Quant Trading Api

Data & APIs

Professional quantitative trading API integration for Chinese securities. Supports major Chinese brokers (华泰, 银河, 广发, 中信建投) with order management, position tracking, real-time market data, and automated trading workflows.

Install

openclaw skills install quant-trading-api

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