操作功能前請先登入
詳細說明請參考API Reference/ftrade
訂閱回報接收
請先訂閱 委回事件 (on_reply) 以及 成回事件 (on_match)，這兩個事件分別用於監聽訂單回覆及成交回報。
當 on_reply 事件觸發時，系統會傳入一個 FOrderReply 物件，該物件包含訂單的回覆訊息和相關資料。
當 on_match 事件觸發時，系統會傳入一個 FMatchReply 物件，該物件包含成交的詳細資料和訊息。
以下是具體的範例展示如何使用這兩個事件。
def on_reply(orderreply: FOrderReply):
i=len(reply_dd)+1
reply_dd.loc[i, '分公司'] = orderreply.brokerid
reply_dd.loc[i, '帳號'] = orderreply.investoracno
reply_dd.loc[i, '網路流水序號'] = orderreply.networkid
reply_dd.loc[i, '委託時間'] = orderreply.ordertime
reply_dd.loc[i, '委託書號'] = orderreply.orderno
reply_dd.loc[i, '子帳'] = orderreply.subact
reply_dd.loc[i, '商品類別'] = orderreply.productkind
reply_dd.loc[i, '交易所'] = orderreply.exchange
reply_dd.loc[i, '商品代碼'] = orderreply.symbol
reply_dd.loc[i, '年月'] = orderreply.maturitymonthyear
reply_dd.loc[i, 'CP'] = orderreply.putorcall
reply_dd.loc[i, '履約價'] = orderreply.strikeprice
reply_dd.loc[i, '商品代碼2'] = orderreply.symbol2
reply_dd.loc[i, '年月2'] = orderreply.maturitymonthyear2
reply_dd.loc[i, 'CP2'] = orderreply.putorcall2
reply_dd.loc[i, '履約價2'] = orderreply.strikeprice2
reply_dd.loc[i, '買賣別'] = orderreply.bs
reply_dd.loc[i, '價格別'] = orderreply.ordertype
reply_dd.loc[i, '委託價格'] = orderreply.price
reply_dd.loc[i, '委託數量'] = orderreply.orderqty
reply_dd.loc[i, '未成交數量'] = orderreply.nomatchqty
reply_dd.loc[i, '成交數量'] = orderreply.matchqty
reply_dd.loc[i, '刪除數量'] = orderreply.delqty
reply_dd.loc[i, '下單方式'] = orderreply.ordercondition
reply_dd.loc[i, '開倉別'] = orderreply.opencloseflag
reply_dd.loc[i, '異動時間'] = orderreply.mdate
reply_dd.loc[i, '委託狀態'] = orderreply.orderstatus
reply_dd.loc[i, '委託狀態碼'] = orderreply.statuscode
reply_dd.loc[i, '開倉別'] = orderreply.opencloseflag
reply_dd.loc[i, '下單序號'] = orderreply.seq
reply_dd.loc[i, 'pricebase'] = orderreply.pricebase
clear_output(wait=True)
display(reply_dd)
display(match_dd)
def on_match(matchreply: FMatchReply):
print("match")
i=len(match_dd)+1
match_dd.loc[i, '分公司'] = matchreply.brokerid
match_dd.loc[i, '帳號'] = matchreply.investoracno
match_dd.loc[i, '網路流水序號'] = matchreply.networkid
match_dd.loc[i, '成交時間'] = matchreply.matchtime
match_dd.loc[i, '委託書號'] = matchreply.orderno
match_dd.loc[i, '子帳'] = matchreply.subact
match_dd.loc[i, '商品類別'] = matchreply.productkind
match_dd.loc[i, '交易所'] = matchreply.exchange
match_dd.loc[i, '商品代碼'] = matchreply.symbol
match_dd.loc[i, '年月'] = matchreply.maturitymonthyear
match_dd.loc[i, 'CP'] = matchreply.putorcall
match_dd.loc[i, '履約價'] = matchreply.strikeprice
match_dd.loc[i, '商品代碼2'] = matchreply.symbol2
match_dd.loc[i, '年月2'] = matchreply.maturitymonthyear2
match_dd.loc[i, 'CP2'] = matchreply.putorcall2
match_dd.loc[i, '履約價2'] = matchreply.strikeprice2
match_dd.loc[i, '買賣別'] = matchreply.bs
match_dd.loc[i, '成交價格'] = matchreply.matchprice
match_dd.loc[i, '成交口數'] = matchreply.matchqty
match_dd.loc[i, '成交序號'] = matchreply.matchseq
match_dd.loc[i, '備註'] = matchreply.note
match_dd.loc[i, '異動時間'] = matchreply.mdate
match_dd.loc[i, 'pricebase'] = matchreply.pricebase
clear_output(wait=True)
display(reply_dd)
display(match_dd)
api.ftrade.on_reply=on_reply
api.ftrade.on_match=on_match
print('訂閱完畢')
下單
請先宣告 FOrderObject 物件，用來存放下單時所需的訂單資訊。該物件包含所有下單所需的參數和設定。
接著，透過 ftrade 物件中的 order 方法來執行下單操作。這個方法會根據你傳入的 FOrderObject 物件，將訂單送出至系統進行處理。
以下是具體的範例，展示如何宣告 FOrderObject 並使用 order 方法來進行下單。
#下單
order = FOrderObject()
order.actno = actno#帳號
order.note = "ordertest"#備註
order.subactno = ""#子帳
order.exchange = "CME"#交易所
order.symbol= "AD"#商品
order.maturitymonthyear = "202409"#年月
order.putorcall="F"#F:期貨 C:Call P:Put
order.bs = "B"#買賣別B/S
order.ordertype = "M"#L:限價 M:市價 3:停損市價 4:停損限價
order.price = 0#委託價格
order.stopprice=0#停損價格
order.orderqty = 1#委託數量
order.ordercondition = "R"##委託種類 I:IOC R:ROD F:FOK
order.opencloseflag = "0"##開倉別 str 0:新倉 1:平倉 空白:自動
order.dtrade="N"## Y:當沖 N:非當沖
orderresponse=api.ftrade.order(order)
print(f" 是否成功 {orderresponse.issend} 下單序號 {orderresponse.seq} 錯誤代碼 {orderresponse.errorcode} 錯誤訊息 {orderresponse.errormsg}")
刪單
請先宣告 FReplaceObject 物件，用來存放刪單時所需的訂單資訊。該物件包含所有刪單所需的參數和設定。
接著，透過 ftrade 物件中的 replace_order 方法來執行刪單操作。這個方法會根據你傳入的 FOrderObject 物件，將訂單送出至系統進行處理。
以下是具體的範例，展示如何宣告 FReplaceObject 並使用 replace_order 方法來進行刪單。
#刪單
replace=FReplaceObject()
replace.replacetype="4"#4:取消, 5: 減量, m:改價
replace.actno = actno#帳號
replace.orderno="C0027"#委託書號
replaceresponse=api.ftrade.replace_order(replace)
print(f" 是否成功 {replaceresponse.issend} 下單序號 {replaceresponse.seq} 錯誤代碼 {replaceresponse.errorcode} 錯誤訊息 {replaceresponse.errormsg}")
減量
請先宣告 FReplaceObject 物件，用來存放減量時所需的訂單資訊。該物件包含所有減量所需的參數和設定。
接著，透過 ftrade 物件中的 replace_order 方法來執行減量操作。這個方法會根據你傳入的 FOrderObject 物件，將訂單送出至系統進行處理。
以下是具體的範例，展示如何宣告 FReplaceObject 並使用 replace_order 方法來進行減量。
#減量
replace=FReplaceObject()
replace.replacetype="5"#4:取消, 5: 減量, m:改價
replace.actno = actno#帳號
replace.orderno=""#委託書號
replace.orderqty = 1#委託數量
replaceresponse=api.ftrade.replace_order(replace)
print(f" 是否成功 {replaceresponse.issend} 下單序號 {replaceresponse.seq} 錯誤代碼 {replaceresponse.errorcode} 錯誤訊息 {replaceresponse.errormsg}")
改價
請先宣告 FReplaceObject 物件，用來存放改價時所需的訂單資訊。該物件包含所有改價所需的參數和設定。
接著，透過 ftrade 物件中的 replace_order 方法來執行改價操作。這個方法會根據你傳入的 FOrderObject 物件，將訂單送出至系統進行處理。
以下是具體的範例，展示如何宣告 FReplaceObject 並使用 replace_order 方法來進行改價。
#改價
replace=FReplaceObject()
replace.replacetype="m"#4:取消, 5: 減量, m:改價
replace.actno = actno#帳號
replace.orderno=""#委託書號
replace.ordertype="L"#L:限價 M:市價 3:停損市價 4:停損限價
replace.ordercondition="R"##委託種類 I:IOC R:ROD F:FOK
replace.price=22300#委託價格
replaceresponse=api.ftrade.replace_order(replace)
print(f" 是否成功 {replaceresponse.issend} 下單序號 {replaceresponse.seq} 錯誤代碼 {replaceresponse.errorcode} 錯誤訊息 {replaceresponse.errormsg}")
委回查詢
透過ftrade.query_reply執行查詢
回傳結果是FOrderResponse
範例如下
query_reply_response=api.ftrade.query_reply(actno,500,"","","","")#帳號,筆數,網路流水序號起,,網路流水序號迄,委託時間起,委託時間迄
if query_reply_response.ok == True:
i=0
for orderreply in query_reply_response.data:
reply_dd.loc[i, '分公司'] = orderreply.brokerid
reply_dd.loc[i, '帳號'] = orderreply.investoracno
reply_dd.loc[i, '網路流水序號'] = orderreply.networkid
reply_dd.loc[i, '委託時間'] = orderreply.ordertime
reply_dd.loc[i, '委託書號'] = orderreply.orderno
reply_dd.loc[i, '子帳'] = orderreply.subact
reply_dd.loc[i, '商品類別'] = orderreply.productkind
reply_dd.loc[i, '交易所'] = orderreply.exchange
reply_dd.loc[i, '商品代碼'] = orderreply.symbol
reply_dd.loc[i, '年月'] = orderreply.maturitymonthyear
reply_dd.loc[i, 'CP'] = orderreply.putorcall
reply_dd.loc[i, '履約價'] = orderreply.strikeprice
reply_dd.loc[i, '商品代碼2'] = orderreply.symbol2
reply_dd.loc[i, '年月2'] = orderreply.maturitymonthyear2
reply_dd.loc[i, 'CP2'] = orderreply.putorcall2
reply_dd.loc[i, '履約價2'] = orderreply.strikeprice2
reply_dd.loc[i, '買賣別'] = orderreply.bs
reply_dd.loc[i, '價格別'] = orderreply.ordertype
reply_dd.loc[i, '委託價格'] = orderreply.price
reply_dd.loc[i, '委託數量'] = orderreply.orderqty
reply_dd.loc[i, '未成交數量'] = orderreply.nomatchqty
reply_dd.loc[i, '成交數量'] = orderreply.matchqty
reply_dd.loc[i, '刪除數量'] = orderreply.delqty
reply_dd.loc[i, '下單方式'] = orderreply.ordercondition
reply_dd.loc[i, '開倉別'] = orderreply.opencloseflag
reply_dd.loc[i, '異動時間'] = orderreply.mdate
reply_dd.loc[i, '委託狀態'] = orderreply.orderstatus
reply_dd.loc[i, '委託狀態碼'] = orderreply.statuscode
reply_dd.loc[i, '開倉別'] = orderreply.opencloseflag
reply_dd.loc[i, '下單序號'] = orderreply.seq
reply_dd.loc[i, 'pricebase'] = orderreply.pricebase
i=i+1
clear_output(wait=True)
display(reply_dd)
else:
print(query_reply_response.error)
成回查詢
透過ftrade.query_match執行查詢
回傳結果是FQueryMatchResponse
範例如下
query_match_response=api.ftrade.query_match(actno,500,"","","","")#帳號,筆數,網路流水序號起,,網路流水序號迄,成交時間起,成交時間迄
if query_match_response.ok == True:
i=0
for matchreply in query_match_response.data:
match_dd.loc[i, '分公司'] = matchreply.brokerid
match_dd.loc[i, '帳號'] = matchreply.investoracno
match_dd.loc[i, '網路流水序號'] = matchreply.networkid
match_dd.loc[i, '成交時間'] = matchreply.matchtime
match_dd.loc[i, '委託書號'] = matchreply.orderno
match_dd.loc[i, '子帳'] = matchreply.subact
match_dd.loc[i, '商品類別'] = matchreply.productkind
match_dd.loc[i, '交易所'] = matchreply.exchange
match_dd.loc[i, '商品代碼'] = matchreply.symbol
match_dd.loc[i, '年月'] = matchreply.maturitymonthyear
match_dd.loc[i, 'CP'] = matchreply.putorcall
match_dd.loc[i, '履約價'] = matchreply.strikeprice
match_dd.loc[i, '商品代碼2'] = matchreply.symbol2
match_dd.loc[i, '年月2'] = matchreply.maturitymonthyear2
match_dd.loc[i, 'CP2'] = matchreply.putorcall2
match_dd.loc[i, '履約價2'] = matchreply.strikeprice2
match_dd.loc[i, '買賣別'] = matchreply.bs
match_dd.loc[i, '成交價格'] = matchreply.matchprice
match_dd.loc[i, '成交口數'] = matchreply.matchqty
match_dd.loc[i, '成交序號'] = matchreply.matchseq
match_dd.loc[i, '備註'] = matchreply.note
match_dd.loc[i, '異動時間'] = matchreply.mdate
match_dd.loc[i, 'pricebase'] = matchreply.pricebase
i=i+1
clear_output(wait=True)
display(reply_dd)
else:
print(query_match_response.error)