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AllTick的，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。

Toke获取步骤

一、登录AllTick官网，注册账户
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。

查港股请求示例

import time
import requests
import json

# Extra headers
test_headers = {
    'Content-Type': 'application/json'
}

'''
# token申请地址: https://alltick.co
# 备用地址: https://alltick.io
# Github: https://github.com/alltick/alltick-realtime-forex-crypto-stock-tick-finance-websocket-api
# Replace "testtoken" in the URL below with your own token
'''
# K-line data request for Tencent Holdings (700.HK)
test_url1 = 'https://quote.tradeswitcher.com/quote-stock-b-api/kline?token=testtoken&query=%7B%22trace%22%20%3A%20%22python_http_test1%22%2C%22data%22%20%3A%20%7B%22code%22%20%3A%20%22700.HK%22%2C%22kline_type%22%20%3A%201%2C%22kline_timestamp_end%22%20%3A%200%2C%22query_kline_num%22%20%3A%202%2C%22adjust_type%22%3A%200%7D%7D'

# Depth tick data request for Tencent Holdings (700.HK)
test_url2 = 'https://quote.tradeswitcher.com/quote-stock-b-api/depth-tick?token=testtoken&query=%7B%22trace%22%20%3A%20%22python_http_test2%22%2C%22data%22%20%3A%20%7B%22symbol_list%22%3A%20%5B%7B%22code%22%3A%20%22700.HK%22%7D%5D%7D%7D'

# Trade tick data request for Tencent Holdings (700.HK)
test_url3 = 'https://quote.tradeswitcher.com/quote-stock-b-api/trade-tick?token=testtoken&query=%7B%22trace%22%20%3A%20%22python_http_test3%22%2C%22data%22%20%3A%20%7B%22symbol_list%22%3A%20%5B%7B%22code%22%3A%20%22700.HK%22%7D%5D%7D%7D'

# Send requests and print responses
resp1 = requests.get(url=test_url1, headers=test_headers)
time.sleep(1)
resp2 = requests.get(url=test_url2, headers=test_headers)
time.sleep(1)
resp3 = requests.get(url=test_url3, headers=test_headers)

# Decoded text returned by the request
text1 = resp1.text
print(text1)

text2 = resp2.text
print(text2)

text3 = resp3.text
print(text3)

Websocket订阅小米集团港股股价

import json
import websocket    # pip install websocket-client
 
'''
# token申请地址: https://alltick.co
# 备用地址: https://alltick.io
# Github: https://github.com/alltick/alltick-realtime-forex-crypto-stock-tick-finance-websocket-api
# Replace "testtoken" in the URL below with your own token
'''
 
class Feed(object):
 
    def __init__(self):
        self.url = 'wss://quote.tradeswitcher.com/quote-stock-b-ws-api?token=testtoken'  # Enter your websocket URL here
        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!')
 
        # Start subscribing
        sub_param = {
            "cmd_id": 22002,
            "seq_id": 123,
            "trace": "3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
            "data": {
                "symbol_list": [
                    {
                        "code": "1810.HK",
                        "depth_level": 5,
                    }
                ]
            }
        }
 
        # If you want to run for a long time, you need to modify the code to send heartbeats periodically to avoid disconnection, please refer to the API documentation for details
        sub_str = json.dumps(sub_param)
        ws.send(sub_str)
        print("Depth quote for 1810.HK is subscribed!")
 
    def on_data(self, ws, string, type, continue_flag):
        """
        4 arguments.
        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
        """
        # Parse the received message
        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()