Crate rshioaji 

rshioaji - Rust Wrapper for Taiwan Shioaji API

A high-performance trading library with native event callbacks for Taiwan Shioaji API.

Features

• 🚀 High Performance: Built with Rust for excellent performance and memory safety
• 📡 Native Event Callbacks: Full Rust trait-based event callback system
• 🌐 Multi-platform: Supports macOS ARM64 and Linux x86_64
• ⚡ Async Support: Built on tokio for async operations
• 🛡️ Type Safety: Complete Rust type definitions with compile-time checks

Version 0.4.9 - Market Data Structure Complete Compatibility

This version achieves complete compatibility with Python shioaji market data structures:

• TickSTKv1 - 24 fields, complete compatibility with Python definition
• TickFOPv1 - 19 fields, complete compatibility with Python definition
• BidAskSTKv1 - 11 fields, complete compatibility with Python definition
• BidAskFOPv1 - 16 fields, complete compatibility with Python definition
• QuoteSTKv1 - 35 fields, complete compatibility with Python definition

Quick Start

use rshioaji::{Shioaji, Exchange, TickSTKv1};
use std::collections::HashMap;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let client = Shioaji::new(true, HashMap::new())?;
    client.init().await?;
     
    // Register stock tick callback
    client.on_tick_stk_v1(|exchange: Exchange, tick: TickSTKv1| {
        println!("Received tick for {}: {}", tick.code, tick.close);
    }, false).await?;
     
    // Register system event callback
    client.on_event(|resp_code, event_code, info, event| {
        println!("System event: {} {} - {} {}", resp_code, event_code, info, event);
    }).await?;
     
    Ok(())
}

Re-exports

pub use callbacks::BidAskCallback;

pub use callbacks::EventHandlers;

pub use callbacks::OrderCallback;

pub use callbacks::QuoteCallback;

pub use callbacks::SystemCallback;

pub use callbacks::TickCallback;

pub use client::Shioaji;

pub use config::Config;

pub use error::Error;

pub use error::Result;

pub use platform::Platform;

pub use utils::check_contract_cache;

pub use utils::clear_outdated_contract_cache;

pub use utils::create_shared_folder;

pub use utils::get_contract_folder;

pub use utils::init_logging;

pub use utils::raise_resp_error;

pub use utils::set_error_tracking;

pub use utils::status_error_wrapper;

pub use utils::timeout_exception;

pub use utils::EnvironmentConfig;

pub use types::accounts::*;

pub use types::constants::*;

pub use types::contracts::*;

pub use types::market_data::*;

pub use types::orders::*;

pub use types::positions::*;

Modules

callbacks

client

config

error

platform

types

utils

Macros

impl_callbacks

Convenience macro for implementing multiple callback traits on a single struct