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

Navigation 功能導覽

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

Quick Start 快速入門

Installation 安裝

pip

pip install shioaji

uv (recommended 推薦)

uv add shioaji

with speed optimization 速度優化版

uv add shioaji --extra speed

Docker

docker run -it sinotrade/shioaji:latest

import shioaji as sj

api = sj.Shioaji()

Login with API Key 使用 API Key 登入

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)

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

Simulation Mode 模擬模式

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

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

Simple Order Example 簡單下單範例

Get contract 取得合約

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

Create order 建立訂單

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

trade = api.place_order(contract, order)

Common Constants 常用常數

Action 買賣方向

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

Stock Price Type 股票價格類型

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

Futures Price Type 期貨價格類型

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

Order Type 委託條件

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

Stock Order Lot 股票交易單位

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

Order Condition 信用交易條件

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

Quote Type 報價類型

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

Account Objects 帳戶物件

Stock account 股票帳戶

api.stock_account

Futures account 期貨帳戶

api.futopt_account

List all accounts 列出所有帳戶

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

Common Patterns 常用模式

Subscribe Market Data 訂閱行情

Subscribe tick data 訂閱逐筆成交

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

Subscribe bidask 訂閱五檔

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

Set callback 設定回調

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

Query Positions 查詢持倉

Stock positions 股票持倉

positions = api.list_positions(api.stock_account)

Futures positions 期貨持倉

positions = api.list_positions(api.futopt_account)

Cancel Order 刪單

api.cancel_order(trade)

Update Order 改單

Change price 改價

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

Reduce quantity 減量 (can only reduce 只能減少)

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

Error Handling 錯誤處理

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

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

Logout 登出

api.logout()

shioaji

Safety Notice

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