Crate longbridge

Longbridge OpenAPI SDK for Rust

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

Quickstart

Add dependencies to Cargo.toml

[dependencies]
longbridge = "0.1.0"

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"

Quote API (Get basic information of securities)

use std::{error::Error, sync::Arc};

use longbridge::{
    decimal,
    trade::{OrderSide, OrderType, SubmitOrderOptions, TimeInForceType},
    Config, QuoteContext, TradeContext,
};

#[tokio::main]
async fn main() -> Result<(), Box<dyn Error>> {
    // Load configuration from environment variables
    let config = Arc::new(Config::from_env()?);

    // Create a context for quote APIs
    let (ctx, _) = QuoteContext::try_new(config.clone()).await?;

    // Get basic information of securities
    let resp = ctx
        .quote(["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"])
        .await?;
    println!("{:?}", resp);

    Ok(())
}

Quote API (Subscribe quotes)

use std::sync::Arc;

use anyhow::Result;
use longbridge::{quote::SubFlags, Config, QuoteContext};

#[tokio::main]
async fn main() -> Result<()> {
    // Load configuration from environment variables
    let config = Arc::new(Config::from_env()?);

    // Create a context for quote APIs
    let (ctx, mut receiver) = QuoteContext::try_new(config).await?;

    // Subscribe
    ctx.subscribe(["700.HK"], SubFlags::QUOTE, true).await?;

    // Receive push events
    while let Some(event) = receiver.recv().await {
        println!("{:?}", event);
    }

    Ok(())
}

Trade API (Submit order)

use std::sync::Arc;

use anyhow::Result;
use longbridge::{
    decimal,
    trade::{OrderSide, OrderType, SubmitOrderOptions, TimeInForceType},
    Config, TradeContext,
};

#[tokio::main]
async fn main() -> Result<()> {
    // Load configuration from environment variables
    let config = Arc::new(Config::from_env()?);

    // Create a context for trade APIs
    let (ctx, _) = TradeContext::try_new(config).await?;

    // Submit order
    let opts = SubmitOrderOptions::new(
        "700.HK",
        OrderType::LO,
        OrderSide::Buy,
        decimal!(500i32),
        TimeInForceType::Day,
    )
    .submitted_price(decimal!(50i32))
    .remark("Hello from Rust SDK".to_string());

    let resp = ctx.submit_order(opts).await?;
    println!("{:?}", resp);

    Ok(())
}

Crate features

To avoid compiling unused dependencies, Longbridge gates certain features, all of which are disabled by default:

Feature	Description
blocking	Provides the blocking client API.

License

Licensed under either of

• Apache License, Version 2.0,(LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
• MIT license (LICENSE-MIT or http://opensource.org/licenses/MIT) at your option.

Modules

blockingblocking

Longbridge OpenAPI SDK blocking API

quote

Quote related types

trade

Trade related types

Macros

decimal

A macro to construct decimal.

Structs

Config

Configuration options for Longbridge sdk

Decimal

Decimal represents a 128 bit representation of a fixed-precision decimal number. The finite set of values of type Decimal are of the form m / 10^e, where m is an integer such that -2⁹⁶ < m < 2⁹⁶, and e is an integer between 0 and 28 inclusive.

QuoteContext

Quote context

TradeContext

Trade context

Enums

Market

Market