串流期貨與選擇權報價

先安裝 stream 延伸。

import asyncio
from contextlib import aclosing
from twmarket import AsyncClient

async def main():
    async with AsyncClient() as market:
        contracts = await market.taifex.contracts(product="TX")
        if not contracts:
            return
        contract = contracts[0]
        quote = await market.taifex.quote(contract)
        print(quote.last)

        async with aclosing(market.taifex.stream([contract])) as updates:
            async for update in updates:
                print(update.last, update.stale)
                break

asyncio.run(main())

契約包含到期月份、週別、履約價與買賣權。最新成交與結算價分開保存。串流在重連或來源重設期間以 stale 標示舊快照。