交易

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此篇教學將示範如何進行一個完整的買賣流程

買入部位

假設今天開盤後，我們想買進2口台指期20000點，我們可以這樣撰寫程式並執行：

Python

from fubon_neo.sdk import FubonSDK, FutOptOrder
from fubon_neo.constant import TimeInForce, FutOptOrderType, FutOptPriceType, FutOptMarketType, BSAction

sdk = FubonSDK()
   
accounts = sdk.login("您的身分證字號", "您的登入密碼", "您的憑證位置", "您的憑證密碼") #若有歸戶，則會回傳多筆帳號資訊
  
#建立委託單內容
order = FutOptOrder(
    buy_sell = BSAction.Buy,
    symbol = "TXFD4",
    price = "20000",
    lot =  2,
    market_type = FutOptMarketType.Future,
    price_type = FutOptPriceType.Limit,
    time_in_force= TimeInForce.ROD,
    order_type = FutOptOrderType.Auto,
    user_def = "From_Py" # optional field
) 


sdk.futopt.place_order(accounts.data[0], order)  #下單委託

Node.js

const { FubonSDK, BSAction, TimeInForce, FutOptMarketType, FutOptPriceType, FutOptOrderType } = require('fubon-neo');

const sdk = new FubonSDK();

const accounts = sdk.login("您的身分證字號", "您的登入密碼", "您的憑證路徑" ,"您的憑證密碼");



const order = {
  buySell: BSAction.Buy,
  symbol: "TXFD4",
  price: "20000",
  lot: 2,
  marketType: FutOptMarketType.Future,
  priceType: FutOptPriceType.Limit,
  timeInForce: TimeInForce.ROD,
  orderType: FutOptOrderType.Auto,
  userDef: "from Js"
};

sdk.futopt.placeOrder(accounts.data[0],order);

C#

    
using FubonNeo.Sdk;

var sdk = new FubonSDK();

var accounts = sdk.Login("您的身分證字號", "您的登入密碼", "您的憑證路徑", "您的憑證密碼"); // 若有歸戶，則會回傳多筆帳號資訊

var order = new FutOptOrder(
    BsAction.Buy,
    "TXFD4",
    null,     // 複式單第二隻腳買賣別
    null,     // 複式單第二隻腳商品
    "20000",
    2,
    FutOptMarketType.Future,
    FutOptPriceType.Limit,
    TimeInForce.Rod,
    FutOptOrderType.Auto,
    null
);

sdk.FutOpt.PlaceOrder(accounts.data[0],order); 

確認委託與成交回報

若要確定該筆的狀態，可以依照下方範例查詢指定的委託單 ( 需指定查詢的市場別 : 期貨, 選擇權, 期貨夜盤, 選擇權夜盤 ):

Python

orderResults = sdk.futopt.get_order_results(accounts.data[0])
print(orderResults)

Node.js

const orderResults = sdk.futopt.getOrderResults(accounts.data[0])
console.log(orderResults)

C#

var orderResults = sdk.FutOpt.GetOrderResults(accounts.data[0]);
Console.WriteLine(orderResults);
foreach (var results in orderResults)
{
  Console.WriteLine(results);
}

根據回報的結果，我們可以判斷此筆委託是否成交，成交了多少數量：

Python

Result {  
  is_success: true,   
  message: None,  
  data : [
      FutOptOrderResult{
        ...
        buy_sell: Buy,      #買賣別 (BSAction)
        price: 20000,       #原始委託價格 (float)
        lot: 2,             #原始委託數量 (int)
        after_price: 20000, #有效委託價格 (float)
        after_lot: 2,       #有效委託數量 (int)
        filled_lot: 0,      #已成交數量 (int)
        filled_money: 0,    #成交價金 (float)
        symbol: "FITX",     #商品代號 (string)
        order_no: "bA888",  #委託書號 (string)
        last_time: "10:10:10.123", #最後異動時間 (string)
        ...
      }
   ]
}

Node.js

{ 
  isSuccess: true,  
  data:[
    {
      ...
      buySell: 'Buy',      //買賣別 (string)
      price: 20000,        //原始委託價格 (number)
      lot: 2,              //原始委託數量 (number)
      afterPrice: 20000,   //有效委託價格 (number)
      afterLot: 2,         //有效委託數量 (number)
      filledLot: 0,        //已成交數量 (number)
      filledMoney: 0,      //成交價金 (number)
      symbol: 'FITX',      //商品代號 (string)
      orderNo: 'bA888',    //委託書號 (string)
      lastTime: '10:10:10.123', //最後異動時間 (string)
      ...
    }
  ]
}

C#

{ 
  isSuccess = True, 
  message = , 
  data = [
      FutOptOrderResult{
        ...
        buySell = Buy,       //買賣別 (BsAction)
        price = 20000,       //原始委託價格 (double)
        lot = 2,             //原始委託數量 (int)
        afterPrice = 20000,  //有效委託價格 (double)
        afterLot = 2,        //有效委託數量 (int)
        filledLot = 0,       //已成交數量 (int)
        filledMoney = 0,     //成交價金 (double)
        symbol = FITX,       //商品代號 (string)
        orderNo = bA888,     //委託書號 (string)
        lastTime = 10:10:10.123, //最後異動時間 (string)
        ...
      }
   ]
}

修改委託價格

由於原先的價格一直無法成交，我們調整原先的委託價格，改用20100的點數價格買入：

Python

orderResults = sdk.futopt.get_order_results(accounts.data[0])

modified_pirce = sdk.futopt.make_modify_price_obj(orderResults.data[0],"20100")
sdk.futopt.modify_price(accounts.data[0], modified_pirce)

Node.js

orderResults = sdk.futopt.getOrderResults(accounts.data[0])

const modified_pirce = sdk.futopt.makeModifyPriceObj(orderResults.data[0],"20100")
sdk.futopt.modifyPrice(accounts.data[0],modified_pirce)

C#

orderResults = sdk.FutOpt.GetOrderResults(accounts.data[0]);

var modified_pirce =  sdk.FutOpt.MakeModifyPriceObj(orderResults.data[0],"20100",null);  //將價格調整成20100點
sdk.FutOpt.ModifyPrice(accounts.data[0],modified_pirce);  

幾分鐘後，我們再查詢一次委託狀態，發現成交了：

Python

orderResults = sdk.futopt.get_order_results(accounts.data[0])
print(orderResults.data[0])

[
  {
    ...
    buy_sell: Buy,        #買賣別 (BSAction)
    price: 20000,         #原始委託價格 (float)
    lot: 2,               #原始委託數量 (int)
    after_price: 20100,   #有效委託價格 (float)
    after_lot: 2,         #有效委託數量 (int)
    filled_lot: 1,        #已成交數量 (int)
    filled_money: 0,      #成交價金 (float)
    symbol: "FITX",       #商品代號 (string)
    order_no: "bA888",    #委託書號 (string)
    last_time: "10:13:12.123", #最後異動時間 (string)
    ...
  }
]

Node.js

orderResults = sdk.futopt.getOrderResults(accounts.data[0])
console.log(orderResults.data[0])

{
    ...
    "buySell" : "Buy",       //買賣別 (string)
    "price" : 20000,         //原始委託價格 (number)
    "lot" :  2,              //原始委託數量 (number)
    "afterPrice" : 20100,    //有效委託價格 (number)
    "afterLot" :  2,         //有效委託數量 (number)
    "filledQty" : 1,         //已成交數量 (number)
    "filledMoney" : 20100,   //成交價金 (number)
    "futoptNo" : "FITX ",    //商品代號 (string)
    "orderNo" : "bA888",     //委託書號 (string)
    "lastTime" : "10:13:12.123", //最後異動時間 (string)
    ...
}

C#

orderResults = sdk.FutOpt.GetOrderResults(accounts.data[0]);
Console.WriteLine(orderResults.data[0]);

{
    ...
    buySell = Buy,       //買賣別 (BsAction)
    price = 66,          //原始委託價格 (double)
    lot =  2,            //原始委託數量 (int)
    afterPrice = 20100,  //有效委託價格 (double)
    afterLot =  1,       //有效委託數量 (int)
    filledLot = 1,    //已成交數量 (int)
    filledMoney = 20100, //成交價金 (double)
    symbol = "FITX",     //商品代號 (string)
    orderNo = "bA888",   //委託書號 (string)
    lastTime = "10:13:12.123", //最後異動時間 (string)
    ...
}

賣出部位

最後決定在收盤前，賣出一口：

Python

#建立委託單內容
order = Order(
    buy_sell = BSAction.Sell,
    symbol = "TXFD4",
    price = "20100",
    lot =  1,
    market_type = FutOptMarketType.Future,
    price_type = FutOptPriceType.Limit,
    time_in_force= TimeInForce.ROD,
    order_type = FutOptOrderType.Auto,
    user_def = "From_Py" # optional field
) 


sdk.futopt.place_order(accounts.data[0], order)  #下單委託

Node.js

order = {
  buySell: BSAction.Sell,
  symbol: "TXFD4",
  price: "20100",
  lot: 1,
  marketType: FutOptMarketType.Future,
  priceType: FuturePriceType.Limit,
  timeInForce: TimeInForce.ROD,
  orderType: FutureOrderType.Auto,
  userDef: "from Js"
};

sdk.futopt.placeOrder(accounts.data[0],order)

C#

order = new Order(
        BsAction.Sell,
        "TXFD4",
        null,     // 複式單第二隻腳買賣別
        null,     // 複式單第二隻腳商品
        "20100",
         1,
        FutOptMarketType.Future,
        FutOptPriceType.Limit,
        TimeInForce.Rod,
        FutOptOrderType.Auto,
        null
);

sdk.FutOpt.PlaceOrder(accounts.data[0],order);