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Julia SDK for LongPort API

This is an unofficial SDK, currently for personal use only. Some functions in the Trade module have not been tested yet. Issues are welcome.

Release Notes

See NEWS.md for detailed release notes.

References:

1. Official Documentation

2. OpenAPI SDK Base

Configuration File

Create a config.toml file:

# Required
app_key = "your_app_key"
app_secret = "your_app_secret"
access_token = "your_access_token"
token_expire_time = "2025-07-22T00:00:00"  # ISO8601 format, UTC time

# Optional (uses China endpoints by default)
# http_url = "https://openapi.longportapp.com"
# quote_ws_url = "wss://openapi-quote.longportapp.com"
# trade_ws_url = "wss://openapi-trade.longportapp.com"

Quick Start

Installation

using Pkg
Pkg.add("LongPort")

Quotes

using LongPort

# Load configuration from TOML file
cfg = Config.from_toml()

# Create and connect to QuoteContext
ctx = QuoteContext(cfg)

# Get basic static information for securities
resp = static_info(ctx, ["700.HK", "AAPL.US", "TSLA.US"])

# Get real-time quotes for securities
quotes = realtime_quote(ctx, ["GOOGL.US", "AAPL.US", "TSLA.US"])

# Get real-time option quotes
resp = option_quote(ctx, ["AAPL230317P160000.US"])

# Get real-time warrant quotes
resp = warrant_quote(ctx, ["14993.HK", "66642.HK"])

# Get market depth for a security
resp = depth(ctx, "700.HK")

# Get candlestick data
candlesticks_data = candlesticks(ctx, "GOOGL.US", CandlePeriod.SIXTY_MINUTE, 365)

# Get trade details for a security
trades_data = trades(ctx, "AAPL.US", 10)

# Get intraday data for a security
intraday_data = intraday(ctx, "700.HK")

# Get historical K-line data
using Dates
history_data = history_candlesticks_by_date(
    ctx, "700.HK", CandlePeriod.DAY, AdjustType.NO_ADJUST; start_date=Date(2023, 1, 1), end_date=Date(2023, 2, 1)
)

# Get the list of expiry dates for an option chain
expiry_dates = option_chain_expiry_date_list(ctx, "AAPL.US")

# Get trading days for a market
trading_days_df = trading_days(ctx, Market.HK, Date(2025, 8, 1), Date(2025, 8, 30))

# Get capital flow for a security
capital_flow_data = capital_flow(ctx, "700.HK")

# Get market temperature
temp = market_temperature(ctx, Market.US)

# Get historical market temperature
history_temp = history_market_temperature(ctx, Market.US, Date(2025, 7, 1), Date(2025, 7, 31))

# Disconnect
disconnect!(ctx)

Trading

using LongPort

# Load configuration from TOML file
cfg = Config.from_toml()

# Create and connect to TradeContext
ctx = TradeContext(cfg)

# Get account balance
resp = account_balance(ctx)

# Get stock positions
resp = stock_positions(ctx, ["700.HK"])

# Get today's orders
resp = today_orders(ctx)

# Get historical orders
resp = history_orders(ctx, "2023-01-01", "2023-02-01")

# Get today's executions
resp = today_executions(ctx)

# Get historical executions
resp = history_executions(ctx, "2023-01-01", "2023-02-01")

# Submit an order
resp = submit_order(ctx, "700.HK", OrderType.LO, Side.Buy, 100, 300.0)

# Modify an order
resp = modify_order(ctx, "order_id", 100, 301.0)

# Cancel an order
resp = cancel_order(ctx, "order_id")

# Disconnect
disconnect!(ctx)

Real-time Quote Subscription

# 1. Define a callback function
function on_quote_callback(symbol::String, event::PushQuote)
    println(symbol, event)
end

# 2. Set the callback
set_on_quote(ctx, on_quote_callback)

# 3. Subscribe to quotes (can choose different types: QUOTE, DEPTH, BROKERS, TRADE)
Quote.subscribe(ctx, ["GOOGL.US"], [SubType.DEPTH]; is_first_push=true)

# 4. Unsubscribe from quotes
Quote.unsubscribe(ctx, ["GOOGL.US"], [SubType.QUOTE, SubType.DEPTH])

API Overview

Context Management

• Config.from_toml(): Load configuration from config.toml file
• QuoteContext(config): Create and connect to QuoteContext
• TradeContext(config): Create and connect to TradeContext
• disconnect!(ctx): Disconnect from the server

Quote Fetching

• static_info(ctx, symbols): Get basic static information for securities
• realtime_quote(ctx, symbols): Get real-time stock quotes
• option_quote(ctx, symbols): Get real-time option quotes
• warrant_quote(ctx, symbols): Get real-time warrant quotes
• depth(ctx, symbol): Get market depth data for a security
• brokers(ctx, symbol): Get broker queue for a security
• participants(ctx): Get a list of broker seat IDs
• trades(ctx, symbol, count): Get trade details for a security
• intraday(ctx, symbol): Get intraday data for a security
• history_candlesticks_by_date(ctx, ...): Get historical K-line data by date
• option_chain_expiry_date_list(ctx, symbol): Get a list of expiry dates for an option chain
• warrant_issuers(ctx): Get a list of warrant issuer IDs
• warrant_list(ctx, ...): Get a filtered list of warrants
• trading_session(ctx): Get the trading session for each market for the current day
• trading_days(ctx, market, start_date, end_date): Get trading days for a market
• capital_flow(ctx, symbol): Get capital flow for a security for the current day
• capital_distribution(ctx, symbol): Get capital distribution for a security for the current day
• candlesticks(ctx, symbol, period, count): Get candlestick data
• history_candlesticks_by_offset(ctx, ...): Get historical K-line data by offset
• option_chain_info_by_date(ctx, symbol, expiry_date): Get option chain information for a specific expiry date
• subscriptions(ctx): Query currently subscribed securities
• calc_indexes(ctx, symbols): Get calculated indexes
• market_temperature(ctx, market): Get market temperature
• history_market_temperature(ctx, market, start_date, end_date): Get historical market temperature
• security_list(ctx, market, category): Get a list of securities

Real-time Quote Subscription

• set_on_quote(ctx, callback): Set the callback function for quote pushes
• set_on_depth(ctx, callback): Set the callback function for market depth pushes
• set_on_brokers(ctx, callback): Set the callback function for broker queue pushes
• set_on_trades(ctx, callback): Set the callback function for trade detail pushes
• subscribe(ctx, symbols, sub_types): Subscribe to quotes
• unsubscribe(ctx, symbols, sub_types): Unsubscribe from quotes

Realtime Data Access (Local Cache)

• realtime_depth(ctx, symbol): Get cached depth data for subscribed symbol
• realtime_brokers(ctx, symbol): Get cached broker queue for subscribed symbol
• realtime_trades(ctx, symbol; count): Get cached trades for subscribed symbol
• realtime_candlesticks(ctx, symbol, period; count): Get cached K-line data

Candlestick Subscription

• subscribe_candlesticks(ctx, symbol, period; count): Subscribe and get initial K-line data
• unsubscribe_candlesticks(ctx, symbol, period): Unsubscribe and clear cached data

Watchlist Management

• create_watchlist_group(ctx, name; securities): Create a watchlist group
• watchlist(ctx): View watchlist groups
• delete_watchlist_group(ctx, group_id, with_securities): Delete a watchlist
• update_watchlist_group(ctx, group_id; name, securities, mode): Update a watchlist group

Trading

• account_balance(ctx): Get account balance
• stock_positions(ctx, symbols): Get stock positions
• today_orders(ctx): Get today's orders
• history_orders(ctx, start_date, end_date): Get historical orders
• today_executions(ctx): Get today's executions
• history_executions(ctx, start_date, end_date): Get historical executions
• submit_order(ctx, symbol, order_type, side, quantity, price): Submit an order
• modify_order(ctx, order_id, quantity, price): Modify an order
• cancel_order(ctx, order_id): Cancel an order
• set_on_order_changed(ctx, callback): Set the callback function for order status change pushes
• set_on_trade_changed(ctx, callback): Set the callback function for trade report pushes
• subscribe_trade(ctx, topics): Subscribe to trade pushes
• unsubscribe_trade(ctx, topics): Unsubscribe from trade pushes

License

MIT License