2025最新外汇行情接口使用教程 - 附请求示例

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yd_232559543 发表于 2024/10/30 14:27:29 2024/10/30
【摘要】 国内的实时外汇行情接口产品比较少,稳定可用的就更稀缺了。外汇行情API属于比较小众的领域,个人用户没多少,主要还是一些交易所会用到。下面主要以国外一些产品为例,讲解如何接入他们的API。接入方法一、注册接口先在Infoway官网注册账户,有免费账户二、获取秘钥注册完转到个人账户界面,有专属的秘钥,这个秘钥在请求数据时需要带上。三、获取品种代码直接在这个文件查看支持的全部品种,找到对应的cod...

接入方法


一、注册接口

请求地址:

股票接口:https://data.infoway.io/stock/batch_trade/{codes}

加密货币接口:https://data.infoway.io/crypto/batch_trade/{codes}

外汇、新能源、商品、贵金属、期货等产品接口:https://data.infoway.io/common/batch_trade/{codes}

Websocket地址
股票产品订阅地址:wss://data.infoway.io/ws?business=stock&apikey=YourAPIKey
数字币产品订阅地址:wss://data.infoway.io/ws?business=crypto&apikey=YourAPIKey
外汇、期货等产品订阅地址:wss://data.infoway.io/ws?business=common&apikey=YourAPIKey

请求示例

RESTful:

import requests

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}")


Websocket:

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

    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()

返回示例

以GBPUSD为例,以下是不同数据的返回示例。

实时K线

{
  "s": "USDGBP",    //产品代码
  "respList": [
    {
      "t": "1752872400",  //秒时间戳(UTC+8)
      "h": "0.74578",    //最高价
      "o": "0.74527",    //开盘价
      "l": "0.74503",    //最低价
      "c": "0.74503",    //收盘价
      "v": "45.0",    //成交量
      "vw": "33.530460",    //成交额
      "pc": "-0.09%",    //涨跌幅
      "pca": "-0.00065"    //涨跌额
    }
  ]
}

成交明细

{
  "s": "USDGBP",    //产品代码
  "t": 1752875078529,    //毫秒时间戳(UTC+8)
  "p": "0.74503",    //交易价格
  "v": "1.0",    //成交量
  "vw": "0.745030",    //成交额
  "td": 0    //交易方向 1:BUY 2:SELL 0:默认值
}

盘口(市场深度)

{
  "s": "USDGBP",    //产品代码 
  "t": 1752932303508,    //毫秒时间戳(UTC+8)
  "a": [
    [
      "0.74507"    //买一价
    ],
    [
      "1"    //买一量
    ]
  ],
  "b": [
    [
      "0.74503"    //卖一价
    ],
    [
      "1"    //卖一量
    ]
  ]
}

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