Order Event

Each time you place_order, update_order or cancel_order, by default, you will recieve an order event (or deal event) from exchange. If you don't want recieve both events, please refer to Subscribe Trade. We also provide interface to handle order and deal events. It's extremely helpful if you are implementing your custom trading system.

Handle Order Callback

You can use set_order_callback to handle order/deal events. The example below shows custom order callback function (order_cb), which will print my_order_callback first and then print the order/deal event.

Set Order Callback

def order_cb(stat, msg):
    print('my_order_callback')
    print(stat, msg)

api.set_order_callback(order_cb)

Place Order

version>=1.0version<1.0

contract = api.Contracts.Stocks.TSE.TSE2890
order = api.Order(
    price=16, 
    quantity=1, 
    action=sj.constant.Action.Buy, 
    price_type=sj.constant.StockPriceType.LMT, 
    order_type=sj.constant.OrderType.ROD, 
    order_lot=sj.constant.StockOrderLot.Common, 
    custom_field="test",
    account=api.stock_account
)
trade = api.place_order(contract, order)

contract = api.Contracts.Stocks.TSE.TSE2890
order = api.Order(
    price=16, 
    quantity=1, 
    action=sj.constant.Action.Buy, 
    price_type=sj.constant.TFTStockPriceType.LMT, 
    order_type=sj.constant.TFTOrderType.ROD, 
    order_lot=sj.constant.TFTStockOrderLot.Common, 
    custom_field="test",
    account=api.stock_account
)
trade = api.place_order(contract, order)

Order Event

Order Event

version>=1.0version<1.0

my_order_callback
OrderState.StockOrder {
    'operation': {
        'op_type': 'New', 
        'op_code': '00', 
        'op_msg': ''
    }, 
    'order': {
        'id': '97b63e2f', 
        'seqno': '267677', 
        'ordno': 'IM394', 
        'account': {
            'account_type': 'S', 
            'person_id': '', 
            'broker_id': '9A95', 
            'account_id': '1234567', 
            'signed': True
        }, 
        'action': 'Buy', 
        'price': 16.0, 
        'quantity': 1, 
        'order_type': 'ROD', 
        'price_type': 'LMT', 
        'order_cond': 'Cash', 
        'order_lot': 'Common', 
        'custom_field': 'test'
    }, 
    'status': {
        'id': '97b63e2f', 
        'exchange_ts': 1673576134.038, 
        'modified_price': 0.0, 
        'cancel_quantity': 0, 
        'order_quantity': 1, 
        'web_id': '137'
    }, 
    'contract': {
        'security_type': 'STK', 
        'exchange': 'TSE', 
        'code': '2890', 
        'symbol': '', 
        'name': '', 
        'currency': 'TWD'
    }
}

my_order_callback
OrderState.TFTOrder {
    'operation': {
        'op_type': 'New', 
        'op_code': '00', 
        'op_msg': ''
    }, 
    'order': {
        'id': '97b63e2f', 
        'seqno': '267677', 
        'ordno': 'IM394', 
        'account': {
            'account_type': 'S', 
            'person_id': '', 
            'broker_id': '9A95', 
            'account_id': '1234567', 
            'signed': True
        }, 
        'action': 'Buy', 
        'price': 16.0, 
        'quantity': 1, 
        'order_type': 'ROD', 
        'price_type': 'LMT', 
        'order_cond': 'Cash', 
        'order_lot': 'Common', 
        'custom_field': 'test'
    }, 
    'status': {
        'id': '97b63e2f', 
        'exchange_ts': 1673576134.038, 
        'modified_price': 0.0, 
        'cancel_quantity': 0, 
        'order_quantity': 1, 
        'web_id': '137'
    }, 
    'contract': {
        'security_type': 'STK', 
        'exchange': 'TSE', 
        'code': '2890', 
        'symbol': '', 
        'name': '', 
        'currency': 'TWD'
    }
}

Deal Event

Deal Event

version>=1.0version<1.0

my_order_callback
OrderState.StockDeal {
    'trade_id': '9c6ae2eb', 
    'seqno': '269866', 
    'ordno': 'IN497', 
    'exchange_seq': '669915', 
    'broker_id': '9A95', 
    'account_id': '1234567', 
    'action': 'Buy', 
    'code': '2890', 
    'order_cond': 'Cash', 
    'order_lot': 'IntradayOdd', 
    'price': 267.5, 
    'quantity': 3, 
    'web_id': '137', 
    'custom_field': 'test', 
    'ts': 1673577256.354
}

my_order_callback
OrderState.TFTDeal {
    'trade_id': '9c6ae2eb', 
    'seqno': '269866', 
    'ordno': 'IN497', 
    'exchange_seq': '669915', 
    'broker_id': '9A95', 
    'account_id': '1234567', 
    'action': 'Buy', 
    'code': '2890', 
    'order_cond': 'Cash', 
    'order_lot': 'IntradayOdd', 
    'price': 267.5, 
    'quantity': 3, 
    'web_id': '137', 
    'custom_field': 'test', 
    'ts': 1673577256.354
}