Stock
Reminder
First, you need to login and activate CA.
Stock Order¶
Order Attributes
price (float or int): the price of order
quantity (int): the quantity of order
action (str): order action to buy or sell
{Buy, Sell}
price_type (str): pricing type of order
{LMT, MKT, MKP} (限價、市價、範圍市價)
order_type (str): the type of order
{ROD, IOC, FOK}
order_cond (str): order condition stock only
{Cash, MarginTrading, ShortSelling} (現股、融資、融券)
order_lot (str): the type of order
{Common, Fixing, Odd, IntradayOdd} (整股、定盤、盤後零股、盤中零股)
daytrade_short {bool}: the type of first sell
{True, False}
custom_field {str}: memo field, only letters and numbers are allowed, and the maximum length is 6.
account (:obj:Account): which account to place this order
ca (binary): the ca of this order
price (float or int): the price of order
quantity (int): the quantity of order
action (str): order action to buy or sell
{Buy, Sell}
price_type (str): pricing type of order
{LMT, MKT, MKP} (限價、市價、範圍市價)
order_type (str): the type of order
{ROD, IOC, FOK}
order_cond (str): order condition stock only
{Cash, MarginTrading, ShortSelling} (現股、融資、融券)
order_lot (str): the type of order
{Common, Fixing, Odd, IntradayOdd} (整股、定盤、盤後零股、盤中零股)
first_sell {str}: the type of first sell
{true, false}
custom_field {str}: memo field, only letters and numbers are allowed, and the maximum length is 6.
account (:obj:Account): which account to place this order
ca (binary): the ca of this order
Place Order¶
Product information ( contract) and order information ( order) must be provided when placing an order.
Place Order
api.place_order?
Signature:
api.place_order(
contract: shioaji.contracts.Contract,
order: shioaji.order.Order,
timeout: int = 5000,
cb: Callable[[shioaji.order.Trade], NoneType] = None,
) -> shioaji.order.Trade
Docstring:
placing order
Contract
contract = api.Contracts.Stocks.TSE.TSE2890
Order
order = api.Order(
price=17,
quantity=3,
action=sj.constant.Action.Buy,
price_type=sj.constant.StockPriceType.LMT,
order_type=sj.constant.OrderType.ROD,
order_lot=sj.constant.StockOrderLot.Common,
# daytrade_short=False,
custom_field="test",
account=api.stock_account
)
order = api.Order(
price=17,
quantity=3,
action=sj.constant.Action.Buy,
price_type=sj.constant.TFTStockPriceType.LMT,
order_type=sj.constant.TFTOrderType.ROD,
order_lot=sj.constant.TFTStockOrderLot.Common,
# first_sell=sj.constant.StockFirstSell.No,
custom_field="test",
account=api.stock_account
)
Place Order
trade = api.place_order(contract, order)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.PendingSubmit: 'PendingSubmit'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
deals=[]
)
)
After place_order, you will also receive the information sent back from the exchange. For details, please refer to Order & Deal Event.
To update the trade status, you need to call update_status.
Update Status
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Submitted: 'Submitted'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
order_quantity=3,
deals=[]
)
)
Status of Trade
PendingSubmit: SendingPreSubmitted: ReservationSubmitted: Send SuccessfullyFailed: FailedCancelled: CancelledFilled: Complete FillFilling: Part Fill
Update Order¶
Update Order
api.update_order?
Signature:
api.update_order(
trade: shioaji.order.Trade,
price: Union[pydantic.types.StrictInt, float] = None,
qty: int = None,
timeout: int = 5000,
cb: Ca lable[[shioaji.order.Trade], NoneType] = None,
) -> shioaji.order.Trade
Docstring: update the order price or qty
Update Price¶
Update Price
api.update_order(trade=trade, price=17.5)
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Submitted: 'Submitted'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
modified_price=17.5,
order_quantity=3,
deals=[]
)
)
Update Quantity (Reduce)¶
update_order can only reduce the quantity of the order.
Update Quantity
api.update_order(trade=trade, qty=1)
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Submitted: 'Submitted'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
order_quantity=3,
cancel_quantity=1,
deals=[]
)
)
Cancel Order¶
Cancel Order
api.cancel_order(trade)
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Cancelled: 'Cancelled'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
order_quantity=3,
cancel_quantity=3,
deals=[]
)
)
Deal¶
Update Status
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Filled: 'Filled'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
order_quantity=3,
deals=[
Deal(seq='000001', price=17, quantity=3, ts=1673501631.62918)
]
)
)
Examples¶
Stock place order jupyter link
Action¶
Buy
order = api.Order(
price=12,
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
)
Sell
order = api.Order(
price=12,
quantity=1,
action=sj.constant.Action.Sell,
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
)
Daytrade Short
order = api.Order(
price=12,
quantity=1,
action=sj.constant.Action.Sell,
price_type=sj.constant.StockPriceType.LMT,
order_type=sj.constant.OrderType.ROD,
order_lot=sj.constant.StockOrderLot.Common,
daytrade_short=True,
custom_field="test",
account=api.stock_account
)
order = api.Order(
price=12,
quantity=1,
action=sj.constant.Action.Sell,
price_type=sj.constant.TFTStockPriceType.LMT,
order_type=sj.constant.TFTOrderType.ROD,
order_lot=sj.constant.TFTStockOrderLot.Common,
first_sell=sj.constant.StockFirstSell.Yes,
custom_field="test",
account=api.stock_account
)
ROD + LMT¶
ROD + LMT
order = api.Order(
price=12,
quantity=1,
action=sj.constant.Action.Sell,
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
)
order = api.Order(
price=12,
quantity=1,
action=sj.constant.Action.Sell,
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
)