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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.

Context Types

Context Description
QuoteContext Real-time quotes, candlesticks, options, warrants, watchlists, push subscriptions
TradeContext Orders, positions, account balance, executions, cash flow
AssetContext Account statement download
ContentContext News, community topics
FundamentalContext Financial reports, analyst ratings, dividends, valuation, company overview, shareholders
MarketContext Market status, broker holdings, A/H premium, trade statistics, anomaly alerts, index constituents
CalendarContext Financial calendar (earnings, dividends, splits, IPOs, macro data, market closures)
PortfolioContext Exchange rates, portfolio P&L analysis
AlertContext Price alert management (add/enable/disable/delete)
DCAContext Dollar-cost averaging plan management
SharelistContext Community sharelist management

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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