Quotation System Analysis
SolPYAPI
After downloading the Python module from MasterLink, install the quotation system using the following command:
pip install .\MasterLink_PythonAPI\SolPYAPI\PY_TradeD-0.1.15-py3-none-any.whl
tip
At the time of use, the package version was 0.1.15.
Official Technical Documentation
Core Modules
We have deconstructed the MasterLink Python module into the following core modules:
ProductBasic
This class is used to record and return stock-related information.
Click to expand object properties
| No. | Field Name | Data Type | Format | Description |
|---|---|---|---|---|
| 1 | Exchange | str | Exchange (TWSE, TAIFEX) | |
| 2 | Symbol | str | Product Code (TWSE, TAIFEX) | |
| 3 | Category | str | Product Category (TWSE, TAIFEX) | |
| 4 | TodayRefPrice | str | Reference Price (TAIFEX) | |
| 5 | RiseStopPrice | str | Upper Limit Price (TWSE, TAIFEX) | |
| 6 | FallStopPrice | str | Lower Limit Price (TWSE, TAIFEX) | |
| 7 | ChineseName | str | UTF-8 | Product Chinese Name (TWSE) |
| 8 | PreTotalMatchQty | str | Previous Trading Day Total Volume (TWSE, TAIFEX) | |
| 9 | PreTodayRefPrice | str | Previous Trading Day Reference Price (TWSE, TAIFEX) | |
| 10 | PreClosePrice | str | Previous Trading Day Closing Price (TWSE, TAIFEX) | |
| 11 | IndustryCategory | str | Industry Category (TWSE) | |
| 12 | StockCategory | str | Stock Category (TWSE) | |
| 13 | BoardRemark | str | Board Remark (TWSE) | |
| 14 | ClassRemark | str | Class Remark (TWSE) | |
| 15 | StockAnomalyCode | str | Stock Anomaly Code (TWSE) | |
| 16 | NonTenParValueRemark | str | Non-10 Par Value Remark (TWSE) | |
| 17 | AbnormalRecommendationIndicator | str | Abnormal Recommendation Indicator (TWSE) | |
| 18 | AbnormalSecuritiesIndicator | str | Abnormal Securities Indicator (TWSE) | |
| 19 | DayTradingRemark | str | Day Trading Remark (TWSE) | |
| 20 | TradingUnit | str | Trading Unit (TWSE) | |
| 21 | TickSize | str | Minimum Tick Size (TWSE) | |
| 22 | prodKind | str | Contract Type (TAIFEX) | |
| 23 | strikePriceDecimalLocator | str | Strike Price Decimal Locator (TAIFEX) | |
| 24 | PreTotalTradingAmount | str | Previous Trading Day Total Amount (TWSE) | |
| 25 | DecimalLocator | str | Price Decimal Locator (TAIFEX) | |
| 26 | BeginDate | str | YYYYMMDD | Listing Date (TAIFEX) |
| 27 | EndDate | str | YYYYMMDD | Delisting Date (TAIFEX) |
| 28 | FlowGroup | str | Flow Group (TAIFEX) | |
| 29 | DeliveryDate | str | YYYYMMDD | Last Settlement Date (TAIFEX) |
| 30 | DynamicBanding | str | Y: Applicable, N: Not Applicable, Dynamic Price Stabilization (TAIFEX) | |
| 31 | ContractSymbol | str | Contract Symbol (TAIFEX) | |
| 32 | ContractName | str | Contract Chinese Name (TAIFEX) | |
| 33 | StockID | str | Underlying Stock Code (TAIFEX) | |
| 34 | StatusCode | str | N: Normal, P: Trading Halt, U: To be Listed, Status Code (TAIFEX) | |
| 35 | Currency | str | Currency (TAIFEX) | |
| 36 | AcceptQuoteFlag | str | Accept Quote Flag (TAIFEX) | |
| 37 | BlockTradeFlag | str | Y: Yes, N: No, Block Trade Flag (TAIFEX) | |
| 38 | ExpiryType | str | S: Standard, W: Weekly, Expiry Type (TAIFEX) | |
| 39 | UnderlyingType | str | E S: Underlying Type (TAIFEX) | |
| 40 | MarketCloseGroup | str | Market Close Group (TAIFEX) | |
| 41 | EndSession | str | 0: Regular Trading Session, 1: After-Hours Trading Session (TAIFEX) | |
| 42 | isAfterHours | str | 0: Morning Session, 1: Afternoon Session (TAIFEX) |
ProductTick
Real-time transaction details.
Click to expand object properties
| No. | Field Name | Data Type | Format | Description |
|---|---|---|---|---|
| 1 | Exchange | str | Exchange (TWSE, TAIFEX) | |
| 2 | Symbol | str | Product Code (TWSE, TAIFEX) | |
| 3 | MatchTime | str | %H:%M:%S.%f | Transaction Data Time (TWSE, TAIFEX) |
| 4 | OrderBookTime | str | %H:%M:%S.%f | Order Book Data Time (TWSE, TAIFEX) |
| 5 | TxSeq | str | Exchange Sequence Number (Transaction Data) (TWSE, TAIFEX) | |
| 6 | ObSeq | str | Exchange Sequence Number (Order Book Data) (TWSE, TAIFEX) | |
| 7 | IsTxTrail | bool | 0: Non-Trail, 1: Trail, Is Transaction Trail Data (TWSE, TAIFEX) | |
| 8 | Is5QTrial | bool | 0: Non-Trail, 1: Trail, Is Order Book Trail Data (TWSE, TAIFEX) | |
| 9 | IsTrail | bool | 0: Non-Trail, 1: Trail, Is Trail Data (TWSE, TAIFEX) | |
| 10 | DecimalLocator | str | Decimal Locator for Price Field (TAIFEX) | |
| 11 | MatchPrice | str | Transaction Price (TWSE, TAIFEX) | |
| 12 | MatchQty | str | Product Transaction Volume (TAIFEX) | |
| 13 | MatchPriceList | list | Multiple Transaction Prices for One Market Quote (TWSE, TAIFEX) | |
| 14 | MatchQtyList | list | Multiple Transaction Volumes for One Market Quote (TWSE, TAIFEX) | |
| 15 | MatchBuyCount | str | Accumulated Buy Transaction Count (TAIFEX) | |
| 16 | MatchSellCount | str | Accumulated Sell Transaction Count (TAIFEX) | |
| 17 | TotalMatchQty | str | Total Product Transaction Volume (TWSE, TAIFEX) | |
| 18 | TotalTradingAmount | str | Total Product Transaction Amount (TWSE, TAIFEX) | |
| 19 | TradingUnit | str | Trading Unit (TWSE, TAIFEX) | |
| 20 | DayHigh | str | Day High Price (TWSE, TAIFEX) | |
| 21 | DayLow | str | Day Low Price (TWSE, TAIFEX) | |
| 22 | RefPrice | str | Reference Price (TWSE) | |
| 23 | BuyPrice | list | Order Book Buy Price (TWSE, TAIFEX) | |
| 24 | BuyQty | list | Order Book Buy Quantity (TWSE, TAIFEX) | |
| 25 | SellPrice | list | Order Book Sell Price (TWSE, TAIFEX) | |
| 26 | SellQty | list | Order Book Sell Quantity (TWSE, TAIFEX) | |
| 27 | AllMarketAmount | str | Total Market Transaction Amount (TWSE) | |
| 28 | AllMarketVolume | str | Total Market Transaction Volume (TWSE) | |
| 29 | AllMarketCnt | str | Total Market Transaction Count (TWSE) | |
| 30 | AllMarketBuyCnt | str | Total Market Buy Order Count (TWSE) | |
| 31 | AllMarketSellCnt | str | Total Market Sell Order Count (TWSE) | |
| 32 | AllMarketBuyQty | str | Total Market Buy Order Quantity (TWSE) | |
| 33 | AllMarketSellQty | str | Total Market Sell Order Quantity (TWSE) | |
| 34 | IsFixedPriceTransaction | str | Fixed Price Transaction (TWSE) | |
| 35 | OpenPrice | str | Opening Price (TWSE, TAIFEX) | |
| 36 | FirstDerivedBuyPrice | str | First Derived Buy Price (TAIFEX) | |
| 37 | FirstDerivedBuyQty | str | First Derived Buy Quantity (TAIFEX) | |
| 38 | FirstDerivedSellPrice | str | First Derived Sell Price (TAIFEX) | |
| 39 | FirstDerivedSellQty | str | First Derived Sell Quantity (TAIFEX) | |
| 40 | TotalBuyOrder | str | Accumulated Buy Order Count (TAIFEX) | |
| 41 | TotalBuyQty | str | Accumulated Buy Order Quantity (TAIFEX) | |
| 42 | TotalSellOrder | str | Accumulated Sell Order Count (TAIFEX) | |
| 43 | TotalSellQty | str | Accumulated Sell Order Quantity (TAIFEX) | |
| 44 | ClosePrice | str | Closing Price (TAIFEX) | |
| 45 | SettlePrice | str | Settlement Price (TAIFEX) |
RCode
This class is used to record the error codes returned by the quotation system.
Click to expand object properties
| Value | Name | Description |
|---|---|---|
| 0 | OK | Success |
| 1 | SOLCLIENT_WOULD_BLOCK | API call would block but request is non-blocking |
| 2 | SOLCLIENT_IN_PROGRESS | API call is in progress (non-blocking mode) |
| 3 | SOLCLIENT_NOT_READY | API cannot complete as the object is not ready |
| 4 | SOLCLIENT_EOS | Next operation on structured container returned EOS |
| 5 | SOLCLIENT_NOT_FOUND | Named field not found in MAP lookup |
| 6 | SOLCLIENT_NOEVENT | No events to process in the context |
| 7 | SOLCLIENT_INCOMPLETE | API call completed some but not all requested functions |
| 8 | SOLCLIENT_ROLLBACK | Commit() returns this value when a transaction is rolled back |
| 9 | SOLCLIENT_EVENT | SolClient session event |
| 10 | CLIENT_ALREADY_CONNECTED | Connection already established |
| 11 | CLIENT_ALREADY_DISCONNECTED | Connection already disconnected |
| 12 | ANNOUNCEMENT | Announcement message |
| -1 | FAIL | Failure |
| -2 | CONNECTION_REFUSED | Connection refused |
| -3 | CONNECTION_FAIL | Connection failed |
| -4 | ALREADY_EXISTS | Target object already exists |
| -5 | NOT_FOUND | Target object not found |
| -6 | CLIENT_NOT_READY | Connection not ready |
| -7 | USER_SUBSCRIPTION_LIMIT_EXCEEDED | Subscription limit exceeded |
| -8 | USER_NOT_APPLIED | Not applied |
| -9 | USER_NOT_VERIFIED | Not verified |
| -10 | USER_VERIFICATION_FAIL | Verification failed |
| -11 | SUBSCRIPTION_FAIL | Subscription failed |
| -12 | RECOVERY_FAIL | Recovery failed |
| -13 | DOWNLOAD_PRODUCT_FAIL | Failed to download basic data file |
| -14 | MESSAGE_HANDLER_FAIL | Message handling error |
| -15 | FUNCTION_SUBSCRIPTION_LIMIT_EXCEEDED | Function subscription limit exceeded |
| -16 | USER_NOT_VERIFIED_TWSE | Not verified TWSE |
| -17 | USER_NOT_VERIFIED_TAIFEX | Not verified TAIFEX |
| -18 | USER_NOT_VERIFIED_TWSE_TAIFEX | Not verified TWSE & TAIFEX |
| -9999 | UNKNOWN_ERROR | Unknown error |
MarketDataMart
This is an entry point in the quotation system, defining a few methods that trigger events such as transaction messages and order messages.
To use these methods, you must manually attach the corresponding event handlers.
| Event | Description |
|---|---|
| Fire_OnSystemEvent | System event notification |
| Fire_MarketDataMart_ConnectState | System connection status |
| Fire_OnUpdateBasic | Product basic data update |
| Fire_OnUpdateProductBasicList | Product basic data list update |
| Fire_OnUpdateLastSnapshot | Latest product snapshot update |
| Fire_OnMatch | Product transaction message |
| Fire_OnOrderBook | Product order message |
| Fire_OnUpdateTotalOrderQty | Product order quantity update |
| Fire_OnUpdateOptionGreeks | Option product Greeks update |
| Fire_OnUpdateOvsBasic | Overseas product basic data update |
| Fire_OnUpdateOvsMatch | Overseas product transaction data update |
| Fire_OnUpdateOvsOrderBook | Overseas product order book update |
Sol_D
This class takes an instance of the MarketDataMart class as input and passes it to the MasterQuoteDAPI class, creating another instance.
In the MasterQuoteDAPI implementation, the MarketDataMart instance is passed to the SolAPI class, creating yet another instance.
Well, these are their implementation methods, so we'll leave it at that.
In the Sol_D class, several commonly used methods are provided:
Sol_D.Login: Log inSol_D.DisConnect: Log outSol_D.Subscribe: Subscribe to product quotesSol_D.UnSubscribe: Unsubscribe from product quotes
Additionally, there are several event handlers that must be defined externally and attached using their specified methods:
Sol_D.Set_OnLogEvent: Set log event handlerSol_D.Set_OnInterruptEvent: Set system event handlerSol_D.Set_OnLoginResultEvent_DAPI: Set login result event handlerSol_D.Set_OnAnnouncementEvent_DAPI: Set announcement event handlerSol_D.Set_OnVerifiedEvent_DAPI: Set verification event handlerSol_D.Set_OnSystemEvent_DAPI: Set system event handlerSol_D.Set_OnUpdateBasic_DAPI: Set product basic data update event handlerSol_D.Set_OnMatch_DAPI: Set product transaction message event handler