grid

package
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 Go to latest Published: Oct 16, 2026 License: Apache-2.0, MIT Imports: 10 Imported by: 0

Documentation

Overview

Package grid provides a client for the Longbridge grid trading OpenAPI. It supports submitting, replacing, querying, and controlling (cancel / suspend / restart) grid trading orders, as well as fetching order-window info.

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

This section is empty.

Types

type GetGridOrderDetail 

type GetGridOrderDetail struct {
	OrderId   string // required
	HistoryId string // optional, history cursor for paging
	Limit     int32  // optional, history page size
}

GetGridOrderDetail is the request for a grid order detail.

func (*GetGridOrderDetail) Values 

func (r *GetGridOrderDetail) Values() url.Values

type GetGridOrders 

type GetGridOrders struct {
	Page      int32          // optional
	Limit     int32          // optional
	Market    openapi.Market // optional
	Status    string         // optional, comma-joined (e.g. "Performing,Suspended")
	Symbol    string         // optional, e.g. 700.HK
	SortBy    string         // optional
	SortOrder string         // optional
}

GetGridOrders is the request for the grid orders list.

func (*GetGridOrders) Values 

func (r *GetGridOrders) Values() url.Values

type GetGridTriggerHistory 

type GetGridTriggerHistory struct {
	GridOrderId string // required
	Page        int32  // optional
	Limit       int32  // optional
}

GetGridTriggerHistory is the request for grid trigger history. Note: the required parameter is named grid_order_id (not order_id).

func (*GetGridTriggerHistory) Values 

func (r *GetGridTriggerHistory) Values() url.Values

type GridBidSize 

type GridBidSize struct {
	StrProceed *decimal.Decimal `json:"str_proceed"`
	EndProceed *decimal.Decimal `json:"end_proceed"`
	BidSize    *decimal.Decimal `json:"bid_size"`
}

GridBidSize is a price-step (bid-size) rule entry from the symbol-info response.

type GridChannelInfo 

type GridChannelInfo struct {
	StrategyGranted    bool     `json:"strategy_granted"`
	SupportRth         bool     `json:"support_rth"`
	Currency           string   `json:"currency"`
	SettlementCurrency []string `json:"settlement_currency"`
}

GridChannelInfo is the channel / authorization info nested in symbol-info.

type GridContext 

type GridContext struct {
	// contains filtered or unexported fields
}

GridContext is a client for the Longbridge grid trading OpenAPI.

Example: 

conf, err := config.NewFromEnv()
gctx, err := grid.NewFromCfg(conf)
orders, err := gctx.GridOrders(ctx, &grid.GetGridOrders{})

func NewFromCfg 

func NewFromCfg(cfg *config.Config) (*GridContext, error)

NewFromCfg creates a GridContext from a *config.Config.

func NewFromEnv 

func NewFromEnv() (*GridContext, error)

NewFromEnv returns a GridContext configured from environment variables.

func (*GridContext) Cancel 

func (c *GridContext) Cancel(ctx context.Context, orderId string) (err error)

Cancel cancels a grid trading order. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/cancel

func (*GridContext) Detail 

func (c *GridContext) Detail(ctx context.Context, params *GetGridOrderDetail) (detail *GridOrderDetail, err error)

Detail returns the detail (and paged history) of a grid trading order. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/detail

func (*GridContext) List 

func (c *GridContext) List(ctx context.Context, params *GetGridOrders) (orders *GridOrders, err error)

List returns a paged list of grid trading orders. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/list

func (*GridContext) ListByIds 

func (c *GridContext) ListByIds(ctx context.Context, orderIds []string) (orders []*GridOrder, err error)

ListByIds queries grid trading orders by their IDs. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/list

func (*GridContext) Replace 

func (c *GridContext) Replace(ctx context.Context, params *ReplaceGridOrder) (err error)

Replace replaces (modifies) a grid trading order. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/replace

func (*GridContext) Restart 

func (c *GridContext) Restart(ctx context.Context, orderId string) (err error)

Restart restarts a grid trading order. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/restart

func (*GridContext) Submit 

func (c *GridContext) Submit(ctx context.Context, params *SubmitGridOrder) (orderId string, err error)

Submit submits a grid trading order. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/submit

func (*GridContext) Suspend 

func (c *GridContext) Suspend(ctx context.Context, orderId string) (err error)

Suspend suspends a grid trading order. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/suspend

func (*GridContext) SymbolInfo 

func (c *GridContext) SymbolInfo(ctx context.Context, symbol string) (info *GridSymbolInfo, err error)

SymbolInfo returns the security (symbol) info used to build a grid order (lot size, authorization flag, settlement currency, etc.).

func (*GridContext) TriggerHistory 

func (c *GridContext) TriggerHistory(ctx context.Context, params *GetGridTriggerHistory) (history *GridTriggerHistory, err error)

TriggerHistory returns the trigger history of a grid trading order. Reference: https://open.longbridge.com/en/docs/trade/gridtrading/trigger_history

type GridLimitEvent 

type GridLimitEvent int32

GridLimitEvent is the action taken when a grid boundary is reached (wire: int32). 

const (
	// GridLimitEventUnknown is the unknown / unset value.
	GridLimitEventUnknown GridLimitEvent = 0
	// GridLimitEventIgnore keeps the grid running when the boundary is reached.
	GridLimitEventIgnore GridLimitEvent = 1
	// GridLimitEventCloseAtLast closes the position at the last price.
	GridLimitEventCloseAtLast GridLimitEvent = 2
)

type GridOrder 

type GridOrder struct {
	OrderId              string           `json:"order_id"`
	Symbol               string           `json:"symbol"`
	StockName            string           `json:"stock_name"`
	Market               string           `json:"market"`
	Status               string           `json:"status"`
	GridStatus           string           `json:"grid_status"`
	SubmittedBasePrice   *decimal.Decimal `json:"submitted_base_price"`
	CurrentBasePrice     *decimal.Decimal `json:"current_base_price"`
	PreTriggerBasePrice  *decimal.Decimal `json:"pre_trigger_base_price"`
	PostTriggerBasePrice *decimal.Decimal `json:"post_trigger_base_price"`
	UpperLimitPrice      *decimal.Decimal `json:"upper_limit_price"`
	LowerLimitPrice      *decimal.Decimal `json:"lower_limit_price"`
	TriggerPriceType     TriggerPriceType `json:"trigger_price_type"` // Spread / Percent
	TriggerSpreadUp      *decimal.Decimal `json:"trigger_spread_up"`
	TriggerSpreadDown    *decimal.Decimal `json:"trigger_spread_down"`
	TriggerPercentUp     *decimal.Decimal `json:"trigger_percent_up"`
	TriggerPercentDown   *decimal.Decimal `json:"trigger_percent_down"`
	PullbackPercent      *decimal.Decimal `json:"pullback_percent"`
	PullbackSpread       *decimal.Decimal `json:"pullback_spread"`
	ReboundPercent       *decimal.Decimal `json:"rebound_percent"`
	ReboundSpread        *decimal.Decimal `json:"rebound_spread"`
	TriggerSellOrderType string           `json:"trigger_sell_order_type"`
	TriggerBuyOrderType  string           `json:"trigger_buy_order_type"`
	TriggerSellDepth     int32            `json:"trigger_sell_depth"`
	TriggerBuyDepth      int32            `json:"trigger_buy_depth"`
	TriggerQuantity      *decimal.Decimal `json:"trigger_quantity"`
	TriggerSellQuantity  *decimal.Decimal `json:"trigger_sell_quantity"`
	TriggerBuyQuantity   *decimal.Decimal `json:"trigger_buy_quantity"`
	UpperLimitQuantity   *decimal.Decimal `json:"upper_limit_quantity"`
	LowerLimitQuantity   *decimal.Decimal `json:"lower_limit_quantity"`
	UpperLimitEvent      GridLimitEvent   `json:"upper_limit_event"`
	LowerLimitEvent      GridLimitEvent   `json:"lower_limit_event"`
	MultipleTrigger      bool             `json:"multiple_trigger"`
	TriggerTimes         int32            `json:"trigger_times"`
	TotalBuyQuantity     *decimal.Decimal `json:"total_buy_quantity"`
	TotalSellQuantity    *decimal.Decimal `json:"total_sell_quantity"`
	TotalProfitBalance   *decimal.Decimal `json:"total_profit_balance"`
	SettlementCurrency   string           `json:"settlement_currency"`
	TimeInForce          GridTimeInForce  `json:"time_in_force"` // Day / GTC / GTD
	Gtd                  string           `json:"gtd"`
	CreatedAt            string           `json:"created_at"`
	Rth                  int32            `json:"rth"`
	SupportShortsell     bool             `json:"support_shortsell"`
	GridOrderTypeUp      string           `json:"grid_order_type_up"`   // GMO / GLO / GTG
	GridOrderTypeDown    string           `json:"grid_order_type_down"` // GMO / GLO / GTG
}

GridOrder is a grid trading order (element of the list / by-ids responses).

type GridOrderDetail 

type GridOrderDetail struct {
	OrderId             string               `json:"order_id"`
	Symbol              string               `json:"symbol"`
	StockName           string               `json:"stock_name"`
	Status              string               `json:"status"`
	GridStatus          string               `json:"grid_status"`
	SuspendReason       string               `json:"suspend_reason"`
	SleepingReason      string               `json:"sleeping_reason"`
	SubmittedBasePrice  *decimal.Decimal     `json:"submitted_base_price"`
	CurrentBasePrice    *decimal.Decimal     `json:"current_base_price"`
	UpperLimitPrice     *decimal.Decimal     `json:"upper_limit_price"`
	LowerLimitPrice     *decimal.Decimal     `json:"lower_limit_price"`
	TriggerPriceType    TriggerPriceType     `json:"trigger_price_type"`
	TriggerSpreadUp     *decimal.Decimal     `json:"trigger_spread_up"`
	TriggerSpreadDown   *decimal.Decimal     `json:"trigger_spread_down"`
	TriggerPercentUp    *decimal.Decimal     `json:"trigger_percent_up"`
	TriggerPercentDown  *decimal.Decimal     `json:"trigger_percent_down"`
	PullbackPercent     *decimal.Decimal     `json:"pullback_percent"`
	PullbackSpread      *decimal.Decimal     `json:"pullback_spread"`
	ReboundPercent      *decimal.Decimal     `json:"rebound_percent"`
	ReboundSpread       *decimal.Decimal     `json:"rebound_spread"`
	MultipleTrigger     bool                 `json:"multiple_trigger"`
	TimeInForce         GridTimeInForce      `json:"time_in_force"`
	TriggerQuantity     *decimal.Decimal     `json:"trigger_quantity"`
	TriggerSellQuantity *decimal.Decimal     `json:"trigger_sell_quantity"`
	TriggerBuyQuantity  *decimal.Decimal     `json:"trigger_buy_quantity"`
	UpperLimitQuantity  *decimal.Decimal     `json:"upper_limit_quantity"`
	LowerLimitQuantity  *decimal.Decimal     `json:"lower_limit_quantity"`
	UpperLimitEvent     GridLimitEvent       `json:"upper_limit_event"`
	LowerLimitEvent     GridLimitEvent       `json:"lower_limit_event"`
	TriggerSellDepth    int32                `json:"trigger_sell_depth"`
	TriggerBuyDepth     int32                `json:"trigger_buy_depth"`
	CreatedAt           string               `json:"created_at"`
	UpdatedAt           string               `json:"updated_at"`
	SettlementCurrency  string               `json:"settlement_currency"`
	ExpireTime          string               `json:"expire_time"`
	Gtd                 string               `json:"gtd"`
	GridSubOrders       []*GridOrderSubOrder `json:"grid_sub_orders"`
	SubHasMore          bool                 `json:"sub_has_more"`
	GridOrderHistory    []*GridOrderHistory  `json:"grid_order_history"`
	HistoryHasMore      bool                 `json:"history_has_more"`
	SupportShortsell    bool                 `json:"support_shortsell"`
	Rth                 int32                `json:"rth"`
	GridOrderTypeUp     string               `json:"grid_order_type_up"`
	GridOrderTypeDown   string               `json:"grid_order_type_down"`
}

GridOrderDetail is the detail of a grid trading order.

type GridOrderHistory 

type GridOrderHistory struct {
	HistoryId     string `json:"history_id"`
	CreatedAt     string `json:"created_at"`
	Status        string `json:"status"`
	SuspendReason string `json:"suspend_reason"`
	Reason        string `json:"reason"`
}

GridOrderHistory is a grid order lifecycle-history entry.

type GridOrderSubOrder 

type GridOrderSubOrder struct {
	Id          string           `json:"id"`
	Price       *decimal.Decimal `json:"price"`
	OrderType   string           `json:"order_type"`
	Quantity    *decimal.Decimal `json:"quantity"`
	ExecutedQty *decimal.Decimal `json:"executed_qty"`
	Action      int32            `json:"action"`
	Status      string           `json:"status"`
	SubmittedAt string           `json:"submitted_at"`
	Rth         int32            `json:"rth"`
}

GridOrderSubOrder is a triggered sub-order carried in the grid order detail.

type GridOrders 

type GridOrders struct {
	GridOrder []*GridOrder `json:"grid_order"`
	HasMore   bool         `json:"has_more"`
}

GridOrders is the response for the grid orders list request.

type GridSymbolInfo 

type GridSymbolInfo struct {
	Name        string           `json:"name"`
	LastDone    *decimal.Decimal `json:"last_done"`
	LotSize     *decimal.Decimal `json:"lot_size"`
	BuyLotSize  *decimal.Decimal `json:"buy_lot_size"`
	SellLotSize *decimal.Decimal `json:"sell_lot_size"`
	BidSizes    []*GridBidSize   `json:"bid_sizes"`
	ChannelInfo GridChannelInfo  `json:"channel_info"`
}

GridSymbolInfo is the /v1/orders/info response — the security (symbol) info used to build a grid order.

type GridTimeInForce 

type GridTimeInForce int32

GridTimeInForce is the time in force for a grid order (wire: int32). Values other than the named ones are preserved verbatim. 

const (
	// GridTimeInForceDay is a day order.
	GridTimeInForceDay GridTimeInForce = 0
	// GridTimeInForceGoodTilCanceled is a good-til-canceled order.
	GridTimeInForceGoodTilCanceled GridTimeInForce = 1
	// GridTimeInForceGoodTilDate is a good-til-date order.
	GridTimeInForceGoodTilDate GridTimeInForce = 6
)

type GridTradeRule 

type GridTradeRule struct {
	SubmittedBasePrice decimal.Decimal  // Base price the grid is anchored to
	UpperLimitPrice    decimal.Decimal  // Upper price bound
	LowerLimitPrice    decimal.Decimal  // Lower price bound
	TriggerPriceType   TriggerPriceType // Trigger price type (Spread / Percent)
	TriggerSpreadUp    decimal.Decimal  // Upward trigger spread (absolute)
	TriggerSpreadDown  decimal.Decimal  // Downward trigger spread (absolute)
	TriggerPercentUp   decimal.Decimal  // Upward trigger percent
	TriggerPercentDown decimal.Decimal  // Downward trigger percent
	MultipleTrigger    bool             // Whether a single grid level may trigger multiple times
	TimeInForce        GridTimeInForce  // Time in force (Day / GTC / GTD)
	UpperLimitQuantity decimal.Decimal  // Quantity handled when the upper bound is reached
	LowerLimitQuantity decimal.Decimal  // Quantity handled when the lower bound is reached
	ExpireTime         int64            // Expiry time (unix seconds), used with GTD
	UpperLimitEvent    GridLimitEvent   // Action when the upper bound is reached
	LowerLimitEvent    GridLimitEvent   // Action when the lower bound is reached
	TriggerSellDepth   int32            // Sell-side order-book depth (-5..5, 0 = use GridOrderTypeUp)
	TriggerBuyDepth    int32            // Buy-side order-book depth (-5..5, 0 = use GridOrderTypeDown)
	TriggerQuantity    decimal.Decimal  // Quantity per trigger
	SupportShortsell   bool             // Whether short selling is allowed
	Rth                int32            // Regular trading hours flag (0 / 1 / 2)
	GridOrderTypeUp    string           // Sell-side order type when depth is 0 (GMO / GLO / GTG)
	GridOrderTypeDown  string           // Buy-side order type when depth is 0 (GMO / GLO / GTG)
}

GridTradeRule is the grid trading rule for submit / replace requests. Prices and quantities use decimal.Decimal; unset (zero-value) decimals are omitted from the request. Enum-like fields are raw integers whose code tables are documented inline.

func NewGridTradeRule 

func NewGridTradeRule(
	basePrice decimal.Decimal,
	upperPrice decimal.Decimal,
	lowerPrice decimal.Decimal,
	trigger GridTrigger,
	quantity decimal.Decimal,
	upperQuantity decimal.Decimal,
	lowerQuantity decimal.Decimal,
	timeInForce GridTimeInForce,
) *GridTradeRule

NewGridTradeRule creates a rule with the fields a valid grid order requires. The gateway still validates business rules, but this makes the minimum field set visible in the signature instead of leaving all fields optional. Chain the setter methods to populate the optional fields.

func (*GridTradeRule) Depths 

func (r *GridTradeRule) Depths(sell, buy int32) *GridTradeRule

Depths sets the sell / buy order-book depths (0 = use the order type).

func (*GridTradeRule) ExpireTimeAt 

func (r *GridTradeRule) ExpireTimeAt(unixSeconds int64) *GridTradeRule

ExpireTimeAt sets the expiry time (unix seconds), used with a GTD time-in-force.

func (*GridTradeRule) LimitEvents 

func (r *GridTradeRule) LimitEvents(upper, lower GridLimitEvent) *GridTradeRule

LimitEvents sets the actions taken at the upper / lower bounds.

func (*GridTradeRule) MultipleTriggerFlag 

func (r *GridTradeRule) MultipleTriggerFlag(value bool) *GridTradeRule

MultipleTriggerFlag allows a single grid level to trigger multiple times.

func (*GridTradeRule) OrderTypes 

func (r *GridTradeRule) OrderTypes(up, down string) *GridTradeRule

OrderTypes sets the sell / buy order types (GMO / GLO / GTG).

func (*GridTradeRule) RthFlag 

func (r *GridTradeRule) RthFlag(value int32) *GridTradeRule

RthFlag sets the regular-trading-hours flag (0 / 1 / 2).

func (*GridTradeRule) SupportShortsellFlag 

func (r *GridTradeRule) SupportShortsellFlag(value bool) *GridTradeRule

SupportShortsellFlag allows short selling.

type GridTrigger 

type GridTrigger struct {
	// contains filtered or unexported fields
}

GridTrigger expresses a grid's up/down trigger thresholds. Percent and spread are mutually exclusive; use PercentTrigger or SpreadTrigger to build one so the choice is explicit (instead of four independent optional fields).

func PercentTrigger 

func PercentTrigger(up, down decimal.Decimal) GridTrigger

PercentTrigger builds a percent-based grid trigger.

func SpreadTrigger 

func SpreadTrigger(up, down decimal.Decimal) GridTrigger

SpreadTrigger builds an absolute-spread-based grid trigger.

type GridTriggerHistory 

type GridTriggerHistory struct {
	TriggerOrders []*TriggerOrder `json:"trigger_orders"`
	HasMore       bool            `json:"has_more"`
}

GridTriggerHistory is the response for the grid trigger history request.

type ReplaceGridOrder 

type ReplaceGridOrder struct {
	OrderId         string        // required
	GridTradingRule GridTradeRule // required
}

ReplaceGridOrder is the request for replacing a grid trading order.

type SubmitGridOrder 

type SubmitGridOrder struct {
	Symbol             string        // required, e.g. 700.HK
	SettlementCurrency string        // required, e.g. HKD
	GridTradingRule    GridTradeRule // required
}

SubmitGridOrder is the request for submitting a grid trading order.

type TriggerOrder 

type TriggerOrder struct {
	Id            string           `json:"id"`
	Status        string           `json:"status"`
	Name          string           `json:"name"`
	Symbol        string           `json:"symbol"`
	Price         *decimal.Decimal `json:"price"`
	Quantity      *decimal.Decimal `json:"quantity"`
	ExecutedPrice *decimal.Decimal `json:"executed_price"`
	ExecutedQty   *decimal.Decimal `json:"executed_qty"`
	SubmittedAt   string           `json:"submitted_at"`
	Action        int32            `json:"action"`
	OrderType     string           `json:"order_type"`
	TriggerPrice  *decimal.Decimal `json:"trigger_price"`
	Msg           string           `json:"msg"`
	Currency      string           `json:"currency"`
	LastDone      *decimal.Decimal `json:"last_done"`
	UpdatedAt     string           `json:"updated_at"`
	TimeInForce   GridTimeInForce  `json:"time_in_force"`
	Gtd           string           `json:"gtd"`
	TriggerAt     string           `json:"trigger_at"`
	TriggerStatus int32            `json:"trigger_status"`
}

TriggerOrder is a grid trigger-history entry (one triggered order).

type TriggerPriceType 

type TriggerPriceType int32

TriggerPriceType is how grid trigger thresholds are interpreted (wire: int32). 

const (
	// TriggerPriceTypeUnknown is the unknown / unset value.
	TriggerPriceTypeUnknown TriggerPriceType = 0
	// TriggerPriceTypeSpread triggers by an absolute price spread.
	TriggerPriceTypeSpread TriggerPriceType = 1
	// TriggerPriceTypePercent triggers by percent.
	TriggerPriceTypePercent TriggerPriceType = 2
)

Source Files

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Directories

Path Synopsis
Package jsontypes contains the raw JSON wire types for the grid trading API.
 Package jsontypes contains the raw JSON wire types for the grid trading API.

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