## 请求 K 线数据
```python
import time
import requests
import json
# Extra headers
test_headers = {
'Content-Type':'application/json'
}
'''
github: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
申请免费 token: https://alltick.co/register
官网: https://alltick.co
将如下 JSON 进行 url 的 encode ,复制到 http 的查询字符串的 query 字段里
{"trace":"python_http_test1","data":{"code":"AAPL.US","kline_type":1,"kline_timestamp_end":0,"query_kline_num":2,"adjust_type":0}}
'''
test_url1 = 'https://quote.tradeswitcher.com/quote-stock-b-api/kline?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test1%22%2C%22data%22%3A%7B%22code%22%3A%22AAPL.US%22%2C%22kline_type%22%3A1%2C%22kline_timestamp_end%22%3A0%2C%22query_kline_num%22%3A2%2C%22adjust_type%22%3A0%7D%7D'
resp1 = requests.get(url=test_url1, headers=test_headers)
# Decoded text returned by the request
text1 = resp1.text
print(text1)
```
上面代码中是以查询苹果股票(AAPL)分钟 K 线为例子的,如果想查询其它类型的 K 线数据则 kline_type 传入以下值:1-分钟 K ,2-为 5 分钟 K ,3-为 15 分钟 K ,4-为 30 分钟 K ,5-为小时 K ,6-为 2 小时 K ,7-为 4 小时 K ,8-为日 K ,9-为周 K ,10-为月 K 。
## 请求最新报价成交数据
```python
import time
import requests
import json
# Extra headers
test_headers = {
'Content-Type':'application/json'
}
'''
github: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
申请免费 token: https://alltick.co/register
官网: https://alltick.co
将如下 JSON 进行 url 的 encode ,复制到 http 的查询字符串的 query 字段里
{"trace":"python_http_test2","data":{"symbol_list":[{"code": "700.HK"},{"code": "UNH.US"},{"code": "600416.SH"}]}}
'''
test_url1 = 'https://quote.tradeswitcher.com/quote-stock-b-api/trade-tick?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test2%22%2C%22data%22%3A%7B%22symbol_list%22%3A%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%2C%7B%22code%22%3A%20%22600416.SH%22%7D%5D%7D%7D'
resp1 = requests.get(url=test_url1, headers=test_headers)
# Decoded text returned by the request
text1 = resp1.text
print(text1)
```
上面代码中 symbol_list 是可以同时传入多个的,分别传入不同的市场的产品也是可以的。
## 获取最新盘口报价数据
```python
import time
import requests
import json
# Extra headers
test_headers = {
'Content-Type':'application/json'
}
'''
github: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
申请免费 token: https://alltick.co/register
官网: https://alltick.co
将如下 JSON 进行 url 的 encode ,复制到 http 的查询字符串的 query 字段里
{"trace":"python_http_test2","data":{"symbol_list":[{"code": "700.HK"},{"code": "UNH.US"},{"code": "600416.SH"}]}}
'''
test_url1 = 'https://quote.tradeswitcher.com/quote-stock-b-api/depth-tick?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test2%22%2C%22data%22%3A%7B%22symbol_list%22%3A%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%2C%7B%22code%22%3A%20%22600416.SH%22%7D%5D%7D%7D'
resp1 = requests.get(url=test_url1, headers=test_headers)
# Decoded text returned by the request
text1 = resp1.text
print(text1)
```
同上,symbol_list 支持传入多个值。
## 通过 Websocket 订阅实时行情数据
```python
import json
import websocket # pip install websocket-client
'''
github: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
申请免费 token: https://alltick.co/register
官网: https://alltick.co
'''
class Feed(object):
def __init__(self):
self.url = 'wss://quote.tradeswitcher.com/quote-stock-b-ws-api?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806' # 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,
},
{
"code": "600416.SH",
"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()
```
上面的代码中 symbol_list 代表你要订阅的产品列表,可以同时传入多个市场的多个产品,cmd_id=22002 是订阅盘口数据,当 cmd_id=22004 时订阅的是成交报价,一旦订阅成功,实时股票行情数据就会源源不断的推送过来,并且是及时的。 |
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