Books BETA

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, candles, books , aggregates
symbol*	string	商品代碼
afterHours	boolean	true: 夜盤, false: 日盤, default: false

Response

Name	Type	Description
symbol*	string	商品代碼
type*	string	Ticker 類型
exchange*	string	交易所
time*	number	時間
bids	object[]	最佳五檔委買
bids[0].price	number	最佳五檔委買價格
bids[0].size	number	最佳五檔委買數量
asks	object[]	最佳五檔委賣
asks[0].price	number	最佳五檔委賣價格
asks[0].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
derivedBid.price	number	衍生委買價格
derivedBid.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
derivedAsk.price	number	衍生委賣價格
derivedAsk.size	number	衍生委賣數量
isTrial	boolean	試撮階段為 true，非試撮時省略此欄位（缺省視為 false）；試撮訊息僅 /v1.1/futopt/streaming 連線推送，v1.0 恆不推送

試撮訊息

isTrial: true 時，bids／asks 為試撮後的剩餘委託簿，非正式盤中委託簿。

此頻道的試撮訊息僅 v1.1 連線會推送；但 aggregates 頻道在 v1.0 也會推送試撮期間的更新，兩者判斷方式不同，請留意。

Example

Subscribe channel

Python

from fugle_marketdata import WebSocketClient

def handle_message(message):
    print(message)

def main():
    client = WebSocketClient(api_key='YOUR_API_KEY')
    futopt = client.futopt
    futopt.on('message', handle_message)
    futopt.connect()
    futopt.subscribe({ 
        'channel': 'books', 
        'symbol': 'TXFG4',
    })

if __name__ == '__main__':
    main()

Node.js

const { WebSocketClient } = require("@fugle/marketdata");

const client = new WebSocketClient({ apiKey: "YOUR_API_KEY" });

const futopt = client.futopt;

futopt.connect().then(() => {
  futopt.subscribe({ channel: "books", symbol: "TXFG4" });
});

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

Receive data

{
  "event": "data",
  "data": {
    "symbol": "TXFG4",
    "type": "FUTURE",
    "exchange": "TAIFEX",
    "bids": [
      {
        "price": 23187,
        "size": 13
      },
      {
        "price": 23186,
        "size": 15
      },
      {
        "price": 23185,
        "size": 21
      },
      {
        "price": 23184,
        "size": 11
      },
      {
        "price": 23183,
        "size": 15
      }
    ],
    "asks": [
      {
        "price": 23189,
        "size": 5
      },
      {
        "price": 23190,
        "size": 14
      },
      {
        "price": 23191,
        "size": 17
      },
      {
        "price": 23192,
        "size": 19
      },
      {
        "price": 23193,
        "size": 15
      }
    ],
    "derivedBid": {
      "price": 23182,
      "size": 1
    },
    "derivedAsk": {
      "price": 0,
      "size": 0
    },
    "time": 1718942376775000
  },
  "id": "<CHANNEL_ID>",
  "channel": "books"
}