TP & SL Condition

Fubon Neo API supports TP & SL orders.

Take-Profit and Stop-Loss Mechanism: Once a triggered condition order is executed, the stop-loss and take-profit monitoring mechanism will be activated. When the take-profit condition is met, the stop-loss will be deactivated; conversely, if the stop-loss condition is met, the take-profit will be deactivated (similar to the commonly known OCO mechanism).

程式範例

Python

# 設計條件內容
condition = Condition(
    market_type = TradingType.Reference,        
    symbol = "TXO20000E4",
    trigger = TriggerContent.MatchedPrice,
    trigger_value = "100",
    comparison = Operator.LessThan
)

order = FutOptConditionOrder(
    buy_sell = BSAction.Buy,
    symbol = "TXO20000E4",
    price =  "100",
    lot =  1,
    market_type = FutOptConditionMarketType.Option,
    price_type = FutOptConditionPriceType.Limit,
    time_in_force = TimeInForce.ROD,
    order_type = FutOptConditionOrderType.New
)

tp = FutOptTPSLOrder(
    time_in_force=TimeInForce.ROD,
    price_type=FutOptConditionPriceType.Limit,
    order_type=FutOptConditionOrderType.Close,
    target_price="85",
    price="85"
)


sl = FutOptTPSLOrder(
    time_in_force=TimeInForce.ROD,
    price_type=FutOptConditionPriceType.Limit,
    order_type=FutOptConditionOrderType.Close,
    target_price="60",
    price="60"
)

tpsl = FutOptTPSLWrapper(
    stop_sign= StopSign.Full,
    tp=tp,              # optional field 
    sl=sl,              # optional field
    end_date="20240517"
)


sdk.futopt.single_condition(account, "20240426", "20240430", StopSign.Full, condition, order, tpsl)

Node.js

// 設計條件內容
const condition = {
    marketType: TradingType.Reference,
    symbol: "TXO20000E4",
    trigger: TriggerContent.MatchedPrice,
    triggerValue: "100",
    comparison: Operator.LessThan
}

const order = {
  buySell: BSAction.Buy,
  symbol: "TXO20000E4",
  price: "100",
  lot: 1,
  marketType: FutOptConditionMarketType.Option,
  priceType: FutOptConditionPriceType.Limit,
  timeInForce: TimeInForce.ROD,
  orderType: FutOptConditionOrderType.New

};

const tp = {
    timeInForce: TimeInForce.ROD,
    priceType: FutOptConditionPriceType.Limit,
    orderType: FutOptConditionOrderType.Close,
    targetPrice: "120",
    price: "120"

}

const sl  = {
    timeInForce: TimeInForce.ROD,
    priceType: FutOptConditionPriceType.Limit,
    orderType: FutOptConditionOrderType.Close,
    targetPrice: "60",
    price: "60"
}

const tpsl = {
    stopSign: StopSign.Full,
    tp: tp,           // optional field 
    sl: sl,           // optional field
    endDate: "20240517"
}


sdk.futopt.singleCondition(account, "20240426", "20240430", StopSign.Full, condition, order, tpsl)

C#

// 設計條件內容
var condition = new Condition(
    TradingType.Reference,
    "TXO20000E4",
    TriggerContent.MatchedPrice,
    "100",
    Operator.LessThan
);

var order = new FutOptConditionOrder(
    BsAction.Buy,
    "TXO20000E4",
    "100",
    1,
    FutOptConditionMarketType.Option,
    FutOptConditionPriceType.Limit,
    TimeInForce.Rod,
    FutOptConditionOrderType.New
);
var tp = new FutOptTpslOrder(
    TimeInForce.Rod,
    FutOptConditionPriceType.Limit,
    FutOptConditionOrderType.Close,
    "120",
    "120",
    null  // For version >= 2.2.0, no actual function yet
);

var sl = new FutOptTpslOrder(
    TimeInForce.Rod,
    FutOptConditionPriceType.Limit,
    FutOptConditionOrderType.Close,
    "85",
    "85",
    null  // For version >= 2.2.0, no actual function yet
);

var tpsl = new FutOptTpslWrapper(
    StopSign.Full,
    tp,
    sl,
    "20240517",
    false
);


sdk.FutOpt.SingleCondition(account, "20240426", "20240430", StopSign.Full, condition, order, tpsl);