Batch Cancel Order
batch_cancel_Order
Request Parameter
| Parameter | Type | Meaning |
|---|---|---|
| account | Account | Account |
| cancel_object | FutOptOrderResult(List) (list of object) | The object list for cancel |
Result Response
| Parameter | Type | Meaning |
|---|---|---|
| is_success | bool | Interface result |
| data | List | Modified content is returned |
| message | string | is_success = False error description is returned |
FutOptOrderResult Parameter
Return type : Object
| Parameter | Type | Meaning |
|---|---|---|
| function_type | int | Function Type : 0 New 、10 Execute New、 15 Amend Price 、 20 Amend Lot 、 30 Cancel、90Failed |
| date | string | Transaction Date |
| seq_no | string | Order Serial Number |
| branch_no | string | Branch Number |
| account | string | Account |
| order_no | string | Order Number |
| asset_type | int | Asset Type : 1 Future 、2 Option |
| market | string | Market Type : TAIMEX Future、Option |
| market_type | FutOptMarketType | Trading Session Type : Future 、 Option 、 FutureNight After-Hour Future、 OptionNight After-Hour Option |
| unit | int | Unit |
| currency | string | Trading Currency |
| symbol | string | Symbol |
| expiry_date | string | Expiry Date |
| strike_price | float | Strike Price |
| call_put | CallPut | Call / Put : Call、Put |
| buy_sell | BSAction | Buy/Sell Type : Buy 、 Sell |
| symbol_leg2 | string | Spread Symbol |
| expiry_date_leg2 | string | Expiry Date - Spread Order |
| strike_price_leg2 | float | Strike Price - Spread Order |
| call_put_leg2 | CallPut | Call / Put : Call、Put |
| buy_sell_leg2 | BSAction | Buy/Sell Type - Spread Order: Buy 、 Sell |
| price_type | FutOptPriceType | Original Order Price Type : Limit 、 Market、RangeMarket Market with Protection Orders 、 Reference |
| price | float | Order Price |
| lots | int | Original Order Lot |
| time_in_force | TimeInForce | Time In Force : ROD FOK 、 IOC |
| order_type | FutOptOrderType | Order Type : New 、 Close 、 Auto 、 FdayTrade DayTrade |
| is_pre_order | bool | Reservation Order Flag |
| status | int | Order Status : 0 Reservation 、 4 In queue 、 8 Processing by system backend 、 9 TimeOut 、 10 Active Order 、 30 Cancel Order 、 50 Fully Filled 、 90 Order Failed |
| after_price_type | FutOptPriceType | Valid Order Price Type : Limit Market、RangeMarket Market with Protection Orders 、 Reference |
| after_price | float | Valid Order Price |
| after_lot | int | Valid Order Lot |
| filled_lot | int | Filled Lot |
| filled_money | float | Filled Value |
| before_lot | int | Before the Lot Modification |
| before_price | float | Before the Price Modification |
| user_def | string | Custom Fields |
| last_time | string | Last Modification Time |
| details | list | Order Process (Return value when query order_result_detail or order_history ) |
| error_message | string | Error Message |
Request Example
# Batch Cancel( Using the content returned by batch detail )
cancel_object = [
batch_results_detail.data[0],
batch_results_detail.data[1],
]
sdk.stock.batch_cancel_order(account, cancel_object)
# Batch Cancel ( Using different individual orders )
cancel_object = [
orders.data[37],
orders.data[35],
]
sdk.stock.batch_cancel_order(account, cancel_object)
Response Example
Result {
is_success: True,
message: None,
data :[
FutOptOrderResult{ # Batch Cancel( Using the content returned by batch detail )
function_type: 30, # Function type (int)
date: "2024/03/25", # Transaction date (string)
seq_no: "00110212608", # Order sequence number (string)
branch_no: "15901", # Branch number (string)
account: "1234567", # Account (string)
order_no: "C0001", # Order number (string)
asset_type: 1, # Asset type (int)
market: "TAIMEX", # Market type (string)
market_type: Future, # Market type category (FutOptMarketType)
unit: 1, # Unit (int)
currency: "TWD", # Currency (string)
symbol: "FITF", # Symbol (string)
expiry_date: "202404", # Expiry date (string)
strike_price: None, # Strike price (float)
call_put: None, # Call or put (CallPut)
buy_sell: Buy, # Buy or sell (BSAction)
symbol_leg2: None, # Spread Symbol (string)
expiry_date_leg2: None, # Expiry date - Spread Order (string)
strike_price_leg2: None, # Strike price - Spread Order (float)
call_put_leg2: None, # Call or put - Spread Order (CallPut)
buy_sell_leg2: None, # Buy or sell - Spread Order (BSAction)
price_type: Limit, # Original order price type (FutOptPriceType)
price: 1822.6, # Price (float)
lot: 2, # Original order quantity (int)
time_in_force: ROD, # Time in force (TimeInforce)
order_type: Auto, # Order type (FutOptOrderType)
is_pre_order: false, # Is pre-order (bool)
status: 30, # Order status (int)
after_price_type: None, # Valid order price type (FutOptPriceType)
after_price: 1822.6, # Valid order price (float)
after_lot: 0, # Valid order quantity (int)
filled_lot: 0, # Filled quantity (int)
filled_money: 0, # Filled amount (int)
before_lot: None, # Lot before amendment (int)
before_price: None, # Price before amendment (float)
user_def: None, # User-defined field (string)
last_time: "13:21:34", # Last modification time (string)
details: None, # Order Process (list)
error_message: None # Error message (string)
},
FutOptOrderResult{
function_type: 30, # Function type (int)
date: "2024/03/25", # Transaction date (string)
seq_no: "00110212609", # Order sequence number (string)
branch_no: "15901", # Branch number (string)
account: "1234567", # Account (string)
order_no: "C0002", # Order number (string)
asset_type: 1, # Asset type (int)
market: "TAIMEX", # Market type (string)
market_type: Future, # Market type category (FutOptMarketType)
unit: 1, # Unit (int)
currency: "TWD", # Currency (string)
symbol: "FITF", # Symbol (string)
expiry_date: "202404", # Expiry date (string)
strike_price: None, # Strike price (float)
call_put: None, # Call or put (CallPut)
buy_sell: Buy, # Buy or sell (BSAction)
symbol_leg2: None, # Spread Symbol (string)
expiry_date_leg2: None, # Expiry date - Spread Order (string)
strike_price_leg2: None, # Strike price - Spread Order (float)
call_put_leg2: None, # Call or put - Spread Order (CallPut)
buy_sell_leg2: None, # Buy or sell - Spread Order (BSAction)
price_type: Limit, # Original order price type (FutOptPriceType)
price: 1822.6, # Price (float)
lot: 2, # Original order quantity (int)
time_in_force: ROD, # Time in force (TimeInforce)
order_type: Auto, # Order type (FutOptOrderType)
is_pre_order: false, # Is pre-order (bool)
status: 30, # Order status (int)
...
}]
}
Below example only extract data content
[FutOptOrderResult({ # Batch Cancel ( Using different individual orders )
function_type: 30, # Function type (int)
date: "2024/03/25", # Transaction date (string)
seq_no: "00110212708", # Order sequence number (string)
branch_no: "15901", # Branch number (string)
account: "1234567", # Account (string)
order_no: "C0011", # Order number (string)
asset_type: 1, # Asset type (int)
market: "TAIMEX", # Market type (string)
market_type: Future, # Market type category (FutOptMarketType)
unit: 1, # Unit (int)
currency: "TWD", # Currency (string)
symbol: "FITF", # Symbol (string)
expiry_date: "202404", # Expiry date (string)
strike_price: None, # Strike price (float)
call_put: None, # Call or put (CallPut)
buy_sell: Buy, # Buy or sell (BSAction)
symbol_leg2: None, # Spread Symbol (string)
expiry_date_leg2: None, # Expiry date - Spread Order (string)
strike_price_leg2: None, # Strike price - Spread Order (float)
call_put_leg2: None, # Call or put - Spread Order (CallPut)
buy_sell_leg2: None, # Buy or sell - Spread Order (BSAction)
price_type: Limit, # Original order price type (FutOptPriceType)
price: 1822.6, # Price (float)
lot: 2, # Original order quantity (int)
time_in_force: ROD, # Time in force (TimeInforce)
order_type: Auto, # Order type (FutOptOrderType)
is_pre_order: false, # Is pre-order (bool)
status: 30, # Order status (int)
after_price_type: None, # Valid order price type (FutOptPriceType)
after_price: 1822.6, # Valid order price (float)
after_lot: 0, # Valid order quantity (int)
filled_lot: 0, # Filled quantity (int)
filled_money: 0, # Filled amount (int)
before_lot: None, # Lot before amendment (int)
before_price: None, # Price before amendment (float)
user_def: None, # User-defined field (string)
last_time: "13:30:34", # Last modification time (string)
details: None, # Order Process (list)
error_message: None # Error message (string)
},
FutOptOrderResult{
function_type: 30, # Function type (int)
date: "2024/03/25", # Transaction date (string)
seq_no: "00110212709", # Order sequence number (string)
branch_no: "15901", # Branch number (string)
account: "1234567", # Account (string)
order_no: "C0012", # Order number (string)
asset_type: 1, # Asset type (int)
market: "TAIMEX", # Market type (string)
market_type: Future, # Market type category (FutOptMarketType)
unit: 1, # Unit (int)
currency: "TWD", # Currency (string)
symbol: "FITF", # Symbol (string)
expiry_date: "202404", # Expiry date (string)
strike_price: None, # Strike price (float)
call_put: None, # Call or put (CallPut)
buy_sell: Buy, # Buy or sell (BSAction)
symbol_leg2: None, # Spread Symbol (string)
expiry_date_leg2: None, # Expiry date - Spread Order (string)
strike_price_leg2: None, # Strike price - Spread Order (float)
call_put_leg2: None, # Call or put - Spread Order (CallPut)
buy_sell_leg2: None, # Buy or sell - Spread Order (BSAction)
price_type: Limit, # Original order price type (FutOptPriceType)
price: 1822.6, # Price (float)
lot: 2, # Original order quantity (int)
time_in_force: ROD, # Time in force (TimeInforce)
order_type: Auto, # Order type (FutOptOrderType)
is_pre_order: false, # Is pre-order (bool)
status: 30, # Order status (int)
...
})]