shioaji

仓库: sinotrade/shioaji
安装量: 40
排名: #17857

安装

npx skills add https://github.com/sinotrade/shioaji --skill shioaji

Shioaji Trading API Shioaji is SinoPac's Python API for trading Taiwan financial markets (stocks, futures, options). Shioaji 是永豐金證券提供的 Python 交易 API，支援台灣股票、期貨、選擇權市場。 Official Docs 官方文檔 : https://sinotrade.github.io/ LLM Reference : https://sinotrade.github.io/llms-full.txt Navigation 功能導覽 Topic 主題 File 檔案 Description 說明 Preparation 準備 PREPARE.md Account setup, API keys, testing 開戶/金鑰申請/測試 Contracts 合約 CONTRACTS.md Stocks, Futures, Options contracts 股票/期貨/選擇權合約 Orders 下單 ORDERS.md Place, modify, cancel, combo orders 下單/改單/刪單/組合單 Reserve 預收 RESERVE.md Reserve orders for disposition stocks 處置股預收券款 Streaming 行情 STREAMING.md Real-time tick & bidask data 即時 Tick/BidAsk 資料 Market Data 市場資料 MARKET_DATA.md Historical, snapshot, credit, scanners 歷史資料/快照/資券/掃描器 Accounting 帳務 ACCOUNTING.md Balance, margin, P&L, trading limits 餘額/保證金/損益/額度 Watchlist 自選股 WATCHLIST.md Custom stock lists management 自選股清單管理 Advanced 進階 ADVANCED.md Quote binding, non-blocking, stop orders 報價綁定/非阻塞/觸價 Troubleshooting 問題排解 TROUBLESHOOTING.md Common issues and solutions 常見問題與解決 Quick Start 快速入門 Installation 安裝

pip

pip install shioaji

uv (recommended 推薦)

uv add shioaji

with speed optimization 速度優化版

uv add shioaji --extra speed

Docker

docker run -it sinotrade/shioaji:latest Login & Activate CA 登入與憑證啟用 import shioaji as sj api = sj . Shioaji ( )

Login with API Key 使用 API Key 登入

accounts

api . login ( api_key = "YOUR_API_KEY" , secret_key = "YOUR_SECRET_KEY" )

Activate CA certificate 啟用憑證 (required for placing orders 下單必須)

api . activate_ca ( ca_path = "/path/to/Sinopac.pfx" , ca_passwd = "YOUR_CA_PASSWORD" , ) Simulation Mode 模擬模式 Test API without real money. 使用模擬環境測試 API。 import shioaji as sj api = sj . Shioaji ( simulation = True ) api . login ( api_key = "YOUR_KEY" , secret_key = "YOUR_SECRET" ) Available in simulation 模擬模式可用功能: Quote: subscribe, unsubscribe, ticks, kbars, snapshots Order: place_order, update_order, cancel_order, update_status, list_trades Account: list_positions, list_profit_loss Data: short_stock_sources, credit_enquires, scanners Simple Order Example 簡單下單範例

Get contract 取得合約

contract

api . Contracts . Stocks [ "2330" ]

TSMC 台積電

Create order 建立訂單

order

api . Order ( price = 580 , quantity = 1 , action = sj . constant . Action . Buy , price_type = sj . constant . StockPriceType . LMT , order_type = sj . constant . OrderType . ROD , account = api . stock_account , )

Place order 下單

trade

api . place_order ( contract , order ) Common Constants 常用常數 Action 買賣方向 sj . constant . Action . Buy

買進

sj . constant . Action . Sell

賣出

Stock Price Type 股票價格類型 sj . constant . StockPriceType . LMT

Limit 限價

sj . constant . StockPriceType . MKT

Market 市價

sj . constant . StockPriceType . MKP

Range Market 範圍市價

Futures Price Type 期貨價格類型 sj . constant . FuturesPriceType . LMT

Limit 限價

sj . constant . FuturesPriceType . MKT

Market 市價

sj . constant . FuturesPriceType . MKP

Range Market 範圍市價

Order Type 委託條件 sj . constant . OrderType . ROD

Rest of Day 當日有效

sj . constant . OrderType . IOC

Immediate or Cancel 立即成交否則取消

sj . constant . OrderType . FOK

Fill or Kill 全部成交否則取消

Stock Order Lot 股票交易單位 sj . constant . StockOrderLot . Common

Regular 整股 (1000 shares)

sj . constant . StockOrderLot . Odd

After-hours odd lot 盤後零股

sj . constant . StockOrderLot . IntradayOdd

Intraday odd lot 盤中零股

sj . constant . StockOrderLot . Fixing

Fixing 定盤

Order Condition 信用交易條件 sj . constant . StockOrderCond . Cash

Cash 現股

sj . constant . StockOrderCond . MarginTrading

Margin 融資

sj . constant . StockOrderCond . ShortSelling

Short 融券

Quote Type 報價類型 sj . constant . QuoteType . Tick

Tick data 逐筆成交

sj . constant . QuoteType . BidAsk

Bid/Ask data 五檔報價

Account Objects 帳戶物件

Stock account 股票帳戶

api . stock_account

Futures account 期貨帳戶

api . futopt_account

List all accounts 列出所有帳戶

api . list_accounts ( ) Rate Limits 流量限制 Category 類別 Limit 限制 Daily Traffic 每日流量 500MB - 10GB (based on trading volume 依交易量) Quote Query 行情查詢 50 requests / 5 sec Accounting Query 帳務查詢 25 requests / 5 sec Connections 連線數 5 per person ID Daily Logins 每日登入 1000 times Common Patterns 常用模式 Subscribe Market Data 訂閱行情

Subscribe tick data 訂閱逐筆成交

api . quote . subscribe ( api . Contracts . Stocks [ "2330" ] , quote_type = sj . constant . QuoteType . Tick )

Subscribe bidask 訂閱五檔

api . quote . subscribe ( api . Contracts . Stocks [ "2330" ] , quote_type = sj . constant . QuoteType . BidAsk )

Set callback 設定回調

@api . quote . on_quote def quote_callback ( topic , quote ) : print ( f"Topic: { topic } , Quote: { quote } " ) Query Positions 查詢持倉

Stock positions 股票持倉

positions

api . list_positions ( api . stock_account )

Futures positions 期貨持倉

positions

api . list_positions ( api . futopt_account ) Cancel Order 刪單 api . cancel_order ( trade ) Update Order 改單

Change price 改價

api . update_order ( trade = trade , price = 590 )

Reduce quantity 減量 (can only reduce 只能減少)

api . update_order ( trade = trade , qty = 1 ) Error Handling 錯誤處理 try : trade = api . place_order ( contract , order ) except Exception as e : print ( f"Order failed: { e } " )

Check order status 檢查訂單狀態

api . update_status ( api . stock_account ) for trade in api . list_trades ( ) : print ( trade . status ) Logout 登出 api . logout ( )

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