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orderBook.class.php
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<?php
require_once('orderRedis.class.php');
class OrderBook {
private $orderRedis;
private $precision=4; //数量的小数位数
public function __construct($host,$port){
$this->orderRedis=new OrderRedis($host,$port);
}
/**
* @method 订单处理
*
* @param $order 订单数据[order_id,user_id,market,price,quantity,side,type]
* @return bool
*/
public function processOrder($order){
if(!$this->limitDataCheck($order)){//数据校验
return 'Invalid order';
}
if($order['type']=='limit'){//限价单
$info=$this->processLimitOrder($order);
}else{//市价单
$info=$this->processMarketOrder($order);
}
return $info;
}
/**
* @method 限价订单处理
*
* @param $order 订单数据[order_id,user_id,market,price,quantity,side,type,status,match_id]
* @return bool
*/
private function processLimitOrder($order){
$updateArr=[]; //数量发送变化的订单
$matchArr=[]; //撮合成功的订单
$newArr=[]; //新增的订单
echo 'process order：'.$order['order_id'].'<br>';
if($order['side']=='ask'){ //处理卖单
//查找买盘是价格大于本价格的订单,价格降序排列
$orderArea=$this->orderRedis->getPriceArea($order['market'],$order['type'],'bid',$order['price'],9999999);//array(2) { ["A100004"]=> float(101) ["A100003"]=> float(102) }
if(count($orderArea)>0){ //有能撮合的订单->撮合
$orderArea=array_reverse($orderArea,true);//数组反转
foreach ($orderArea as $key => $value) {
$orderInfo=$this->orderRedis->getOrder($key); //根据orderid查找订单详情
if(round($order['quantity'],$this->precision)<=round($orderInfo['quantity'],$this->precision)){ //本单可售数量充足
$operaRes=$this->orderRedis->updateOrder($orderInfo['order_id'],'quantity',round($orderInfo['quantity']-$order['quantity'],$this->precision));//修改本单可售数量
$operaRes=$this->orderRedis->updateOrder($orderInfo['order_id'],'match_id',$orderInfo['match_id'].$order['order_id'].',');//修改本单撮合的id
$sellout=0;
if ($operaRes&&round($order['quantity'],$this->precision)==round($orderInfo['quantity'],$this->precision)) {//若可售数量为0，从买盘撤单
$removeRes=$this->orderRedis->removeOrderBook($orderInfo['market'],'limit','bid',$orderInfo['order_id']);
$sellout=1;
}
//数量发送变化的订单
$updateOrder=[
'order_id' => $key,
'quantity' => round($order['quantity'],$this->precision),
'sellout' => $sellout
];
$updateArr[]=$updateOrder;
//撮合成功的订单
$matchOrder=[
'sell_id' => $order['user_id'], //卖家id
'buy_id' => $orderInfo['user_id'],//买家id
'price' => $orderInfo['price'],
'quantity' => round($order['quantity'],$this->precision),
'side' => 'ask', //卖出
'market' => $order['market'],
'sell_order'=> $order['order_id'],//卖单id
'buy_order' => $orderInfo['order_id'],//买单id
];
$matchArr[]=$matchOrder;
$order['quantity']=0;//数量清0
break;
}else{ //本单可售数量不足
$order['quantity']=round($order['quantity']-$orderInfo['quantity'],$this->precision);//修改传入订单数量
$operaRes=$this->orderRedis->updateOrder($orderInfo['order_id'],'quantity',0);//修改本单可售数量为0
$operaRes=$this->orderRedis->updateOrder($orderInfo['order_id'],'match_id',$orderInfo['match_id'].$order['order_id'].',');//修改本单撮合的id
$removeRes=$this->orderRedis->removeOrderBook($orderInfo['market'],'limit','bid',$orderInfo['order_id']);//将从买盘撤单
//数量发送变化的订单
$updateOrder=[
'order_id' => $key,
'quantity' => round($orderInfo['quantity'],$this->precision),
'sellout' => 1
];
$updateArr[]=$updateOrder;
//撮合成功的订单
$matchOrder=[
'sell_id' => $order['user_id'],
'buy_id' => $orderInfo['user_id'],
'price' => $orderInfo['price'],
'quantity' => round($orderInfo['quantity'],$this->precision),
'side' => 'ask', //卖出
'market' => $order['market'],
'sell_order'=> $order['order_id'], //卖单id
'buy_order' => $orderInfo['order_id'], //买单id
];
$matchArr[]=$matchOrder;
continue; //继续撮合直到传入订单完成或没有撮合的买单
}
}
if ($order['quantity']>0) { //如果传入订单还有未撮合的数量->剩下的数量直接生成卖盘单
$newOrder=$this->orderRedis->newOrder($order['order_id'],$order);
//新生成订单
$newOrder=[
'order_id' => $order['order_id'],
'type' => $order['type'],
'side' => $order['side'],
'market' => $order['market'],
'quantity' => round($order['quantity'],$this->precision),
'price' => $order['price'],
'user_id' => $order['user_id']
];
$newArr[]=$newOrder;
}
}else{ //没有可以撮合的订单->直接生成卖盘单
$newOrder=$this->orderRedis->newOrder($order['order_id'],$order);
//新生成订单
$newOrder=[
'order_id' => $order['order_id'],
'type' => $order['type'],
'side' => $order['side'],
'market' => $order['market'],
'quantity' => round($order['quantity'],$this->precision),
'price' => $order['price'],
'user_id' => $order['user_id']
];
$newArr[]=$newOrder;
}
}else{ //处理买单
//查找卖盘是价格小于等于本价格的订单,价格升序排列
$orderArea=$this->orderRedis->getPriceArea($order['market'],$order['type'],'ask',0,$order['price']);//array(2) { ["A100004"]=> float(101) ["A100003"]=> float(102) }
if(count($orderArea)>0){ //有能撮合的订单->撮合
foreach ($orderArea as $key => $value) {
$orderInfo=$this->orderRedis->getOrder($key); //根据orderid查找订单详情
if(round($order['quantity'],$this->precision)<=round($orderInfo['quantity'],$this->precision)){ //本单可售数量充足
$operaRes=$this->orderRedis->updateOrder($orderInfo['order_id'],'quantity',round($orderInfo['quantity']-$order['quantity'],$this->precision));//修改本单可售数量
$operaRes=$this->orderRedis->updateOrder($orderInfo['order_id'],'match_id',$orderInfo['match_id'].$order['order_id'].',');//修改本单撮合的id
$sellout=0;
if ($operaRes&&round($order['quantity'],$this->precision)==round($orderInfo['quantity'],$this->precision)) {//若可售数量为0，从卖盘撤单
$removeRes=$this->orderRedis->removeOrderBook($orderInfo['market'],'limit','ask',$orderInfo['order_id']);
$sellout=1;
}
//数量发送变化的订单
$updateOrder=[
'order_id' => $key,
'quantity' => round($order['quantity'],$this->precision),
'sellout' => $sellout
];
$updateArr[]=$updateOrder;
//撮合成功的订单
$matchOrder=[
'sell_id' => $orderInfo['user_id'],
'buy_id' => $order['user_id'],
'price' => $orderInfo['price'],
'quantity' => round($order['quantity'],$this->precision),
'side' => 'bid', //买入
'market' => $order['market'],
'sell_order'=> $orderInfo['order_id'],//卖单id
'buy_order' => $order['order_id'],//买单id
];
$matchArr[]=$matchOrder;
$order['quantity']=0;//数量清0
break;
}else{ //本单可售数量不足
$order['quantity']=round($order['quantity']-$orderInfo['quantity'],$this->precision);//修改传入订单数量
$operaRes=$this->orderRedis->updateOrder($orderInfo['order_id'],'quantity',0);//修改本单可售数量为0
$operaRes=$this->orderRedis->updateOrder($orderInfo['order_id'],'match_id',$orderInfo['match_id'].$order['order_id'].',');//修改本单撮合的id
$removeRes=$this->orderRedis->removeOrderBook($orderInfo['market'],'limit','ask',$orderInfo['order_id']);//将从卖盘撤单
//数量发送变化的订单
$updateOrder=[
'order_id' => $key,
'quantity' => round($orderInfo['quantity'],$this->precision),
'sellout' => 1
];
$updateArr[]=$updateOrder;
//撮合成功的订单
$matchOrder=[
'sell_id' => $orderInfo['user_id'],
'buy_id' => $order['user_id'],
'price' => $orderInfo['price'],
'quantity' => round($orderInfo['quantity'],$this->precision),
'side' => 'bid', //买入
'market' => $order['market'],
'sell_order'=> $orderInfo['order_id'],//卖单id
'buy_order' => $order['order_id'],//买单id
];
$matchArr[]=$matchOrder;
continue; //继续撮合直到传入订单完成或没有撮合的卖单
}
}
if ($order['quantity']!=0) { //如果传入订单还有未撮合的数量->剩下的数量直接生成买盘单
$newOrder=$this->orderRedis->newOrder($order['order_id'],$order);
//新生成订单
$newOrder=[
'order_id' => $order['order_id'],
'type' => $order['type'],
'side' => $order['side'],
'market' => $order['market'],
'quantity' => round($order['quantity'],$this->precision),
'price' => $order['price'],
'user_id' => $order['user_id']
];
$newArr[]=$newOrder;
}
}else{ //没有可以撮合的订单->直接生成买盘单
echo 'no match<br>';
$newOrder=$this->orderRedis->newOrder($order['order_id'],$order);
//新生成订单
$newOrder=[
'order_id' => $order['order_id'],
'type' => $order['type'],
'side' => $order['side'],
'market' => $order['market'],
'quantity' => round($order['quantity'],$this->precision),
'price' => $order['price'],
'user_id' => $order['user_id']
];
$newArr[]=$newOrder;
}
}
$data=['updateArr'=>$updateArr,'matchArr'=>$matchArr,'newArr'=>$newArr];
return $data;
}
/**
* @method 市价订单处理
*
* @param $order 订单数据[order_id,user_id,market,price,quantity,side,type]
* @return bool
*/
private function processMarketOrder($order){
$info='Comming Soon!';
return $info;
}
//限价订单数据校验
private function limitDataCheck($order){
if(!isset($order['user_id'])||!isset($order['quantity'])||!isset($order['price'])||!isset($order['order_id'])||!isset($order['side'])||!isset($order['type'])){
return 0;
}
if($order['price']<=0||$order['quantity']<=0||!in_array($order['type'], ['limit','market'])||!in_array($order['side'], ['ask','bid'])){
return 0;
}
return 1;
}
/**
* @method 盘口数据
*
* @param $type 订单类型
* @param $market 交易市场
* @return bool
*/
public function getHandicap($type,$market){
$handicap=['bid'=>[],'ask'=>[]];
$bidArr=[];
$askArr=[];
$bidlist=$this->orderRedis->getOrderBooks($market, $type, 'bid');
foreach ($bidlist as $key => $value) {
if(!isset($bidArr["$value"])){
$bidArr["$value"]=0;
}
$order=$this->orderRedis->getOrder($key);
$bidArr["$value"]+=$order['quantity'];
}
foreach ($bidArr as $key => $value) {
$handicap['bid'][]=['price'=>$key,'quantity'=>$value,'total'=>$key*$value];
}
$asklist=$this->orderRedis->getOrderBooks($market, $type, 'ask');
foreach ($asklist as $key => $value) {
if(!isset($askArr["$value"])){
$askArr["$value"]=0;
}
$order=$this->orderRedis->getOrder($key);
$askArr["$value"]+=$order['quantity'];
}
foreach ($askArr as $key => $value) {
$handicap['ask'][]=['price'=>$key,'quantity'=>$value,'total'=>$key*$value];
}
return $handicap;
}
//清空Reids所有数据
public function emptys(){
$info=$this->orderRedis->cleanAll();
if ($info) {
return 'empty all data success';
}else{
return 'empty fail';
}
}
/**
* @method 取消订单
*
* @param $market 交易市场（交易对）
* @param $side [买单bid,卖单ask]
* @param $type 订单类型[limit,market]
* @param $order_id 订单编号
* @return bool
*/
public function removeOrder($market,$type='limit', $side,$order_id){
$info=$this->orderRedis->removeOrderBook($market,$type, $side,$order_id);//从盘口删除
$info=$this->orderRedis->removeOrder($order_id);//从订单列表删除
if ($info) {
return 'success';
}else{
return 'fail';
}
}
}