From df65e36583894263ff01cceef1f7ed99da6fe11b Mon Sep 17 00:00:00 2001 From: Kevin Wang Date: Tue, 9 Jan 2024 04:11:25 +0800 Subject: [PATCH] refactor: scrapers --- README.md | 9 +- src/scrapers/isin-scraper.ts | 10 +- src/scrapers/mis-taifex-scraper.ts | 56 ++++++- src/twstock.ts | 95 +++++++---- .../fetched-taifex-futopt-contracts.json | 1 + test/fixtures/fetched-taifex-futopt-list.json | 2 +- .../fetched-taifex-futures-contracts.json | 1 + .../fixtures/fetched-taifex-futures-list.json | 1 + .../fetched-taifex-options-contracts.json | 1 + .../fixtures/fetched-taifex-options-list.json | 1 + ...n => futures-quote-detail-afterhours.json} | 0 ...s-quote.json => futures-quote-detail.json} | 0 .../futures-quote-list-afterhours.json | 1 + test/fixtures/futures-quote-list.json | 1 + ...n => options-quote-detail-afterhours.json} | 0 ...s-quote.json => options-quote-detail.json} | 0 .../options-quote-list-afterhours.json | 1 + test/fixtures/options-quote-list.json | 1 + test/scrapers/isin-scraper.spec.ts | 52 +++++- test/scrapers/mis-taifex-scraper.spec.ts | 151 ++++++++++++++++-- test/twstock.spec.ts | 63 +++++++- 21 files changed, 379 insertions(+), 68 deletions(-) create mode 100644 test/fixtures/fetched-taifex-futopt-contracts.json create mode 100644 test/fixtures/fetched-taifex-futures-contracts.json create mode 100644 test/fixtures/fetched-taifex-futures-list.json create mode 100644 test/fixtures/fetched-taifex-options-contracts.json create mode 100644 test/fixtures/fetched-taifex-options-list.json rename test/fixtures/{futures-quote-afterhours.json => futures-quote-detail-afterhours.json} (100%) rename test/fixtures/{futures-quote.json => futures-quote-detail.json} (100%) create mode 100644 test/fixtures/futures-quote-list-afterhours.json create mode 100644 test/fixtures/futures-quote-list.json rename test/fixtures/{options-quote-afterhours.json => options-quote-detail-afterhours.json} (100%) rename test/fixtures/{options-quote.json => options-quote-detail.json} (100%) create mode 100644 test/fixtures/options-quote-list-afterhours.json create mode 100644 test/fixtures/options-quote-list.json diff --git a/README.md b/README.md index ba71957..a44192f 100644 --- a/README.md +++ b/README.md @@ -41,6 +41,7 @@ * [.futopt.txoLargeTradersPosition(options)](#futopttxolargetraderspositionoptions) * [.futopt.exchangeRates(options)](#futoptexchangeratesoptions) * [Data Sources](#data-sources) +* [Disclaimer](#disclaimer) * [Changelog](#changelog) * [License](#license) @@ -1676,7 +1677,13 @@ twstock.futopt.exchangeRates({ date: '2023-01-30' }) * [臺灣期貨交易所](https://www.taifex.com.tw) * [臺灣集中保管結算所](https://www.tdcc.com.tw) * [公開資訊觀測站](https://mops.twse.com.tw) -* [基本市況報導網站](https://mis.twse.com.tw) +* [臺灣證券交易所-基本市況報導網站](https://mis.twse.com.tw) +* [臺灣期貨交易所行情資訊網](https://mis.taifex.com.tw) + +## Disclaimer + +- 透過本服務取得之資料僅供參考，若因任何資料之不正確或疏漏所衍生之損害或損失使用者需自行負責。本服務對資料內容錯誤、更新延誤或傳輸中斷不負任何責任。 +- 使用者應遵守臺灣證券交易所股份有限公司交易資訊使用管理辦法、臺灣期貨交易所股份有限公司交易資訊使用管理辦法、財團法人中華民國證券櫃檯買賣中心有價證券交易資訊使用管理辦法、各資訊來源提供者所定之資訊使用相關規範及智慧財產權相關法令。 ## Changelog diff --git a/src/scrapers/isin-scraper.ts b/src/scrapers/isin-scraper.ts index acf9792..b426da7 100644 --- a/src/scrapers/isin-scraper.ts +++ b/src/scrapers/isin-scraper.ts @@ -6,7 +6,7 @@ import { Scraper } from './scraper'; import { asExchange, asMarket, asIndustry } from '../utils'; export class IsinScraper extends Scraper { - async fetchStocksInfo(options: { symbol: string }) { + async fetchListed(options: { symbol: string }) { const { symbol } = options; const url = `https://isin.twse.com.tw/isin/single_main.jsp?owncode=${symbol}`; const response = await this.httpService.get(url, { responseType: 'arraybuffer' }); @@ -55,7 +55,7 @@ export class IsinScraper extends Scraper { return data; } - async fetchListedFutOpt() { + async fetchListedFutOpt(options?: { type?: 'F' | 'O'}) { const url = 'https://isin.twse.com.tw/isin/class_main.jsp?market=7'; const response = await this.httpService.get(url, { responseType: 'arraybuffer' }); const page = iconv.decode(response.data, 'big5'); @@ -74,6 +74,10 @@ export class IsinScraper extends Scraper { } as Record; }).toArray(); - return data; + return data.filter(row => { + if (options?.type === 'F') return row.type.includes('期貨'); + if (options?.type === 'O') return row.type.includes('選擇權'); + return true; + }); } } diff --git a/src/scrapers/mis-taifex-scraper.ts b/src/scrapers/mis-taifex-scraper.ts index 87cf4cc..b1f4b14 100644 --- a/src/scrapers/mis-taifex-scraper.ts +++ b/src/scrapers/mis-taifex-scraper.ts @@ -19,13 +19,57 @@ export class MisTaifexScraper extends Scraper { const data = json.RtData.Items.map((row: any) => ({ symbol: row.CID, name: row.DispCName, + type: type ?? this.extractTypeFromCmdyDDLItem(row), ...(row.SpotID && { underlying: row.SpotID }), })); return data; } - async fetchFutOptQuote(options: { ticker: Ticker, afterhours?: boolean }) { + async fetchFutOptQuoteList(options: { ticker: Ticker, afterhours?: boolean }) { + 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: any) => ({ + 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 && DateTime.fromFormat(`${row.CDate} ${row.CTime}`, 'yyyyMMdd hhmmss', { zone: 'Asia/Taipei' }).toMillis(), + })) as Record[]; + return data; + } + + async fetchFutOptQuoteDetail(options: { ticker: Ticker, afterhours?: boolean }) { const { ticker, afterhours } = options; const body = JSON.stringify({ SymbolID: [this.extractSymbolIdFromTicker(ticker, { afterhours })] }); const url = `https://mis.taifex.com.tw/futures/api/getQuoteDetail`; @@ -38,7 +82,8 @@ export class MisTaifexScraper extends Scraper { const data = json.RtData.QuoteList.map((row: any) => ({ symbol: ticker.symbol, - name: ticker.name, + name: row.DispCName, + status: row.Status, referencePrice: row.CRefPrice && numeral(row.CRefPrice).value(), limitUpPrice: row.CCeilPrice && numeral(row.CCeilPrice).value(), limitDownPrice: row.CFloorPrice && numeral(row.CFloorPrice).value(), @@ -80,4 +125,11 @@ export class MisTaifexScraper extends Scraper { return afterhours ? `${symbol}-N` : `${symbol}-O`; } } + + private extractTypeFromCmdyDDLItem(item: Record) { + 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'; + } } diff --git a/src/twstock.ts b/src/twstock.ts index 6882477..db7db63 100644 --- a/src/twstock.ts +++ b/src/twstock.ts @@ -15,17 +15,17 @@ export class TwStock { get stocks() { return { - list: this.getStocksList.bind(this), - quote: this.getStocksQuote.bind(this), - historical: this.getStocksHistorical.bind(this), - instTrades: this.getStocksInstTrades.bind(this), - finiHoldings: this.getStocksFiniHoldings.bind(this), - marginTrades: this.getStocksMarginTrades.bind(this), - shortSales: this.getStocksShortSales.bind(this), - values: this.getStocksValues.bind(this), - holders: this.getStocksHolders.bind(this), - eps: this.getStocksEps.bind(this), - revenue: this.getStocksRevenue.bind(this), + list: this.fetchStocksList.bind(this), + quote: this.fetchStocksQuote.bind(this), + historical: this.fetchStocksHistorical.bind(this), + instTrades: this.fetchStocksInstTrades.bind(this), + finiHoldings: this.fetchStocksFiniHoldings.bind(this), + marginTrades: this.fetchStocksMarginTrades.bind(this), + shortSales: this.fetchStocksShortSales.bind(this), + values: this.fetchStocksValues.bind(this), + holders: this.fetchStocksHolders.bind(this), + eps: this.fetchStocksEps.bind(this), + revenue: this.fetchStocksRevenue.bind(this), }; } @@ -51,6 +51,7 @@ export class TwStock { return { list: this.getFutOptList.bind(this), quote: this.getFutOptQuote.bind(this), + contracts: this.getFutOptContracts.bind(this), historical: this.getFutOptHistorical.bind(this), txfInstTrades: this.getFutOptTxfInstTrades.bind(this), txoInstTrades: this.getFutOptTxoInstTrades.bind(this), @@ -67,7 +68,7 @@ export class TwStock { const isinScraper = this._scraper.getIsinScraper(); const stocks = (symbol) - ? await isinScraper.fetchStocksInfo({ symbol }) + ? await isinScraper.fetchListed({ symbol }) : await Promise.all([ isinScraper.fetchListedStocks({ market: Market.TSE }), isinScraper.fetchListedStocks({ market: Market.OTC }), @@ -97,26 +98,43 @@ export class TwStock { return indices; } - private async loadFutOpt(options?: { symbol?: string }) { - const { symbol } = options ?? {}; + private async loadFutOpt(options?: { type?: 'F' | 'O' }) { + const { type } = options ?? {}; + const misTaifexScraper = this._scraper.getMisTaifexScraper(); + + const futopt = await (() => { + switch (type) { + case 'F': return misTaifexScraper.fetchListedFutOpt({ type: 'F' }); + case 'O': return misTaifexScraper.fetchListedFutOpt({ type: 'O' }); + default: return misTaifexScraper.fetchListedFutOpt(); + } + })() as Ticker[]; + + futopt.forEach(({ symbol, ...ticker }) => this._futopt.set(symbol, { symbol, ...ticker })); + + return futopt; + } + + private async loadFutOptContracts(options?: { symbol?: string, type?: 'F' | 'O' }) { + const { symbol, type } = options ?? {}; const isinScraper = this._scraper.getIsinScraper(); const futopt = (symbol) - ? await isinScraper.fetchStocksInfo({ symbol }) - : await isinScraper.fetchListedFutOpt(); + ? await isinScraper.fetchListed({ symbol }) + : await isinScraper.fetchListedFutOpt({ type }); futopt.forEach(({ symbol, ...ticker }) => this._futopt.set(symbol, { symbol, ...ticker })); return futopt; } - private async getStocksList(options?: { market: 'TSE' | 'OTC' }) { + private async fetchStocksList(options?: { market: 'TSE' | 'OTC' }) { const { market } = options ?? {}; const data = await this.loadStocks(); return market ? data.filter(ticker => ticker.market === market) : data; } - private async getStocksQuote(options: { symbol: string, odd?: boolean }) { + private async fetchStocksQuote(options: { symbol: string, odd?: boolean }) { const { symbol, odd } = options; if (!this._stocks.has(symbol)) { @@ -128,7 +146,7 @@ export class TwStock { return this._scraper.getMisTwseScraper().fetchStocksQuote({ ticker, odd }); } - private async getStocksHistorical(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { + private async fetchStocksHistorical(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { const { date, symbol } = options; if (symbol && !this._stocks.has(symbol)) { @@ -144,7 +162,7 @@ export class TwStock { : await this._scraper.getTwseScraper().fetchStocksHistorical({ date, symbol }); } - private async getStocksInstTrades(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { + private async fetchStocksInstTrades(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { const { date, symbol } = options; if (symbol && !this._stocks.has(symbol)) { @@ -160,7 +178,7 @@ export class TwStock { : await this._scraper.getTwseScraper().fetchStocksInstInvestorsTrades({ date, symbol }); } - private async getStocksFiniHoldings(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { + private async fetchStocksFiniHoldings(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { const { date, symbol } = options; if (symbol && !this._stocks.has(symbol)) { @@ -176,7 +194,7 @@ export class TwStock { : await this._scraper.getTwseScraper().fetchStocksFiniHoldings({ date, symbol }); } - private async getStocksMarginTrades(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { + private async fetchStocksMarginTrades(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { const { date, symbol } = options; if (symbol && !this._stocks.has(symbol)) { @@ -192,7 +210,7 @@ export class TwStock { : await this._scraper.getTwseScraper().fetchStocksMarginTrades({ date, symbol }); } - private async getStocksShortSales(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { + private async fetchStocksShortSales(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { const { date, symbol } = options; if (symbol && !this._stocks.has(symbol)) { @@ -208,7 +226,7 @@ export class TwStock { : await this._scraper.getTwseScraper().fetchStocksShortSales({ date, symbol }); } - private async getStocksValues(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { + private async fetchStocksValues(options: { date: string, market?: 'TSE' | 'OTC', symbol?: string }) { const { date, symbol } = options; if (symbol && !this._stocks.has(symbol)) { @@ -224,7 +242,7 @@ export class TwStock { : await this._scraper.getTwseScraper().fetchStocksValues({ date, symbol }); } - private async getStocksHolders(options: { date: string, symbol: string }) { + private async fetchStocksHolders(options: { date: string, symbol: string }) { const { date, symbol } = options; if (symbol && !this._stocks.has(symbol)) { @@ -235,7 +253,7 @@ export class TwStock { return this._scraper.getTdccScraper().fetchStocksHolders({ date, symbol }); } - private async getStocksEps(options: { year: number, quarter: number, market?: 'TSE' | 'OTC', symbol?: string }) { + private async fetchStocksEps(options: { year: number, quarter: number, market?: 'TSE' | 'OTC', symbol?: string }) { const { symbol, year, quarter } = options; if (!options.market && !options.symbol) { @@ -255,7 +273,7 @@ export class TwStock { return this._scraper.getMopsScraper().fetchStocksEps({ market, year, quarter, symbol }); } - private async getStocksRevenue(options: { market?: 'TSE' | 'OTC', year: number, month: number, foreign?: boolean, symbol?: string }) { + private async fetchStocksRevenue(options: { market?: 'TSE' | 'OTC', year: number, month: number, foreign?: boolean, symbol?: string }) { const { symbol, year, month, foreign } = options; if (symbol && !this._stocks.has(symbol)) { @@ -352,8 +370,15 @@ export class TwStock { : await this._scraper.getTwseScraper().fetchMarketMarginTrades({ date }); } - private async getFutOptList() { - const data = await this.loadFutOpt(); + private async getFutOptList(options?: { type?: 'F' | 'O' }) { + const { type } = options ?? {}; + const data = await this.loadFutOpt({ type }); + return data; + } + + private async getFutOptContracts(options?: { type?: 'F' | 'O' }) { + const { type } = options ?? {}; + const data = await this.loadFutOptContracts({ type }); return data; } @@ -361,12 +386,18 @@ export class TwStock { const { symbol, afterhours } = options; if (!this._futopt.has(symbol)) { - const futopt = await this.loadFutOpt({ symbol }); - if (!futopt.length) throw new Error('symbol not found'); + const futopt = (symbol.length === 3) + ? await this.loadFutOpt() + : await this.loadFutOptContracts({ symbol }); + + if (!map(futopt, 'symbol').includes(symbol)) throw new Error('symbol not found'); } const ticker = this._futopt.get(symbol) as Ticker; - return this._scraper.getMisTaifexScraper().fetchFutOptQuote({ ticker, afterhours }); + + return (ticker.symbol.length === 3) + ? this._scraper.getMisTaifexScraper().fetchFutOptQuoteList({ ticker, afterhours }) + : this._scraper.getMisTaifexScraper().fetchFutOptQuoteDetail({ ticker, afterhours }); } private async getFutOptHistorical(options: { date: string, symbol: string, afterhours?: boolean }) { diff --git a/test/fixtures/fetched-taifex-futopt-contracts.json b/test/fixtures/fetched-taifex-futopt-contracts.json new file mode 100644 index 0000000..d4d907b --- /dev/null +++ b/test/fixtures/fetched-taifex-futopt-contracts.json @@ -0,0 +1 @@ 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diff --git a/test/fixtures/fetched-taifex-futopt-list.json b/test/fixtures/fetched-taifex-futopt-list.json index 7f07af8..571ed5b 100644 --- a/test/fixtures/fetched-taifex-futopt-list.json +++ b/test/fixtures/fetched-taifex-futopt-list.json @@ -1 +1 @@ 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\ No newline at end of file diff --git a/test/fixtures/options-quote-list.json b/test/fixtures/options-quote-list.json new file mode 100644 index 0000000..e5c8be9 --- /dev/null +++ b/test/fixtures/options-quote-list.json @@ -0,0 +1 @@ +{"RtCode":"0","RtMsg":"","RtData":{"QuoteCount":"729","QuoteList":[{"SymbolID":"TXO-Q","SpotID":"","DispCName":"臺指選","DispEName":"TXO","Status":"TC","CBidPrice1":"","CBidSize1":"","CAskPrice1":"","CAskSize1":"","CTotalVolume":"840766","COpenPrice":"17534.52","CHighPrice":"17688.11","CLowPrice":"17534.52","CLastPrice":"17572.66","CRefPrice":"17519.14","CCeilPrice":"","CFloorPrice":"","SettlementPrice":"","OpenInterest":"","CDate":"20240108","CTime":"133315","CTestTime":"","CDiff":"53.52","CDiffRate":"0.31","CAmpRate":"0.88","CBestBidPrice":"","CBestAskPrice":"","CBestBidSize":"","CBestAskSize":"","CTestPrice":"","CTestVolume":""},{"SymbolID":"TX215700A4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"1890.000","CBidSize1":"41","CAskPrice1":"1920.000","CAskSize1":"2","CTotalVolume":"","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"1830.000","CCeilPrice":"3580.000","CFloorPrice":"79.000","SettlementPrice":"1900.000","OpenInterest":"0","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"1890.000","CBestAskPrice":"1920.000","CBestBidSize":"41","CBestAskSize":"2","CTestPrice":"","CTestVolume":""},{"SymbolID":"TX215700M4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"","CBidSize1":"","CAskPrice1":"2.800","CAskSize1":"1","CTotalVolume":"1","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"0.100","CCeilPrice":"1750.000","CFloorPrice":"0.100","SettlementPrice":"0.100","OpenInterest":"1","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"","CBestAskPrice":"2.800","CBestBidSize":"","CBestAskSize":"1","CTestPrice":"0.000","CTestVolume":"0"},{"SymbolID":"TX215800A4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"1790.000","CBidSize1":"41","CAskPrice1":"1820.000","CAskSize1":"2","CTotalVolume":"","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"1730.000","CCeilPrice":"3480.000","CFloorPrice":"0.100","SettlementPrice":"1800.000","OpenInterest":"0","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"1790.000","CBestAskPrice":"1820.000","CBestBidSize":"41","CBestAskSize":"2","CTestPrice":"0.000","CTestVolume":"0"},{"SymbolID":"TX215800M4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"0.000","CBidSize1":"0","CAskPrice1":"2.000","CAskSize1":"1","CTotalVolume":"32","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"0.100","CCeilPrice":"1750.000","CFloorPrice":"0.100","SettlementPrice":"0.100","OpenInterest":"33","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"0.000","CBestAskPrice":"2.000","CBestBidSize":"0","CBestAskSize":"1","CTestPrice":"0.000","CTestVolume":"0"},{"SymbolID":"TX215900A4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"1690.000","CBidSize1":"41","CAskPrice1":"1720.000","CAskSize1":"2","CTotalVolume":"","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"1630.000","CCeilPrice":"3380.000","CFloorPrice":"0.100","SettlementPrice":"1700.000","OpenInterest":"0","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"1690.000","CBestAskPrice":"1720.000","CBestBidSize":"41","CBestAskSize":"2","CTestPrice":"0.000","CTestVolume":"0"},{"SymbolID":"TX215900M4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"0.000","CBidSize1":"0","CAskPrice1":"1.700","CAskSize1":"1","CTotalVolume":"","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"0.100","CCeilPrice":"1750.000","CFloorPrice":"0.100","SettlementPrice":"0.100","OpenInterest":"9","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"0.000","CBestAskPrice":"1.700","CBestBidSize":"0","CBestAskSize":"1","CTestPrice":"0.000","CTestVolume":"0"},{"SymbolID":"TX216000A4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"1590.000","CBidSize1":"41","CAskPrice1":"1620.000","CAskSize1":"2","CTotalVolume":"","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"1530.000","CCeilPrice":"3280.000","CFloorPrice":"0.100","SettlementPrice":"1600.000","OpenInterest":"0","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"1590.000","CBestAskPrice":"1620.000","CBestBidSize":"41","CBestAskSize":"2","CTestPrice":"0.000","CTestVolume":"0"},{"SymbolID":"TX216000M4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"0.000","CBidSize1":"0","CAskPrice1":"1.000","CAskSize1":"5","CTotalVolume":"","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"0.100","CCeilPrice":"1750.000","CFloorPrice":"0.100","SettlementPrice":"0.100","OpenInterest":"12","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"0.000","CBestAskPrice":"1.000","CBestBidSize":"0","CBestAskSize":"5","CTestPrice":"0.000","CTestVolume":"0"},{"SymbolID":"TX216100A4-O","SpotID":"","DispCName":"臺指選W2014","DispEName":"TX2W2014","Status":"TC","CBidPrice1":"1490.000","CBidSize1":"41","CAskPrice1":"1520.000","CAskSize1":"2","CTotalVolume":"","COpenPrice":"0.000","CHighPrice":"0.000","CLowPrice":"0.000","CLastPrice":"","CRefPrice":"1430.000","CCeilPrice":"3180.000","CFloorPrice":"0.100","SettlementPrice":"1500.000","OpenInterest":"0","CDate":"20240108","CTime":"","CTestTime":"","CDiff":"0.000","CDiffRate":"0.000","CAmpRate":"0.000","CBestBidPrice":"1490.000","CBestAskPrice":"1520.000","CBestBidSize":"41","CBestAskSize":"2","CTestPrice":"0.000","CTestVolume":"0"}]}} \ No newline at end of file diff --git a/test/scrapers/isin-scraper.spec.ts b/test/scrapers/isin-scraper.spec.ts index 1f7d259..180b0c6 100644 --- a/test/scrapers/isin-scraper.spec.ts +++ b/test/scrapers/isin-scraper.spec.ts @@ -13,11 +13,11 @@ describe('IsinScraper', () => { mockAxios.reset(); }); - describe('.fetchStocksInfo()', () => { - it('should fetch stocks info', async () => { + describe('.fetchListed()', () => { + it('should fetch listed by symbol', async () => { mockAxios.get.mockResolvedValueOnce({ data: fs.readFileSync('./test/fixtures/stocks-info.html') }); - const data = await scraper.fetchStocksInfo({ symbol: '2330' }); + const data = await scraper.fetchListed({ symbol: '2330' }); expect(mockAxios.get).toHaveBeenCalledWith( 'https://isin.twse.com.tw/isin/single_main.jsp?owncode=2330', { responseType: 'arraybuffer' }, @@ -38,7 +38,7 @@ describe('IsinScraper', () => { it('should return empty array when no data is available', async () => { mockAxios.get.mockResolvedValueOnce({ data: fs.readFileSync('./test/fixtures/stocks-info-no-data.html') }); - const data = await scraper.fetchStocksInfo({ symbol: 'foobar' }); + const data = await scraper.fetchListed({ symbol: 'foobar' }); expect(mockAxios.get).toHaveBeenCalledWith( 'https://isin.twse.com.tw/isin/single_main.jsp?owncode=foobar', { responseType: 'arraybuffer' }, @@ -92,7 +92,7 @@ describe('IsinScraper', () => { }); describe('.fetchListedFutOpt()', () => { - it('should fetch listed stocks for TSE market', async () => { + it('should fetch listed futures & options', async () => { mockAxios.get.mockResolvedValueOnce({ data: fs.readFileSync('./test/fixtures/taifex-listed-futopt.html') }); const data = await scraper.fetchListedFutOpt(); @@ -112,5 +112,47 @@ describe('IsinScraper', () => { listedDate: '2023-11-01', }); }); + + it('should fetch listed futures', async () => { + mockAxios.get.mockResolvedValueOnce({ data: fs.readFileSync('./test/fixtures/taifex-listed-futopt.html') }); + + const data = await scraper.fetchListedFutOpt({ type: 'F' }); + expect(mockAxios.get).toHaveBeenCalledWith( + 'https://isin.twse.com.tw/isin/class_main.jsp?market=7', + { responseType: 'arraybuffer' }, + ); + expect(data).toBeDefined(); + expect(data.length).toBeGreaterThan(0); + expect(data[0]).toEqual({ + symbol: 'BRFC4', + name: '布蘭特原油期貨2024/03', + exchange: 'TAIFEX', + market: 'FUTOPT', + type: '原油期貨', + industry: '00', + listedDate: '2023-11-01', + }); + }); + + it('should fetch listed options', async () => { + mockAxios.get.mockResolvedValueOnce({ data: fs.readFileSync('./test/fixtures/taifex-listed-futopt.html') }); + + const data = await scraper.fetchListedFutOpt({ type: 'O' }); + expect(mockAxios.get).toHaveBeenCalledWith( + 'https://isin.twse.com.tw/isin/class_main.jsp?market=7', + { responseType: 'arraybuffer' }, + ); + expect(data).toBeDefined(); + expect(data.length).toBeGreaterThan(0); + expect(data[0]).toEqual({ + symbol: 'CAO00500C4', + name: '南亞股票選擇權,2024/03,履約價50.0,買權', + exchange: 'TAIFEX', + market: 'FUTOPT', + type: '股票選擇權買權', + industry: '00', + listedDate: '2023-10-23' + }); + }); }); }); diff --git a/test/scrapers/mis-taifex-scraper.spec.ts b/test/scrapers/mis-taifex-scraper.spec.ts index 59f23d1..7120367 100644 --- a/test/scrapers/mis-taifex-scraper.spec.ts +++ b/test/scrapers/mis-taifex-scraper.spec.ts @@ -54,11 +54,124 @@ describe('MisTaifexScraper', () => { }); }); - describe('.fetchFutOptQuote()', () => { + describe('.fetchFutOptQuoteList()', () => { it('should fetch futures realtime quote', async () => { - mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/futures-quote.json') }); + mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/futures-quote-list.json') }); - const data = await scraper.fetchFutOptQuote({ + const data = await scraper.fetchFutOptQuoteList({ + ticker: { + symbol: 'TXF', + type: 'F', + } as Ticker, + }); + expect(mockAxios.post).toHaveBeenCalledWith( + 'https://mis.taifex.com.tw/futures/api/getQuoteList', + JSON.stringify({ + CID: 'TXF', + SymbolType: 'F', + MarketType: 0, + }), + { headers: { 'Content-Type': 'application/json' } }, + ); + expect(data).toBeDefined(); + expect(data?.length).toBeGreaterThan(0); + }); + + it('should fetch futures realtime quote for afterhours trading', async () => { + mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/futures-quote-list-afterhours.json') }); + + const data = await scraper.fetchFutOptQuoteList({ + ticker: { + symbol: 'TXF', + type: 'F', + } as Ticker, + afterhours: true, + }); + expect(mockAxios.post).toHaveBeenCalledWith( + 'https://mis.taifex.com.tw/futures/api/getQuoteList', + JSON.stringify({ + CID: 'TXF', + SymbolType: 'F', + MarketType: 1, + }), + { headers: { 'Content-Type': 'application/json' } }, + ); + expect(data).toBeDefined(); + expect(data?.length).toBeGreaterThan(0); + }); + + it('should fetch options realtime quote', async () => { + mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/options-quote-list.json') }); + + const data = await scraper.fetchFutOptQuoteList({ + ticker: { + symbol: 'TXO', + type: 'O', + } as Ticker, + }); + expect(mockAxios.post).toHaveBeenCalledWith( + 'https://mis.taifex.com.tw/futures/api/getQuoteList', + JSON.stringify({ + CID: 'TXO', + SymbolType: 'O', + MarketType: 0, + }), + { headers: { 'Content-Type': 'application/json' } }, + ); + expect(data).toBeDefined(); + expect(data?.length).toBeGreaterThan(0); + }); + + it('should fetch options realtime quote for afterhours trading', async () => { + mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/options-quote-detail-afterhours.json') }); + + const data = await scraper.fetchFutOptQuoteList({ + ticker: { + symbol: 'TXO', + type: 'O', + } as Ticker, + afterhours: true, + }); + expect(mockAxios.post).toHaveBeenCalledWith( + 'https://mis.taifex.com.tw/futures/api/getQuoteList', + JSON.stringify({ + CID: 'TXO', + SymbolType: 'O', + MarketType: 1, + }), + { headers: { 'Content-Type': 'application/json' } }, + ); + expect(data).toBeDefined(); + expect(data?.length).toBeGreaterThan(0); + }); + + it('should return null when no data is available', async () => { + mockAxios.post.mockResolvedValueOnce({ data: {} }); + + const data = await scraper.fetchFutOptQuoteList({ + ticker: { + symbol: 'TXF', + type: 'F', + } as Ticker, + }); + expect(mockAxios.post).toHaveBeenCalledWith( + 'https://mis.taifex.com.tw/futures/api/getQuoteList', + JSON.stringify({ + CID: 'TXF', + SymbolType: 'F', + MarketType: 0, + }), + { headers: { 'Content-Type': 'application/json' } }, + ); + expect(data).toBe(null); + }); + }); + + describe('.fetchFutOptQuoteDetail()', () => { + it('should fetch futures realtime quote detail', async () => { + mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/futures-quote-detail.json') }); + + const data = await scraper.fetchFutOptQuoteDetail({ ticker: { symbol: 'TXFA4', name: '臺股期貨2024/01', @@ -77,7 +190,8 @@ describe('MisTaifexScraper', () => { expect(data).toBeDefined(); expect(data).toEqual({ symbol: 'TXFA4', - name: '臺股期貨2024/01', + name: '臺指期014', + status: 'TC', referencePrice: 17870, limitUpPrice: 19657, limitDownPrice: 16083, @@ -107,10 +221,10 @@ describe('MisTaifexScraper', () => { }); }); - it('should fetch futures realtime quote for afterhours trading', async () => { - mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/futures-quote-afterhours.json') }); + it('should fetch futures realtime quote detail for afterhours trading', async () => { + mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/futures-quote-detail-afterhours.json') }); - const data = await scraper.fetchFutOptQuote({ + const data = await scraper.fetchFutOptQuoteDetail({ ticker: { symbol: 'TXFA4', name: '臺股期貨2024/01', @@ -130,7 +244,8 @@ describe('MisTaifexScraper', () => { expect(data).toBeDefined(); expect(data).toEqual({ symbol: 'TXFA4', - name: '臺股期貨2024/01', + name: '臺指期014', + status: '', referencePrice: 17800, limitUpPrice: 19580, limitDownPrice: 16020, @@ -160,10 +275,10 @@ describe('MisTaifexScraper', () => { }); }); - it('should fetch options realtime quote', async () => { - mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/options-quote.json') }); + it('should fetch options realtime quote detail', async () => { + mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/options-quote-detail.json') }); - const data = await scraper.fetchFutOptQuote({ + const data = await scraper.fetchFutOptQuoteDetail({ ticker: { symbol: 'TX118000A4', name: '臺指選擇權,2024/01,履約價18000,買權', @@ -182,7 +297,8 @@ describe('MisTaifexScraper', () => { expect(data).toBeDefined(); expect(data).toEqual({ symbol: 'TX118000A4', - name: '臺指選擇權,2024/01,履約價18000,買權', + name: '臺指選W1014;18000買權', + status: 'TC', referencePrice: 30.5, limitUpPrice: 1820, limitDownPrice: 0.1, @@ -212,10 +328,10 @@ describe('MisTaifexScraper', () => { }); }); - it('should fetch options realtime quote for afterhours trading', async () => { - mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/options-quote-afterhours.json') }); + it('should fetch options realtime quote detail for afterhours trading', async () => { + mockAxios.post.mockResolvedValueOnce({ data: require('../fixtures/options-quote-detail-afterhours.json') }); - const data = await scraper.fetchFutOptQuote({ + const data = await scraper.fetchFutOptQuoteDetail({ ticker: { symbol: 'TX118000A4', name: '臺指選擇權,2024/01,履約價18000,買權', @@ -235,7 +351,8 @@ describe('MisTaifexScraper', () => { expect(data).toBeDefined(); expect(data).toEqual({ symbol: 'TX118000A4', - name: '臺指選擇權,2024/01,履約價18000,買權', + name: '臺指選W1014;18000買權', + status: '', referencePrice: 2.6, limitUpPrice: 1780, limitDownPrice: 0.1, @@ -268,7 +385,7 @@ describe('MisTaifexScraper', () => { it('should return null when no data is available', async () => { mockAxios.post.mockResolvedValueOnce({ data: {} }); - const data = await scraper.fetchFutOptQuote({ + const data = await scraper.fetchFutOptQuoteDetail({ ticker: { symbol: 'TXFA4', name: '臺股期貨2024/01', diff --git a/test/twstock.spec.ts b/test/twstock.spec.ts index b6d496b..3b02b51 100644 --- a/test/twstock.spec.ts +++ b/test/twstock.spec.ts @@ -12,7 +12,7 @@ jest.mock('../src/scrapers/isin-scraper', () => { return { IsinScraper: function() { return { - fetchStocksInfo: jest.fn(({ symbol }) => { + fetchListed: jest.fn(({ symbol }) => { if (symbol.split(',').includes('2330')) return require('./fixtures/fetched-stocks-info.json'); if (symbol.split(',').includes('6488')) return require('./fixtures/fetched-stocks-info.json'); if (symbol.split(',').includes('TXFA4')) return require('./fixtures/fetched-stocks-info.json'); @@ -23,8 +23,10 @@ jest.mock('../src/scrapers/isin-scraper', () => { if (market === 'OTC') return require('./fixtures/fetched-otc-stocks-list.json'); return []; }), - fetchListedFutOpt: jest.fn(() => { - return require('./fixtures/fetched-taifex-futopt-list.json'); + fetchListedFutOpt: jest.fn(options => { + if (options?.type === 'F') return require('./fixtures/fetched-taifex-futures-contracts.json'); + if (options?.type === 'O') return require('./fixtures/fetched-taifex-options-contracts.json'); + return require('./fixtures/fetched-taifex-futopt-contracts.json'); }), } } @@ -41,7 +43,17 @@ jest.mock('../src/scrapers/mis-twse-scraper', () => { MisTwseScraper.prototype.fetchIndicesQuote = jest.fn(); return { MisTwseScraper }; }); -jest.mock('../src/scrapers/mis-taifex-scraper'); +jest.mock('../src/scrapers/mis-taifex-scraper', () => { + function MisTaifexScraper() {} + MisTaifexScraper.prototype.fetchListedFutOpt = jest.fn((options) => { + if (options?.type === 'F') return require('./fixtures/fetched-taifex-futures-list.json'); + if (options?.type === 'O') return require('./fixtures/fetched-taifex-options-list.json'); + return require('./fixtures/fetched-taifex-futopt-list.json');; + }); + MisTaifexScraper.prototype.fetchFutOptQuoteList = jest.fn(); + MisTaifexScraper.prototype.fetchFutOptQuoteDetail = jest.fn(); + return { MisTaifexScraper }; +}); jest.mock('../src/scrapers/twse-scraper'); jest.mock('../src/scrapers/tpex-scraper'); jest.mock('../src/scrapers/taifex-scraper'); @@ -436,17 +448,54 @@ describe('TwStock', () => { describe('.futopt', () => { describe('.list()', () => { - it('should load stocks and return the list', async () => { + it('should load futures & options and return the list', async () => { const futopt = await twstock.futopt.list(); expect(futopt).toBeDefined(); expect(futopt?.length).toBeGreaterThan(0); }); + + it('should load futures and return the list', async () => { + const futopt = await twstock.futopt.list({ type: 'F' }); + expect(futopt).toBeDefined(); + expect(futopt?.length).toBeGreaterThan(0); + }); + + it('should load options and return the list', async () => { + const futopt = await twstock.futopt.list({ type: 'O' }); + expect(futopt).toBeDefined(); + expect(futopt?.length).toBeGreaterThan(0); + }); + }); + + describe('.contracts()', () => { + it('should load futures & options contracts and return the list', async () => { + const futopt = await twstock.futopt.contracts(); + expect(futopt).toBeDefined(); + expect(futopt?.length).toBeGreaterThan(0); + }); + + it('should load futures contracts and return the list', async () => { + const futopt = await twstock.futopt.contracts({ type: 'F' }); + expect(futopt).toBeDefined(); + expect(futopt?.length).toBeGreaterThan(0); + }); + + it('should load options contracts and return the list', async () => { + const futopt = await twstock.futopt.contracts({ type: 'O' }); + expect(futopt).toBeDefined(); + expect(futopt?.length).toBeGreaterThan(0); + }); }); describe('.quote()', () => { - it('should fetch futopt realtime quote', async () => { + it('should fetch futopt realtime quote list', async () => { + await twstock.futopt.quote({ symbol: 'TXF' }); + expect(MisTaifexScraper.prototype.fetchFutOptQuoteList).toHaveBeenCalled(); + }); + + it('should fetch futopt realtime quote detail', async () => { await twstock.futopt.quote({ symbol: 'TXFA4' }); - expect(MisTaifexScraper.prototype.fetchFutOptQuote).toHaveBeenCalled(); + expect(MisTaifexScraper.prototype.fetchFutOptQuoteDetail).toHaveBeenCalled(); }); it('should throw an error if the symbol is not found', async () => {