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 |
| Watchlist 自選股 | WATCHLIST.md | Custom stock lists management 自選股清單管理 |
| 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 |
Routing Guide 路由指引
Use this to decide which reference file(s) to read based on user intent. For most tasks, load only 1-2 files. 根據使用者意圖決定載入哪個參考檔案，大部分情境只需載入 1-2 個檔案。
| User Intent 使用者意圖 | Load File 載入檔案 |
|---|---|
| First-time setup, install, login, API key, CA certificate, simulation 首次設定/安裝/登入/金鑰/憑證/模擬 | references/PREPARE.md |
| Get contract object, list stocks/futures/options, contract attributes 取得合約/列出股票期貨選擇權/合約屬性 | references/CONTRACTS.md |
| Place, modify, cancel orders (stock/futures/options), combo orders, order callbacks 下單/改單/刪單/組合單/委託回報 | references/ORDERS.md |
| Reserve shares for disposition/attention stocks 處置股/注意股預收券款 | references/RESERVE.md |
| Subscribe real-time quotes, tick/bidask callbacks, event handling 訂閱即時行情/Tick/五檔回調/事件處理 | references/STREAMING.md |
| Historical ticks/kbars, snapshots, credit enquiries, short sources, scanners 歷史Tick/K線/快照/資券/券源/掃描器 | references/MARKET_DATA.md |
| Account balance, margin, positions, P&L, settlements, trading limits 帳務餘額/保證金/持倉/損益/交割/額度 | references/ACCOUNTING.md |
| Custom watchlist CRUD, sync contracts 自選股清單管理/同步合約 | references/WATCHLIST.md |
| Non-blocking mode, quote binding, stop orders 非阻塞模式/報價綁定/觸價委託 | references/ADVANCED.md |
| Errors, connection issues, rate limits, environment config 錯誤/連線問題/速率限制/環境設定 | references/TROUBLESHOOTING.md |
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:latestLogin & Activate CA 登入與憑證啟用
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()