Trades BETA

接收訂閱期權商品最新成交資訊

Parameters

Name	Type	Description
channel*	string	訂閱頻道：trades, candles, books , aggregates
symbol*	string	期貨商品代碼
afterHours	boolean	true: 夜盤, false: 日盤, default: false

Response

Name	Type	Description
symbol*	string	商品代號
type*	string	Ticker 類型
exchange*	string	交易所
market	string	市場別
trades	object[]	成交報價
trades[0].price	number	成交價格
trades[0].size	number	成交單量
trades[0].bid	number	成交買價
trades[0].ask	number	成交賣價
total	object	成交量
total.tradeVolume	number	成交總量
total.totalBidMatch	number	累計內盤成交量
total.totalAskMatch	number	累計內盤成交量
time*	number	時間
serial*	number	流水號

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': 'trades', 
      'symbol': 'TXFG4',
      'afterHours': True
    })

if __name__ == '__main__':
    main()

Node.js

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

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

const futopt = client.futopt;

stock.connect().then(() => {
  stock.subscribe({ channel: "trades", symbol: "TXFG4", afterHours: true });
});

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

Receive data

{
  "event": "data",
  "data": {
    "symbol": "TXFG4",
    "type": "FUTURE_AH",
    "exchange": "TAIFEX",
    "trades": [
      {
        "price": 23379,
        "size": 1,
        "bid": 23379,
        "ask": 23380
      }
    ],
    "total": {
      "tradeVolume": 12431,
      "totalBidMatch": 8191,
      "totalAskMatch": 7964
    },
    "time": 1718880340342000,
    "serial": 23143
  },
  "id": "<CHANNEL_ID>",
  "channel": "trades"
}