实时股票行情API接入说明

quant_1986

于 2025-07-05 12:40:49 发布

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文章标签： python 数据库开发语言 websocket 后端经验分享笔记

本文链接：https://blog.csdn.net/quant_1986/article/details/149134740

1. 查询股票基础信息

这个接口用来查询股票的基础信息，比如流通股本、每股盈利等信息：

import requests

url = "https://data.infoway.io/common/basic/symbols/info?symbols=000001.SZ%2C000002.SZ&type=STOCK_CN"

# API Key申请: www.infoway.io

headers = {
    'User-Agent': 'Mozilla/5.0',
    'Accept': 'application/json',
    'apiKey': 'yourApikey'
}
response = requests.get(url, headers=headers)

print(response.text)

1.1 返回示例

{
  "ret": 200,
  "msg": "success",
  "traceId": "52327ed3-e96a-4e9a-a591-e910a0fcc563",
  "data": [
    {
      "symbol": "000001.SZ", #股票代码
      "market": "CN", #上市国家
      "name_cn": "平安银行", #股票中文名
      "name_en": "PAB", #股票英文名
      "name_hk": "平安銀行", #繁体名
      "exchange": "SZSE", #交易所
      "currency": "CNY", #结算货币
      "lot_size": 100, #每手股数
      "total_shares": 19405918198, #总股本
      "circulating_shares": 19405762053, #流通股本
      "hk_shares": 0, #港股股本 (仅港股)
      "eps": "2.2935271367158012", #每股盈利
      "eps_ttm": "2.2504474951615995", #每股盈利TTM
      "bps": "22.4755662447835698", #每股净资产
      "dividend_yield": "0.9649999999963929", #股息
      "stock_derivatives": "", #可提供的衍生品行情类型
      "board": "SZMainConnect" #所属板块
    },

  ]
}

2. 查询最新成交价

顾名思义，查最新一笔的成交明细，可以通过HTTP批量查询：

import requests

url = "https://data.infoway.io/stock/batch_trade/002594.SZ%2C00285.HK%2CTSLA.US%2CAUDCAD%2CHK50%2CXNIUSD"

# 申请API Key: www.infoway.io
headers = {
    'User-Agent': 'Mozilla/5.0',
    'Accept': 'application/json',
    'apiKey': 'yourApikey'
}

response = requests.get(url, headers=headers)

print(response.text)

2.1 返回示例

{
  "ret": 200,
  "msg": "success",
  "traceId": "c49a0866-c551-4951-927e-fe6a55c9fa53",
  "data": [
    {
      "s": "00285.HK",
      "t": 1750147730935,
      "p": "31.350",
      "v": "171500",
      "vw": "5376525.000",
      "td": 0
    },
    {
      "s": "TSLA.US",
      "t": 1750177279200,
      "p": "320.960",
      "v": "100",
      "vw": "32096.000",
      "td": 0
    },
    {
      "s": "002594.SZ",
      "t": 1750143600999,
      "p": "343.74",
      "v": "1395",
      "vw": "479517.30",
      "td": 1
    }
  ]
}

3. 查询股票K线

这个接口也支持批量查询，下面演示的是同时查询A股、港股和美股的K线：

import requests

url = "https://data.infoway.io/stock/batch_kline/1/10/002594.SZ%2C00285.HK%2CTSLA.US"

# 设置请求头
# 申请API Key: www.infoway.io
headers = {
    'User-Agent': 'Mozilla/5.0',
    'Accept': 'application/json',
    'apiKey': 'yourApikey'
}

response = requests.get(url)

print(response.text)

K线可以选择不同的周期：

https://data.infoway.io/stock/batch_kline/{klineType}/{klineNum}/{codes}

# {klineType} 是K线的时间
# 1 = 1分钟k线
# 2	= 5分钟k线
# 3 = 15分钟k线
# 4	= 30分钟k线
# 5	= 1小时k线
# 6	= 2小时k线
# 7	= 4小时k线
# 8	= 1日k线
# 9	= 1周k线
# 10	= 1月k线
# 11	= 1季k线
# 12	= 1年k线

# {klineNum}是需要返回的K线数量，最大支持一次性返回500根K线

3.1 返回示例

{
  "code": 0,
  "data": {
    "0700.HK": [
      {
        "date": "2025-06-25",
        "open": 390.0,
        "close": 398.6,
        "high": 400.2,
        "low": 388.1,
        "volume": 12034500
      },
      ...
    ],
    "0005.HK": [
      {
        "date": "2025-06-25",
        "open": 62.0,
        "close": 63.2,
        "high": 63.8,
        "low": 61.5,
        "volume": 8100000
      },
      ...
    ]
  }
}

4 WebSocket行情推送

以上介绍的是HTTP的请求方式，这种适合低频查询，如果需要高频次查询，或者对行情的实时性要求特别高，需要使用WebSocket长连接的方式。

import json
import time
import schedule
import threading
import websocket
from loguru import logger

# 申请API Key: www.infoway.io

class WebsocketExample:
    def __init__(self):
        self.session = None
        self.ws_url = "wss://data.infoway.io/ws?business=crypto&apikey=yourApikey"
        self.reconnecting = False

    def connect_all(self):
        """建立WebSocket连接并启动自动重连机制"""
        try:
            self.connect(self.ws_url)
            self.start_reconnection(self.ws_url)
        except Exception as e:
            logger.error(f"Failed to connect to {self.ws_url}: {str(e)}")

    def start_reconnection(self, url):
        """启动定时重连检查"""
        def check_connection():
            if not self.is_connected():
                logger.debug("Reconnection attempt...")
                self.connect(url)
        
        # 使用线程定期检查连接状态
        threading.Thread(target=lambda: schedule.every(10).seconds.do(check_connection), daemon=True).start()

    def is_connected(self):
        """检查WebSocket连接状态"""
        return self.session and self.session.connected

    def connect(self, url):
        """建立WebSocket连接"""
        try:
            if self.is_connected():
                self.session.close()
            
            self.session = websocket.WebSocketApp(
                url,
                on_open=self.on_open,
                on_message=self.on_message,
                on_error=self.on_error,
                on_close=self.on_close
            )
            
            # 启动WebSocket连接（非阻塞模式）
            threading.Thread(target=self.session.run_forever, daemon=True).start()
        except Exception as e:
            logger.error(f"Failed to connect to the server: {str(e)}")

    def on_open(self, ws):
        """WebSocket连接建立成功后的回调"""
        logger.info(f"Connection opened")
        
        try:
            # 发送实时成交明细订阅请求
            trade_send_obj = {
                "code": 10000,
                "trace": "01213e9d-90a0-426e-a380-ebed633cba7a",
                "data": {"codes": "BTCUSDT"}
            }
            self.send_message(trade_send_obj)
            
            # 不同请求之间间隔一段时间
            time.sleep(5)
            
            # 发送实时盘口数据订阅请求
            depth_send_obj = {
                "code": 10003,
                "trace": "01213e9d-90a0-426e-a380-ebed633cba7a",
                "data": {"codes": "BTCUSDT"}
            }
            self.send_message(depth_send_obj)
            
            # 不同请求之间间隔一段时间
            time.sleep(5)
            
            # 发送实时K线数据订阅请求
            kline_data = {
                "arr": [
                    {
                        "type": 1,
                        "codes": "BTCUSDT"
                    }
                ]
            }
            kline_send_obj = {
                "code": 10006,
                "trace": "01213e9d-90a0-426e-a380-ebed633cba7a",
                "data": kline_data
            }
            self.send_message(kline_send_obj)
            
            # 启动定时心跳任务
            threading.Thread(target=lambda: schedule.every(30).seconds.do(self.ping), daemon=True).start()
            
        except Exception as e:
            logger.error(f"Error sending initial messages: {str(e)}")

    def on_message(self, ws, message):
        """接收消息的回调"""
        try:
            logger.info(f"Message received: {message}")
        except Exception as e:
            logger.error(f"Error processing message: {str(e)}")

    def on_close(self, ws, close_status_code, close_msg):
        """连接关闭的回调"""
        logger.info(f"Connection closed: {close_status_code} - {close_msg}")

    def on_error(self, ws, error):
        """错误处理的回调"""
        logger.error(f"WebSocket error: {str(error)}")

    def send_message(self, message_obj):
        """发送消息到WebSocket服务器"""
        if self.is_connected():
            try:
                self.session.send(json.dumps(message_obj))
            except Exception as e:
                logger.error(f"Error sending message: {str(e)}")
        else:
            logger.warning("Cannot send message: Not connected")

    def ping(self):
        """发送心跳包"""
        ping_obj = {
            "code": 10010,
            "trace": "01213e9d-90a0-426e-a380-ebed633cba7a"
        }
        self.send_message(ping_obj)

# 使用示例
if __name__ == "__main__":
    ws_client = WebsocketExample()
    ws_client.connect_all()
    
    # 保持主线程运行
    try:
        while True:
            schedule.run_pending()
            time.sleep(1)
    except KeyboardInterrupt:
        logger.info("Exiting...")
        if ws_client.is_connected():
            ws_client.session.close()