小天管理 发表于 10月4日 发表于 10月4日 请求 K 线数据 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 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 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 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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