WebSocket和HTTP请求在工作原理和使用场景上存在显著区别。首先，HTTP是一种无状态的协议，客户端发起请求，服务器响应后，连接通常会关闭。如果客户端需要再次获取数据，必须发起新的请求。这种"请求-响应"模型适用于大多数网络应用，如网页浏览和API交互，但不适合需要实时、持续通信的场景。
WebSocket则是一种全双工通信协议，它允许客户端和服务器在建立初始连接后，保持连接持续打开。通过这个连接，双方可以随时发送数据，而无需客户端不断发起新请求。这使WebSocket成为处理实时数据的理想选择，如股票价格、聊天应用、游戏服务器等。在WebSocket连接建立后，数据的传输效率更高，因为它不需要每次通信都包含完整的HTTP头部信息。
WebSocket在订阅实时股价时具有显著优势。传统的HTTP请求通常依赖于轮询（polling）机制，即客户端定期向服务器发送请求以获取最新数据，这不仅增加了网络负载，还引入了延迟，无法实现真正的实时更新。而WebSocket则通过建立持续的全双工连接，使服务器能够在有新的股价数据时立即推送给客户端，无需轮询。这种方式极大地减少了延迟，确保用户能够实时获取股价波动。
此外，WebSocket的效率更高。与HTTP相比，WebSocket在初次连接后不会在每次通信时重新发送冗长的请求头信息，数据传输更加轻量化，节省了带宽。在需要处理高频率、大量数据的金融交易平台和量化交易中，WebSocket能够支持实时、高效的市场数据传输，让交易系统快速响应市场变化，从而为投资者提供更精确的决策支持。
因此，使用WebSocket订阅实时股价不仅降低了延迟，还优化了网络资源的使用，为高频率交易和数据密集型应用提供了理想的解决方案。
通过Websocket订阅股票价格的方法
python
import json
import websocket # pip install websocket-client
'''
# 特别注意：
# github: https://github.com/alltick/free-quote
# token申请：https://alltick.co
# 把下面url中的testtoken替换为您自己的token
# 外汇，数字币，贵金属的api址：
# wss://quote.tradeswitcher.com/quote-b-ws-api
# 港美股api地址:
# wss://quote.tradeswitcher.com/quote-stock-b-ws-api
'''
class Feed(object):
def __init__(self):
self.url = 'wss://quote.tradeswitcher.com/quote-stock-b-ws-api?token=testtoken' # 这里输入websocket的url
self.ws = None
def on_open(self, ws):
"""
Callback object which is called at opening websocket.
1 argument:
@ ws: the WebSocketApp object
"""
print('A new WebSocketApp is opened!')
# 开始订阅（举个例子）
sub_param = {
"cmd_id": 22002,
"seq_id": 123,
"trace":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
"data":{
"symbol_list":[
{
"code": "700.HK",
"depth_level": 5,
},
{
"code": "UNH.US",
"depth_level": 5,
}
]
}
}
#如果希望长时间运行，除了需要发送订阅之外，还需要修改代码，定时发送心跳，避免连接断开，具体查看接口文档
sub_str = json.dumps(sub_param)
ws.send(sub_str)
print("depth quote are subscribed!")
def on_data(self, ws, string, type, continue_flag):
"""
4 argument.
The 1st argument is this class object.
The 2nd argument is utf-8 string which we get from the server.
The 3rd argument is data type. ABNF.OPCODE_TEXT or ABNF.OPCODE_BINARY will be came.
The 4th argument is continue flag. If 0, the data continue
"""
def on_message(self, ws, message):
"""
Callback object which is called when received data.
2 arguments:
@ ws: the WebSocketApp object
@ message: utf-8 data received from the server
"""
# 对收到的message进行解析
result = eval（message)
print(result)
def on_error(self, ws, error):
"""
Callback object which is called when got an error.
2 arguments:
@ ws: the WebSocketApp object
@ error: exception object
"""
print(error)
def on_close(self, ws, close_status_code, close_msg):
"""
Callback object which is called when the connection is closed.
2 arguments:
@ ws: the WebSocketApp object
@ close_status_code
@ close_msg
"""
print('The connection is closed!')
def start(self):
self.ws = websocket.WebSocketApp(
self.url,
on_open=self.on_open,
on_message=self.on_message,
on_data=self.on_data,
on_error=self.on_error,
on_close=self.on_close,
)
self.ws.run_forever()
if __name__ == "__main__":
feed = Feed()
feed.start()解析推送数据
python
{
"cmd_id":22998,
"data":{
"code": "1288.HK",
"seq": "1605509068000001",
"tick_time": "1605509068",
"price": "651.12",
"volume": "300",
"turnover": "12345.6",
"trade_direction": 1,
}
}5档行情数据
python
{
"cmd_id":22999,
"data":{
"code": "1288.HK",
"seq": "1605509068000001",
"tick_time": "1605509068",
"bids": [
{
"pric": "9.12",
"volume": "9.12",
},
{
"pric": "9.12",
"volume": "9.12",
},
{
"pric": "9.12",
"volume": "9.12",
},
{
"pric": "9.12",
"volume": "9.12",
},
{
"pric": "9.12",
"volume": "9.12",
}
],
"asks": [
{
"price": "147.12",
"volume": "147.12",
},
{
"price": "147.12",
"volume": "147.12",
},
{
"price": "147.12",
"volume": "147.12",
},
{
"price": "147.12",
"volume": "147.12",
},
{
"price": "147.12",
"volume": "147.12",
}
],
}
}