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Stock

Order CallBack

When the exchange receives the order, it will return the callback. The callback is divided into four parts, including operation, order, status and contract. We will explain in detail below.

Order Event

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'
    }
}

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'
    }
}

Order CallBack Info.

operation 

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
order 
id (str): same as the trade_id in SDeal
seqno (str): 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): the type of order {ROD, IOC, FOK}
price_type (str): pricing type of order {LMT, MKT, MKP}
order_cond (str): {
            Cash: 現股, 
            MarginTrading: 融資, 
            ShortSelling: 融券
        }
order_lot (str): {
            Common: 整股, 
            Fixing: 定盤, 
            Odd: 盤後零股, 
            IntradayOdd: 盤中零股
        }
custom_field (str): memo field
status 
id (str): same as the trade_id in SDeal
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): web id
contract 
security_type (str): security type
exchange (str): exchange
code (str): code id
symbol (str): symbol
name (str): name
currency (str): currency

Deal CallBack

When the matching is successful, the exchange will send a transaction report notification. Successful matching includes partial transactions and complete transactions. You can confirm whether it is the same order from the id in the order callback to the trade_id in the deal callback.

Deal Event

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
}

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
}

Deal Callback Info.

trade_id (str): same as the id in StockOrder
seqno (str): sequence number
ordno (str): The first 5 characters is the same as ordno in StockOrder. The last 3 characters represent the deal sequence number.
exchange_seq (str): exchange sequence number
broker_id (str): broker id
account_id (str): account
action (str): {Buy, Sell}
code (str): code id
order_cond (str): {
            Cash: 現股, 
            MarginTrading: 融資, 
            ShortSelling: 融券
        }
order_lot (str): {
            Common: 整股, 
            Fixing: 定盤, 
            Odd: 盤後零股, 
            IntradayOdd: 盤中零股
        }
price (float or int): deal price
quantity (int): deal quantity
web_id (str): web id
custom_field (str): memo field
ts (int): deal timestamp

Note

you "may" recieve the deal event sooner than the order event due to message priority in exchange.

Handle Callback

If you would like to handle callback info, please refer to Callback.