Python SDK

Overview

Official Python SDK for the Infoway real-time financial data API, providing REST API and WebSocket streaming interfaces across stocks, crypto, forex, and more.

Item	Details
PyPI	infoway-sdk
Python	3.9+
License	MIT
GitHub	infoway-api/infoway-sdk-python

Installation

pip install infoway-sdk

Quick Start

from infoway import InfowayClient, KlineType

client = InfowayClient(api_key="YOUR_API_KEY")

# Real-time trades
trades = client.stock.get_trade("AAPL.US")

# Crypto daily K-lines
klines = client.crypto.get_kline("BTCUSDT", kline_type=KlineType.DAY, count=30)

# Market temperature
temp = client.market.get_temperature(market="HK,US")

# Industry sector ranking
plates = client.plate.get_industry("HK", limit=10)

Configuration

Pass api_key directly or set it via environment variable:

export INFOWAY_API_KEY="YOUR_API_KEY"

# Reads INFOWAY_API_KEY from environment automatically
client = InfowayClient()

Client Options

client = InfowayClient(
    api_key="YOUR_API_KEY",
    base_url="https://data.infoway.io",  # default
    timeout=15.0,                         # request timeout in seconds
    max_retries=3,                        # retry count for failed requests
)

REST API Modules

Module	Accessor	Description
Stock	client.stock	HK, US, CN equities — trade, depth, K-line
Crypto	client.crypto	Cryptocurrency — trade, depth, K-line
Japan	client.japan	Japan market — trade, depth, K-line
India	client.india	India market — trade, depth, K-line
Common	client.common	Cross-market — trade, depth, K-line
Basic	client.basic	Symbol lists, trading days, hours, adjustment factors
Market	client.market	Temperature, breadth, indexes, leaders, rank config
Plate	client.plate	Industry/concept sectors, members, heatmap
Stock Info	client.stock_info	Fundamentals — valuation, ratings, company, panorama

Market Data Methods (stock / crypto / japan / india / common)

Method	Description
get_trade(codes)	Get real-time trade data
get_depth(codes)	Get order book depth
get_kline(codes, kline_type, count)	Get K-line (OHLCV) data

Basic Info Methods

client.basic.get_symbols("US")             # Symbol list
client.basic.get_symbol_info("AAPL.US")    # Symbol details
client.basic.get_trading_days("US")        # Trading calendar
client.basic.get_trading_hours("US")       # Trading hours
client.basic.get_adjustment_factors("AAPL.US")  # Adjustment factors

Market Overview Methods

client.market.get_temperature("HK,US")    # Market temperature / sentiment
client.market.get_breadth("US")            # Advance / decline stats
client.market.get_indexes()                # Major global indexes
client.market.get_leaders("US", limit=10)  # Leading industries
client.market.get_rank_config("US")        # Ranking configuration

Plate / Sector Methods

client.plate.get_industry("HK", limit=200)         # Industry sector list
client.plate.get_concept("HK", limit=100)           # Concept sector list
client.plate.get_members("IN20293.HK")              # Sector constituents
client.plate.get_intro("IN20293.HK")                # Industry introduction
client.plate.get_chart("HK", limit=50)              # Sector heatmap

Stock Fundamental Methods

client.stock_info.get_valuation("AAPL.US")   # Valuation data
client.stock_info.get_ratings("AAPL.US")     # Institutional ratings
client.stock_info.get_company("AAPL.US")     # Company overview
client.stock_info.get_panorama("AAPL.US")    # Stock panorama
client.stock_info.get_concepts("AAPL.US")    # Concept tags
client.stock_info.get_events("AAPL.US", limit=20)  # Corporate events
client.stock_info.get_drivers("AAPL.US")     # Key drivers analysis

WebSocket Streaming

import asyncio
from infoway.ws import InfowayWebSocket

async def main():
    ws = InfowayWebSocket(api_key="YOUR_API_KEY", business="stock")

    async def on_trade(msg):
        print(f"Trade: {msg}")

    ws.on_trade = on_trade
    await ws.subscribe_trade("AAPL.US,TSLA.US")
    await ws.connect()

asyncio.run(main())

WebSocket Features

• Auto-reconnect with exponential backoff (1s to 30s cap)

• Heartbeat keepalive at 30-second intervals

• Auto-resubscribe on reconnect — no manual re-subscription needed

• Event callbacks: on_trade, on_depth, on_kline, on_error, on_reconnect, on_disconnect

WebSocket Message Codes

Client → server (subscribe / heartbeat):

Code	Name	Description
10000	SUB_TRADE	Subscribe to trade data
10003	SUB_DEPTH	Subscribe to depth data
10006	SUB_KLINE	Subscribe to K-line data (payload data.arr=[{codes, type}], where type is the K-line interval — see below)
10010	HEARTBEAT	Heartbeat keepalive
11000	UNSUB_TRADE	Unsubscribe trade data
11001	UNSUB_DEPTH	Unsubscribe depth data
11002	UNSUB_KLINE	Unsubscribe K-line data

Server → client (acks / pushes):

Code	Name	Description
10001	SUB_TRADE_ACK	Trade subscribe acknowledgement
10002	PUSH_TRADE	Real-time trade push
10004	SUB_DEPTH_ACK	Depth subscribe acknowledgement
10005	PUSH_DEPTH	Real-time depth push
10007	SUB_KLINE_ACK	K-line subscribe acknowledgement
10008	PUSH_KLINE	Real-time K-line push
11010	UNSUB_ACK	Unsubscribe acknowledgement

K-line Types

Enum	Interval
KlineType.MIN_1 (1)	1 minute
KlineType.MIN_5 (2)	5 minutes
KlineType.MIN_15 (3)	15 minutes
KlineType.MIN_30 (4)	30 minutes
KlineType.HOUR_1 (5)	1 hour
KlineType.HOUR_2 (6)	2 hours
KlineType.HOUR_4 (7)	4 hours
KlineType.DAY (8)	1 day
KlineType.WEEK (9)	1 week
KlineType.MONTH (10)	1 month
KlineType.QUARTER (11)	1 quarter
KlineType.YEAR (12)	1 year

Error Handling

from infoway import InfowayClient, InfowayAPIError, InfowayAuthError, InfowayTimeoutError

client = InfowayClient(api_key="YOUR_API_KEY")

try:
    trades = client.stock.get_trade("AAPL.US")
except InfowayAuthError:
    print("Invalid API key")
except InfowayTimeoutError:
    print("Request timed out")
except InfowayAPIError as e:
    print(f"API error [{e.ret}]: {e.msg}")

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