觸價委託範例

觸價委託範例

這是一個簡單的範例，說明如何實作價格監控以及觸價委託。

from pydantic import BaseModel

class TouchOrderCond(BaseModel):
    contract: Contract
    order: Order
    order: Order
    touch_price: float

class TouchOrder:
   def __init__(self, api: sj.Shioaji, condition: TouchOrderCond
    ):
       self.flag = False
       self.api = api
       self.order = condition.order
       self.contract = condition.contract
       self.touch_price = condition.touch_price
       self.api.quote.subscribe(self.contract)
       self.api.quote.set_quote_callback(self.touch)

   def touch(self, topic, quote):
       price = quote["Close"][0]
       if price == self.touch_price and not self.flag:
           self.flag = True
           self.api.place_order(self.contract, self.order)
           self.api.quote.unsubscribe(self.contract)

完整程式碼詳見 TouchPrice Order Extention