Shioaji touch order extension

Touchprice is an extension feature of Shioaji. Using the conditions to trigger placing order.

Installation

pip install touchprice

Quickstarts

Just import our API library like other popular python library and adding Shioaji to start using the feature of touchprice.

import touchprice as tp
import shioaji as sj

api = sj.Shioaji()
api.login("YOUR_API_KEY", "YOUR_SECRET_KEY")
api.activate_ca(CA_PATH, CA_USERID, CA_PASSWORD)
touch = tp.TouchOrderExecutor(api)

Condition

TouchOrderCond contains touch condition and order condition.

Set touch condition

touch_cmd = 
    tp.TouchCmd(
        code="2890", 
        close = tp.Price(price=11.0, trend="Up")
    )

TouchCmd arg:

• code: str,
• close: condition.Price = None,
• buy_price: condition.Price = None,
• sell_price: condition.Price = None,
• high: condition.Price = None,
• low: condition.Price = None,
• volume: condition.Qty = None,
• total_volume: condition.Qty = None,
• ask_volume: condition.Qty = None,
• bid_volume: condition.Qty = None,

Price arg

• price: float = 0.0,
• trend: constant.Trend = 'Equal' ('Up', 'Down', 'Equal')
• price_type: constant.PriceType = 'LimitPrice' ('LimitPrice', 'LimitUp', 'Unchanged', 'LimitDown ')

Qty arg

• qty: int,
• trend: constant.Trend = 'Equal' ('Up', 'Down', 'Equal')

Set order condition

order_cmd = tp.OrderCmd(
    code="2890",
    order = sj.Order(
        action="Buy",
        price=10,
        quantity=1,
        order_type="ROD",
        price_type="LMT",)
    )

OrderCmd arg

• code: str
• order: shioaji.order.Order

Add condition to order

condition = tp.TouchOrderCond(
                touch_cmd = touch_cmd, 
                order_cmd = order_cmd
            )
touch.add_condition(condition)

Delete condition

touch.delete_condition(condition)

Show condition

If not set code can show all conditions, else just show coditions of code.

touch.show_condition(code)

Disclaimer

The package are used at your own risk.