Code Reference

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

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 });

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)
• LONGPORT_PUSH_CANDLESTICK_MODE - realtime or confirmed (Default: realtime)
• LONGPORT_PRINT_QUOTE_PACKAGES - Print quote packages when connected, true or false (Default: true)
• LONGPORT_LOG_PATH - Set the path of the log files (Default: no logs)

Gets a new access_token

Returns the member ID

Returns the quote level

Returns the quote package details

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

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

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

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

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

Subscribe

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)

Unsubscribe

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])

Subscribe security candlesticks

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)

Subscribe security candlesticks

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)

Get basic information of securities

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)

Get quote of securities

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)

Get quote of option securities

Examples:

::

from longport.openapi import QuoteContext, Config

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

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

Get quote of warrant securities

Examples:

::

from longport.openapi import QuoteContext, Config

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

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

Get security depth

Examples:

::

from longport.openapi import QuoteContext, Config

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

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

Get security brokers

Examples:

::

from longport.openapi import QuoteContext, Config

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

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

Get participants

Examples:

::

from longport.openapi import QuoteContext, Config

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

resp = ctx.participants()
print(resp)

Get security trades

Examples:

::

from longport.openapi import QuoteContext, Config

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

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

Get security intraday lines

Examples:

::

from longport.openapi import QuoteContext, Config

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

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

Get security 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)

Get security history candlesticks by offset

Get security history candlesticks by date

Get 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)

Get option chain info by date

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)

Get warrant issuers

Examples:

::

from longport.openapi import QuoteContext, Config

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

resp = ctx.warrant_issuers()
print(resp)

Get 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)

Get 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)

Get trading session of the day

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

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)

Get capital flow intraday

Examples:

::

from longport.openapi import QuoteContext, Config

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

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

Get capital distribution

Examples:

::

from longport.openapi import QuoteContext, Config

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

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

Get calc indexes

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)

Get watch list

Examples:

::

from longport.openapi import QuoteContext, Config

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

resp = ctx.watchlist()
print(resp)

Create watchlist group

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

Examples:

::

from longport.openapi import QuoteContext, Config

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

Update watchlist group

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)

Get 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)

Get real-time quote

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

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)

Get real-time depth

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

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)

Get real-time brokers

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

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)

Get real-time trades

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

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)

Get real-time candlesticks

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

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)