RR_RealReport
即時回報訂閱
回傳:
登入即訂閱,結果請從回應事件OnResponse接收
Output Parameters
RealReport 即時回報物件
| Name | Type | Description | Memo |
|---|---|---|---|
| Account | string | 帳號 | |
| RptType | byte | 回報類別 | 50:股票委託 51:股票成交 2:期貨委託 3:期貨成交 4:期貨價差成交回報 5:期貨委託減量取消 10:選擇權委託回報 11:單式成交回報 12:複式成交回報 13:選擇權減量取消回報 21:組合拆解回報 22:改變新/平倉回報 30:海外期貨委託 31:海外期貨成交 |
| OrderNo | string | 委託單號 | |
| MarketNo | enumMarketType | 市場代碼 | 參考列舉物件-市場類別 |
| CompanyNo | string | 商品代碼 | 2854、05311 FITX 200709 URO200709 FIGTL7/C8 TXO09000T7 TXO08000/08100U7 |
| StkCName | string | 商品名稱 | |
| OrderDate | TYuantaDate | 交易日 | 參考物件-日期物件 |
| OrderTime | TYuantaTime | 交易時間 | 參考物件-時間物件 委託時間 / 成交時間 |
| OrderType | string | 委託種類 | 現貨 0:普通 1,3:資 2,4:券 5,6:借券(賣出) 期權 M:市價 L:限價 P:範圍市價 海外期 LMT:限價單 MKT:市價單 STP:停損單 SWL:停損限價單 CXL:取消單 |
| BS | string | 買賣別 | B:買 S:賣 |
| Price | double | 價格 | 委託價 / 成交價 例:23.50、1.0585 0000125 → 23.5(海外期) |
| TouchPrice | double | 停損執行價 | |
| BeforeQty | int | 改量前數量 | |
| OrderQty | int | 數量 | 委託股數 / 成交股數 |
| OpenOffsetKind | string | 新增 / 沖銷別 | 期貨 0:新增 1:沖銷 2:新倉且當日沖銷單 選擇權 0:新增 1:沖銷 |
| DayTrade | string | 當沖記號 | 證券: ' ' 或 X 期權: ' ' 或 Y |
| OrderCond | string | 委託條件 | 證券 0:ROD 3:IOC 4:FOK 期權 R:ROD I:IOC F:FOK 海外期 0:DAY 1:FOK 2:IOC N:非GTC單 |
| OrderErrorNo | string | 錯誤碼 | P201 證券錯誤碼改5碼,使用另一欄位 |
| TradeKind | byte | 交易性質 | 現貨 1:B 2:S 3:改量 4:取消 5:查詢 6:改價 9:交易所主動刪單 期權 1:新增 2:減量 3:取消 5:查詢 6:改價 |
| APCode | byte | 委託類別 | 現貨 0:現股 2:零股 4:盤中零股 7:盤後 99:興櫃 組合拆解回報 83:拆解 67:組合 改變新/平倉回報 83:新轉平 79:平轉新 |
| BasketNo | string | 一籃子下單編號 | |
| OrderStatus | short | 狀態碼 | 0:委託成功 1:委託失敗 2:取消成功 3:取消失敗 4:減量成功 5:減量失敗 6:查詢成功 7:查詢失敗 8:已成交 10:組合成功 11:拆解成功 12:平轉新 13:新轉平 18:委託收到 19:取消收到 20:改價成功 21:改價失敗 23:取消成交 24:委託失效 25:價穩失效 |
| StkType1 | byte | 屬性1 | Bit1:管理商品 Bit2:交易記號 Bit3:受益憑證 Bit4:ETF商品 Bit5:權證記號 Bit6:特別股 Bit7:存託憑證 Bit8:外國股票 |
| StkType2 | byte | 屬性2 | Bit1:可轉換公司債 Bit2:附認股權公司債 Bit3:警示股 Bit4:指數記號 Bit5:期貨 Bit6:個股選擇權 Bit7:指數選擇權 Bit8:保留 |
| BelongMarketNo | byte | 所屬市場代碼 | |
| BelongStkCode | string | 所屬股票代碼 | |
| SeqNo | uint | 成交序號 | 股票/期貨成交單使用 (複委託、國際期為0) 若 OrderStatus=25 且 StkErrCode=13051、19351,此欄位帶入成交數量 |
| PriceType | string | 價格型態 | 僅證券使用 1:市價 2:限價 H:漲停 L:跌停 -:平盤 |
| StkErrorNo | string | 證券回報錯誤碼 | 證券回報錯誤碼 |
範例
引用元件
import os, time, datetime, struct, pathlib, sys
from datetime import datetime
from pathlib import Path
from pythonnet import load
load("coreclr")
import clr, System
##透過Clr引用系統標準函式
clr.AddReference('System.Collections')
from System.Collections.Generic import List
##宣告增加模組、DLL的路徑(windows可抓取當前路徑 Linux跟MAC需指定路徑)
sys.path.append(Path(pathlib.Path(__file__).parent.resolve()))
if sys.platform == "win32":
os.add_dll_directory(Path(pathlib.Path(__file__).parent.resolve()))
##透過Clr引用YuantaSparkAPI.dll
##pythonnet引用元件不用加附檔名
try:
clr.AddReference("YuantaSparkAPI")
except Exception as e:
print(f"Error loading YuantaSparkAPI: {e}")
from YuantaOneAPI import YuantaSparkAPITrader, enumLogType, enumQuoteIndexType, enumMarketType, enumEnvironmentMode, enumQuoteFiveTickIndexType
# 建立 API 物件
objYuantaSparkAPI = YuantaSparkAPITrader()
objYuantaSparkAPI.SetLogType(enumLogType.COMMON)
using System;
using System.Collections.Generic;
using System.Text;
using System.Threading;
using YuantaOneAPI;
YuantaSparkAPITrader objYuantaSparkAPI = new YuantaSparkAPITrader();
string Account = "S98875005091";
string Password = "1234";
enumEnvironmentMode enumEvenMode = enumEnvironmentMode.UAT;
objYuantaSparkAPI.OnResponse += objApi_OnResponse;
objYuantaSparkAPI.SetLogType(enumLogType.ALL);
objYuantaSparkAPI.Open(enumEvenMode);
Thread.Sleep(1000);
objYuantaSparkAPI.Login(Account, Password);
Thread.Sleep(1000);
Onresponse
def on_response(intMark, dwIndex, strIndex, objHandle, objValue):
try:
result = ''
match intMark:
case 0: # 系統回應資訊
result = str(objValue)
case 1: # 查詢回應資訊
match strIndex:
case 'Login':
loginResult = objValue
status = loginResult.LoginStatus
strMsgCode = status.MsgCode # 訊息代碼
strMsgContent = status.MsgContent # 訊息內容
intCount = status.Count # 筆數
result = '{0},{1},帳號筆數:{2}\r\n'.format(strMsgCode,strMsgContent, str(intCount))
if strMsgCode == '0001' or strMsgCode == '00001' or intCount > 0 :
for i in objValue.LoginList:
result += f"{i.Account},{i.Name},{i.InvestorID},{i.SellerNo}\n"
case 2: # 訂閱回應資訊
match strIndex:
case 'RR_RealReport':
# 即時回報
realReport = objValue
result += '即時回報:\r\n'
#yuantaDate = TYuantaDate()
yuantaDate = realReport.OrderDate
date= '{0}/{1}/{2}'.format(yuantaDate.ushtYear, yuantaDate.bytMon, yuantaDate.bytDay)
#yuantaTime = TYuantaTime()
yuantaTime = realReport.OrderTime
time= '{0}:{1}:{2}.{3}'.format(str(yuantaTime.bytHour), str(yuantaTime.bytMin), str(yuantaTime.bytSec), str(yuantaTime.ushtMSec))
result += '{0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10},{11},{12},{13},{14},{15},{16},{17},{18},{19},{20},{21},{22},{23},{24},{25},{26},{27},{28}\r\n'.format(
realReport.Account,str(realReport.RptType),realReport.OrderNo,str(realReport.MarketNo),realReport.CompanyNo,realReport.StkCName,date,time,realReport.OrderType,realReport.BS,str(realReport.Price),
str(realReport.TouchPrice),str(realReport.BeforeQty),str(realReport.OrderQty),realReport.OpenOffsetKind,realReport.DayTrade,realReport.OrderCond,realReport.OrderErrorNo,str(realReport.TradeKind),
str(realReport.APCode),realReport.BasketNo,str(realReport.OrderStatus),str(realReport.StkType1),str(realReport.StkType2),str(realReport.BelongMarketNo),realReport.BelongStkCode,str(realReport.SeqNo),
realReport.PriceType,realReport.StkErrorNo)
# 輸出結果
if result:
print('##================================================##\n')
print(result)
except Exception as error:
print(f"處理回應時發生錯誤: {error}")
objYuantaSparkAPI.OnResponse += on_response
#測試環境帳號:UAT 正式環境:PROD
objYuantaSparkAPI.Open(enumEnvironmentMode.UAT)
time.sleep(2)
objYuantaSparkAPI.Login('S98875005091', '1234')
time.sleep(2)
# 保持程式運行
while True:
time.sleep(1)
void objApi_OnResponse(int intMark, uint dwIndex, string strIndex, object objHandle, object objValue)
{
try
{
string strResult = "";
if (intMark == 0)
{
Console.WriteLine(Convert.ToString(objValue));
return;
}
if (intMark == 1)
{
if (strIndex == "Login")
{
var result = (LoginResult)objValue;
string strMsgCode = result.LoginStatus.MsgCode;
string strMsgContent = result.LoginStatus.MsgContent;
int intCount = result.LoginStatus.Count;
strResult += $"{strMsgCode}, {strMsgContent}{Environment.NewLine}";
if (strMsgCode == "0001" || strMsgCode == "00001")
{
strResult += $"帳號筆數: {intCount.ToString()}{Environment.NewLine}";
result.LoginList.ForEach(r => strResult += $"{r.Account},{r.Name},{r.InvestorID},{r.SellerNo}\r\n");
}
else
{
Account = "";
}
Console.WriteLine("\n======================");
Console.WriteLine(strResult.ToString());
Console.WriteLine("======================\n");
return;
}
}
if (intMark == 2)
{
if (strIndex == "RR_RealReport")
{
var report = (YuantaOneAPI.RealReport)objValue;
try
{
strResult += "===============\r\n即時回報(訂閱結果)\r\n===============\r\n";
strResult += $"帳號:{report.Account},回報類別:{report.RptType},委託單號:{report.OrderNo},{report.MarketNo},{report.CompanyNo},{report.StkCName},";
TYuantaDate yuantaDate = report.OrderDate;
strResult += String.Format("{0}/{1}/{2}", yuantaDate.ushtYear, yuantaDate.bytMon, yuantaDate.bytDay) + ",";
TYuantaTime yuantaTime = report.OrderTime;
strResult += String.Format("{0}:{1}:{2}.{3}", yuantaTime.bytHour, yuantaTime.bytMin, yuantaTime.bytSec, yuantaTime.ushtMSec) + ",";
strResult += $"{report.OrderType},{report.BS},{report.Price},{report.TouchPrice},{report.BeforeQty},{report.OrderQty},{report.OpenOffsetKind}," +
$"{report.DayTrade},{report.OrderCond},{report.OrderErrorNo},{report.TradeKind},{report.APCode},{report.BasketNo},{report.OrderStatus},{report.StkType1}," +
$"{report.StkType2},{report.BelongMarketNo},{report.BelongStkCode},{report.SeqNo},{report.PriceType},{report.StkErrorNo}\r\n";
}
catch
{
strResult = "";
}
Console.WriteLine("\n======================");
Console.WriteLine(strResult);
Console.WriteLine("======================\n");
return;
}
Console.WriteLine($"[{strIndex}] {Convert.ToString(objValue)}");
}
}
catch (Exception exc)
{
Console.WriteLine("OnResponse Error: " + exc.Message);
}
}
Response Body
{
"Result": {
"RealReportList": [
{
"Account": "S98875400007",
"RptType": "50",
"OrderNo": "f0440",
"MarketNo": "TWSE",
"CompanyNo": "2330",
"StkCName": "台積電",
"OrderDate": "2025/12/1",
"OrderTime": "13:8:7.377",
"OrderType": "0",
"BS": "B",
"Price": "0.0",
"TouchPrice": "0.0",
"BeforeQty": "0",
"OrderQty": "2000",
"OpenOffsetKind": "",
"DayTrade": "",
"OrderCond": "0",
"OrderErrorNo": "",
"TradeKind": "1",
"APCode": "0",
"BasketNo": "",
"OrderStatus": "0",
"StkType1": "0",
"StkType2": "0",
"BelongMarketNo": "1",
"BelongStkCode": "100026",
"SeqNo": "0",
"PriceType": "1",
"StkErrorNo": "00000"
}
]
}
}