Longbridge OpenAPI SDK
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    Class QuoteContext

    Quote context

    Index

    Constructors

    Methods

    • Returns the member ID

      Returns Promise<number>

    • Returns the quote level

      Returns Promise<string>

    • Set quote callback, after receiving the quote data push, it will call back to this function.

      Parameters

      Returns void

    • Set depth callback, after receiving the depth data push, it will call back to this function.

      Parameters

      Returns void

    • Set brokers callback, after receiving the brokers data push, it will call back to this function.

      Parameters

      Returns void

    • Set trades callback, after receiving the trades data push, it will call back to this function.

      Parameters

      Returns void

    • Set candlestick callback, after receiving the trades data push, it will call back to this function.

      Parameters

      Returns void

    • Subscribe

      const { OAuth, Config, QuoteContext, SubType } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      ctx.setOnQuote((_, event) => console.log(event.toString()));
      await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote]);

      Parameters

      • symbols: string[]
      • subTypes: SubType[]

      Returns Promise<void>

    • Unsubscribe

      const { OAuth, Config, QuoteContext, SubType } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote]);
      await ctx.unsubscribe(["AAPL.US"], [SubType.Quote]);

      Parameters

      • symbols: string[]
      • subTypes: SubType[]

      Returns Promise<void>

    • Unsubscribe security candlesticks

      Parameters

      Returns Promise<void>

    • Get subscription information

      const { OAuth, Config, QuoteContext, SubType } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote]);
      const resp = await ctx.subscriptions();
      console.log(resp.toString());

      Returns Promise<Subscription[]>

    • Get basic information of securities

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.staticInfo(["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"]);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbols: string[]

      Returns Promise<SecurityStaticInfo[]>

    • Get quote of securities

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.quote(["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"]);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbols: string[]

      Returns Promise<SecurityQuote[]>

    • Get quote of option securities

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.optionQuote(["AAPL230317P160000.US"]);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbols: string[]

      Returns Promise<OptionQuote[]>

    • Get quote of warrant securities

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.warrantQuote(["21125.HK"]);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbols: string[]

      Returns Promise<WarrantQuote[]>

    • Get security depth

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.depth("700.HK");
      console.log(resp.toString());

      Parameters

      • symbol: string

      Returns Promise<SecurityDepth>

    • Get security brokers

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.brokers("700.HK");
      console.log(resp.toString());

      Parameters

      • symbol: string

      Returns Promise<SecurityBrokers>

    • Get participants

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.participants();
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Returns Promise<ParticipantInfo[]>

    • Get security trades

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.trades("700.HK", 10);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbol: string
      • count: number

      Returns Promise<Trade[]>

    • Get security intraday

      const { OAuth, Config, QuoteContext, TradeSessions } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.intraday("700.HK", TradeSessions.Intraday);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      Returns Promise<IntradayLine[]>

    • Get security candlesticks

      const { OAuth, Config, QuoteContext, Period, AdjustType, TradeSessions } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.candlesticks("700.HK", Period.Day, 10, AdjustType.NoAdjust, TradeSessions.Intraday);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      Returns Promise<Candlestick[]>

    • Get option chain expiry date list

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.optionChainExpiryDateList("AAPL.US");
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbol: string

      Returns Promise<NaiveDate[]>

    • Get option chain info by date

      const { OAuth, Config, QuoteContext, NaiveDate } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.optionChainInfoByDate("AAPL.US", new NaiveDate(2023, 1, 20));
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      Returns Promise<StrikePriceInfo[]>

    • Get warrant issuers

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.warrantIssuers();
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Returns Promise<IssuerInfo[]>

    • Get trading session of the day

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.tradingSession();
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Returns Promise<MarketTradingSession[]>

    • Get trading session of the day

      const { OAuth, Config, QuoteContext, Market, NaiveDate } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.tradingDays(Market.HK, new NaiveDate(2022, 1, 20), new NaiveDate(2022, 2, 20));
      console.log(resp.toString());

      Parameters

      Returns Promise<MarketTradingDays>

    • Get capital flow intraday

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.capitalFlow("700.HK");
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbol: string

      Returns Promise<CapitalFlowLine[]>

    • Get capital distribution

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.capitalDistribution("700.HK");
      console.log(resp.toString());

      Parameters

      • symbol: string

      Returns Promise<CapitalDistributionResponse>

    • Get watchlist

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.watchList();
      console.log(resp.toString());

      Returns Promise<WatchlistGroup[]>

    • Create watchlist group

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const groupId = await ctx.createWatchlistGroup({
      name: "Watchlist1",
      securities: ["700.HK", "BABA.US"],
      });
      console.log(groupId);

      Parameters

      Returns Promise<number>

    • Delete watchlist group

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.deleteWatchlistGroup({ id: 10086 });

      Parameters

      Returns Promise<void>

    • Update watchlist group

      const { OAuth, Config, QuoteContext } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.updateWatchlistGroup({
      id: 10086,
      name: "Watchlist2",
      securities: ["700.HK", "BABA.US"],
      });

      Parameters

      Returns Promise<void>

    • Get filings list

      Parameters

      • symbol: string

      Returns Promise<FilingItem[]>

    • Get security list

      const { OAuth, Config, QuoteContext, Market, SecurityListCategory } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.securityList(Market.US, SecurityListCategory.Overnight);
      console.log(resp.toString());

      Parameters

      Returns Promise<Security[]>

    • Get current market temperature

      const { OAuth, Config, QuoteContext, Market } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.marketTemperature(Market.HK);
      console.log(resp.toString());

      Parameters

      Returns Promise<MarketTemperature>

    • Get historical market temperature

      const { OAuth, Config, QuoteContext, Market, NaiveDate } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      const resp = await ctx.historyMarketTemperature(Market.HK, new NaiveDate(2023, 1, 20), new NaiveDate(2023, 2, 20));
      console.log(resp.toString());

      Parameters

      Returns Promise<HistoryMarketTemperatureResponse>

    • Get real-time quote

      const { OAuth, Config, QuoteContext, SubType } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote]);
      await new Promise((resolve) => setTimeout(resolve, 5000));
      const resp = await ctx.realtimeQuote(["700.HK", "AAPL.US"]);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbols: string[]

      Returns Promise<RealtimeQuote[]>

    • Get real-time depth

      const { OAuth, Config, QuoteContext, SubType } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Depth]);
      await new Promise((resolve) => setTimeout(resolve, 5000));
      const resp = await ctx.realtimeDepth("700.HK");
      console.log(resp.toString());

      Parameters

      • symbol: string

      Returns Promise<SecurityDepth>

    • Get real-time brokers

      const { OAuth, Config, QuoteContext, SubType } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Brokers]);
      await new Promise((resolve) => setTimeout(resolve, 5000));
      const resp = await ctx.realtimeBrokers("700.HK");
      console.log(resp.toString());

      Parameters

      • symbol: string

      Returns Promise<SecurityBrokers>

    • Get real-time trades

      const { OAuth, Config, QuoteContext, SubType } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Trade]);
      await new Promise((resolve) => setTimeout(resolve, 5000));
      const resp = await ctx.realtimeTrades("700.HK", 10);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbol: string
      • count: number

      Returns Promise<Trade[]>

    • Get real-time candlesticks

      const { OAuth, Config, QuoteContext, Period } = require('longbridge')

      const oauth = await OAuth.build('your-client-id', (_, url) => console.log('Visit:', url));
      const ctx = QuoteContext.new(Config.fromOAuth(oauth));
      await ctx.subscribeCandlesticks("700.HK", Period.Min_1);
      await new Promise((resolve) => setTimeout(resolve, 5000));
      const resp = await ctx.realtimeCandlesticks("700.HK", Period.Min_1, 10);
      for (let obj of resp) {
      console.log(obj.toString());
      }

      Parameters

      • symbol: string
      • period: Period
      • count: number

      Returns Promise<Candlestick[]>