Books

接收訂閱股票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, indices
symbol*	string	股票代碼
intradayOddLot	boolean	intradayOddLot true: 盤中零股, false: 股票, default: false

Response

Name	Type	Description
symbol*	string	股票代碼
type*	string	Ticker 類型
exchange*	string	交易所
market	string	市場別
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

Example

Subscribe channel

Python

from fugle_marketdata import WebSocketClient

def handle_message(message):
    print(message)

def main():
    client = WebSocketClient(api_key='YOUR_API_KEY')
    stock = client.stock
    stock.on('message', handle_message)
    stock.connect()
    stock.subscribe({
        'channel': 'books',
        'symbol': '2330'
    })

if __name__ == '__main__':
    main()

Node.js

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

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

const stock = client.stock;

stock.connect().then(() => {
  stock.subscribe({ channel: "books", symbol: "2330" });
});

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

Receive data

{
  "event": "data",
  "data": {
    "symbol": "2330",
    "type": "EQUITY",
    "exchange": "TWSE",
    "market": "TSE",
    "bids": [
      {
        "price": 567,
        "size": 87
      },
      {
        "price": 566,
        "size": 2454
      },
      {
        "price": 565,
        "size": 611
      },
      {
        "price": 564,
        "size": 609
      },
      {
        "price": 563,
        "size": 636
      }
    ],
    "asks": [
      {
        "price": 568,
        "size": 800
      },
      {
        "price": 569,
        "size": 806
      },
      {
        "price": 570,
        "size": 3643
      },
      {
        "price": 571,
        "size": 1041
      },
      {
        "price": 572,
        "size": 2052
      }
    ],
    "time": 1685338200000000
  },
  "id": "<CHANNEL_ID>",
  "channel": "books"
}