stock-rt-subscribe

Real-time Stock Data Subscription (WebSocket)

Via WebSocket long connection , receive real-time A-share, Hong Kong stock, and ETF market data, updated every 3~5 seconds.

Architecture

Receiver Node (HTTP API) → scripts/subscribe_client.py → ws://localhost:8765 → 客户端

Environment Preparation

pip install requests websockets
export STOCK_RT_NODE_URL="http://your-node:9100"
export STOCK_RT_TOKEN="your-token"   # 可选，有鉴权时设置

Quick Start

One-time Query (Verify Connectivity)

python3 scripts/subscribe_client.py --symbols 00700.HK 600519.SH --once

Start WebSocket Push Service

# 基础订阅
python3 scripts/subscribe_client.py --symbols 00700.HK 09988.HK 600519.SH

# 指定节点和端口
python3 scripts/subscribe_client.py --node-url http://your-node:9100 --ws-port 8765 --symbols 00700.HK

# 涨跌幅告警（±2% 触发）
python3 scripts/subscribe_client.py --symbols 00700.HK --alert-pct 2.0

# 输出到文件
python3 scripts/subscribe_client.py --symbols 00700.HK --output ticks.jsonl

Start Programmatically

from scripts.subscribe_client import StockWSServer

server = StockWSServer(
    node_url="http://your-node:9100",
    symbols=["00700.HK", "09988.HK"],
    poll_interval=3.0,
)
server.add_callback(lambda sym, tick: print(f"{tick.name}: {tick.close}"))
server.run(port=8765)

AI Agent Integration

from scripts.ai_agent_integration import StockDataAgent

agent = StockDataAgent()
agent.install()  # 检查依赖、验证节点连通性

# 完整工作流（订阅 + 告警监控 60 秒）
import asyncio
asyncio.run(agent.complete_workflow(['00700.HK', '600519.SH'], duration=60))

Alert Strategies

For alert rule configuration, see references/strategy_config.json, built-in strategies:

• limit_up_down: Limit up/limit down monitoring
• big_move: Significant fluctuations (≥ ±5%)
• vol_spike: Abnormal trading volume (≥ 3 times the average volume of the past 5 days)
• price_breakout: Price breaks above the 20-day high

Reference Documentation

• references/api.md: WebSocket message format, data field descriptions, client connection examples (Python/JS/wscat), dynamic subscription management commands, troubleshooting guide
• references/strategy_config.json: Complete alert strategy configuration