Skip to content

README.md

Latest commit

 

History

History
345 lines (280 loc) · 10.7 KB

README.md

File metadata and controls

345 lines (280 loc) · 10.7 KB

Longbridge OpenAPI SDK for C++

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

Context Types

Context Description
QuoteContext Real-time quotes, candlesticks, options, warrants, watchlists, push subscriptions
TradeContext Orders, positions, account balance, executions, cash flow
AssetContext Account statement download
ContentContext News, community topics
FundamentalContext Financial reports, analyst ratings, dividends, valuation, company overview, shareholders
MarketContext Market status, broker holdings, A/H premium, trade statistics, anomaly alerts, index constituents
CalendarContext Financial calendar (earnings, dividends, splits, IPOs, macro data, market closures)
PortfolioContext Exchange rates, portfolio P&L analysis
AlertContext Price alert management (add/enable/disable/delete)
DCAContext Dollar-cost averaging plan management
SharelistContext Community sharelist management

Documentation

Examples

Runnable examples live in examples/cpp/:

  • examples/cpp/get_quote/main.cpp
  • examples/cpp/history_candlesticks_by_offset/main.cpp
  • examples/cpp/http_client/main.cpp
  • examples/cpp/subscribe_candlesticks/main.cpp
  • examples/cpp/subscribe_quote/main.cpp
  • examples/cpp/submit_order/main.cpp
  • examples/cpp/today_orders/main.cpp

Quickstart

Install Longbridge OpenAPI SDK

Download C++ SDK

Authentication

Longbridge OpenAPI supports two authentication methods:

1. OAuth 2.0 (Recommended)

OAuth 2.0 is the modern authentication method that uses Bearer tokens without requiring HMAC signatures.

Step 1: Register OAuth Client

First, register an OAuth client to get your client_id:

bash / macOS / Linux

curl -X POST https://openapi.longbridge.com/oauth2/register \
  -H "Content-Type: application/json" \
  -d '{
    "client_name": "My Application",
    "redirect_uris": ["http://localhost:60355/callback"],
    "grant_types": ["authorization_code", "refresh_token"]
  }'

PowerShell (Windows)

Invoke-RestMethod -Method Post -Uri https://openapi.longbridge.com/oauth2/register `
  -ContentType "application/json" `
  -Body '{
    "client_name": "My Application",
    "redirect_uris": ["http://localhost:60355/callback"],
    "grant_types": ["authorization_code", "refresh_token"]
  }'

Response:

{
  "client_id": "your-client-id-here",
  "client_secret": null,
  "client_name": "My Application",
  "redirect_uris": ["http://localhost:60355/callback"]
}

Save the client_id for use in your application.

Step 2: Build OAuth client and create a Config

OAuthBuilder::build loads a cached token from ~/.longbridge/openapi/tokens/<client_id> (%USERPROFILE%\.longbridge\openapi\tokens\<client_id> on Windows) if one exists and is still valid, or starts the browser authorization flow automatically. The token is persisted to the same path after a successful authorization or refresh. The resulting OAuth handle is passed directly to Config::from_oauth.

#include <iostream>
#include <longbridge.hpp>

using namespace longbridge;

int
main(int argc, char const* argv[])
{
  OAuthBuilder("your-client-id")
    .build(
      [](const std::string& url) {
        std::cout << "Open this URL to authorize: " << url << std::endl;
      },
      [](AsyncResult<void*, OAuth> res) {
        if (!res) {
          std::cout << "OAuth failed: " << *res.status().message() << std::endl;
          return;
        }
        Config config = Config::from_oauth(*res);
        // Use config to create contexts...
      });

  std::cin.get();
  return 0;
}

2. Legacy API Key (Environment Variables)

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"

Other environment variables

Name Description
LONGBRIDGE_LANGUAGE Language identifier, zh-CN, zh-HK or en (Default: en)
LONGBRIDGE_HTTP_URL HTTP endpoint url (Default: https://openapi.longbridge.com)
LONGBRIDGE_QUOTE_WS_URL Quote websocket endpoint url (Default: wss://openapi-quote.longbridge.com/v2)
LONGBRIDGE_TRADE_WS_URL Trade websocket endpoint url (Default: wss://openapi-trade.longbridge.com/v2)
LONGBRIDGE_ENABLE_OVERNIGHT Enable overnight quote, true or false (Default: false)
LONGBRIDGE_PUSH_CANDLESTICK_MODE realtime or confirmed (Default: realtime)
LONGBRIDGE_PRINT_QUOTE_PACKAGES Print quote packages when connected, true or false (Default: true)
LONGBRIDGE_LOG_PATH Set the path of the log files (Default: no logs)

Quote API (Get basic information of securities)

#include <iostream>
#include <longbridge.hpp>

#ifdef WIN32
#include <windows.h>
#endif

using namespace longbridge;
using namespace longbridge::quote;

int
main(int argc, char const* argv[])
{
#ifdef WIN32
  SetConsoleOutputCP(CP_UTF8);
#endif

  OAuthBuilder("your-client-id")
    .build(
      [](const std::string& url) {
        std::cout << "Open this URL to authorize: " << url << std::endl;
      },
      [](AsyncResult<void*, OAuth> res) {
        if (!res) {
          std::cout << "OAuth failed: " << *res.status().message() << std::endl;
          return;
        }
        Config config = Config::from_oauth(*res);
        QuoteContext ctx = QuoteContext::create(config);
        std::vector<std::string> symbols = {
          "700.HK", "AAPL.US", "TSLA.US", "NFLX.US"
        };
        ctx.quote(symbols, [](auto res) {
          if (!res) {
            std::cout << "failed to get quote: " << *res.status().message()
                      << std::endl;
            return;
          }

          for (auto it = res->cbegin(); it != res->cend(); ++it) {
            std::cout << it->symbol << " timestamp=" << it->timestamp
                      << " last_done=" << (double)it->last_done
                      << " prev_close=" << (double)it->prev_close
                      << " open=" << (double)it->open
                      << " high=" << (double)it->high
                      << " low=" << (double)it->low
                      << " volume=" << it->volume
                      << " turnover=" << it->turnover << std::endl;
          }
        });
      });

  std::cin.get();
  return 0;
}

Quote API (Subscribe quotes)

#include <iostream>
#include <longbridge.hpp>

#ifdef WIN32
#include <windows.h>
#endif

using namespace longbridge;
using namespace longbridge::quote;

int
main(int argc, char const* argv[])
{
#ifdef WIN32
  SetConsoleOutputCP(CP_UTF8);
#endif

  OAuthBuilder("your-client-id")
    .build(
      [](const std::string& url) {
        std::cout << "Open this URL to authorize: " << url << std::endl;
      },
      [](AsyncResult<void*, OAuth> res) {
        if (!res) {
          std::cout << "OAuth failed: " << *res.status().message() << std::endl;
          return;
        }
        Config config = Config::from_oauth(*res);
        QuoteContext ctx = QuoteContext::create(config);
        ctx.set_on_quote([](auto event) {
          std::cout << event->symbol << " timestamp=" << event->timestamp
                    << " last_done=" << (double)event->last_done
                    << " open=" << (double)event->open
                    << " high=" << (double)event->high
                    << " low=" << (double)event->low
                    << " volume=" << event->volume
                    << " turnover=" << event->turnover << std::endl;
        });

        std::vector<std::string> symbols = {
          "700.HK", "AAPL.US", "TSLA.US", "NFLX.US"
        };
        ctx.subscribe(symbols, SubFlags::QUOTE(), [](auto res) {
          if (!res) {
            std::cout << "failed to subscribe: " << *res.status().message()
                      << std::endl;
          }
        });
      });

  std::cin.get();
  return 0;
}

Trade API (Submit order)

#include <iostream>
#include <longbridge.hpp>

#ifdef WIN32
#include <windows.h>
#endif

using namespace longbridge;
using namespace longbridge::trade;

int
main(int argc, char const* argv[])
{
#ifdef WIN32
  SetConsoleOutputCP(CP_UTF8);
#endif

  OAuthBuilder("your-client-id")
    .build(
      [](const std::string& url) {
        std::cout << "Open this URL to authorize: " << url << std::endl;
      },
      [](AsyncResult<void*, OAuth> res) {
        if (!res) {
          std::cout << "OAuth failed: " << *res.status().message() << std::endl;
          return;
        }
        Config config = Config::from_oauth(*res);
        TradeContext ctx = TradeContext::create(config);
        SubmitOrderOptions opts{
          "700.HK",     OrderType::LO,        OrderSide::Buy,
          Decimal(200), TimeInForceType::Day, Decimal(50.0),
          std::nullopt, std::nullopt,         std::nullopt,
          std::nullopt, std::nullopt,         std::nullopt,
          std::nullopt,
        };
        ctx.submit_order(opts, [](auto res) {
          if (!res) {
            std::cout << "failed to submit order: " << *res.status().message()
                      << std::endl;
            return;
          }
          std::cout << "order id: " << res->order_id << std::endl;
        });
      });

  std::cin.get();
  return 0;
}

Troubleshooting

  • Windows setx requires a new terminal; use set for the current cmd.exe session.
  • If you don't see push events, keep the process alive (examples use std::cin.get()).
  • If building on Linux/macOS, ensure ncurses is installed (examples link it on non-Windows).
  • For debugging, set LONGBRIDGE_LOG_PATH to enable SDK logs.

License

Licensed under either of