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Order & Deal Event

Order & Deal Event is a report of order action. When you place order, cancel order and update order, it will return an OrderState. OrderState is order info.

For Example

Stock

Stock jupyter link

Place Order

In

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="Buy",
                  price_type="LMT",
                  order_type="ROD",
                  account=api.stock_account
                  )
trade = api.place_order(contract, order)

Out

OrderState.TFTOrder {
    'operation': {
        'op_type': 'New',
        'op_code': '00',
        'op_msg': ''
    },
    'order': {
        'id': 'c21b876d',
        'seqno': '429832',
        'ordno': 'W2892',
        'action': 'Buy',
        'price': 12.0,
        'quantity': 10,
        'order_cond': 'Cash',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'c21b876d',
        'exchange_ts': 1583828972,
        'modified_price': 0,
        'cancel_quantity': 0
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Success Deal

OrderState.TFTDeal {
    'trade_id': '12ab3456', 
    'exchange_seq': '123456', 
    'broker_id': 'your_broker_id', 
    'account_id': 'your_account_id', 
    'action': <Action.Buy: 'Buy'>, 
    'code': '2890', 
    'order_cond': <StockOrderCond.Cash: 'Cash'>, 
    'price': 12, 
    'quantity': 10, 
    'ts': 1583828972
}

Set order callback

In

def place_cb(stat, msg):
    print('my_place_callback')
    print(stat, msg)

api.set_order_callback(place_cb)
contract = api.Contracts.Stocks.TSE.TSE2890
order = api.Order(price=12,
                  quantity=10,
                  action="Buy",
                  price_type="LMT",
                  order_type="ROD",
                  account=api.stock_account
                  )
trade = api.place_order(contract, order)

Out

my_place_callback
OrderState.TFTOrder {
    'operation': {
        'op_type': 'New',
        'op_code': '00',
        'op_msg': ''
    },
    'order': {
        'id': 'c21b876d',
        'seqno': '429832',
        'ordno': 'W2892',
        'action': 'Buy',
        'price': 12.0,
        'quantity': 10,
        'order_cond': 'Cash',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'c21b876d',
        'exchange_ts': 1583828972,
        'modified_price': 0,
        'cancel_quantity': 0
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Success Deal

my_place_callback
OrderState.TFTDeal {
    'trade_id': '12ab3456', 
    'exchange_seq': '123456', 
    'broker_id': 'your_broker_id', 
    'account_id': 'your_account_id', 
    'action': <Action.Buy: 'Buy'>, 
    'code': '2890', 
    'order_cond': <StockOrderCond.Cash: 'Cash'>, 
    'price': 12, 
    'quantity': 10, 
    'ts': 1583828972
}

Cancel Order

In

api.update_status(api.stock_account)
api.cancel_order(trade)

Out

OrderState.TFTOrder {
    'operation': {
        'op_type': 'Cancel',
        'op_code': '00',
        'op_msg': ''
    },
    'order': {
        'id': 'c21b876d',
        'seqno': '429832',
        'ordno': 'W2892',
        'action': 'Buy',
        'price': 12.0,
        'quantity': 10,
        'order_cond': 'Cash',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'c21b876d',
        'exchange_ts': 1583829131,
        'modified_price': 0,
        'cancel_quantity': 10
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Update Price

In

api.update_status(api.stock_account)
api.update_order(trade=trade, price=12.5, quantity=10)

Out

OrderState.TFTOrder {
    'operation': {
        'op_type': 'UpdatePrice',
        'op_code': '00',
        'op_msg': ''
    },
    'order': {
        'id': 'a5cff9b6',
        'seqno': '429833',
        'ordno': 'W2893',
        'action': 'Buy',
        'price': 12.5,
        'quantity': 10,
        'order_cond': 'Cash',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'a5cff9b6',
        'exchange_ts': 1583829166,
        'modified_price': 0,
        'cancel_quantity': 0
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Update Quantity

In

api.update_status(api.stock_account)
api.update_order(trade=trade, price=12, quantity=2)

Out

OrderState.TFTOrder {
    'operation': {
        'op_type': 'UpdateQty',
        'op_code': '00',
        'op_msg': ''
    },
    'order': {
        'id': 'a5cff9b6',
        'seqno': '429833',
        'ordno': 'W2893',
        'action': 'Buy',
        'price': 12.0,
        'quantity': 10,
        'order_cond': 'Cash',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'a5cff9b6',
        'exchange_ts': 1583829187,
        'modified_price': 0,
        'cancel_quantity': 2
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}