Huobi Global (high caps)

Downloadable CSV files API Docs Historical Data Details
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Huobi Global historical market data details - currency pairs, data coverage and data collection specifics
Huobi Global historical data for high caps currency pairs is available since 2019-11-19. 
https://api.tardis.dev/v1/exchanges/huobi
api.tardis.dev
See Huobi Global historical data coverage: available symbols, channels, date ranges and incidents
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Downloadable CSV files
Historical CSV datasets for the first day of each month are available to download without API key. 
See downloadable CSV files documentation.
data type
symbol
date
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trades
BTCUSDT
2019-12-01
​Download sample​
incremental_book_L2
BTCUSDT
2019-12-01
​Download sample​
book_snapshot_25
BTCUSDT
2020-11-01
​Download sample​
quotes
BTCUSDT
2019-12-01
​Download sample​
trades
ETHUSDT
2020-03-01
​Download sample​
incremental_book_L2
ETHUSDT
2020-03-01
​Download sample​
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API Access and data format
Historical data format is the same as provided by real-time Huobi Global WebSocket API with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that perform data normalization client-side.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
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# pip install tardis-client
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import asyncio
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from tardis_client import TardisClient, Channel
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tardis_client = TardisClient(api_key="YOUR_API_KEY")
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​
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async def replay():
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  # replay method returns Async Generator
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  messages = tardis_client.replay(
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    exchange="huobi",
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    from_date="2019-12-01",
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    to_date="2019-12-02",
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    filters=[Channel(name="depth", symbols=["btcusdt"])]
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  )
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​
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  # messages as provided by Huobi real-time stream
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  async for local_timestamp, message in messages:
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    print(message)
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​
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​
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asyncio.run(replay())
Copied!
See Python client docs.
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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​
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async function run() {
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  try {
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    const messages = replay({
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      exchange: 'huobi',
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      from: '2019-12-01',
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      to: '2019-12-02',
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      filters: [{ channel: 'depth', symbols: ['btcusdt'] }],
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      apiKey: 'YOUR_API_KEY'
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    });
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​
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    // messages as provided by Huobi real-time stream
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    for await (const { localTimestamp, message } of messages) {
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      console.log(localTimestamp, message);
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    }
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  } catch (e) {
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    console.error(e);
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  }
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}
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​
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run();
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See Node.js client docs.
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curl -g 'https://api.tardis.dev/v1/data-feeds/huobi?from=2019-12-01&filters=[{"channel":"depth","symbols":["btcusdt"]}]&offset=0'
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https://api.tardis.dev/v1/data-feeds/huobi?from=2019-12-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22btcusdt%22]}]&offset=0
api.tardis.dev
Example API response for Huobi Global historical market data request
See HTTP API docs.
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curl -g 'localhost:8000/replay?options={"exchange":"huobi","filters":[{"channel":"depth","symbols":["btcusdt"]}],"from":"2019-12-01","to":"2019-12-02"}'
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​Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.
See tardis-machine docs.
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Captured real-time channels
Huobi API Reference v1.0
See Huobi Global WebSocket API docs providing documentation for each captured channel's format
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Click any channel below to see HTTP API response with historical data recorded for it.
​mbp (mbp.150, 100ms interval) - market by price incremental updates,  available since 2020-07-03
During data collection integrity of order book incremental updates is being validated using sequence numbers provided by Huobi real-time feed (seqNum and prevSeqNum fields) - in case of detecting missed message (sequence gap) we  fetch new snapshot via "req" request - it means that for brief moment of time between requesting a new snapshot and receiving it due to updates containing a gap reconstructed order book based on those updates may not be 100% valid.
Initial order book snapshot is provided in this channel by requesting it via "req" request.

​trade​
​detail​
​bbo​
​etp - available since 2020-08-18
​depth - available until 2020-12-09, see mbp channel that provides more granular order book data
Collected with step0 aggregation level and provides data in 1-second intervals
Huobi Globaldepth real-time WebSocket channel always publishes full order book snapshots which are inefficient to store. To circumvent this issue we stored only initial book snapshots and then incremental updates instead - incremental updates are calculated by diffing two subsequent book snapshots and provided in the same format as other depth messages, except having additional update: true flag set as in snippet below. Update with amount (second value in array) set to 0 means such level should be deleted, otherwise price level should be updated with new amount value.
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{
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   "ch":"market.zileth.depth.step0",
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   "ts":1573527600013,
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   "update":true,
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   "tick":{
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      "bids":[ [3.056E-05, 0] ],
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      "asks":[],
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      "ts":1573527600005,
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      "version":100132779130
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   }
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}
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Market data collection details
​Market data collection infrastructure for Huobi Global since 2020-06-19 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK).  

Real-time market data is captured via multiple WebSocket connections.
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Huobi Global servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
​
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Huobi Swap
Bitfinex Derivatives
Last modified 10mo ago
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Contents
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details