twmarket
參考API

TAIFEX

Taifex

查詢期交所契約、規格、保證金及行情.

__init__

def __init__(http: Http) -> None: ...

Initialize the source namespace with its owning HTTP transport.

daily

def daily(*, kind: InstrumentKind='future', product: str | None=None) -> list[DerivativeDaily]: ...

取得來源目前公布的日行情;kind 選期貨/選擇權,product 可篩選商品.

contracts

def contracts(*, product: str, kind: InstrumentKind='future', expiry: str | None=None, session: Session='regular') -> list[Contract]: ...

依 product、kind、session 取得有效契約;expiry 可篩選完整到期期間.

history

def history(contract: Contract, *, start: date, end: date, session: Session | None=None) -> list[DerivativeDaily]: ...

回傳含起訖兩日的歷史資料;無符合資料時回傳空清單.

quote

def quote(contract: Contract | str, *, session: Session | None=None) -> Quote: ...

取得最新報價;價格缺值為 None,查無快照時拋出 NoDataError.

resolve

def resolve(contract: Contract, *, session: Session='regular') -> Contract: ...

依官方有效期間核對 MIS ID 及到期日;過期契約拋出 NoDataError.

products

def products(*, kind: InstrumentKind='future') -> list[DerivativeProduct]: ...

取得最新期貨或選擇權商品目錄、規格入口與乘數來源.

specification

def specification(product: str, *, kind: InstrumentKind='future') -> ContractSpecification: ...

取得商品乘數、幣別、交割方式與 tick 級距;缺值為 None.

margins

def margins(*, category: MarginCategory='index', product: str | None=None) -> list[MarginRequirement]: ...

依 category 與選用 product 查最新保證金,保留金額或百分數單位.

quote_many

def quote_many(contracts: Iterable[Contract | str], *, session: Session | None=None) -> list[BatchResult[Quote]]: ...

逐筆回傳 BatchResult,保留輸入順序、重複輸入及個別錯誤.

AsyncTaifex

以 await 查詢期交所資料,並訂閱報價狀態更新.

__init__

def __init__(http: AsyncHttp) -> None: ...

Initialize the source namespace with its owning HTTP transport.

daily

async def daily(*, kind: InstrumentKind='future', product: str | None=None) -> list[DerivativeDaily]: ...

取得來源目前公布的日行情;kind 選期貨/選擇權,product 可篩選商品.

contracts

async def contracts(*, product: str, kind: InstrumentKind='future', expiry: str | None=None, session: Session='regular') -> list[Contract]: ...

依 product、kind、session 取得有效契約;expiry 可篩選完整到期期間.

history

async def history(contract: Contract, *, start: date, end: date, session: Session | None=None) -> list[DerivativeDaily]: ...

回傳含起訖兩日的歷史資料;無符合資料時回傳空清單.

quote

async def quote(contract: Contract | str, *, session: Session | None=None) -> Quote: ...

取得最新報價;價格缺值為 None,查無快照時拋出 NoDataError.

resolve

async def resolve(contract: Contract, *, session: Session='regular') -> Contract: ...

依官方有效期間核對 MIS ID 及到期日;過期契約拋出 NoDataError.

closed

def closed() -> bool: ...

回傳市場與其訂閱是否已關閉.

stream

async def stream(contracts: list[Contract | str], *, reconnects: int=3, session: Session='regular') -> AsyncGenerator[Quote, None]: ...

產生完整報價狀態;重連時標示 stale,reconnects 限制重試,關閉後釋放訂閱.

products

async def products(*, kind: InstrumentKind='future') -> list[DerivativeProduct]: ...

取得最新期貨或選擇權商品目錄、規格入口與乘數來源.

specification

async def specification(product: str, *, kind: InstrumentKind='future') -> ContractSpecification: ...

取得商品乘數、幣別、交割方式與 tick 級距;缺值為 None.

margins

async def margins(*, category: MarginCategory='index', product: str | None=None) -> list[MarginRequirement]: ...

依 category 與選用 product 查最新保證金,保留金額或百分數單位.

quote_many

async def quote_many(contracts: Iterable[Contract | str], *, session: Session | None=None) -> list[BatchResult[Quote]]: ...

逐筆回傳 BatchResult,保留輸入順序、重複輸入及個別錯誤.

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