如何接入港股实时行情API

港股实时行情接口目前最稳定的是Infoway API，这款API产品是适合用来做量化交易的高频数据接口，返回的是逐笔成交的tick数据。做港股量化的朋友可以体验一下。

1. Toke获取步骤

一、登录Infoway API官网，完成注册 
二、完成注册后会自动跳转到管理后台，右边找到你的专属API key
三、在每次请求时带上这个key即可查询实时行情

更详细的教程可以看官方给出的对接文档。

2. HTTP批量查询K线请求示例

import requests

#API Key申请地址：www.infoway.io
api_url = 'https://data.infoway.io/stock/batch_kline/1/10/002594.SZ%2C00285.HK%2CTSLA.US'

# 设置请求头
headers = {
    'User-Agent': 'Mozilla/5.0',
    'Accept': 'application/json',
    'apiKey': 'yourApikey'
}

# 发送GET请求
response = requests.get(api_url, headers=headers)

# 输出结果
print(f"HTTP code: {response.status_code}")
print(f"message: {response.text}")

3. Websocket示例

以下代码同时订阅K线、成交明细和盘口。

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

class WebsocketExample:
    def __init__(self):
        self.session = None
        self.ws_url = "wss://data.infoway.io/ws?business=crypto&apikey=yourApikey"
        self.reconnecting = False
        self.is_ws_connected = False  # 添加连接状态标志

    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
        schedule.every(10).seconds.do(check_connection)
        def run_scheduler():
            while True:
                schedule.run_pending()
                time.sleep(1)
        threading.Thread(target=run_scheduler, daemon=True).start()

    def is_connected(self):
        """检查WebSocket连接状态"""
        return self.session and self.is_ws_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")
        self.is_ws_connected = True  # 设置连接状态为True
        
        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
            schedule.every(30).seconds.do(self.ping)
            
        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}")
        self.is_ws_connected = False  # 设置连接状态为False

    def on_error(self, ws, error):
        """错误处理的回调"""
        logger.error(f"WebSocket error: {str(error)}")
        self.is_ws_connected = False  # 发生错误时设置连接状态为False

    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()

4. 返回示例

4.1 K线返回示例

{
  "s": "00005.HK",    //产品代码
  "respList": [
    {
      "t": "1752825540",  //秒时间戳（UTC+8）
      "h": "98.250",    //最高价
      "o": "98.200",    //开盘价
      "l": "98.150",    //最低价
      "c": "98.150",    //收盘价
      "v": "44000",    //成交量
      "vw": "4320240.000",    //成交额
      "pc": "-0.05%",    //涨跌幅
      "pca": "-0.050"    //涨跌额
    }
  ]
}

4.2 港股实时成交明细

{
  "s": "00005.HK",    //产品代码
  "t": 1752826113546,    //毫秒时间戳(UTC+8)
  "p": "98.150",    //交易价格
  "v": "956000",    //成交量
  "vw": "93831400.000",    //成交额
  "td": 0    //交易方向 1：BUY 2：SELL 0：默认值
}

4.3 港股十档盘口数据

{
  "s": "00005.HK",    //产品代码 
  "t": 1752826121043,    //毫秒时间戳(UTC+8)
  "a": [    //买盘
    [
      "98.150",    //买一价
      "98.200",    //买二价
      "98.250",    //买三价
      "98.300",    //买四价
      "98.350",    //买五价
      "98.400",    //买六价
      "98.450",    //买七价
      "98.500",    //买八价
      "98.550",    //买九价
      "98.600"    //买十价
    ],
    [
      "13200",    //买一量
      "46400",    //买二量
      "58800",    //买三量
      "220800",    //买四量
      "221600",    //买五量
      "545200",    //买六量
      "162000",    //买七量
      "987600",    //买八量
      "230400",    //买九量
      "495200"    //买十量
    ]
  ],
  "b": [    //卖盘
    [
      "98.100",    //卖一价
      "98.050",    //卖二价
      "98.000",    //卖三价
      "97.950",    //卖四价
      "97.900",    //卖五价
      "97.850",    //卖六价
      "97.800",    //卖七价
      "97.750",    //卖八价
      "97.700",    //卖九价
      "97.650"    //卖十价
    ],
    [
      "128800",    //卖一量
      "112000",    //卖二量
      "178000",    //卖三量
      "126400",    //卖四量
      "223600",    //卖五量
      "83200",    //卖六量
      "194800",    //卖七量
      "69600",    //卖八量
      "80400",    //卖九量
      "198000"    //卖十量
    ]
  ]
}