期货数据接口 - 包含实时+历史数据
期货市场是全球金融市场中的一个重要组成部分,它为投资者提供了一种可以在未来某个时间点以预定价格买卖资产的工具。期货合约不仅覆盖大宗商品,如原油、黄金、农产品等,还包括金融产品,如股指期货、债券期货、货币期货等。通过期货市场,投资者能够进行对冲、投机和套利等多种交易策略,有效管理风险。在期货交易中,投资者的目标通常是预测标的资产的未来价格波动,从而从中获利。然而,期货市场具有较高的杠杆效应,价格波动
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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=common&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"""
"""申请API KEY: www.infoway.io"""
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": "USOIL"}
}
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": "USOIL"}
}
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": "USOIL"
}
]
}
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()更多推荐


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