PHP 高效的開發量化交易程式,不輸 go c++ python

終生學習者發表於2019-04-29
PHPGoC++Python

前言

這個SDK是我們團隊的成果，現在開源它，讓php做虛擬貨幣量化交易這塊更為簡單，目前已經大量運用在我們的專案上，效果良好，在請求時間上與 go c++ python相差不大，因為主要網路IO問題。 當然硬體資源的利用率靜態語言肯定比動態強很多。中前期用PHP來開發（就算後期也木有壓力），後期用靜態語言分離模組做微服務化，與PHP結合非常強悍，目前我們正在用GO開始做部分分離了。

這SDK集合了目前交易量最大的多家交易所的API，讓開發人員只關注業務層。它是基於Bitmex Okex Huobi Binance等等，這些底層API再次封裝。它的優點同時支援多平臺，支援統一引數輸入與輸出，也支援原生引數輸入，簡單的量化交易完全滿足你的需求。就算你有特殊的需求你可以單獨通過該方法getPlatform()返回例項，呼叫底層API。

中文文件

English Document

2019.9.11修改：新增了kucoin交易所，以及各種小BUG的修復等等
2019.12.2修改：市價深度、買賣查詢預設關閉、穩定版本釋出等等已經其他BUG
2020.1.2：新增幣安期貨介面

其他交易所API

Exchanges 它包含以下所有交易所，強烈推薦使用該SDK。

Bitmex

Okex

Huobi

Binance

Kucoin

安裝方式

composer require linwj/exchanges

交易所初始化

//公共介面初始化物件
$exchanges=new Exchanges('binance');
$exchanges=new Exchanges('bitmex');
$exchanges=new Exchanges('okex');
$exchanges=new Exchanges('huobi');
$exchanges=new Exchanges('kucoin');
...
...

//私有介面初始化物件
$exchanges=new Exchanges('binance',$key,$secret);
$exchanges=new Exchanges('bitmex',$key,$secret);
$exchanges=new Exchanges('okex',$key,$secret,$passphrase);
$exchanges=new Exchanges('huobi',$key,$secret,$account_id);
$exchanges=new Exchanges('kucoin',$key,$secret,$passphrase);
...
...

火幣獲取$account_id方式

統一引數返回

所有提交引數與返回引數只要第一個字元為下劃線的_全部為自定義引數。

/**
 * Buy()   Sell()   Show() 三個方法都返回相同引數
 * @return [
 *      ***返回原始資料
 *      ...
 *      ...
 *      ***返回自定義資料，帶'_'下劃線的是統一返回引數格式。
 *      _status=>NEW 進行中   PART_FILLED 部分成交   FILLED 完全成交  CANCELING:撤銷中   CANCELLED 已撤銷   FAILURE 下單失敗
 *      _filled_qty=>已交易完成數量
 *      _price_avg=>成交均價
 *      _filed_amount=>交易價格
 *      _order_id=>系統ID
 *      _client_id=>自定義ID
 * ]
 *
 * */

 /**
 * 系統錯誤
 * http request code 400 403 500 503
 * @return [
 *      _error=>[
 *          ***返回原始資料
 *          ...
 *          ...
 *          ***返回自定義資料，帶'_'下劃線的是統一返回引數格式。
 *          _method => POST
 *          _url => https://testnet.bitmex.com/api/v1/order
 *          _httpcode => 400
 *      ]
 * ]
 * */

Buy Sell 方法預設有2秒的等待查詢，因為交易所是撮合交易所以查詢需要等待。該預設2秒查詢可以關閉如：buy($data,false)

買賣查詢統一引數返回 詳情

系統錯誤統一引數返回
binance
okex
huobi
bitmex
kucoin

該SDK目前只支援REST請求，暫時不支援Websocket，後期會加入這塊。

支援更多的請求設定 More

$exchanges->setOptions([
    //設定請求超時時間，預設60s
    'timeout'=>10,

    //如果您正在本地開發需要代理，您可以這樣設定
    'proxy'=>true,
    //更靈活的代理設定
    /* 'proxy'=>[
     'http'  => 'http://127.0.0.1:12333',
     'https' => 'http://127.0.0.1:12333',
     'no'    =>  ['.cn']
     ], */
    //是否開啟證照
    //'verify'=>false,
]);

現貨

市價交易
//binance
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'BTCUSDT',
    '_number'=>'0.01',
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'symbol'=>'BTCUSDT',
    'type'=>'MARKET',
    'quantity'=>'0.01',
]);

//okex
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'BTC-USDT',
    '_price'=>'10',
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'instrument_id'=>'btc-usdt',
    'type'=>'market',
    'notional'=>'10'
]);

//huobi
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'btcusdt',
    '_price'=>'10',
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'account-id'=>$account_id,
    'symbol'=>'btcusdt',
    'type'=>'buy-market',
    'amount'=>10
]);
限價交易
//binance
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'BTCUSDT',
    '_number'=>'0.01',
    '_price'=>'2000',
]); 
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'symbol'=>'BTCUSDT',
    'type'=>'LIMIT',
    'quantity'=>'0.01',
    'price'=>'2000',
    'timeInForce'=>'GTC',
]);

//okex
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'BTC-USDT',
    '_number'=>'0.001',
    '_price'=>'2000',
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'instrument_id'=>'btc-usdt',
    'price'=>'100',
    'size'=>'0.001',
]);

//huobi
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'btcusdt',
    '_number'=>'0.001',
    '_price'=>'2000',
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'account-id'=>$account_id,
    'symbol'=>'btcusdt',
    'type'=>'buy-limit',
    'amount'=>'0.001',
    'price'=>'2001',
]);

期貨

市價交易
//bitmex
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'XBTUSD',
    '_number'=>'1',
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'symbol'=>'XBTUSD',
    'orderQty'=>'1',
    'ordType'=>'Market',
]);

//okex
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'BTC-USD-190628',
    '_number'=>'1',
    '_entry'=>true,//open long
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'instrument_id'=>'BTC-USD-190628',
    'size'=>1,
    'type'=>1,//1:open long 2:open short 3:close long 4:close short
    //'price'=>2000,
    'leverage'=>10,//10x or 20x leverage
    'match_price' => 1,
    'order_type'=>0,
]);

//huobi
$exchanges->trader()->buy([
    '_symbol'=>'ETC191227',
    '_number'=>'1',
    '_entry'=>true,//true:open  false:close
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'symbol'=>'XRP',//string false "BTC","ETH"...
    'contract_type'=>'quarter',//string false Contract Type ("this_week": "next_week": "quarter":)
    'contract_code'=>'XRP190927',//string false BTC180914
    //'price'=>'0.3',// decimal true Price
    'volume'=>'1',//long true Numbers of orders (amount)
    //'direction'=>'buy',// string  true    Transaction direction
    'offset'=>'open',// string  true    "open", "close"
    'order_price_type'=>'opponent',//"limit", "opponent"
    'lever_rate'=>20,//int true Leverage rate [if“Open”is multiple orders in 10 rate, there will be not multiple orders in 20 rate
]);
限價交易
//bitmex
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'XBTUSD',
    '_number'=>'1',
    '_price'=>100
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'symbol'=>'XBTUSD',
    'price'=>'100',
    'orderQty'=>'1',
    'ordType'=>'Limit',
]);

//okex
//統一提交引數
$exchanges->trader()->buy([
    '_symbol'=>'BTC-USD-190628',
    '_number'=>'1',
    '_price'=>'2000',
    '_entry'=>true,//open long
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'instrument_id'=>'BTC-USD-190628',
    'size'=>1,
    'type'=>1,//1:open long 2:open short 3:close long 4:close short
    'price'=>2000,
    'leverage'=>10,//10x or 20x leverage
    'match_price' => 0,
    'order_type'=>0,
]);

//huobi
$exchanges->trader()->buy([
    '_symbol'=>'XRP190927',
    '_number'=>'1',
    '_price'=>'0.3',
    '_entry'=>true,//true:open  false:close
]);
//也支援原生引數，與上等同
$exchanges->trader()->buy([
    'symbol'=>'XRP',//string false "BTC","ETH"...
    'contract_type'=>'quarter',//string false Contract Type ("this_week": "next_week": "quarter":)
    'contract_code'=>'XRP190927',// string  false   BTC180914
    'price'=>'0.3',//decimal true Price
    'volume'=>'1',//long true Numbers of orders (amount)
    //'direction'=>'buy',// string  true Transaction direction
    'offset'=>'open',// string  true    "open", "close"
    'order_price_type'=>'limit',//"limit", "opponent"
    'lever_rate'=>20,//int true Leverage rate [if“Open”is multiple orders in 10 rate, there will be not multiple orders in 20 rate
]);

訂單查詢

//binance
$exchanges->trader()->show([
    '_symbol'=>'BTCUSDT',
    '_order_id'=>'324314658',
    //'_client_id'=>'1bc3e974577a6ad9ce730006eafb5522',
]);

//bitmex
$exchanges->trader()->show([
    '_symbol'=>'XBTUSD',
    '_order_id'=>'7d03ac2a-b24d-f48c-95f4-2628e6411927',
    //'_client_id'=>'1bc3e974577a6ad9ce730006eafb5522',
]);

//okex
$exchanges->trader()->show([
    '_symbol'=>'BTC-USDT',
    '_order_id'=>'2671215997495296',
    //'_client_id'=>'1bc3e974577a6ad9ce730006eafb5522',
]);
$exchanges->trader()->show([
    '_symbol'=>'BTC-USD-190927',
    '_order_id'=>'2671566274710528',
    //'_client_id'=>'1bc3e974577a6ad9ce730006eafb5522',
]);
$exchanges->trader()->show([
    '_symbol'=>'BTC-USD-SWAP',
    '_order_id'=>'2671566274710528',
    //'_client_id'=>'1bc3e974577a6ad9ce730006eafb5522',
]);

//huobi spot
$exchanges->trader()->show([
    '_order_id'=>'29897313869',
    //'_client_id'=>'1bc3e974577a6ad9ce730006eafb5522',
]);
//huobi future
$exchanges->trader()->show([
    '_symbol'=>'XRP190927',
    '_order_id'=>'2715696586',
    //'_client_id'=>'1bc3e974577a6ad9ce730006eafb5522',
]);

賬號餘額與倉位獲取

//binance
//Get current account information.
$exchanges->account()->get();

//bitmex
//bargaining transaction
$exchanges->account()->get([
    //不填寫預設返回所有倉位
    //'_symbol'=>'XBTUSD'
]);

//okex  spot
//This endpoint supports getting the balance, amount available/on hold of a token in spot account.
$exchanges->account()->get([
    '_symbol'=>'BTC',
]);

//okex future
//Get the information of holding positions of a contract.
$exchanges->account()->get([
    '_symbol'=>'BTC-USD-190628',
]);

//okex swap
$exchanges->account()->get([
    '_symbol'=>'BTC-USD-SWAP',
]);

//huobi spot
$exchanges->account()->get([
    '_symbol'=>'btcusdt',
]);

//huobi future
$exchanges->account()->get([
    '_symbol'=>'BTC190927',
]);

支援更底層API物件請求

使用前建議先去看看這些Bitmex Okex Huobi Binance底層已經封裝過的SDK。

以下是呼叫底層API的發起一個新的訂單例項

//binance
$exchanges->getPlatform()->trade()->postOrder([
    'symbol'=>'BTCUSDT',
    'side'=>'BUY',
    'type'=>'LIMIT',
    'quantity'=>'0.01',
    'price'=>'2000',
    'timeInForce'=>'GTC',
]);

//bitmex
$exchanges->getPlatform()->order()->post([
    'symbol'=>'XBTUSD',
    'price'=>'100',
    'side'=>'Buy',
    'orderQty'=>'1',
    'ordType'=>'Limit',
]);

//okex
$exchanges->getPlatform('spot')->order()->post([
    'instrument_id'=>'btc-usdt',
    'side'=>'buy',
    'price'=>'100',
    'size'=>'0.001',
    //'type'=>'market',
    //'notional'=>'100'
]);
$exchanges->getPlatform('future')->order()->post([
    'instrument_id'=>'btc-usd-190628',
    'type'=>'1',
    'price'=>'100',
    'size'=>'1',
]);
$result=$exchanges->getPlatform('swap')->order()->post([
    'instrument_id'=>'BTC-USD-SWAP',
    'type'=>'1',
    'price'=>'5000',
    'size'=>'1',
]);

//huobi
$exchanges->getPlatform('spot')->order()->postPlace([
    'account-id'=>$account_id,
    'symbol'=>'btcusdt',
    'type'=>'buy-limit',
    'amount'=>'0.001',
    'price'=>'100',
]);

$exchanges->getPlatform('future')->contract()->postOrder([
    'symbol'=>'XRP',//string    false   "BTC","ETH"...
    'contract_type'=>'quarter',//   string  false   Contract Type ("this_week": "next_week": "quarter":)
    'contract_code'=>'XRP190927',// string  false   BTC180914
    'price'=>'0.3',//   decimal true    Price
    'volume'=>'1',//    long    true    Numbers of orders (amount)
    'direction'=>'buy',//   string  true    Transaction direction
    'offset'=>'open',// string  true    "open", "close"
    'order_price_type'=>'limit',//"limit", "opponent"
    'lever_rate'=>20,//int  true    Leverage rate [if“Open”is multiple orders in 10 rate, there will be not multiple orders in 20 rate
    //'client_order_id'=>'',//long  false   Clients fill and maintain themselves, and this time must be greater than last time
]);

更多用例請檢視 more
更多API請檢視 more

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