開始使用
富邦行情 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
富邦行情 WebSocket API 提供 Python 、 Node.js 與 C# SDK。您可以透過以下方式存取 WebSocket API、並透過行情Mode模式切換要訂閱的行情:
訂閱WebSocket Callback 方法獲得下方Callback訊息。
行情Mode提供Low Latency
Speed
Mode 以及完整資訊的
Normal
Mode
- Python
- Node.js
- C#
from fubon_neo.sdk import FubonSDK,Mode
def handle_message(message):
print(message)
sdk = FubonSDK()
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() # 建立行情連線
# 可指定行情連線的Mode , Default 為Speed
# sdk.init_realtime(Mode.Speed) or sdk.init_realtime(Mode.Normal)
stock = sdk.marketdata.websocket_client.stock
stock.on('message', handle_message)
stock.connect()
const { FubonSDK, Mode } = require('fubon-neo');
const sdk = new FubonSDK();
const accounts = sdk.login("Your ID", "Your password", "Your cert path", "Your cert password");
sdk.initRealtime(); // 建立行情連線
// 可指定行情連線的Mode , Default 為Speed
// sdk.initRealtime(Mode.Speed) or sdk.initRealtime(Mode.Normal)
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': '2881'
});
})()
using FubonNeo.Sdk;
using FugleMarketData.WebsocketModels;
var sdk = new FubonSDK();
var result = sdk.Login("Your ID", "Your password", "Your cert path", "Your cert password");
sdk.InitRealtime(); // 建立行情連線
// 可指定行情連線的Mode , Default 為Speed
// sdk.InitRealtime(Mode.Speed) or sdk.InitRealtime(Mode.Normal)
var stock = sdk.MarketData.WebSocketClient.Stock;
stock.OnMessage += (msg) => Console.WriteLine($"receive: {msg}");
await stock.Connect();
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optioanal參數) :
- Python
- Node.js
- C#
stock.ping({
'state' : '<ANY>'
})
stock.ping({state:'<ANY>'});
stock.
ping("<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
富邦行情 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
訂閱頻道
要訂閱一個頻道可用下方範例進行訂閱:
- Python
- Node.js
- C#
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
})
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
});
stock.Subscribe(StockChannel.<CHANNEL_NAME>,"<SYMBOL_ID>");
//stock.Subscribe(StockChannel.Trades,new StockSubscribeParams{Symbol="<SYMBOL_ID>", IntradayOddLot=true}); 訂閱盤中零股
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
- Node.js
- C#
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
})
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
});
stock.Subscribe(StockChannel.<CHANNEL_NAME>,"<SYMBOL_ID>","<SYMBOL_ID>");
//stock.Subscribe(StockChannel.Trades, new StockSubscribeParams{Symbols = new List<string>{"<SYMBOL_ID>", "<SYMBOL_ID>"}, IntradayOddLot=true}); 訂閱多檔盤中零股
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
- Node.js
- C#
stock.unsubscribe({
'id':'<CHANNEL_ID>'
})
stock.unsubscribe({
id : '<CHANNEL_ID>'
});
stock.Unsubscribe("<CHANNEL_ID>");
取消訂閱成功後,會收到以下事件回應: