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A Python library for Longbridge Open API

Project description

Longbridge OpenAPI SDK for Python

longbridge provides an easy-to-use interface for invoking Longbridge OpenAPI.

Documentation

Examples

Runnable examples live in examples/python/, grouped as follows.

Synchronous API (same as the snippets in this README):

  • examples/python/account_asset.py
  • examples/python/history_candlesticks.py
  • examples/python/http_client.py
  • examples/python/subscribe_candlesticks.py
  • examples/python/subscribe_quote.py
  • examples/python/submit_order.py
  • examples/python/today_orders.py

Asynchronous API (AsyncQuoteContext, AsyncTradeContext, HttpClient.request_async):

  • examples/python/account_asset_async.py
  • examples/python/history_candlesticks_async.py
  • examples/python/http_client_async.py
  • examples/python/subscribe_candlesticks_async.py
  • examples/python/subscribe_quote_async.py
  • examples/python/submit_order_async.py
  • examples/python/today_orders_async.py

References

  • Config

    The configuration of the SDK.

  • QuoteContext

    The Quote API part of the SDK, e.g.: get basic information of securities, subscribe quotes...

  • TradeContext

    The Trade API part of the SDK, e.g.: submit order, get order status...

Quickstart

Install Longbridge OpenAPI SDK

pip install longbridge

Authentication

Longbridge OpenAPI supports two authentication methods:

1. OAuth 2.0 (Recommended)

OAuth 2.0 is the modern authentication method that uses Bearer tokens without requiring HMAC signatures.

Step 1: Register OAuth Client

First, register an OAuth client to get your client_id:

bash / macOS / Linux

curl -X POST https://openapi.longbridge.com/oauth2/register \
  -H "Content-Type: application/json" \
  -d '{
    "client_name": "My Application",
    "redirect_uris": ["http://localhost:60355/callback"],
    "grant_types": ["authorization_code", "refresh_token"]
  }'

PowerShell (Windows)

Invoke-RestMethod -Method Post -Uri https://openapi.longbridge.com/oauth2/register `
  -ContentType "application/json" `
  -Body '{
    "client_name": "My Application",
    "redirect_uris": ["http://localhost:60355/callback"],
    "grant_types": ["authorization_code", "refresh_token"]
  }'

Response:

{
  "client_id": "your-client-id-here",
  "client_secret": null,
  "client_name": "My Application",
  "redirect_uris": ["http://localhost:60355/callback"]
}

Save the client_id for use in your application.

Step 2: Build an OAuth client and create Config

OAuthBuilder loads a cached token from ~/.longbridge/openapi/tokens/<client_id> (%USERPROFILE%\.longbridge\openapi\tokens\<client_id> on Windows) if one exists and is still valid, or starts the browser authorization flow automatically. The token is persisted to the same path after a successful authorization or refresh.

from longbridge.openapi import OAuthBuilder, Config

oauth = OAuthBuilder("your-client-id").build(
    lambda url: print(f"Open this URL to authorize: {url}")
)
config = Config.from_oauth(oauth)

For async code use build_async:

import asyncio
from longbridge.openapi import OAuthBuilder, Config

async def main():
    oauth = await OAuthBuilder("your-client-id").build_async(
        lambda url: print(f"Open this URL to authorize: {url}")
    )
    config = Config.from_oauth(oauth)

asyncio.run(main())

2. Legacy API Key (Environment Variables)

Setting environment variables (macOS/Linux)

export LONGBRIDGE_APP_KEY="App Key get from user center"
export LONGBRIDGE_APP_SECRET="App Secret get from user center"
export LONGBRIDGE_ACCESS_TOKEN="Access Token get from user center"

Setting environment variables (Windows)

setx LONGBRIDGE_APP_KEY "App Key get from user center"
setx LONGBRIDGE_APP_SECRET "App Secret get from user center"
setx LONGBRIDGE_ACCESS_TOKEN "Access Token get from user center"

Other environment variables

Name Description
LONGBRIDGE_LANGUAGE Language identifier, zh-CN, zh-HK or en (Default: en)
LONGBRIDGE_HTTP_URL HTTP endpoint url (Default: https://openapi.longbridge.com)
LONGBRIDGE_QUOTE_WS_URL Quote websocket endpoint url (Default: wss://openapi-quote.longbridge.com/v2)
LONGBRIDGE_TRADE_WS_URL Trade websocket endpoint url (Default: wss://openapi-trade.longbridge.com/v2)
LONGBRIDGE_ENABLE_OVERNIGHT Enable overnight quote, true or false (Default: false)
LONGBRIDGE_PUSH_CANDLESTICK_MODE realtime or confirmed (Default: realtime)
LONGBRIDGE_PRINT_QUOTE_PACKAGES Print quote packages when connected, true or false (Default: true)
LONGBRIDGE_LOG_PATH Set the path of the log files (Default: no logs)

Then create a config from the environment:

from longbridge.openapi import Config

config = Config.from_apikey_env()

Quote API (Get basic information of securities)

from longbridge.openapi import Config, QuoteContext, OAuthBuilder

oauth = OAuthBuilder("your-client-id").build(
    lambda url: print(f"Open this URL to authorize: {url}")
)
config = Config.from_oauth(oauth)

# Create a context for quote APIs
ctx = QuoteContext(config)

# Get basic information of securities
resp = ctx.quote(["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"])
print(resp)

Quote API (Subscribe quotes)

from time import sleep
from longbridge.openapi import Config, QuoteContext, SubType, PushQuote, OAuthBuilder

oauth = OAuthBuilder("your-client-id").build(
    lambda url: print(f"Open this URL to authorize: {url}")
)
config = Config.from_oauth(oauth)

# A callback to receive quote data
def on_quote(symbol: str, event: PushQuote):
    print(symbol, event)

# Create a context for quote APIs
ctx = QuoteContext(config)
ctx.set_on_quote(on_quote)

# Subscribe
ctx.subscribe(["700.HK"], [SubType.Quote])

# Receive push for 30 seconds
sleep(30)

Trade API (Submit order)

from decimal import Decimal
from longbridge.openapi import TradeContext, Config, OrderType, OrderSide, TimeInForceType, OAuthBuilder

oauth = OAuthBuilder("your-client-id").build(
    lambda url: print(f"Open this URL to authorize: {url}")
)
config = Config.from_oauth(oauth)

# Create a context for trade APIs
ctx = TradeContext(config)

# Submit order
resp = ctx.submit_order(
    "700.HK", OrderType.LO, OrderSide.Buy,
    Decimal("500"), TimeInForceType.Day,
    submitted_price=Decimal("50"),
    remark="Hello from Python SDK",
)
print(resp)

Asynchronous API

The SDK provides async contexts and an async HTTP client for use with Python's asyncio. All I/O methods return awaitables; callbacks (e.g. for push events) are set the same way as in the sync API. Async quote/trade contexts support async callbacks: if a set_on_quote, set_on_candlestick, or set_on_order_changed callback is an async function (returns a coroutine), it is scheduled on the event loop. When using async callbacks, pass the loop so the SDK can schedule them: AsyncQuoteContext.create(config, loop_=asyncio.get_running_loop()).

  • Async quote: create with ctx = AsyncQuoteContext.create(config) (synchronous, no await), then e.g. await ctx.quote(["700.HK"]), await ctx.subscribe(...).
  • Async trade: create with ctx = AsyncTradeContext.create(config) (synchronous, no await), then e.g. await ctx.today_orders(), await ctx.submit_order(...).
  • Async HTTP: resp = await http_cli.request_async("get", "/v1/trade/execution/today").

Example (async quote):

import asyncio
from longbridge.openapi import Config, AsyncQuoteContext, SubType, PushQuote, OAuthBuilder

def on_quote(symbol: str, event: PushQuote):
    print(symbol, event)

async def main():
    oauth = await OAuthBuilder("your-client-id").build_async(
        lambda url: print(f"Open this URL to authorize: {url}")
    )
    config = Config.from_oauth(oauth)
    ctx = AsyncQuoteContext.create(config, loop_=asyncio.get_running_loop())
    ctx.set_on_quote(on_quote)
    await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote])
    quotes = await ctx.quote(["700.HK"])
    print(quotes)
    await asyncio.sleep(10)

asyncio.run(main())

See the *_async.py examples in examples/python/ for full async flows.

Troubleshooting

  • Windows setx requires a new terminal; use set for the current cmd.exe session.
  • If the program exits, you won't receive push events; keep the process alive (e.g. sleep(...)).
  • For debugging, set LONGBRIDGE_LOG_PATH to enable SDK logs.

License

Licensed under either of

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