本文目录导读：
我来帮你创建PHP项目中关于"0x"协议与订单簿交互的实现方案。
核心数据结构
<?php
// Order.php - 订单实体类
class Order {
public string $maker; // 做市商地址
public string $taker; // 吃单方地址
public string $makerToken; // 做市代币地址
public string $takerToken; // 吃时代币地址
public string $makerAmount; // 做市数量
public string $takerAmount; // 吃单数量
public int $expiryTimestamp; // 过期时间戳
public string $salt; // 随机数
public string $signature; // 签名
public function __construct(array $data = []) {
foreach ($data as $key => $value) {
if (property_exists($this, $key)) {
$this->$key = $value;
}
}
}
public function toArray(): array {
return get_object_vars($this);
}
public function toEIP712Format(): array {
return [
'maker' => $this->maker,
'taker' => $this->taker,
'makerToken' => $this->makerToken,
'takerToken' => $this->takerToken,
'makerAmount' => $this->makerAmount,
'takerAmount' => $this->takerAmount,
'expiryTimestamp' => $this->expiryTimestamp,
'salt' => $this->salt
];
}
}
订单簿管理类
<?php
// OrderBook.php - 订单簿管理
class OrderBook {
private array $bids = []; // 买单列表
private array $asks = []; // 卖单列表
private array $orders = []; // 所有订单
private PDO $db;
public function __construct(PDO $db) {
$this->db = $db;
$this->loadOrders();
}
// 添加订单
public function addOrder(Order $order): bool {
$orderId = $this->generateOrderId($order);
// 验证订单
if (!$this->validateOrder($order)) {
return false;
}
// 检测是否可立即成交
$matchedOrders = $this->findMatches($order);
if (!empty($matchedOrders)) {
$this->executeMatches($order, $matchedOrders);
return true;
}
// 添加到订单簿
$this->orders[$orderId] = $order;
// 根据价格方向分类
if ($this->isBid($order)) {
$this->bids[$orderId] = $order;
krsort($this->bids); // 高价优先
} else {
$this->asks[$orderId] = $order;
ksort($this->asks); // 低价优先
}
// 持久化
$this->saveOrder($order);
return true;
}
// 取消订单
public function cancelOrder(string $orderId): bool {
if (!isset($this->orders[$orderId])) {
return false;
}
$order = $this->orders[$orderId];
// 从内存中移除
unset($this->orders[$orderId]);
unset($this->bids[$orderId]);
unset($this->asks[$orderId]);
// 更新数据库状态
$this->updateOrderStatus($orderId, 'cancelled');
return true;
}
// 查找匹配订单
private function findMatches(Order $order): array {
$matches = [];
if ($this->isBid($order)) {
// 买单匹配卖单
foreach ($this->asks as $askId => $ask) {
if ($this->canMatch($order, $ask)) {
$matches[] = $ask;
}
}
} else {
// 卖单匹配买单
foreach ($this->bids as $bidId => $bid) {
if ($this->canMatch($order, $bid)) {
$matches[] = $bid;
}
}
}
return $matches;
}
// 执行匹配
private function executeMatches(Order $order, array $matchedOrders): void {
foreach ($matchedOrders as $matchedOrder) {
$matchResult = $this->calculateMatch($order, $matchedOrder);
// 创建成交记录
$this->createTrade($matchResult);
// 更新剩余数量
$this->updateRemainingAmount($matchedOrder, $matchResult['filledAmount']);
// 如果完全成交，移除订单
if ($matchResult['fullyFilled']) {
$this->removeOrder($matchedOrder);
}
}
}
// 检查是否可匹配
private function canMatch(Order $order1, Order $order2): bool {
// 检查价格是否匹配 (简化逻辑)
$price1 = $this->calculatePrice($order1);
$price2 = $this->calculatePrice($order2);
if ($this->isBid($order1)) {
return $price1 >= $price2;
} else {
return $price1 <= $price2;
}
}
// 计算价格
private function calculatePrice(Order $order): float {
$makerAmount = (float)$order->makerAmount;
$takerAmount = (float)$order->takerAmount;
if ($makerAmount == 0) {
return 0;
}
return $takerAmount / $makerAmount;
}
// 判断是否为买单
private function isBid(Order $order): bool {
// 根据实际业务逻辑判断
return strtolower($order->makerToken) < strtolower($order->takerToken);
}
// 生成订单ID
private function generateOrderId(Order $order): string {
return md5($order->maker . $order->salt . time());
}
}
0x协议集成
<?php
// ZeroXIntegration.php - 0x协议集成
class ZeroXIntegration {
private string $zeroXApiEndpoint;
private string $exchangeContract;
private array $config;
public function __construct(array $config) {
$this->config = $config;
$this->zeroXApiEndpoint = $config['api_endpoint'] ?? 'https://api.0x.org';
$this->exchangeContract = $config['exchange_contract'] ?? '';
}
// 创建0x订单
public function createZeroXOrder(Order $order): array {
$orderData = $order->toEIP712Format();
// 添加0x特定字段
$orderData['exchangeContract'] = $this->exchangeContract;
$orderData['makerAssetData'] = $this->encodeAssetData($order->makerToken);
$orderData['takerAssetData'] = $this->encodeAssetData($order->takerToken);
$orderData['feeRecipient'] = $this->config['fee_recipient'] ?? '0x0000000000000000000000000000000000000000';
$orderData['makerFee'] = '0';
$orderData['takerFee'] = '0';
return $orderData;
}
// 编码资产数据
private function encodeAssetData(string $tokenAddress): string {
// ERC20代币数据编码
$erc20Proxy = $this->config['erc20_proxy'] ?? '';
$assetData = '0xf47261b0' . str_pad(substr($tokenAddress, 2), 64, '0', STR_PAD_LEFT);
return $assetData;
}
// 从0x API获取报价
public function getQuote(string $sellToken, string $buyToken, string $sellAmount): ?array {
$params = [
'sellToken' => $sellToken,
'buyToken' => $buyToken,
'sellAmount' => $sellAmount
];
$url = $this->zeroXApiEndpoint . '/swap/v1/quote?' . http_build_query($params);
$response = $this->makeRequest($url);
if ($response && isset($response['price'])) {
return [
'price' => $response['price'],
'guaranteedPrice' => $response['guaranteedPrice'] ?? null,
'buyAmount' => $response['buyAmount'],
'sellAmount' => $response['sellAmount'],
'sources' => $response['sources'] ?? [],
'estimatedGas' => $response['estimatedGas'] ?? null
];
}
return null;
}
// 填写订单
public function fillOrder(Order $order, string $takerAddress, string $takerAmount): array {
$orderData = $this->createZeroXOrder($order);
$fillData = [
'order' => $orderData,
'signature' => $order->signature,
'takerAddress' => $takerAddress,
'takerAmount' => $takerAmount
];
// 准备交易数据
$txData = $this->prepareTransactionData($fillData);
return [
'to' => $this->exchangeContract,
'data' => $txData,
'value' => '0x0'
];
}
// 准备交易数据
private function prepareTransactionData(array $fillData): string {
// 这里应该实现实际的ABI编码
// 简化版本
return '0x' . bin2hex(json_encode($fillData));
}
// 签名验证
public function verifySignature(Order $order): bool {
$messageHash = $this->hashOrder($order);
$signerAddress = $this->recoverSigner($messageHash, $order->signature);
return strtolower($signerAddress) === strtolower($order->maker);
}
// 哈希订单
private function hashOrder(Order $order): string {
$orderData = $this->createZeroXOrder($order);
$encodedData = json_encode($orderData);
return '0x' . hash('keccak256', $encodedData);
}
// 恢复签名者地址
private function recoverSigner(string $messageHash, string $signature): string {
// 实现EIP-712签名恢复
// 这里需要调用以太坊节点或使用相关库
return ''; // 简化处理
}
// 发送HTTP请求
private function makeRequest(string $url): ?array {
$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $url);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, [
'Content-Type: application/json'
]);
$response = curl_exec($ch);
$httpCode = curl_getinfo($ch, CURLINFO_HTTP_CODE);
curl_close($ch);
if ($httpCode === 200 && $response) {
return json_decode($response, true);
}
return null;
}
}
价格聚合器
<?php
// PriceAggregator.php - 0x价格聚合
class PriceAggregator {
private array $sources = [];
private array $cache = [];
private int $cacheTime = 30; // 缓存时间（秒）
public function __construct() {
$this->initSources();
}
// 初始化价格源
private function initSources(): void {
$this->sources = [
'0x_api' => 'https://api.0x.org/swap/v1/price',
'uniswap' => 'https://api.thegraph.com/subgraphs/name/uniswap/uniswap-v2',
'sushiswap' => 'https://api.thegraph.com/subgraphs/name/sushiswap/exchange'
];
}
// 获取最优价格
public function getBestPrice(string $tokenIn, string $tokenOut, string $amount): array {
$cacheKey = md5($tokenIn . $tokenOut . $amount);
// 检查缓存
if (isset($this->cache[$cacheKey]) &&
(time() - $this->cache[$cacheKey]['timestamp'] < $this->cacheTime)) {
return $this->cache[$cacheKey]['data'];
}
$prices = [];
$bestPrice = null;
$bestSource = '';
// 从多个源获取价格
foreach ($this->sources as $source => $endpoint) {
try {
$price = $this->fetchPrice($source, $tokenIn, $tokenOut, $amount);
if ($price !== null) {
$prices[] = [
'source' => $source,
'price' => $price,
'timestamp' => time()
];
if ($bestPrice === null || $price < $bestPrice) {
$bestPrice = $price;
$bestSource = $source;
}
}
} catch (Exception $e) {
// 记录错误但继续
error_log("Price fetch error from {$source}: " . $e->getMessage());
}
}
$result = [
'bestPrice' => $bestPrice,
'bestSource' => $bestSource,
'allPrices' => $prices,
'timestamp' => time()
];
// 缓存结果
$this->cache[$cacheKey] = [
'data' => $result,
'timestamp' => time()
];
return $result;
}
// 获取特定源的价格
private function fetchPrice(string $source, string $tokenIn, string $tokenOut, string $amount): ?float {
switch ($source) {
case '0x_api':
return $this->fetchFrom0x($tokenIn, $tokenOut, $amount);
case 'uniswap':
return $this->fetchFromUniswap($tokenIn, $tokenOut, $amount);
case 'sushiswap':
return $this->fetchFromSushiSwap($tokenIn, $tokenOut, $amount);
default:
return null;
}
}
// 从0x API获取价格
private function fetchFrom0x(string $tokenIn, string $tokenOut, string $amount): ?float {
$url = $this->sources['0x_api'] . '?' . http_build_query([
'sellToken' => $tokenIn,
'buyToken' => $tokenOut,
'sellAmount' => $amount
]);
$response = $this->httpGet($url);
if ($response && isset($response['price'])) {
return (float)$response['price'];
}
return null;
}
// 从Uniswap获取价格
private function fetchFromUniswap(string $tokenIn, string $tokenOut, string $amount): ?float {
// 实现Uniswap价格查询
$query = "
{
pair(id: \"" . $this->getPairAddress($tokenIn, $tokenOut) . "\") {
token0Price
token1Price
}
}";
$response = $this->graphQLQuery($this->sources['uniswap'], $query);
if ($response && isset($response['data']['pair'])) {
$pair = $response['data']['pair'];
return (float)$pair['token0Price'];
}
return null;
}
// HTTP GET请求
private function httpGet(string $url): ?array {
$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $url);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_TIMEOUT, 10);
$response = curl_exec($ch);
$httpCode = curl_getinfo($ch, CURLINFO_HTTP_CODE);
curl_close($ch);
if ($httpCode === 200 && $response) {
return json_decode($response, true);
}
return null;
}
// GraphQL查询
private function graphQLQuery(string $endpoint, string $query): ?array {
$data = ['query' => $query];
$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $endpoint);
curl_setopt($ch, CURLOPT_POST, true);
curl_setopt($ch, CURLOPT_POSTFIELDS, json_encode($data));
curl_setopt($ch, CURLOPT_HTTPHEADER, ['Content-Type: application/json']);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_TIMEOUT, 10);
$response = curl_exec($ch);
curl_close($ch);
if ($response) {
return json_decode($response, true);
}
return null;
}
// 获取交易对地址（简化实现）
private function getPairAddress(string $tokenA, string $tokenB): string {
// 实际实现需要计算Uniswap的pair地址
return '0x' . md5($tokenA . $tokenB);
}
}
使用示例
<?php
// index.php - 使用示例
require_once 'Order.php';
require_once 'OrderBook.php';
require_once 'ZeroXIntegration.php';
require_once 'PriceAggregator.php';
// 初始化数据库连接
$db = new PDO('mysql:host=localhost;dbname=orderbook', 'root', 'password');
$db->setAttribute(PDO::ATTR_ERRMODE, PDO::ERRMODE_EXCEPTION);
// 配置
$config = [
'api_endpoint' => 'https://api.0x.org',
'exchange_contract' => '0x...',
'erc20_proxy' => '0x...',
'fee_recipient' => '0x...'
];
// 创建订单簿
$orderBook = new OrderBook($db);
// 创建0x集成
$zeroX = new ZeroXIntegration($config);
// 创建价格聚合器
$priceAggregator = new PriceAggregator();
// 示例：创建新订单
$order = new Order([
'maker' => '0x1234567890123456789012345678901234567890',
'taker' => '0x0000000000000000000000000000000000000000',
'makerToken' => '0x...', // WETH
'takerToken' => '0x...', // USDC
'makerAmount' => '1000000000000000000', // 1 ETH
'takerAmount' => '3000000000', // 3000 USDC
'expiryTimestamp' => time() + 3600,
'salt' => (string)random_int(0, PHP_INT_MAX)
]);
// 添加到订单簿
$result = $orderBook->addOrder($order);
echo "Order added: " . ($result ? 'Success' : 'Failed') . PHP_EOL;
// 获取报价
$quote = $zeroX->getQuote('0x...', '0x...', '1000000000000000000');
print_r($quote);
// 获取最优价格
$bestPrice = $priceAggregator->getBestPrice('0x...', '0x...', '1000000000000000000');
print_r($bestPrice);
这个实现包含了订单簿管理、0x协议集成和价格聚合的核心功能，根据实际需求,你可能需要调整：
- 数据库表结构和查询
- 签名验证逻辑
- 价格计算和匹配算法
- 交易执行和结算逻辑
需要我详细说明某个特定部分吗？
