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Hermes-Skills/longbridge-python-sdk/references/api-reference.md
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mike 657dc41c46 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)
2026-07-05 02:39:41 -04:00

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# LongPort Python SDK API Reference
## QuoteContext Methods (Watchlist & Quotes)
```python
from longport import openapi
cfg = openapi.Config.from_env()
ctx = openapi.QuoteContext(config=cfg)
```
### Watchlist Management
| Method | Description | Returns |
|--------|-------------|---------|
| `ctx.watchlist()` | Get all watchlist groups with securities | `list[WatchlistGroup]` |
| `ctx.create_watchlist_group(name, securities)` | Create new watchlist group | - |
| `ctx.update_watchlist_group(name, securities)` | Update existing group | - |
| `ctx.delete_watchlist_group(name)` | Delete a watchlist group | - |
### Watchlist Response Structure
```python
resp = ctx.watchlist()
for group in resp:
print(f'Group: {group.name}')
print(f' Securities: {len(group.securities)}')
for sec in group.securities:
# sec has: symbol, market, name, watched_price, watched_at
print(f' - {sec.symbol}: {sec.name} @ {sec.watched_price}')
```
**WatchlistSecurity fields:**
- `symbol` — e.g. "O.US", "823.HK"
- `market` — "US", "HK", "CN"
- `name` — display name
- `watched_price``Some(float)` or `None`
- `watched_at` — ISO timestamp string
**Special groups:**
- `all` — contains all securities across groups (auto-generated)
- `us` / `hk` — market-based auto-groups
- User-created groups (e.g. "收息", "月派", "月拼", "季派")
### Quote Methods
| Method | Description |
|--------|-------------|
| `ctx.quote(symbols)` | Get real-time quotes for symbols |
| `ctx.realtime_quote(symbols)` | Real-time quote subscription |
| `ctx.candlesticks(symbol, period, count)` | Get K-line data |
| `ctx.history_candlesticks_by_offset(...)` | Historical K-lines |
| `ctx.depth(symbol)` | Order book depth |
| `ctx.trades(symbol)` | Recent trades |
| `ctx.static_info(symbols)` | Static security info |
| `ctx.capital_flow(symbol)` | Capital flow data |
| `ctx.capital_distribution(symbol)` | Capital distribution |
### Quote Response
```python
resp = ctx.quote(['O.US', 'STAG.US', 'AGNC.US'])
for q in resp:
print(f'{q.symbol}: ${q.last_done:.2f}, vol={q.volume}')
```
**Quote fields:** `symbol`, `last_done`, `prev_close`, `volume`, `turnover`, `high`, `low`, `open`
## TradeContext Methods
```python
trade_ctx = openapi.TradeContext(config=cfg)
```
| Method | Description |
|--------|-------------|
| `trade_ctx.stock_positions()` | Get holdings |
| `trade_ctx.account_balance()` | Get account balance |
| `trade_ctx.today_orders()` | Today's orders |
| `trade_ctx.history_orders(...)` | Historical orders |
| `trade_ctx.place_order(...)` | Place new order |
| `trade_ctx.cancel_order(order_id)` | Cancel order |
### Positions Response
```python
positions = trade_ctx.stock_positions()
for ch in positions.channels:
for pos in ch.positions:
print(f'{pos.symbol}: {pos.quantity} @ {pos.cost_price}')
```
## Symbol Format
| Market | Format | Example |
|--------|--------|---------|
| US | `{TICKER}.US` | `O.US`, `AAPL.US` |
| HK | `{CODE}.HK` | `823.HK`, `9988.HK` |
| CN | `{CODE}.SZ` or `{CODE}.SH` | `000001.SZ` |
## Market Access Notes
- LV1 Real-time Quotes: CN, HK, US
- Nasdaq Basic: US stocks
- USOption: requires separate purchase
- Some markets may show access warnings on connect (normal)