Skip to content

Latest commit

 

History

History
299 lines (228 loc) · 9.69 KB

README.md

File metadata and controls

299 lines (228 loc) · 9.69 KB
Raw

Longport OpenAPI SDK for Go

Longport provides an easy-to-use interface for invokes Longport OpenAPI.

Quickstart

With Go module support , simply add the following import

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

Setting environment variables(MacOS/Linux)

export LONGPORT_APP_KEY="App Key get from user center"
export LONGPORT_APP_SECRET="App Secret get from user center"
export LONGPORT_ACCESS_TOKEN="Access Token get from user center"

Setting environment variables(Windows)

setx LONGPORT_APP_KEY "App Key get from user center"
setx LONGPORT_APP_SECRET "App Secret get from user center"
setx LONGPORT_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/longportapp/openapi-go/config"
    "github.com/longportapp/openapi-go/trade"
    "github.com/longportapp/openapi-go/http"
)

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

    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

Load from file[yaml,toml]

yaml example

To load configuration from a YAML file, use the following code snippet:

conf, err := config.New(config.WithFilePath("./test.yaml"))

Here is an example of what the test.yaml file might look like:

longport:
  app_key: xxxxx
  app_secret: xxxxx 
  access_token: xxxxx

toml example

Similarly, to load configuration from a TOML file, use this code snippet:

conf, err := config.New(config.WithFilePath("./test.toml"))

And here is an example of a test.toml file:

[longport]
app_key = "xxxxx"
app_secret = "xxxxx"
access_token = "xxxxx"

Init Config manually

Config structure as follow:

type Config struct {
    HttpURL     string        `env:"LONGPORT_HTTP_URL" yaml:"http_url" toml:"http_url"`
    HTTPTimeout time.Duration `env:"LONGPORT_HTTP_TIMEOUT" yaml:"http_timeout" toml:"http_timeout"`
    AppKey      string        `env:"LONGPORT_APP_KEY" yaml:"app_key" toml:"app_key"`
    AppSecret   string        `env:"LONGPORT_APP_SECRET" yaml:"app_secret" toml:"app_secret"`
    AccessToken string        `env:"LONGPORT_ACCESS_TOKEN" yaml:"access_token" toml:"access_token"`
    TradeUrl    string        `env:"LONGPORT_TRADE_URL" yaml:"trade_url" toml:"trade_url"`
    QuoteUrl    string        `env:"LONGPORT_QUOTE_URL" yaml:"quote_url" toml:"quote_url"`
    EnableOvernight bool          `env:"LONGPORT_ENABLE_OVERNIGHT" yaml:"enable_overnight" toml:"enable_overnight"`

    LogLevel string `env:"LONGPORT_LOG_LEVEL" yaml:"log_level" toml:"log_level"`
    // LONGPORT protocol config
    AuthTimeout    time.Duration `env:"LONGPORT_AUTH_TIMEOUT" yaml:"auth_timeout" toml:"timeout"`
    Timeout        time.Duration `env:"LONGPORT_TIMEOUT" yaml:"timeout" toml:"timeout"`
    WriteQueueSize int           `env:"LONGPORT_WRITE_QUEUE_SIZE" yaml:"write_queue_size" toml:"write_queue_size"`
    ReadQueueSize  int           `env:"LONGPORT_READ_QUEUE_SIZE" yaml:"read_queue_size" toml:"read_queue_size"`
    ReadBufferSize int           `env:"LONGPORT_READ_BUFFER_SIZE" yaml:"read_buffer_size" toml:"read_buffer_size"`
    MinGzipSize    int           `env:"LONGPORT_MIN_GZIP_SIZE" yaml:"min_gzip_size" toml:"min_gzip_size"`
    Region Region `env:"LONGPORT_REGION" yaml:"region" toml:"region"`
}

set config field manually

c, err := config.New()
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.New()

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.New()

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

Quote API (Get basic information of securities)

package main

import (
    "context"
    "fmt"
    "log"

    "github.com/longportapp/openapi-go/quote"
    "github.com/longportapp/openapi-go/config"
)

func main() {
    conf, err := config.New()
    if err != nil {
        log.Fatal(err)
        return
    }
    // create quote context from environment variables
    quoteContext, err := quote.NewFromCfg(conf)
    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/longportapp/openapi-go/trade"
    "github.com/longportapp/openapi-go/config"
    "github.com/shopspring/decimal"
)

func main() {
    conf, err := config.New()
    if err != nil {
        log.Fatal(err)
        return
    }
    // create trade context from environment variables
    tradeContext, err := trade.NewFromCfg(conf)
    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
LONGPORT_REGION Set access region, if region equals cn, sdk will set httpUrl, quoteUrl, tradeUrl to China endpoints - cn
LONGPORT_HTTP_URL LONGPORT rest api url https://openapi.longportapp.com
LONGPORT_APP_KEY app key
LONGPORT_APP_SECRET app secret
LONGPORT_ACCESS_TOKEN access token
LONGPORT_TRADE_URL LONGPORT protocol url for trade context wss://openapi-trade.longportapp.com
LONGPORT_QUOTE_URL LONGPORT protocol url for quote context wss://openapi-quote.longportapp.com
LONGPORT_LOG_LEVEL log level info
LONGPORT_AUTH_TIMEOUT LONGPORT protocol authorize request time out 10 second 10s
LONGPORT_TIMEOUT LONGPORT protocol dial timeout 5 second 6s
LONGPORT_WRITE_QUEUE_SIZE longport protocol write queue size 16
LONGPORT_READ_QUEUE_SIZE longport protocol read queue size 16
LONGPORT_READ_BUFFER_SIZE longport protocol read buffer size 4096
LONGPORT_MIN_GZIP_SIZE longport protocol minimal gzip size 1024
LONGPORT_ENABLE_OVERNIGHT enable overnight quote subscription feature false

License

Licensed under either of