shioaji

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Shioaji Trading API

Shioaji is SinoPac's Python API for trading Taiwan financial markets (stocks, futures, options). Shioaji 是永豐金證券提供的 Python 交易 API，支援台灣股票、期貨、選擇權市場。

Official Docs 官方文檔: https://sinotrade.github.io/ LLM Reference: https://sinotrade.github.io/llms-full.txt

Shioaji是永丰金证券提供的Python交易API，支持台湾股票、期货、期权市场。

Official Docs 官方文档: https://sinotrade.github.io/ LLM Reference: https://sinotrade.github.io/llms-full.txt

Navigation 功能導覽

Navigation 功能导航

Topic 主題	File 檔案	Description 說明
Preparation 準備	PREPARE.md	Account setup, API keys, testing 開戶/金鑰申請/測試
Contracts 合約	CONTRACTS.md	Stocks, Futures, Options contracts 股票/期貨/選擇權合約
Orders 下單	ORDERS.md	Place, modify, cancel, combo orders 下單/改單/刪單/組合單
Reserve 預收	RESERVE.md	Reserve orders for disposition stocks 處置股預收券款
Streaming 行情	STREAMING.md	Real-time tick & bidask data 即時 Tick/BidAsk 資料
Market Data 市場資料	MARKET_DATA.md	Historical, snapshot, credit, scanners 歷史資料/快照/資券/掃描器
Accounting 帳務	ACCOUNTING.md	Balance, margin, P&L, trading limits 餘額/保證金/損益/額度
Advanced 進階	ADVANCED.md	Quote binding, non-blocking, stop orders 報價綁定/非阻塞/觸價
Troubleshooting 問題排解	TROUBLESHOOTING.md	Common issues and solutions 常見問題與解決

Topic 主题	File 文件	Description 说明
Preparation 准备	PREPARE.md	Account setup, API keys, testing 开户/密钥申请/测试
Contracts 合约	CONTRACTS.md	Stocks, Futures, Options contracts 股票/期货/期权合约
Orders 下单	ORDERS.md	Place, modify, cancel, combo orders 下单/改单/删单/组合单
Reserve 预收	RESERVE.md	Reserve orders for disposition stocks 处置股预收券款
Streaming 行情	STREAMING.md	Real-time tick & bidask data 实时Tick/BidAsk数据
Market Data 市场资料	MARKET_DATA.md	Historical, snapshot, credit, scanners 历史数据/快照/资券/扫描器
Accounting 账务	ACCOUNTING.md	Balance, margin, P&L, trading limits 余额/保证金/损益/额度
Advanced 进阶	ADVANCED.md	Quote binding, non-blocking, stop orders 报价绑定/非阻塞/触价
Troubleshooting 问题排解	TROUBLESHOOTING.md	Common issues and solutions 常见问题与解决

Quick Start 快速入門

Quick Start 快速入门

Installation 安裝

Installation 安装

bash

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bash

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pip

pip install shioaji

uv (recommended 推薦)

uv (recommended 推荐)

uv add shioaji

with speed optimization 速度優化版

with speed optimization 速度优化版

uv add shioaji --extra speed

Docker

docker run -it sinotrade/shioaji:latest

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docker run -it sinotrade/shioaji:latest

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Login & Activate CA 登入與憑證啟用

Login & Activate CA 登录与凭证启用

python

import shioaji as sj

api = sj.Shioaji()

python

import shioaji as sj

api = sj.Shioaji()

Login with API Key 使用 API Key 登入

Login with API Key 使用API Key登录

accounts = api.login( api_key="YOUR_API_KEY", secret_key="YOUR_SECRET_KEY" )

Activate CA certificate 啟用憑證 (required for placing orders 下單必須)

Activate CA certificate 启用凭证 (required for placing orders 下单必须)

api.activate_ca( ca_path="/path/to/Sinopac.pfx", ca_passwd="YOUR_CA_PASSWORD", )

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api.activate_ca( ca_path="/path/to/Sinopac.pfx", ca_passwd="YOUR_CA_PASSWORD", )

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Simulation Mode 模擬模式

Simulation Mode 模拟模式

Test API without real money. 使用模擬環境測試 API。

python

import shioaji as sj

api = sj.Shioaji(simulation=True)
api.login(api_key="YOUR_KEY", secret_key="YOUR_SECRET")

Available in simulation 模擬模式可用功能:

Quote: subscribe, unsubscribe, ticks, kbars, snapshots
Order: place_order, update_order, cancel_order, update_status, list_trades
Account: list_positions, list_profit_loss
Data: short_stock_sources, credit_enquires, scanners

Test API without real money. 使用模拟环境测试API。

python

import shioaji as sj

api = sj.Shioaji(simulation=True)
api.login(api_key="YOUR_KEY", secret_key="YOUR_SECRET")

Available in simulation 模拟模式可用功能:

Quote: subscribe, unsubscribe, ticks, kbars, snapshots
Order: place_order, update_order, cancel_order, update_status, list_trades
Account: list_positions, list_profit_loss
Data: short_stock_sources, credit_enquires, scanners

Simple Order Example 簡單下單範例

Simple Order Example 简单下单示例

python

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python

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Get contract 取得合約

Get contract 获取合约

contract = api.Contracts.Stocks["2330"] # TSMC 台積電

contract = api.Contracts.Stocks["2330"] # TSMC 台积电

Create order 建立訂單

Create order 创建订单

order = api.Order( price=580, quantity=1, action=sj.constant.Action.Buy, price_type=sj.constant.StockPriceType.LMT, order_type=sj.constant.OrderType.ROD, account=api.stock_account, )

Place order 下單

Place order 下单

trade = api.place_order(contract, order)

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trade = api.place_order(contract, order)

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Common Constants 常用常數

Common Constants 常用常数

Action 買賣方向

Action 买卖方向

python

sj.constant.Action.Buy   # 買進
sj.constant.Action.Sell  # 賣出

python

sj.constant.Action.Buy   # 买进
sj.constant.Action.Sell  # 卖出

Stock Price Type 股票價格類型

Stock Price Type 股票价格类型

python

sj.constant.StockPriceType.LMT  # Limit 限價
sj.constant.StockPriceType.MKT  # Market 市價
sj.constant.StockPriceType.MKP  # Range Market 範圍市價

python

sj.constant.StockPriceType.LMT  # Limit 限价
sj.constant.StockPriceType.MKT  # Market 市价
sj.constant.StockPriceType.MKP  # Range Market 范围市价

Futures Price Type 期貨價格類型

Futures Price Type 期货价格类型

python

sj.constant.FuturesPriceType.LMT  # Limit 限價
sj.constant.FuturesPriceType.MKT  # Market 市價
sj.constant.FuturesPriceType.MKP  # Range Market 範圍市價

python

sj.constant.FuturesPriceType.LMT  # Limit 限价
sj.constant.FuturesPriceType.MKT  # Market 市价
sj.constant.FuturesPriceType.MKP  # Range Market 范围市价

Order Type 委託條件

Order Type 委托条件

python

sj.constant.OrderType.ROD  # Rest of Day 當日有效
sj.constant.OrderType.IOC  # Immediate or Cancel 立即成交否則取消
sj.constant.OrderType.FOK  # Fill or Kill 全部成交否則取消

python

sj.constant.OrderType.ROD  # Rest of Day 当日有效
sj.constant.OrderType.IOC  # Immediate or Cancel 立即成交否则取消
sj.constant.OrderType.FOK  # Fill or Kill 全部成交否则取消

Stock Order Lot 股票交易單位

Stock Order Lot 股票交易单位

python

sj.constant.StockOrderLot.Common      # Regular 整股 (1000 shares)
sj.constant.StockOrderLot.Odd         # After-hours odd lot 盤後零股
sj.constant.StockOrderLot.IntradayOdd # Intraday odd lot 盤中零股
sj.constant.StockOrderLot.Fixing      # Fixing 定盤

python

sj.constant.StockOrderLot.Common      # Regular 整股 (1000 shares)
sj.constant.StockOrderLot.Odd         # After-hours odd lot 盘后零股
sj.constant.StockOrderLot.IntradayOdd # Intraday odd lot 盘中零股
sj.constant.StockOrderLot.Fixing      # Fixing 定盘

Order Condition 信用交易條件

Order Condition 信用交易条件

python

sj.constant.StockOrderCond.Cash          # Cash 現股
sj.constant.StockOrderCond.MarginTrading # Margin 融資
sj.constant.StockOrderCond.ShortSelling  # Short 融券

python

sj.constant.StockOrderCond.Cash          # Cash 现股
sj.constant.StockOrderCond.MarginTrading # Margin 融资
sj.constant.StockOrderCond.ShortSelling  # Short 融券

Quote Type 報價類型

Quote Type 报价类型

python

sj.constant.QuoteType.Tick    # Tick data 逐筆成交
sj.constant.QuoteType.BidAsk  # Bid/Ask data 五檔報價

python

sj.constant.QuoteType.Tick    # Tick data 逐笔成交
sj.constant.QuoteType.BidAsk  # Bid/Ask data 五档报价

Account Objects 帳戶物件

Account Objects 账户对象

python

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python

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Stock account 股票帳戶

Stock account 股票账户

api.stock_account

Futures account 期貨帳戶

Futures account 期货账户

api.futopt_account

List all accounts 列出所有帳戶

List all accounts 列出所有账户

api.list_accounts()

---

api.list_accounts()

---

Rate Limits 流量限制

Category 類別	Limit 限制
Daily Traffic 每日流量	500MB - 10GB (based on trading volume 依交易量)
Quote Query 行情查詢	50 requests / 5 sec
Accounting Query 帳務查詢	25 requests / 5 sec
Connections 連線數	5 per person ID
Daily Logins 每日登入	1000 times

Category 类别	Limit 限制
Daily Traffic 每日流量	500MB - 10GB (based on trading volume 依交易量)
Quote Query 行情查询	50 requests / 5 sec
Accounting Query 账务查询	25 requests / 5 sec
Connections 连接数	5 per person ID
Daily Logins 每日登录	1000 times

Common Patterns 常用模式

Subscribe Market Data 訂閱行情

Subscribe Market Data 订阅行情

python

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python

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Subscribe tick data 訂閱逐筆成交

Subscribe tick data 订阅逐笔成交

api.quote.subscribe( api.Contracts.Stocks["2330"], quote_type=sj.constant.QuoteType.Tick )

Subscribe bidask 訂閱五檔

Subscribe bidask 订阅五档

api.quote.subscribe( api.Contracts.Stocks["2330"], quote_type=sj.constant.QuoteType.BidAsk )

Set callback 設定回調

Set callback 设置回调

@api.quote.on_quote def quote_callback(topic, quote): print(f"Topic: {topic}, Quote: {quote}")

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@api.quote.on_quote def quote_callback(topic, quote): print(f"Topic: {topic}, Quote: {quote}")

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Query Positions 查詢持倉

Query Positions 查询持仓

python

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python

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Stock positions 股票持倉

Stock positions 股票持仓

positions = api.list_positions(api.stock_account)

Futures positions 期貨持倉

Futures positions 期货持仓

positions = api.list_positions(api.futopt_account)

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positions = api.list_positions(api.futopt_account)

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Cancel Order 刪單

Cancel Order 删单

python

api.cancel_order(trade)

python

api.cancel_order(trade)

Update Order 改單

Update Order 改单

python

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python

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Change price 改價

Change price 改价

api.update_order(trade=trade, price=590)

Reduce quantity 減量 (can only reduce 只能減少)

Reduce quantity 减量 (can only reduce 仅可减少)

api.update_order(trade=trade, qty=1)

---

api.update_order(trade=trade, qty=1)

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Error Handling 錯誤處理

Error Handling 错误处理

python

try:
    trade = api.place_order(contract, order)
except Exception as e:
    print(f"Order failed: {e}")

python

try:
    trade = api.place_order(contract, order)
except Exception as e:
    print(f"Order failed: {e}")

Check order status 檢查訂單狀態

Check order status 检查订单状态

api.update_status(api.stock_account) for trade in api.list_trades(): print(trade.status)

---

api.update_status(api.stock_account) for trade in api.list_trades(): print(trade.status)

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Logout 登出

python

api.logout()

python

api.logout()