openapi

README

Longbridge OpenAPI SDK for Go

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

Quickstart

With Go module support , simply add the following import

import "github.com/longbridgeapp/openapi-go"

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"

Config

Load from env

Support init config from env, and support load env from .env file

import (
    "github.com/longbridgeapp/openapi-go/config"
    "github.com/longbridgeapp/openapi-go/trade"
    "github.com/longbridgeapp/openapi-go/http"
)

func main() {
    c, err := config.NewFromEnv()

    if err != nil {
        // panic
    }

    // init http client from config
    c, err := http.NewFromCfg(c)

    // init trade context from config
    tc, err := trade.NewFromCfg(c)

    // init quote context from config
    qc, err := quote.NewFromCfg(c)
}

All envs is listed in the last of README

Init Config manually

Config structure as follow:

type Config struct {
	HttpURL     string `env:"LONGBRIDGE_HTTP_URL"`
	AppKey      string `env:"LONGBRIDGE_APP_KEY"`
	AppSecret   string `env:"LONGBRIDGE_APP_SECRET"`
	AccessToken string `env:"LONGBRIDGE_ACCESS_TOKEN"`
	TradeUrl    string `env:"LONGBRIDGE_TRADE_URL"`
	QuoteUrl    string `env:"LONGBRIDGE_QUOTE_URL"`

	LogLevel string `env:"LONGBRIDGE_LOG_LEVEL"`

	// longbridge protocol config
	AuthTimeout    time.Duration `env:"LONGBRIDGE_AUTH_TIMEOUT"`
	Timeout        time.Duration `env:"LONGBRIDGE_TIMEOUT"`
	WriteQueueSize int           `env:"LONGBRIDGE_WRITE_QUEUE_SIZE"`
	ReadQueueSize  int           `env:"LONGBRIDGE_READ_QUEUE_SIZE"`
	ReadBufferSize int           `env:"LONGBRIDGE_READ_BUFFER_SIZE"`
	MinGzipSize    int           `env:"LONGBRIDGE_MIN_GZIP_SIZE"`
}

set config field manually

c, err := config.NewFromEnv()
c.AppKey = "xxx"
c.AppSecret = "xxx"
c.AccessToken = "xxx"

set custom logger

Our logger interface as follow:

type Logger interface {
	SetLevel(string)
	Info(msg string)
	Error(msg string)
	Warn(msg string)
	Debug(msg string)
	Infof(msg string, args ...interface{})
	Errorf(msg string, args ...interface{})
	Warnf(msg string, args ...interface{})
	Debugf(msg string, args ...interface{})
}

Your can use you own logger by imply the interface

c, err := config.NewFromEnv()

l := newOwnLogger()

c.SetLogger(l)

use custom *(net/http).Client

the default http client is initialized simply as follow:

cli := &http.Client{Timeout: opts.Timeout}

we only set timeout here, you can use you own *(net/http).Client.

c, err := config.NewFromEnv()

c.Client = &http.Client{
    Transport: ...
}

Quote API (Get basic information of securities)

package main

import (
	"context"
	"fmt"
	"log"

	"github.com/longbridgeapp/openapi-go/quote"
)

func main() {
	// create quote context from environment variables
	quoteContext, err := quote.NewFormEnv()
	if err != nil {
		log.Fatal(err)
		return
	}
	defer quoteContext.Close()
	ctx := context.Background()
	// Get basic information of securities
	quotes, err := quoteContext.Quote(ctx, []string{"700.HK", "AAPL.US", "TSLA.US", "NFLX.US"})
	if err != nil {
		log.Fatal(err)
		return
	}
	fmt.Printf("quotes: %v", quotes)
}

Trade API (Submit order)

package main

import (
	"context"
	"fmt"
	"log"

	"github.com/longbridgeapp/openapi-go/trade"
	"github.com/shopspring/decimal"
)

func main() {
	// create trade context from environment variables
	tradeContext, err := trade.NewFormEnv()
	if err != nil {
		log.Fatal(err)
		return
	}
	defer tradeContext.Close()
	ctx := context.Background()
	// submit order
	order := &trade.SubmitOrder{
		Symbol:            "700.HK",
		OrderType:         trade.OrderTypeLO,
		Side:              trade.OrderSideBuy,
		SubmittedQuantity: 200,
		TimeInForce:       trade.TimeTypeDay,
		SubmittedPrice:    decimal.NewFromFloat(12),
	}
	orderId, err := tradeContext.SubmitOrder(ctx, order)
	if err != nil {
		log.Fatal(err)
		return
	}
	fmt.Printf("orderId: %v\n", orderId)
}

Environment Variables

Support load env from .env file.

name	description	default value	example
LONGBRIDGE_HTTP_URL	longbridge rest api url	https://openapi.longbridgeapp.com
LONGBRIDGE_APP_KEY	app key
LONGBRIDGE_APP_SECRET	app secret
LONGBRIDGE_ACCESS_TOKEN	access token
LONGBRIDGE_TRADE_URL	longbridge protocol url for trade context	wss://openapi-trade.longbridgeapp.com
LONGBRIDGE_QUOTE_URL	longbridge protocol url for quote context	wss://openapi-quote.longbridgeapp.com
LONGBRIDGE_LOG_LEVEL	log level	info
LONGBRIDGE_AUTH_TIMEOUT	longbridge protocol authorize request time out	10 second	10s
LONGBRIDGE_TIMEOUT	longbridge protocol dial timeout	5 second	6s
LONGBRIDGE_WRITE_QUEUE_SIZE	longbirdge protocol write queue size	16
LONGBRIDGE_READ_QUEUE_SIZE	longbirdge protocol read queue size	16
LONGBRIDGE_READ_BUFFER_SIZE	longbirdge protocol read buffer size	4096
LONGBRIDGE_MIN_GZIP_SIZE	longbirdge protocol minimal gzip size	1024

License

Licensed under either of

• Apache License, Version 2.0,(LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
• MIT license (LICENSE-MIT or http://opensource.org/licenses/MIT) at your option.

Documentation

Index

• type Market

Types

type Market

type Market string

const (
	MarketUS Market = "US"
	MarketUK Market = "UK"
	MarketHK Market = "HK"
	MarketCN Market = "CN"
	MarketSG Market = "SG"
)