Shioaji

Shioaji is a trading API provided by Sinopac that offers a comprehensive and user-friendly platform for accessing the Taiwan financial markets. With Shioaji, you can trade a variety of financial instruments including stocks, futures, and options using your favorite Python packages such as numpy, scipy, pandas, pytorch, or tensorflow to build your own custom trading models. The platform is easy to use and intuitive, with advanced charting tools, real-time market data, and a customizable interface that allows you to tailor your trading experience to your specific needs. Shioaji is fast and efficient, with a high-performance core implemented in C++ and using FPGA event broker technology, and it is the first Python trading API in Taiwan that is compatible with Linux and Mac, making it a truly cross-platform solution. Whether you are a beginner looking to get started in the world of trading or an experienced trader looking for a more powerful platform, Shioaji has something to offer. Sign up for a free account today and start trading with confidence.

Quickstarts

Getting Started

!pip install shioaji

Just import Our api like other popular python library to get start

import shioaji as sj
from shioaji import constant

Use Shioaji object to setup setting and login

api = sj.Shioaji(simulation=True)

⚠️Apply for an API token on the Sinopac⚠️

api_key = "your api key"
secret_key ="your secret key"

api.login(api_key=api_key, secret_key=secret_key)

List all your account

api.list_accounts()

Activate your cetifacation to start ordering

❗❗❗ activate_ca is not necessary when using the simulation environment.

# api.activate_ca(ca_path='../ca/Sinopac.pfx', ca_passwd='SCCEIEFAJA', person_id=person_id)

Contract object for subscribe quote and place order

You can obtain contracts in the following ways.

Stock

# For example, to obtain contract of TSMC (symbol 2330)
api.Contracts.Stocks.TSE.TSE2330
api.Contracts.Stocks['2330']

Futures

# For example, to obtain contract of TXF (symbol TXF)
api.Contracts.Futures.TXF.TXF202301
api.Contracts.Futures['TXFA3']

Futures - R1、R2 the ticker symbol refers to the near month of expiration

⚠️Currently only supports historical quotes query ⚠️

• "R1" is referred to as the "current month" contract.
• "R2" is referred to as the "next month" contract.

api.Contracts.Futures.TXF.TXFR1
api.Contracts.Futures.TXF['TXFR1']

Quote Api

Prepare your callback, now just keep it simple

official document

• Streaming Data for Stock
• Streaming Data for Futures

# For example, subscribe to the tick for TSMC (symbol 2330)
from shioaji import Exchange, TickSTKv1, TickFOPv1
from shioaji import constant
 
@api.on_tick_stk_v1()
def quote_callback(exchange: Exchange, tick:TickSTKv1):
    print(f"Exchange: {exchange}, Tick: {tick}")

api.quote.subscribe(
    api.Contracts.Stocks["2330"], 
    quote_type = constant.QuoteType.Tick,
    version = constant.QuoteVersion.v1
)

# For example, subscribe to the tick for Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) (symbol TXF)
from shioaji import Exchange, TickSTKv1, TickFOPv1
from shioaji import constant

from shioaji import TickFOPv1, Exchange

@api.on_tick_fop_v1()
def quote_callback(exchange:Exchange, tick:TickFOPv1):
    print(f"Exchange: {exchange}, Tick: {tick}")

api.quote.subscribe(
    api.Contracts.Futures.TXF['TXF202301'],
    quote_type = constant.QuoteType.Tick, # or 'tick'
    version = constant.QuoteVersion.v1, # or 'v1'
)

Making Order object to place order

from shioaji import constant

Place Order - Stock

TSE2890 = api.Contracts.Stocks['2890']

sample_order = api.Order(price=15.1,
                         quantity=2,
                         action=constant.Action.Buy,
                         price_type=constant.StockPriceType.LMT,
                         order_type=constant.OrderType.ROD,
                         daytrade=True,
                         account=api.futopt_account,
                        )

# just pass Order object to place_order fuction to place order then will get the Trade object return                        
trade = api.place_order(TSE2890, sample_order)
trade

Place Order - Futures

sample_order = api.Order(price=14000,
                         quantity=5,
                         action=constant.Action.Buy,
                         price_type=constant.FuturesPriceType.LMT,
                         order_type=constant.OrderType.ROD,
                         octype=constant.FuturesOCType.Auto,
                         account=api.futopt_account,
                        )

# just pass Order object to place_order fuction to place order then will get the Trade object return                        
trade = api.place_order(TXFA3, sample_order)
trade

Update the trade object status to get the trade information

api.update_status()

Obtain all trade objects

api.list_trades()

Cancel order of the trade

trade = api.cancel_order(trade)
trade

Communication

• Chat: The most timely and recommended channel for communication
• Discuss: general chat, online discussions, collaboration etc.
• GitHub issues: bug reports, feature requests, install issues, RFCs, thoughts, etc.

Releases and Contributing

Shioaji current state is Pre-Alpha, we expect no obvious bugs. Please let us know if you encounter a bug by filing an issue.

We appreciate all suggestions. If you have any idea want us to implement, please discuss with us in telegram.

The Team

Shioaji is currently maintained by ec666 team with major contributions.