Upgrading to 1.0

Version 1.0 is a major release. This document assist users migrating to version 1.0.

Shioaji

Remove argument backend

In

import shioaji as sj
sj.Shioaji?

Out

version>=1.0version<1.0

Init signature:
sj.Shioaji(
    simulation: bool = False,
    proxies: Dict[str, str] = {},
    currency: str = 'NTD',
)
Docstring:     
shioaji api

Functions:
    login
    logout
    activate_ca
    list_accounts
    set_default_account
    get_account_margin
    get_account_openposition
    get_account_settle_profitloss
    get_stock_account_funds
    get_stock_account_unreal_profitloss
    get_stock_account_real_profitloss
    place_order
    update_order
    update_status
    list_trades

Objects:
    Quote
    Contracts
    Order
Init docstring:
initialize Shioaji to start trading

Args:
    simulation (bool):
        - False: to trading on real market (just use your Sinopac account to start trading)
        - True: become simulation account(need to contract as to open simulation account)
    proxies (dict): specific the proxies of your https
        ex: {'https': 'your-proxy-url'}
    currency (str): {NTX, USX, NTD, USD, HKD, EUR, JPY, GBP}
        set the default currency for display

Init signature:
sj.Shioaji(
    backend: str = 'http',
    simulation: bool = False,
    proxies: Dict[str, str] = {},
    currency: str = 'NTD',
)
Docstring:
shioaji api

Functions:
    login
    activate_ca
    list_accounts
    set_default_account
    get_account_margin
    get_account_openposition
    get_account_settle_profitloss
    get_stock_account_funds
    get_stock_account_unreal_profitloss
    get_stock_account_real_profitloss
    place_order
    update_order
    update_status
    list_trades

Objects:
    Quote
    Contracts
    Order
Init docstring:
initialize Shioaji to start trading

Args:
    backend (str): {http, socket}
        use http or socket as backend currently only support http, async socket backend coming soon.
    simulation (bool):
        - False: to trading on real market (just use your Sinopac account to start trading)
        - True: become simulation account(need to contract as to open simulation account)
    proxies (dict): specific the proxies of your https
        ex: {'https': 'your-proxy-url'}
    currency (str): {NTX, USX, NTD, USD, HKD, EUR, JPY, GBP}
        set the default currency for display

Login

Please update your login parameters from person_id and passwd to api_key and secret_key in order to use version 1.0. You can apply for an api_key on the Token page.

In

version>=1.0version<1.0

import shioaji as sj
api = sj.Shioaji()
api.login(
    api_key="YOUR_API_KEY", 
    secret_key="YOUR_SECRET_KEY"
)

import shioaji as sj
api = sj.Shioaji()
api.login(
    person_id="YOUR_PERSON_ID", 
    passwd="YOUR_PASSWORD",
)

Out

[
    FutureAccount(person_id='', broker_id='', account_id='', signed=True, username=''),
    StockAccount(person_id='', broker_id='', account_id='', signed=True, username='')
]

Stock Order

Rename TFTStockOrder to StockOrder

StockOrder

verion>=1.0verion<1.0

>> sj.order.StockOrder?

Init signature:
sj.order.StockOrder(
    *,
    action: shioaji.constant.Action,
    price: Union[pydantic.types.StrictInt, float],
    quantity: shioaji.order.ConstrainedIntValue,
    id: str = '',
    seqno: str = '',
    ordno: str = '',
    account: shioaji.account.Account = None,
    custom_field: shioaji.order.ConstrainedStrValue = '',
    ca: str = '',
    price_type: shioaji.constant.StockPriceType,
    order_type: shioaji.constant.OrderType,
    order_lot: shioaji.constant.StockOrderLot = <StockOrderLot.Common: 'Common'>,
    order_cond: shioaji.constant.StockOrderCond = <StockOrderCond.Cash: 'Cash'>,
    daytrade_short: bool = False,
) -> None

>> sj.order.TFTStockOrder?

Init signature:
sj.order.TFTStockOrder(
    *,
    action: shioaji.constant.Action,
    price: Union[pydantic.types.StrictInt, float],
    quantity: shioaji.order.ConstrainedIntValue,
    id: str = '',
    seqno: str = '',
    ordno: str = '',
    account: shioaji.account.Account = None,
    custom_field: shioaji.order.ConstrainedStrValue = '',
    ca: str = '',
    price_type: shioaji.constant.TFTStockPriceType,
    order_type: shioaji.constant.TFTOrderType,
    order_lot: shioaji.constant.TFTStockOrderLot = <TFTStockOrderLot.Common: 'Common'>,
    order_cond: shioaji.constant.StockOrderCond = <StockOrderCond.Cash: 'Cash'>,
    first_sell: shioaji.constant.StockFirstSell = <StockFirstSell.No: 'false'>,
) -> None

Order

Rename

• TFTStockPriceType to StockPriceType
• TFTOrderType to OrderType
• TFTStockOrderLot to StockOrderLot
• first_sell to daytrade_short, and type changed to Bool.

Order

version>=1.0version<1.0

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
)

Order Callback

Rename TFTOrder to StockOrder

Order Callback

version>=1.0version<1.0

OrderState.StockOrder {
    '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'
    }
}

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 Callback

Rename TFTDeal to StockDeal

Deal Callback

version>=1.0version<1.0

OrderState.StockDeal {
    '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
}

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
}

Futures Order

FuturesOrder

verion>=1.0verion<1.0

>> sj.order.FuturesOrder?

Init signature:
sj.order.FuturesOrder(
    *,
    action: shioaji.constant.Action,
    price: Union[pydantic.types.StrictInt, float],
    quantity: shioaji.order.ConstrainedIntValue,
    id: str = '',
    seqno: str = '',
    ordno: str = '',
    account: shioaji.account.Account = None,
    custom_field: shioaji.order.ConstrainedStrValue = '',
    ca: str = '',
    price_type: shioaji.constant.FuturesPriceType,
    order_type: shioaji.constant.OrderType,
    octype: shioaji.constant.FuturesOCType = <FuturesOCType.Auto: 'Auto'>,
) -> None

>> sj.order.FuturesOrder?

Init signature:
sj.order.FuturesOrder(
    *,
    action: shioaji.constant.Action,
    price: Union[pydantic.types.StrictInt, float],
    quantity: shioaji.order.ConstrainedIntValue,
    id: str = '',
    seqno: str = '',
    ordno: str = '',
    account: shioaji.account.Account = None,
    custom_field: shioaji.order.ConstrainedStrValue = '',
    ca: str = '',
    price_type: shioaji.constant.FuturesPriceType,
    order_type: shioaji.constant.FuturesOrderType,
    octype: shioaji.constant.FuturesOCType = <FuturesOCType.Auto: 'Auto'>,
) -> None

Order

Rename FuturesOrderType to OrderType

Order

verion>=1.0verion<1.0

order = api.Order(
    action=sj.constant.Action.Buy,
    price=100,
    quantity=1,
    price_type=sj.constant.FuturesPriceType.LMT,
    order_type=sj.constant.OrderType.ROD, 
    octype=sj.constant.FuturesOCType.Auto,
    account=api.futopt_account
)

order = api.Order(
    action=sj.constant.Action.Buy,
    price=100,
    quantity=1,
    price_type=sj.constant.FuturesPriceType.LMT,
    order_type=sj.constant.FuturesOrderType.ROD, 
    octype=sj.constant.FuturesOCType.Auto,
    account=api.futopt_account
)

Order Callback

Rename FOrder to FuturesOrder

Order Event

version>=1.0version<1.0

OrderState.FuturesOrder {
    'operation': {
        'op_type': 'New', 
        'op_code': '00', 
        'op_msg': ''
    }, 
    'order': {
        'id': '02c347f7', 
        'seqno': '956201', 
        'ordno': 'kY00H', 
        'action': 'Sell', 
        'price': 17760.0, 
        'quantity': 1, 
        'order_cond': None, 
        'order_type': 'ROD', 
        'price_type': 'LMT', 
        'market_type': 'Night', 
        'oc_type': 'New', 
        'subaccount': ''
    }, 
    'status': {
        'id': '02c347f7', 
        'exchange_ts': 1625729890, 
        'modified_price': 0.0, 
        'cancel_quantity': 0,
        "web_id": "P"
    }, 
    'contract': {
        'security_type': 'FUT', 
        'code': 'TXF', 
        'exchange': 'TIM', 
        'delivery_month': '202107', 
        'strike_price': 0.0, 
        'option_right': 'Future'
    }
}

OrderState.FOrder {
    'operation': {
        'op_type': 'New', 
        'op_code': '00', 
        'op_msg': ''
    }, 
    'order': {
        'id': '02c347f7', 
        'seqno': '956201', 
        'ordno': 'kY00H', 
        'action': 'Sell', 
        'price': 17760.0, 
        'quantity': 1, 
        'order_cond': None, 
        'order_type': 'ROD', 
        'price_type': 'LMT', 
        'market_type': 'Night', 
        'oc_type': 'New', 
        'subaccount': ''
    }, 
    'status': {
        'id': '02c347f7', 
        'exchange_ts': 1625729890, 
        'modified_price': 0.0, 
        'cancel_quantity': 0,
        "web_id": "P"
    }, 
    'contract': {
        'security_type': 'FUT', 
        'code': 'TXF', 
        'exchange': 'TIM', 
        'delivery_month': '202107', 
        'strike_price': 0.0, 
        'option_right': 'Future'
    }
}

Deal Callback

Rename FDeal to FuturesDeal

Deal Event

version>=1.0version<1.0

OrderState.FuturesDeal {
    "trade_id":"02c347f7",
    "seqno":"956344",
    "ordno":"ky00N11O",
    "exchange_seq":"a0000060",
    "broker_id":"F002000",
    "account_id":"9104000",
    "action":"Sell",
    "code":"TXF",
    "price":17650.0,
    "quantity":4,
    "subaccount":"",
    "security_type":"FUT",
    "delivery_month":"202107",
    "strike_price":0.0,
    "option_right":"Future",
    "market_type":"Day",
    "ts":1625800369
}

OrderState.FDeal {
    "trade_id":"02c347f7",
    "seqno":"956344",
    "ordno":"ky00N11O",
    "exchange_seq":"a0000060",
    "broker_id":"F002000",
    "account_id":"9104000",
    "action":"Sell",
    "code":"TXF",
    "price":17650.0,
    "quantity":4,
    "subaccount":"",
    "security_type":"FUT",
    "delivery_month":"202107",
    "strike_price":0.0,
    "option_right":"Future",
    "market_type":"Day",
    "ts":1625800369
}

Market Data

Warn

version >= 1.1 will no longer provide QuoteVersion.v0, please change to QuoteVersion.v1.

Callback

Tick

In: pythonic way by using decorator

QuoteVersion.v1QuoteVersion.v0

from shioaji import TickSTKv1, Exchange

@api.on_tick_stk_v1()
def quote_callback(exchange: Exchange, tick:TickSTKv1):
    print(f"Exchange: {exchange}, Tick: {tick}")

@api.quote.on_quote
def quote_callback(topic: str, quote: dict):
    print(f"Topic: {topic}, Quote: {quote}")

In: traditional way

QuoteVersion.v1QuoteVersion.v0

from shioaji import TickSTKv1, Exchange

def quote_callback(exchange: Exchange, tick:TickSTKv1):
    print(f"Exchange: {exchange}, Tick: {tick}")

api.quote.set_on_tick_stk_v1_callback(quote_callback)

def quote_callback(topic: str, quote: dict):
    print(f"Topic: {topic}, Quote: {quote}")

api.quote.set_quote_callback(quote_callback)

Out

QuoteVersion.v1QuoteVersion.v0

Exchange: Exchange.TSE, Tick: Tick(code='2330', datetime=datetime.datetime(2021, 7, 2, 13, 16, 35, 92970), open=Decimal('590'), avg_price=Decimal('589.05'), close=Decimal('590'), high=Decimal('593'), low=Decimal('587'), amount=Decimal('590000'), total_amount=Decimal('8540101000'), volume=1, total_volume=14498, tick_type=1, chg_type=4, price_chg=Decimal('-3'), pct_chg=Decimal('-0.505902'), trade_bid_volume=6638, ask_side_total_vol=7860, bid_side_total_cnt=2694, ask_side_total_cnt=2705, closing_oddlot_shares=0, fixed_trade_vol=0, suspend=0, simtrade=0, intraday_odd=0)

Topic: MKT/*/TSE/2330, Quote: {'AmountSum': [4739351000.0], 'Close': [596.0], 'Date': '2021/03/30', 'TickType': [2], 'Time': '10:01:33.349431', 'VolSum': [7932], 'Volume': [1]}

BidAsk

In: pythonic way by using decorator

QuoteVersion.v1QuoteVersion.v0

from shioaji import BidAskSTKv1, Exchange

@api.on_bidask_stk_v1()
def quote_callback(exchange: Exchange, bidask:BidAskSTKv1):
    print(f"Exchange: {exchange}, BidAsk: {bidask}")

@api.quote.on_quote
def quote_callback(topic: str, quote: dict):
    print(f"Topic: {topic}, Quote: {quote}")

In: traditional way

QuoteVersion.v1QuoteVersion.v0

from shioaji import BidAskSTKv1, Exchange

def quote_callback(exchange: Exchange, bidask:BidAskSTKv1):
    print(f"Exchange: {exchange}, BidAsk: {bidask}")

api.quote.set_on_bidask_stk_v1_callback(quote_callback)

def quote_callback(topic: str, quote: dict):
    print(f"Topic: {topic}, Quote: {quote}")

api.quote.set_quote_callback(quote_callback)

Out

QuoteVersion.v1QuoteVersion.v0

Exchange: Exchange.TSE, BidAsk: BidAsk(code='2330', datetime=datetime.datetime(2021, 7, 2, 13, 17, 29, 726428), bid_price=[Decimal('589'), Decimal('588'), Decimal('587'), Decimal('586'), Decimal('585')], bid_volume=[223, 761, 1003, 809, 1274], diff_bid_vol=[0, 0, 0, 0, 0], ask_price=[Decimal('590'), Decimal('591'), Decimal('592'), Decimal('593'), Decimal('594')], ask_volume=[304, 232, 183, 242, 131], diff_ask_vol=[1, 0, 0, 0, 0], suspend=0, simtrade=0, intraday_odd=0)

Topic: QUT/idcdmzpcr01/TSE/2330, Quote: {'AskPrice': [590.0, 591.0, 592.0, 593.0, 594.0], 'AskVolume': [303, 232, 183, 242, 131], 'BidPrice': [589.0, 588.0, 587.0, 586.0, 585.0], 'BidVolume': [224, 762, 1003, 809, 1274], 'Date': '2021/07/02', 'Time': '13:17:26.391840'}

Future Account Info.

Remove functions

1. get_account_margin
2. get_account_openposition
3. get_account_settle_profitloss

Instead, you should use

1. margin
2. list_positions( api.futopt_account )
3. list_profit_loss( api.futopt_account )
4. list_profit_loss_detail( api.futopt_account )
5. list_profit_loss_summary( api.futopt_account )

For more information, please refer to Account Data section.

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