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references/python-sdk/types.md
5.94 KB · Sep 30, 2026 · 23:19 UTC
# Python SDK — Types & Enums
All types imported from `longbridge.openapi`.
## SubType — Quote subscription flags
```python
SubType.Quote # Real-time quote (price, volume)
SubType.Depth # Level 2 order book
SubType.Brokers # HK broker queue
SubType.Trade # Tick-by-tick trades
```
## Period — Candlestick periods
```python
Period.Min_1 Period.Min_2 Period.Min_3
Period.Min_5 Period.Min_10 Period.Min_15
Period.Min_20 Period.Min_30 Period.Min_45
Period.Min_60 Period.Min_120 Period.Min_180 Period.Min_240
Period.Day Period.Week Period.Month
Period.Quarter Period.Year
```
## AdjustType
```python
AdjustType.NoAdjust # Actual (unadjusted)
AdjustType.ForwardAdjust # Forward-adjusted for splits/dividends
```
## TradeSessions
```python
TradeSessions.Intraday # Regular trading hours only (default)
TradeSessions.All # All sessions (pre, intraday, post, overnight)
```
## Market
```python
Market.HK # Hong Kong
Market.US # United States
Market.CN # China (SH/SZ)
Market.SG # Singapore
```
## OrderSide
```python
OrderSide.Buy
OrderSide.Sell
```
## OrderType
```python
OrderType.LO # Limit Order (price required)
OrderType.ELO # Enhanced Limit Order (HK only)
OrderType.MO # Market Order
OrderType.AO # At-Auction Order
OrderType.ALO # At-Auction Limit Order
OrderType.ODD # Odd Lots Order
OrderType.LIT # Limit If Touched (price + trigger_price)
OrderType.MIT # Market If Touched (trigger_price)
OrderType.TSLPAMT # Trailing Limit If Touched (Trailing Amount)
OrderType.TSLPPCT # Trailing Limit If Touched (Trailing Percent)
OrderType.TSMAMT # Trailing Market If Touched (Trailing Amount)
OrderType.TSMPCT # Trailing Market If Touched (Trailing Percent)
OrderType.SLO # Special Limit Order (HK only, no replace)
```
## OrderStatus
```python
OrderStatus.NotReported # Pending broker submission
OrderStatus.New # Accepted by exchange
OrderStatus.WaitToNew # In transit to exchange
OrderStatus.PartialFilled # Partially executed
OrderStatus.Filled # Fully executed
OrderStatus.WaitToReplace # Replace request in transit
OrderStatus.PendingReplace # Replace pending on exchange
OrderStatus.Replaced # Successfully replaced
OrderStatus.WaitToCancel # Cancel request in transit
OrderStatus.PendingCancel # Cancel pending on exchange
OrderStatus.Rejected # Rejected
OrderStatus.Canceled # Canceled
OrderStatus.Expired # Expired
OrderStatus.PartialWithdrawal # Partially canceled
```
## TimeInForceType
```python
TimeInForceType.Day # Valid today only
TimeInForceType.GoodTilCanceled # GTC
TimeInForceType.GoodTilDate # GTD — requires expire_date
```
## OutsideRTH (US only)
```python
OutsideRTH.RTHOnly # Regular trading hours only (default)
OutsideRTH.AnyTime # Pre and post market allowed
OutsideRTH.Overnight # Overnight session
```
## TopicType (trade push)
```python
TopicType.Private # Order change notifications
```
## CalcIndex — Financial indexes
```python
# Price & volume
CalcIndex.LastDone CalcIndex.ChangeValue CalcIndex.ChangeRate
CalcIndex.Volume CalcIndex.Turnover CalcIndex.Amplitude
CalcIndex.VolumeRatio CalcIndex.TurnoverRate CalcIndex.TotalMarketValue
CalcIndex.CapitalFlow CalcIndex.YtdChangeRate
# Period returns
CalcIndex.FiveDayChangeRate CalcIndex.TenDayChangeRate
CalcIndex.HalfYearChangeRate CalcIndex.FiveMinutesChangeRate
# Valuation
CalcIndex.PeTtmRatio CalcIndex.PbRatio CalcIndex.DividendRatioTtm
# Options / Warrants
CalcIndex.ExpiryDate CalcIndex.StrikePrice CalcIndex.UpperStrikePrice
CalcIndex.LowerStrikePrice CalcIndex.OutstandingQty CalcIndex.OutstandingRatio
CalcIndex.Premium CalcIndex.ItmOtm CalcIndex.ImpliedVolatility
CalcIndex.WarrantDelta CalcIndex.CallPrice CalcIndex.ToCallPrice
CalcIndex.EffectiveLeverage CalcIndex.LeverageRatio CalcIndex.ConversionRatio
CalcIndex.BalancePoint CalcIndex.OpenInterest
CalcIndex.Delta CalcIndex.Gamma CalcIndex.Theta
CalcIndex.Vega CalcIndex.Rho
```
## SecuritiesUpdateMode (watchlist)
```python
SecuritiesUpdateMode.Add # Append securities
SecuritiesUpdateMode.Remove # Remove securities
SecuritiesUpdateMode.Replace # Replace all securities
```
## SecurityListCategory
```python
SecurityListCategory.Overnight # Overnight-eligible securities
```
## BalanceType (cash flow)
```python
BalanceType.Cash # Cash transactions
BalanceType.Stock # Stock transactions
BalanceType.Fund # Fund transactions
```
## WarrantSortBy / SortOrderType
```python
WarrantSortBy.LastDone WarrantSortBy.ChangeRate WarrantSortBy.Volume
WarrantSortBy.Price WarrantSortBy.Premium WarrantSortBy.Leverage
# ... and more
SortOrderType.Ascending
SortOrderType.Descending
```
## Push Types
| Class | Carrier | Fields |
|-------|---------|--------|
| `PushQuote` | `set_on_quote` | `last_done`, `open`, `high`, `low`, `volume`, `turnover`, `trade_session` |
| `PushDepth` | `set_on_depth` | `asks: List[Depth]`, `bids: List[Depth]` |
| `PushBrokers` | `set_on_brokers` | `ask_brokers: List[Brokers]`, `bid_brokers: List[Brokers]` |
| `PushTrades` | `set_on_trades` | `trades: List[Trade]` |
| `PushCandlestick` | `set_on_candlestick` | `candlestick: Candlestick`, `period: Period` |
| `PushOrderChanged` | `set_on_order_changed` | `order_id`, `symbol`, `status`, `side`, `filled_qty`, `price`, `msg` |
## Error Handling
```python
from longbridge.openapi import OpenApiException, ErrorKind
try:
resp = ctx.quote(["INVALID.XX"])
except OpenApiException as e:
print(e.kind) # ErrorKind.Http | ErrorKind.OpenApi | ErrorKind.Other
print(e.code) # API error code (int)
print(e.message) # Human-readable message
print(e.trace_id) # Request trace ID for support
```
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