Longbridge OpenAPI SDK

The SDK organizes its functionality into several specialized contexts. Depending on your goal, you will interact with different context types:

The SDK organizes functionality into specialized Context types. Use the appropriate context based on the data or action you need:

The SDK provides AsyncQuoteContext and AsyncTradeContext for asyncio-based workflows.

Key Differences:

• Creation: Use .create(config) (this is a synchronous call that returns the context instance).
• Execution: All I/O methods (like .quote(), .subscribe(), .submit_order()) must be awaited.
• Async Callbacks: If you want to use an async def function as a callback (e.g., for set_on_quote), you must pass the running event loop to the context creation using loop_=asyncio.get_running_loop().

Async HTTP Client

You can also perform raw async requests using await http_cli.request_async(method, path).

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

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

async def main():
    # Async OAuth build
    oauth = await OAuthBuilder("your-client-id").build_async(
        lambda url: print(f"Open this URL to authorize: {url}")
    )
    config = Config.from_oauth(oauth)
    
    # Create async context with the running loop for async callbacks
    ctx = AsyncQuoteContext.create(config, loop_=asyncio.get_running_loop())
    ctx.set_on_quote(on_quote)
    
    # Await operations
    await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote])
    quotes = await ctx.quote(["700.HK"])
    print(quotes)
    
    await asyncio.sleep(10)

asyncio.run(main())

The SDK organizes functionality into specialized context types. You must create the appropriate context based on the type of data or action you need to perform:

• 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.

The SDK provides async versions of the contexts for use with asyncio.

• Use AsyncQuoteContext.create(config) to instantiate an async quote context.
• Use AsyncTradeContext.create(config) for async trading.
• Use AsyncContentContext.create(config) for async content (note: construction is synchronous).
• Use OAuthBuilder.build_async() for asynchronous OAuth flows.
• All I/O methods (like .subscribe() or .quote()) must be awaited.

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)
    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())

OAuth 2.0 is the recommended authentication method. It uses Bearer tokens and avoids the need for HMAC signatures.

Step 1: Register an OAuth Client

Register your application to obtain a client_id by sending a POST request to the registration endpoint.

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"]
  }'

Windows (PowerShell):

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"]
  }'

Step 2: Build the OAuth Client in Node.js

Use OAuth.build() to handle the authorization flow. This method automatically checks for a cached token in ~/.longbridge/openapi/tokens/<client_id> (or %USERPROFILE% on Windows) before starting a browser-based flow.

const { OAuth, Config } = require('longbridge');

async function main() {
  const oauth = await OAuth.build(
    "your-client-id",
    (_, url) => console.log("Open this URL to authorize: " + url)
  );
  const config = Config.fromOAuth(oauth);
  // Use config to create contexts...
}

main();