Establish Connections

Establish Market Data Connections

The following example demonstrates how to establish five WebSocket connections for market data simultaneously.

info

Typically, multiple simultaneous connections are only needed when using WebSocket. For Web API, it is recommended to use a single connection for easier management.

Web API rate limits are shared across all connections; each WebSocket connection can subscribe to up to 200 targets.

Python

from fubon_neo.sdk import FubonSDK

sdk = FubonSDK()
accounts = sdk.login("Your ID", "Your password" ,"Your cert path" ,"Your cert password")  # Login is required to obtain market data permissions
websockets = []  # List of WebSocket interfaces for different connections

for _ in range(5):  # Create 5 connections
  sdk.init_realtime() # Start a market data connection
  #ws = sdk.marketdata.websocket_client.stock  # WebSocket interface (Stocks)
  ws = sdk.marketdata.websocket_client.futopt  # WebSocket interface (Futures/Options)

   # Add the interface to the available list
  websockets.append(ws)

# Set WebSocket callbacks and open connections
for ws in websockets:
   ## Callback functions need to be defined separately ##
  ws.on('message', handle_message)  # Register market data callback
  ws.on("connect", handle_connect)  # Register connection event callback
  ws.on("disconnect", handle_disconnect)  # Register disconnection event callback
  ws.on("error", handle_error)  # Register error event callback
  
  ws.connect()  # Activate the connection

# Disconnect connections
# for ws in websockets:
#   we.disconnect()

Node.js

const { FubonSDK } = require('fubon-neo');

// Login is required to obtain market data permissions
const sdk = new FubonSDK();
const accounts = sdk.login("Your ID", "Your Password", "Your Cert Path", "Your Cert Password");

const websockets = [];  // List of WebSocket interfaces for different connections

// Create 5 market data connections
for (let i = 0; i < 5; i++) {
  // Start a market data connection
  sdk.initRealtime();

  // Get WebSocket interface
  //const ws = sdk.marketdata.webSocketClient.stock;  // (Stocks)
  const ws = sdk.marketdata.webSocketClient.futopt;  // (Futures/Options)

  // Add the interface to the available list
  websockets.push(ws);
}

// Set WebSocket callbacks and open connections
for (const ws of websockets) {
  /* -- Callback functions need to be defined separately -- */
  ws.on('message', handle_message);       // Register market data callback
  ws.on('connect', handle_connect);       // Register connection event callback
  ws.on('disconnect', handle_disconnect); // Register disconnection event callback
  ws.on('error', handle_error);           // Register error event callback

  // Activate the connection
  (async () => {
    await ws.connect();
  })()
}

// Disconnect connections
//for (const ws of websockets) {
//  (async () => {
//    await ws.disconnect();
//  })()
//}

C#

using FubonNeo.Sdk;

// Login is required to obtain market data permissions
var sdk = new FubonSDK();
var result = sdk.Login("Your ID", "Your Password", "Your Cert Path", "Your Cert Password");

// List of WebSocket interfaces for different connections
//var websockets = new List<FugleMarketData.WebsocketClient.FugleWebsocketStockClient>();  // (Stocks)
var websockets = new List<FugleMarketData.WebsocketClient.FugleWebsocketFutOptClient>();  // (Futures/Options)

// Create 5 market data connections
for (int i = 0; i < 5; i++)
{
    sdk.InitRealtime(); // Start a market data connection

    // Get WebSocket interface 
    //var ws = sdk.MarketData.WebSocketClient.Stock;  // (Stocks)
    var ws = sdk.MarketData.WebSocketClient.FutureOption;  // (Futures/Options)

    // Add the interface to the available list
    websockets.Add(ws);
}

// Set WebSocket callbacks and open connections
foreach (var ws in websockets)
{
    ws.OnMessage = (msg) => Console.WriteLine($"OnMessage receive: {msg}");  // Register market data callback
    ws.OnError = (msg) => Console.WriteLine($"OnError receive: {msg}");  // Register error event callback
    ws.OnConnected = (msg) => Console.WriteLine($"OnConnected receive: {msg}");  // Register connection event callback
    ws.OnDisconnected = (msg) => Console.WriteLine($"OnDisconnected receive: {msg}");  // Register disconnection event callback

    // Activate the connection
    await ws.Connect();
}

// Disconnect connections
// foreach (var ws in websockets)
// {
//    await ws.Disconnect();
// }