node-twstock
Version:
A client library for scraping Taiwan stock market data
127 lines (126 loc) • 7.33 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.MisTaifexScraper = void 0;
const numeral = require("numeral");
const luxon_1 = require("luxon");
const scraper_1 = require("./scraper");
const enums_1 = require("../enums");
class MisTaifexScraper extends scraper_1.Scraper {
async fetchListedFutOpt(options) {
const { type } = options !== null && options !== void 0 ? options : {};
const url = 'https://mis.taifex.com.tw/futures/api/getCmdyDDLItemByKind';
const body = JSON.stringify({
SymbolType: type,
});
const response = await this.httpService.post(url, body, {
headers: { 'Content-Type': 'application/json' },
});
const json = response.data;
const data = json.RtData.Items.map((row) => (Object.assign({ symbol: row.CID, name: row.DispCName, exchange: enums_1.Exchange.TAIFEX, type: type !== null && type !== void 0 ? type : this.extractTypeFromCmdyDDLItem(row) }, (row.SpotID && { underlying: row.SpotID }))));
return data;
}
async fetchFutOptQuoteList(options) {
const { ticker, afterhours } = options;
const body = JSON.stringify({
CID: ticker.symbol,
SymbolType: ticker.type,
MarketType: afterhours ? 1 : 0,
});
const url = `https://mis.taifex.com.tw/futures/api/getQuoteList`;
const response = await this.httpService.post(url, body, {
headers: { 'Content-Type': 'application/json' },
});
const json = (response.data.RtCode === '0') && response.data;
if (!json)
return null;
const data = json.RtData.QuoteList.map((row) => ({
symbol: row.SymbolID.split('-')[0],
name: row.DispCName,
status: row.Status,
openPrice: row.COpenPrice && numeral(row.COpenPrice).value(),
highPrice: row.CHighPrice && numeral(row.CHighPrice).value(),
lowPrice: row.CLowPrice && numeral(row.CLowPrice).value(),
lastPrice: row.CLastPrice && numeral(row.CLastPrice).value(),
referencePrice: row.CRefPrice && numeral(row.CRefPrice).value(),
limitUpPrice: row.CCeilPrice && numeral(row.CCeilPrice).value(),
limitDownPrice: row.CFloorPrice && numeral(row.CFloorPrice).value(),
settlementPrice: row.SettlementPrice && numeral(row.SettlementPrice).value(),
change: row.CDiff && numeral(row.CDiff).value(),
changePercent: row.CDiffRate && numeral(row.CDiffRate).value(),
amplitude: row.CAmpRate && numeral(row.CAmpRate).value(),
totalVoluem: row.CTotalVolume && numeral(row.CTotalVolume).value(),
openInterest: row.OpenInterest && numeral(row.OpenInterest).value(),
bestBidPrice: row.CBestBidPrice && numeral(row.CBestBidPrice).value(),
bestAskPrice: row.CBestAskPrice && numeral(row.CBestAskPrice).value(),
bestBidSize: row.CBestBidSize && numeral(row.CBestBidSize).value(),
bestAskSize: row.CBestAskSize && numeral(row.CBestAskSize).value(),
testPrice: row.CTestPrice && numeral(row.CTestPrice).value(),
testSize: row.CTestVolume && numeral(row.CTestVolume).value(),
lastUpdated: row.CTime && luxon_1.DateTime.fromFormat(`${row.CDate} ${row.CTime}`, 'yyyyMMdd hhmmss', { zone: 'Asia/Taipei' }).toMillis(),
}));
return data;
}
async fetchFutOptQuoteDetail(options) {
const { ticker, afterhours } = options;
const body = JSON.stringify({ SymbolID: [this.extractSymbolIdFromTicker(ticker, { afterhours })] });
const url = `https://mis.taifex.com.tw/futures/api/getQuoteDetail`;
const response = await this.httpService.post(url, body, {
headers: { 'Content-Type': 'application/json' },
});
const json = (response.data.RtCode === '0') && response.data;
if (!json)
return null;
const data = json.RtData.QuoteList.map((row) => ({
symbol: ticker.symbol,
name: row.DispCName,
status: row.Status,
referencePrice: row.CRefPrice && numeral(row.CRefPrice).value(),
limitUpPrice: row.CCeilPrice && numeral(row.CCeilPrice).value(),
limitDownPrice: row.CFloorPrice && numeral(row.CFloorPrice).value(),
openPrice: row.COpenPrice && numeral(row.COpenPrice).value(),
highPrice: row.CHighPrice && numeral(row.CHighPrice).value(),
lowPrice: row.CLowPrice && numeral(row.CLowPrice).value(),
lastPrice: row.CLastPrice && numeral(row.CLastPrice).value(),
lastSize: row.CSingleVolume && numeral(row.CSingleVolume).value(),
testPrice: row.CTestPrice && numeral(row.CTestPrice).value(),
testSize: row.CTestVolume && numeral(row.CTestVolume).value(),
testTime: row.CTestTime && luxon_1.DateTime.fromFormat(`${row.CDate} ${row.CTestTime}`, 'yyyyMMdd hhmmss', { zone: 'Asia/Taipei' }).toMillis(),
totalVoluem: row.CTotalVolume && numeral(row.CTotalVolume).value(),
openInterest: row.OpenInterest && numeral(row.OpenInterest).value(),
bidOrders: row.CBidCount && numeral(row.CBidCount).value(),
askOrders: row.CAskCount && numeral(row.CAskCount).value(),
bidVolume: row.CBidUnit && numeral(row.CBidUnit).value(),
askVolume: row.CAskUnit && numeral(row.CAskUnit).value(),
bidPrice: [row.CBidPrice1, row.CBidPrice2, row.CBidPrice3, row.CBidPrice4, row.CBidPrice5].map(price => numeral(price).value()),
askPrice: [row.CAskPrice1, row.CAskPrice2, row.CAskPrice3, row.CAskPrice4, row.CAskPrice5].map(price => numeral(price).value()),
bidSize: [row.CBidSize1, row.CBidSize2, row.CBidSize3, row.CBidSize4, row.CBidSize5].map(size => numeral(size).value()),
askSize: [row.CAskSize1, row.CAskSize2, row.CAskSize3, row.CAskSize4, row.CAskSize5].map(size => numeral(size).value()),
extBidPrice: row.CExtBidPrice && numeral(row.CExtBidPrice).value(),
extAskPrice: row.CExtAskPrice && numeral(row.CExtAskPrice).value(),
extBidSize: row.CExtBidSize && numeral(row.CExtBidSize).value(),
extAskSize: row.CExtAskSize && numeral(row.CExtAskSize).value(),
lastUpdated: luxon_1.DateTime.fromFormat(`${row.CDate} ${row.CTime}`, 'yyyyMMdd hhmmss', { zone: 'Asia/Taipei' }).toMillis(),
}));
return data.find(row => row.symbol.includes(ticker.symbol));
}
extractSymbolIdFromTicker(ticker, options) {
const { symbol, type } = ticker;
const { afterhours } = options;
if (type && type.includes('期貨')) {
return afterhours ? `${symbol}-M` : `${symbol}-F`;
}
if (type && type.includes('選擇權')) {
return afterhours ? `${symbol}-N` : `${symbol}-O`;
}
}
extractTypeFromCmdyDDLItem(item) {
const type = item.CID.charAt(2);
if (['F', 'O'].includes(type))
return type;
if (item.DispCName.includes('期貨'))
return 'F';
if (item.DispCName.includes('選擇權'))
return 'O';
}
}
exports.MisTaifexScraper = MisTaifexScraper;