股票行情数据API |
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股票行情数据对于投资者和金融机构来说非常重要，其中行情数据接口的行情数据API是获取数据的主要方式，因为股票市场作为全球重要的金融市场之一，其股票行情数据、行情数据API、行情数据接口可以提供投资决策和风险管理所需的信息； 股票行情数据的实时性至关重要，通过行情数据API可以帮助投资者快速做出市场变化的响应； 同时股票行情数据的历史数据页对于一些从事量化交易者有一定的帮助，通过股票行情数据的历史信息可以做量化指标的历史回测分析等。 今天给大家带来一个技术干货分享，如何通过接口API订阅并接入实时行情数据源报价，它的方法与步骤 一、API地址及传参说明支持以下产品品类: 美股、港股、A股、外汇、贵金属、商品、数字币 github: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api token申请：https://alltick.co 把下面url中的testtoken替换为您自己的token 外汇，数字币，贵金属的api址： wss://quote.tradeswitcher.com/quote-b-ws-api 港美股api地址: wss://quote.tradeswitcher.com/quote-stock-b-ws-api 建立连接： wss://quote.tradeswitcher.com/quote-stock-b-ws-api?token=testtoken建立连接之后，就可以订阅具体的接口数据了，具体调用方式，请看下文介绍 二、免费申请Token到它的官方网站使用邮箱直接注册即可: https://alltick.co 顺便说一下它的github开源站点：https://github.com/alltick/free-quote 三、请查看code产品列表请到github或者官网上面查看并选择 四、开始真正的订阅实时行情数据源报价当你选择好产品code列表后就可以开始真正的订阅实时行情数据源报价了。请看下面的实例代码： import json import websocket # pip install websocket-client ''' # 特别注意： # github: https://github.com/alltick/free-quote # token申请：https://alltick.co # 把下面url中的testtoken替换为您自己的token # 外汇，数字币，贵金属的api址： # wss://quote.tradeswitcher.com/quote-b-ws-api # 港美股api地址: # wss://quote.tradeswitcher.com/quote-stock-b-ws-api ''' class Feed(object): def __init__(self): self.url = 'wss://quote.tradeswitcher.com/quote-stock-b-ws-api?token=testtoken' # 这里输入websocket的url self.ws = None def on_open(self, ws): """ Callback object which is called at opening websocket. 1 argument: @ ws: the WebSocketApp object """ print('A new WebSocketApp is opened!') # 开始订阅（举个例子） sub_param = { "cmd_id": 22002, "seq_id": 123, "trace":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806", "data":{ "symbol_list":[ { "code": "700.HK", "depth_level": 5, }, { "code": "UNH.US", "depth_level": 5, } ] } } #如果希望长时间运行，除了需要发送订阅之外，还需要修改代码，定时发送心跳，避免连接断开，具体查看接口文档 sub_str = json.dumps(sub_param) ws.send(sub_str) print("depth quote are subscribed!") def on_data(self, ws, string, type, continue_flag): """ 4 argument. The 1st argument is this class object. The 2nd argument is utf-8 string which we get from the server. The 3rd argument is data type. ABNF.OPCODE_TEXT or ABNF.OPCODE_BINARY will be came. The 4th argument is continue flag. If 0, the data continue """ def on_message(self, ws, message): """ Callback object which is called when received data. 2 arguments: @ ws: the WebSocketApp object @ message: utf-8 data received from the server """ # 对收到的message进行解析 result = eval（message) print(result) def on_error(self, ws, error): """ Callback object which is called when got an error. 2 arguments: @ ws: the WebSocketApp object @ error: exception object """ print(error) def on_close(self, ws, close_status_code, close_msg): """ Callback object which is called when the connection is closed. 2 arguments: @ ws: the WebSocketApp object @ close_status_code @ close_msg """ print('The connection is closed!') def start(self): self.ws = websocket.WebSocketApp( self.url, on_open=self.on_open, on_message=self.on_message, on_data=self.on_data, on_error=self.on_error, on_close=self.on_close, ) self.ws.run_forever() if __name__ == "__main__": feed = Feed() feed.start() 五、解析推送数据5.1、最新成交报价解析 { "cmd_id":22998, "data":{ "code": "1288.HK", "seq": "1605509068000001", "tick_time": "1605509068", "price": "651.12", "volume": "300", "turnover": "12345.6", "trade_direction": 1, } }5.2、最新5档深度数据解析 { "cmd_id":22999, "data":{ "code": "1288.HK", "seq": "1605509068000001", "tick_time": "1605509068", "bids": [ { "pric": "9.12", "volume": "9.12", }, { "pric": "9.12", "volume": "9.12", }, { "pric": "9.12", "volume": "9.12", }, { "pric": "9.12", "volume": "9.12", }, { "pric": "9.12", "volume": "9.12", } ], "asks": [ { "price": "147.12", "volume": "147.12", }, { "price": "147.12", "volume": "147.12", }, { "price": "147.12", "volume": "147.12", }, { "price": "147.12", "volume": "147.12", }, { "price": "147.12", "volume": "147.12", } ], } } |
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