環境準備
首先安裝必要的依賴包:
pip install requests websocket-client pandas numpy
基礎配置
import requests
import json
import websocket
import threading
import time
from datetime import datetime
# API配置
API_KEY = "YOUR_API_KEY" # 替換為您的實際API密鑰
BASE_URL = "https://api.stocktv.top"
WS_URL = "wss://ws-api.stocktv.top/connect"
# 印尼股票代碼映射(示例)
IDX_SYMBOLS = {
"BBCA": "Bank Central Asia",
"BBRI": "Bank Rakyat Indonesia",
"TLKM": "Telkom Indonesia",
"ASII": "Astra International",
"UNVR": "Unilever Indonesia"
}
REST API實現
1. 獲取印尼股票列表
def get_indonesia_stocks(page=1, page_size=100):
"""獲取印尼交易所股票列表"""
url = f"{BASE_URL}/stock/stocks"
params = {
"countryId": 42, # 印尼國家ID
"exchangeId": 62, # IDX交易所ID
"pageSize": page_size,
"page": page,
"key": API_KEY
}
try:
response = requests.get(url, params=params)
if response.status_code == 200:
data = response.json()
if data.get("code") == 200:
return data["data"]["records"]
else:
print(f"API Error: {data.get('message')}")
else:
print(f"Request failed with status: {response.status_code}")
except Exception as e:
print(f"Error fetching stock list: {str(e)}")
return []
# 示例:獲取第一頁股票列表
stocks = get_indonesia_stocks()
for stock in stocks:
print(f"{stock['symbol']}: {stock['name']} - {stock['last']}")
2. 查詢特定股票詳情
def get_stock_detail(symbol_or_id):
"""獲取股票詳細信息"""
url = f"{BASE_URL}/stock/queryStocks"
# 判斷是symbol還是id
if isinstance(symbol_or_id, str) and symbol_or_id.isdigit():
params = {"id": symbol_or_id, "key": API_KEY}
else:
params = {"symbol": symbol_or_id, "key": API_KEY}
try:
response = requests.get(url, params=params)
if response.status_code == 200:
data = response.json()
if data.get("code") == 200 and data["data"]:
return data["data"][0]
else:
print(f"API Error: {data.get('message')}")
else:
print(f"Request failed with status: {response.status_code}")
except Exception as e:
print(f"Error fetching stock detail: {str(e)}")
return None
# 示例:獲取BBCA股票詳情
bbca_detail = get_stock_detail("BBCA")
if bbca_detail:
print(f"BBCA當前價格: {bbca_detail['last']}")
print(f"漲跌幅: {bbca_detail['chgPct']}%")
3. 獲取指數數據
def get_indonesia_indices():
"""獲取印尼主要指數"""
url = f"{BASE_URL}/stock/indices"
params = {
"countryId": 42, # 印尼國家ID
"key": API_KEY
}
try:
response = requests.get(url, params=params)
if response.status_code == 200:
data = response.json()
if data.get("code") == 200:
return data["data"]
else:
print(f"API Error: {data.get('message')}")
else:
print(f"Request failed with status: {response.status_code}")
except Exception as e:
print(f"Error fetching indices: {str(e)}")
return []
# 示例:獲取印尼指數
indices = get_indonesia_indices()
for index in indices:
print(f"{index['symbol']}: {index['last']} ({index['chgPct']}%)")
4. 獲取K線數據
def get_kline_data(pid, interval="PT15M"):
"""獲取股票K線數據"""
url = f"{BASE_URL}/stock/kline"
params = {
"pid": pid,
"interval": interval,
"key": API_KEY
}
try:
response = requests.get(url, params=params)
if response.status_code == 200:
data = response.json()
if data.get("code") == 200:
return data["data"]
else:
print(f"API Error: {data.get('message')}")
else:
print(f"Request failed with status: {response.status_code}")
except Exception as e:
print(f"Error fetching kline data: {str(e)}")
return []
# 示例:獲取BBCA的15分鐘K線數據
bbca_kline = get_kline_data(41602, "PT15M")
for kline in bbca_kline[:5]: # 顯示前5條
dt = datetime.fromtimestamp(kline["time"] / 1000)
print(f"{dt}: O:{kline['open']} H:{kline['high']} L:{kline['low']} C:{kline['close']}")
5. 獲取漲跌排行榜
def get_top_gainers():
"""獲取漲幅榜"""
url = f"{BASE_URL}/stock/updownList"
params = {
"countryId": 42, # 印尼國家ID
"type": 1, # 1=漲幅榜, 2=跌幅榜
"key": API_KEY
}
try:
response = requests.get(url, params=params)
if response.status_code == 200:
data = response.json()
if data.get("code") == 200:
return data["data"]
else:
print(f"API Error: {data.get('message')}")
else:
print(f"Request failed with status: {response.status_code}")
except Exception as e:
print(f"Error fetching top gainers: {str(e)}")
return []
# 示例:獲取印尼漲幅榜
gainers = get_top_gainers()
for stock in gainers[:10]: # 顯示前10名
print(f"{stock['symbol']}: {stock['last']} (+{stock['chgPct']}%)")
WebSocket實時數據
WebSocket客户端實現
class IDXWebSocketClient:
def __init__(self, api_key):
self.api_key = api_key
self.ws = None
self.connected = False
self.subscriptions = set()
# 啓動連接
self.connect()
# 啓動心跳線程
threading.Thread(target=self.heartbeat, daemon=True).start()
def connect(self):
"""連接WebSocket服務器"""
ws_url = f"{WS_URL}?key={self.api_key}"
self.ws = websocket.WebSocketApp(
ws_url,
on_open=self.on_open,
on_message=self.on_message,
on_error=self.on_error,
on_close=self.on_close
)
# 啓動WebSocket線程
threading.Thread(target=self.ws.run_forever).start()
time.sleep(1) # 等待連接建立
def on_open(self, ws):
"""連接建立回調"""
print("已連接到印尼股票實時數據服務")
self.connected = True
# 重新訂閲之前訂閲的股票
if self.subscriptions:
self.subscribe(list(self.subscriptions))
def on_message(self, ws, message):
"""接收消息回調"""
try:
data = json.loads(message)
# 處理實時行情數據
if "pid" in data:
symbol = data.get("symbol", "Unknown")
price = data.get("last_numeric", 0)
change = data.get("pc", 0)
change_pct = data.get("pcp", 0)
print(f"實時行情 [{symbol}]: {price} ({change} / {change_pct}%)")
# 處理心跳響應
elif data.get("action") == "pong":
pass
except Exception as e:
print(f"處理實時數據時出錯: {str(e)}")
def on_error(self, ws, error):
"""錯誤處理回調"""
print(f"WebSocket錯誤: {str(error)}")
def on_close(self, ws, close_status_code, close_msg):
"""連接關閉回調"""
print("WebSocket連接已關閉")
self.connected = False
# 嘗試重新連接
print("嘗試重新連接...")
time.sleep(3)
self.connect()
def subscribe(self, pids):
"""訂閲股票"""
if not self.connected:
print("未連接,無法訂閲")
return False
# 添加到訂閲列表
self.subscriptions.update(pids)
# 構造訂閲消息
message = json.dumps({
"action": "subscribe",
"pids": list(pids)
})
# 發送訂閲請求
self.ws.send(message)
print(f"已訂閲: {', '.join(map(str, pids))}")
return True
def unsubscribe(self, pids):
"""取消訂閲股票"""
if not self.connected:
print("未連接,無法取消訂閲")
return False
# 從訂閲列表中移除
for pid in pids:
self.subscriptions.discard(pid)
# 構造取消訂閲消息
message = json.dumps({
"action": "unsubscribe",
"pids": list(pids)
})
# 發送取消訂閲請求
self.ws.send(message)
print(f"已取消訂閲: {', '.join(map(str, pids))}")
return True
def heartbeat(self):
"""心跳維護"""
while True:
if self.connected:
try:
# 每30秒發送一次心跳
self.ws.send(json.dumps({"action": "ping"}))
except Exception as e:
print(f"發送心跳失敗: {str(e)}")
time.sleep(30)
# 使用示例
if __name__ == "__main__":
# 創建WebSocket客户端
ws_client = IDXWebSocketClient(API_KEY)
# 訂閲股票(需要先獲取股票ID)
time.sleep(2) # 等待連接建立
ws_client.subscribe([41602, 41605]) # 訂閲BBCA和BRIS
# 保持主線程運行
try:
while True:
time.sleep(1)
except KeyboardInterrupt:
print("程序已終止")
高級功能實現
1. 數據緩存策略
from cachetools import TTLCache
class IDXDataCache:
def __init__(self, maxsize=100, ttl=60):
"""初始化數據緩存"""
self.cache = TTLCache(maxsize=maxsize, ttl=ttl)
def get_stock_data(self, symbol_or_id):
"""獲取股票數據(帶緩存)"""
# 檢查緩存
if symbol_or_id in self.cache:
return self.cache[symbol_or_id]
# 從API獲取
data = get_stock_detail(symbol_or_id)
# 更新緩存
if data:
self.cache[symbol_or_id] = data
return data
# 使用示例
cache = IDXDataCache()
bbca_data = cache.get_stock_data("BBCA")
2. 實時數據處理器
class RealTimeDataProcessor:
def __init__(self):
self.data_buffer = {}
self.batch_size = 10
self.last_process_time = time.time()
def add_data(self, symbol, data):
"""添加實時數據到緩衝區"""
if symbol not in self.data_buffer:
self.data_buffer[symbol] = []
self.data_buffer[symbol].append(data)
# 檢查是否達到批處理條件
current_time = time.time()
if (len(self.data_buffer[symbol]) >= self.batch_size or
current_time - self.last_process_time >= 1.0):
self.process_data(symbol)
self.last_process_time = current_time
def process_data(self, symbol):
"""處理緩衝區的數據"""
if symbol not in self.data_buffer or not self.data_buffer[symbol]:
return
data_points = self.data_buffer[symbol]
# 計算統計指標
prices = [d["last_numeric"] for d in data_points]
volumes = [d.get("turnover_numeric", 0) for d in data_points]
avg_price = sum(prices) / len(prices)
max_price = max(prices)
min_price = min(prices)
total_volume = sum(volumes)
print(f"\n{symbol} 實時數據統計 (最近 {len(data_points)} 個更新):")
print(f"平均價格: {avg_price:.2f}, 最高: {max_price:.2f}, 最低: {min_price:.2f}")
print(f"總成交量: {total_volume}")
# 清空緩衝區
self.data_buffer[symbol] = []
# 在WebSocket客户端的on_message方法中使用
processor = RealTimeDataProcessor()
def on_message(self, ws, message):
try:
data = json.loads(message)
if "pid" in data:
symbol = data.get("symbol", "Unknown")
processor.add_data(symbol, data)
except Exception as e:
print(f"處理實時數據時出錯: {str(e)}")
3. 錯誤處理與重試機制
def api_request_with_retry(url, params, max_retries=3):
"""帶重試機制的API請求"""
for attempt in range(max_retries):
try:
response = requests.get(url, params=params, timeout=10)
if response.status_code == 200:
data = response.json()
if data.get("code") == 200:
return data
elif data.get("code") == 429: # 請求過多
retry_after = int(data.get("retryAfter", 30))
print(f"請求過於頻繁,等待 {retry_after} 秒後重試...")
time.sleep(retry_after)
else:
print(f"API返回錯誤: {data.get('message')}")
else:
print(f"請求失敗,狀態碼: {response.status_code}")
except Exception as e:
print(f"請求異常: {str(e)}")
# 指數退避等待
wait_time = 2 ** attempt
print(f"等待 {wait_time} 秒後重試 (嘗試 {attempt+1}/{max_retries})")
time.sleep(wait_time)
print(f"請求失敗,已達最大重試次數 {max_retries}")
return None
完整示例應用
class IDXStockMonitor:
def __init__(self, api_key):
self.api_key = api_key
self.ws_client = None
self.data_cache = IDXDataCache()
self.monitored_stocks = set()
def start_monitoring(self, symbols):
"""開始監控指定股票"""
print("開始監控印尼股票...")
# 獲取股票ID
stock_ids = []
for symbol in symbols:
stock_data = self.data_cache.get_stock_data(symbol)
if stock_data:
stock_ids.append(stock_data["id"])
self.monitored_stocks.add(symbol)
print(f"已添加監控: {symbol} (ID: {stock_data['id']})")
else:
print(f"無法獲取股票信息: {symbol}")
# 啓動WebSocket連接
if stock_ids:
self.ws_client = IDXWebSocketClient(self.api_key)
time.sleep(2) # 等待連接建立
self.ws_client.subscribe(stock_ids)
# 啓動定期數據更新
self.start_periodic_updates()
def start_periodic_updates(self):
"""啓動定期數據更新"""
def update_loop():
while True:
# 每5分鐘更新一次指數數據
self.update_indices()
# 每10分鐘更新一次股票列表
if len(self.monitored_stocks) < 10: # 只更新少量股票
self.update_stock_list()
time.sleep(300) # 5分鐘
threading.Thread(target=update_loop, daemon=True).start()
def update_indices(self):
"""更新指數數據"""
print("\n更新印尼指數數據...")
indices = get_indonesia_indices()
for index in indices:
print(f"{index['symbol']}: {index['last']} ({index['chgPct']}%)")
def update_stock_list(self):
"""更新股票列表"""
print("\n更新印尼股票列表...")
stocks = get_indonesia_stocks(page_size=50)
for stock in stocks[:10]: # 只顯示前10只
print(f"{stock['symbol']}: {stock['name']} - {stock['last']}")
def run(self):
"""運行監控"""
try:
# 監控主要印尼股票
symbols_to_monitor = ["BBCA", "BBRI", "TLKM", "ASII", "UNVR"]
self.start_monitoring(symbols_to_monitor)
# 保持主線程運行
while True:
time.sleep(1)
except KeyboardInterrupt:
print("\n監控已停止")
except Exception as e:
print(f"監控出錯: {str(e)}")
# 啓動監控
if __name__ == "__main__":
monitor = IDXStockMonitor(API_KEY)
monitor.run()
部署建議
- API密鑰管理:不要將API密鑰硬編碼在代碼中,使用環境變量或配置文件
- 錯誤處理:增加更完善的錯誤處理和日誌記錄
- 速率限制:遵守API的速率限制,避免頻繁請求
- 數據存儲:考慮將重要數據存儲到數據庫中以供後續分析
- 監控告警:設置價格波動告警機制
# 從環境變量獲取API密鑰
import os
API_KEY = os.getenv("STOCKTV_API_KEY", "YOUR_API_KEY")
以上是一個完整的印尼股票數據API對接實現方案。您可以根據實際需求進行調整和擴展。如果您需要更多特定功能或有任何問題,請隨時告訴我。