Stock

Place Order

Stock place order jupyter link

First, you need to login and activate CA.

Get Contract Object.

In

contract = api.Contracts.Stocks.TSE.TSE2890

Making Order Object.

Buy

In

order = api.Order(
    price=12, 
    quantity=1, 
    action=sj.constant.Action.Buy, 
    price_type=sj.constant.StockPriceType.LMT, 
    order_type=sj.constant.TFTOrderType.ROD, 
    order_lot=sj.constant.TFTStockOrderLot.Common, 
    custom_field="test",
    account=api.stock_account
)

Sell

In

order = api.Order(
    price=12, 
    quantity=1, 
    action=sj.constant.Action.Sell, 
    price_type=sj.constant.StockPriceType.LMT, 
    order_type=sj.constant.TFTOrderType.ROD, 
    order_lot=sj.constant.TFTStockOrderLot.Common, 
    custom_field="test",
    account=api.stock_account
)

First Sell

In

order = api.Order(
    price=12, 
    quantity=1, 
    action=sj.constant.Action.Sell,
    price_type=sj.constant.StockPriceType.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
)

Order Object

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)
first_sell {str}: the type of first sell
    {true, false}
custom_field {str}: memo field
account (:obj:Account): which account to place this order
ca (binary): the ca of this order

Place Order

In

trade = api.place_order(contract, order)

For Example

Place Order ROD LMT

In

Production

import shioaji as sj

api = sj.Shioaji()
accounts = api.login("YOUR_PERSON_ID", "YOUR_PASSWORD", contracts_timeout=10000)
api.activate_ca(
    ca_path="/c/your/ca/path/Sinopac.pfx",
    ca_passwd="YOUR_CA_PASSWORD",
    person_id="Person of this Ca",
)

contract = api.Contracts.Stocks.TSE.TSE2890
order = api.Order(
    price=12,
    quantity=10,
    action=sj.constant.Action.Buy,
    price_type=sj.constant.StockPriceType.LMT,
    order_type=sj.constant.TFTOrderType.ROD,
    account=api.stock_account
)
trade = api.place_order(contract, order)
trade

Simulation

import shioaji as sj

api = sj.Shioaji(simulation=True)
accounts = api.login("YOUR_PERSON_ID", "2222", contracts_timeout=10000)

contract = api.Contracts.Stocks.TSE.TSE2890
order = api.Order(
    price=12,
    quantity=10,
    action=sj.constant.Action.Buy,
    price_type=sj.constant.StockPriceType.LMT,
    order_type=sj.constant.TFTOrderType.ROD,
    account=api.stock_account
)
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'
    ), 
    order=Order(
        action=<Action.Buy: 'Buy'>, 
        price=12.0, 
        quantity=10, 
        id='004d9bed', 
        seqno='427793', 
        ordno='WA345', 
        account=Account(
            account_type=<AccountType.Stock: 'S'>, 
            person_id='RBCCJCBIGB', 
            broker_id='9A95', 
            account_id='9809975', 
            signed=True
        ), 
        price_type=<StockPriceType.LMT: 'LMT'>, 
        order_type=<FuturesOrderType.ROD: 'ROD'>
    ), 
    status=OrderStatus(
        id='004d9bed', 
        status=<Status.PendingSubmit: 'PendingSubmit'>, 
        status_code='0', 
        order_datetime=datetime.datetime(2020, 3, 3, 15, 16, 40), 
        deals=[]
    )
)

Place Order about First Sell

In

Production

import shioaji as sj

api = sj.Shioaji()
accounts = api.login("YOUR_PERSON_ID", "YOUR_PASSWORD", contracts_timeout=10000)
api.activate_ca(
    ca_path="/c/your/ca/path/Sinopac.pfx",
    ca_passwd="YOUR_CA_PASSWORD",
    person_id="Person of this Ca",
)

contract = api.Contracts.Stocks.TSE.TSE2890
order = api.Order(
    price=14,
    quantity=1,
    action=sj.constant.Action.Sell,
    price_type=sj.constant.StockPriceType.LMT,
    order_type=sj.constant.TFTOrderType.ROD,
    first_sell=sj.constant.StockFirstSell.Yes,
    account=api.stock_account
)
trade = api.place_order(contract, order)
trade

Simulation

import shioaji as sj

api = sj.Shioaji(simulation=True)
accounts = api.login("YOUR_PERSON_ID", "2222", contracts_timeout=10000)

contract = api.Contracts.Stocks.TSE.TSE2890
order = api.Order(
    price=14,
    quantity=1,
    action=sj.constant.Action.Sell,
    price_type=sj.constant.StockPriceType.LMT,
    order_type=sj.constant.TFTOrderType.ROD,
    first_sell=sj.constant.StockFirstSell.Yes,
    account=api.stock_account
)
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', 
        day_trade='Yes'
    ), 
    order=Order(
        action=<Action.Sell: 'Sell'>, 
        price=14, 
        quantity=1, 
        id='2bc5ae85', 
        seqno='620137', 
        ordno='00000', 
        account=Account(
            account_type=<AccountType.Stock: 'S'>,
            person_id='RBCCJCBIGB', 
            broker_id='9A95', 
            account_id='9809975', 
            signed=True
        ), 
        price_type=<StockPriceType.LMT: 'LMT'>, 
        order_type=<FuturesOrderType.ROD: 'ROD'>, 
        first_sell=<StockFirstSell.Yes: 'true'>
    ), 
    status=OrderStatus(
        id='2bc5ae85', 
        status=<Status.PendingSubmit: 'PendingSubmit'>, 
        status_code='0', 
        order_datetime=datetime.datetime(2020, 3, 9, 8, 59, 42), 
        deals=[]
    )
)

Status of Trade

• PendingSubmit: 傳送中
• PreSubmitted: 預約單
• Submitted: 傳送成功
• Failed: 失敗
• Cancelled: 已刪除
• Filled: 完全成交
• Filling: 部分成交

Cancel Order

In

api.update_status(api.stock_account)
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'
    ), 
    order=Order(
        action=<Action.Buy: 'Buy'>, 
        price=12.0, 
        quantity=10, 
        id='f3d8afdb', 
        seqno='427797', 
        ordno='WA347', 
        account=Account(
            account_type=<AccountType.Stock: 'S'>, person_id='RBCCJCBIGB', 
            broker_id='9A95', 
            account_id='9809975', 
            signed=True
        ), 
        price_type=<StockPriceType.LMT: 'LMT'>, 
        order_type=<FuturesOrderType.ROD: 'ROD'>
    ), 
    status=OrderStatus(
        id='f3d8afdb', 
        status=<Status.Cancelled: 'Cancelled'>, 
        status_code='00', 
        order_datetime=datetime.datetime(2020, 3, 3, 15, 17, 49), 
        cancel_quantity=10, 
        deals=[]
    )
)

Update Order

In

api.update_status(api.stock_account)
api.update_order(trade=trade, price=12, qty=2)
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'
    ), 
    order=Order(
        action=<Action.Buy: 'Buy'>, 
        price=12.0, 
        quantity=10, 
        id='d5bfb75c', 
        seqno='427795', 
        ordno='WA346', 
        account=Account(
            account_type=<AccountType.Stock: 'S'>, person_id='RBCCJCBIGB', 
            broker_id='9A95', 
            account_id='9809975', 
            signed=True
        ), 
        price_type=<StockPriceType.LMT: 'LMT'>, 
        order_type=<FuturesOrderType.ROD: 'ROD'>
    ), 
    status=OrderStatus(
        id='d5bfb75c', 
        status=<Status.Submitted: 'Submitted'>, 
        status_code='00', 
        order_datetime=datetime.datetime(2020, 3, 3, 15, 17, 17), 
        cancel_quantity=2, 
        deals=[]
    )
)