sinotrade/shioaji

Overview

This skill is a concise guide for using Shioaji, SinoPac’s Python-based trading API for Taiwan markets. It explains how to connect, subscribe to streaming market data, place orders for stocks/futures/options, and use simulation mode for safe testing. The guide focuses on practical commands, common constants, and account management to speed up development of automated trading systems.

How this skill works

The guide walks through installation, login with API keys, activating CA certificates for live trading, and switching to simulation mode. It demonstrates subscribing to real-time ticks and bid/ask streams, querying account and position data, and creating, updating, or cancelling orders. Examples show important constants and common patterns so you can integrate market data and trade execution in production or backtest workflows.

When to use it

• When building an automated trading system for Taiwan stocks, futures, or options.
• When you need real-time market data (ticks, bid/ask) for strategy signals.
• When testing order flows safely using the simulation environment.
• When querying balances, margin, P&L, and trading limits programmatically.
• When implementing cross-platform deployments via Docker or Python.

Best practices

• Always activate the CA certificate before attempting live orders to avoid rejected trades.
• Start in simulation mode to validate logic and rate-limit handling before going live.
• Respect API rate limits: batch requests and cache static contract data.
• Use the provided constants for actions, price types, and order conditions to avoid typos.
• Register quote callbacks to process streaming data asynchronously and non-blocking.

Example use cases

• Subscribe to TSMC tick and bid/ask streams, feed data into a real-time signal engine.
• Place and manage limit or market orders for stock and futures with automated update/cancel logic.
• Build a simulator-based strategy tester that mirrors production order flows and positions.
• Automate end-of-day reconciliation: list positions, compute P&L, and export accounting data.
• Deploy the API within a Docker container for consistent cross-platform execution.