Batch Modify Lot
batch_modify_lot
First, using 'make_modify_lot_obj' create a 'FutOptModifyLot' object
| Parameter | Type | Meaning |
|---|---|---|
| orderResult | FutOptOrderResult | The intended order result object to be modified |
| lot | int | The lot after modification ( The modified lot includes the partially filled portion of this order ) |
Put the returned object into the 'modify_lot' function
Request Parameter
| Parameter | Type | Meaning |
|---|---|---|
| account | Account | Account |
| ModifyLotObj | FutOptModifyLot (list of object ) | The object for Lot modification |
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 quantity modification using content returned by batch detail
modify_objects = [
sdk.futopt.make_modify_lot_obj(batch_results_detail.data[0], 2),
sdk.futopt.make_modify_lot_obj(batch_results_detail.data[1], 2),
]
sdk.futopt.batch_modify_lot(target_user, modify_objects)
# Batch quantity modification using individual orders
modify_objects = [
sdk.futopt.make_modify_lot_obj(orders.data[37], 2),
sdk.futopt.make_modify_lot_obj(orders.data[35], 2),
]
sdk.futopt.batch_modify_lot(target_user, modify_objects)
Response
Result {
is_success: True,
message: None,
data : [ FutOptOrderResult{ # Batch quantity modification using content returned by batch detail
function_type: 20, # Function Type (int)
date: "2024/03/25", # Transaction Date (string)
seq_no: "03100161319", # Order Serial Number (string)
branch_no: "15901", # Branch Number (string)
account: "1234567", # Account (string)
order_no: "l001D", # Order Number (string)
asset_type: 1, # Asset Type (int): `1` Future, `2` Option
market: "TAIMEX", # Market Type (string)
market_type: FutureNight, # Trading Session Type (FutOptMarketType): `Future`, `Option`, `FutureNight` After-Hour Future, `OptionNight` After-Hour Option
unit: None, # Unit (int)
currency: "TWD", # Trading Currency (string)
symbol: "FIMTX", # Symbol (string)
expiry_date: "202404", # Expiry Date (string)
strike_price: None, # Strike price (float)
call_put: None, # Call / Put (CallPut)
buy_sell: Buy, # Buy/Sell Type (BSAction): `Buy`, `Sell`
symbol_leg2: None, # Symbol - second leg of spread order (string)
expiry_date_leg2: None, # Expiry date - second leg of spread order (string)
strike_price_leg2: None, # Strike Price - Spread Order (float)
call_put_leg2: None, # Call / Put - Spread Order (string)
buy_sell_leg2: None, # Buy/sell side - second leg of spread order (BSAction)
price_type: Limit, # Original Order Price Type (FutOptPriceType): `Limit`, `Market`, `RangeMarket` Market with Protection Orders, `Reference`
price: 20000, # Order Price (float)
lot: 3, # Original order lot (int)
time_in_force: ROD, # Time In Force (TimeInForce): `ROD`, `FOK`, `IOC`
order_type: New, # Order Type (FutOptOrderType): `New`, `Close`, `Auto`, `FdayTrade` DayTrade
is_pre_order: False, # Reservation Order Flag (bool)
status: 10, # Order Status (int): `0` Reservation, `4` InQueue, `9` TimeOut, `10` New Order, `30` Cancel Order, `50` Fully Filled, `90` Order Failed
after_price_type: Limit, # Valid Order Price Type (FutOptPriceType): `Limit`, `Market`, `RangeMarket` Market with Protection Orders, `Reference`
after_price: 20000, # Valid Order Price (float)
after_lot: 2, # Valid Order Lot (int)
filled_lot: 0, # Filled Lot (int)
filled_money: 0, # Filled Value (int)
before_lot: 3, # Valid order lot before modification (int)
before_price: None, # Before the Price Modification (float)
user_def: None, # Custom Fields (string)
last_time: "18:24:40", # Last Modification Time (string)
details: None, # Order history (list)
error_message: None, # Error Message (string)
},
FutOptOrderResult{ # Batch quantity modification using content returned by batch detail
function_type: 20, # Function Type (int)
date: "2024/03/25", # Transaction Date (string)
seq_no: "03100161320", # Order Serial Number (string)
branch_no: "15901", # Branch Number (string)
account: "1234567", # Account (string)
order_no: "l001E", # Order Number (string)
asset_type: 1, # Asset Type (int): `1` Future, `2` Option
market: "TAIMEX", # Market Type (string)
market_type: FutureNight, # Trading Session Type (FutOptMarketType): `Future`, `Option`, `FutureNight` After-Hour Future, `OptionNight` After-Hour Option
unit: None, # Unit (int)
currency: "TWD", # Trading Currency (string)
symbol: "FIMTX", # Symbol (string)
expiry_date: "202404", # Expiry Date (string)
strike_price: None, # Strike price (float)
call_put: None, # Call / Put (CallPut)
buy_sell: Buy, # Buy/Sell Type (BSAction): `Buy`, `Sell`
symbol_leg2: None, # Symbol - second leg of spread order (string)
expiry_date_leg2: None, # Expiry date - second leg of spread order (string)
strike_price_leg2: None, # Strike Price - Spread Order (float)
call_put_leg2: None, # Call / Put - Spread Order (string)
buy_sell_leg2: None, # Buy/sell side - second leg of spread order (BSAction)
price_type: Limit, # Original Order Price Type (FutOptPriceType): `Limit`, `Market`, `RangeMarket` Market with Protection Orders, `Reference`
price: 20000, # Order Price (float)
lot: 3, # Original order lot (int)
time_in_force: ROD, # Time In Force (TimeInForce): `ROD`, `FOK`, `IOC`
order_type: New, # Order Type (FutOptOrderType): `New`, `Close`, `Auto`, `FdayTrade` DayTrade
is_pre_order: False, # Reservation Order Flag (bool)
status: 10, # Order Status (int): `0` Reservation, `4` InQueue, `9` TimeOut, `10` New Order, `30` Cancel Order, `50` Fully Filled, `90` Order Failed
...
}]
}
The following example shows an excerpt of the data content
[FutOptOrderResult{ # Batch quantity modification using individual orders
function_type: 20, # Function Type (int)
date: "2024/03/25", # Transaction Date (string)
seq_no: "03100161321", # Order Serial Number (string)
branch_no: "15901", # Branch Number (string)
account: "1234567", # Account (string)
order_no: "l001F", # Order Number (string)
asset_type: 1, # Asset Type (int): `1` Future, `2` Option
market: "TAIMEX", # Market Type (string)
market_type: FutureNight, # Trading Session Type (FutOptMarketType): `Future`, `Option`, `FutureNight` After-Hour Future, `OptionNight` After-Hour Option
unit: None, # Unit (int)
currency: "TWD", # Trading Currency (string)
symbol: "FIMTX", # Symbol (string)
expiry_date: "202404", # Expiry Date (string)
strike_price: None, # Strike price (float)
call_put: None, # Call / Put (CallPut)
buy_sell: Buy, # Buy/Sell Type (BSAction): `Buy`, `Sell`
symbol_leg2: None, # Symbol - second leg of spread order (string)
expiry_date_leg2: None, # Expiry date - second leg of spread order (string)
strike_price_leg2: None, # Strike Price - Spread Order (float)
call_put_leg2: None, # Call / Put - Spread Order (string)
buy_sell_leg2: None, # Buy/sell side - second leg of spread order (BSAction)
price_type: Limit, # Original Order Price Type (FutOptPriceType): `Limit`, `Market`, `RangeMarket` Market with Protection Orders, `Reference`
price: 20000, # Order Price (float)
lot: 3, # Original order lot (int)
time_in_force: ROD, # Time In Force (TimeInForce): `ROD`, `FOK`, `IOC`
order_type: New, # Order Type (FutOptOrderType): `New`, `Close`, `Auto`, `FdayTrade` DayTrade
is_pre_order: False, # Reservation Order Flag (bool)
status: 10, # Order Status (int): `0` Reservation, `4` InQueue, `9` TimeOut, `10` New Order, `30` Cancel Order, `50` Fully Filled, `90` Order Failed
after_price_type: Limit, # Valid Order Price Type (FutOptPriceType): `Limit`, `Market`, `RangeMarket` Market with Protection Orders, `Reference`
after_price: 20000, # Valid Order Price (float)
after_lot: 2, # Valid Order Lot (int)
filled_lot: 0, # Filled Lot (int)
filled_money: 0, # Filled Value (int)
before_lot: 3, # Valid order lot before modification (int)
before_price: None, # Before the Price Modification (float)
user_def: None, # Custom Fields (string)
last_time: "18:24:40", # Last Modification Time (string)
error_message: None, # Error Message (string)
},
FutOptOrderResult{
function_type: 20, # Function Type (int)
date: "2024/03/25", # Transaction Date (string)
seq_no: "03100161322", # Order Serial Number (string)
branch_no: "15901", # Branch Number (string)
account: "1234567", # Account (string)
order_no: "l001G", # Order Number (string)
asset_type: 1, # Asset Type (int): `1` Future, `2` Option
market: "TAIMEX", # Market Type (string)
market_type: FutureNight, # Trading Session Type (FutOptMarketType): `Future`, `Option`, `FutureNight` After-Hour Future, `OptionNight` After-Hour Option
unit: None, # Unit (int)
currency: "TWD", # Trading Currency (string)
symbol: "FIMTX", # Symbol (string)
expiry_date: "202404", # Expiry Date (string)
strike_price: None, # Strike price (float)
call_put: None, # Call / Put (CallPut)
buy_sell: Buy, # Buy/Sell Type (BSAction): `Buy`, `Sell`
symbol_leg2: None, # Symbol - second leg of spread order (string)
expiry_date_leg2: None, # Expiry date - second leg of spread order (string)
strike_price_leg2: None, # Strike Price - Spread Order (float)
call_put_leg2: None, # Call / Put - Spread Order (string)
buy_sell_leg2: None, # Buy/sell side - second leg of spread order (BSAction)
price_type: Limit, # Original Order Price Type (FutOptPriceType): `Limit`, `Market`, `RangeMarket` Market with Protection Orders, `Reference`
price: 20000, # Order Price (float)
lot: 3, # Original order lot (int)
time_in_force: ROD, # Time In Force (TimeInForce): `ROD`, `FOK`, `IOC`
order_type: New, # Order Type (FutOptOrderType): `New`, `Close`, `Auto`, `FdayTrade` DayTrade
is_pre_order: False, # Reservation Order Flag (bool)
status: 10, # Order Status (int): `0` Reservation, `4` InQueue, `9` TimeOut, `10` New Order, `30` Cancel Order, `50` Fully Filled, `90` Order Failed
...
}]