Free WebSocket Stock API
for Real-Time Data免费的 WebSocket 股票 API
实时数据接入指南

Send the API key only through the provider’s documented secure handshake or first-message flow. Use wss://, never an unencrypted socket.

Request only the symbols and event types the interface needs. Broad wildcard subscriptions can exhaust a free message or symbol allowance quickly.

Map provider fields into a stable internal model with symbol, event type, price, size, exchange, provider timestamp, and receipt timestamp.

Treat connection, authentication, and subscription as separate states. Do not mark a symbol live until the provider explicitly confirms its channel.

Keep sequence numbers, partition or channel, event ID, correction flag, and both source and receive time. Arrival order alone is not a safe event order.

Connect from your backend, then fan out normalized updates to browsers. This protects keys and avoids multiplying provider connections per user.

Use exponential backoff with jitter, cap the delay, and resubscribe only after authentication succeeds. Respect provider retry guidance.

Model disconnected, connecting, authenticating, subscribing, live, stale, recovering, and stopped states. State-specific timeouts prevent a half-open socket from looking healthy.

On a missing sequence, pause stateful consumers, fetch a REST snapshot or bounded replay, then resume from a known event. Log the repaired interval.

Use bounded queues and define whether to drop, coalesce, spill, or disconnect when consumers lag. Silent unbounded buffering turns latency into a memory failure.

Deduplicate by stable event identity and apply corrections deliberately so reconnect replays do not inflate trades, volume, alerts, or bars.