成交+委買賣顯示

SJ_quote_sample.py

def quote_callback(topic, data):
    """
    # L/TFE/TXFF9
    {'Amount': [21088.0], 'AmountSum': [1028165646.0], 'AvgPrice': [10562.513699263414],
     'Close': [10544.0], 'Code': 'TXFF9', 'Date': '2019/05/16', 'DiffPrice': [-37.0],
     'DiffRate': [-0.34968339476419996], 'DiffType': [4], 'High': [10574.0],
     'Low': [10488.0], 'Open': 10537.0, 'TargetKindPrice': 10548.47, 'TickType': [2],
     'Time': '11:15:11.911000', 'TradeAskVolSum': 52599, 'TradeBidVolSum': 53721,
     'VolSum': [97341], 'Volume': [2]}
    
    
    # Q/TFE/TXFF9
    {'AskPrice': [10545.0, 10546.0, 10547.0, 10548.0, 10549.0], 'AskVolSum': 262,
     'AskVolume': [17, 99, 59, 45, 42], 'BidPrice': [10544.0, 10543.0, 10542.0, 10541.0, 10540.0],
     'BidVolSum': 289, 'BidVolume': [16, 41, 32, 123, 77], 'Code': 'TXFF9', 'Date': '2019/05/16',
     'DiffAskVol': [0, 0, 0, -1, 0], 'DiffAskVolSum': -1, 'DiffBidVol': [0, 0, 0, 0, 0], 'DiffBidVolSum': 0,
     'FirstDerivedAskPrice': 10547.0, 'FirstDerivedAskVolume': 1, 'FirstDerivedBidPrice': 10542.0,
     'FirstDerivedBidVolume': 1, 'TargetKindPrice': 10548.47, 'Time': '11:15:11.911000'}
    
    #MKT/idcdmzpcr01/TSE/2330
    {'Close': [248.0], 'Time': '09:53:00.706928','VolSum': [7023], 'Volume': [1]}
    
    # QUT/idcdmzpcr01/TSE/2330
    {'AskPrice': [248.0, 248.5, 249.0, 249.5, 250.0], 'AskVolume': [355, 632, 630, 301, 429],
     'BidPrice': [247.5, 247.0, 246.5, 246.0, 245.5], 'BidVolume': [397, 389, 509, 703, 434],
     'Date': '2019/05/17', 'Time': '09:53:00.706928'}
    """

    topics = topic.split("/")
    realtime_type = topics[0]
    if realtime_type == "L": #期貨-成交
        print(data['Close'][0]) #欄位請參照上面註解的內容 L 取得

    elif realtime_type == "Q": #期貨-委買賣
        #以下分別顯示委買賣五檔的 **委買價格,委買數量,委賣價格,委賣數量**
        print( data["BidPrice"][0],data["BidPrice"][1],data["BidPrice"][2],data["BidPrice"][3],data["BidPrice"][4])
        print( data["BidVolume"][0],data["BidVolume"][1],data["BidVolume"][2],data["BidVolume"][3],data["BidVolume"][4])
        print( data["AskPrice"][0],data["AskPrice"][1],data["AskPrice"][2],data["AskPrice"][3],data["AskPrice"][4])
        print( data["AskVolume"][0],data["AskVolume"][1],data["AskVolume"][2],data["AskVolume"][3],data["AskVolume"][4])

    elif realtime_type == "MKT": #現貨 成交
        print(data['Close'][0]) #欄位請參照上面註解的內容 MKT取得

    elif realtime_type == "QUT": #現貨 委買賣
        #以下分別顯示委買賣五檔的 **委買價格,委買數量,委賣價格,委賣數量**
        print( data["BidPrice"][0],data["BidPrice"][1],data["BidPrice"][2],data["BidPrice"][3],data["BidPrice"][4])
        print( data["BidVolume"][0],data["BidVolume"][1],data["BidVolume"][2],data["BidVolume"][3],data["BidVolume"][4])
        print( data["AskPrice"][0],data["AskPrice"][1],data["AskPrice"][2],data["AskPrice"][3],data["AskPrice"][4])
        print( data["AskVolume"][0],data["AskVolume"][1],data["AskVolume"][2],data["AskVolume"][3],data["AskVolume"][4])