Books

接收訂閱期權商品最新最佳五檔委買委賣資訊

Parameters

Name	Type	Description
channel*	string	訂閱頻道：trades, books, aggregates, candles
symbol*	string	契約代碼
afterHours*	bool	訂閱夜盤行情 true : 夜盤行情 false : 日盤行情 default : false

Response

Name	Type	Description
symbol*	string	期權代碼
type*	string	Ticker 類型
exchange*	string	交易所
time*	number	時間
bids	object[]	最佳五檔委買
>> price	number	最佳五檔委買價格
>> size	number	最佳五檔委買數量
asks	object[]	最佳五檔委賣
>> price	number	最佳五檔委賣價格
>> size	number	最佳五檔委賣數量
derivedBid	object	衍生最佳一檔委買（延伸一檔）；單邊無量時 price／size 為 0，該筆訊息不含衍生檔位資訊時省略此欄位
>> price	number	衍生委買價格
>> size	number	衍生委買數量
derivedAsk	object	衍生最佳一檔委賣（延伸一檔）；單邊無量時 price／size 為 0，該筆訊息不含衍生檔位資訊時省略此欄位
>> price	number	衍生委賣價格
>> size	number	衍生委賣數量

info

'*' 表示必揭示欄位。

試撮期間

盤前試撮期間，本頻道不會推送訊息；試撮狀態與最後試撮價量請由 aggregates 頻道的 isTrial／lastTrial 判讀。

Example

Subscribe channel

Python

from taishin_sdk import TaishinSDK, Order

def handle_message(message):
    print(f'market data message: {message}')

sdk = TaishinSDK()
accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password")  # 需登入後，才能取得行情權限

sdk.init_realtime(accounts[0]) # 建立行情連線

futopt = sdk.marketdata.websocket_client.futopt
futopt.on('message', handle_message)
futopt.connect()
futopt.subscribe({ 
    'channel': 'books', 
    'symbol': 'TXFA4'
    #'afterHours' : True   # 夜盤行情
})

Node.js

const { TaishinSDK } = require('taishin-sdk');

const sdk = new TaishinSDK();

const accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password");

sdk.initRealtime(accounts[0]); // 建立行情連線

const futopt = sdk.marketdata.webSocketClient.futopt;

futopt.connect().then(() => {
  futopt.subscribe({ 
                     channel: "books", 
                     symbol: "TXFA4" 
                     // afterHours: true    //夜盤行情 
                   });
});

futopt.on("message", (message) => {
  const data = JSON.parse(message);
  console.log(data);
});

Receive data

{
    "event": "data",
    "data": {
        "symbol": "TXFA4",
        "type": "FUTURE",
        "exchange": "TAIFEX",
        "bids": [
          {
            "price": 17539,
            "size": 2
          }, 
          {
            "price": 17538,
            "size": 4
          }, 
          {
            "price": 17537,
            "size": 3
          }, 
          {
            "price": 17536,
            "size": 10
          }, 
          {
            "price": 17535,
            "size": 10
          }
        ],
        "asks": [
          {
            "price": 17541,
            "size": 2
          }, 
          {
            "price": 17542,
            "size": 15
          }, 
          {
            "price": 17543,
            "size": 3
          }, 
          {
            "price": 17544,
            "size": 5
          }, 
          {
            "price": 17545,
            "size": 4
          }
        ],
        "derivedBid": {
            "price": 17540,
            "size": 1
        },
        "derivedAsk": {
            "price": 0,
            "size": 0
        },
        "time": 1702956500113000
    },
    "id": "<CHANNEL_ID>",
    "channel": "books"
}