JAVA接入WebScoket行情接口

Java脚好用的库很多，开发效率一点不输Python。如果是日内策略，需要更实时的行情数据，不然策略滑点太大，容易跑偏结果。

之前爬行情网站提供的level1行情接口，实测平均更新延迟达到了6秒，超过10只股票并发请求频率过快很容易封IP。后面又尝试了买代理IP来请求，成本太高而且不稳定。

在Github上看到一个行情包，对接的是WebSocket协议，找到了一个Java版本封装的包，记录一下:

package com.client;
import org.java_websocket.client.WebSocketClient;
import org.java_websocket.handshake.ServerHandshake;
import java.net.URI;
import java.net.URISyntaxException;
import java.nio.ByteBuffer;
import java.text.SimpleDateFormat;
import java.util.Date;
import java.io.ByteArrayOutputStream;
import java.io.IOException;
import java.util.zip.Inflater;
import java.util.zip.DataFormatException;public class Client extends WebSocketClient {SimpleDateFormat sdf = new SimpleDateFormat("HH:mm:ss");public Client(String url) throws URISyntaxException {super(new URI(url));}@Overridepublic void onOpen(ServerHandshake shake) {//发送订阅命令this.send("add=lv1_600519,lv2_600519");}/*** 命令返回文本消息*/@Overridepublic void onMessage(String paramString) {System.out.println(sdf.format(new Date()) + " Text响应：" + paramString);}@Overridepublic void onClose(int paramInt, String paramString, boolean paramBoolean) {System.out.println("连接关闭");}@Overridepublic void onError(Exception e) {System.out.println("连接异常" + e);}/*** 行情接收处理*/@Overridepublic void onMessage(ByteBuffer bytes) {super.onMessage(bytes);String s="";try {//二进制解压缩byte[] dec=decompress(bytes.array());s = new String(dec, "UTF-8");}catch (IOException e){System.err.println("Binary解析IO异常:"+e.getMessage());return;}catch (DataFormatException e){System.err.println("Binary解析格式异常:"+e.getMessage());return;}System.out.println(sdf.format(new Date()) + " Binary响应：" + s);}/*** 解压缩方法*/public static byte[] decompress(byte[] compressedData) throws DataFormatException {Inflater inflater = new Inflater(true);inflater.setInput(compressedData);ByteArrayOutputStream outputStream = new ByteArrayOutputStream(compressedData.length);byte[] buffer = new byte[1024];while (!inflater.finished()) {int count = inflater.inflate(buffer);outputStream.write(buffer, 0, count);}inflater.end();return outputStream.toByteArray();}
}

使用:

package com.client;import java.net.URISyntaxException;public class Main {public static void main(String[] args) throws URISyntaxException {String wsUrl = "ws://<服务器地址>?token=<token>";Client fd = new Client(wsUrl);fd.connect();}
}

引用地址:https://github.com/freevolunteer/bondTrader/blob/main/pyscript/jvUtil/HanqQing.py

订阅指令参考:JAVA量化之WebScoket行情接入