Infoway Python SDK

Official Infoway Python SDK for REST market data, fundamentals, and WebSocket streams.

Item	Description
Package	infoway-sdk==0.4.1
Runtime	Python 3.9+
REST	https://data.infoway.io
Quotes WebSocket	wss://data.infoway.io/ws
News WebSocket	wss://data.infoway.io/news
Rate limits	REST · WebSocket
Error codes	REST · WebSocket
Endpoints	Endpoints

If api_key is omitted, the SDK reads INFOWAY_API_KEY. InfowayClient is a context manager.

Contents

• Install

• Quick start

• Symbols

• Client

• REST

• Typed results

• WebSocket

• Error codes

• Changelog

• REST paths

Install

pip install infoway-sdk

Quick start

from infoway import InfowayClient, KlineType

with InfowayClient() as client:
    print(client.stock.get_trade("AAPL.US"))
    print(client.crypto.get_kline("BTCUSDT", KlineType.DAY, 30))
    print(client.packages.get_info())

Symbols

Market	Format	Valid	Invalid
US	{code}.US	AAPL.US	AAPL
Hong Kong	5-digit + .HK	00700.HK	700.HK
Shanghai	{code}.SH	600519.SH	600519.CN
Shenzhen	{code}.SZ	000001.SZ	000001.CN
Japan	{code}.JP	7203.JP
Korea	{code}.KS	005930.KS
India	{code}.IN	RELIANCE.IN
Taiwan	{code}.TW	2330.TW
Crypto	Pair	BTCUSDT
FX	Pair	USDJPY

basic / financial take a product type such as STOCK_US or CRYPTO, not a market code like US.

Client

Parameter	Default	Description
api_key	INFOWAY_API_KEY	API key
base_url	https://data.infoway.io	REST base URL
timeout	15	Per-request timeout (seconds)
max_retries	3	Retry count
parse	False	Normalize trades / depth / candles

Client	Use
stock / crypto / japan / india / korea / taiwan / common	Trade, depth, candles
basic / packages	Symbols, calendar, plan
market / plate	Overview, sectors
stock_info / financial	Fundamentals, statements

Prefer enums: KlineType, SymbolType, Market, Lang, NewsLang, PeriodType, Business, RankSort, SortOrder, ScheduleType.

REST

Join symbols with commas. Rate limits: REST API Limitation.

Quotes

Method	Description
get_trade(codes)	Latest trade
get_depth(codes)	Order book
get_kline(codes, kline_type, count, timestamp=None)	Candles

Trade fields: s symbol, p price, v volume, vw turnover, t milliseconds, td side. Candles are under respList; t is seconds. Up to 500 bars per symbol; multi-symbol calls return 2 bars each.

client.stock.get_trade("AAPL.US,TSLA.US")
client.crypto.get_depth("BTCUSDT")
client.korea.get_trade("005930.KS")
client.taiwan.get_trade("2330.TW")
client.crypto.get_kline("BTCUSDT", KlineType.MIN_1, 100)

Enum	Value	Interval
MIN_1 / MIN_5 / MIN_15 / MIN_30	1–4	Minutes
HOUR_1 / HOUR_2 / HOUR_4	5–7	Hours
DAY / WEEK / MONTH / QUARTER / YEAR	8–12	Daily and above

Basic info

Dates use YYYYMMDD. get_trading_hours is deprecated; use get_trading_schedule.

from infoway import Market, ScheduleType, SymbolType

client.basic.get_symbols(SymbolType.STOCK_US)
client.basic.get_symbol_info(SymbolType.STOCK_US, "AAPL.US")
client.basic.get_stock_detail(SymbolType.STOCK_US, "AAPL.US")
client.basic.get_adjustment_factors("AAPL.US", Market.US, "20260801", "20260815")
client.basic.get_trading_days(Market.US, "20260801", "20260815")
client.basic.get_trading_schedule()
client.basic.get_trading_schedule_by_type(ScheduleType.ENERGY)
client.basic.get_markets()
client.packages.get_info()

Overview / sectors / stock info / financials

from infoway import Lang, Market, PeriodType, RankSort, SortOrder, SymbolType

client.market.get_temperature(Market.join(Market.HK, Market.US), Lang.ZH_CN)
client.market.get_breadth(Market.US, Lang.ZH_CN)
client.market.get_turnover(Market.US)
client.market.get_indexes(Lang.EN)
client.market.get_leaders(Market.US, 10)
client.market.get_overview(Market.US, Lang.ZH_CN)
client.market.get_rank_categories(Market.US)
client.market.get_rank(Market.US, "all", sort=RankSort.CHG, order=SortOrder.DESC, limit=30)

client.plate.get_industry("HK", limit=200)
client.plate.get_concept("HK", limit=100)
client.plate.get_members("IN20293.HK")
client.plate.get_intro("IN20293.HK")
client.plate.get_chart("HK", limit=50)

client.stock_info.get_valuation("AAPL.US")
client.stock_info.get_ratings("AAPL.US")
client.stock_info.get_company("AAPL.US", lang="zh-CN")
client.stock_info.get_panorama("AAPL.US")
client.stock_info.get_concepts("AAPL.US")
client.stock_info.get_events("AAPL.US", limit=20)
client.stock_info.get_drivers("AAPL.US")

client.financial.get_earning_status("AAPL.US", SymbolType.STOCK_US)
client.financial.get_income_statement("AAPL.US", SymbolType.STOCK_US, PeriodType.FQ)
client.financial.get_revenue("AAPL.US", SymbolType.STOCK_US)
client.financial.get_cash_flow("AAPL.US", SymbolType.STOCK_US, PeriodType.FY)
client.financial.get_balance_sheet("AAPL.US", SymbolType.STOCK_US)
client.financial.get_statistics("AAPL.US", SymbolType.STOCK_US)
client.financial.get_dividend("00700.HK", SymbolType.STOCK_HK)
client.financial.get_dividend_payout("AAPL.US", SymbolType.STOCK_US)
client.financial.get_earnings("AAPL.US", SymbolType.STOCK_US, PeriodType.FQ)

Rank key values come from get_rank_categories. Financial methods require symbol and type. period_type: fq quarter, fy year, fh half-year.

Typed results

Set parse=True on the client or per call.

client = InfowayClient(parse=True)
bars = client.crypto.get_kline("BTCUSDT", KlineType.MIN_1, 100)
bars[0]["c"]               # Decimal
bars[0]["t"]               # datetime (UTC)
bars[0]["turnover"]        # renamed from vw
bars[0]["change_percent"]  # 0.0003

Raw	Normalized
Price / volume as strings	Decimal
Trade / depth t in ms; candle t in seconds	timezone-aware datetime
REST pc / WS pfr	change_percent
Candle respList	flattened list
Book a/b columns	(price, qty)
vw	turnover

WebSocket

Quotes

business must match the symbol market. connect() blocks — run it as a task. 60 frames per minute per connection. See WebSocket Limitation.

import asyncio
from infoway import KlineType
from infoway.ws import InfowayWebSocket

async def main():
    ws = InfowayWebSocket(business="crypto")
    ws.on_trade = lambda data: print(data["s"], data["p"])
    ws.on_error = lambda err: print(err)

    task = asyncio.create_task(ws.connect())
    await ws.subscribe_trade("BTCUSDT,ETHUSDT")
    await ws.subscribe_kline("BTCUSDT", KlineType.MIN_1)
    await asyncio.sleep(30)
    await ws.unsubscribe_kline("BTCUSDT", KlineType.MIN_1)
    await ws.close()
    await task

asyncio.run(main())

Equity trade types: subscribe_trade(codes, include_ty=True).

Behavior	Description
Heartbeat	10010 every 30 seconds; server does not reply
Reconnect	Replays the current subscription set
on_reconnect	After a later successful open
on_disconnect	Unexpected drop only. close() does not fire it
HTTP 401	Stops reconnecting
Quota exceeded (516)	Retried on the same socket with backoff instead of closing it
Stale resubscribe	After a push has been seen, silence beyond stale_after (default 90s, 0 disables) resends the subscriptions
Subscribe fail:	A plain-text subscribe failure is delivered to on_error as SUBSCRIBE_FAIL

Dir	Code	Description
out	10000 / 10003 / 10006	Subscribe trade / depth / kline
out	11000 / 11001 / 11002	Unsubscribe
out	10010	Heartbeat
in	10002 / 10005 / 10008	Push
in	11010	Unsubscribe ack
in	200	Connected

An ack means the request was accepted. Merge symbols into one comma-separated string.

News

wss://data.infoway.io/news requires a separate entitlement. One news connection per key.

from infoway.ws import InfowayNewsWebSocket

news = InfowayNewsWebSocket(lang="zh-Hans")
news.on_news = lambda item: print(item["title"])

Subscribe 10020, unsubscribe 11020, push 10022. A later subscribe replaces the language.

Error codes

REST uses ret. WebSocket uses code. 508–514 mean different things on each side. Full tables: REST API Error Codes and WebSocket Error Codes.

from infoway import InfowayAPIError, InfowayAuthError, InfowayRateLimitError

try:
    client.stock.get_trade("INVALID")
except InfowayAuthError as e:
    print(e.msg)
except InfowayRateLimitError as e:
    print(e.ret, e.msg)
except InfowayAPIError as e:
    print(e, e.trace_id)

REST budget is about 1200 calls/minute/key. An invalid key raises InfowayAuthError on REST; WebSocket handshake HTTP 401 does not reconnect.

REST ret	Description
200	Success
400	Bad request
500	Server error
501 / 502	Rate limit
503	Candle count exceeded
505	Symbol count exceeded
506 / 507	Invalid / missing parameter
508	Symbol not found
509	Permission expired
513	Timestamp outside plan history
514	No permission

WebSocket code	Description
501 / 502	Rate limit
505	Too many products on this connection (the SDK stops resending)
516	Account-wide subscription quota exceeded (the SDK retries with backoff)
506 / 507	Invalid / missing parameter
508–511	API key expired / invalid / empty / blacklisted
512	Connection count exceeded
513	Heartbeat timeout
515	Not JSON
517–521	Handshake failed

Changelog

0.4.1 — A subscribe quota rejection (516) no longer terminates the socket: subscriptions are retried on the same connection with backoff, and both the retries and the watchdog resends stay inside the 60-frames-per-minute budget. A plain-text Subscribe fail: reply is surfaced on on_error as SUBSCRIBE_FAIL. After a 505 the watchdog stops resending, and the resend gap widens automatically when many subscription groups are open. New stale_after (default 90s, 0 disables) resubscribes when a socket that had pushes goes silent. Outbound timestamps are capped at 256 entries. Japan and India examples now use .JP / .IN (Yahoo's .T / .NS return 508).

0.4.0 — Client-side request limits (≤ 100 symbols, ≤ 500 kline bars for one symbol, ≤ 2 bars per symbol when batched; raises InfowayAPIError), financial type validated locally, RestErrorCode.classify() recovers business codes wrapped in ret=500, WsErrorCode.is_terminal() stops reconnecting on non-retryable errors, resolve_api_key() unifies key resolution (an explicit empty string no longer falls back to the environment), sync callbacks accepted, calls after close raise InfowayIoError.

0.3.0 — packages, financial, Korea / Taiwan clients, RestErrorCode / WsErrorCode, enum parameters, InfowayIoError.

REST paths

{market} = stock / crypto / japan / india / korea / taiwan / common. Full list: Endpoints.

API	Path
Latest trade	GET /{market}/batch_trade/{codes}
Order book	GET /{market}/batch_depth/{codes}
Candles	POST /{market}/v2/batch_kline
Symbols / calendar / financials	GET /common/basic/*
Overview / sectors / stock info	GET /common/v2/basic/*
Package	GET /package/info

License

MIT. API key: infoway.io.