Stocks

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. If you don't want to receive any report, you can set subscribe_trade to False when you login.

In

api.login?

Out

Signature:
    api.login(
        person_id: str,
        passwd: str,
        hashed: bool = False,
        fetch_contract: bool = True,
        contracts_timeout: int = 0,
        contracts_cb: Callable[[], NoneType] = None,
        subscribe_trade: bool = True,
    ) -> None
Docstring:
    login to trading server

Place Order

When you place an order, you will receive an order event, and op_type will display the behavior of this event, just like the new order below will display New. When the transaction is completed, you will receive an deal event.

place_order

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,
                  custom_field="test",
                  account=api.stock_account
                  )
trade = api.place_order(contract, order)

Order Event

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_lot': 'Common',
        'custom_field': 'test',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'c21b876d',
        'exchange_ts': 1583828972,
        'modified_price': 0,
        'cancel_quantity': 0,
        'web_id': '137'
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Deal Event

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'>, 
    'order_lot': <TFTStockOrderLot.Common: 'Common'>,
    'price': 12, 
    'quantity': 10,
    'web_id': '137',
    'custom_field': 'test',
    'ts': 1583828972
}

Cancel Order

op_type shows Cancel.

In

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_lot': 'Common',
        'custom_field': 'test',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'c21b876d',
        'exchange_ts': 1583829131,
        'modified_price': 0,
        'cancel_quantity': 10,
        'web_id': '137'
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Update Price

op_type shows UpdatePrice.

In

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_lot': 'Common',
        'custom_field': 'test',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'a5cff9b6',
        'exchange_ts': 1583829166,
        'modified_price': 12.5,
        'cancel_quantity': 0
        'web_id': '137'
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Update Quantity

op_type shows UpdateQty.

In

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_lot': 'Common',
        'custom_field': 'test',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'a5cff9b6',
        'exchange_ts': 1583829187,
        'modified_price': 0,
        'cancel_quantity': 2
        'web_id': '137'
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Set order callback

You can use set_order_callback to use the return information. The example prints my_place_callback before receiving the event.

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=sj.constant.Action.Buy,
                  price_type=sj.constant.StockPriceType.LMT,
                  order_type=sj.constant.TFTOrderType.ROD,
                  custom_field="test",
                  account=api.stock_account
                  )
trade = api.place_order(contract, order)

Order Event

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_lot': 'Common',
        'custom_field': 'test',
        'order_type': 'ROD',
        'price_type': 'LMT'
    },
    'status': {
        'id': 'c21b876d',
        'exchange_ts': 1583828972,
        'modified_price': 0,
        'cancel_quantity': 0,
        'web_id': '137'
    },
    'contract': {
        'security_type': 'STK',
        'exchange': 'TSE',
        'code': '2890',
        'symbol': '',
        'name': '',
        'currency': 'TWD'
    }
}

Deal Event

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'>, 
    'order_lot': <TFTStockOrderLot.Common: 'Common'>,
    'price': 12, 
    'quantity': 10, 
    'web_id': '137',
    'custom_field': 'test',
    'ts': 1583828972
}