quant-trading-api

# Quant Trading API Professional trading API for Chinese securities brokers. ## Supported Brokers | Broker | Status | Features | |--------|--------|----------| | **华泰证券 (Huatai)** | ✅ | Full API | | **银河证券 (Galaxy)** | ✅ | Full API | | **广发证券 (GF)** | ✅ | Full API | | **中信建投 (CITIC)** | ✅ | Full API | | **同花顺 (iFinD)** | ✅ | 通用接口 | ## Features ### 1. Market Data - **Real-time Quotes**: Level 1/2 market data - **K-line Data**: 1min/5min/15min/30min/60min/Daily - **Order Book**: Top 50 bids/asks - **Trading Calendar**: A-share trading days - **Market Status**: Open/Close/Auction ### 2. Order Management - **Place Orders**: Limit, Market, Stop orders - **Cancel Orders**: Cancel pending orders - **Modify Orders**: Change order price/qty - **Order Status**: Tracking order lifecycle - **Order History**: Historical order records ### 3. Position Tracking - **Real-time Positions**: Current holdings - **Position P&L**: Unrealized/realized P&L - **Trading History**: Fill records - **Daily Trades**: Today's transactions ### 4. Account Management - **Account Balance**: Cash, positions, total assets - **Margin Info**: Margin ratio, available margin - **Permissions**: Market/limit order permissions ### 5. Automation - **Scheduled Trading**: Time-based execution - **Conditional Orders**: Price/volume triggers - **Strategy Framework**: Built-in strategy runner - **Risk Controls**: Auto-stop loss/take profit ## Installation ```bash pip install requests pycryptodome websocket-client ``` ## Configuration ```python # config.py BROKER_CONFIG = { 'broker': 'huatai', # huatai, galaxy, gf, citic, tonghuashun 'account': '123456789', 'password': 'your_password', 'server': 'trade.htsc.com.cn', # Trading server 'market': 'sz' # sh, sz } ``` ## Usage ### Initialize Trading API ```python from quant_trading import TradingAPI api = TradingAPI( broker='huatai', account='123456789', password='your_password' ) # Login api.login() print(f"Login successful: {api.account_info['account_name']}") ``` ### Get Market Data ```python # Real-time quote quote = api.get_quote('600519') print(f"Price: {quote['price']}, Volume: {quote['volume']}") # K-line data kline = api.get_kline('000858', period='60min', count=100) print(kline.tail()) ``` ### Place Order ```python # Buy stock order = api.buy( symbol='600519', price=1850.0, volume=100 ) print(f"Order ID: {order['order_id']}") # Sell stock order = api.sell( symbol='600519', price=1900.0, volume=100 ) ``` ### Order Management ```python # Cancel order api.cancel_order(order_id='123456') # Get order status status = api.get_order(order_id='123456') print(f"Status: {status['status']}") # Get all orders orders = api.get_orders(status='pending') ``` ### Position & Account ```python # Get positions positions = api.get_positions() for pos in positions: print(f"{pos['symbol']}: {pos['volume']} shares, P&L: {pos['pnl']}") # Get account balance balance = api.get_balance() print(f"Total Assets: {balance['total_assets']}") print(f"Available Cash: {balance['available']}") ``` ## API Reference ### Connection | Method | Description | |--------|-------------| | `login()` | Login to broker | | `logout()` | Logout | | `heartbeat()` | Keep connection alive | ### Market Data | Method | Description | |--------|-------------| | `get_quote(symbol)` | Get real-time quote | | `get_kline(symbol, period, count)` | Get K-line data | | `get_orderbook(symbol)` | Get order book | | `get_trading_calendar(start, end)` | Get trading days | ### Orders | Method | Description | |--------|-------------| | `buy(symbol, price, volume)` | Place buy order | | `sell(symbol, price, volume)` | Place sell order | | `cancel_order(order_id)` | Cancel order | | `get_order(order_id)` | Get order status | | `get_orders(status)` | Get all orders | ### Positions | Method | Description | |--------|-------------| | `get_positions()` | Get current positions | | `get_trades()` | Get today's trades | | `get_history(start, end)` | Historical records | ### Account | Method | Description | |--------|-------------| | `get_balance()` | Get account balance | | `get_margin()` | Get margin info | ## Advanced Usage ### Automated Trading Strategy ```python from quant_trading import TradingAPI, Strategy class MomentumStrategy(Strategy): def __init__(self, api): self.api = api def on_bar(self, bar): # Check signal if self.check_signal(bar): # Place order self.api.buy(bar['symbol'], bar['close'], 100) def check_signal(self, bar): # Your logic return bar['volume'] > 1000000 # Run strategy api = TradingAPI(...) strategy = MomentumStrategy(api) api.run_strategy(strategy) ``` ### Scheduled Trading ```python # Execute at specific time api.schedule_order( symbol='600519', direction='buy', price=1850.0, volume=100, execute_time='09:35:00' ) ``` ### Stop Loss / Take Profit ```python # Set stop loss api.set_stop_loss( symbol='600519', entry_price=1850.0, stop_loss_pct=0.05 # 5% stop loss ) # Set take profit api.set_take_profit( symbol='600519', entry_price=1850.0, take_profit_pct=0.15 # 15% take profit ) ``` ## Error Handling ```python try: order = api.buy('600519', 1850.0, 100) except OrderError as e: print(f"Order failed: {e.message}") if e.code == 'INSUFFICIENT_BALANCE': print("Insufficient balance") elif e.code == 'LIMIT_UP': print("Stock hit limit up") elif e.code == 'SUSPENDED': print("Stock suspended") ``` ## Common Error Codes | Code | Description | |------|-------------| | `SUCCESS` | Order successful | | `INSUFFICIENT_BALANCE` | Insufficient cash | | `INSUFFICIENT_POSITION` | Insufficient shares | | `LIMIT_UP` | Stock at limit up | | `LIMIT_DOWN` | Stock at limit down | | `SUSPENDED` | Stock suspended | | `NOT_TRADING` | Outside trading hours | | `INVALID_PRICE` | Price out of range | ## Best Practices 1. **Connection Management**: Reconnect on failure 2. **Rate Limiting**: Don't exceed API limits 3. **Order Validation**: Validate before placing 4. **Error Handling**: Always handle exceptions 5. **Logging**: Log all trading activities 6. **Risk Controls**: Set stop loss/take profit ## Links - [华泰API文档](https://openapi.htsc.com) - [银河API文档](https://api.galaxy.com) - [同花顺API](https://tushare.pro)