元富 API 下單介紹.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "f5149aa6",
   "metadata": {},
   "outputs": [],
   "source": [
    "import threading\n",
    "from MasterTradePy.api import MasterTradeAPI\n",
    "from MasterTradePy.model import *\n",
    "from MasterTradePy.constant import PriceType, OrderType, TradingSession, Side, TradingUnit, RCode"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "ad02eb72",
   "metadata": {},
   "outputs": [],
   "source": [
    "username = 'your_username'\n",
    "password = 'your_password'\n",
    "stock_id_list = ['1216', '1582', '2108', '2373', '6277', '9911', '9943']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "733b63c2",
   "metadata": {},
   "outputs": [],
   "source": [
    "event = threading.Event()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "ff344703",
   "metadata": {},
   "outputs": [],
   "source": [
    "class ConcreteMarketTrader(MarketTrader):\n",
    "    def OnNewOrderReply(self, data) -> None:\n",
    "        print(data)\n",
    "\n",
    "    def OnChangeReply(self, data) -> None:\n",
    "        print(data)\n",
    "\n",
    "    def OnCancelReply(self, data) -> None:\n",
    "        print(data)\n",
    "\n",
    "    def OnReport(self, data) -> None:\n",
    "        if type(data) is ReportOrder:\n",
    "            if data.order.tableName == \"ORD:TwsOrd\":\n",
    "                print(f'回報資料: 委託書號={data.order.ordNo}, 股票代號={data.order.symbol}, 委託股數={data.orgOrder.qty}, 成交股數={data.order.cumQty}, 訊息={data.lastMessage}, 狀態={data.order.status}')\n",
    "            elif data.order.tableName == \"RPT:TwsDeal\":\n",
    "                print(f'回報資料: 委託書號={data.order.ordNo}, 股票代號={data.order.symbol}, 成交價格={data.order.dealPri}, 成交股數={data.order.cumQty}, 剩餘股數={data.order.leavesQty} 訊息={data.lastMessage}, 狀態={data.order.status}')\n",
    "            elif data.order.tableName == \"RPT:TwsNew\":\n",
    "                print(f'回報資料: 委託書號={data.order.ordNo}, 股票代號={data.order.symbol}, 委託價格={data.orgOrder.price}, 委託股數={data.orgOrder.qty}, 訊息={data.lastMessage}, 狀態={data.order.status}')\n",
    "            else:\n",
    "                print(f'回報資料: 委託書號={data.order.ordNo}, 股票代號={data.order.symbol}, 委託價格={data.orgOrder.price}, 委託股數={data.orgOrder.qty}, 成交股數={data.order.cumQty}, 訊息={data.lastMessage}, 狀態={data.order.status}')\n",
    "    \n",
    "    def OnReqResult(self, workID: str, data) -> None:\n",
    "        pass\n",
    "\n",
    "    def OnSystemEvent(self, data: SystemEvent) -> None:\n",
    "        print(f'OnSystemEvent{data}')\n",
    "    \n",
    "    def OnAnnouncementEvent(self, data)->None:\n",
    "        print(f'OnAnnouncementEvent:{data}')\n",
    "                  \n",
    "    def OnError(self, data):\n",
    "        print(data)\n",
    "\n",
    "def OnDigitalSSOEvent(aIsOK, aMsg):\n",
    "    print(f'OnDigitalSSOEvent: {aIsOK} {aMsg}')\n",
    "\n",
    "def OnTAConnStuEvent(aIsOK):\n",
    "    print(f'OnTAConnStuEvent: {aIsOK}')\n",
    "    if aIsOK:\n",
    "        event.set()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "a3913ab6",
   "metadata": {},
   "outputs": [],
   "source": [
    "def execute_order(api, stock_id_list):\n",
    "    account = 'your_account'\n",
    "    price = ''  # 空白表示市價下單\n",
    "    qtr = '1'  # 1張請輸入1\n",
    "    orderType = OrderType.ROD\n",
    "\n",
    "    if not price:\n",
    "        priceType = PriceType.MKT\n",
    "    else:\n",
    "        priceType = PriceType.LMT\n",
    "\n",
    "    for stock_id in stock_id_list:\n",
    "        symbol = stock_id\n",
    "        order = Order(tradingSession=TradingSession.NORMAL,\n",
    "                      side=Side.Buy,\n",
    "                      symbol=symbol,\n",
    "                      priceType=priceType,\n",
    "                      price=price,\n",
    "                      tradingUnit=TradingUnit.COMMON, \n",
    "                      qty=qty,\n",
    "                      orderType=orderType,\n",
    "                      tradingAccount=account,\n",
    "                      userDef='')\n",
    "        rcode = api.NewOrder(order)\n",
    "        if rcode == RCode.OK:\n",
    "            print(f'已送出委託: {symbol}')\n",
    "        else:\n",
    "            print(f'下單失敗! 股票代號: {symbol}，請再次執行程式，依據回報資料修正輸入')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "f2f09fa4",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "連線競賽ID:C121695520VA\n",
      "OnAnnouncementEvent:證券交易驗證公告內文 : 證券登入公告\n",
      "期貨交易驗證公告內文 : 期貨登入公告\n",
      "連線競賽主機!!!\n",
      "\n",
      "交易主機連線成功，進行雙因子認證\n",
      "驗證已通過，可執行 API 交易功能\n",
      "回報資料: 委託書號=Y0001, 股票代號=3515, 委託價格=, 委託股數=5000, 訊息=新單 5000 股OK!, 狀態=101)委託已接受(交易所已接受)\n",
      "已送出委託: 3515\n",
      "已送出委託: 2610\n",
      "回報資料: 委託書號=Y0002, 股票代號=2610, 委託價格=, 委託股數=5000, 訊息=新單 5000 股OK!, 狀態=101)委託已接受(交易所已接受)\n",
      "已送出委託: 2344\n",
      "回報資料: 委託書號=Y0003, 股票代號=2344, 委託價格=, 委託股數=5000, 訊息=新單 5000 股OK!, 狀態=101)委託已接受(交易所已接受)\n",
      "已送出委託: 2317\n",
      "回報資料: 委託書號=Y0004, 股票代號=2317, 委託價格=, 委託股數=5000, 訊息=新單 5000 股OK!, 狀態=101)委託已接受(交易所已接受)\n",
      "已送出委託: 2460\n",
      "回報資料: 委託書號=Y0005, 股票代號=2460, 委託價格=, 委託股數=5000, 訊息=新單 5000 股OK!, 狀態=101)委託已接受(交易所已接受)\n"
     ]
    }
   ],
   "source": [
    "def main():\n",
    "    trader = ConcreteMarketTrader()\n",
    "    api = MasterTradeAPI(trader)\n",
    "    api.SetConnectionHost('solace140.masterlink.com.tw:55555')\n",
    "    \n",
    "    # 登入交易主機\n",
    "    rc = api.Login(username, password, True, True, True)\n",
    "    if rc == RCode.OK:\n",
    "        print('交易主機連線成功，進行雙因子認證')\n",
    "        \n",
    "        # 取得帳戶並進行驗證\n",
    "        accounts = [x[4:] for x in api.accounts]\n",
    "        rcc = api.CheckAccs(tradingAccounts=accounts)\n",
    "        if rcc == RCode.OK:\n",
    "            print('驗證已通過，可執行 API 交易功能')\n",
    "\n",
    "    execute_order(api, stock_id_list)\n",
    "\n",
    "    input(\"Press Enter to finish...\\n\")\n",
    "\n",
    "main()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "a3234a19",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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