接口基本信息
请求地址：
https://data.infoway.io/stock/batch_kline/{
klineType}/{
klineNum}/{
codes}
查询方式：REST, WebSocket
行情类型：实时
市场：A股，港股，美股，外汇，期货，虚拟币
接入文档：https://docs.infoway.io/
API Key申请：https://infoway.io/
适用对象
- 开发者：专注于构建交易分析工具与市场趋势研判工具的开发者群体。
- 量化团队：致力于量化交易策略研发与算法开发的专业团队。
- 金融科技公司：提供金融科技解决方案及配套服务的企业机构。
- 专业机构：对精准、及时的金融市场数据有持续需求的专业型机构。
获取A股实时K线数据
提供实时的A股股票K线数据，包括开盘、最高、最低、收盘价格等信息，帮助用户捕捉市场走势。返回示例如下：
{
"t": "1751958000",
"h": "326.880",
"o": "326.880",
"l": "326.880",
"c": "326.880",
"v": "1410",
"vw": "460900.80",
"pc": "0.00%",
"pca": "0.000"
}
A股逐笔成交数据（实时）
逐笔Tick数据接口，查询A股上市公司的最新成交明细，确保获取市场的最新交易信息。返回示例如下：
{
"s": "002594.SZ",
"t": 1751958000999,
"p": "326.88",
"v": "1410",
"vw": "460900.80",
"td": 1
}
五档盘口数据（实时）
实时提供五档买卖盘数据，帮助用户了解市场深度和流动性：
{
"s": "002594.SZ",
"t": 1751958003335,
"a": [
[
"326.89",
"326.90",
"326.91",
"326.92",
"326.93"
],
[
"8",
"30",
"10",
"1",
"22"
]
],
"b": [
[
"326.88",
"326.87",
"326.86",
"326.85",
"326.84"
],
[
"1452",
"77",
"188",
"37",
"21"
]
]
}
WebSocket订阅
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()
