證券
證券委託單¶
證券委託單
price (float or int): 價格
quantity (int): 委託數量
action (str): {Buy: 買, Sell: 賣}
price_type (str): {LMT: 限價, MKT: 市價, MKP: 範圍市價}
order_type (str): 委託類別 {ROD, IOC, FOK}
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
}
daytrade_short (bool): 先賣後買
custom_field (str): 備註，只允許輸入大小寫英文字母及數字，且長度最長為 6
account (:obj:Account): 下單帳號
ca (binary): 憑證
price (float or int): 價格
quantity (int): 委託數量
action (str): {Buy: 買, Sell: 賣}
price_type (str): {LMT: 限價, MKT: 市價, MKP: 範圍市價}
order_type (str): 委託類別 {ROD, IOC, FOK}
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
}
first_sell (str): 先賣後買 {true, false}
custom_field (str): 備註，只允許輸入大小寫英文字母及數字，且長度最長為 6
account (:obj:Account): 下單帳號
ca (binary): 憑證
下單¶
下單時必須提供商品資訊contract及下單資訊order。
下單
api.place_order?
Signature:
api.place_order(
contract: shioaji.contracts.Contract,
order: shioaji.order.Order,
timeout: int = 5000,
cb: Callable[[shioaji.order.Trade], NoneType] = None,
) -> shioaji.order.Trade
Docstring:
placing order
商品檔
contract = api.Contracts.Stocks.TSE.TSE2890
委託單
order = api.Order(
price=17,
quantity=3,
action=sj.constant.Action.Buy,
price_type=sj.constant.StockPriceType.LMT,
order_type=sj.constant.OrderType.ROD,
order_lot=sj.constant.StockOrderLot.Common,
# daytrade_short=False,
custom_field="test",
account=api.stock_account
)
order = api.Order(
price=17,
quantity=3,
action=sj.constant.Action.Buy,
price_type=sj.constant.TFTStockPriceType.LMT,
order_type=sj.constant.TFTOrderType.ROD,
order_lot=sj.constant.TFTStockOrderLot.Common,
# first_sell=sj.constant.StockFirstSell.No,
custom_field="test",
account=api.stock_account
)
下單
trade = api.place_order(contract, order)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.PendingSubmit: 'PendingSubmit'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
deals=[]
)
)
下單完同時也會收到從交易所傳回來的資料，詳情內容可詳見下單回報。
您需要執行update_status已更新trade物件的狀態。
更新委託狀態(成交後)
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Submitted: 'Submitted'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
order_quantity=3,
deals=[]
)
)
委託單狀態
PendingSubmit: 傳送中PreSubmitted: 預約單Submitted: 傳送成功Failed: 失敗Cancelled: 已刪除Filled: 完全成交Filling: 部分成交
改單¶
改單
api.update_order?
Signature:
api.update_order(
trade: shioaji.order.Trade,
price: Union[pydantic.types.StrictInt, float] = None,
qty: int = None,
timeout: int = 5000,
cb: Ca lable[[shioaji.order.Trade], NoneType] = None,
) -> shioaji.order.Trade
Docstring: update the order price or qty
改價¶
改價
api.update_order(trade=trade, price=17.5)
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Submitted: 'Submitted'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
modified_price=17.5,
order_quantity=3,
deals=[]
)
)
改量(減量)¶
update_order 只能用來減少原委託單的委託數量。
改量(減量)
api.update_order(trade=trade, qty=1)
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Submitted: 'Submitted'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
order_quantity=3,
cancel_quantity=1,
deals=[]
)
)
刪單¶
刪單
api.cancel_order(trade)
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Cancelled: 'Cancelled'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
order_quantity=3,
cancel_quantity=3,
deals=[]
)
)
成交¶
更新委託狀態
api.update_status(api.stock_account)
trade
Out
Trade(
contract=Stock(
exchange=<Exchange.TSE: 'TSE'>,
code='2890',
symbol='TSE2890',
name='永豐金',
category='17',
unit=1000,
limit_up=19.05,
limit_down=15.65,
reference=17.35,
update_date='2023/01/12',
day_trade=<DayTrade.Yes: 'Yes'>
),
order=Order(
action=<Action.Buy: 'Buy'>,
price=17,
quantity=3,
id='531e27af',
seqno='000002',
ordno='000001',
account=Account(
account_type=<AccountType.Stock: 'S'>,
person_id='A123456789',
broker_id='9A95',
account_id='1234567',
signed=True
),
custom_field='test',
price_type=<StockPriceType.LMT: 'LMT'>,
order_type=<OrderType.ROD: 'ROD'>,
daytrade_short=False
),
status=OrderStatus(
id='531e27af',
status=<Status.Filled: 'Filled'>,
status_code='00',
order_datetime=datetime.datetime(2023, 1, 12, 11, 18, 3, 867490),
order_quantity=3,
deals=[
Deal(seq='000001', price=17, quantity=3, ts=1673501631.62918)
]
)
)
範例¶
買賣別¶
買
order = api.Order(
price=12,
quantity=1,
action=sj.constant.Action.Buy,
price_type=sj.constant.StockPriceType.LMT,
order_type=sj.constant.OrderType.ROD,
order_lot=sj.constant.StockOrderLot.Common,
custom_field="test",
account=api.stock_account
)
賣
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,
custom_field="test",
account=api.stock_account
)
Daytrade Short
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
)
ROD + LMT¶
ROD + LMT
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,
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,
custom_field="test",
account=api.stock_account
)