All - LongPort OpenAPI SDK

`AccountBalance`

Account balance

`buy_power: Decimal` `instance-attribute`

Buy power

`cash_infos: List[CashInfo]` `instance-attribute`

Cash details

`currency: str` `instance-attribute`

Currency

`init_margin: Decimal` `instance-attribute`

Initial margin

`maintenance_margin: Decimal` `instance-attribute`

Maintenance margin

`margin_call: Decimal` `instance-attribute`

Margin call

`max_finance_amount: Decimal` `instance-attribute`

Maximum financing amount

`net_assets: Decimal` `instance-attribute`

Net assets

`remaining_finance_amount: Decimal` `instance-attribute`

Remaining financing amount

`risk_level: int` `instance-attribute`

Risk control level

`total_cash: Decimal` `instance-attribute`

Total cash

`AdjustType`

Candlestick adjustment type

`ForwardAdjust`

Bases: AdjustType

Adjust forward

`NoAdjust`

Bases: AdjustType

Actual

`Brokers`

Brokers

`broker_ids: List[int]` `instance-attribute`

Broker IDs

`position: int` `instance-attribute`

Position

`CalcIndex`

Calc index

`Amplitude`

Bases: CalcIndex

Amplitude

`BalancePoint`

Bases: CalcIndex

Breakeven point

`CallPrice`

Bases: CalcIndex

Call price

`CapitalFlow`

Bases: CalcIndex

Capital flow

`ChangeRate`

Bases: CalcIndex

Change rate

`ChangeValue`

Bases: CalcIndex

Change value

`ConversionRatio`

Bases: CalcIndex

Conversion ratio

`Delta`

Bases: CalcIndex

Delta

`DividendRatioTtm`

Bases: CalcIndex

Dividend ratio (TTM)

`EffectiveLeverage`

Bases: CalcIndex

Effective leverage

`ExpiryDate`

Bases: CalcIndex

Expiry date

`FiveDayChangeRate`

Bases: CalcIndex

Five days change ratio

`FiveMinutesChangeRate`

Bases: CalcIndex

Five minutes change ratio

`Gamma`

Bases: CalcIndex

Gamma

`HalfYearChangeRate`

Bases: CalcIndex

Half year change ratio

`ImpliedVolatility`

Bases: CalcIndex

Implied volatility

`ItmOtm`

Bases: CalcIndex

In/out of the bound

`LastDone`

Bases: CalcIndex

Latest price

`LeverageRatio`

Bases: CalcIndex

Leverage ratio

`LowerStrikePrice`

Bases: CalcIndex

Lower bound price

`OpenInterest`

Bases: CalcIndex

Open interest

`OutstandingQty`

Bases: CalcIndex

Outstanding quantity

`OutstandingRatio`

Bases: CalcIndex

Outstanding ratio

`PbRatio`

Bases: CalcIndex

PB

`PeTtmRatio`

Bases: CalcIndex

PE (TTM)

`Premium`

Bases: CalcIndex

Premium

`Rho`

Bases: CalcIndex

Rho

`StrikePrice`

Bases: CalcIndex

Strike price

`TenDayChangeRate`

Bases: CalcIndex

Ten days change ratio

`Theta`

Bases: CalcIndex

Theta

`ToCallPrice`

Bases: CalcIndex

Price interval from the call price

`TotalMarketValue`

Bases: CalcIndex

Total market value

`Turnover`

Bases: CalcIndex

Turnover

`TurnoverRate`

Bases: CalcIndex

Turnover rate

`UpperStrikePrice`

Bases: CalcIndex

Upper bound price

`Vega`

Bases: CalcIndex

Vega

`Volume`

Bases: CalcIndex

Volume

`VolumeRatio`

Bases: CalcIndex

Volume ratio

`WarrantDelta`

Bases: CalcIndex

Warrant delta

`YtdChangeRate`

Bases: CalcIndex

Year-to-date change ratio

`Candlestick`

Candlestick

`close: Decimal` `instance-attribute`

Close price

`high: Decimal` `instance-attribute`

High price

`low: Decimal` `instance-attribute`

Low price

`open: Decimal` `instance-attribute`

Open price

`timestamp: datetime` `instance-attribute`

Timestamp

`turnover: Decimal` `instance-attribute`

Turnover

`volume: int` `instance-attribute`

Volume

`CapitalDistribution`

Capital distribution

`large: Decimal` `instance-attribute`

Large order

`medium: Decimal` `instance-attribute`

Medium order

`small: Decimal` `instance-attribute`

Small order

`CapitalDistributionResponse`

Capital distribution response

`capital_in: CapitalDistribution` `instance-attribute`

Inflow capital data

`capital_out: CapitalDistribution` `instance-attribute`

Outflow capital data

`timestamp: datetime` `instance-attribute`

Time

`CapitalFlowLine`

Capital flow line

`inflow: Decimal` `instance-attribute`

Inflow capital data

`timestamp: datetime` `instance-attribute`

Time

`CashFlow`

Cash flow

`balance: Decimal` `instance-attribute`

Cash amount

`business_time: datetime` `instance-attribute`

Business time

`business_type: Type[BalanceType]` `instance-attribute`

Balance type

`currency: str` `instance-attribute`

Cash currency

`description: str` `instance-attribute`

Cash flow description

`direction: Type[CashFlowDirection]` `instance-attribute`

Outflow direction

`symbol: Optional[str]` `instance-attribute`

Associated Stock code information

`transaction_flow_name: str` `instance-attribute`

Cash flow name

`CashFlowDirection`

Cash flow direction

`In`

Bases: CashFlowDirection

In

`Out`

Bases: CashFlowDirection

Out

`Unknown`

Bases: CashFlowDirection

Unknown

`CashInfo`

CashInfo

`available_cash: Decimal` `instance-attribute`

Available cash

`currency: str` `instance-attribute`

Currency

`frozen_cash: Decimal` `instance-attribute`

Frozen cash

`settling_cash: Decimal` `instance-attribute`

Cash to be settled

`withdraw_cash: Decimal` `instance-attribute`

Withdraw cash

`ChargeCategoryCode`

Charge category code

`Broker`

Bases: ChargeCategoryCode

Broker

`Third`

Bases: ChargeCategoryCode

Third

`Unknown`

Bases: ChargeCategoryCode

Unknown

`CommissionFreeStatus`

Commission-free Status

`Calculated`

Bases: CommissionFreeStatus

Commission-free amount to be calculated

`None_`

Bases: CommissionFreeStatus

None

`Pending`

Bases: CommissionFreeStatus

Pending commission-free

`Ready`

Bases: CommissionFreeStatus

Commission-free applied

`Unknown`

Bases: CommissionFreeStatus

Unknown

`Config`

Configuration options for LongPort sdk

Parameters:

Name	Type	Description	Default
`app_key`	`str`	App Key	required
`app_secret`	`str`	App Secret	required
`access_token`	`str`	Access Token	required
`http_url`	`Optional[str]`	HTTP API url	`None`
`quote_ws_url`	`Optional[str]`	Websocket url for quote API	`None`
`trade_ws_url`	`Optional[str]`	Websocket url for trade API	`None`
`language`	`Optional[Type[Language]]`	Language identifier	`None`
`enable_overnight`	`bool`	Enable overnight quote	`False`
`push_candlestick_mode`	`Type[PushCandlestickMode]`	Push candlestick mode	`Realtime`

`from_env()` `classmethod`

Create a new Config from the given environment variables

It first gets the environment variables from the .env file in the current directory.

Variables

LONGPORT_APP_KEY - App key
LONGPORT_APP_SECRET - App secret
LONGPORT_ACCESS_TOKEN - Access token
LONGPORT_HTTP_URL - HTTP endpoint url
LONGPORT_QUOTE_WS_URL - Quote websocket endpoint url
LONGPORT_TRADE_WS_URL - Trade websocket endpoint url
LONGPORT_ENABLE_OVERNIGHT - Enable overnight quote, true or false (Default: false)

`refresh_access_token(expired_at=None)`

Gets a new access_token

Parameters:

Name	Type	Description	Default
`expired_at`	`Optional[datetime]`	The expiration time of the access token, defaults to `90` days.	`None`

Returns:

Type	Description
`str`	Access token

`DeductionStatus`

Deduction status

`Done`

Bases: DeductionStatus

Settled and distributed

`NoData`

Bases: DeductionStatus

Settled with no data

`None_`

Bases: DeductionStatus

None

`Pending`

Bases: DeductionStatus

Settled and pending distribution

`Unknown`

Bases: DeductionStatus

Unknown

`Depth`

Depth

`order_num: int` `instance-attribute`

Number of orders

`position: int` `instance-attribute`

Position

`price: Optional[Decimal]` `instance-attribute`

Price

`volume: int` `instance-attribute`

Volume

`DerivativeType`

Derivative type

`Option`

Bases: DerivativeType

US stock options

`Warrant`

Bases: DerivativeType

HK warrants

`EstimateMaxPurchaseQuantityResponse`

Response for estimate maximum purchase quantity

`cash_max_qty: int` `instance-attribute`

Cash available quantity

`margin_max_qty: int` `instance-attribute`

Margin available quantity

`Execution`

Execution

`order_id: str` `instance-attribute`

Order ID

`price: Decimal` `instance-attribute`

Executed price

`quantity: int` `instance-attribute`

Executed quantity

`symbol: str` `instance-attribute`

Security code

`trade_done_at: datetime` `instance-attribute`

Trade done time

`trade_id: str` `instance-attribute`

Execution ID

`FilterWarrantExpiryDate`

Filter warrant expiry date type

`Between_3_6`

Bases: FilterWarrantExpiryDate

3 - 6 months

`Between_6_12`

Bases: FilterWarrantExpiryDate

6 - 12 months

`GT_12`

Bases: FilterWarrantExpiryDate

Greater than 12 months

`LT_3`

Bases: FilterWarrantExpiryDate

Less than 3 months

`FilterWarrantInOutBoundsType`

Filter warrant in/out of the bounds type

`In`

Bases: FilterWarrantInOutBoundsType

In bounds

`Out`

Bases: FilterWarrantInOutBoundsType

Out bounds

`FundPosition`

Fund position

`cost_net_asset_value: Decimal` `instance-attribute`

Net cost

`currency: str` `instance-attribute`

Currency

`current_net_asset_value: Decimal` `instance-attribute`

Current equity

`holding_units: Decimal` `instance-attribute`

Holding units

`net_asset_value_day: datetime` `instance-attribute`

Current equity PyDecimal

`symbol: str` `instance-attribute`

Fund ISIN code

`symbol_name: str` `instance-attribute`

Fund name

`FundPositionChannel`

Fund position channel

`account_channel: str` `instance-attribute`

Account type

`positions: List[FundPosition]` `instance-attribute`

Fund positions

`FundPositionsResponse`

Fund positions response

`channels: List[FundPositionChannel]` `instance-attribute`

Channels

`HttpClient`

A HTTP client for longPort open api

Parameters:

Name	Type	Description	Default
`http_url`	`str`	HTTP API url	required
`app_key`	`str`	App Key	required
`app_secret`	`str`	App Secret	required
`access_token`	`str`	Access Token	required

`from_env()` `classmethod`

Create a new HttpClient from the given environment variables

It first gets the environment variables from the .env file in the current directory.

Variables

LONGPORT_HTTP_URL - HTTP endpoint url
LONGPORT_APP_KEY - App key
LONGPORT_APP_SECRET - App secret
LONGPORT_ACCESS_TOKEN - Access token

`request(method, path, headers=None, body=None)`

Performs a HTTP reqest

Examples:

::

from longport.openapi import HttpClient

client = HttpClient(http_url, app_key,
                    app_secret, access_token);

# get
resp = client.request("get", "/foo/bar");
print(resp)

# post
client.request("get", "/foo/bar", { "foo": 1, "bar": 2 });

`IntradayLine`

Intraday line

`avg_price: Decimal` `instance-attribute`

Average price

`price: Decimal` `instance-attribute`

Close price of the minute

`timestamp: datetime` `instance-attribute`

Start time of the minute

`turnover: Decimal` `instance-attribute`

Turnover

`volume: int` `instance-attribute`

Volume

`IssuerInfo`

Issuer info

`issuer_id: int` `instance-attribute`

Issuer ID

`name_cn: str` `instance-attribute`

Issuer name (zh-CN)

`name_en: str` `instance-attribute`

Issuer name (en)

`name_hk: str` `instance-attribute`

Issuer name (zh-HK)

`Language`

Language identifier

`EN`

Bases: Language

en

`ZH_CN`

Bases: Language

zh-CN

`ZH_HK`

Bases: Language

zh-HK

`MarginRatio`

Margin ratio

`fm_factor: Decimal` `instance-attribute`

Forced close-out margin ratio

`im_factor: Decimal` `instance-attribute`

Initial margin ratio

`mm_factor: Decimal` `instance-attribute`

Maintain the initial margin ratio

`Market`

Market

`CN`

Bases: Market

CN market

`HK`

Bases: Market

HK market

`SG`

Bases: Market

SG market

`US`

Bases: Market

US market

`Unknown`

Bases: Market

Unknown

`MarketTradingSession`

Market trading session

`market: Type[Market]` `instance-attribute`

Market

`trade_sessions: List[TradingSessionInfo]` `instance-attribute`

Trading session

`OpenApiException`

Bases: Exception

OpenAPI exception

`code: Optional[int]` `instance-attribute`

Error code

`message: str` `instance-attribute`

Error message

`OptionDirection`

Option direction

`Call`

Bases: OptionDirection

Call

`Put`

Bases: OptionDirection

Put

`Unknown`

Bases: OptionDirection

Unknown

`OptionQuote`

Quote of option

`contract_multiplier: Decimal` `instance-attribute`

Contract multiplier

`contract_size: Decimal` `instance-attribute`

Contract size

`contract_type: Type[OptionType]` `instance-attribute`

Option type

`direction: Type[OptionDirection]` `instance-attribute`

Option direction

`expiry_date: date` `instance-attribute`

Exprity date

`high: Decimal` `instance-attribute`

High

`historical_volatility: Decimal` `instance-attribute`

Underlying security historical volatility of the option

`implied_volatility: Decimal` `instance-attribute`

Implied volatility

`last_done: Decimal` `instance-attribute`

Latest price

`low: Decimal` `instance-attribute`

Low

`open: Decimal` `instance-attribute`

Open

`open_interest: int` `instance-attribute`

Number of open positions

`prev_close: Decimal` `instance-attribute`

Yesterday's close

`strike_price: Decimal` `instance-attribute`

Strike price

`symbol: str` `instance-attribute`

Security code

`timestamp: datetime` `instance-attribute`

Time of latest price

`trade_status: Type[TradeStatus]` `instance-attribute`

Security trading status

`turnover: Decimal` `instance-attribute`

Turnover

`underlying_symbol: str` `instance-attribute`

Underlying security symbol of the option

`volume: int` `instance-attribute`

Volume

`OptionType`

Option type

`American`

Bases: OptionType

American

`Europe`

Bases: OptionType

Europe

`Unknown`

Bases: OptionType

Unknown

`Order`

Order

`currency: str` `instance-attribute`

Currency

`executed_price: Optional[Decimal]` `instance-attribute`

Executed price

`executed_quantity: int` `instance-attribute`

Executed quantity

`expire_date: Optional[date]` `instance-attribute`

Long term order expire date

`last_done: Optional[Decimal]` `instance-attribute`

Last done

`limit_offset: Optional[Decimal]` `instance-attribute`

TSLPAMT / TSLPPCT order limit offset amount

`msg: str` `instance-attribute`

Rejected Message or remark

`order_id: str` `instance-attribute`

Order ID

`order_type: Type[OrderType]` `instance-attribute`

Order type

`outside_rth: Optional[Type[OutsideRTH]]` `instance-attribute`

Enable or disable outside regular trading hours

`price: Optional[Decimal]` `instance-attribute`

Submitted price

`quantity: int` `instance-attribute`

Submitted quantity

`remark: str` `instance-attribute`

Remark

`side: Type[OrderSide]` `instance-attribute`

Order side

`status: Type[OrderStatus]` `instance-attribute`

Order status

`stock_name: str` `instance-attribute`

Stock name

`submitted_at: datetime` `instance-attribute`

Submitted time

`symbol: str` `instance-attribute`

Security code

`tag: Type[OrderTag]` `instance-attribute`

Order tag

`time_in_force: Type[TimeInForceType]` `instance-attribute`

Time in force type

`trailing_amount: Optional[Decimal]` `instance-attribute`

TSMAMT / TSLPAMT order trailing amount

`trailing_percent: Optional[Decimal]` `instance-attribute`

TSMPCT / TSLPPCT order trailing percent

`trigger_at: Optional[datetime]` `instance-attribute`

Conditional order trigger time

`trigger_price: Optional[Decimal]` `instance-attribute`

LIT / MIT Order Trigger Price

`trigger_status: Optional[Type[TriggerStatus]]` `instance-attribute`

Conditional order trigger status

`updated_at: Optional[datetime]` `instance-attribute`

Last updated time

`OrderChargeDetail`

Order charge detail

`currency: str` `instance-attribute`

Settlement currency

`items: List[OrderChargeItem]` `instance-attribute`

Order charge items

`total_amount: Decimal` `instance-attribute`

Total charges amount

`OrderChargeFee`

Order charge fee

`amount: Decimal` `instance-attribute`

Charge amount

`code: str` `instance-attribute`

Charge code

`currency: str` `instance-attribute`

Charge currency

`name: str` `instance-attribute`

Charge name

`OrderChargeItem`

Order charge item

`code: Type[ChargeCategoryCode]` `instance-attribute`

Charge category code

`fees: List[OrderChargeFee]` `instance-attribute`

Charge details

`name: str` `instance-attribute`

Charge category name

`OrderDetail`

Order detail

`charge_detail: OrderChargeDetail` `instance-attribute`

Order charges

`currency: str` `instance-attribute`

Currency

`deductions_amount: Optional[Decimal]` `instance-attribute`

Deduction amount

`deductions_currency: Optional[str]` `instance-attribute`

Deduction currency

`deductions_status: Type[DeductionStatus]` `instance-attribute`

Deduction status

`executed_price: Optional[Decimal]` `instance-attribute`

Executed price

`executed_quantity: int` `instance-attribute`

Executed quantity

`expire_date: Optional[date]` `instance-attribute`

Long term order expire date

`free_amount: Optional[Decimal]` `instance-attribute`

Commission-free amount

`free_currency: Optional[str]` `instance-attribute`

Commission-free currency

`free_status: Type[CommissionFreeStatus]` `instance-attribute`

Commission-free Status

`history: List[OrderHistoryDetail]` `instance-attribute`

Order history details

`last_done: Optional[Decimal]` `instance-attribute`

Last done

`limit_offset: Optional[Decimal]` `instance-attribute`

TSLPAMT / TSLPPCT order limit offset amount

`msg: str` `instance-attribute`

Rejected Message or remark

`order_id: str` `instance-attribute`

Order ID

`order_type: Type[OrderType]` `instance-attribute`

Order type

`outside_rth: Optional[Type[OutsideRTH]]` `instance-attribute`

Enable or disable outside regular trading hours

`platform_deducted_amount: Optional[Decimal]` `instance-attribute`

Platform deduction amount

`platform_deducted_currency: Optional[str]` `instance-attribute`

Platform deduction currency

`platform_deducted_status: Type[DeductionStatus]` `instance-attribute`

Platform fee deduction status

`price: Optional[Decimal]` `instance-attribute`

Submitted price

`quantity: int` `instance-attribute`

Submitted quantity

`remark: str` `instance-attribute`

Remark

`side: Type[OrderSide]` `instance-attribute`

Order side

`status: Type[OrderStatus]` `instance-attribute`

Order status

`stock_name: str` `instance-attribute`

Stock name

`submitted_at: datetime` `instance-attribute`

Submitted time

`symbol: str` `instance-attribute`

Security code

`tag: Type[OrderTag]` `instance-attribute`

Order tag

`time_in_force: Type[TimeInForceType]` `instance-attribute`

Time in force type

`trailing_amount: Optional[Decimal]` `instance-attribute`

TSMAMT / TSLPAMT order trailing amount

`trailing_percent: Optional[Decimal]` `instance-attribute`

TSMPCT / TSLPPCT order trailing percent

`trigger_at: Optional[datetime]` `instance-attribute`

Conditional order trigger time

`trigger_price: Optional[Decimal]` `instance-attribute`

LIT / MIT Order Trigger Price

`trigger_status: Optional[Type[TriggerStatus]]` `instance-attribute`

Conditional order trigger status

`updated_at: Optional[datetime]` `instance-attribute`

Last updated time

`OrderHistoryDetail`

Order history detail

`msg: str` `instance-attribute`

Execution or error message

`price: Decimal` `instance-attribute`

Executed price for executed orders, submitted price for expired, canceled, rejected orders, etc.

`quantity: int` `instance-attribute`

Executed quantity for executed orders, remaining quantity for expired, canceled, rejected orders, etc.

`status: Type[OrderStatus]` `instance-attribute`

Order status

`time: datetime` `instance-attribute`

Occurrence time

`OrderSide`

Order side

`Buy`

Bases: OrderSide

Buy

`Sell`

Bases: OrderSide

Sell

`Unknown`

Bases: OrderSide

Unknown

`OrderStatus`

Order status

`Canceled`

Bases: OrderStatus

Canceled

`Expired`

Bases: OrderStatus

ExpiredStatus

`Filled`

Bases: OrderStatus

Filled

`New`

Bases: OrderStatus

New

`NotReported`

Bases: OrderStatus

Not reported

`PartialFilled`

Bases: OrderStatus

Partial Filled

`PartialWithdrawal`

Bases: OrderStatus

PartialWithdrawal

`PendingCancel`

Bases: OrderStatus

Pending Cancel

`PendingReplace`

Bases: OrderStatus

Pending Replace

`ProtectedNotReported`

Bases: OrderStatus

Not reported (Protected Order)

`Rejected`

Bases: OrderStatus

Rejected

`Replaced`

Bases: OrderStatus

Replaced

`ReplacedNotReported`

Bases: OrderStatus

Not reported (Replaced Order)

`Unknown`

Bases: OrderStatus

Unknown

`VarietiesNotReported`

Bases: OrderStatus

Not reported (Conditional Order)

`WaitToCancel`

Bases: OrderStatus

Wait To Cancel

`WaitToNew`

Bases: OrderStatus

Wait To New

`WaitToReplace`

Bases: OrderStatus

Wait To Replace

`OrderTag`

Order tag

`AllocatedSub`

Bases: OrderTag

Trade Allocation

`Creditor`

Bases: OrderTag

Option Exercise Long

`Debtor`

Bases: OrderTag

Option Exercise Short

`Grey`

Bases: OrderTag

Grey Order

`LongTerm`

Bases: OrderTag

Long term Order

`MarginCall`

Bases: OrderTag

Force Selling

`NonExercise`

Bases: OrderTag

Wavier Of Option Exercise

`Normal`

Bases: OrderTag

Normal Order

`Offline`

Bases: OrderTag

OTC

`Unknown`

Bases: OrderTag

Unknown

`OrderType`

Order type

`ALO`

Bases: OrderType

At-auction Limit Order

`AO`

Bases: OrderType

At-auction Order

`ELO`

Bases: OrderType

Enhanced Limit Order

`LIT`

Bases: OrderType

Limit If Touched

`LO`

Bases: OrderType

Limit Order

`MIT`

Bases: OrderType

Market If Touched

`MO`

Bases: OrderType

Market Order

`ODD`

Bases: OrderType

Odd Lots

`SLO`

Bases: OrderType

Special Limit Order

`TSLPAMT`

Bases: OrderType

Trailing Limit If Touched (Trailing Amount)

`TSLPPCT`

Bases: OrderType

Trailing Limit If Touched (Trailing Percent)

`TSMAMT`

Bases: OrderType

Trailing Market If Touched (Trailing Amount)

`TSMPCT`

Bases: OrderType

Trailing Market If Touched (Trailing Percent)

`Unknown`

Bases: OrderType

Unknown

`OutsideRTH`

Enable or disable outside regular trading hours

`AnyTime`

Bases: OutsideRTH

Any time

`Overnight`

Bases: OutsideRTH

Overnight

`RTHOnly`

Bases: OutsideRTH

Regular trading hour only

`Unknown`

Bases: OutsideRTH

Unknown

`ParticipantInfo`

Participant info

`broker_ids: List[int]` `instance-attribute`

Broker IDs

`name_cn: str` `instance-attribute`

Participant name (zh-CN)

`name_en: str` `instance-attribute`

Participant name (en)

`name_hk: str` `instance-attribute`

Participant name (zh-HK)

`Period`

Candlestick period

`Day`

Bases: Period

One Day

`Min_1`

Bases: Period

One Minute

`Min_15`

Bases: Period

Fifteen Minutes

`Min_30`

Bases: Period

Thirty Minutes

`Min_5`

Bases: Period

Five Minutes

`Min_60`

Bases: Period

Sixty Minutes

`Month`

Bases: Period

One Month

`Unknown`

Bases: Period

Unknown

`Week`

Bases: Period

One Week

`Year`

Bases: Period

One Year

`PrePostQuote`

Quote of US pre/post market

`high: Decimal` `instance-attribute`

High

`last_done: Decimal` `instance-attribute`

Latest price

`low: Decimal` `instance-attribute`

Low

`prev_close: Decimal` `instance-attribute`

Close of the last trade session

`timestamp: datetime` `instance-attribute`

Time of latest price

`turnover: Decimal` `instance-attribute`

Turnover

`volume: int` `instance-attribute`

Volume

`PushBrokers`

Brokers message

`ask_brokers: List[Brokers]` `instance-attribute`

Ask brokers

`bid_brokers: List[Brokers]` `instance-attribute`

Bid brokers

`PushCandlestick`

Candlestick updated event

`candlestick: Candlestick` `instance-attribute`

Candlestick

`period: Period` `instance-attribute`

Period type

`PushCandlestickMode`

Push candlestick mode

`Confirmed`

Bases: PushCandlestickMode

Confirmed

`Realtime`

Bases: PushCandlestickMode

Real-time

`PushDepth`

Depth message

`asks: List[Depth]` `instance-attribute`

Ask depth

`bids: List[Depth]` `instance-attribute`

Bid depth

`PushOrderChanged`

Order changed message

`account_no: str` `instance-attribute`

Account no

`currency: str` `instance-attribute`

Currency

`executed_price: Optional[Decimal]` `instance-attribute`

Executed price

`executed_quantity: int` `instance-attribute`

Executed quantity

`last_price: Optional[Decimal]` `instance-attribute`

Last price

`last_share: Optional[Decimal]` `instance-attribute`

Last share

`limit_offset: Optional[Decimal]` `instance-attribute`

Limit offset amount

`msg: str` `instance-attribute`

Rejected message or remark

`order_id: str` `instance-attribute`

Order ID

`order_type: Type[OrderType]` `instance-attribute`

Order type

`remark: str` `instance-attribute`

Remark message

`side: Type[OrderSide]` `instance-attribute`

Order side

`status: Type[OrderStatus]` `instance-attribute`

Order status

`stock_name: str` `instance-attribute`

Stock name

`submitted_at: datetime` `instance-attribute`

Submitted time

`submitted_price: Decimal` `instance-attribute`

Submitted price

`submitted_quantity: int` `instance-attribute`

Submitted quantity

`symbol: str` `instance-attribute`

Order symbol

`tag: Type[OrderTag]` `instance-attribute`

Order tag

`trailing_amount: Optional[Decimal]` `instance-attribute`

Trailing amount

`trailing_percent: Optional[Decimal]` `instance-attribute`

Trailing percent

`trigger_at: Optional[datetime]` `instance-attribute`

Conditional order trigger time

`trigger_price: Optional[Decimal]` `instance-attribute`

Order trigger price

`trigger_status: Optional[Type[TriggerStatus]]` `instance-attribute`

Conditional order trigger status

`updated_at: datetime` `instance-attribute`

Last updated time

`PushQuote`

Quote message

`high: Decimal` `instance-attribute`

High

`last_done: Decimal` `instance-attribute`

Latest price

`low: Decimal` `instance-attribute`

Low

`open: Decimal` `instance-attribute`

Open

`timestamp: datetime` `instance-attribute`

Time of latest price

`trade_session: Type[TradeSession]` `instance-attribute`

Trade session

`trade_status: Type[TradeStatus]` `instance-attribute`

Security trading status

`turnover: Decimal` `instance-attribute`

Turnover

`volume: int` `instance-attribute`

Volume

`PushTrades`

Trades message

`trades: List[Trade]` `instance-attribute`

Trades data

`QuoteContext`

Quote context

Parameters:

Name	Type	Description	Default
`config`	`Config`	Configuration object	required

`brokers(symbol)`

Get security brokers

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required

Returns:

Type	Description
`SecurityBrokers`	Security brokers

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.brokers("700.HK")
print(resp)

`calc_indexes(symbols, indexes)`

Get calc indexes

Parameters:

Name	Type	Description	Default
`symbols`	`List[str]`	Security codes	required
`indexes`	`List[Type[CalcIndex]]`	Calc indexes	required

Returns:

Type	Description
`List[SecurityCalcIndex]`	Calc indexes of the symbols

Examples:

::

from longport.openapi import QuoteContext, Config, CalcIndex

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.calc_indexes(["700.HK", "APPL.US"], [CalcIndex.LastDone, CalcIndex.ChangeRate])
print(resp)

`candlesticks(symbol, period, count, adjust_type)`

Get security candlesticks

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`period`	`Type[Period]`	Candlestick period	required
`count`	`int`	Count of cancdlestick (Maximum is `1000`)	required
`adjust_type`	`Type[AdjustType]`	Adjustment type	required

Returns:

Type	Description
`List[Candlestick]`	Candlesticks

Examples:

::

from longport.openapi import QuoteContext, Config, Period, AdjustType

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.candlesticks(
    "700.HK", Period.Day, 10, AdjustType.NoAdjust)
print(resp)

`capital_distribution(symbol)`

Get capital distribution

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required

Returns:

Type	Description
`CapitalDistributionResponse`	Capital distribution

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.capital_distribution("700.HK")
print(resp)

`capital_flow(symbol)`

Get capital flow intraday

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required

Returns:

Type	Description
`List[CapitalFlowLine]`	Capital flow list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.capital_flow("700.HK")
print(resp)

`create_watchlist_group(name, securities=None)`

Create watchlist group

Parameters:

Name	Type	Description	Default
`name`	`str`	Group name	required
`securities`	`Optional[List[str]]`	Securities	`None`

Returns:

Type	Description
`int`	Group ID

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)
group_id = ctx.create_watchlist_group(name = "Watchlist1", securities = ["700.HK", "AAPL.US"])
print(group_id)

`delete_watchlist_group(id, purge=False)`

Delete watchlist group

Parameters:

Name	Type	Description	Default
`id`	`int`	Group ID	required
`purge`	`bool`	Move securities in this group to the default group	`False`

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)
ctx.delete_watchlist_group(10086)

`depth(symbol)`

Get security depth

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required

Returns:

Type	Description
`SecurityDepth`	Security depth

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.depth("700.HK")
print(resp)

`history_candlesticks_by_date(symbol, period, adjust_type, start, end)`

Get security history candlesticks by date

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`period`	`Type[Period]`	Period type	required
`adjust_type`	`Type[AdjustType]`	Adjust type	required
`start`	`Optional[date]`	Start date	required
`end`	`Optional[date]`	End date	required

`history_candlesticks_by_offset(symbol, period, adjust_type, forward, time, count)`

Get security history candlesticks by offset

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`period`	`Type[Period]`	Period type	required
`adjust_type`	`Type[AdjustType]`	Adjust type	required
`forward`	`bool`	If `True`, query the latest from the specified time	required
`time`	`datetime`	Datetime	required
`count`	`int`	Count of candlesticks	required

`intraday(symbol)`

Get security intraday lines

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required

Returns:

Type	Description
`List[IntradayLine]`	Intraday lines

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.intraday("700.HK")
print(resp)

`member_id()`

Returns the member ID

`option_chain_expiry_date_list(symbol)`

Get option chain expiry date list

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required

Returns:

Type	Description
`List[date]`	Option chain expiry date list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.option_chain_expiry_date_list("AAPL.US")
print(resp)

`option_chain_info_by_date(symbol, expiry_date)`

Get option chain info by date

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`expiry_date`	`date`	Expiry date	required

Returns:

Type	Description
`List[StrikePriceInfo]`	Option chain info

Examples:

::

from datetime import date
from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.option_chain_info_by_date(
    "AAPL.US", date(2023, 1, 20))
print(resp)

`option_quote(symbols)`

Get quote of option securities

Parameters:

Name	Type	Description	Default
`symbols`	`List[str]`	Security codes	required

Returns:

Type	Description
`List[OptionQuote]`	Option quote list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.option_quote(["AAPL230317P160000.US"])
print(resp)

`participants()`

Get participants

Returns:

Type	Description
`List[ParticipantInfo]`	Participants

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.participants()
print(resp)

`quote(symbols)`

Get quote of securities

Parameters:

Name	Type	Description	Default
`symbols`	`List[str]`	Security codes	required

Returns:

Type	Description
`List[SecurityQuote]`	Security quote list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.quote(["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"])
print(resp)

`quote_level()`

Returns the quote level

`quote_package_details()`

Returns the quote package details

`realtime_brokers(symbol)`

Get real-time brokers

Get real-time brokers of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required

Returns:

Type	Description
`SecurityBrokers`	Security brokers

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Brokers], is_first_push = True)
sleep(5)
resp = ctx.realtime_brokers("700.HK")
print(resp)

`realtime_candlesticks(symbol, period, count)`

Get real-time candlesticks

Get Get real-time candlesticks of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`period`	`Type[Period]`	Period type	required
`count`	`int`	Count of candlesticks	required

Returns:

Type	Description
`List[Candlestick]`	Security candlesticks

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, Period

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe_candlesticks("AAPL.US", Period.Min_1)
sleep(5)
resp = ctx.realtime_candlesticks("AAPL.US", Period.Min_1, 10)
print(resp)

`realtime_depth(symbol)`

Get real-time depth

Get real-time depth of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required

Returns:

Type	Description
`SecurityDepth`	Security depth

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Depth], is_first_push = True)
sleep(5)
resp = ctx.realtime_depth("700.HK")
print(resp)

`realtime_quote(symbols)`

Get real-time quote

Get real-time quotes of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name	Type	Description	Default
`symbols`	`List[str]`	Security codes	required

Returns:

Type	Description
`List[RealtimeQuote]`	Quote list

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Quote], is_first_push = True)
sleep(5)
resp = ctx.realtime_quote(["700.HK", "AAPL.US"])
print(resp)

`realtime_trades(symbol, count)`

Get real-time trades

Get real-time trades of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`count`	`int`	Count of trades	required

Returns:

Type	Description
`List[Trade]`	Security trades

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Trade], is_first_push = False)
sleep(5)
resp = ctx.realtime_trades("700.HK", 10)
print(resp)

`security_list(market, category)`

Get security list

Parameters:

Name	Type	Description	Default
`market`	`Type[Market]`	Market	required
`category`	`Type[SecurityListCategory]`	Security list category	required

Returns:

Type	Description
`List[Security]`	Security list

Examples:

::

from longport.openapi import QuoteContext, Config, Market, SecurityListCategory

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.security_list(Market.HK, SecurityListCategory.Overnight)
print(resp)

`set_on_brokers(callback)`

Set brokers callback, after receiving the brokers data push, it will call back to this function.

`set_on_candlestick(callback)`

Set candlestick callback, after receiving the candlestick updated event, it will call back to this function.

`set_on_depth(callback)`

Set depth callback, after receiving the depth data push, it will call back to this function.

`set_on_quote(callback)`

Set quote callback, after receiving the quote data push, it will call back to this function.

`set_on_trades(callback)`

Set trades callback, after receiving the trades data push, it will call back to this function.

`static_info(symbols)`

Get basic information of securities

Parameters:

Name	Type	Description	Default
`symbols`	`List[str]`	Security codes	required

Returns:

Type	Description
`List[SecurityStaticInfo]`	Security info list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.static_info(
    ["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"])
print(resp)

`subscribe(symbols, sub_types, is_first_push=False)`

Subscribe

Parameters:

Name	Type	Description	Default
`symbols`	`List[str]`	Security codes	required
`sub_types`	`List[Type[SubType]]`	Subscribe types	required
`is_first_push`	`bool`	Whether to perform a data push immediately after subscribing. (trade not supported)	`False`

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType, PushQuote

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

config = Config.from_env()
ctx = QuoteContext(config)
ctx.set_on_quote(on_quote)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Quote], is_first_push = True)
sleep(30)

`subscribe_candlesticks(symbol, period)`

Subscribe security candlesticks

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`period`	`Type[Period]`	Period type	required

Examples:

::

from longport.openapi import QuoteContext, Config, PushCandlestick
config = Config.from_env()
ctx = QuoteContext(config)

def on_candlestick(symbol: str, event: PushCandlestick):
    print(symbol, event)

ctx.set_on_candlestick(on_candlestick)
ctx.subscribe_candlesticks("700.HK", Period.Min_1)
sleep(30)

`subscriptions()`

Get subscription information

Examples:

::

from longport.openapi import QuoteContext, Config, SubType
config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote])
resp = ctx.subscriptions()
print(resp)

`trades(symbol, count)`

Get security trades

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`count`	`int`	Count of trades (Maximum is `1000`)	required

Returns:

Type	Description
`List[Trade]`	Trades

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.trades("700.HK", 10)
print(resp)

`trading_days(market, begin, end)`

Get trading session of the day

The interval must be less than one month, and only the most recent year is supported.

Parameters:

Name	Type	Description	Default
`market`	`Type[Market]`	Market	required
`begin`	`date`	Begin date	required
`end`	`date`	End date	required

Returns:

Type	Description
`MarketTradingDays`	Trading days

Examples:

::

from datetime import date
from longport.openapi import QuoteContext, Config, Market

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.trading_days(
    Market.HK, date(2022, 1, 1), date(2022, 2, 1))
print(resp)

`trading_session()`

Get trading session of the day

Returns:

Type	Description
`List[MarketTradingSession]`	Trading session of the day

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.trading_session()
print(resp)

`unsubscribe(symbols, sub_types)`

Unsubscribe

Parameters:

Name	Type	Description	Default
`symbols`	`List[str]`	Security codes	required
`sub_types`	`List[Type[SubType]]`	Subscribe types	required

Examples:

::

from longport.openapi import QuoteContext, Config, SubType
config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote])
ctx.unsubscribe(["AAPL.US"], [SubType.Quote])

`unsubscribe_candlesticks(symbol, period)`

Subscribe security candlesticks

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`period`	`Type[Period]`	Period type	required

`update_watchlist_group(id, name=None, securities=None, mode=None)`

Update watchlist group

Parameters:

Name	Type	Description	Default
`id`	`int`	Group ID	required
`name`	`Optional[str]`	Group name	`None`
`securities`	`Optional[List[str]]`	Securities	`None`

Examples:

::

from longport.openapi import QuoteContext, Config, SecuritiesUpdateMode

config = Config.from_env()
ctx = QuoteContext(config)
ctx.update_watchlist_group(10086, name = "Watchlist2", securities = ["700.HK", "AAPL.US"], SecuritiesUpdateMode.Replace)

`warrant_issuers()`

Get warrant issuers

Returns:

Type	Description
`List[IssuerInfo]`	Warrant issuers

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.warrant_issuers()
print(resp)

`warrant_list(symbol, sort_by, sort_order, warrant_type=None, issuer=None, expiry_date=None, price_type=None, status=None)`

Get warrant list

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`sort_by`	`Type[WarrantSortBy]`	Sort by field	required
`sort_order`	`Type[SortOrderType]`	Sort order	required
`warrant_type`	`Optional[List[Type[WarrantType]]]`	Filter by warrant type	`None`
`issuer`	`Optional[List[int]]`	Filter by issuer	`None`
`expiry_date`	`Optional[List[Type[FilterWarrantExpiryDate]]]`	Filter by expiry date	`None`
`price_type`	`Optional[List[Type[FilterWarrantInOutBoundsType]]]`	Filter by price type	`None`
`status`	`Optional[List[Type[WarrantStatus]]]`	Filter by status	`None`

Returns:

Type	Description
`List[WarrantInfo]`	Warrant list

Examples:

::

from longport.openapi import QuoteContext, Config, WarrantSortBy, SortOrderType

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.warrant_list("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascending)
print(resp)

`warrant_quote(symbols)`

Get quote of warrant securities

Parameters:

Name	Type	Description	Default
`symbols`	`List[str]`	Security codes	required

Returns:

Type	Description
`List[WarrantQuote]`	Warrant quote list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.warrant_quote(["21125.HK"])
print(resp)

`watchlist()`

Get watch list

Returns:

Type	Description
`List[WatchlistGroup]`	Watch list groups

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.watchlist()
print(resp)

`QuotePackageDetail`

Quote package detail

`description: str` `instance-attribute`

Description

`end_at: datetime` `instance-attribute`

End time

`key: str` `instance-attribute`

Key

`name: str` `instance-attribute`

Name

`start_at: datetime` `instance-attribute`

Start time

`RealtimeQuote`

Real-time quote

`high: Decimal` `instance-attribute`

High

`last_done: Decimal` `instance-attribute`

Latest price

`low: Decimal` `instance-attribute`

Low

`open: Decimal` `instance-attribute`

Open

`symbol: str` `instance-attribute`

Security code

`timestamp: datetime` `instance-attribute`

Time of latest price

`trade_status: Type[TradeStatus]` `instance-attribute`

Security trading status

`turnover: Decimal` `instance-attribute`

Turnover

`volume: int` `instance-attribute`

Volume

`SecuritiesUpdateMode`

Securities update mode

`Add`

Bases: SecuritiesUpdateMode

Add securities

`Remove`

Bases: SecuritiesUpdateMode

Remove securities

`Replace`

Bases: SecuritiesUpdateMode

Replace securities

`Security`

Security

`name_cn: str` `instance-attribute`

Security name (zh-CN)

`name_en: str` `instance-attribute`

Security name (en)

`name_hk: str` `instance-attribute`

Security name (zh-HK)

`symbol: str` `instance-attribute`

Security code

`SecurityBoard`

Security board

`CNIX`

Bases: SecurityBoard

CN Index

`CNSector`

Bases: SecurityBoard

CN Industry Board

`HKEquity`

Bases: SecurityBoard

Hong Kong Equity Securities

`HKHS`

Bases: SecurityBoard

Hang Seng Index

`HKPreIPO`

Bases: SecurityBoard

HK PreIPO Security

`HKSector`

Bases: SecurityBoard

HK Industry Board

`HKWarrant`

Bases: SecurityBoard

HK Warrant

`SGMain`

Bases: SecurityBoard

SG Main Board

`SGSector`

Bases: SecurityBoard

SG Industry Board

`SHMainConnect`

Bases: SecurityBoard

SH Main Board(Connect)

`SHMainNonConnect`

Bases: SecurityBoard

SH Main Board(Non Connect)

`SHSTAR`

Bases: SecurityBoard

SH Science and Technology Innovation Board

`STI`

Bases: SecurityBoard

Singapore Straits Index

`SZGEMConnect`

Bases: SecurityBoard

SZ Gem Board(Connect)

`SZGEMNonConnect`

Bases: SecurityBoard

SZ Gem Board(Non Connect)

`SZMainConnect`

Bases: SecurityBoard

SZ Main Board(Connect)

`SZMainNonConnect`

Bases: SecurityBoard

SZ Main Board(Non Connect)

`USDJI`

Bases: SecurityBoard

Dow Jones Industrial Average

`USMain`

Bases: SecurityBoard

US Pink Board

`USNSDQ`

Bases: SecurityBoard

Nasdsaq Index

`USOption`

Bases: SecurityBoard

US Option

`USOptionS`

Bases: SecurityBoard

US Sepecial Option

`USPink`

Bases: SecurityBoard

US Pink Board

`USSector`

Bases: SecurityBoard

US Industry Board

`Unknown`

Bases: SecurityBoard

Unknown

`SecurityBrokers`

Security brokers

`ask_brokers: List[Brokers]` `instance-attribute`

Ask brokers

`bid_brokers: List[Brokers]` `instance-attribute`

Bid brokers

`SecurityCalcIndex`

Security calc index response

`amplitude: Optional[Decimal]` `instance-attribute`

Amplitude

`balance_point: Optional[Decimal]` `instance-attribute`

Breakeven point

`call_price: Optional[Decimal]` `instance-attribute`

Call price

`capital_flow: Optional[Decimal]` `instance-attribute`

Capital flow

`change_rate: Optional[Decimal]` `instance-attribute`

Change ratio

`change_value: Optional[Decimal]` `instance-attribute`

Change value

`conversion_ratio: Optional[Decimal]` `instance-attribute`

Conversion ratio

`delta: Optional[Decimal]` `instance-attribute`

Delta

`dividend_ratio_ttm: Optional[Decimal]` `instance-attribute`

Dividend ratio (TTM)

`effective_leverage: Optional[Decimal]` `instance-attribute`

Effective leverage

`expiry_date: Optional[date]` `instance-attribute`

Expiry date

`five_day_change_rate: Optional[Decimal]` `instance-attribute`

Five days change ratio

`five_minutes_change_rate: Optional[Decimal]` `instance-attribute`

Five minutes change ratio

`gamma: Optional[Decimal]` `instance-attribute`

Gamma

`half_year_change_rate: Optional[Decimal]` `instance-attribute`

Half year change ratio

`implied_volatility: Optional[Decimal]` `instance-attribute`

Implied volatility

`itm_otm: Optional[Decimal]` `instance-attribute`

In/out of the bound

`last_done: Optional[Decimal]` `instance-attribute`

Latest price

`leverage_ratio: Optional[Decimal]` `instance-attribute`

Leverage ratio

`lower_strike_price: Optional[Decimal]` `instance-attribute`

Lower bound price

`open_interest: Optional[int]` `instance-attribute`

Open interest

`outstanding_qty: Optional[int]` `instance-attribute`

Outstanding quantity

`outstanding_ratio: Optional[Decimal]` `instance-attribute`

Outstanding ratio

`pb_ratio: Optional[Decimal]` `instance-attribute`

PB

`pe_ttm_ratio: Optional[Decimal]` `instance-attribute`

PE (TTM)

`premium: Optional[Decimal]` `instance-attribute`

Premium

`rho: Optional[Decimal]` `instance-attribute`

Rho

`strike_price: Optional[Decimal]` `instance-attribute`

Strike price

`symbol: str` `instance-attribute`

Security symbol

`ten_day_change_rate: Optional[Decimal]` `instance-attribute`

Ten days change ratio

`theta: Optional[Decimal]` `instance-attribute`

Theta

`to_call_price: Optional[Decimal]` `instance-attribute`

Price interval from the call price

`total_market_value: Optional[Decimal]` `instance-attribute`

Total market value

`turnover: Optional[Decimal]` `instance-attribute`

Turnover

`turnover_rate: Optional[Decimal]` `instance-attribute`

turnover_rate

`upper_strike_price: Optional[Decimal]` `instance-attribute`

Upper bound price

`vega: Optional[Decimal]` `instance-attribute`

Vega

`volume: Optional[int]` `instance-attribute`

Volume

`volume_ratio: Optional[Decimal]` `instance-attribute`

Volume ratio

`warrant_delta: Optional[Decimal]` `instance-attribute`

Warrant delta

`ytd_change_rate: Optional[Decimal]` `instance-attribute`

Year-to-date change ratio

`SecurityDepth`

Security depth

`asks: List[Depth]` `instance-attribute`

Ask depth

`bids: List[Depth]` `instance-attribute`

Bid depth

`SecurityListCategory`

Security list category

`Overnight`

Bases: SecurityListCategory

Overnight

`SecurityQuote`

Quote of securitity

`high: Decimal` `instance-attribute`

High

`last_done: Decimal` `instance-attribute`

Latest price

`low: Decimal` `instance-attribute`

Low

`open: Decimal` `instance-attribute`

Open

`overnight_quote: Optional[PrePostQuote]` `instance-attribute`

Quote of US overnight market

`post_market_quote: Optional[PrePostQuote]` `instance-attribute`

Quote of US post market

`pre_market_quote: Optional[PrePostQuote]` `instance-attribute`

Quote of US pre market

`prev_close: Decimal` `instance-attribute`

Yesterday's close

`symbol: str` `instance-attribute`

Security code

`timestamp: datetime` `instance-attribute`

Time of latest price

`trade_status: Type[TradeStatus]` `instance-attribute`

Security trading status

`turnover: Decimal` `instance-attribute`

Turnover

`volume: int` `instance-attribute`

Volume

`SecurityStaticInfo`

The basic information of securities

`board: Type[SecurityBoard]` `instance-attribute`

Board

`bps: Decimal` `instance-attribute`

Net assets per share

`circulating_shares: int` `instance-attribute`

Circulating shares

`currency: str` `instance-attribute`

Trading currency

`dividend_yield: Decimal` `instance-attribute`

Dividend yield

`eps: Decimal` `instance-attribute`

Earnings per share

`eps_ttm: Decimal` `instance-attribute`

Earnings per share (TTM)

`exchange: str` `instance-attribute`

Exchange which the security belongs to

`hk_shares: int` `instance-attribute`

HK shares (only HK stocks)

`lot_size: int` `instance-attribute`

Lot size

`name_cn: str` `instance-attribute`

Security name (zh-CN)

`name_en: str` `instance-attribute`

Security name (en)

`name_hk: str` `instance-attribute`

Security name (zh-HK)

`stock_derivatives: List[Type[DerivativeType]]` `instance-attribute`

Types of supported derivatives

`symbol: str` `instance-attribute`

Security code

`total_shares: int` `instance-attribute`

Total shares

`SortOrderType`

Sort order type

`Ascending`

Bases: SortOrderType

Ascending

`Descending`

Bases: SortOrderType

Descending

`StockPosition`

Stock position

`available_quantity: int` `instance-attribute`

Available quantity

`cost_price: Decimal` `instance-attribute`

Cost Price(According to the client's choice of average purchase or diluted cost)

`currency: str` `instance-attribute`

Currency

`init_quantity: Optional[int]` `instance-attribute`

Initial position before market opening

`market: Market` `instance-attribute`

Market

`quantity: int` `instance-attribute`

The number of holdings

`symbol: str` `instance-attribute`

Stock code

`symbol_name: str` `instance-attribute`

Stock name

`StockPositionChannel`

Stock position channel

`account_channel: str` `instance-attribute`

Account type

`positions: List[StockPosition]` `instance-attribute`

Stock positions

`StockPositionsResponse`

Stock positions response

`channels: List[StockPositionChannel]` `instance-attribute`

Channels

`StrikePriceInfo`

Strike price info

`call_symbol: str` `instance-attribute`

Security code of call option

`price: Decimal` `instance-attribute`

Strike price

`put_symbol: str` `instance-attribute`

Security code of put option

`standard: bool` `instance-attribute`

Is standard

`SubType`

Subscription flags

`Brokers`

Bases: SubType

Broker

`Depth`

Bases: SubType

Depth

`Quote`

Bases: SubType

Quote

`Trade`

Bases: SubType

Trade

`SubmitOrderResponse`

Response for submit order request

`order_id: str` `instance-attribute`

Order id

`Subscription`

Subscription

`candlesticks: List[Type[Period]]` `instance-attribute`

Candlesticks

`sub_types: List[Type[SubType]]` `instance-attribute`

Subscription types

`symbol: str` `instance-attribute`

Security code

`TimeInForceType`

Time in force type

`Day`

Bases: TimeInForceType

Day Order

`GoodTilCanceled`

Bases: TimeInForceType

Good Til Canceled Order

`GoodTilDate`

Bases: TimeInForceType

Good Til Date Order

`Unknown`

Bases: TimeInForceType

Unknown

`TopicType`

Topic type

`Private`

Bases: TopicType

Private notification for trade

`Trade`

Trade

`direction: Type[TradeDirection]` `instance-attribute`

Trade direction

`price: Decimal` `instance-attribute`

Price

`timestamp: datetime` `instance-attribute`

Time of trading

`trade_session: Type[TradeSession]` `instance-attribute`

Trade session

`trade_type: str` `instance-attribute`

Trade type

HK

* - Overseas trade
D - Odd-lot trade
M - Non-direct off-exchange trade
P - Late trade (Off-exchange previous day)
U - Auction trade
X - Direct off-exchange trade
Y - Automatch internalized
<empty string> - Automatch normal

US

<empty string> - Regular sale
A - Acquisition
B - Bunched trade
D - Distribution
F - Intermarket sweep
G - Bunched sold trades
H - Price variation trade
I - Odd lot trade
K - Rule 155 trde(NYSE MKT)
M - Market center close price
P - Prior reference price
Q - Market center open price
S - Split trade
V - Contingent trade
W - Average price trade
X - Cross trade
1 - Stopped stock(Regular trade)

`volume: int` `instance-attribute`

Volume

`TradeContext`

Trade context

Parameters:

Name	Type	Description	Default
`config`	`Config`	Configuration object	required

`account_balance(currency=None)`

Get account balance

Parameters:

Name	Type	Description	Default
`currency`	`Optional[str]`	Currency	`None`

Returns:

Type	Description
`List[AccountBalance]`	Account list

Examples:

::

from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.account_balance()
print(resp)

`cancel_order(order_id)`

Cancel order

Parameters:

Name	Type	Description	Default
`order_id`	`str`	Order ID	required

Examples:

::

from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

ctx.cancel_order("709043056541253632")

`cash_flow(start_at, end_at, business_type=None, symbol=None, page=None, size=None)`

Get cash flow

Parameters:

Name	Type	Description	Default
`start_at`	`datetime`	Start time	required
`end_at`	`datetime`	End time	required
`business_type`	`Optional[Type[BalanceType]]`	Balance type	`None`
`symbol`	`Optional[str]`	Target security code	`None`
`page`	`Optional[int]`	Start page (Default: 1)	`None`
`size`	`Optional[int]`	Page size (Default: 50)	`None`

Returns:

Type	Description
`List[CashFlow]`	Cash flow list

Examples:

::

from datetime import datetime
from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.cash_flow(
    start_at = datetime(2022, 5, 9),
    end_at = datetime(2022, 5, 12),
)
print(resp)

`estimate_max_purchase_quantity(symbol, order_type, side, price=None, currency=None, order_id=None)`

Estimating the maximum purchase quantity for Hong Kong and US stocks, warrants, and options

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security symbol	required
`order_type`	`Type[OrderType]`	Order type	required
`side`	`Type[OrderSide]`	Order side	required
`price`	`Optional[Decimal]`	Estimated order price,	`None`
`currency`	`Optional[str]`	Settlement currency	`None`
`order_id`	`Optional[str]`	Order ID, required when estimating the maximum purchase quantity for a modified order	`None`

Returns:

Type	Description
`EstimateMaxPurchaseQuantityResponse`	Response

Examples:

::

from longport.openapi import TradeContext, Config, OrderType, OrderSide

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.estimate_max_purchase_quantity(
    symbol = "700.HK",
    order_type = OrderType.LO,
    side = OrderSide.Buy,
)
print(resp)

`fund_positions(symbols=None)`

Get fund positions

Parameters:

Name	Type	Description	Default
`symbols`	`Optional[List[str]]`	Filter by fund codes	`None`

Returns:

Type	Description
`FundPositionsResponse`	Fund positions

Examples:

::

from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.fund_positions()
print(resp)

`history_executions(symbol=None, start_at=None, end_at=None)`

Get history executions

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[str]`	Filter by security code, example: `700.HK`, `AAPL.US`	`None`
`start_at`	`Optional[datetime]`	Start time	`None`
`end_at`	`Optional[datetime]`	End time	`None`

Returns:

Type	Description
`List[Execution]`	Execution list

Examples:

::

from datetime import datetime
from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.history_executions(
    symbol = "700.HK",
    start_at = datetime(2022, 5, 9),
    end_at = datetime(2022, 5, 12),
)
print(resp)

`history_orders(symbol=None, status=None, side=None, market=None, start_at=None, end_at=None)`

Get history orders

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[str]`	Filter by security code	`None`
`status`	`Optional[List[Type[OrderStatus]]]`	Filter by order status	`None`
`side`	`Optional[Type[OrderSide]]`	Filter by order side	`None`
`market`	`Optional[Type[Market]]`	Filter by market type	`None`
`start_at`	`Optional[datetime]`	Start time	`None`
`end_at`	`Optional[datetime]`	End time	`None`

Returns:

Type	Description
`List[Order]`	Order list

Examples:

::

from datetime import datetime
from longport.openapi import TradeContext, Config, OrderStatus, OrderSide, Market

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.history_orders(
    symbol = "700.HK",
    status = [OrderStatus.Filled, OrderStatus.New],
    side = OrderSide.Buy,
    market = Market.HK,
    start_at = datetime(2022, 5, 9),
    end_at = datetime(2022, 5, 12),
)
print(resp)

`margin_ratio(symbol)`

Get margin ratio

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security symbol	required

Returns:

Type	Description
`MarginRatio`	Margin ratio

Examples:

::

from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.margin_ratio("700.HK")
print(resp)

`order_detail(order_id)`

Get order detail

Parameters:

Name	Type	Description	Default
`order`	`id`	Order id	required

Returns:

Type	Description
`OrderDetail`	Order detail

Examples:

::

from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.order_detail("701276261045858304")
print(resp)

`replace_order(order_id, quantity, price=None, trigger_price=None, limit_offset=None, trailing_amount=None, trailing_percent=None, remark=None)`

Replace order

Parameters:

Name	Type	Description	Default
`quantity`	`int`	Replaced quantity	required
`price`	`Optional[Decimal]`	Replaced price	`None`
`trigger_price`	`Optional[Decimal]`	Trigger price (`LIT` / `MIT` Order Required)	`None`
`limit_offset`	`Optional[Decimal]`	Limit offset amount (`TSLPAMT` / `TSLPPCT` Required)	`None`
`trailing_amount`	`Optional[Decimal]`	Trailing amount (`TSLPAMT` / `TSMAMT` Required)	`None`
`trailing_percent`	`Optional[Decimal]`	Trailing percent (`TSLPPCT` / `TSMAPCT` Required)	`None`
`remark`	`Optional[str]`	Remark (Maximum 64 characters)	`None`

Examples:

::

from decimal import Decimal
from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

ctx.replace_order(
    order_id = "709043056541253632",
    quantity = 100,
    price = Decimal("100"),
)

`set_on_order_changed(callback)`

Set order changed callback, after receiving the order changed event, it will call back to this function.

`stock_positions(symbols=None)`

Get stock positions

Parameters:

Name	Type	Description	Default
`symbols`	`Optional[List[str]]`	Filter by stock codes	`None`

Returns:

Type	Description
`StockPositionsResponse`	Stock positions

Examples:

::

from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.stock_positions()
print(resp)

`submit_order(symbol, order_type, side, submitted_quantity, time_in_force, submitted_price=None, trigger_price=None, limit_offset=None, trailing_amount=None, trailing_percent=None, expire_date=None, outside_rth=None, remark=None)`

Submit order

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`order_type`	`Type[OrderType]`	Order type	required
`side`	`Type[OrderSide]`	Order Side	required
`submitted_quantity`	`int`	Submitted quantity	required
`time_in_force`	`Type[TimeInForceType]`	Time in force type	required
`submitted_price`	`Optional[Decimal]`	Submitted price	`None`
`trigger_price`	`Optional[Decimal]`	Trigger price (`LIT` / `MIT` Required)	`None`
`limit_offset`	`Optional[Decimal]`	Limit offset amount (`TSLPAMT` / `TSLPPCT` Required)	`None`
`trailing_amount`	`Optional[Decimal]`	Trailing amount (`TSLPAMT` / `TSMAMT` Required)	`None`
`trailing_percent`	`Optional[Decimal]`	Trailing percent (`TSLPPCT` / `TSMAPCT` Required)	`None`
`expire_date`	`Optional[date]`	Long term order expire date (Required when `time_in_force` is `GoodTilDate`)	`None`
`outside_rth`	`Optional[Type[OutsideRTH]]`	Enable or disable outside regular trading hours	`None`
`remark`	`Optional[str]`	Remark (Maximum 64 characters)	`None`

Returns:

Type	Description
`SubmitOrderResponse`	Response

Examples:

::

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

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.submit_order(
    side = OrderSide.Buy,
    symbol = "700.HK",
    order_type = OrderType.LO,
    submitted_price = Decimal("50"),
    submitted_quantity = 200,
    time_in_force = TimeInForceType.Day,
    remark = "Hello from Python SDK",
)
print(resp)

`subscribe(topics)`

Subscribe

Parameters:

Name	Type	Description	Default
`topics`	`List[Type[TopicType]]`	Topic list	required

Examples:

::

from time import sleep
from decimal import Decimal
from longport.openapi import TradeContext, Config, OrderSide, OrderType, TimeInForceType, PushOrderChanged, TopicType


def on_order_changed(event: PushOrderChanged):
    print(event)


config = Config.from_env()
ctx = TradeContext(config)
ctx.set_on_order_changed(on_order_changed)
ctx.subscribe([TopicType.Private])

resp = ctx.submit_order(
    side=OrderSide.Buy,
    symbol="700.HK",
    order_type=OrderType.LO,
    submitted_price=Decimal("50"),
    submitted_quantity=200,
    time_in_force=TimeInForceType.Day,
    remark="Hello from Python SDK",
)
print(resp)
sleep(5)  # waiting for push event

`today_executions(symbol=None, order_id=None)`

Get today executions

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[str]`	Filter by security code	`None`
`order_id`	`Optional[str]`	Filter by Order ID	`None`

Returns:

Type	Description
`List[Execution]`	Execution list

Examples:

::

from longport.openapi import TradeContext, Config

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.today_executions(symbol = "700.HK")
print(resp)

`today_orders(symbol=None, status=None, side=None, market=None, order_id=None)`

Get today orders

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[str]`	Filter by security code	`None`
`status`	`Optional[List[Type[OrderStatus]]]`	Filter by order status	`None`
`side`	`Optional[Type[OrderSide]]`	Filter by order side	`None`
`market`	`Optional[Type[Market]]`	Filter by market type	`None`
`order_id`	`Optional[str]`	Filter by order id	`None`

Returns:

Type	Description
`List[Order]`	Order list

Examples:

::

from longport.openapi import TradeContext, Config, OrderStatus, OrderSide, Market

config = Config.from_env()
ctx = TradeContext(config)

resp = ctx.today_orders(
    symbol = "700.HK",
    status = [OrderStatus.Filled, OrderStatus.New],
    side = OrderSide.Buy,
    market = Market.HK,
)
print(resp)

`unsubscribe(topics)`

Unsubscribe

Parameters:

Name	Type	Description	Default
`topics`	`List[Type[TopicType]]`	Topic list	required

`TradeDirection`

Trade direction

`Down`

Bases: TradeDirection

Down

`Neutral`

Bases: TradeDirection

Neutral

`Up`

Bases: TradeDirection

Up

`TradeSession`

Trade session

`Normal`

Bases: TradeSession

Trading

`Post`

Bases: TradeSession

Post-Trading

`Pre`

Bases: TradeSession

Pre-Trading

`TradeStatus`

Security Status

`CodeMoved`

Bases: TradeStatus

Code Moved

`Delisted`

Bases: TradeStatus

Delisted

`Expired`

Bases: TradeStatus

Expired

`Fuse`

Bases: TradeStatus

Fuse

`Halted`

Bases: TradeStatus

Suspension

`Normal`

Bases: TradeStatus

Normal

`PrepareList`

Bases: TradeStatus

Prepare List

`SplitStockHalts`

Bases: TradeStatus

Split Stock Halts

`Suspend`

Bases: TradeStatus

Suspend

`ToBeOpened`

Bases: TradeStatus

To Be Opened

`WarrantPrepareList`

Bases: TradeStatus

Warrant To BeListed

`TradingSessionInfo`

The information of trading session

`begin_time: time` `instance-attribute`

Being trading time

`end_time: time` `instance-attribute`

End trading time

`trade_session: Type[TradeSession]` `instance-attribute`

Trading sessions

`TriggerStatus`

Trigger status

`Active`

Bases: TriggerStatus

Active

`Deactive`

Bases: TriggerStatus

Deactive

`Released`

Bases: TriggerStatus

Released

`Unknown`

Bases: TriggerStatus

Unknown

`WarrantInfo`

Warrant info

`balance_point: Optional[Decimal]` `instance-attribute`

Breakeven point

`call_price: Optional[Decimal]` `instance-attribute`

Call price

`change_rate: Decimal` `instance-attribute`

Quote change rate

`change_value: Decimal` `instance-attribute`

Quote change

`conversion_ratio: Optional[Decimal]` `instance-attribute`

Conversion ratio

`delta: Optional[Decimal]` `instance-attribute`

Greek value delta

`effective_leverage: Optional[Decimal]` `instance-attribute`

Effective leverage

`expiry_date: date` `instance-attribute`

Expiry date

`implied_volatility: Optional[Decimal]` `instance-attribute`

Implied volatility

`itm_otm: Optional[Decimal]` `instance-attribute`

In/out of the bound

`last_done: Decimal` `instance-attribute`

Latest price

`leverage_ratio: Decimal` `instance-attribute`

Leverage ratio

`lower_strike_price: Optional[Decimal]` `instance-attribute`

Lower strike price

`name: str` `instance-attribute`

Security name

`outstanding_qty: int` `instance-attribute`

Outstanding quantity

`outstanding_ratio: Decimal` `instance-attribute`

Outstanding ratio

`premium: Decimal` `instance-attribute`

Premium

`status: Type[WarrantStatus]` `instance-attribute`

Status

`strike_price: Optional[Decimal]` `instance-attribute`

Strike price

`symbol: str` `instance-attribute`

Security code

`to_call_price: Optional[Decimal]` `instance-attribute`

Price interval from the call price

`turnover: Decimal` `instance-attribute`

Turnover

`upper_strike_price: Optional[Decimal]` `instance-attribute`

Upper strike price

`volume: int` `instance-attribute`

Volume

`warrant_type: Type[WarrantType]` `instance-attribute`

Warrant type

`WarrantQuote`

Quote of warrant

`call_price: Decimal` `instance-attribute`

Call price

`category: Type[WarrantType]` `instance-attribute`

Warrant type

`conversion_ratio: Decimal` `instance-attribute`

Conversion ratio

`expiry_date: date` `instance-attribute`

Exprity date

`high: Decimal` `instance-attribute`

High

`implied_volatility: Decimal` `instance-attribute`

Implied volatility

`last_done: Decimal` `instance-attribute`

Latest price

`last_trade_date: date` `instance-attribute`

Last tradalbe date

`low: Decimal` `instance-attribute`

Low

`lower_strike_price: Decimal` `instance-attribute`

Lower bound price

`open: Decimal` `instance-attribute`

Open

`outstanding_quantity: int` `instance-attribute`

Outstanding quantity

`outstanding_ratio: Decimal` `instance-attribute`

Outstanding ratio

`prev_close: Decimal` `instance-attribute`

Yesterday's close

`strike_price: Decimal` `instance-attribute`

Strike price

`symbol: str` `instance-attribute`

Security code

`timestamp: datetime` `instance-attribute`

Time of latest price

`trade_status: Type[TradeStatus]` `instance-attribute`

Security trading status

`turnover: Decimal` `instance-attribute`

Turnover

`underlying_symbol: str` `instance-attribute`

Underlying security symbol of the warrant

`upper_strike_price: Decimal` `instance-attribute`

Upper bound price

`volume: int` `instance-attribute`

Volume

`WarrantSortBy`

Warrant sort by

`BalancePoint`

Bases: WarrantSortBy

Breakeven point

`CallPrice`

Bases: WarrantSortBy

Call price

`ChangeRate`

Bases: WarrantSortBy

Change rate

`ChangeValue`

Bases: WarrantSortBy

Change value

`ConversionRatio`

Bases: WarrantSortBy

Conversion ratio

`Delta`

Bases: WarrantSortBy

Greek value delta

`EffectiveLeverage`

Bases: WarrantSortBy

Effective leverage

`ExpiryDate`

Bases: WarrantSortBy

Expiry date

`ImpliedVolatility`

Bases: WarrantSortBy

Implied volatility

`ItmOtm`

Bases: WarrantSortBy

In/out of the bound

`LastDone`

Bases: WarrantSortBy

LastDone

`LeverageRatio`

Bases: WarrantSortBy

Leverage ratio

`LowerStrikePrice`

Bases: WarrantSortBy

Lower strike price

`OutstandingQuantity`

Bases: WarrantSortBy

Outstanding quantity

`OutstandingRatio`

Bases: WarrantSortBy

Outstanding ratio

`Premium`

Bases: WarrantSortBy

Premium

`Status`

Bases: WarrantSortBy

Status

`StrikePrice`

Bases: WarrantSortBy

Strike price

`ToCallPrice`

Bases: WarrantSortBy

Price interval from the call price

`Turnover`

Bases: WarrantSortBy

Turnover

`UpperStrikePrice`

Bases: WarrantSortBy

Upper strike price

`Volume`

Bases: WarrantSortBy

Volume

`WarrantStatus`

Warrant status

`Normal`

Bases: WarrantStatus

Normal

`PrepareList`

Bases: WarrantStatus

Prepare List

`Suspend`

Bases: WarrantStatus

Suspend

`WarrantType`

Warrant type

`Bear`

Bases: WarrantType

Bear

`Bull`

Bases: WarrantType

Bull

`Call`

Bases: WarrantType

Call

`Inline`

Bases: WarrantType

Inline

`Put`

Bases: WarrantType

Put

`Unknown`

Bases: WarrantType

Unknown

`WatchlistGroup`

`id: int` `instance-attribute`

Group id

`name: str` `instance-attribute`

Group name

`securities: List[WatchlistSecurity]` `instance-attribute`

Securities

`WatchlistSecurity`

Watchlist security

`market: Market` `instance-attribute`

Market

`name: str` `instance-attribute`

Security name

`symbol: str` `instance-attribute`

Security symbol

`watched_at: datetime` `instance-attribute`

Watched time

`watched_price: Optional[Decimal]` `instance-attribute`

Watched price

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Code Reference

AccountBalance

buy_power: Decimal instance-attribute

cash_infos: List[CashInfo] instance-attribute

currency: str instance-attribute

init_margin: Decimal instance-attribute

maintenance_margin: Decimal instance-attribute

margin_call: Decimal instance-attribute

max_finance_amount: Decimal instance-attribute

net_assets: Decimal instance-attribute

remaining_finance_amount: Decimal instance-attribute

risk_level: int instance-attribute

total_cash: Decimal instance-attribute

AdjustType

ForwardAdjust

NoAdjust

Brokers

broker_ids: List[int] instance-attribute

position: int instance-attribute

CalcIndex

Amplitude

BalancePoint

CallPrice

CapitalFlow

ChangeRate

ChangeValue

ConversionRatio

Delta

DividendRatioTtm

EffectiveLeverage

ExpiryDate

FiveDayChangeRate

FiveMinutesChangeRate

Gamma

HalfYearChangeRate

ImpliedVolatility

ItmOtm

LastDone

LeverageRatio

LowerStrikePrice

OpenInterest

OutstandingQty

OutstandingRatio

PbRatio

PeTtmRatio

Premium

Rho

StrikePrice

TenDayChangeRate

Theta

ToCallPrice

TotalMarketValue

Turnover

TurnoverRate

UpperStrikePrice

Vega

Volume

VolumeRatio

WarrantDelta

YtdChangeRate

Candlestick

close: Decimal instance-attribute

high: Decimal instance-attribute

low: Decimal instance-attribute

open: Decimal instance-attribute

timestamp: datetime instance-attribute

turnover: Decimal instance-attribute

volume: int instance-attribute

CapitalDistribution

large: Decimal instance-attribute

medium: Decimal instance-attribute

small: Decimal instance-attribute

CapitalDistributionResponse

capital_in: CapitalDistribution instance-attribute

capital_out: CapitalDistribution instance-attribute

timestamp: datetime instance-attribute

CapitalFlowLine

inflow: Decimal instance-attribute

timestamp: datetime instance-attribute

CashFlow

`AccountBalance`

`buy_power: Decimal` `instance-attribute`

`cash_infos: List[CashInfo]` `instance-attribute`

`currency: str` `instance-attribute`

`init_margin: Decimal` `instance-attribute`

`maintenance_margin: Decimal` `instance-attribute`

`margin_call: Decimal` `instance-attribute`

`max_finance_amount: Decimal` `instance-attribute`

`net_assets: Decimal` `instance-attribute`

`remaining_finance_amount: Decimal` `instance-attribute`

`risk_level: int` `instance-attribute`

`total_cash: Decimal` `instance-attribute`

`AdjustType`

`ForwardAdjust`

`NoAdjust`

`Brokers`

`broker_ids: List[int]` `instance-attribute`

`position: int` `instance-attribute`

`CalcIndex`

`Amplitude`

`BalancePoint`

`CallPrice`

`CapitalFlow`

`ChangeRate`

`ChangeValue`

`ConversionRatio`

`Delta`

`DividendRatioTtm`

`EffectiveLeverage`

`ExpiryDate`

`FiveDayChangeRate`

`FiveMinutesChangeRate`

`Gamma`

`HalfYearChangeRate`

`ImpliedVolatility`

`ItmOtm`

`LastDone`

`LeverageRatio`

`LowerStrikePrice`

`OpenInterest`

`OutstandingQty`

`OutstandingRatio`

`PbRatio`

`PeTtmRatio`

`Premium`

`Rho`

`StrikePrice`

`TenDayChangeRate`

`Theta`

`ToCallPrice`

`TotalMarketValue`

`Turnover`

`TurnoverRate`

`UpperStrikePrice`

`Vega`

`Volume`

`VolumeRatio`

`WarrantDelta`

`YtdChangeRate`

`Candlestick`

`close: Decimal` `instance-attribute`

`high: Decimal` `instance-attribute`

`low: Decimal` `instance-attribute`

`open: Decimal` `instance-attribute`

`timestamp: datetime` `instance-attribute`

`turnover: Decimal` `instance-attribute`

`volume: int` `instance-attribute`

`CapitalDistribution`

`large: Decimal` `instance-attribute`

`medium: Decimal` `instance-attribute`

`small: Decimal` `instance-attribute`

`CapitalDistributionResponse`

`capital_in: CapitalDistribution` `instance-attribute`

`capital_out: CapitalDistribution` `instance-attribute`

`timestamp: datetime` `instance-attribute`

`CapitalFlowLine`

`inflow: Decimal` `instance-attribute`

`timestamp: datetime` `instance-attribute`

`CashFlow`

`balance: Decimal` `instance-attribute`