Initial commit: Trading skills collection
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange) - 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator) - 量化因子挖掘 (quant-factor-mining) - 长桥集成 (longbridge-cli, longbridge-python-sdk) - 六合彩分析 (lottery-hk) - 股息投资 (dividend-investing, dividend-scanner) - 日内交易 (intraday-trading) - 同花顺 (tonghuashun)
This commit is contained in:
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---
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name: longbridge-python-sdk
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description: LongPort Python SDK — 行情、持仓、自选、估值指标(PE/PB/股息率/EPS/BPS)、资金流向。支持港股/美股/A股。bashrc已有LONGPORT_*变量，可直接Config.from_env()。
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---
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# LongPort Python SDK Usage
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Use this skill to interact with LongPort via Python instead of the CLI. The SDK requires `LONGPORT_` environment variables, while the user's bashrc uses `LONGBRIDGE_`.
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## When to use
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- User asks for holdings, quotes, or account info via Python.
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- CLI `longbridge` command fails (e.g., token issues, missing args).
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## Setup
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1. Install SDK: `pip3 install longbridge` (package name on PyPI is `longbridge`, but import is `from longport import openapi`). Do NOT `pip install longport` — that's a different/empty package.
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2. `~/.bashrc` now has BOTH sets of variables (added 2026-06-01):
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```bash
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# CLI uses these
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export LONGBRIDGE_APP_KEY=<key>
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export LONGBRIDGE_APP_SECRET=<secret>
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export LONGBRIDGE_ACCESS_TOKEN=<token>
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# Python SDK uses these (same values, references LONGBRIDGE_ vars)
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export LONGPORT_APP_KEY=${LONGBRIDGE_APP_KEY}
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export LONGPORT_APP_SECRET=${LONGBRIDGE_APP_SECRET}
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export LONGPORT_ACCESS_TOKEN=${LONGBRIDGE_ACCESS_TOKEN}
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```
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3. With both sets in bashrc, `Config.from_env()` works directly without manual mapping.
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## Usage Steps
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1. **Connect** (LONGPORT_* now in bashrc):
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```python
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from longport import openapi
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cfg = openapi.Config.from_env() # Reads LONGPORT_* vars directly
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ctx = openapi.QuoteContext(config=cfg)
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trade_ctx = openapi.TradeContext(config=cfg)
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```
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## Usage
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- Holdings: `resp = ctx.stock_positions()` → iterate `resp.channels[0].positions`
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- Balance: `ctx.account_balance()`
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- Orders: `ctx.today_orders()`
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## Extended API (discovered via testing)
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### Watchlist
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```python
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resp = ctx.watchlist() # Returns list[WatchlistGroup]
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for group in resp:
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print(f'Group: {group.name}') # e.g. "收息", "月派", "all"
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for sec in group.securities:
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print(f' {sec.symbol}: {sec.name} @ {sec.watched_price}')
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```
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**WatchlistGroup fields:** `name`, `securities` (list)
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**WatchlistSecurity fields:** `symbol`, `market`, `name`, `watched_price` (Optional), `watched_at` (ISO string)
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Special groups: `all` (auto-generated, all securities), `us`/`hk` (market-based auto-groups)
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### Static Info (EPS, BPS, shares)
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```python
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resp = ctx.static_info(['O.US', '823.HK'])
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for info in resp:
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# Key fields: symbol, name_en, name_cn, currency, exchange, board
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# Valuation: eps, eps_ttm, bps, dividend_yield
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# Shares: total_shares, circulating_shares, hk_shares
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# Other: lot_size, stock_derivatives
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```
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### Calc Indexes (PE, PB, Market Cap, etc.)
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```python
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from longport.openapi import CalcIndex
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indexes = [
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CalcIndex.PeTtmRatio, # PE TTM
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CalcIndex.PbRatio, # PB
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CalcIndex.DividendRatioTtm, # Dividend yield TTM
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CalcIndex.TotalMarketValue, # Total market cap
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CalcIndex.TurnoverRate, # Turnover rate
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CalcIndex.VolumeRatio, # Volume ratio
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CalcIndex.ChangeRate, # Change %
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]
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resp = ctx.calc_indexes(['O.US'], indexes)
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for item in resp:
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print(f'{item.symbol}: PE={item.pe_ttm_ratio}, PB={item.pb_ratio}')
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```
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**Available CalcIndex values:** Amplitude, BalancePoint, CallPrice, CapitalFlow, ChangeRate, ChangeValue, ConversionRatio, Delta, DividendRatioTtm, EffectiveLeverage, ExpiryDate, FiveDayChangeRate, FiveMinutesChangeRate, Gamma, HalfYearChangeRate, ImpliedVolatility, ItmOtm, LastDone, LeverageRatio, LowerStrikePrice, OpenInterest, OutstandingQty, OutstandingRatio, PbRatio, PeTtmRatio, Premium, Rho, StrikePrice, TenDayChangeRate, Theta, ToCallPrice, TotalMarketValue, Turnover, TurnoverRate, UpperStrikePrice, Vega, Volume, VolumeRatio, WarrantDelta, YtdChangeRate
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### Candlesticks (with AdjustType)
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```python
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from longport.openapi import Period, AdjustType
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candles = ctx.candlesticks('O.US', Period.Day, 365, AdjustType.ForwardAdjust)
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# Returns: timestamp, open, high, low, close, volume, turnover
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```
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⚠️ **PITFALL:** `candlesticks()` requires `adjust_type` parameter — will fail with "missing 1 required positional argument: 'adjust_type'" without it. Always pass `AdjustType.ForwardAdjust` (前复权) or `AdjustType.NoAdjust`.
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## Fundamental Data (calc_indexes + static_info)
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### calc_indexes — PE, PB, 股息率, 市值等
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```python
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from longport.openapi import CalcIndex
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indexes = [
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CalcIndex.PeTtmRatio, # PE TTM
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CalcIndex.PbRatio, # PB
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CalcIndex.DividendRatioTtm, # 股息率 TTM (%)
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CalcIndex.TotalMarketValue, # 总市值 (货币单位)
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CalcIndex.TurnoverRate, # 换手率 (%)
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CalcIndex.VolumeRatio, # 量比
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CalcIndex.ChangeRate, # 涨跌幅 (%)
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CalcIndex.FiveDayChangeRate, # 5日涨跌幅
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CalcIndex.TenDayChangeRate, # 10日涨跌幅
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CalcIndex.HalfYearChangeRate, # 半年涨跌幅
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CalcIndex.YtdChangeRate, # 年初至今涨跌幅
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]
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resp = ctx.calc_indexes(['O.US', '823.HK'], indexes)
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for item in resp:
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print(f'{item.symbol}: PE={item.pe_ttm_ratio}, PB={item.pb_ratio}, 股息率={item.dividend_ratio_ttm}%')
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```
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### static_info — EPS, 每股净资产, 股本
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```python
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resp = ctx.static_info(['O.US', '823.HK'])
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for info in resp:
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print(f'{info.symbol}: EPS_TTM={info.eps_ttm}, BPS={info.bps}, 总股本={info.total_shares}')
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```
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**static_info 字段**: `symbol`, `name_cn`, `name_en`, `name_hk`, `currency`, `lot_size`, `eps`, `eps_ttm`, `bps`, `dividend_yield`, `total_shares`, `circulating_shares`, `exchange`, `board`
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### watchlist — 自选列表
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```python
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resp = ctx.watchlist()
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for group in resp:
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print(f'分组: {group.name} ({len(group.securities)}只)')
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for sec in group.securities:
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print(f' {sec.symbol}: {sec.name} @ {sec.watched_price}')
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```
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**特殊分组**: `all` (全量), `us`/`hk` (按市场自动分组), 用户自建分组 (如"收息", "月派")
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## Order Placement (Trading)
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Trading requires `LONGBRIDGE_TRADE_ENABLED=true` in bashrc. Use `execute_code` for all order operations (not `terminal`).
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### Submit Limit Order
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```python
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os.environ["LONGBRIDGE_TRADE_ENABLED"] = "true"
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resp = ctx.submit_order(
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symbol="RGTI.US",
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order_type=openapi.OrderType.LO, # Limit Order
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side=openapi.OrderSide.Sell, # or .Buy
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submitted_quantity=15,
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time_in_force=openapi.TimeInForceType.Day, # or .GoodTilCanceled
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submitted_price=21.00,
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outside_rth=openapi.OutsideRTH.AnyTime, # optional: pre/post market
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)
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print(f"Order ID: {resp.order_id}")
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```
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### Key Enums
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- **OrderType**: `LO` (Limit), `MO` (Market), `ALO` (At Limit Open), `ELO` (Extended Limit)
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- **OrderSide**: `Buy`, `Sell`
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- **TimeInForceType**: `Day`, `GoodTilCanceled`, `GoodTilDate`, `Unknown`
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- **OutsideRTH**: `AnyTime` (pre+regular+post), `Overnight`, `RTHOnly`, `Unknown`
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### Cancel / Query Orders
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```python
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# Today's orders
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orders = trade_ctx.today_orders()
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for o in orders:
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print(f"{o.symbol} {o.side} {o.quantity}@{o.price} [{o.status}]")
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# Cancel
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trade_ctx.cancel_order(order_id)
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```
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### submit_order Signature
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```python
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submit_order(symbol, order_type, side, submitted_quantity, time_in_force,
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submitted_price=None, trigger_price=None, limit_offset=None,
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trailing_amount=None, trailing_percent=None, expire_date=None,
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outside_rth=None, remark=None)
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```
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⚠️ `time_in_force` is **required positional** before optional `submitted_price`.
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## Quick Reference
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### Get Watchlist (with groups)
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```python
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ctx = openapi.QuoteContext(config=cfg)
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resp = ctx.watchlist()
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for group in resp:
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print(f'{group.name}: {len(group.securities)} stocks')
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for sec in group.securities:
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print(f' {sec.symbol}: {sec.name}')
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```
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### Get Quotes
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```python
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resp = ctx.quote(['O.US', '823.HK', 'JEPI.US'])
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for q in resp:
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print(f'{q.symbol}: ${q.last_done}')
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```
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### Get Holdings
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```python
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trade_ctx = openapi.TradeContext(config=cfg)
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positions = trade_ctx.stock_positions()
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for ch in positions.channels:
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for pos in ch.positions:
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print(f'{pos.symbol}: {pos.quantity} @ {pos.cost_price}')
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```
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For full API surface, see `references/api-reference.md`.
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## Common Pitfalls
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## Valuation Metrics (calc_indexes)
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Get PE, PB, dividend yield, market cap via `CalcIndex` enum:
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```python
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from longport.openapi import CalcIndex
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indexes = [
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CalcIndex.PeTtmRatio, # PE TTM
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CalcIndex.PbRatio, # PB
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CalcIndex.DividendRatioTtm, # 股息率 TTM (%)
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CalcIndex.TotalMarketValue, # 总市值
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CalcIndex.TurnoverRate, # 换手率
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CalcIndex.VolumeRatio, # 量比
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CalcIndex.ChangeRate, # 涨跌幅 (%)
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]
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resp = ctx.calc_indexes(['O.US', '823.HK'], indexes)
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for item in resp:
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print(f'{item.symbol}: PE={item.pe_ttm_ratio}, PB={item.pb_ratio}, Yield={item.dividend_ratio_ttm}%')
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```
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**Response fields** (direct attributes, NOT a list):
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- `pe_ttm_ratio`, `pb_ratio`, `dividend_ratio_ttm`
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- `total_market_value`, `turnover_rate`, `volume_ratio`, `change_rate`
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## Static Info (EPS, BPS, Shares)
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```python
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resp = ctx.static_info(['O.US'])
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info = resp[0]
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print(f'EPS TTM: {info.eps_ttm}')
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print(f'BPS: {info.bps}')
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print(f'Dividend Yield: {info.dividend_yield}%')
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print(f'Total Shares: {info.total_shares}')
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print(f'Currency: {info.currency}')
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```
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**Fields**: `eps`, `eps_ttm`, `bps`, `dividend_yield`, `currency`, `total_shares`, `circulating_shares`, `name_en`, `name_cn`, `lot_size`
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## Historical K-lines (Longer History)
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`candlesticks()` is limited to ~1000 bars. For longer history use:
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```python
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from longport.openapi import Period, AdjustType
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# Parameters: symbol, period, adjust_type, backward, count
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candles = ctx.history_candlesticks_by_offset(
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'AAPL.US',
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Period.Day,
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AdjustType.ForwardAdjust, # 前复权
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False, # backward=True means older data
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1000, # max ~1000 per request
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)
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```
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⚠️ **Parameter order is different from `candlesticks()`!**
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- `candlesticks(symbol, period, count, adjust_type)`
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- `history_candlesticks_by_offset(symbol, period, adjust_type, backward, count)`
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## Other Broker SDKs
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> 📖 For comparison with 雪盈证券 (`snbpy`) and other Chinese/Asian broker SDKs, see `references/broker-sdk-comparison.md`.
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## Common Pitfalls
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- **Env Var Prefix**: CLI uses `LONGBRIDGE_`, SDK uses `LONGPORT_`. Both are now in bashrc (LONGPORT_* references LONGBRIDGE_*), so `Config.from_env()` works directly. If it fails, the fallback is to map manually from bashrc LONGBRIDGE_* values.
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- **Method Name**: Use `ctx.stock_positions()`, NOT `ctx.positions()`.
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- **Response Structure**: `stock_positions()` returns a response object with `channels` list, then `positions` inside each channel.
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- **Decimal Type**: `total_market_value` and some fields return `decimal.Decimal`, not `float`. Always wrap with `float()` for arithmetic.
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- **adjust_type Required**: `candlesticks()` requires `adjust_type` parameter. Use `AdjustType.ForwardAdjust` for forward-adjusted prices.
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- **K-line Limit**: Error code 301607 = "request too many klines". Max ~1000 per request. Use `history_candlesticks_by_offset` for pagination.
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- **calc_indexes Response**: Returns `SecurityCalcIndex` objects with direct attributes (e.g., `item.pe_ttm_ratio`), NOT an `indexes` list.
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- **Token Expiration — two different codes**:
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- **401003 "token expired"**: Token was valid but has reached its ~180-day expiry. **All scripts using LongPort fail simultaneously.** Fix: run `bash ~/.hermes/scripts/update_longbridge_token.sh <new_token>` to auto-update all locations and verify both CLI + SDK.
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- **401004 "token invalid"**: Token was truncated or never valid. Bashrc has a placeholder like `m_eyJh...jb-k` (with literal `...`). Run the same script: `bash ~/.hermes/scripts/update_longbridge_token.sh <new_token>`. The script reads/bashrc-parsing approach shown below is a fallback for when the script is unavailable.
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```python
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import os, re
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env_vars = {}
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# Try .env first (authoritative), then bashrc
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for fpath in [os.path.expanduser('~/.env'), os.path.expanduser('~/.bashrc')]:
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if not os.path.exists(fpath):
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continue
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with open(fpath) as f:
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for line in f:
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line = line.strip()
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if line.startswith('export LONGBRIDGE_') or line.startswith('export LONGPORT_'):
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parts = line.replace('export ', '').split('=', 1)
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if len(parts) == 2 and '...' not in parts[1]: # skip truncated placeholders
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key, val = parts
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env_vars[key] = val
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# Set non-referencing vars first
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for key, val in env_vars.items():
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if '${' not in val:
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os.environ[key] = val
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# Then resolve ${VAR} references
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for key, val in env_vars.items():
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if '${' in val:
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resolved = re.sub(r'\$\{(\w+)\}', lambda m: os.environ.get(m.group(1), ''), val)
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os.environ[key] = resolved
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```
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⚠️ **Key gotcha**: If bashrc contains `LONGBRIDGE_ACCESS_TOKEN=m_eyJh...jb-k` (with literal `...`), it's a truncated placeholder, NOT a real token. Skip entries containing `...` and prefer `.env` values.
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- **candlesticks() vs history_candlesticks_by_offset() Parameter Order**: These have DIFFERENT signatures!
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- `candlesticks(symbol, period, count, adjust_type)` — count is 3rd
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- `history_candlesticks_by_offset(symbol, period, adjust_type, backward, count)` — adjust_type is 3rd, count is 5th
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- Always check signatures when switching between these methods.
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- **history_candlesticks_by_offset backward param**: `False` = get older/historical data, `True` = get newer data from offset.
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- **calc_indexes Batch Size**: LongPort accepts arbitrary symbol lists but errors/silently drops on very large batches. Safe batch size is **~10-20 symbols per call**. For screener scripts (100+ symbols), iterate in batches of 10.
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- **python3 -c with HK Stock Codes**: HK codes like `1088.HK`, `3988.HK` start with digits. Python parses them as `1088.HK` → decimal literal error. **Never use `python3 -c` for scripts containing HK stock codes.** Always write to a temp file (`/tmp/script.py`) and run `python3 /tmp/script.py` instead. Same applies to any identifier starting with a digit.
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- **`quote()` fields**: `SecurityQuote` has `last_done`, `prev_close`, `volume`, `turnover`, `symbol`. It does **NOT** have `change_rate` — use `calc_indexes` with `CalcIndex.ChangeRate` for price change %. Gotcha: accessing `q.change_rate` raises `AttributeError: 'SecurityQuote' object has no attribute 'change_rate'`.
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- **CLI Token Masking (Critical)**: The `terminal` tool masks/redacts secrets from environment variables, causing the `longbridge` CLI to get truncated tokens → 401004/403201 errors. **The Python SDK always works** because scripts read bashrc directly via `open()` and set `os.environ` programmatically. When CLI fails but SDK works, this is why. Always prefer `execute_code` + SDK over `terminal` + CLI for any order/trade operation.
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- **China Mainland Geo-Block (Error 602315)**: LongPort API blocks trading from mainland China IPs. Error: `"Due to Mainland China regulatory requirements, you are currently located in Mainland China and cannot perform this action."` (code 602315). Read-only operations (quotes, positions) may still work. **Fix**: Use WireGuard VPN via overseas VPS. On-demand scripts (`wg-trade`, `wg-on/off/status`) route only trading traffic through VPN. Full setup in `references/wireguard-proxy-setup.md`.
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- **API Rate Limiting (429002)**: LongPort enforces per-app request frequency limits. Error: `api request is limited, please slow down request frequency` (code 429002). **Root cause**: multiple scripts hitting the API simultaneously (e.g. DCA monitor + price alert both running at :00). **Fix**: (1) Stagger cron schedules by ≥15 minutes between LongPort-calling jobs; (2) Reduce polling frequency — 30min is enough for price monitoring, don't use 10/15min intervals; (3) Use market filters (`--market=us/hk/cn`) to reduce per-run API calls; (4) Add exponential backoff retry in scripts for transient 429 errors.
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- **`source ~/.bashrc` doesn't work in terminal tool**: The terminal tool runs each command in a fresh shell that doesn't persist env vars from `source ~/.bashrc`. If `Config.from_env()` fails with "missing environment variable: LONGPORT_APP_KEY", use a Python script to parse bashrc directly:
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```python
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import os, re
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env_vars = {}
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||||
with open(os.path.expanduser('~/.bashrc')) as f:
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for line in f:
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line = line.strip()
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||||
if line.startswith('export LONGBRIDGE_') or line.startswith('export LONGPORT_'):
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parts = line.replace('export ', '').split('=', 1)
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if len(parts) == 2:
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key, val = parts
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||||
env_vars[key] = val
|
||||
# Set non-referencing vars first
|
||||
for key, val in env_vars.items():
|
||||
if '${' not in val:
|
||||
os.environ[key] = val
|
||||
# Then resolve ${VAR} references
|
||||
for key, val in env_vars.items():
|
||||
if '${' in val:
|
||||
resolved = re.sub(r'\$\{(\w+)\}', lambda m: os.environ.get(m.group(1), ''), val)
|
||||
os.environ[key] = resolved
|
||||
```
|
||||
Write this to `/tmp/load_env.py` and import at the top of any LongPort script run via `python3 /tmp/script.py`.
|
||||
|
||||
## Dividend/Valuation Screener Pattern
|
||||
|
||||
> 📖 For HK-specific dividend investing (monthly dividend workarounds, entry price methodology, data sources), see `references/hk-dividend-investing.md`.
|
||||
> 📖 For DCA scanner/monitor architecture (multi-market scanning, ladder alerts, cron scheduling), see `references/dca-monitoring-architecture.md`.
|
||||
|
||||
When user asks "which stocks have X% yield" or "find high-dividend stocks", use this pattern:
|
||||
1. Pull watchlist symbols via `ctx.watchlist()` → all user's tracked stocks
|
||||
2. Add a curated candidate list (BDCs, mREITs, MLPs, high-div ETFs, blue-chip dividend stocks)
|
||||
3. Batch `calc_indexes()` with `CalcIndex.DividendRatioTtm` + `CalcIndex.TotalMarketValue` in batches of 10
|
||||
4. Sort by yield descending, present in tiers (🔥 >20%, ⭐ 10-20%, ✅ 5-10%)
|
||||
|
||||
```python
|
||||
from longport.openapi import CalcIndex
|
||||
import os, sys
|
||||
|
||||
cfg = openapi.Config.from_env()
|
||||
ctx = openapi.QuoteContext(config=cfg)
|
||||
|
||||
# Step 1: Get all watchlist symbols
|
||||
wl = ctx.watchlist()
|
||||
watchlist_symbols = list({sec.symbol for group in wl for sec in group.securities})
|
||||
|
||||
# Step 2: Add high-yield candidate universe
|
||||
candidates = [
|
||||
'HRZN.US','PSEC.US','SVOL.US','FSK.US','ORC.US','IVR.US', # BDC/mREIT >20%
|
||||
'ARR.US','DX.US','AGNC.US','NLY.US','NYMT.US','CIM.US', # mREIT
|
||||
'ARCC.US','HTGC.US','TSLX.US','MAIN.US','GAIN.US','GLAD.US', # BDC
|
||||
'JEPI.US','JEPQ.US','QYLD.US','SPYI.US','QQQI.US','DIVO.US', # 高息ETF
|
||||
'MO.US','VZ.US','XOM.US','BTI.US','O.US', # 蓝筹高息
|
||||
'ET.US','EPD.US','MPLX.US','USAC.US', # MLP
|
||||
'3416.HK','3417.HK','3419.HK', # 港股高息ETF
|
||||
'1088.HK','0883.HK','3968.HK','1919.HK','2318.HK', # 港股高息蓝筹
|
||||
]
|
||||
all_symbols = list(set(watchlist_symbols + candidates))
|
||||
|
||||
# Step 3: Batch calc (10 per batch)
|
||||
results = []
|
||||
for i in range(0, len(all_symbols), 10):
|
||||
batch = all_symbols[i:i+10]
|
||||
try:
|
||||
resp = ctx.calc_indexes(batch, [CalcIndex.DividendRatioTtm, CalcIndex.TotalMarketValue])
|
||||
for item in resp:
|
||||
dy = item.dividend_ratio_ttm
|
||||
if dy is not None:
|
||||
try:
|
||||
dy_val = float(dy)
|
||||
if dy_val > 5: # Filter noise
|
||||
cap = float(item.total_market_value) if item.total_market_value else 0
|
||||
results.append({'symbol': item.symbol, 'yield': dy_val, 'cap': cap})
|
||||
except: pass
|
||||
except Exception as e:
|
||||
print(f"Batch error: {e}", file=sys.stderr)
|
||||
|
||||
# Step 4: Sort and present
|
||||
results.sort(key=lambda x: x['yield'], reverse=True)
|
||||
```
|
||||
|
||||
**Note**: `DividendRatioTtm` returns the **trailing 12-month dividend yield as a percentage** (e.g. 14.16 means 14.16%). This is dividend-per-share / price, annualized from actual payments — not a forward estimate.
|
||||
|
||||
## Example Script
|
||||
```python
|
||||
import os
|
||||
from longport import openapi
|
||||
from longport.openapi import CalcIndex
|
||||
|
||||
# Connect (LONGPORT_* now in bashrc)
|
||||
cfg = openapi.Config.from_env()
|
||||
ctx = openapi.QuoteContext(config=cfg)
|
||||
trade_ctx = openapi.TradeContext(config=cfg)
|
||||
|
||||
# 1. Realtime quote
|
||||
resp = ctx.quote(['O.US', '823.HK'])
|
||||
for q in resp:
|
||||
print(f'{q.symbol}: ${q.last_done:.2f}')
|
||||
|
||||
# 2. Fundamental data (PE, PB, dividend yield)
|
||||
resp = ctx.calc_indexes(['O.US'], [CalcIndex.PeTtmRatio, CalcIndex.PbRatio, CalcIndex.DividendRatioTtm])
|
||||
print(f'O.US: PE={resp[0].pe_ttm_ratio}, PB={resp[0].pb_ratio}, 股息率={resp[0].dividend_ratio_ttm}%')
|
||||
|
||||
# 3. Static info (EPS, BPS)
|
||||
info = ctx.static_info(['O.US'])[0]
|
||||
print(f'EPS_TTM: {info.eps_ttm}, BPS: {info.bps}')
|
||||
|
||||
# 4. Holdings
|
||||
positions = trade_ctx.stock_positions()
|
||||
for ch in positions.channels:
|
||||
for pos in ch.positions:
|
||||
print(f'{pos.symbol}: {pos.quantity} @ {pos.cost_price}')
|
||||
|
||||
# 5. Watchlist
|
||||
wl = ctx.watchlist()
|
||||
for group in wl:
|
||||
print(f'分组: {group.name} ({len(group.securities)}只)')
|
||||
```
|
||||
Reference in New Issue
Block a user