開始下單的部分吧!首先api的place_order下單的函式中，需要傳入兩個物件，分別是Contract及Order，我們可以從Contracts物件中找到我們要交易的商品Contract，以及用Order製作出一筆order物件，然後丟進函式中，這個函式會回傳一個Trade物件包含Contract, Order及這筆單的狀態物件(OrderStatus)。
Order物件需要帶入的參數部分一樣可以用?直接看到文件
input
api.Order?output
Init signature: api.Order(action, price_type, order_type, price, quantity, *args, **kwargs) Docstring: The basic order object to place order Attributes: product_id (str): the code of product that order to placing action (srt): {B, S}, order action to buy or sell - B: buy - S: sell price_type (str): {LMT, MKT, MKP}, pricing type of order - LMT: limit - MKT: market - MKP: market range order_type (str): {ROD, IOC, FOK}, the type of order - ROD: Rest of Day - IOC: Immediate-or-Cancel - FOK: Fill-or-Kill octype (str): {' ', '0', '1', '6'}, the type or order to open new position or close position - ' ': auto - '0': new position - '1': close position - '6': day trade price (float or int): the price of order quantity (int): the quantity of order account (:obj:Account): which account to place this order ca (binary): the ca of this order
接著我們有做一件方便大家開發的事，有兩個物件api.OrderProps跟api.Contracts這兩個物件可以快速輔助開發的時候直接用tab自動補齊的方式找到Order物件中需要填入的欄位。
input
api.OrderProps.</tab> api.Contracts.</tab>這邊我們以期貨為範例按tab鍵自動補齊可交易的合約，回傳的Future物件就是一個期貨的Contract物件，可以以
isinstance(api.Contracts.Futures.TXF.TXF201903, shioaji.contracts.Contract)來確認他確實是個Contract物件 inputapi.Contracts.Futures.TXFoutput
TXF(TXF201903, TXF201906, TXF201809, TXF201810, TXF201811, TXF201812)input
api.Contracts.Futures.TXF.TXF201903output
Future(symbol='TXF201903', code='TXFC9', name='台指期貨', category='TXF', delivery_month='201903', underlying_kind='I', underlying_code='#001', unit=1.0)
知道使用方式後我們直接用自動補齊的方式幫我快速創建一筆Order，參數在OrderProps都有相對應的欄位可以幫我們免去用文件的選項輸入，當然也可以直接使用文件的選項直接填入。
sample_order = api.Order(price=9600,
action=api.OrderProps.action.Buy,
price_type=api.OrderProps.price_type.LMT,
order_type=api.OrderProps.order_type.ROD,
octype=api.OrderProps.octype.auto,
quantity=5,
account=api.fut_account,
)
另外為了不用煩鎖的Order我們可以直接使用MarketOrder, LimitOrder物件，需要填的選項就會很少。
MarketOrder
Args:
product_id (str, optional): the code of product that order to placing
if not provide will gen from contract when placing order
action (srt): {B, S}, order action to buy or sell
- B: buy
- S: sell
quantity (int): the quantity of order
order_type (str, optional): {IOC, FOK}, the type of order
- IOC: Immediate-or-Cancel
- FOK: Fill-or-Kill
octype (str, optional): {' ', '0', '1', '6'}, the type or order
to open new position or close position
if not provide will become auto mode
- ' ': auto
- '0': new position
- '1': close position
- '6': day trade
製作一個MarketOrder物件就非常簡單，用下面填入買或賣，及口數就完成了。 > input
sample_mkt_order = api.MarketOrder('B', 5)
sample_mkt_order
output
MarketOrder(action='B', order_type='IOC', quantity=5)
LimitOrder
Args:
product_id (str, optional): the code of product that order to placing
if not provide will gen from contract when placing order
action (srt): {B, S}, order action to buy or sell
- B: buy
- S: sell
price (float or int): the price of order
quantity (int): the quantity of order
order_type (str, optional): {ROD, IOC, FOK}, the type of order
- ROD: Rest of Day
- IOC: Immediate-or-Cancel
- FOK: Fill-or-Kill
octype (str, optional): {' ', '0', '1', '6'}, the type or order
to open new position or close position
if not provide will become auto mode
- ' ': auto
- '0': new position
- '1': close position
- '6': day trade
限價單的部分就多一個參數，價格就完成了。
input
sample_limit_order = api.LimitOrder('B', 9700, 5) sample_limit_orderoutput
LimitOrder(action='B', order_type='ROD', price=9700, quantity=5)
接著我們把製作好的Contract及Order物件傳進place_order函式中就會送出委託單了，這時候會回傳trade物件，Trade.status底下會是這筆交易的狀態，目前可以看到剛下出去是PendingSubmit。
input
txf = api.Contracts.Futures.TXF.TXF201903 trade = api.place_order(txf, sample_order)output
Trade(contract=Future(symbol='TXF201903', code='TXFC9', name='台指期貨', category='TXF', delivery_month='201903', underlying_kind='I', underlying_code='#001', unit=1.0), order=Order(product_id='TXFC9', action='B', price_type='LMT', order_type='ROD', price=9600, quantity=5, account=FutureAccount(person_id='SCCEIEFAJA', broker_id='F002000', account_id='9104000', username='莊*芬')), status=OrderStatus(seqno='701124', order_id='7521840eb43914f94f98f025b1762e0b250ded21', status='PendingSubmit', order_datetime=datetime.datetime(2019, 1, 16, 12, 39, 28)))
拿到的Trade物件我可以透過update_status函式來更新所有Trade的狀態，這時候就會看到狀態變為Submitted，成交後會變為Filled。
input
api.update_status() tradeoutput
Trade(contract=Future(symbol='TXF201903', code='TXFC9', name='台指期貨', category='TXF', delivery_month='201903', underlying_kind='I', underlying_code='#001', unit=1.0), order=Order(product_id='TXFC9', action='B', price_type='LMT', order_type='ROD', price=9600, quantity=5, account=FutureAccount(person_id='SCCEIEFAJA', broker_id='F002000', account_id='9104000', username='莊*芬')), status=OrderStatus(seqno='701124', ordno='ky00P', order_id='7521840eb43914f94f98f025b1762e0b250ded21', status='Submitted', status_code='0000', msg='ky00P', modified_price=9600.0, remaining=5, order_datetime=datetime.datetime(2019, 1, 16, 12, 39, 28)))改價或改量的部分使用
api.update_order函式傳入Trade物件，可以看到modified_price就變成9800並input
trade = api.update_order(trade, price=9800, qty=1) tradeoutput
Trade(contract=Future(symbol='TXF201903', code='TXFC9', name='台指期貨', category='TXF', delivery_month='201903', underlying_kind='I', underlying_code='#001', unit=1.0), order=Order(product_id='TXFC9', action='B', price_type='LMT', order_type='ROD', price=9600, quantity=5, account=FutureAccount(person_id='SCCEIEFAJA', broker_id='F002000', account_id='9104000', username='莊*芬')), status=OrderStatus(seqno='701124', ordno='ky00P', order_id='7521840eb43914f94f98f025b1762e0b250ded21', status='Submitted', status_code='0000', msg='ky00P', modified_price=9800.0, remaining=5, order_datetime=datetime.datetime(2019, 1, 16, 12, 39, 28)))
取消委託使用api.cancel_order函式並傳入欲取消的trade物件，就不寫出範例code了。