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411 lines
17 KiB
411 lines
17 KiB
<?php
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namespace App\Handlers;
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use App\Models\TestTradeOrder;
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use Illuminate\Database\Schema\Blueprint;
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use Illuminate\Support\Carbon;
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use Illuminate\Support\Facades\Cache;
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use Illuminate\Support\Facades\DB;
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use Illuminate\Support\Facades\Schema;
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use Illuminate\Support\Facades\Redis;
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class Kline
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{
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/**** START ****/
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// 后台生成一天的30分钟周期线 然后根据30分钟线随机生成1min线 机器人根据1minK线跑盘
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private $klineData = [];
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public function generateKline2($config, $end_time = null)
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{
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if (empty($config)) return false;
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$datetime = $config['datetime'];
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//Y-m-d H：i：s 开始结束时间
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$start_date = Carbon::parse($datetime)->toDateTimeString();
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$end_date = Carbon::parse($datetime)->addDays(1)->toDateTimeString();
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if ($end_time) {
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$end_date = Carbon::parse($end_time)->toDateTimeString();
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}
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// 生成K线
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$this->fake_period_kline($config, $start_date, $end_date);
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foreach ($this->klineData as &$kline) {
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if ($kline['low'] < $config['low']) {
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$kline['low'] = $config['low'];
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}
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if ($kline['high'] > $config['high']) {
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$kline['high'] = $config['high'];
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}
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}
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return $this->klineData;
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}
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// 生成30minK线
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private function fake_period_kline($config, $start_date, $end_date)
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{
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$decimal = 100000;
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$seconds = 1800;
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$period = 'is_30min';
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$open_price = $config['open'];
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$close_price = $config['close'];
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$high_price = $config['high'];
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$low_price = $config['low'];
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$min_amount = $config['min_amount'];
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$max_amount = $config['max_amount'];
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$start = strtotime($start_date);
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$end = strtotime($end_date);
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// dd($open_price,$close_price,$high_price,$low_price);
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$period_seconds = 1800;
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$periodCount = 86400 / $period_seconds;
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$unit = custom_number_format(bcMath(($high_price - $low_price), $periodCount - 1, '/', 8), 8);
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// 24小时 周期价格上涨下跌趋势随机 1涨2跌
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$period2_seconds = 1800;
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$periodCount2 = 86400 / $period2_seconds;
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$periodsTrend = [];
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for ($i = 0; $i < $periodCount2; $i++) {
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if ($close_price > $open_price) {
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$thresholdValue = 60;
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} else {
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$thresholdValue = 40;
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}
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$periodsTrend[$start + ($i * $period2_seconds)] = mt_rand(1, 100) <= $thresholdValue ? 1 : 2;
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}
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$ups_downs_high = abs(floor($unit * $decimal * 10)); //高
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$ups_downs_value = abs(floor($unit * 5 * $decimal)); //值
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$ups_downs_low = 0; //低
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// dd($unit,$ups_downs_high,$ups_downs_value,$ups_downs_low);
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$current = $start;
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$kkk = 1;
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while ($current < $end) {
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// echo $current . '--' . $kkk . "\r\n";
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// 获取上一条
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$aa = Cache::get('klineData');
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$prev_time = $current - $seconds;
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$prev = array_first($this->klineData ?? [], function ($v, $k) use ($prev_time) {
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return $v['timestamp'] == $prev_time;
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});
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if (blank($prev)) {
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$price = $open_price * $decimal;
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} else {
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$price = $prev['close'] * $decimal;
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}
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$amount = mt_rand($min_amount * $decimal, $max_amount * $decimal) / $decimal;
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$volume = bcMath($amount, $price, '/');
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$open = $price;
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$up_or_down = mt_rand(1, 100);
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$flag = array_first($periodsTrend, function ($v, $k) use ($current, $period2_seconds) {
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return $current >= $k && $current < ($k + $period2_seconds);
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});
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// dump($current . '--' . $flag);
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if ($flag == 1) {
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$value = 60;
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} else {
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$value = 40;
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}
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if($aa['close']>$high_price){
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$up_or_down=100;
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}else if($aa['close'] < $low_price){
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$up_or_down=1;
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}
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// dump($ups_downs_low,$ups_downs_value,$ups_downs_high);
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if ($up_or_down <= $value) {
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// 涨
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$close = mt_rand($price, $price + mt_rand($ups_downs_low, $ups_downs_high));
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$high = mt_rand($close, $close + mt_rand($ups_downs_low, $ups_downs_value));
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$low = mt_rand($close - mt_rand($ups_downs_low, $ups_downs_value), $close);
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} else {
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// 跌
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$close = mt_rand($price - mt_rand($ups_downs_low, $ups_downs_high), $price);
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$high = mt_rand($close, $close + mt_rand($ups_downs_value, $ups_downs_high));
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$low = mt_rand($close - mt_rand($ups_downs_low, $ups_downs_value), $close);
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}
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if ($current == $start) {
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$open = $open_price * $decimal;
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} elseif ($current + $seconds == $end) {
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$close = $close_price * $decimal;
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}
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$high = max($open, $close, $high, $low);
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$low = min($open, $close, $high, $low);
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$open = $open / $decimal;
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$close = $close / $decimal;
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$high = $high / $decimal;
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$low = $low / $decimal;
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// dd($open,$close,$high,$low,$prev->toArray());
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$klineItem = [
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'timestamp' => $current,
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'datetime' => date('Y-m-d H:i:s', $current),
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'open' => $open,
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'close' => $close,
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'high' => $high,
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'low' => $low,
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'volume' => $volume,
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'amount' => $amount,
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$period => 1,
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];
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array_push($this->klineData, $klineItem);
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Cache::put("klineData", $klineItem);
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$current += $seconds;
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$kkk++;
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}
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return true;
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}
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/**** END ****/
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//创建表
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public function generateKline($period)
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{
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if ($period == '1min') {
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$seconds = 60;
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$open_carbon = Carbon::now()->floorMinute()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorMinute();
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} elseif ($period == '5min') {
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$seconds = 300;
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$open_carbon = Carbon::now()->floorMinute()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorMinute();
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} elseif ($period == '15min') {
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$seconds = 900;
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$open_carbon = Carbon::now()->floorMinute()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorMinute();
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} elseif ($period == '30min') {
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$seconds = 1800;
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$open_carbon = Carbon::now()->floorMinute()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorMinute();
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} elseif ($period == '60min') {
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$seconds = 3600;
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$open_carbon = Carbon::now()->floorHour()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorHour();
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} elseif ($period == '4hour') {
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$seconds = 14400;
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$open_carbon = Carbon::now()->floorHour()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorHour();
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} elseif ($period == '1day') {
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$seconds = 86400;
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$open_carbon = Carbon::now()->floorDay()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorDay();
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} elseif ($period == '1week') {
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$seconds = 604800;
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$open_carbon = Carbon::now()->floorDay()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorDay();
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} elseif ($period == '1mon') {
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$seconds = 2592000;
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$open_carbon = Carbon::now()->floorMonth()->subSeconds($seconds);
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$close_carbon = Carbon::now()->floorMonth();
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} else {
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return;
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}
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$id = $close_carbon->timestamp;
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$open_time = $open_carbon->timestamp;
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$close_time = $close_carbon->timestamp;
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$base_coin = 'lvo';
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$quote_coin = 'usdt';
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$table = strtolower("test_kline_" . $period . "_" . $base_coin . "_" . $quote_coin);
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if (!Schema::hasTable($table)) {
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$this->createTable($table);
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}
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$first = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->orderBy('order_id', 'asc')->first();
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// if(blank($first)) return;
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if (blank($first)) {
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// 时间周期内没有数据
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$prev = DB::table($table)->where('id', $open_time)->first(); // 上一条K线
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if (blank($prev)) return;
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$prev = get_object_vars($prev);
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$data = [
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"id" => $id,
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"open" => $prev['open'],
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"close" => (float)$prev['close'],
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"high" => (float)$prev['high'],
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"low" => (float)$prev['low'],
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"price" => (float)$prev['price'],
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"amount" => $prev['amount'],
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"vol" => $prev['vol'],
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"count" => $prev['count'],
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"time" => time(),
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];
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} else {
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$last = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->orderBy('order_id', 'desc')->first();
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$high = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->max('unit_price');
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$low = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->min('unit_price');
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$amount = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->sum('trade_amount');
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$count = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->count();
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$vol = $amount * TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->avg('unit_price');
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$prev = DB::table($table)->where('id', $open_time)->first(); // 上一条K线
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if (blank($prev)) {
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$open = (float)$first['unit_price'];
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} else {
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$prev = get_object_vars($prev);
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$open = $prev['close'];
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}
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$data = [
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"id" => $id,
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"open" => $open,
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"close" => (float)$last['unit_price'],
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"high" => (float)$high,
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"low" => (float)$low,
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"price" => (float)$last['unit_price'],
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"amount" => $amount,
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"vol" => $vol,
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"count" => $count,
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"time" => time(),
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];
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}
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// 缓存
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Cache::store('redis')->put('market:' . $base_coin . $quote_coin . '_kline_' . $period, $data);
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// 查询当前周期K线 防止重复插入
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$kline = DB::table($table)->where('id', $id)->first();
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if (blank($kline)) {
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DB::table($table)->insert($data);
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} else {
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$kline->update(array_except($data, ['id']));
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}
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}
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public function createTable($table)
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{
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Schema::create($table, function (Blueprint $table) {
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$table->integer('id')->index()->default(0)->comment('时间周期');
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$table->float('open', 20, 6)->default(0)->comment('开盘价');
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$table->float('close', 20, 6)->default(0)->comment('收盘价');
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$table->float('high', 20, 6)->default(0)->comment('最高价');
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$table->float('low', 20, 6)->default(0)->comment('最低价');
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$table->float('amount', 20, 6)->default(0)->comment('交易量(quote)');
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$table->float('vol', 20, 6)->default(0)->comment('成交量(base)');
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$table->float('price', 20, 6)->default(0)->comment('价格');
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$table->integer('count')->default(0)->comment('成交单数');
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$table->integer('time')->default(0)->comment('时间点记录');
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});
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}
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public function cacheKline($period, $unit_price)
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{
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if ($period == '1min') {
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$seconds = 60;
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$open_carbon = Carbon::now()->floorMinute();
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$close_carbon = Carbon::now()->floorMinute()->addSeconds($seconds);
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} elseif ($period == '5min') {
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$seconds = 300;
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$open_carbon = Carbon::now()->floorMinute();
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$close_carbon = Carbon::now()->floorMinute()->addSeconds($seconds);
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} elseif ($period == '15min') {
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$seconds = 900;
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$open_carbon = Carbon::now()->floorMinute();
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$close_carbon = Carbon::now()->floorMinute()->addSeconds($seconds);
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} elseif ($period == '30min') {
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$seconds = 1800;
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$open_carbon = Carbon::now()->floorMinute();
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$close_carbon = Carbon::now()->floorMinute()->addSeconds($seconds);
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} elseif ($period == '60min') {
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$seconds = 3600;
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$open_carbon = Carbon::now()->floorHour();
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$close_carbon = Carbon::now()->floorHour()->addSeconds($seconds);
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} elseif ($period == '4hour') {
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$seconds = 14400;
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$open_carbon = Carbon::now()->floorHour();
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$close_carbon = Carbon::now()->floorHour()->addSeconds($seconds);
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} elseif ($period == '1day') {
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$seconds = 86400;
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$open_carbon = Carbon::now()->floorDay();
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$close_carbon = Carbon::now()->floorDay()->addSeconds($seconds);
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} elseif ($period == '1week') {
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$seconds = 604800;
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$open_carbon = Carbon::now()->floorDay();
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$close_carbon = Carbon::now()->floorDay()->addSeconds($seconds);
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} elseif ($period == '1mon') {
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$seconds = 2592000;
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$open_carbon = Carbon::now()->floorMonth();
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$close_carbon = Carbon::now()->floorMonth()->addSeconds($seconds);
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} else {
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return;
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}
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$id = $open_carbon->timestamp;
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$open_time = $open_carbon->timestamp;
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$close_time = $close_carbon->timestamp;
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$base_coin = 'lvo';
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$quote_coin = 'usdt';
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$table = strtolower("test_kline_" . $period . "_" . $base_coin . "_" . $quote_coin);
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if (!Schema::hasTable($table)) {
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$this->createTable($table);
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}
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$first = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->orderBy('order_id', 'asc')->first();
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// if(blank($first)) return;
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if (blank($first)) {
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// 时间周期内没有数据
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$prev = DB::table($table)->where('id', $open_time)->first(); // 上一条K线
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if (blank($prev)) return;
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$prev = get_object_vars($prev);
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$data = [
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"id" => $id,
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"open" => $prev['open'],
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"close" => (float)$unit_price,
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"high" => (float)$prev['high'],
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"low" => (float)$prev['low'],
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"price" => (float)$prev['price'],
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"amount" => $prev['amount'],
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"vol" => $prev['vol'],
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"count" => $prev['count'],
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"time" => time(),
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];
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} else {
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$high = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->max('unit_price');
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$low = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->min('unit_price');
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$amount = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->sum('trade_amount');
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$count = TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->count();
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$vol = $amount * TestTradeOrder::query()->whereBetween('ts', [$open_time, $close_time])->avg('unit_price');
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$prev = DB::table($table)->where('id', $open_time)->first(); // 上一条K线
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if (blank($prev)) {
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$open = (float)$first['unit_price'];
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} else {
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$prev = get_object_vars($prev);
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$open = $prev['close'];
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}
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$data = [
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"id" => $id,
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"open" => $open,
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"close" => (float)$unit_price,
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"high" => (float)$high,
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"low" => (float)$low,
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"price" => (float)$unit_price,
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"amount" => $amount,
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"vol" => $vol,
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"count" => $count,
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"time" => time(),
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];
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}
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// 更新缓存
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Cache::store('redis')->put('market:' . $base_coin . $quote_coin . '_kline_' . $period, $data);
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}
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}
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