CallBack Info.
You can subscribe to have the system push order and deal reports to you proactively.
Subscribe Trade¶
We provide 2 ways to control order/deal report subscription. The first is the subscribe_trade parameter of login. It defaults to True and automatically subscribes to order/deal reports for all your accounts.
In
import shioaji as sj
api = sj.Shioaji()
api.login(
api_key="YOUR_API_KEY",
secret_key="YOUR_SECRET_KEY",
subscribe_trade=True
)
The other way is to call subscribe_trade and unsubscribe_trade on a specific account to subscribe to or unsubscribe from its order/deal reports.
subscribe trade
api.subscribe_trade(account)
unsubscribe trade
api.unsubscribe_trade(account)
The server does not subscribe automatically at startup; subscribe dynamically per account.
subscribe trade
shioaji auth subscribe-trade --account-type F
unsubscribe trade
shioaji auth unsubscribe-trade --account-type F
Parameters
--account-type: optional, S (stock, default) or F (futures/options)
--account: optional, in BROKER_ID-ACCOUNT_ID format; defaults to the default account of that type
Out
account:
account_type: F
person_id: YOUR_PERSON_ID
broker_id: F002000
account_id: "YOUR_ACCOUNT_ID"
signed: true
username: ""
subscribe_trade: true
ts: 20260612021106
Note
subscribe-trade only registers the subscription with the server and exits once done. To actually receive order/deal reports, use shioaji order events (SSE stream, Ctrl+C to stop). See Order Event for details.
The server does not subscribe automatically at startup; subscribe dynamically per account.
subscribe trade
curl -X POST http://localhost:8080/api/v1/auth/subscribe_trade \
-H "Content-Type: application/json" \
-d '{"broker_id": "YOUR_BROKER_ID", "account_id": "YOUR_ACCOUNT_ID"}'
unsubscribe trade
curl -X POST http://localhost:8080/api/v1/auth/unsubscribe_trade \
-H "Content-Type: application/json" \
-d '{"broker_id": "YOUR_BROKER_ID", "account_id": "YOUR_ACCOUNT_ID"}'
Order Event¶
When the stock exchange receives an order, it returns an order event. The event is divided into four parts: operation, order, status and contract. We explain each in detail below.
Order Event
<OrderState.StockOrder: 'SORDER'> {
'event_id': 'v1:SO:A1EGVO30H:BOnKZSD:4',
'operation': {
'op_type': 'New',
'op_code': '00',
'op_msg': ''
},
'order': {
'id': '348d1c6a',
'seqno': '351522',
'ordno': 'Y1S5N',
'account': {
'account_type': 'S',
'person_id': '',
'broker_id': 'YOUR_BROKER_ID',
'account_id': 'YOUR_ACCOUNT_ID',
'signed': True,
'username': ''
},
'action': 'Buy',
'price': 27.0,
'quantity': 1,
'order_type': 'ROD',
'price_type': 'LMT',
'order_cond': 'Cash',
'order_lot': 'Common',
'custom_field': ''
},
'status': {
'id': '348d1c6a',
'exchange_ts': 1779331286.678,
'modified_price': 0.0,
'cancel_quantity': 0,
'order_quantity': 1,
'web_id': '137'
},
'contract': {
'exchange': 'TSE',
'code': '2890',
'security_type': 'STK',
'symbol': '',
'name': '',
'currency': 'TWD'
}
}
Order Event Info.
event_id (1.7.6+)
event_id (str): report identity, used for deduplication and gap detection
op_type (str): {
"New": new order,
"Cancel": cancel order,
"UpdatePrice": update price,
"UpdateQty": update quantity
}
op_code (str): {"00": success, others: fail}
op_msg (str): error message
id (str): same as the trade_id in the deal event
seqno (str): platform sequence number
ordno (str): order number
account (dict): account info
action (str): {Buy, Sell}
price (float or int): order price
quantity (int): order quantity
order_type (str): order type {ROD, IOC, FOK}
price_type (str): {LMT: limit, MKT: market, MKP: range market}
order_cond (str): {
Cash: cash,
MarginTrading: margin trading,
ShortSelling: short selling
}
order_lot (str): {
Common: board lot,
Fixing: fixing,
Odd: after-hours odd lot,
IntradayOdd: intraday odd lot
}
custom_field (str): custom field
id (str): same as the trade_id in the deal event
exchange_ts (int): exchange time
modified_price (float or int): modified price
cancel_quantity (int): cancel quantity
order_quantity (int): order quantity
web_id (str): order platform code
security_type (str): security type
exchange (str): exchange
code (str): contract code
symbol (str): symbol
name (str): contract name
currency (str): currency
When the futures exchange receives an order, it returns an order event. The event is divided into four parts: operation, order, status and contract. We explain each in detail below.
Order Event
<OrderState.FuturesOrder: 'FORDER'> {
'event_id': 'v1:FO:BO7SLUCIyeI:BOnXGyd:1',
'operation': {
'op_type': 'New',
'op_code': '00',
'op_msg': ''
},
'order': {
'id': '0bbe4f6d',
'seqno': '354926',
'ordno': 'ta0fu',
'account': {
'account_type': 'F',
'person_id': '',
'broker_id': 'YOUR_BROKER_ID',
'account_id': 'YOUR_ACCOUNT_ID',
'signed': True,
'username': ''
},
'action': 'Buy',
'price': 36112.0,
'quantity': 1,
'order_type': 'ROD',
'price_type': 'LMT',
'market_type': 'Day',
'oc_type': 'New',
'subaccount': '',
'combo': False
},
'status': {
'id': '0bbe4f6d',
'exchange_ts': 1779331888.0,
'modified_price': 0.0,
'cancel_quantity': 0,
'order_quantity': 1,
'web_id': 'Z'
},
'contract': {
'security_type': 'FUT',
'code': 'TMF',
'exchange': 'TIM',
'delivery_month': '202606',
'full_code': 'TMFF6',
'delivery_date': '',
'strike_price': 0.0,
'option_right': 'Future'
}
}
Order Event Info.
event_id (1.7.6+)
event_id (str): report identity, used for deduplication and gap detection
op_type (str): {
"New": new order,
"Cancel": cancel order,
"UpdatePrice": update price,
"UpdateQty": update quantity
}
op_code (str): {"00": success, others: fail}
op_msg (str): error message
id (str): same as the trade_id in the deal event
seqno (str): platform sequence number
ordno (str): order number
account (dict): account info
action (str): {Buy, Sell}
price (float or int): order price
quantity (int): order quantity
order_cond (str): {
Cash: cash,
MarginTrading: margin trading,
ShortSelling: short selling
}
order_type (str): order type {ROD, IOC, FOK}
price_type (str): {LMT: limit, MKT: market, MKP: range market}
market_type (str): market session {Day: day session, Night: night session}
oc_type (str): {
New: open position,
Cover: close position,
Auto: auto,
DayTrade: day trade
}
subaccount(str): sub-account
combo (bool): whether it is a combo order
id (str): same as the trade_id in the deal event
exchange_ts (int): exchange time
modified_price (float or int): modified price
cancel_quantity (int): cancel quantity
order_quantity (int): order quantity
web_id (str): order platform code
security_type (str): security type
code (str): contract code
full_code (str): contract code (including delivery month)
exchange (str): exchange
delivery_month (str): delivery month
delivery_date (str): delivery date
strike_price (float): strike price
option_right (str): {Future, OptionCall, OptionPut}
Deal Event¶
When an order is matched, the stock exchange sends a deal event. A match can be a partial fill or a complete fill. Match the id in the order event with the trade_id in the deal event to confirm they belong to the same order.
Deal Event
<OrderState.StockDeal: 'SDEAL'> {
'event_id': 'v1:SD:A1EGVO30H:BOnKZSD:7',
'trade_id': '9c6ae2eb',
'seqno': '269866',
'ordno': 'IN497',
'exchange_seq': '669915',
'broker_id': 'YOUR_BROKER_ID',
'account_id': 'YOUR_ACCOUNT_ID',
'action': 'Buy',
'code': '2890',
'order_cond': 'Cash',
'order_lot': 'IntradayOdd',
'price': 267.5,
'quantity': 3,
'web_id': '137',
'custom_field': 'test',
'ts': 1673577256.354
}
Deal Event
event_id (str): report identity, used for deduplication and gap detection (1.7.6+)
trade_id (str): same as the id in the order event
seqno (str): platform sequence number
ordno (str): the first 5 characters are the order number from the order event; the last 3 characters are the deal sequence number of that order.
exchange_seq (str): exchange sequence number
broker_id (str): branch code
account_id (str): account
action (str): {Buy, Sell}
code (str): contract code
order_cond (str): {
Cash: cash,
MarginTrading: margin trading,
ShortSelling: short selling
}
order_lot (str): {
Common: board lot,
Fixing: fixing,
Odd: after-hours odd lot,
IntradayOdd: intraday odd lot
}
price (float or int): deal price
quantity (int): deal quantity
web_id (str): platform code
custom_field (str): custom field
ts (int): deal timestamp
When an order is matched, the futures exchange sends a deal event. A match can be a partial fill or a complete fill. Match the id in the order event with the trade_id in the deal event to confirm they belong to the same order.
Deal Event
<OrderState.FuturesDeal: 'FDEAL'> {
'event_id': 'v1:FD:BO7SLUCIyeI:BOnXGyd:5',
'trade_id': '4e6df0f6',
'seqno': '458545',
'ordno': 'tA0deX1O',
'exchange_seq': 'j5006396',
'action': 'Sell',
'code': 'TX1',
'price': 25.0,
'quantity': 1,
'subaccount': '',
'security_type': 'OPT',
'delivery_month': '202512',
'ts': 1764685425.0,
'broker_id': 'YOUR_BROKER_ID',
'account_id': 'YOUR_ACCOUNT_ID',
'full_code': 'TX127900L5',
'strike_price': 27900.0,
'option_right': 'OptionCall',
'market_type': 'Day',
'combo': False
}
Deal Event
event_id (str): report identity, used for deduplication and gap detection (1.7.6+)
trade_id (str): same as the id in the order event
seqno (str): platform sequence number
ordno (str): the first 5 characters are the order number from the order event; the last 3 characters are the deal sequence number of that order.
exchange_seq (str): exchange sequence number
broker_id (str): branch code
account_id (str): account
action (str): {Buy, Sell}
code (str): contract code
full_code (str): contract code (including delivery month)
price (float or int): deal price
quantity (int): deal quantity
subaccount (str): sub-account
security_type (str): security type
delivery_month (str): delivery month
strike_price (float): strike price
option_right (str): {Future, OptionCall, OptionPut}
market_type (str): {Day, Night}
ts (int): deal timestamp
Note
The exchange sends deal events with higher priority than order events, so if an order is filled immediately, you may receive the deal event before the order event.
Handle Events¶
To handle order and deal events, see Callback for details.