主動回報範例(標準版)
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)
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下單成功
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主動回報(一筆):
下單成功,status 顯示為 10
==下單主動回報==Code None內容 OrderResult {function_type: 10,date: "2024/10/17",seq_no: "00000394159",branch_no: "20706",account: "9809268",order_no: "x0002",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: "Test50",last_time: "11:24:40.378",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: "00000394159",branch_no: "20706",account: "9809268",order_no: "x0002",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: "Test50",last_time: "11:24:40.378",details: None,error_message: None,}}
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下單失敗
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主動回報(一筆):
下單異常,status 顯示為 90
==下單主動回報==Code [4385715]單價輸入錯誤[4385715]內容 OrderResult {function_type: 90,date: "2024/10/17",seq_no: "00000394160",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: 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: None,filled_money: None,before_qty: 0,before_price: 430,user_def: "Test25",last_time: "11:25:25.670",details: None,error_message: "單價輸入錯誤[4385715]",}======== -
函式回傳值 (return):
下單失敗,無委託單資料回傳
Result {is_success: False,message: 單價輸入錯誤[4385715],data: None}
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非阻塞 (async, unblock=True)
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下單成功
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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==Code None內容 OrderResult {function_type: 0,date: "2024/10/17",seq_no: "00098000031",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: 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: "Test70",last_time: "11:25:54.188",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: "00098000031",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: 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: "Test70",last_time: "11:25:54.189",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:25:54.163",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: "00098000031",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: 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: "Test70",last_time: "11:25:54.188",details: None,error_message: None,}}
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下單失敗
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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(異常為 status 90)
==下單主動回報==Code None內容 OrderResult {function_type: 0,date: "2024/10/17",seq_no: "00098000032",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: 20,quantity: 5000,time_in_force: ROD,order_type: Stock,is_pre_order: true,status: 4,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: "Test64",last_time: "11:26:59.651",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: "00098000032",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: 20,quantity: 5000,time_in_force: ROD,order_type: Stock,is_pre_order: false,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: "Test64",last_time: "11:26:59.652",details: None,error_message: None,}==========下單主動回報==Code [4385715]單價輸入錯誤[4385715]內容 OrderResult {function_type: 90,date: "2024/10/17",seq_no: "00098000032",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: 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: "Test64",last_time: "11:26:59.658",details: None,error_message: "單價輸入錯誤[4385715]",}======== -
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: "00098000032",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: 20,quantity: 5000,time_in_force: ROD,order_type: Stock,is_pre_order: true,status: 4,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: "Test64",last_time: "11:26:59.651",details: None,error_message: None,}}
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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
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改價成功
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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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:27:47.512",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:27:47.407",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: 5000,before_price: 43,user_def: "Test70",last_time: "11:27:47.407",details: None,error_message: None,}}
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改價失敗
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主動回報(兩筆,後台擋單):
改價 function_type 15,回報第一 筆為系統將執行請求(status 4);第二筆改價失敗 status 19
info此案例由後台擋單,因此有第一筆回報 status 4
==改單主動回報==Code None內容 OrderResult {function_type: 15,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:28:46.753",details: None,error_message: None,}==========改單主動回報==Code [4385715]單價輸入錯誤[4385715]內容 OrderResult {function_type: 15,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:28:46.754",details: None,error_message: "單價輸入錯誤[4385715]",}======== -
函式回傳 (return):
改價失敗,無委託單資料回傳
Result {is_success: False,message: 單價輸入錯誤[4385715],data: None}
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非阻塞
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改價成功
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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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:29:43.593",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:29:43.682",details: None,error_message: None,}======== -
函式回傳 (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: 15,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:29:43.592",details: None,error_message: None,}}
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改價失敗
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主動回報(一筆):
改價 function_type 15,改價失敗 status 19
info此案例由系統擋單,因此無 status 4 回報
==改單主動回報==Code [154]證券改價限價格格和原價格相同==>[00098000031]內容 OrderResult {function_type: 15,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:30:20.330",details: None,error_message: "證券改價限價格格和原價格相同==>[00098000031]",}======== -
函式回傳 (return):
改價失敗,無委託單資料回傳
response: Result {is_success: False,message: 證券改價限價格格和原價格相同==>[00098000031],data: None}
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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
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改量成功
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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);第二筆改量成功 status 10
==改單主動回報==Code None內容 OrderResult {function_type: 20,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:31:00.211",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:31:00.332",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: 3000,filled_qty: 0,filled_money: 0,before_qty: 5000,before_price: 43,user_def: "Test70",last_time: "11:31:00.332",details: None,error_message: None,}}
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改量失敗
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主動回報(一筆):
改量 function_type 20,失敗回報 status 29(系統擋單,因此無 status 4 回報)
==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==>[00098000031]內容 OrderResult {function_type: 20,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:31:51.980",details: None,error_message: "證券減量使用剩餘數量大於有效單位數量==>[00098000031]",}======== -
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==>[00098000031],data: None}
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非阻塞
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改量成功
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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);第二筆改量成功 status 10
==改單主動回報==Code None內容 OrderResult {function_type: 20,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:32:33.047",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: 1000,filled_qty: 0,filled_money: 0,before_qty: 3000,before_price: None,user_def: "Test70",last_time: "11:32:33.215",details: None,error_message: None,}======== -
函式回傳 (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: 20,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: "Test70",last_time: "11:32:33.045",details: None,error_message: None,}}
-
-
改量失敗
-
主動回報(一筆):
改量 function_type 20,失敗回報 status 29 (系統擋單,因此無 status 4 回報)
==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==>[00098000031]內容 OrderResult {function_type: 20,date: "2024/10/17",seq_no: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: 1000,filled_qty: 0,filled_money: 0,before_qty: None,before_price: None,user_def: "Test70",last_time: "11:33:18.679",details: None,error_message: "證券減量使用剩餘數量大於有效單位數量==>[00098000031]",}======== -
函式回傳 (return):
由系統擋單改量失敗,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==>[00098000031],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 status 4 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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: 1000,filled_qty: 0,filled_money: 0,before_qty: 1000,before_price: None,user_def: "Test70",last_time: "11:36:14.561",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: 1000,before_price: None,user_def: "Test70",last_time: "11:36:14.499",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: "00098000031",branch_no: "20706",account: "9809268",order_no: "x0003",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: Limit,after_price: 43,unit: 1000,after_qty: 0,filled_qty: 0,filled_money: 0,before_qty: 1000,before_price: 43,user_def: "Test70",last_time: "11:36:14.499",details: None,error_message: None,}}
-
-
刪單失敗
-
主動回報(一筆):
刪單 function_type 30,刪單失敗 status 39(系統擋單,因此無 status 4 回報)
==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: "00000394165",branch_no: "20706",account: "9809268",order_no: "x0007",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: "11:39:57.468",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):
系統擋單而刪單失敗,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: "00098000033",branch_no: "20706",account: "9809268",order_no: "x0008",asset_type: 0,market: "TAIEX",market_type: Common,stock_no: "1102",buy_sell: Buy,price_type: Limit,price: 41,quantity: 5000,time_in_force: ROD,order_type: Stock,is_pre_order: false,status: 4,after_price_type: None,after_price: 41,unit: 1000,after_qty: 5000,filled_qty: 0,filled_money: 0,before_qty: 5000,before_price: None,user_def: "Test4",last_time: "11:42:24.961",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: "00098000033",branch_no: "20706",account: "9809268",order_no: "x0008",asset_type: 0,market: "TAIEX",market_type: Common,stock_no: "1102",buy_sell: Buy,price_type: Limit,price: 41,quantity: 5000,time_in_force: ROD,order_type: Stock,is_pre_order: false,status: 30,after_price_type: None,after_price: 41,unit: 1000,after_qty: 0,filled_qty: 0,filled_money: 0,before_qty: 5000,before_price: None,user_def: "Test4",last_time: "11:42:25.125",details: None,error_message: None,}======== -
函式回傳 (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: 30,date: "2024/10/17",seq_no: "00098000033",branch_no: "20706",account: "9809268",order_no: "x0008",asset_type: 0,market: "TAIEX",market_type: Common,stock_no: "1102",buy_sell: Buy,price_type: Limit,price: 41,quantity: 5000,time_in_force: ROD,order_type: Stock,is_pre_order: false,status: 4,after_price_type: None,after_price: 41,unit: 1000,after_qty: 5000,filled_qty: 0,filled_money: 0,before_qty: 5000,before_price: None,user_def: "Test4",last_time: "11:42:24.960",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: "00098000033",branch_no: "20706",account: "9809268",order_no: "x0008",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: "11:48:06.850",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):
系統擋單而刪單失敗,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==內容 OrderResult {function_type: 0,date: "2024/10/17",seq_no: "00098000041",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: "11:50:24.656",details: None,error_message: None,}==========下單主動回報==內容 OrderResult {function_type: 0,date: "2024/10/17",seq_no: "00098000040",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: "11:50:24.656",details: None,error_message: None,}==========下單主動回報==內容 OrderResult {function_type: 0,date: "2024/10/17",seq_no: "00098000042",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: "11:50:24.656",details: None,error_message: None,}==========下單主動回報==內容 OrderResult {function_type: 10,date: "2024/10/17",seq_no: "00098000040",branch_no: "20706",account: "9809268",order_no: "x0014",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: "11:50:24.796",details: None,error_message: None,}==========下單主動回報==內容 OrderResult {function_type: 10,date: "2024/10/17",seq_no: "00098000041",branch_no: "20706",account: "9809268",order_no: "x0013",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: "11:50:24.796",details: None,error_message: None,}==========下單主動回報==內容 OrderResult {function_type: 10,date: "2024/10/17",seq_no: "00098000042",branch_no: "20706",account: "9809268",order_no: "x0015",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: "11:50:24.806",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: "2024/10/17",seq_no: "00098000040",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: "11:50:24.655",details: None,error_message: None,}, OrderResult {function_type: 0,date: "2024/10/17",seq_no: "00098000041",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: "11:50:24.655",details: None,error_message: None,}, OrderResult {function_type: 0,date: "2024/10/17",seq_no: "00098000042",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: "11:50:24.655",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: "2024/10/17",seq_no: "00098000041",branch_no: "20706",account: "9809268",order_no: "x0013",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: "11:52:24.985",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: "00098000040",branch_no: "20706",account: "9809268",order_no: "x0014",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: "11:52:24.985",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: "00098000041",branch_no: "20706",account: "9809268",order_no: "x0013",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: "11:52:25.156",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: "00098000040",branch_no: "20706",account: "9809268",order_no: "x0014",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: "11:52:25.162",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: "2024/10/17",seq_no: "00098000041",branch_no: "20706",account: "9809268",order_no: "x0013",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: "11:52:24.984",details: None,error_message: None,}, OrderResult {function_type: 15,date: "2024/10/17",seq_no: "00098000040",branch_no: "20706",account: "9809268",order_no: "x0014",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: "11:52:24.984",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: "2024/10/17",seq_no: "00098000042",branch_no: "20706",account: "9809268",order_no: "x0015",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: "11:53:37.765",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: "00098000040",branch_no: "20706",account: "9809268",order_no: "x0014",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: "11:53:37.765",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: "00098000041",branch_no: "20706",account: "9809268",order_no: "x0013",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: "11:53:37.765",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: "00098000042",branch_no: "20706",account: "9809268",order_no: "x0015",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: "11:53:37.790",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: "00098000041",branch_no: "20706",account: "9809268",order_no: "x0013",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: "11:53:37.789",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: "00098000040",branch_no: "20706",account: "9809268",order_no: "x0014",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: "11:53:37.790",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: "2024/10/17",seq_no: "00098000042",branch_no: "20706",account: "9809268",order_no: "x0015",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: "11:53:37.763",details: None,error_message: None,}, OrderResult {function_type: 30,date: "2024/10/17",seq_no: "00098000041",branch_no: "20706",account: "9809268",order_no: "x0013",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: "11:53:37.763",details: None,error_message: None,}, OrderResult {function_type: 20,date: "2024/10/17",seq_no: "00098000040",branch_no: "20706",account: "9809268",order_no: "x0014",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: "11:53:37.763",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: "20706",
account: "9809268",
order_no: "x0007",
stock_no: "1102",
buy_sell: Sell,
order_type: Stock,
seq_no: "00000394165",
filled_no: "00000000061",
filled_avg_price: 43.0,
filled_qty: 2000,
filled_price: 43.0,
filled_time: "11:38:08.535",
user_def: None,
}
========