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

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

| 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

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

Connection Management: Reconnect on failure
Rate Limiting: Don't exceed API limits
Order Validation: Validate before placing
Error Handling: Always handle exceptions
Logging: Log all trading activities
Risk Controls: Set stop loss/take profit

Quant Trading Api