sinopac-nt-community 0.1.2

Independent community Sinopac (Taiwan markets) adapter for NautilusTrader

sinopac-nt-community

Disclaimer: This is an independent community project. It is not affiliated with, endorsed by, or supported by Nautech Systems Pty Ltd or the official NautilusTrader project.

An independent community adapter integrating SinoPac Securities (Taiwan markets — TWSE / TPEX / TAIFEX, via the Shioaji SDK) with NautilusTrader. It provides a live data client, a live execution client, and an instrument provider, backed by a Rust-native HTTP/WebSocket core — usable from Python (a compiled extension) or pure Rust (the same crate).

• Pinned to: nautilus_trader==1.228.0 (PyPI) / nautilus-* 0.58.0 (crates.io)
• Companion gateway: shioaji-server (a separate process the adapter connects to)
• License: LGPL-3.0-or-later

Install

Python — from PyPI (prebuilt wheels for Python 3.12–3.14 on Linux, macOS, and Windows; pulls in nautilus_trader==1.228.0 automatically):

pip install sinopac-nt-community

Rust — from crates.io:

cargo add sinopac-nt-community

Live data/execution also needs a running shioaji-server gateway (a separate process the adapter connects to).

Build from source

Only needed for contributors or unsupported platforms. Requires Rust 1.96.0, uv, and maturin:

git clone https://github.com/Martingale42/sinopac-nt-community
cd sinopac-nt-community

uv venv --python 3.12
uv pip install nautilus_trader==1.228.0 maturin
uv run maturin develop            # editable install of the sinopac_nt extension
# or a distributable wheel:
uv run maturin build --release    # -> target/wheels/

Usage

Register the factories on a TradingNode and point the configs at your shioaji-server gateway:

from nautilus_trader.live.node import TradingNode
from nautilus_trader.live.config import TradingNodeConfig

from sinopac_nt import (
    SINOPAC,
    SinopacDataClientConfig,
    SinopacExecClientConfig,
    SinopacLiveDataClientFactory,
    SinopacLiveExecClientFactory,
)

config = TradingNodeConfig(
    trader_id="TESTER-001",
    data_clients={SINOPAC: SinopacDataClientConfig(...)},
    exec_clients={SINOPAC: SinopacExecClientConfig(...)},
)

node = TradingNode(config=config)
node.add_data_client_factory(SINOPAC, SinopacLiveDataClientFactory)
node.add_exec_client_factory(SINOPAC, SinopacLiveExecClientFactory)
node.build()
node.run()

Runnable end-to-end testers are in examples/ (sinopac_data_tester.py, sinopac_exec_tester.py).

Using from Rust

The same crate is a Rust library, so pure-Rust NautilusTrader systems can drive the clients directly (no Python needed):

use sinopac_nt::{SinopacHttpClient, SinopacWebSocketClient};

Do not enable the python / extension-module features in a pure-Rust build (they are for the Python wheel only).

Taiwan order semantics

Taiwan-venue order parameters with no native Nautilus equivalent (margin/short, intraday odd lot, futures open-close type, range-market MKP, TIF coercion, limit-up/down) are carried on order.tags via SinopacOrderTags. See the sinopac_nt package docstring and docs/sinopac.md for the full capability matrix.

Development

uv run maturin develop
uv run pytest python/tests -q     # Python integration tests
cargo test                        # Rust unit + integration tests

Maintainer

Maintained by @Martingale42. Please open an issue on this repository for bugs, questions, or contributions.

License

LGPL-3.0-or-later. This project links against and re-homes code from NautilusTrader (also LGPL-3.0-or-later); upstream copyright notices are retained in the source headers.