Install sumneko lua
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Install using package manager
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From macOS, we can install lua-language-server directly using HomeBrew:

brew install lua-language-server

Install using releases
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Now lua-language-server provides binary release for Windows, macOS and Linux, download it from its release page.

Install from source
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We can also build it from source. First, we need to install its dependency packages.

ninja
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On Linux, install ninja from its binary release:

wget https://hub.fastgit.xyz/ninja-build/ninja/releases/download/v1.10.2/ninja-linux.zip

mkdir -p $HOME/local/bin
unzip ninja-linux.zip -d $HOME/local/bin

On macOS, install ninja via homebrew:

brew install ninja

C++ compiler
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We need to install a cpp compile that support c++ 17, gcc-7.3 is fine. Clang 12.0 is also fine.

build
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Build lua-language-server:

mkdir -p $HOME/tools/ && cd $HOME/tools
git clone --depth=1 https://hub.fastgit.xyz/sumneko/lua-language-server

cd lua-language-server
# if the cloning speed is too slow, edit .gitmodules and replace github.com
# with hub.fastgit.org, which should be faster than github.
git submodule update --init --recursive

# build on Linux
cd 3rd/luamake
compile/install.sh
cd ../..
./3rd/luamake/luamake rebuild

After that, we should add the path to lua-language-server to PATH:

# For macOS
export PATH="$HOME/tools/lua-language-server/bin/macOS:$PATH"

# For Linux
export PATH="$HOME/tools/lua-language-server/bin/Linux:$PATH"

Config for nvim-lspconfig
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Following the instructions on the nvim-lspconfig repo, it is pretty straight forward to config sumneko-lua for Nvim. Here is a working config for me:

local runtime_path = vim.split(package.path, ";")
table.insert(runtime_path, "lua/?.lua")
table.insert(runtime_path, "lua/?/init.lua")

lspconfig.sumneko_lua.setup({
on_attach = custom_attach,
settings = {
    Lua = {
    runtime = {
        -- Tell the language server which version of Lua you're using (most likely LuaJIT in the case of Neovim)
        version = "LuaJIT",
        -- Setup your lua path
        path = runtime_path,
    },
    diagnostics = {
        -- Get the language server to recognize the `vim` global
        globals = { "vim" },
    },
    workspace = {
        -- Make the server aware of Neovim runtime files
        library = api.nvim_get_runtime_file("", true),
    },
    -- Do not send telemetry data containing a randomized but unique identifier
    telemetry = {
        enable = false,
    },
    },
},
})