Sinotrade

Use this skill whenever the user works with Shioaji, SinoPac (永豐金), or Taiwan financial markets (TWSE/TPEX/TAIFEX) — even if they don't name the library. Covers all access layers: Python binding (sync/async), `shioaji` CLI, HTTP API server with SSE streaming, dashboard with custom-app embedding, and multi-language HTTP clients (JavaScript/TypeScript, Go, C/C++, C#, Rust, Java/Kotlin). Tasks covered: place/modify/cancel stock/futures/options orders (limit, market, ROD/IOC/FOK, margin, short, odd-lot, combo); real-time streaming (tick, bidask, quote) via Python callbacks or HTTP SSE; historical kbars/ticks/snapshots; account balance/margin/positions/P&L; watchlists, scanners, reserve orders; building HTTP/SSE clients in any language against the Shioaji server. Trigger keywords: shioaji, sinopac, 永豐金, 台股, TWSE, TPEX, TAIFEX, 下單, 即時行情, 台灣股票交易, shioaji CLI, shioaji server, SSE streaming. Not for: US/HK markets, Interactive Brokers, generic ta-lib/pandas indicators unless paired with Shioaji data.

Use this skill whenever the user works with Shioaji, SinoPac (永豐金), or Taiwan financial markets (TWSE/TPEX/TAIFEX) — even if they don't name the library. Covers all access layers: Python binding (sync/async), `shioaji` CLI, HTTP API server with SSE streaming, dashboard with custom-app embedding, and multi-language HTTP clients (JavaScript/TypeScript, Go, C/C++, C#, Rust, Java/Kotlin). Tasks covered: place/modify/cancel stock/futures/options orders (limit, market, ROD/IOC/FOK, margin, short, odd-lot, combo); real-time streaming (tick, bidask, quote) via Python callbacks or HTTP SSE; historical kbars/ticks/snapshots; account balance/margin/positions/P&L; watchlists, scanners, reserve orders; building HTTP/SSE clients in any language against the Shioaji server. Trigger keywords: shioaji, sinopac, 永豐金, 台股, TWSE, TPEX, TAIFEX, 下單, 即時行情, 台灣股票交易, shioaji CLI, shioaji server, SSE streaming. Not for: US/HK markets, Interactive Brokers, generic ta-lib/pandas indicators unless paired with Shioaji data.