在连续了将近一年的颓势之后，近期，A股市场呈现出强劲的上升势头。随着一系列利好政策的出台，沪深两市交易活跃度显著提升，成交量重回万亿。虽然十一假期开市之后高开低走，但上周六 (10月12日) 的新闻发布会上，财政部进一步推出一系列增量财政措施，虽然聚焦点还是在化债上，但很多投资者认为这将极大地扭转经济的整体基本面，长期来说是个利好。
在这样的背景下，许多做量化交易的投资者重回战场，加码对A股的投入。AllTick作为一家专注于做行情数据的公司，来给大家安利一波稳定好用的A股实时行情接口。
什么是API？
API，全称为应用程序编程接口 (Application Programming Interface)，一般就叫它“接口”。它是一种允许不同软件系统之间进行通信的工具。它充当了一个桥梁，使得不同应用程序可以通过标准化的请求和响应来交换数据。比如，当您在手机上查天气时，应用程序便会通过API请求天气服务提供商的服务器获取实时天气数据，然后显示在您的屏幕上。
在金融市场中，API的作用尤为重要。它不仅能提供股票、外汇、期货等金融数据，还能快速、稳定地获取实时行情信息，让交易者能够及时跟踪市场变化。对于需要快速作出交易决策的量化交易者和高频交易员来说，这种数据获取方式尤为高效。通过集成API，用户可以获得实时数据更新，无需手动刷新，极大地提高了操作效率。
而AllTick提供的A股实时行情接口，主要是为用户提供沪深两市的实时报价、历史成交数据、分时数据、个股K线图等，十分方便。
使用教程
首先在我们官网注册账号，点击屏幕右上角的注册，也可以直接点这里。
输入邮箱和密码即可完成注册，也可以通过你的谷歌账户登录。注册完全免费，也不需要提供任何个人隐私信息。
注册完成后，账号自动获得免费试用。你可以在管理后台查看到你的专属秘钥。
接下来就可以开始你的测试了。我们提供了详细的对接文档，对于有基础的同学可能一看就懂了。没经验的同学也可以联系我们工作人员协助你喔！
常见问题
AllTick API能查询A股哪些股票？
我们支持查询三大指数：上证指数、深证成指、创业板指数，以及总计5140A股上市公司的股票。详细的产品列表可以看这个文件。
除了A股还能查询哪些市场数据？
我们也提供美股、港股、外汇、商品期货和加密货币。有需要可以联系客服。
可以查询历史行情数据吗？
可以！所有品种都支持查询历史数据。
AllTick的接口适用于哪些场景？
我们的产品被用在量化交易、交易所、自营交易、新闻咨询等各种需要高频数据的场景。
如何联系AllTick客服？
可以联系我们客服Telegram：https://t.me/alltick001，或者Skype：https://join.skype.com/invite/xokTc695huNu
请求示例
下面展示如何使用接口查询茅台的最新股价：
import time
import requests
import json
# Extra headers
test_headers = {
'Content-Type': 'application/json'
}
'''
# Special Note:
# GitHub: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
# Token Application: https://alltick.co
# Replace "testtoken" in the URL below with your own token
# API addresses for forex, cryptocurrencies, and precious metals:
# https://quote.tradeswitcher.com/quote-b-ws-api
# Stock API address:
# https://quote.tradeswitcher.com/quote-stock-b-ws-api
Encode the following JSON and copy it to the "query" field of the HTTP query string
{"trace": "python_http_test1", "data": {"code": "600519.SH", "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 2, "adjust_type": 0}}
{"trace": "python_http_test2", "data": {"symbol_list": [{"code": "600519.SH"}]}}
{"trace": "python_http_test3", "data": {"symbol_list": [{"code": "600519.SH"}]}}
'''
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%22600519.SH%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'
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%22600519.SH%22%7D%5D%7D%7D'
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%22600519.SH%22%7D%5D%7D%7D'
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)
继续使用websocket查询茅台股价：
import json
import websocket # pip install websocket-client
'''
# Special Note:
# GitHub: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
# Token Application: https://alltick.co
# Replace "testtoken" in the URL below with your own token
# API addresses for forex, cryptocurrencies, and precious metals:
# wss://quote.tradeswitcher.com/quote-b-ws-api
# Stock API address:
# wss://quote.tradeswitcher.com/quote-stock-b-ws-api
'''
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 (modified for 600519.SH)
sub_param = {
"cmd_id": 22002,
"seq_id": 123,
"trace":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
"data":{
"symbol_list":[
{
"code": "600519.SH",
"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 600519.SH are 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()
