委託回報內容

回報的接收方式見 委託回報。以下是證券委託回報的欄位。

PythonC#

set_order_callback 的第一個參數是 stat，第二個參數 msg 是下面這個物件。證券委託的 stat 為 OrderState.StockOrder。

{
    "operation": {
        "op_type": "Cancel",
        "op_code": "",
        "op_msg": ""
    },
    "order": {
        "action": "Buy",
        "price": "56.0",
        "quantity": "5",
        "order_type": "ROD",
        "price_type": "LMT",
        "order_cond": "Cash",
        "order_lot": "Common",
        "custom_field": "Test"
    },
    "status": {
        "modified_price": "56.0",
        "cancel_quantity": "1000",
        "order_quantity": "0"
    },
    "contract": {
        "security_type": "STK",
        "exchange": "TSE",
        "code": "0050",
        "symbol": "TSE0050",
        "name": "元大台灣50",
        "currency": "TWD"
    }
}

OrderState.StockOrder - {
    "stat": "SORDER",
    "msg": {
        "operation": {
            "op_type": "Cancel",
            "op_code": "",
            "op_msg": ""
        },
        "order": {
            "id": "",
            "seqno": 355251,
            "ordno": "CP354",
            "account": "<your-account-info>",
            "action": "Buy",
            "price": "56.0",
            "quantity": "5",
            "order_type": "ROD",
            "price_type": "LMT",
            "order_cond": "Cash",
            "order_lot": "Common",
            "custom_field": "Test"
        },
        "status": {
            "id": "",
            "exchange_ts": "113842123",
            "modified_price": "56.0",
            "cancel_quantity": "1000",
            "order_quantity": "0",
            "web_id": ""
        },
        "contract": {
            "security_type": "STK",
            "exchange": "TSE",
            "code": "0050",
            "symbol": "TSE0050",
            "name": "元大台灣50",
            "currency": "TWD"
        }
    }
}

欄位

operation

op_type (string): {
        "New": 新單, 
        "Cancel": 刪單,  
        "UpdatePrice": 改價, 
        "UpdateQty": 改量
    }
op_code (string): {"00": 成功, others: 失敗}
op_msg (string): 錯誤訊息

order

id (string): 與成交回報的trade_id相同
seqno (string): 平台單號
ordno (string): 委託單號
account (dict): 帳號資訊
action (string): 買賣別 {Buy, Sell}
price (float or int): 委託價格
quantity (int): 委託數量
order_type (string): 委託類別 {ROD, IOC, FOK}
price_type (string): {LMT: 限價, MKT: 市價, MKP: 範圍市價}
order_cond (string): {
            Cash: 現股, 
            MarginTrading: 融資, 
            ShortSelling: 融券
        }
order_lot (string): {
            Common: 整股, 
            Fixing: 定盤, 
            Odd: 盤後零股, 
            IntradayOdd: 盤中零股
        }
custom_field (string): 自訂欄位

status

id (string): 與成交回報的trade_id相同
exchange_ts (float): 交易所時間
modified_price (float or int): 改價
cancel_quantity (int): 取消數量
order_quantity (int): 委託數量
web_id (string): 下單平台代碼

contract

security_type (string): 商品類別
exchange (string): 交易所
code (string): 商品代碼
symbol (string): 符號
name (string): 商品名稱
currency (string): 幣別

成交回報

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