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.
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 Huobi Global WebSocket API docs providing documentation for each captured channel's format
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.
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.
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.
Huobi Global servers are located in AWS ap-northeast-1 region (Tokyo, Japan).