期货数据API对接实战指南
一、期货数据接口概述
StockTV提供全球主要期货市场的实时行情与历史数据接口，覆盖以下品种：
[*]商品期货：原油、黄金、白银、铜、天然气、农产品等
[*]金融期货：股指期货、国债期货
[*]特色品种：马棕油、铁矿石等区域特色期货
二、环境准备与配置
1. API密钥获取
API_KEY = "your_futures_api_key"# 通过官网申请
BASE_URL = "https://api.stocktv.top"2. 安装必要库
pip install requests pandas matplotlib websocket-client三、期货行情数据对接
1. 获取期货合约列表
def get_futures_list():
"""获取可交易期货合约列表"""
url = f"{BASE_URL}/futures/list"
params = {"key": API_KEY}
response = requests.get(url, params=params)
return response.json()
# 示例调用
futures_list = get_futures_list()
print("可用期货合约:", } ({x['name']})" for x in futures_list['data'][:5]])2. 查询特定合约行情
def get_futures_quote(symbol):
"""获取期货合约实时行情"""
url = f"{BASE_URL}/futures/quote"
params = {
"symbol": symbol,
"key": API_KEY
}
response = requests.get(url, params=params)
return response.json()
# 获取原油期货行情
crude_oil = get_futures_quote("CL1!")
print(f"WTI原油最新价: {crude_oil['data']['last']} 涨跌: {crude_oil['data']['change']}")四、期货K线数据获取
1. 历史K线数据接口
def get_futures_kline(symbol, interval="1d", limit=100):
"""
获取期货K线数据
:param symbol: 合约代码
:param interval: 时间间隔(1m/5m/15m/1h/1d)
:param limit: 数据条数
"""
url = f"{BASE_URL}/futures/kline"
params = {
"symbol": symbol,
"interval": interval,
"limit": limit,
"key": API_KEY
}
response = requests.get(url, params=params)
data = response.json()
# 转换为DataFrame
df = pd.DataFrame(data['data'])
df['time'] = pd.to_datetime(df['time'], unit='ms')
return df
# 获取黄金期货15分钟K线
gold_kline = get_futures_kline("GC1!", "15m")2. K线数据可视化
import matplotlib.pyplot as plt
def plot_futures_kline(df, title):
plt.figure(figsize=(12,6))
plt.title(title)
# 绘制蜡烛图
for i, row in df.iterrows():
color = 'red' if row['close'] > row['open'] else 'green'
plt.plot(, , row['high']], color=color)
plt.plot(, , row['open']], color=color)
plt.plot(, , row['close']], color=color)
plt.xlabel('时间')
plt.ylabel('价格')
plt.grid()
plt.show()
plot_futures_kline(gold_kline, "COMEX黄金期货15分钟K线")五、期货交易数据存储方案
1. 数据库设计（SQL示例）
import sqlite3
def init_db():
conn = sqlite3.connect('futures_data.db')
c = conn.cursor()
c.execute('''CREATE TABLE IF NOT EXISTS futures_quotes
(symbol text, last real, volume integer,
time timestamp, PRIMARY KEY (symbol, time))''')
c.execute('''CREATE TABLE IF NOT EXISTS futures_kline
(symbol text, open real, high real, low real,
close real, volume integer, time timestamp,
PRIMARY KEY (symbol, time))''')
conn.commit()
conn.close()
init_db()2. 数据存储实现
def save_futures_quote(data):
conn = sqlite3.connect('futures_data.db')
c = conn.cursor()
c.execute('''INSERT INTO futures_quotes
VALUES (?, ?, ?, ?)''',
(data['symbol'], data['last'], data['volume'], data['time']))
conn.commit()
conn.close()
def save_futures_kline(symbol, kline_data):
conn = sqlite3.connect('futures_data.db')
c = conn.cursor()
for row in kline_data:
c.execute('''INSERT INTO futures_kline
VALUES (?, ?, ?, ?, ?, ?, ?)''',
(symbol, row['open'], row['high'], row['low'],
row['close'], row['volume'], row['time']))
conn.commit()
conn.close()六、生产环境注意事项
[*]错误处理与重试机制
from tenacity import retry, stop_after_attempt, wait_exponential
@retry(stop=stop_after_attempt(3),
wait=wait_exponential(multiplier=1, min=2, max=10))
def safe_futures_api_call(url, params):
try:
response = requests.get(url, params=params, timeout=5)
response.raise_for_status()
return response.json()
except Exception as e:
print(f"API调用失败: {e}")
raise
[*]性能优化建议
[*]使用Redis缓存高频访问的合约信息
[*]批量获取多个合约数据减少API调用次数
[*]对历史K线数据实现本地存储
七、完整示例：期货监控系统
import schedule
import time
class FuturesMonitor:
def __init__(self):
self.tracked_symbols = ["CL1!", "GC1!"]
def update_data(self):
for symbol in self.tracked_symbols:
# 获取实时行情
quote = get_futures_quote(symbol)
print(f"{symbol} 最新价: {quote['data']['last']}")
# 获取K线数据
kline = get_futures_kline(symbol, "15m")
print(f"最近3根K线: {kline.tail(3)}")
# 存储数据
save_futures_quote(quote['data'])
def run(self):
# 每15秒更新一次数据
schedule.every(15).seconds.do(self.update_data)
while True:
schedule.run_pending()
time.sleep(1)
# 启动监控
monitor = FuturesMonitor()
monitor.run()八、总结与资源
核心功能总结
[*]实时行情：获取期货合约的最新价格、成交量等数据
[*]历史数据：获取不同时间周期的K线数据
[*]实时推送：通过WebSocket接收实时行情更新
扩展资源
[*]StockTV期货API文档
[*]示例代码仓库
[*]全球主要期货交易所列表
注意事项：
[*]期货合约存在到期日，注意合约切换
[*]不同品种的交易时间不同
[*]实时行情需处理网络中断等异常情况
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