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# 行情数据服务 API 文档
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> 版本:v1.0.0
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> 更新时间:2026-03-11
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## 目录
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- [概述](#概述)
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- [认证方式](#认证方式)
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- [股票接口](#股票接口)
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- [期货接口](#期货接口)
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- [管理接口](#管理接口)
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- [WebSocket 实时行情](#websocket-实时行情)
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- [数据模型](#数据模型)
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- [错误码](#错误码)
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---
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## 概述
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### 基础信息
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| 项目 | 说明 |
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|------|------|
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| 协议 | HTTP/1.1 或 HTTP/2 |
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| 数据格式 | JSON |
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| 字符编码 | UTF-8 |
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| 日期格式 | YYYYMMDD (如:20260301) |
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| 时间戳格式 | ISO 8601 (如:2026-03-01T09:30:00) |
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### 基础 URL
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```
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http://<host>:8080/v1
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```
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### 通用响应结构
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所有接口返回统一的响应格式:
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```json
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{
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"code": 0, // 状态码,0表示成功
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"message": "success", // 提示信息
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"data": {} // 响应数据(具体结构见各接口)
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}
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```
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---
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## 认证方式
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API 使用 `X-API-Key` 请求头进行认证(健康检查接口除外)。
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```http
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X-API-Key: YOUR_API_KEY
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```
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**响应示例(认证失败):**
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```json
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{
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"detail": "Missing API Key"
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}
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```
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---
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## 股票接口
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### 1. 查询股票K线
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获取指定股票的K线数据。
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | GET |
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| 路径 | `/stock/klines/{symbol}` |
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| 认证 | 需要 |
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**路径参数:**
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| 参数 | 类型 | 必填 | 说明 |
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|------|------|------|------|
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| symbol | string | 是 | 标的代码,如 `000001.SZ` |
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**查询参数:**
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| 参数 | 类型 | 必填 | 默认值 | 说明 |
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|------|------|------|--------|------|
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| start | string | 是 | - | 开始日期 YYYYMMDD |
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| end | string | 是 | - | 结束日期 YYYYMMDD |
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| freq | string | 否 | `1d` | 周期:`1m`, `5m`, `15m`, `30m`, `60m`, `1d`, `1w`, `1month` |
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| adjust | string | 否 | - | 复权类型:`qfq`(前复权), `hfq`(后复权),空值为不复权 |
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**请求示例:**
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```bash
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curl -X GET "http://localhost:8080/v1/stock/klines/000001.SZ?start=20250301&end=20250310&freq=1d&adjust=qfq" \
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-H "X-API-Key: YOUR_API_KEY"
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```
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**响应示例:**
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```json
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{
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"code": 0,
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"message": "success",
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"data": {
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"symbol": "000001.SZ",
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"name": "平安银行",
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"freq": "1d",
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"adjust": "qfq",
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"count": 8,
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"items": [
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{
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"symbol": "000001.SZ",
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"time": "2026-03-01T00:00:00",
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"open": 10.50,
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"high": 10.80,
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"low": 10.40,
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"close": 10.65,
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"volume": 1500000,
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"amount": 15975000.00,
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"trade_date": "2026-03-01",
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"is_limit_up": false,
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"is_limit_down": false,
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"total_market_cap": 250000000000.00,
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"float_market_cap": 200000000000.00,
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"inst_holding_ratio": 25.5,
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"trading_days": 5200
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}
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]
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}
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}
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```
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---
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### 2. 批量查询股票K线
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批量查询多只股票的K线数据。
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | POST |
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| 路径 | `/stock/klines/batch` |
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| 认证 | 需要 |
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**请求体:**
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| 参数 | 类型 | 必填 | 说明 |
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|------|------|------|------|
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| symbols | array | 是 | 标的代码列表,最多100只 |
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| start | string | 是 | 开始日期 YYYYMMDD |
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| end | string | 是 | 结束日期 YYYYMMDD |
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| freq | string | 否 | 周期,默认 `1d` |
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| adjust | string | 否 | 复权类型 |
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**请求示例:**
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```bash
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curl -X POST "http://localhost:8080/v1/stock/klines/batch" \
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-H "X-API-Key: YOUR_API_KEY" \
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-H "Content-Type: application/json" \
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-d '{
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"symbols": ["000001.SZ", "000002.SZ"],
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"start": "20250301",
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"end": "20250310",
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"freq": "1d"
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}'
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```
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**响应示例:**
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```json
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{
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"code": 0,
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"message": "success",
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"data": {
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"results": [
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{
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"symbol": "000001.SZ",
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"success": true,
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"error": null,
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"data": {
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"count": 8,
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"items": [...]
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}
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},
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{
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"symbol": "000002.SZ",
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"success": false,
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"error": "symbol not found",
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"data": null
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}
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]
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}
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}
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```
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---
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### 3. 查询股票列表
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获取所有可用股票标的。
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | GET |
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| 路径 | `/stock/symbols` |
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| 认证 | 需要 |
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**查询参数:**
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| 参数 | 类型 | 必填 | 默认值 | 说明 |
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|------|------|------|--------|------|
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| exchange | string | 否 | - | 交易所筛选:`SZ`, `SH`, `BJ` |
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| keyword | string | 否 | - | 关键词搜索(代码或名称) |
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| page | integer | 否 | 1 | 页码 |
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| size | integer | 否 | 20 | 每页数量,最大100 |
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**响应示例:**
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```json
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{
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"code": 0,
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"message": "success",
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"data": {
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"total": 5000,
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"page": 1,
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"size": 20,
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"items": [
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{
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"symbol_id": "000001.SZ",
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"symbol_type": "stock",
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"exchange": "SZ",
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"name": "平安银行",
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"name_en": "Ping An Bank",
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"list_date": "1991-04-03T00:00:00",
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"industry": "银行",
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"status": "active"
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}
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]
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}
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}
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```
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---
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### 4. 查询股票交易日历
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获取指定日期范围内的交易日。
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | GET |
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| 路径 | `/stock/trading-dates` |
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| 认证 | 需要 |
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**查询参数:**
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| 参数 | 类型 | 必填 | 说明 |
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|------|------|------|------|
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| start | string | 是 | 开始日期 YYYYMMDD |
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| end | string | 是 | 结束日期 YYYYMMDD |
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**响应示例:**
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```json
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{
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"code": 0,
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"message": "success",
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"data": {
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"start": "20250301",
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"end": "20250310",
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"total_days": 10,
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"trading_days": 7,
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"trading_dates": ["20250301", "20250302", "20250303", "20250306", "20250307", "20250310"]
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}
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}
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```
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---
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## 期货接口
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### 1. 查询期货K线
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获取指定期货合约的K线数据。
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | GET |
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| 路径 | `/futures/klines/{symbol}` |
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| 认证 | 需要 |
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**路径参数:**
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| 参数 | 类型 | 必填 | 说明 |
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|------|------|------|------|
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| symbol | string | 是 | 合约代码,如 `CU2504.SHFE` |
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**查询参数:**
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| 参数 | 类型 | 必填 | 默认值 | 说明 |
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|------|------|------|--------|------|
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| start | string | 是 | - | 开始日期 YYYYMMDD |
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| end | string | 是 | - | 结束日期 YYYYMMDD |
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| freq | string | 否 | `1d` | 周期 |
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**响应示例:**
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```json
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{
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"code": 0,
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"message": "success",
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"data": {
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"symbol": "CU2504.SHFE",
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"name": "沪铜2504",
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"freq": "1d",
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"adjust": "",
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"count": 10,
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"items": [
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{
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"symbol": "CU2504.SHFE",
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"time": "2026-03-01T00:00:00",
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"open": 69000.00,
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"high": 69500.00,
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"low": 68800.00,
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"close": 69200.00,
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"volume": 12500,
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"amount": 865000000.00,
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"open_interest": 45000
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}
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]
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}
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}
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```
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---
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### 2. 批量查询期货K线
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | POST |
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| 路径 | `/futures/klines/batch` |
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| 认证 | 需要 |
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**请求体:** 同股票批量查询
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---
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### 3. 查询期货列表
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | GET |
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| 路径 | `/futures/symbols` |
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| 认证 | 需要 |
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**查询参数:**
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| 参数 | 类型 | 必填 | 默认值 | 说明 |
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|------|------|------|--------|------|
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| exchange | string | 否 | - | 交易所:`CFFEX`, `SHFE`, `DCE`, `CZCE`, `INE`, `GFEX` |
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| underlying | string | 否 | - | 品种筛选,如 `CU`, `RB` |
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| keyword | string | 否 | - | 关键词搜索 |
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| page | integer | 否 | 1 | 页码 |
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| size | integer | 否 | 20 | 每页数量 |
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---
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### 4. 查询期货交易日历
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | GET |
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| 路径 | `/futures/trading-dates` |
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| 认证 | 需要 |
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---
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### 5. 获取品种合约列表
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获取指定品种的所有可交易合约。
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | GET |
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| 路径 | `/futures/contracts` |
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| 认证 | 需要 |
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**查询参数:**
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| 参数 | 类型 | 必填 | 说明 |
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|------|------|------|------|
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| underlying | string | 是 | 品种代码,如 `CU`, `RB` |
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| exchange | string | 否 | 交易所筛选 |
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**响应示例:**
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```json
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{
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"code": 0,
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"message": "success",
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"data": {
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"underlying": "CU",
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"count": 12,
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"items": [
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{
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"symbol_id": "CU2504.SHFE",
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"symbol_type": "futures",
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"exchange": "SHFE",
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"name": "沪铜2504",
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"underlying": "CU",
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"contract_month": "2504",
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"list_date": "2024-04-16T00:00:00",
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"delist_date": "2025-04-15T00:00:00",
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"status": "active"
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}
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]
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}
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}
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```
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---
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### 6. 查询主力连续合约K线(预留)
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**请求信息:**
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| 项目 | 说明 |
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|------|------|
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| 方法 | GET |
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| 路径 | `/futures/continuous/{underlying}` |
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| 认证 | 需要 |
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**路径参数:**
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|
|
| 参数 | 类型 | 必填 | 说明 |
|
|
|
|------|------|------|------|
|
|
|
| underlying | string | 是 | 品种代码 |
|
|
|
|
|
|
**查询参数:** 同期货K线查询
|
|
|
|
|
|
> 注:当前返回空数据,功能预留
|
|
|
|
|
|
---
|
|
|
|
|
|
## 管理接口
|
|
|
|
|
|
### 1. 健康检查
|
|
|
|
|
|
检查服务健康状态(无需认证)。
|
|
|
|
|
|
**请求信息:**
|
|
|
|
|
|
| 项目 | 说明 |
|
|
|
|------|------|
|
|
|
| 方法 | GET |
|
|
|
| 路径 | `/admin/health` |
|
|
|
| 认证 | 不需要 |
|
|
|
|
|
|
**响应示例:**
|
|
|
|
|
|
```json
|
|
|
{
|
|
|
"status": "healthy",
|
|
|
"timestamp": "2026-03-11T08:30:00"
|
|
|
}
|
|
|
```
|
|
|
|
|
|
---
|
|
|
|
|
|
### 2. 获取数据源状态
|
|
|
|
|
|
获取当前数据源配置和状态。
|
|
|
|
|
|
**请求信息:**
|
|
|
|
|
|
| 项目 | 说明 |
|
|
|
|------|------|
|
|
|
| 方法 | GET |
|
|
|
| 路径 | `/admin/source/status` |
|
|
|
| 认证 | 需要 |
|
|
|
|
|
|
**响应示例:**
|
|
|
|
|
|
```json
|
|
|
{
|
|
|
"code": 0,
|
|
|
"message": "success",
|
|
|
"data": {
|
|
|
"stock": {
|
|
|
"active_source": "custom",
|
|
|
"standby_sources": [],
|
|
|
"status": "healthy"
|
|
|
},
|
|
|
"futures": {
|
|
|
"active_source": "custom",
|
|
|
"standby_sources": [],
|
|
|
"status": "healthy"
|
|
|
}
|
|
|
}
|
|
|
}
|
|
|
```
|
|
|
|
|
|
---
|
|
|
|
|
|
### 3. 切换数据源
|
|
|
|
|
|
切换股票/期货的数据源。
|
|
|
|
|
|
**请求信息:**
|
|
|
|
|
|
| 项目 | 说明 |
|
|
|
|------|------|
|
|
|
| 方法 | POST |
|
|
|
| 路径 | `/admin/source/switch` |
|
|
|
| 认证 | 需要 |
|
|
|
|
|
|
**请求体:**
|
|
|
|
|
|
| 参数 | 类型 | 必填 | 说明 |
|
|
|
|------|------|------|------|
|
|
|
| asset_class | string | 是 | 资产类别:`stock`, `futures`, `all` |
|
|
|
| source | string | 是 | 目标数据源名称 |
|
|
|
| sync_backfill | boolean | 否 | 是否同步补录 |
|
|
|
| start_date | string | 否 | 补录开始日期 YYYYMMDD |
|
|
|
|
|
|
**请求示例:**
|
|
|
|
|
|
```bash
|
|
|
curl -X POST "http://localhost:8080/v1/admin/source/switch" \
|
|
|
-H "X-API-Key: YOUR_API_KEY" \
|
|
|
-H "Content-Type: application/json" \
|
|
|
-d '{
|
|
|
"asset_class": "all",
|
|
|
"source": "custom",
|
|
|
"sync_backfill": false
|
|
|
}'
|
|
|
```
|
|
|
|
|
|
---
|
|
|
|
|
|
### 4. 历史数据补录
|
|
|
|
|
|
启动历史数据补录任务。
|
|
|
|
|
|
**请求信息:**
|
|
|
|
|
|
| 项目 | 说明 |
|
|
|
|------|------|
|
|
|
| 方法 | POST |
|
|
|
| 路径 | `/admin/backfill` |
|
|
|
| 认证 | 需要 |
|
|
|
|
|
|
**请求体:**
|
|
|
|
|
|
| 参数 | 类型 | 必填 | 说明 |
|
|
|
|------|------|------|------|
|
|
|
| asset_class | string | 是 | 资产类别 |
|
|
|
| symbols | array | 是 | 标的列表,空数组表示全部 |
|
|
|
| start | string | 是 | 开始日期 YYYYMMDD |
|
|
|
| end | string | 是 | 结束日期 YYYYMMDD |
|
|
|
| freqs | array | 是 | 需要补录的周期列表 |
|
|
|
| source | string | 否 | 指定数据源 |
|
|
|
|
|
|
---
|
|
|
|
|
|
## WebSocket 实时行情
|
|
|
|
|
|
### 连接信息
|
|
|
|
|
|
| 项目 | 说明 |
|
|
|
|------|------|
|
|
|
| URL | `ws://<host>:8080/v1/stream` |
|
|
|
| 协议 | WebSocket |
|
|
|
| 认证 | 通过 `X-API-Key` Header |
|
|
|
|
|
|
### 连接示例
|
|
|
|
|
|
```javascript
|
|
|
const ws = new WebSocket('ws://localhost:8080/v1/stream');
|
|
|
ws.onopen = () => {
|
|
|
// 订阅股票行情
|
|
|
ws.send(JSON.stringify({
|
|
|
action: 'subscribe',
|
|
|
symbols: ['000001.SZ', '000002.SZ']
|
|
|
}));
|
|
|
};
|
|
|
ws.onmessage = (event) => {
|
|
|
const data = JSON.parse(event.data);
|
|
|
console.log(data);
|
|
|
};
|
|
|
```
|
|
|
|
|
|
### 消息格式
|
|
|
|
|
|
**客户端 → 服务器(订阅):**
|
|
|
|
|
|
```json
|
|
|
{
|
|
|
"action": "subscribe",
|
|
|
"symbols": ["000001.SZ", "CU2504.SHFE"]
|
|
|
}
|
|
|
```
|
|
|
|
|
|
**客户端 → 服务器(取消订阅):**
|
|
|
|
|
|
```json
|
|
|
{
|
|
|
"action": "unsubscribe",
|
|
|
"symbols": ["000001.SZ"]
|
|
|
}
|
|
|
```
|
|
|
|
|
|
**服务器 → 客户端(行情推送):**
|
|
|
|
|
|
```json
|
|
|
{
|
|
|
"type": "tick",
|
|
|
"symbol": "000001.SZ",
|
|
|
"time": "2026-03-11T09:30:00.123",
|
|
|
"price": 10.65,
|
|
|
"volume": 1000,
|
|
|
"amount": 10650.00
|
|
|
}
|
|
|
```
|
|
|
|
|
|
---
|
|
|
|
|
|
## 数据模型
|
|
|
|
|
|
### K线周期 (Frequency)
|
|
|
|
|
|
| 值 | 说明 |
|
|
|
|------|------|
|
|
|
| `1m` | 1分钟 |
|
|
|
| `5m` | 5分钟 |
|
|
|
| `15m` | 15分钟 |
|
|
|
| `30m` | 30分钟 |
|
|
|
| `60m` | 60分钟 |
|
|
|
| `1d` | 日线 |
|
|
|
| `1w` | 周线 |
|
|
|
| `1month` | 月线 |
|
|
|
|
|
|
### 复权类型 (AdjustType)
|
|
|
|
|
|
| 值 | 说明 |
|
|
|
|------|------|
|
|
|
| `` | 不复权 |
|
|
|
| `qfq` | 前复权 |
|
|
|
| `hfq` | 后复权 |
|
|
|
|
|
|
### 交易所 (Exchange)
|
|
|
|
|
|
**股票交易所:**
|
|
|
|
|
|
| 值 | 说明 |
|
|
|
|------|------|
|
|
|
| `SZ` | 深交所 |
|
|
|
| `SH` | 上交所 |
|
|
|
| `BJ` | 北交所 |
|
|
|
|
|
|
**期货交易所:**
|
|
|
|
|
|
| 值 | 说明 |
|
|
|
|------|------|
|
|
|
| `CFFEX` | 中金所 |
|
|
|
| `SHFE` | 上期所 |
|
|
|
| `DCE` | 大商所 |
|
|
|
| `CZCE` | 郑商所 |
|
|
|
| `INE` | 上期能源 |
|
|
|
| `GFEX` | 广期所 |
|
|
|
|
|
|
### K线数据字段 (KLineItem)
|
|
|
|
|
|
| 字段 | 类型 | 说明 |
|
|
|
|------|------|------|
|
|
|
| symbol | string | 标的代码 |
|
|
|
| time | datetime | 时间戳 |
|
|
|
| open | float | 开盘价 |
|
|
|
| high | float | 最高价 |
|
|
|
| low | float | 最低价 |
|
|
|
| close | float | 收盘价 |
|
|
|
| volume | int | 成交量(股/手) |
|
|
|
| amount | float | 成交额(元) |
|
|
|
| open_interest | int | 持仓量(期货特有) |
|
|
|
| settlement | float | 结算价(期货特有) |
|
|
|
| adj_factor | float | 复权系数(股票特有) |
|
|
|
| trade_date | string | 交易日 YYYY-MM-DD |
|
|
|
| is_limit_up | boolean | 是否涨停(股票) |
|
|
|
| is_limit_down | boolean | 是否跌停(股票) |
|
|
|
| total_market_cap | float | 总市值(元) |
|
|
|
| float_market_cap | float | 流通市值(元) |
|
|
|
| inst_holding_ratio | float | 机构持仓占比(%) |
|
|
|
| trading_days | int | 可交易日数 |
|
|
|
|
|
|
---
|
|
|
|
|
|
## 错误码
|
|
|
|
|
|
| 状态码 | 说明 |
|
|
|
|--------|------|
|
|
|
| 200 | 成功 |
|
|
|
| 401 | 未认证(缺少 API Key) |
|
|
|
| 422 | 请求参数错误 |
|
|
|
| 500 | 服务器内部错误 |
|
|
|
| 503 | 服务不可用 |
|
|
|
|
|
|
**业务错误码:**
|
|
|
|
|
|
| code | 说明 |
|
|
|
|------|------|
|
|
|
| 0 | 成功 |
|
|
|
| 1001 | 标的不存在 |
|
|
|
| 1002 | 日期格式错误 |
|
|
|
| 1003 | 频率不支持 |
|
|
|
| 2001 | 数据源连接失败 |
|
|
|
| 2002 | 数据源切换失败 |
|
|
|
|
|
|
---
|
|
|
|
|
|
## 附录
|
|
|
|
|
|
### 常用标的代码示例
|
|
|
|
|
|
**股票:**
|
|
|
|
|
|
| 代码 | 名称 |
|
|
|
|------|------|
|
|
|
| `000001.SZ` | 平安银行 |
|
|
|
| `000002.SZ` | 万科A |
|
|
|
| `600000.SH` | 浦发银行 |
|
|
|
| `600519.SH` | 贵州茅台 |
|
|
|
|
|
|
**期货:**
|
|
|
|
|
|
| 代码 | 名称 |
|
|
|
|------|------|
|
|
|
| `CU2504.SHFE` | 沪铜2504 |
|
|
|
| `RB2505.SHFE` | 螺纹钢2505 |
|
|
|
| `M2505.DCE` | 豆粕2505 |
|
|
|
| `CF2505.CZCE` | 棉花2505 |
|
|
|
|
|
|
---
|
|
|
|
|
|
**文档结束**
|