Question

我正在研究PHP中的比特币交易脚本。要对实时数据进行纸质交易，我必须从订单簿中确定买入/卖出价格，即买方价格。

订单簿实时json数据看起来像this

订单簿有两个主要阵列 - bid＆amp;问。每个买/卖数组的价格[0]，数量[1]和第三个参数[2]无关：

买/卖样品数组

[0] => Array
    (
        [0] => 8848.99
        [1] => 9.89850469
        [2] => 7
    )

[1] => Array
    (
        [0] => 8848.2
        [1] => 0.05
        [2] => 1
    )

[2] => Array
    (
        [0] => 8848.02
        [1] => 0.274203
        [2] => 1
    )

[3] => Array
    (
        [0] => 8848.01
        [1] => 0.0012
        [2] => 1
    )

[4] => Array
    (
        [0] => 8847.47
        [1] => 0.5
        [2] => 1
    )

[5] => Array
    (
        [0] => 8846.99
        [1] => 0.28345
        [2] => 1
    )

[6] => Array
    (
        [0] => 8846.81
        [1] => 0.75
        [2] => 1
    )

[7] => Array
    (
        [0] => 8846
        [1] => 0.75181214
        [2] => 2
    )

[8] => Array
    (
        [0] => 8845.99
        [1] => 26.57694043
        [2] => 28
    )

根据以上数据，如何计算PHP中15或n个硬币的平均价格？考虑到订单将从上到下填充/采用。

Answer 1

我用这个Excel公式解决了它： Avg. Cost = sumproduct(price series, qty series) / sum(qty series)

这是PHP代码：

$order_book = json_decode($order_book, true);
$bids = ($order_book['bids']);

$ordered = 15; //n number of coins
$filled = 0;
$fill_array = array();

foreach ($bids as $PriceQty) {

    $price = $PriceQty[0];
    $qty = $PriceQty[1];

    if ($ordered != $filled){

        $required = $ordered - $filled;

        if ($qty >= $required){
            $fill_array[] = array($price,$required);
            $filled = $filled + $required;
            break;
        }else{
            $filled = $filled + $qty;
            $fill_array[] = array($price,$qty);
        }   
    }   
}   

$totalQty = 0;
$totalSum = 0;

foreach ($fill_array as $PriceQty) {
    $totalSum = $totalSum + ($PriceQty[0] * $PriceQty[1]);
    $totalQty = $totalQty + $PriceQty[1];
}   

echo "$totalSum/$totalQty = ".($totalSum/$totalQty);

可能有更简单的方法，有人可以改善这个答案。目前它产生了预期的平均值。

根据买/卖订单簿确定Taker价格

1 个答案: