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wsDemo.php
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wsDemo.php
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<?php
/**
* Created by PhpStorm.
* User: hengliu
* Date: 2019/5/10
* Time: 8:22 PM
*/
//namespace okv5;
require './vendor/autoload.php';
require './Config.php';
use okv5\Config;
use okv5\PrivateChannels;
use okv5\PublicChannels;
use okv5\TradeChannels;
use okv5\Websocket;
$obj = new PublicChannels(Config::$config);
$callbackTrade = function ($data) use ($obj) {
$dataArr = json_decode($data, true);
$ntime = $obj->getTimestamp();
$otime = $obj -> oldTime;
// print_r($dataArr);
if (!empty($dataArr["table"])){
$key = substr($dataArr["data"][0]["timestamp"], 0,-8);
// print_r($key."\n");
// 第一次，分钟线的初始化
if (empty($obj->tradeVolumn[$key]))
{
print_r($ntime." tradeVolumn ".json_encode($obj->tradeVolumn));
print_r("\n");
$obj->tradeVolumn[$key] = $dataArr["data"][0]["qty"];
// 分钟线成交量的累加
}else{
$obj->tradeVolumn[$key] += $dataArr["data"][0]["qty"];
}
}
print_r($ntime." ".$data);
print_r("\n");
};
// 回调函数
$callback = function ($data) use ($obj){
$ntime = $obj->getTimestamp();
$otime = $obj -> oldTime;
print_r($ntime." ".$data);
print_r("\n");
};
$callbackTime = function ($data) use ($obj){
$dataArr = json_decode($data, true);
$ntime = $obj->getTimestamp();
// $key = $dataArr
// print_r($dataArr["op"]);
// die();
if (!empty($dataArr["table"]))
$key = $dataArr["table"];
elseif(!empty($dataArr["op"]))
$key = $dataArr["op"];
else
$key = "else";
// 上一次时间
if (!empty($key) && !empty($obj -> oldTime[$key]))
$otime = $obj -> oldTime[$key];
else
$otime = $ntime;
// 上次与本次推送时间差，
$lastDiff = $obj->dateToTimestamp($ntime)-$obj->dateToTimestamp($otime);
// print_r($ntime." ($diff) ".$data);
// print_r("\n");
// 本次，本地时间戳与推送数据时间戳的差
if (!empty($dataArr["data"][0]["timestamp"])){
$timestamp = $dataArr["data"][0]["timestamp"];
// if (!empty($dataArr["data"][0]["last_fill_time"])){
// $timestamp = $dataArr["data"][0]["last_fill_time"];
@$diff = $obj->dateToTimestamp($ntime)-$obj->dateToTimestamp($timestamp);
print_r($ntime." ($lastDiff)"." ($diff) ".$data);
print_r("\n");
}else{
print_r($obj->getTimestamp()." ".$data);
print_r("\n");
}
// if (!empty($key) && !empty($obj -> oldTime[$key]))
$obj -> oldTime[$key] = $ntime;
};
/**
* 公共频道 Public Channel
*/
$obj = new PublicChannels(Config::$config);
$instrumentId = "BTC-USDC";
$coin = "EOS";
//$obj->subscribe($callbackTime,'{"channel":"instruments","instType":"FUTURES"}');
//$obj->subscribe($callbackTime,'{"channel":"tickers","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"open-interest","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"trades","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"estimated-price","instType":"FUTURES","uly":"BTC-USD"}');
//$obj->subscribe($callbackTime,'{"channel":"mark-price","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"mark-price-candle1D","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"price-limit","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"books5","instId":"BTC-USDT"}');
//$obj->subscribe($callbackTime,'{"channel":"books","instId":"BTC-USDT"}');
//$obj->subscribe($callbackTime,'{"channel":"opt-summary","uly":"BTC-USD"}');
//$obj->subscribe($callbackTime,'{"channel":"funding-rate","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"index-candle1D","instId":"BTC-USD"}');
//$obj->subscribe($callbackTime,'{"channel":"index-tickers","instId":"BTC-USD"}');
/**
* 私有频道 Private Channel
*/
$obj = new PrivateChannels(Config::$config);
//$obj->subscribe($callbackTime,'{"channel":"account","ccy":"BTC"}');
//$obj->subscribe($callbackTime,'{"channel":"positions","instType":"SWAP","uly":"BTC-USD","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"orders","instType":"SWAP","uly":"BTC-USD","instId":"BTC-USD-SWAP"}');
//$obj->subscribe($callbackTime,'{"channel":"orders-algo","instType":"SWAP","uly":"BTC-USD","instId":"BTC-USD-SWAP"}');
/**
* 交易 Trade
*/
$obj = new TradeChannels(Config::$config);
//$obj->subscribe($callbackTime,'{"id": "1512", "op": "order", "args": [{"side": "buy", "instId": "BTC-USDT", "tdMode": "isolated", "ordType": "limit", "px": "19777", "sz": "1"}]}');
//$obj->subscribe($callbackTime,'{"id": "1512", "op": "order", "args": [{"side": "buy", "instId": "BTC-USDT", "tdMode": "isolated", "ordType": "limit", "px": "19777", "sz": "1"},{"side": "buy", "instId": "BTC-USDT", "tdMode": "isolated", "ordType": "limit", "px": "19778", "sz": "1"}]}');
//$obj->subscribe($callbackTime,'{"id": "1512", "op": "cancel-order", "args": [{"instId": "BTC-USDT", "ordId": "260420821332664322"}]}');
//$obj->subscribe($callbackTime,'{"id": "1512", "op": "cancel-order", "args": [{"instId": "BTC-USDT", "ordId": "260420821332664322"},{"instId": "BTC-USDT", "ordId": "260420821332664323"}]}');
//$obj->subscribe($callbackTime,'{"id": "1512", "op": "amend-order", "args": [{"instId": "BTC-USDT", "ordId": "260420821332664322","newSz":"2"}]}');
$obj->subscribe($callbackTime,'{"id": "1512", "op": "amend-order", "args": [{"instId": "BTC-USDT", "ordId": "260420821332664322","newSz":"2"},{"instId": "BTC-USDT", "ordId": "260420821332664323","newSz":"2"}]}');