開始使用

台新行情 WebSocket API 提供台股即時行情服務。透過 WebSocket API 可以滿足您想要接收即時行情的需求。

使用 SDK

台新行情 WebSocket API 提供 Python、Node.js，您可以透過以下方式存取 WebSocket API 行情：

訂閱 WebSocket Callback 方法獲得下方 Callback 訊息。

Python

from taishin_sdk import TaishinSDK

def handle_message(message):
    print(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

stock = sdk.marketdata.websocket_client.stock
stock.on('message', handle_message)
stock.connect()

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 stock = sdk.marketdata.webSocketClient.stock;

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

(async () => {
    await stock.connect();

    stock.subscribe({
        'channel': 'trades',
        'symbol': '2887'
    });
})()

身份驗證

當驗證成功後，會收到以下訊息：

{
  "event": "authenticated",
  "data": {
    "message": "Authenticated successfully"
  }
}

若驗證失敗，則收到以下訊息：

{
  "event": "error",
  "data": {
    "message": "Invalid authentication credentials"
  }
}

Heartbeat

每隔 30 秒 WebSocket server 會送出一個 heartbeat 訊息：

{
  "event": "heartbeat",
  "data": {
    "time": "<Timestamp>"
  }
}

Ping/Pong

SDK 每五秒將自動發送 ping 到 server 中，也可自行發送 ping，另外額外自訂 state（state 為 optional 參數）：

Python

stock.ping({
  'state' : '<ANY>'
})

Node.js

stock.ping({state:'<ANY>'});

WebSocket Server 會回應以下訊息 (若 ping 未送 state 則不會有該欄位)：

{
  "event": "pong",
  "data": {
    "time": "<TIMESTAMP>",
    "state": "<ANY>"
  }
}

Channels

台新行情 WebSocket API 目前提供以下可訂閱頻道：

• trades - 接收訂閱股票最新成交資訊
• books - 接收訂閱股票最新最佳五檔委買委賣資訊
• indices - 接收訂閱股票最新指數行情資料
• aggregates - 接收訂閱股票聚合數據的行情資訊
• candles - 接收訂閱股票最新指數行情資料

訂閱頻道

要訂閱一個頻道可用下方範例進行訂閱：

Python

stock.subscribe({
  "channel" : "<CHANNEL_NAME>",
  "symbol" : "<SYMBOL_ID>"
  #"intradayOddLot": True  若要訂閱盤中零股，可再額外加入此參數
})

Node.js

stock.subscribe({ 
  channel: '<CHANNEL_NAME>', 
  symbol: '<SYMBOL_ID>',
  //intradayOddLot: true  若要訂閱盤中零股，可再額外加入此參數
});

訂閱成功後，會收到以下事件回應：

{
  "event": "subscribed",
  "data": {
    "id": "<CHANNEL_ID>",
    "channel": "<CHANNEL_NAME>",
    "symbol": "<SYMBOL_ID>"
  }
}

支援訂閱同頻道的多檔股票：

Python

stock.subscribe({
  "channel" : "<CHANNEL_NAME>",
  "symbols" : ["<SYMBOL_ID>","<SYMBOL_ID>"]
  #"intradayOddLot": True  若要訂閱盤中零股，可再額外加入此參數
})

Node.js

stock.subscribe({ 
  channel: '<CHANNEL_NAME>', 
  symbols: ['<SYMBOL_ID>','<SYMBOL_ID>']
  //intradayOddLot: true  若要訂閱盤中零股，可再額外加入此參數
});

訂閱成功後，會收到以下事件回應：

{
  "event": "subscribed",
  "data": [
    {
      "id": "<CHANNEL_ID>",
      "channel": "<CHANNEL_NAME>",
      "symbol": "<SYMBOL_ID_1>"
    },
    {
      "id": "<CHANNEL_ID>",
      "channel": "<CHANNEL_NAME>",
      "symbol": "<SYMBOL_ID_2>"
    }
  ]
}

取消訂閱

要取消頻道可用下方範例進行取消：

Python

stock.unsubscribe({
    'id':'<CHANNEL_ID>'
})

Node.js

stock.unsubscribe({ 
  id : '<CHANNEL_ID>'
});

取消訂閱成功後，會收到以下事件回應：

{
  "event": "unsubscribed",
  "data": {
    "id": "<CHANNEL_ID>"
  }
}

支援取消訂閱多個頻道：

Python

stock.unsubscribe({
    'ids':['<CHANNEL_ID>','<CHANNEL_ID>']
})

Node.js

stock.unsubscribe({ 
  ids : ['<CHANNEL_ID>','<CHANNEL_ID>']
});

取消訂閱成功後，會收到以下事件回應：

{
  "event": "unsubscribed",
  "data": [
    {
      "id": "<CHANNEL_ID_1>"
    },
    {
      "id": "<CHANNEL_ID_2>"
    }
  ]
}

錯誤處理

當您所訂閱或處理的 WebSocket Callback 有異常時，您可補充處理錯誤訊息如下：

Python

def handle_connect():
    print('market data connected')


def handle_disconnect(code, message):
    print(f'market data disconnect: {code}, {message}')


def handle_error(error):
    print(f'market data error: {error}')

stock.on("connect", handle_connect)
stock.on("disconnect", handle_disconnect)
stock.on("error", handle_error)

Node.js

stock.on("connect", (message) => {
  const connect_msg = JSON.parse(message);
  console.log(connect_msg);
});

stock.on("disconnect", (message) => {
  console.log(message);
});

stock.on("error", (message) => {
  const err_msg = JSON.parse(message);
  console.log(err_msg);
});

斷線重連

以下將用簡單範例，利用上述定義之錯誤處理方法，接收到斷線事件，程式自動進行連線

Python

def handle_disconnect(code, message):
    print(f'market data disconnect: {code}, {message}')
    stock.connect()
    print("Reconnected Succuess")
    print("Resubscribe")
    stock.subscribe({    # 重新訂閱您已訂閱過的Channel與Symbol
        'channel': '<CHANNEL_NAME>', 
        'symbol': '<SYMBOL_ID>'
    })

Node.js

stock.on("disconnect", (message) => {
  console.log(message);
  stock.connect()
  console.log("Reconnected Succuess");
  stock.subscribe({ channel: '<CHANNEL_NAME>', symbol: '<SYMBOL_ID>' });  //重新訂閱您已訂閱過的Channel與Symbol
});