PHP 高效的开发量化交易程序,不输 go c++ python
前言#
这个 SDK 是我们团队的成果,现在开源它,让 php 做虚拟货币量化交易这块更为简单,目前已经大量运用在我们的项目上,效果良好,在请求时间上与 go c++ python 相差不大,因为主要网络 IO 问题。 当然硬件资源的利用率静态语言肯定比动态强很多。中前期用 PHP 来开发(就算后期也木有压力),后期用静态语言分离模块做微服务化,与 PHP 结合非常强悍,目前我们正在用 GO 开始做部分分离了。
这 SDK 集合了目前交易量最大的多家交易所的 API,让开发人员只关注业务层。它是基于 Bitmex Okex Huobi Binance 等等,这些底层 API 再次封装。它的优点同时支持多平台,支持统一参数输入与输出,也支持原生参数输入,简单的量化交易完全满足你的需求。就算你有特殊的需求你可以单独通过该方法 getPlatform() 返回实例,调用底层 API。
2019.9.11 修改:添加了 kucoin 交易所,以及各种小 BUG 的修复等等
2019.12.2 修改:市价深度、买卖查询默认关闭、稳定版本发布等等已经其他 BUG
2020.1.2:添加币安期货接口
2020.5.22: 新增多个交易所,mxc coinbase bitfinex zb
2020.8.28: 新增多个交易所,Crex24 Bigone Gate 等交易所
2020.11.26: 添加多个交易所的 websocket
其他交易所 API#
Exchanges 它包含以下所有交易所,强烈推荐使用该 SDK。
Gate Support V2/V4
安装方式#
composer require linwj/exchanges
交易所初始化#
//公共接口初始化对象
$exchanges=new Exchanges('binance');
$exchanges=new Exchanges('bitmex');
$exchanges=new Exchanges('okex');
$exchanges=new Exchanges('huobi');
$exchanges=new Exchanges('kucoin');
...
...
//私有接口初始化对象
$exchanges=new Exchanges('binance',$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);
...
...
统一参数返回#
所有提交参数与返回参数只要第一个字符为下划线的_
全部为自定义参数。
/**
* Buy() Sell() Show() 三个方法都返回相同参数
* @return [
* ***返回原始数据
* ...
* ...
* ***返回自定义数据,带'_'下划线的是统一返回参数格式。
* _status=>NEW 进行中 PART_FILLED 部分成交 FILLED 完全成交 CANCELING:撤销中 CANCELLED 已撤销 FAILURE 下单失败
* _filled_qty=>已交易完成数量
* _price_avg=>成交均价
* _filed_amount=>交易价格
* _order_id=>系统ID
* _client_id=>自定义ID
* ]
*
* */
/**
* 系统错误
* http request code 400 403 500 503
* @return [
* _error=>[
* ***返回原始数据
* ...
* ...
* ***返回自定义数据,带'_'下划线的是统一返回参数格式。
* _method => POST
* _url => https://testnet.bitmex.com/api/v1/order
* _httpcode => 400
* ]
* ]
* */
Buy Sell 方法默认有 2 秒的等待查询,因为交易所是撮合交易所以查询需要等待。该默认 2 秒查询可以关闭如:buy($data,false)
买卖查询统一参数返回 详情
系统错误统一参数返回
binance
okex
huobi
bitmex
kucoin
该 SDK 目前只支持 REST 请求,暂时不支持 Websocket,后期会加入这块。
支持更多的请求设置 More
$exchanges->setOptions([
//设置请求超时时间,默认60s
'timeout'=>10,
//如果您正在本地开发需要代理,您可以这样设置
'proxy'=>true,
//更灵活的代理设置
/* 'proxy'=>[
'http' => 'http://127.0.0.1:12333',
'https' => 'http://127.0.0.1:12333',
'no' => ['.cn']
], */
//是否开启证书
//'verify'=>false,
]);
现货#
市价交易#
//binance
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'BTCUSDT',
'_number'=>'0.01',
]);
//也支持原生参数,与上等同
$exchanges->trader()->buy([
'symbol'=>'BTCUSDT',
'type'=>'MARKET',
'quantity'=>'0.01',
]);
//okex
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'BTC-USDT',
'_price'=>'10',
]);
//也支持原生参数,与上等同
$exchanges->trader()->buy([
'instrument_id'=>'btc-usdt',
'type'=>'market',
'notional'=>'10'
]);
//huobi
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'btcusdt',
'_price'=>'10',
]);
//也支持原生参数,与上等同
$exchanges->trader()->buy([
'account-id'=>$account_id,
'symbol'=>'btcusdt',
'type'=>'buy-market',
'amount'=>10
]);
限价交易#
//binance
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'BTCUSDT',
'_number'=>'0.01',
'_price'=>'2000',
]);
//也支持原生参数,与上等同
$exchanges->trader()->buy([
'symbol'=>'BTCUSDT',
'type'=>'LIMIT',
'quantity'=>'0.01',
'price'=>'2000',
'timeInForce'=>'GTC',
]);
//okex
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'BTC-USDT',
'_number'=>'0.001',
'_price'=>'2000',
]);
//也支持原生参数,与上等同
$exchanges->trader()->buy([
'instrument_id'=>'btc-usdt',
'price'=>'100',
'size'=>'0.001',
]);
//huobi
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'btcusdt',
'_number'=>'0.001',
'_price'=>'2000',
]);
//也支持原生参数,与上等同
$exchanges->trader()->buy([
'account-id'=>$account_id,
'symbol'=>'btcusdt',
'type'=>'buy-limit',
'amount'=>'0.001',
'price'=>'2001',
]);
期货#
市价交易#
//bitmex
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'XBTUSD',
'_number'=>'1',
]);
//也支持原生参数,与上等同
$exchanges->trader()->buy([
'symbol'=>'XBTUSD',
'orderQty'=>'1',
'ordType'=>'Market',
]);
//okex
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'BTC-USD-190628',
'_number'=>'1',
'_entry'=>true,//open long
]);
//也支持原生参数,与上等同
$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
]);
//也支持原生参数,与上等同
$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
]);
限价交易#
//bitmex
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'XBTUSD',
'_number'=>'1',
'_price'=>100
]);
//也支持原生参数,与上等同
$exchanges->trader()->buy([
'symbol'=>'XBTUSD',
'price'=>'100',
'orderQty'=>'1',
'ordType'=>'Limit',
]);
//okex
//统一提交参数
$exchanges->trader()->buy([
'_symbol'=>'BTC-USD-190628',
'_number'=>'1',
'_price'=>'2000',
'_entry'=>true,//open long
]);
//也支持原生参数,与上等同
$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
]);
//也支持原生参数,与上等同
$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
]);
订单查询#
//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',
]);
账号余额与仓位获取#
//binance
//Get current account information.
$exchanges->account()->get();
//bitmex
//bargaining transaction
$exchanges->account()->get([
//不填写默认返回所有仓位
//'_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',
]);
支持更底层 API 对象请求#
使用前建议先去看看这些 Bitmex Okex Huobi Binance 底层已经封装过的 SDK。
以下是调用底层 API 的发起一个新的订单实例
//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
]);
本作品采用《CC 协议》,转载必须注明作者和本文链接
推荐文章: