Java接入实时外汇行情 API - 原创教程

我一直觉得，写交易策略不难，难的是获取一手的数据流 。尤其是做外汇，价格波动快得让人窒息，延迟半秒你都能错过关键点位。
所以，这篇文章，我想直接告诉你：如果你用 Java 做量化，怎样最快地接入一个实时外汇行情 API。
我试过几个主流的行情源，包括一些号称免费但连 HTTPS 都不稳定的服务。说实话，稳定、低延迟、有文档 ，这是底线。我这里使用的是infoway API提供的实时外汇行情接口。支持 WebSocket 和 HTTP REST。这种商用级别的接口拿来做个人交易简直是降维打击。

Java接WebSocket

我们直接用 Java-WebSocket 这个库就够了。下面是我最小可用实现，能跑的：

package org.example.ws;
 
import com.alibaba.fastjson2.JSONObject;
import jakarta.websocket.*;
 
import java.io.IOException;
import java.net.URI;
import java.util.concurrent.Executors;
import java.util.concurrent.ScheduledExecutorService;
import java.util.concurrent.TimeUnit;
 
// 先申请免费token: https://infoway.io
// 详细接入文档：docs.infoway.io
 
public class WebsocketExample {
 
    private static Session session;
 
    private static final String WS_URL = "wss://data.infoway.io/ws?business=crypto&apikey=yourApikey";
 
    public static void main(String[] args) throws Exception {
        try {
            // create WebSocket connect
            WebSocketContainer container = ContainerProvider.getWebSocketContainer();
            session = container.connectToServer(WebsocketExample.MyClientEndpoint.class, URI.create(WS_URL));
            // send message
 
            JSONObject jsonObject = new JSONObject();
            jsonObject.put("code", 10000);
            jsonObject.put("trace", "01213e9d-90a0-426e-a380-ebed633cba7a");
            JSONObject data = new JSONObject();
            data.put("codes", "BTCUSDT");
            jsonObject.put("data", data);
 
            session.getBasicRemote().sendText(jsonObject.toJSONString());
 
            ScheduledExecutorService pingExecutor = Executors.newScheduledThreadPool(1);
            Runnable pingTask = WebsocketExample::ping;
            pingExecutor.scheduleAtFixedRate(pingTask, 30, 30, TimeUnit.SECONDS);
 
            // keep running
            Thread.sleep(600 * 1000);
            // close connect
            session.close();
        } catch (DeploymentException | IOException | InterruptedException e) {
            e.printStackTrace();
        }
    }
 
    @ClientEndpoint
    public static class MyClientEndpoint {
        @OnOpen
        public void onOpen(Session session) {
            System.out.println("Connection opened: " + session.getId());
        }
 
        @OnMessage
        public void onMessage(String message, Session session) {
            try {
                System.out.println("Message received: " + message);
            } catch (Exception e) {
            }
        }
 
        @OnClose
        public void onClose(Session session, CloseReason reason) {
            System.out.println("Connection closed: " + session.getId() + ", reason: " + reason);
        }
 
        @OnError
        public void onError(Throwable error) {
            error.printStackTrace();
        }
    }
 
    //ping message
    public static void ping() {
        try {
            JSONObject jsonObject = new JSONObject();
            jsonObject.put("code", 10010);
            jsonObject.put("trace", "01213e9d-90a0-426e-a380-ebed633cba7a");
            session.getBasicRemote().sendText(jsonObject.toJSONString());
        } catch (IOException e) {
            throw new RuntimeException(e);
        }
    }
}