__ . '/../jytools/BinanceFutures.php';
 
 use trader\struct\ApiInfo;
 use trader\CmBroker;
+use function jytools\output;
 
 // $key = "gfqf3key8Ywq4NkdgXl9P7eZAfH2mxNLfLAiik9xjRQ64fWitkMeOrC0HNEk5VC3";
 // $secret = "W0WN7WeFINJpHi7BJam6xxeNquKkcrZCiPdrr4I6PZuYGiWXDomPbmgFmGINevSB";
@@ -14,14 +15,20 @@ $secret = "rX9PVXaX2bEqKycsPsuk3e5dAbUk8Psvd6tYKzYHTbZIBimOJxWqrSjQOaS2eqLP";
 $apiInfo = new ApiInfo($key, $secret, "");
 // $wsHost = "ws://bnws.keetu.com";
 // $restHost = "http://bnapi.keetu.com";
-$wsHost = "bnws.a.indigo888.com";
-$restHost = "bnfapi.a.indigo888.com";
-$broker = new CmBroker(CmBroker::PLAT_BINANCE, $apiInfo, $wsHost, $restHost);
+$wsHost = "ws://bnws.a.indigo888.com";
+$restHost = "http://bnfapi.a.indigo888.com";
+$broker = new CmBroker(CmBroker::PLAT_BINANCE, $apiInfo, "", "");
 // $broker->accListen(function ($data) {
 //     // var_dump($data);
 // });
 
-$broker->getLevers();
+// $broker->getLevers();
+$broker->subDepth('ADAUSDT', function ($data) {
+    // var_dump($data);
+    output("asks len:", count($data['asks']));
+    output("bids len:", count($data['bids']));
+    echo "-----" . PHP_EOL;
+});
 
 
 // use jytools\BinanceFutures;

@@ -838,4 +838,8 @@ class CmBroker
         }
         return [];
     }
+    public function subDepth($symbol, callable $onData)
+    {
+        $this->exBroker->subDepth($symbol, $onData);
+    }
 }

@@ -44,6 +44,13 @@ class Api
         $method = "GET";
         return $this->request($method, $url, $params);
     }
+    //获取深度
+    public function depth($params)
+    {
+        $url = "/fapi/v1/depth";
+        $method = "GET";
+        return $this->request($method, $url, $params);
+    }
 
     //-------private interface ------------
     //获取用户监听key

@@ -10,6 +10,9 @@ require_once __DIR__ . '/../../../jytools/func.php';
 use trader\struct\ApiInfo;
 use trader\exchange\binance\Api as BnApi;
 use jytools\Websocket;
+use Swoole\Coroutine;
+
+use function jytools\getMicrotime;
 use function jytools\output;
 
 class ExBroker
@@ -20,6 +23,15 @@ class ExBroker
     private BnApi $api;
     private ?Websocket $wsAcc;
     private ?Websocket $wsKline;
+    private ?Websocket $wsDepth;
+    private array $depthData = [
+        'lid' => 0, //lastUpdateId
+        'bids' => [],
+        'asks' => [],
+        'uts' => 0, //updateTime
+    ];
+    private array $depthCache = [];
+    private bool $gettingDepth = false;
 
     public function __construct(?ApiInfo $apiInfo)
     {
@@ -181,4 +193,92 @@ class ExBroker
         $res = $this->api->klines($params);
         return $res;
     }
+    public function subDepth($symbol, callable $onData)
+    {
+        var_dump($this->host . $this->path);
+        $this->wsDepth = new Websocket($this->host . $this->path);
+        $this->wsDepth->connect(
+            $onOpen = function () use ($symbol) {
+                $symbol = strtolower($symbol);
+                $subData = json_encode(['method' => 'SUBSCRIBE', 'params' => [$symbol . '@depth@100ms'], 'id' => 1]);
+                $this->wsDepth->push($subData);
+            },
+            $onMessage = function ($data) use ($onData) {
+                $data = json_decode($data, true);
+                if (!$data || !isset($data['data'])) {
+                    return;
+                }
+                $startTs = getMicrotime();
+                $this->updateDepthData($data['data']);
+                $endTs = getMicrotime();
+                $cost = $endTs - $startTs;
+                output($data['data']['s'] . ' depth update cost(ms):' . $cost);
+                $onData($this->depthData);
+            },
+            $onClose = null,
+        );
+    }
+    private function updateDepthData($data)
+    {
+        if ($this->depthData['lid'] == 0 && !$this->gettingDepth) {
+            Coroutine::create(function () use ($data) {
+                $this->gettingDepth = true;
+                $data = $this->api->depth(['symbol' => $data['s'], 'limit' => 1000]);
+                if ($data) {
+                    $this->depthData['lid'] = $data['lastUpdateId'];
+                    $this->depthData['bids'] = $this->formatDepthData($data['bids']);
+                    $this->depthData['asks'] = $this->formatDepthData($data['asks']);
+                    $this->depthData['uts'] = $data['T'];
+                }
+                $this->gettingDepth = false;
+            });
+        }
+
+        if ($this->depthData['lid'] == 0) {
+            $this->depthCache[] = $data;
+            while (count($this->depthCache) > 20) {
+                array_shift($this->depthCache);
+            }
+        } else {
+            if (count($this->depthCache) != 0) {
+                foreach ($this->depthCache as $v) {
+                    if ($v['pu'] == $this->depthData['lid'] || $v['T'] > $this->depthData['uts']) {
+                        $this->addDepthData($v);
+                    }
+                }
+                $this->depthCache = [];
+            }
+            $this->addDepthData($data);
+        }
+    }
+    private function formatDepthData($data)
+    {
+        $newData = [];
+        foreach ($data as $item) {
+            $price = ($item[0]);
+            $qty = ($item[1]);
+            $newData[$price] = $qty;
+        }
+        return $newData;
+    }
+    private function addDepthData($data)
+    {
+        $data['a'] = $this->formatDepthData($data['a']);
+        $data['b'] = $this->formatDepthData($data['b']);
+        $this->depthData['asks'] = array_merge($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;
+        });
+        //从大到小排序
+        krsort($this->depthData['asks']);
+        //从小到大排序
+        ksort($this->depthData['bids']);
+        $this->depthData['lid'] = $data['u'];
+        $this->depthData['uts'] = $data['T'];
+    }
 }