主動回報範例(輕量風控版)
輕量風控為大戶下單服務,需另外申請開通,詳情請洽所屬營業員
以下列舉主動回報範例,包含阻塞式 (non-async, unblock=False) 及 非阻塞式 (async, unblock=True) 功能
( 關於阻塞式與非阻塞式功能,請參考 非阻塞下單 )
此文件僅提供常見使用場景對應範例,不保證包含所有例外情況
單筆下單
單筆新單
阻塞式 (non-async, unblock=False)
-
下單成功
-
主動回報(兩筆):
第一筆 status 顯示為 8,表示後台準備送出委託單;第二筆 status 顯示為 10,下單成功
==下單主動回報==
Code None
內容 OrderResult {
function_type: 0,
date: "2024/10/17",
seq_no: "00098000023",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 8,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 43,
user_def: "Test45",
last_time: "10:44:05.796",
details: None,
error_message: None,
}
==========下單主動回報==
Code None
內容 OrderResult {
function_type: 10,
date: "2024/10/17",
seq_no: "00098000023",
branch_no: "20603",
account: "9809789",
order_no: "KQ008",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 43,
user_def: "Test45",
last_time: "10:44:05.797",
details: None,
error_message: None,
}
======== -
函式回傳值 (return):
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 0,
date: "2024/10/17",
seq_no: "00098000023",
branch_no: "20603",
account: "9809789",
order_no: "KQ008",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 43,
user_def: "Test45",
last_time: "10:44:05.798",
details: None,
error_message: None,
}
}
-
-
下單失敗
-
主動回報(兩筆):
第一筆 status 顯示為 8,表示後台準備送出委託單;第二筆 status 顯示為 90,下單異常
==下單主動回報==
內容 OrderResult {
function_type: 0,
date: "2024/10/17",
seq_no: "00098000024",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 20,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 8,
after_price_type: Limit,
after_price: 20,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 20,
user_def: "Test97",
last_time: "10:45:04.122",
details: None,
error_message: None,
}
==========下單主動回報==
內容 OrderResult {
function_type: 90,
date: "2024/10/17",
seq_no: "00098000024",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 20,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 90,
after_price_type: Limit,
after_price: 20,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 20,
user_def: "Test97",
last_time: "10:45:04.124",
details: None,
error_message: "超過跌停價[5656-後檯]",
}
======== -
函式回傳值 (return):
下單失敗,無委託單資料回傳
Result {
is_success: False,
message: 超過跌停價,
data: None
}
-
非阻塞 (async, unblock=True)
-
下單成功
-
主動回報(三筆):
第一筆為ACK,表示系統將執行請求(status 4),第二筆表示後台準備送單(status 8),此時皆無 order_no(尚未確認下單成功),可用 seq_no 進行後續比對;最後確認下單狀態(成功為 status 10)
==下單主動回報==
內容 OrderResult {
function_type: 0,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 4,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 43,
user_def: "Test47",
last_time: "10:45:44.303",
details: None,
error_message: None,
}
==========下單主動回報==
內容 OrderResult {
function_type: 10,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 8,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 43,
user_def: "Test47",
last_time: "10:45:44.305",
details: None,
error_message: None,
}
==========下單主動回報==
內容 OrderResult {
function_type: 10,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 43,
user_def: "Test47",
last_time: "10:45:44.305",
details: None,
error_message: None,
}
======== -
函式回傳值 (return):
因使用非阻塞,函式收到 ACK 即回傳 (status 4)
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 0,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 4,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 43,
user_def: "Test47",
last_time: "10:45:44.303",
details: None,
error_message: None,
}
}
-
-
下單失敗
-
主動回報(三筆):
第一筆為ACK,表示系統將執行請求(status 4),第二筆表示後台準備送單(status 8),此時皆無 order_no(尚未確認下單成功),可用 seq_no 進行後續比對;最後確認下單狀態(失敗為 status 90)
==下單主動回報==
內容 OrderResult {
function_type: 0,
date: "2024/10/17",
seq_no: "00098000026",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 430,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 4,
after_price_type: Limit,
after_price: 430,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 430,
user_def: "Test77",
last_time: "10:46:24.101",
details: None,
error_message: None,
}
==========下單主動回報==
內容 OrderResult {
function_type: 10,
date: "2024/10/17",
seq_no: "00098000026",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 430,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 8,
after_price_type: Limit,
after_price: 430,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 430,
user_def: "Test77",
last_time: "10:46:24.102",
details: None,
error_message: None,
}
==========下單主動回報==
內容 OrderResult {
function_type: 90,
date: "2024/10/17",
seq_no: "00098000026",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 430,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 90,
after_price_type: Limit,
after_price: 430,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 430,
user_def: "Test77",
last_time: "10:46:24.103",
details: None,
error_message: "超過漲停價[5655-後檯]",
}
======== -
函式回傳值 (return):
因使用非阻塞,函式收到 ACK 即回傳 (status 4)
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 0,
date: "2024/10/17",
seq_no: "00098000026",
branch_no: "20603",
account: "9809789",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 430,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 4,
after_price_type: Limit,
after_price: 430,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 430,
user_def: "Test77",
last_time: "10:46:24.101",
details: None,
error_message: None,
}
}
-
修改委託單價格
改單無論使用阻塞模式或非阻塞模式,若由系統擋單(例如改價同原委託價),無 status 4 回報(表示系統將執行請求);若由後台擋單(例如超過漲跌停價),則有 status 4 回報
阻塞模式與非阻塞模式差異為,若有 status 4 回報時(系統向後送單),非阻塞模式之函式收到該筆回報即回傳,而阻塞模式之函式將等到最終成功或失敗確認才回傳
阻塞
-
改價成功
-
主動回報(兩筆):
改價 function_type 15,回報第一筆為系統將執行請求(status 4);第二筆改價成功 status 10
==改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 43,
user_def: "Test47",
last_time: "10:47:24.816",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 43,
user_def: "Test47",
last_time: "10:47:24.817",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 43,
user_def: "Test47",
last_time: "10:47:24.817",
details: None,
error_message: None,
}
}
-
-
改價失敗
-
主動回報(兩筆):
第一筆系統將執行請求 status 4;第二筆改價失敗回報 status 19
info此範例由後台擋回請求,因此有 status 4
==改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 42,
user_def: "Test47",
last_time: "10:48:00.682",
details: None,
error_message: None,
}
==========改單主動回報==
Code [DT3_10104]超過漲停價
內容 OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 19,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 42,
user_def: "Test47",
last_time: "10:48:00.683",
details: None,
error_message: "超過漲停價",
}
======== -
函式回傳 (return):
改價失敗,無委託單資料回傳
Result {
is_success: False,
message: 超過漲停價,
data: None
}
-
非阻塞
-
改價成功
-
主動回報(兩筆):
改價 function_type 15,回報第一筆為系統將執行請求(status 4);第二筆改價成功 status 10
==改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 42,
user_def: "Test47",
last_time: "10:50:55.480",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 42,
user_def: "Test47",
last_time: "10:50:55.481",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
因為使用非 阻塞,函式收到 ACK(status 4)即回傳
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 42,
user_def: "Test47",
last_time: "10:50:55.479",
details: None,
error_message: None,
}
}
-
-
改價失敗
-
主動回報(一筆):
改價失敗 status 19
info此範例由系統直接擋回請求,因此無 status 4
==改單主動回報==
Code [154]證券改價限價格格和原價格相同==>[00098000025]
內容 OrderResult {
function_type: 15,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 19,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: None,
user_def: "Test47",
last_time: "10:51:31.697",
details: None,
error_message: "證券改價限價格格和原價格相同==>[00098000025]",
}
======== -
函式回傳 (return):
改價失敗,無委託單資料回傳
Result {
is_success: False,
message: 證券改價限價格格和原價格相同==>[00098000025],
data: None
}
-
修改委託單數量
改單無論使用阻塞模式或非阻塞模式,若由系統擋單(例如改價同原委託價),無 status 4 回報(表示系統將執行請求);若由後台擋單(例如超過漲跌停價),則有 status 4 回報
阻塞模式與非阻塞模式差異為,若有 status 4 回報時(系統向後送單),非阻塞模式之函式收到該筆回報即回傳,而阻塞模式之函式將等到最終成功或失敗確認才回傳
阻塞
-
改量成功
-
主動回報(兩筆):
改量 function_type 20,回報第一筆為系統將執行請求(status 4);第二筆改價成功 status 10
==改單主動回報==
Code None
內容 OrderResult {
function_type: 20,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 5000,
before_price: None,
user_def: "Test47",
last_time: "10:53:11.924",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 20,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 3000,
filled_qty: 0,
filled_money: 0,
before_qty: 5000,
before_price: None,
user_def: "Test47",
last_time: "10:53:11.925",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 20,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 3000,
filled_qty: 0,
filled_money: 0,
before_qty: 5000,
before_price: None,
user_def: "Test47",
last_time: "10:53:11.926",
details: None,
error_message: None,
}
}
-
-
改量失敗
-
主動回報(一筆):
改量 function_type 20,回報失敗 status 29 (由系統直接擋回請求,因此無 status 4)
==改單主動回報==
Code [164]證券減量使用剩餘數量大於有效單位數量==>[00098000025]
內容 OrderResult {
function_type: 20,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 29,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 3000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: None,
user_def: "Test47",
last_time: "10:53:48.940",
details: None,
error_message: "證券減量使用剩餘數量大於有效單位數量==>[00098000025]",
}
======== -
函式回傳 (return):
改量失敗,無委託單資料回傳
Result {
is_success: False,
message: 證券減量使用剩餘數量大於有效單位數量==>[00098000025],
data: None
}
-
非阻塞
-
改量成功
-
主動回報(兩筆):
改量 function_type 20,回報第一筆為系統將執行請求(status 4);第二筆改價成功 status 10
==改單主動回報==
Code None
內容 OrderResult {
function_type: 20,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 3000,
filled_qty: 0,
filled_money: 0,
before_qty: 3000,
before_price: None,
user_def: "Test47",
last_time: "10:54:17.774",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 20,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: 3000,
before_price: None,
user_def: "Test47",
last_time: "10:54:17.775",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
因使用非阻塞,函式收到 ACK (status 4) 即回傳
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 20,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 3000,
filled_qty: 0,
filled_money: 0,
before_qty: 3000,
before_price: None,
user_def: "Test47",
last_time: "10:54:17.773",
details: None,
error_message: None,
}
}
-
-
改量失敗
-
主動回報(一筆):
改量 function_type 20,回報失敗 status 29 (由系統直接擋回請求,因此無 status 4)
==改單主動回報==
Code [164]證券減量使用剩餘數量大於有效單位數量==>[00098000025]
內容 OrderResult {
function_type: 20,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 29,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: None,
user_def: "Test47",
last_time: "10:54:54.455",
details: None,
error_message: "證券減量使用剩餘數量大於有效單位數量==>[00098000025]",
}
======== -
函式回傳 (return):
改量失敗,無委託單資料回傳
response: Result {
is_success: False,
message: 證券減量使用剩餘數量大於有效單位數量==>[00098000025],
data: None
}
-
刪除委託單
若委託單已部分成交, 刪單成功狀態代碼為 40, 其餘為 30
改單無論使用阻塞模式或非阻塞模式,若由系統擋單(例如改價同原委託價),無 status 4 回報(表示系統將執行請求);若由後台擋單(例如超過漲跌停價),則有 status 4 回報
阻塞模式與非阻塞模式差異為,若有 status 4 回報時(系統向後送單),非阻塞模式之函式收到該筆回報即回傳,而阻塞模式之函式將等到最終成功或失敗確認才回傳
阻塞
-
刪單成功
-
主動回報(兩筆):
刪單 function_type 30,回報第一筆為系統將執行請求(status 4);第二筆刪單成功 status 30 (若已有部分成交 status 40)
==改單主動回報==
Code None
內容 OrderResult {
function_type: 30,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: 2000,
before_price: None,
user_def: "Test47",
last_time: "10:55:39.567",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 30,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 30,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 2000,
before_price: None,
user_def: "Test47",
last_time: "10:55:39.568",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 30,
date: "2024/10/17",
seq_no: "00098000025",
branch_no: "20603",
account: "9809789",
order_no: "KQ009",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 30,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 2000,
before_price: None,
user_def: "Test47",
last_time: "10:55:39.569",
details: None,
error_message: None,
}
}
-
-
刪單失敗
-
主動回報(一筆):
刪單 function_type 30,回報刪單失敗 status 39 (由系統直接擋回請求,因此無 status 4)
==改單主動回報==
Code [115]證券委託目前狀態部分成交單已不允許取消交易
內容 OrderResult {
function_type: 30,
date: "2024/10/17",
seq_no: "00090000080",
branch_no: "20603",
account: "9809789",
order_no: "KQ00A",
asset_type: 1,
market: None,
market_type: UnSupported,
stock_no: "1102",
buy_sell: None,
price_type: None,
price: None,
quantity: None,
time_in_force: None,
order_type: None,
is_pre_order: false,
status: 39,
after_price_type: None,
after_price: None,
unit: None,
after_qty: None,
filled_qty: None,
filled_money: None,
before_qty: None,
before_price: None,
user_def: None,
last_time: "10:59:25.982",
details: None,
error_message: "證券委託目前狀態部分成交單已不允許取消交易",
}
======== -
函式回傳 (return):
刪單失敗,無委託單資料回傳
Result {
is_success: False,
message: 證券委託目前狀態部分成交單已不允許取消交易,
data: None
}
-
非阻塞
-
刪單成功
-
主動回報(兩筆):
刪單 function_type 30,回報第一筆為系統將執行請求(status 4);第二筆刪單成功 status 30 (若已有部分成交 status 40)
==改單主動回報==
Code None
內容 OrderResult {
function_type: 30,
date: "2024/10/17",
seq_no: "00098000023",
branch_no: "20603",
account: "9809789",
order_no: "KQ008",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 5000,
before_price: None,
user_def: "Test45",
last_time: "11:00:06.415",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 30,
date: "2024/10/17",
seq_no: "00098000023",
branch_no: "20603",
account: "9809789",
order_no: "KQ008",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 30,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 5000,
before_price: None,
user_def: "Test45",
last_time: "11:00:06.416",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
因為使用非阻塞,函式回傳ACK (status 4)
Result {
is_success: True,
message: None,
data: OrderResult {
function_type: 30,
date: "2024/10/17",
seq_no: "00098000023",
branch_no: "20603",
account: "9809789",
order_no: "KQ008",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 43,
quantity: 5000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 5000,
filled_qty: 0,
filled_money: 0,
before_qty: 5000,
before_price: None,
user_def: "Test45",
last_time: "11:00:06.414",
details: None,
error_message: None,
}
}
-
-
刪單失敗
-
主動回報(一筆):
刪單 function_type 30,回報刪單失敗 status 39 (由系統直接擋回請求,因此無 status 4)
==改單主動回報==
Code [115]證券委託目前狀態取消單已不允許取消交易
內容 OrderResult {
function_type: 30,
date: "2024/10/17",
seq_no: "00098000023",
branch_no: "20603",
account: "9809789",
order_no: "KQ008",
asset_type: 1,
market: None,
market_type: UnSupported,
stock_no: "1102",
buy_sell: None,
price_type: None,
price: None,
quantity: None,
time_in_force: None,
order_type: None,
is_pre_order: false,
status: 39,
after_price_type: None,
after_price: None,
unit: None,
after_qty: None,
filled_qty: None,
filled_money: None,
before_qty: None,
before_price: None,
user_def: None,
last_time: "11:00:35.797",
details: None,
error_message: "證券委託目前狀態取消單已不允許取消交易",
}
======== -
函式回傳 (return):
刪單失敗,無委託單資料回傳
Result {
is_success: False,
message: 證券委託目前狀態取消單已不允許取消交易,
data: None
}
-
批次下單
批次功能由系統收到請求後以多線程 (threads) 方式運作
後續批次範例以下委託單列表為例:
[Order {
buy_sell: Buy,
symbol: "1102",
price: "42",
quantity: 2000,
market_type: Common,
price_type: Limit,
time_in_force: ROD,
order_type: Stock,
user_def: "batch1",
},
Order {
buy_sell: Buy,
symbol: "1101",
price: "32",
quantity: 1000,
market_type: Common,
price_type: Limit,
time_in_force: ROD,
order_type: Stock,
user_def: "batch2",
},
Order {
buy_sell: Buy,
symbol: "2330",
price: None,
quantity: 1000,
market_type: Common,
price_type: Market,
time_in_force: ROD,
order_type: Stock,
user_def: "batch3",
}]
新委託單下單
-
主動回報(六筆):
包含三筆後台準備送出委託單回報(status 8);三筆下單成功確認(status 10)
==下單主動回報==
Code None
內容 OrderResult {
function_type: 0,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 8,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 42,
user_def: "batch1",
last_time: "16:21:19",
details: None,
error_message: None,
}
==========下單主動回報==
Code None
內容 OrderResult {
function_type: 0,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 8,
after_price_type: Limit,
after_price: 32,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 32,
user_def: "batch2",
last_time: "16:21:19",
details: None,
error_message: None,
}
==========下單主動回報==
Code None
內容 OrderResult {
function_type: 0,
date: "2024/10/18",
seq_no: "00098000012",
branch_no: "20706",
account: "9809268",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "2330",
buy_sell: Buy,
price_type: Market,
price: None,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 8,
after_price_type: Market,
after_price: None,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: None,
user_def: "batch3",
last_time: "16:21:19",
details: None,
error_message: None,
}
==========下單主動回報==
Code None
內容 OrderResult {
function_type: 10,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: "x0006",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 32,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 32,
user_def: "batch2",
last_time: "16:21:18.962",
details: None,
error_message: None,
}
==========下單主動回報==
Code None
內容 OrderResult {
function_type: 10,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: "x0005",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 42,
user_def: "batch1",
last_time: "16:21:18.963",
details: None,
error_message: None,
}
==========下單主動回報==
Code None
內容 OrderResult {
function_type: 10,
date: "2024/10/18",
seq_no: "00098000012",
branch_no: "20706",
account: "9809268",
order_no: "x0007",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "2330",
buy_sell: Buy,
price_type: Market,
price: 0,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Market,
after_price: 0,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 0,
user_def: "batch3",
last_time: "16:21:19",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
批次委託新單,回 傳值皆為 ACK (status 4),並無委託書號 (order_no),後續可用流水號 (seq_no) 進行比對
Result {
is_success: True,
message: None,
data: [OrderResult {
function_type: 0,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: None,
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 4,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 42,
user_def: "batch1",
last_time: "16:21:18.999",
details: None,
error_message: None,
}, OrderResult {
function_type: 0,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: None,
asset_type: None,
market: None,
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 4,
after_price_type: Limit,
after_price: 32,
unit: None,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: 32,
user_def: "batch2",
last_time: "16:21:18.999",
details: None,
error_message: None,
}, OrderResult {
function_type: 0,
date: "2024/10/18",
seq_no: "00098000012",
branch_no: "20706",
account: "9809268",
order_no: None,
asset_type: None,
market: None,
market_type: Common,
stock_no: "2330",
buy_sell: Buy,
price_type: Market,
price: None,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: true,
status: 4,
after_price_type: Market,
after_price: None,
unit: None,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 0,
before_price: None,
user_def: "batch3",
last_time: "16:21:18.999",
details: None,
error_message: None,
}]
}
修改委託單價格
委託單列表中不可含市價單,若含市價單則整批請求不執行,並回傳錯誤訊息
-
主動回報(四筆,此處無納入市價委託單):
兩筆 ACK (status 4);兩筆確認 status 10
==改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: "x0006",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: Limit,
after_price: 32,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 32,
user_def: "batch2",
last_time: "16:23:11.710",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: "x0005",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: Limit,
after_price: 42,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 42,
user_def: "batch1",
last_time: "16:23:11.710",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: "x0006",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 33,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 32,
user_def: "batch2",
last_time: "16:23:11.673",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 15,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: "x0005",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 42,
user_def: "batch1",
last_time: "16:23:11.683",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
批次委託回傳值皆為 ACK (status 4)
Result {
is_success: True,
message: None,
data: [OrderResult {
function_type: 15,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: "x0006",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: Limit,
after_price: 33,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 32,
user_def: "batch2",
last_time: "16:23:11.708",
details: None,
error_message: None,
}, OrderResult {
function_type: 15,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: "x0005",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: Limit,
after_price: 43,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: None,
before_price: 42,
user_def: "batch1",
last_time: "16:23:11.708",
details: None,
error_message: None,
}]
}
修改數量及刪單
此處部分委託單改量為 0,視同刪單;若使用刪單功能,則主動回報及函式回傳值與改量為 0 同
-
主動回報(六筆):
三筆 ACK (status 4);改量 function_type 20, 改量成功 status 10; 刪單 function_type 30, 刪單成功 status 30
==改單主動回報==
Code None
內容 OrderResult {
function_type: 30,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: "x0006",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 33,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 1000,
before_price: None,
user_def: "batch2",
last_time: "16:24:16.494",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 30,
date: "2024/10/18",
seq_no: "00098000012",
branch_no: "20706",
account: "9809268",
order_no: "x0007",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "2330",
buy_sell: Buy,
price_type: Market,
price: 0,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 0,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 1000,
before_price: None,
user_def: "batch3",
last_time: "16:24:16.494",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 20,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: "x0005",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 2000,
filled_qty: 0,
filled_money: 0,
before_qty: 2000,
before_price: None,
user_def: "batch1",
last_time: "16:24:16.494",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 20,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: "x0005",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 10,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 2000,
before_price: None,
user_def: "batch1",
last_time: "16:24:16.554",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 30,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: "x0006",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 30,
after_price_type: None,
after_price: 33,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 1000,
before_price: None,
user_def: "batch2",
last_time: "16:24:16.558",
details: None,
error_message: None,
}
==========改單主動回報==
Code None
內容 OrderResult {
function_type: 30,
date: "2024/10/18",
seq_no: "00098000012",
branch_no: "20706",
account: "9809268",
order_no: "x0007",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "2330",
buy_sell: Buy,
price_type: Market,
price: 0,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 30,
after_price_type: None,
after_price: 0,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 1000,
before_price: None,
user_def: "batch3",
last_time: "16:24:16.558",
details: None,
error_message: None,
}
======== -
函式回傳 (return):
批次委託回傳值皆為 ACK (status 4)
Result {
is_success: True,
message: None,
data: [OrderResult {
function_type: 30,
date: "2024/10/18",
seq_no: "00098000012",
branch_no: "20706",
account: "9809268",
order_no: "x0007",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "2330",
buy_sell: Buy,
price_type: Market,
price: 0,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 0,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 1000,
before_price: None,
user_def: "batch3",
last_time: "16:24:16.492",
details: None,
error_message: None,
}, OrderResult {
function_type: 30,
date: "2024/10/18",
seq_no: "00098000011",
branch_no: "20706",
account: "9809268",
order_no: "x0006",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1101",
buy_sell: Buy,
price_type: Limit,
price: 32,
quantity: 1000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 33,
unit: 1000,
after_qty: 0,
filled_qty: 0,
filled_money: 0,
before_qty: 1000,
before_price: None,
user_def: "batch2",
last_time: "16:24:16.492",
details: None,
error_message: None,
}, OrderResult {
function_type: 20,
date: "2024/10/18",
seq_no: "00098000010",
branch_no: "20706",
account: "9809268",
order_no: "x0005",
asset_type: 0,
market: "TAIEX",
market_type: Common,
stock_no: "1102",
buy_sell: Buy,
price_type: Limit,
price: 42,
quantity: 2000,
time_in_force: ROD,
order_type: Stock,
is_pre_order: false,
status: 4,
after_price_type: None,
after_price: 43,
unit: 1000,
after_qty: 1000,
filled_qty: 0,
filled_money: 0,
before_qty: 2000,
before_price: None,
user_def: "batch1",
last_time: "16:24:16.492",
details: None,
error_message: None,
}]
}
成交主動回報
成交主動回報包含委託書號 (order_no) 及流水號 (seq_no) 以供比對
==成交主動回報==
Code None
FilledData {
date: "2024/10/17",
branch_no: "20603",
account: "9809789",
order_no: "KQ00B",
stock_no: "1102",
buy_sell: Sell,
order_type: Stock,
seq_no: "00090000081",
filled_no: "00000000002",
filled_avg_price: 45.0,
filled_qty: 2000,
filled_price: 45.0,
filled_time: "10:57:49.331",
user_def: None,
}
========