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

2. Order Management

3. Position Tracking

4. Account Management

5. Automation

Installation

pip install requests pycryptodome websocket-client

Configuration

# 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

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

# 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

# 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

# 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

# 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

Market Data

Orders

Positions

Account

Advanced Usage

Automated Trading Strategy

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

# 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

# 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

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

Initialize Trading API

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

# 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

# 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

# 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

# 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']}")

# 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
}

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