CFD平台如何接入实时美股行情接口

一、准备工作

# 接口类型： 实时行情接口
# 支持品种：A股、港股、美股、贵金属期货、外汇、加密货币
# 请求方式：HTTP、WebSocket低延时推送
# infoway.io

二、WebSocket查询美股实时行情

import asyncio
import json
import websockets

# 美股行情的websocket订阅地址
WS_URL = "wss://data.infoway.io/ws?business=stock&apikey=yourApiKey"

# 请先在官网https://infoway.io 申请免费API key

async def connect_and_receive():
    async with websockets.connect(WS_URL) as websocket:
        # 发送初始化消息，这里订阅的是苹果股票的1分钟K线数据
        init_message = {
            "code": 10004,  # K线请求协议号
            "trace": "423afec425004bd8a5e02e1ba5f9b2b0",  # 可追溯ID（随机字符串）
            "data": {
                "arr": [
                    {
                        "type": 1,  # 1分钟K线
                        "codes": "AAPL"  # 订阅的股票代码
                    }
                ]
            }
        }
        await websocket.send(json.dumps(init_message))

        # 设置ping任务
        async def send_ping():
            while True:
                await asyncio.sleep(30)
                ping_message = {
                    "code": 10010,
                    "trace": "423afec425004bd8a5e02e1ba5f9b2b0"
                }
                await websocket.send(json.dumps(ping_message))

        # 启动ping任务协程
        ping_task = asyncio.create_task(send_ping())
        
        try:
            # 持续接收消息
            while True:
                message = await websocket.recv()
                print(f"Message received: {message}")
        except websockets.exceptions.ConnectionClosedOK:
            print("Connection closed normally")
        finally:
            # 取消ping任务
            ping_task.cancel()

# 运行主函数
asyncio.run(connect_and_receive())

返回示例

{
    "c": "150.00",         // 当前价格
    "h": "150.20",         // 最高价
    "l": "149.80",         // 最低价
    "o": "149.90",         // 开盘价
    "pca": "0.00",         // 价格变化
    "pfr": "0.00%",        // 价格变化百分比
    "s": "AAPL",           // 股票代码
    "t": 1747550648097,    // 时间戳
    "ty": 1,               // K线类型：1 表示1分钟K线
    "v": "0.34716",        // 交易量
    "vw": "35923.5149678"  // 加权平均价格
}

三、查询盘口数据

import asyncio
import json
import websockets

WS_URL = "wss://data.infoway.io/ws?business=stock&apikey=yourApiKey"

# 请先在官网https://infoway.io 申请免费API key

async def connect_and_receive():
    async with websockets.connect(WS_URL) as websocket:
        # 发送初始化消息，订阅的是苹果股票的盘口数据
        init_message = {
            "code": 10002,  # 盘口订阅的请求协议号
            "trace": "423afec425004bd8a5e02e1ba5f9b2b0",  # 可追溯ID（随机字符串）
            "data": {
                "codes": "AAPL"  # 订阅的股票代码，这里是苹果股票AAPL
            }
        }
        await websocket.send(json.dumps(init_message))

        # 设置ping任务
        async def send_ping():
            while True:
                await asyncio.sleep(30)
                ping_message = {
                    "code": 10010,
                    "trace": "423afec425004bd8a5e02e1ba5f9b2b0"
                }
                await websocket.send(json.dumps(ping_message))

        # 启动ping任务协程
        ping_task = asyncio.create_task(send_ping())
        
        try:
            # 持续接收消息
            while True:
                message = await websocket.recv()
                print(f"Message received: {message}")
        except websockets.exceptions.ConnectionClosedOK:
            print("Connection closed normally")
        finally:
            # 取消ping任务
            ping_task.cancel()

# 运行主函数
asyncio.run(connect_and_receive())

返回示例

{
    "a": [
        [
            "150.00",    // 卖盘价格1
            "150.10",    // 卖盘价格2
            "150.20",    // 卖盘价格3
            "150.30",    // 卖盘价格4
            "150.40"     // 卖盘价格5
        ],
        [
            "10.0000",   // 卖盘数量1
            "5.0000",    // 卖盘数量2
            "3.0000",    // 卖盘数量3
            "1.0000",    // 卖盘数量4
            "2.0000"     // 卖盘数量5
        ]
    ],
    "b": [
        [
            "149.90",    // 买盘价格1
            "149.80",    // 买盘价格2
            "149.70",    // 买盘价格3
            "149.60",    // 买盘价格4
            "149.50"     // 买盘价格5
        ],
        [
            "8.0000",    // 买盘数量1
            "4.0000",    // 买盘数量2
            "2.5000",    // 买盘数量3
            "1.5000",    // 买盘数量4
            "3.0000"     // 买盘数量5
        ]
    ],
    "s": "AAPL",           // 股票代码
    "t": 1747553102161     // 时间戳
}