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shioajicaller
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A Shioaji warp caller
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Shioaji Warp Caller P.O.C project. [](https://pypi.org/project/shioajicaller) [](https://pypi.org/project/shioajicaller) [](https://pypi.org/project/shioajicaller) []() ---------------------------- # 簡介 因為Shioaji API只能有五個連線，且有訂閱上限制。 如果你有多個分開程式需要處理，就會佔用重複資源。 透過Websocket服務將API擴充為誇平台，你要寫網頁下單機也沒問題。 透過取得Shioaji所擴充的功能： * 所有Contracts * 輸出檔案 * 指數 輸出檔案(`IndexsTWSE.csv`) * 股票 輸出檔案(`StockTWSE.csv`) * 上市股票 * 櫃股股票 * 期貨 輸出檔案(`Futures.csv`) * 選擇權 輸出檔案(`Options.csv`) * 存入Redis * 每日更新即可不用每次都要去查詢API，最好方式開盤前先執行跑一次。 * 輸出為csv 檔案 很方便，使用編碼為UTF8請注意。 * Websocket服務 * 取的Contract資料 * 股票 Stocks * 指令範例：{"cmd":"GetContracts","params":{"type":"Stocks","code":"2330"}} * 期貨 Futures * 指令範例：{"cmd":"GetContracts","params":{"type":"Futures","code":"TXFB2"}} * 選擇權 Options * 指令範例：{"cmd":"GetContracts","params":{"type":"Options","code":"TXO17500C2"}} * 指數 Indexs * 指令範例：{"cmd":"GetContracts","params":{"type":"Indexs","code":"001"}} * 訂閱Subscribe或取消 * 指數 * 指令範例：{"cmd":"SubscribeIndexs","params":{"code":"001"}} * 股票 * 指令範例：{"cmd":"SubscribeStocks","params":{"code":"2330","quote_type":"tick"}} * 指令範例：{"cmd":"SubscribeStocks","params":{"code":"2330","quote_type":"bidask"}} * 期貨 * 指令範例：{"cmd":"SubscribeFutures","params":{"code":"TXFJ1","quote_type":"tick"}} * 指令範例：{"cmd":"SubscribeFutures","params":{"code":"TXFJ1","quote_type":"bidask"}} * Clinet * 取得client的連線ID * 指令範例：{"cmd":"ID"} * 取得Shioaji 連線帳戶資訊 * 指令範例：{"cmd":"GetAccount"} * 登出 Shioaji 連線 * {"cmd":"Logout"} * 流量及連線數查詢 * {"cmd":"GetApiUsage"} * 接收Subscribe資料 * 指令範例：{"cmd":"GetsubscribEvents"} * 取消接收接收Subscribe資料 * 指令範例：{"cmd":"RemovesubscribEvents"} * 取得ticks歷史資料 * 股票指令範例： {"cmd":"GetTicks","params":{"StockCode":"2330","date":"2021-10-08"}} * 期貨指令範例： {"cmd":"GetTicks","params":{"FutureCode":"TXFJ1","date":"2021-10-08"}} * 股票區間指令範例： {"cmd":"GetTicks","params":{"StockCode":"2330","date":"2021-10-08","query_type":"RangeTime","time_start":"09:00:00","time_end":"09:20:01"}} * 股票最後指令範例： {"cmd":"GetTicks","params":{"StockCode":"2330","date":"2021-10-08","query_type":"LastCount","last_cnt":10}} * 期貨區間指令範例： {"cmd":"GetTicks","params":{"FutureCode":"TXFJ1","date":"2021-10-08","query_type":"RangeTime","time_start":"09:00:00","time_end":"09:20:01"}} * 期貨最後指令範例： {"cmd":"GetTicks","params":{"FutureCode":"TXFJ1","date":"2021-10-08","query_type":"LastCount","last_cnt":10}} * 取得KBar歷史資料 * 股票指令範例： {"cmd":"GetKBars","params":{"StockCode":"2330","start":"2021-10-18","end":"2021-10-19"}} * 期貨指令範例： {"cmd":"GetKBars","params":{"FutureCode":"TXFJ1","start":"2021-10-18","end":"2021-10-19"}} * 取得Scanners資料 * 指令範例： {"cmd":"GetScanners","params":{"scanner_type":"ChangePercentRank"}} * 指令範例： {"cmd":"GetScanners","params":{"scanner_type":"ChangePriceRank"}} * 指令範例： {"cmd":"GetScanners","params":{"scanner_type":"DayRangeRank"}} * 指令範例： {"cmd":"GetScanners","params":{"scanner_type":"VolumeRank"}} * 指令範例： {"cmd":"GetScanners","params":{"scanner_type":"AmountRank"}} * 取得Account & Portfolio * 取得Account * 全部帳戶指令範例： {"cmd":"GetAccountList"} * 股票帳戶指令範例： {"cmd":"GetStockAccount"} * 期貨帳戶指令範例： {"cmd":"GetFutoptAccount"} * 取得期貨帳戶Margin資料 * 指令範例： {"cmd":"GetMargin"} * 取得帳戶Position資料 * 股票 * 指令範例： {"cmd":"GetListPositions"} * 期貨 * 指令範例： {"cmd":"GetListFuturePositions"} * 取得帳戶ProfitLoss資料 * 股票 * 指令範例： {"cmd":"GetListProfitLoss"} * 期貨 * 指令範例： {"cmd":"GetListFutureProfitLoss"} * 取得帳戶ProfitLoss資料 * 股票 * 指令範例： {"cmd":"GetListProfitLossDetail","params":{"detail_id":2}} * 期貨 * 指令範例： {"cmd":"GetListFutureProfitLossDetail","params":{"detail_id":2}} * 取得帳戶ProfitLossSum資料 * 股票 * 指令範例： {"cmd":"GetListProfitLossSum"} * 指令範例： {"cmd":"GetListProfitLossSum","params":{"begin_date":"2022-10-05","end_date":"2022-10-07"}} * 期貨 * 指令範例： {"cmd":"GetListFutureProfitLossSum"} * 指令範例： {"cmd":"GetListFutureProfitLossSum","params":{"begin_date":"2022-10-05","end_date":"2022-10-07"}} * 取得股票帳戶交割Settlements資料 * 指令範例： {"cmd":"GetSettlements"} * 下單Order * 套用憑證Apply & Activate CA * 請用base64 讀取你的憑證。 * PersonId 可以不給預設為登入帳戶的ID * 指令範例： {"cmd":"ActivateCa","params":{"ActivateCa":"BASE64srtring" ,"CaPasswd":"password"}} * 指令範例： {"cmd":"ActivateCa","params":{"ActivateCa":"BASE64srtring" ,"CaPasswd":"password","PersonId":"PersonId" }} * 股票下單 Stock * price 請給小數點 * 買指令範例： {"cmd":"OrderStocks","params":{"code":"2610","price":25.0,"quantity":1,"action":"Buy","price_type":"LMT","order_cond":"Cash","order_type":"ROD","order_lot":"Common"}} * first_sell指令範例： {"cmd":"OrderStocks","params":{"code":"2610","price":25.0,"quantity":1,"action":"Sell","price_type":"LMT","order_cond":"Cash","order_type":"ROD","order_lot":"Common","first_sell":"true"}} * 期貨下單 Future * price 請給小數點 * 指令範例： {"cmd":"OrderFutures","params":{"code":"MXFL1","price":17767.0,"quantity":1,"action":"Buy","price_type":"LMT","order_type":"ROD","octype":"Auto"}} * DayTrade 指令範例： {"cmd":"OrderFutures","params":{"code":"MXFL1","price":17767.0,"quantity":1,"action":"Buy","price_type":"LMT","order_type":"ROD","octype":"DayTrade"}} * 取的交易清單list_trades * 指令範例：{"cmd":"GetOrderList"} * 取的單筆交易GetOrderById * 參數id為oder的id * 指令範例：{"cmd":"GetOrderById","params":{"id":"d12b7777"}} * 取消單筆交易CancelOrderById * 參數id為oder的id * 指令範例：{"cmd":"CancelOrderById","params":{"id":"d12b7777"}} * 更新單筆交易UpdateOrderById * 參數id為oder的id * price 請給小數點 * 指令範例：{"cmd":"UpdateOrderById","params":{"id":"d12b7777","price":17880.0,"qty":1}} * 指令範例：{"cmd":"UpdateOrderById","params":{"id":"d12b7777","price":17880.0}} * 指令範例：{"cmd":"UpdateOrderById","params":{"id":"d12b7777","qty":1}} * 額外功能 * 推播 Subscribe資料 * redis * mqtt * 回傳類型type * 命令回傳 * {"type": "response"..... * 訂閱資料回傳 * {"type":"IndexsTickEvent"........... * {"type": "StocksTickEvent"........ * {"type": "FuturesTickEvent"........ * {"type": "StocksBidaskEvent"........ * {"type": "FuturesBidaskEvent"........ * Shioaji系統回傳 * {"type":"SystemEvent".......... * {"type":"OrderEvent".......... * {"type":"TradeEvent".......... ## 安裝使用 ### 使用pip安裝 ** 請確認 python 版本 3.8 之上 ** ### linux windows ``` $ pip install shioajicaller $ shioajicaller -h ``` ### mac osx ``` $ pip install shioajicaller uvloop==0.17.0 $ shioajicaller -h ``` ### 使用Docker Docker [https://hub.docker.com/r/sdpower/shioaji_caller](https://hub.docker.com/r/sdpower/shioaji_caller) 範例： ``` docker run -d \ --name shioaji-caller \ --restart unless-stopped \ --env-file=".env" \ -p 6789:6789 \ sdpower/shioaji_caller websockets -wm -ps 250 ``` ## 範例Example 這裡說明範例，參數避免暴露請自行建立.env檔案就可以不用給帳號密碼參數。 ``` API_KEY= YOU_API_KEY SECRET_KEY= YOU_SECRET_KEY ``` ### 執行範例 ``` $ python main.py update --help $ python main.py update -api YOU_API_KEY -secret YOU_SECRET_KEY ``` ### 直接執行cli ``` $ shioajicaller update $ shioajicaller -api YOU_API_KEY -secret YOU_SECRET_KEY ``` ### 新增 redis ``` $ shioajicaller update -rh 127.0.0.1 -rp 6379 -rdb 0 -t redis $ shioajicaller -t redis -api YOU_API_KEY -secret YOU_SECRET_KEY ``` ### ENV範例 可使用環境變數與.env擋案 ``` API_KEY=YOU_API_KEY SECRET_KEY=YOU_SECRET_KEY REDIS_HOST=127.0.0.1 REDIS_PORT=6379 REDIS_DB=0 MQTT_HOST=127.0.0.1 MQTT_USER=user MQTT_PASSWORD=password ``` ## Websocket服務 命令範例: ``` # shioajicaller shioaji version:0.3.6.dev3 usage: <command> [<args>] The most commonly used git commands are: update update Code List websockets start a websocket server shioajicaller: error: the following arguments are required: command # shioajicaller websockets --h usage: main.py [-h] [-api API_KEY [API_KEY ...]] [-secret SECRET_KEY [SECRET_KEY ...]] [-wp WEBSOCKETS_PORT] [-ps POOL_SIZE] [-wr] [-rh REDIS_HOST] [-rp REDIS_PORT] [-rdb REDIS_DB] [-wm] [-mh MQTT_HOST] [-mu MQTT_USER] [-mp MQTT_PASSWORD] [-v] Websockets Server options: -h, --help show this help message and exit -api API_KEY [API_KEY ...], --api-key API_KEY [API_KEY ...] Shioaji API_KEY -secret SECRET_KEY [SECRET_KEY ...], --secret-key SECRET_KEY [SECRET_KEY ...] Shioaji SECRET_KEY -wp WEBSOCKETS_PORT, --websockets-port WEBSOCKETS_PORT Websockets port -ps POOL_SIZE, --pool-size POOL_SIZE pool size -wr, --with-redis with redis publish. -rh REDIS_HOST, --redis-host REDIS_HOST redis host -rp REDIS_PORT, --redis-port REDIS_PORT redis port -rdb REDIS_DB, --redis-db REDIS_DB reis db -wm, --with-mqtt with mqtt publish. -mh MQTT_HOST, --mqtt-host MQTT_HOST mqtt host -mu MQTT_USER, --mqtt-user MQTT_USER mqtt user -mp MQTT_PASSWORD, --mqtt-password MQTT_PASSWORD mqtt password -v, --verbosity increase output verbosity ``` 啟動服務: ``` # shioajicaller websockets shioaji version:0.3.6.dev3 Start Websockets Server Port:6789 ``` ### Client 範例 下方可以看到個指令接收狀況與系統回傳 #### 資料訂閱 範例 ``` # python -m websockets ws://127.0.0.1:6789/ Connected to ws://127.0.0.1:6789/. < {"type": "total connects", "count": 1} > {"cmd":"GetAccount"} < {"type": "response", "cmd":"GetAccount", "result":["person_id='XXXXXX' broker_id='F00000' account_id='80000000' signed=True username='XXX'","person_id='F11111111' broker_id='XAXAX' account_id='12345678' signed=True username='xxxxx'"]} < {"type": "SystemEvent", "ret": {"ResponseCode": 0, "Code": 0, "Message": "host '203.66.91.161:80', IP 203.66.91.161:80 (host 1 of 1) (host connection attempt 1 of 1) (total connection attempt 1 of 1)", "Description": "Session up"}}'"]} > > {"cmd":"SubscribeFutures","params":{"code":"TXFJ1","quote_type":"tick"}} < {{"type":"response","cmd":"SubscribeFutures","ret":true} < {"type": "SystemEvent", "ret": {"ResponseCode": 200, "Code": 16, "Message": "TIC/v1/FOP/*/TFE/TXFJ1", "Description": "Subscribe or Unsubscribe ok"}} > {"cmd":"GetsubscribEvents"} < {"type":"response","cmd":"GetsubscribEvents","ret":true} < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:15:54.513000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:15:54.701000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:15:54.963000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:15:55.014000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:15:56.178000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:15:56.374000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:15:56.374000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:00.754000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:01.670000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:04.625000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:04.719000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:11.930000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:17.009000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:19.447000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:19.566000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:19.567000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:19.567000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:19.568000", "open": "16345", "underlying_price": "16408.35", "bid_side_ < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:20.898000", "open": "16345", "underlying_price": "16408.35", "bid_side_total_vol": 22498, "ask_side_total_vol": 22817, "avg_price": "16392.996253", "close": "16366", "high": "16457", "low": "16288", "amount": "16366", "total < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:27.667000", "open": "16345", "underlying_price": "16408.35", "bid_side_total_vol": 22501, "ask_side_total_vol": 22818, "avg_price": "16392.993864", "close": "16366", "high": "16457", "low": "16288", "amount": "49098", "total_amount": "555706099", "volume": 3, "total_volume": 33899, "tick_type": 1, "chg_type": 2, "price_chg": "5", "pct_chg": "0.03056", "simtrade": 0, "UNTime" < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:27.668000", "open": "16345", "underlying_price": "16408.35", "bid_side_total_vol": 22504, "ask_side_total_vol": 22821, "avg_price": "16392.989883", "close": "16366", "high": "16457", "low": "16288", "amount": "81830", "total_amount": "555787929", "volume": 5, "total_volume": 33904, "tick_type": 1, "chg_type": 2, "price_chg": "5", "pct_chg": "0.03056", "simtrade": 0, "UNTime": "2021-10-04 22:16:27.515556", "exchange": "TAIFEX"}} < {"type": "FuturesEvent", "ret": {"code": "TXFJ1", "datetime": "2021-10-04T22:16:31.564000", "open": "16345", "underlying_price": "16408.35", "bid_side_total_vol": 22500, "ask_side_total_vol": 22824, "avg_price": "16392.988173", "close": "16364", "high": "16457", "low": "16288", "amount": "32728", "total_amount": "555820657", "volume": 2, "total_volume": 33906, "tick_type": 2, "chg_type": 2, "price_chg": "3", "pct_chg": "0.018336", "simtrade": 0, "UNTime": "2021-10-04 22:16:31.515169", "exchange": "TAIFEX"}} {"cmd":"RemovesubscribEvents"} < {"type":"response","cmd":"RemovesubscribEvents","ret":true} ``` #### 下單範例 ``` # python -m websockets ws://127.0.0.1:6789/ Connected to ws://127.0.0.1:6789/. < {"type": "total connects", "count": 1} > {"cmd":"GetAccount"} < {"type": "response", "cmd":"GetAccount", "result":["person_id='XXXXXX' broker_id='F00000' account_id='80000000' signed=True username='XXX'","person_id='F11111111' broker_id='XAXAX' account_id='12345678' signed=True username='xxxxx'"]} < {"type": "SystemEvent", "ret": {"ResponseCode": 0, "Code": 0, "Message": "host '203.66.91.161:80', IP 203.66.91.161:80 (host 1 of 1) (host connection attempt 1 of 1) (total connection attempt 1 of 1)", "Description": "Session up"}}'"]} > {"cmd":"ActivateCa","params":{"PersonId":"XXXXXXX","CaPasswd":"XXXXXXX","ActivateCa":"......."}} < {"type":"response","cmd":"ActivateCa","ret":true} > {"cmd":"OrderFutures","params":{"code":"MXFL1","price":17880.0,"quantity":1,"action":"Sell","price_type":"LMT","order_type":"IOC","octype":"DayTrade"}} < {"type":"response","cmd":"OrderFutures","ret":true} < {"type":"TradeEvent","ret":{"contract":{"code":"MXFL1","symbol":"MXF202112","name":"AAAAAAAA","category":"MXF","delivery_month":"202112","delivery_date":"2021\/12\/15","underlying_kind":"I","unit":1,"limit_up":19637.0,"limit_down":16067.0,"reference":17852.0,"update_date":"2021\/11\/22"},"status":{"id":"5e1943de","status":"PendingSubmit","status_code":" ","order_datetime":"2021-11-22 11:04:19","deals":[]},"order":{"action":"Sell","price":17880.0,"quantity":1,"id":"5e1943de","seqno":"762613","account":{"account_type":"F","person_id":"XXXXXXX","broker_id":"XXXXXXX","account_id":"XXXXXXX","signed":true},"ca":"........","price_type":"LMT","order_type":"IOC","octype":"DayTrade"}}} < {"type":"OderEvent","ret":["FORDER",{"operation":{"op_type":"New","op_code":"00","op_msg":""},"order":{"id":"5e1943de","seqno":"762613","ordno":"t00Gw","account":{"account_type":"F","person_id":"","broker_id":"XXXXXXX","account_id":"3918061","signed":true},"action":"Sell","price":17880.0,"quantity":1,"order_type":"IOC","market_type":"Day","oc_type":"DayTrade","subaccount":""},"status":{"id":"5e1943de","exchange_ts":1637550559,"modified_price":0.0,"cancel_quantity":0,"order_quantity":1},"contract":{"security_type":"FUT","code":"MXF","exchange":"TIM","delivery_month":"XXXXXXX","delivery_date":"","strike_price":0.0,"option_right":"Future"}}]} < {"type":"OderEvent","ret":["FORDER",{"operation":{"op_type":"Cancel","op_code":"00","op_msg":""},"order":{"id":"5e1943de","seqno":"762613","ordno":"t00Gw","account":{"account_type":"F","person_id":"","broker_id":"XXXXXXX","account_id":"3918061","signed":true},"action":"Sell","price":17880.0,"quantity":1,"order_type":"IOC","market_type":"Day","oc_type":"DayTrade","subaccount":""},"status":{"id":"5e1943de","exchange_ts":1637550559,"modified_price":0.0,"cancel_quantity":1,"order_quantity":1},"contract":{"security_type":"FUT","code":"MXF","exchange":"TIM","delivery_month":"XXXXXXX","delivery_date":"","strike_price":0.0,"option_right":"Future"}}]} ``` ### 安全事項免責聲明 1. 目前系統設計皆未使用加密連線，請自行做好安全控管。 2. 任何使用本程式不擔保任何損失且皆與本系統無關請自己負責。 3. 不擔保其正確性、即時性或完整性。
