Huobi USDT Swaps

Huobi USDT Swaps historical market data details - instruments, data coverage and data collection specifics

Huobi USDT Swaps historical data for all it's instruments is available since 2020-10-30.

https://api.tardis.dev/v1/exchanges/huobi-dm-linear-swapapi.tardis.dev

See Huobi USDT Swaps historical data coverage: available symbols, channels, date ranges and incidents

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
trades	BTC-USDT	2023-03-01	Download sample
incremental_book_L2	BTC-USDT	2023-03-01	Download sample
book_snapshot_25	BTC-USDT	2023-03-01	Download sample
quotes	BTC-USDT	2023-03-01	Download sample
book_ticker	BTC-USDT	2023-03-01	Download sample
derivative_ticker	BTC-USDT	2023-03-01	Download sample
trades	FUTURES	2023-03-01	Download sample
liquidations	PERPETUALS	2023-03-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time Huobi USDT Swaps 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

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")

async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="huobi-dm-linear-swap",
    from_date="2023-03-01",
    to_date="2023-03-02",
    filters=[Channel(name="depth", symbols=["BTC-USDT"])]
  )

  # messages as provided by Huobi USDT Swaps real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

See Python client docs.

Node.js

// npm install tardis-dev
const { replay } = require('tardis-dev');

async function run() {
  try {
    const messages = replay({
      exchange: 'huobi-dm-linear-swap',
      from: '2020-04-01',
      to: '2020-04-02',
      filters: [{ channel: 'depth', symbols: ['BTC-USDT'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Huobi USDT Swaps real-time stream
    for await (const { localTimestamp, message } of messages) {
      console.log(localTimestamp, message);
    }
  } catch (e) {
    console.error(e);
  }
}

run();

See Node.js client docs.

cURL & HTTP API

curl -g 'https://api.tardis.dev/v1/data-feeds/huobi-dm-linear-swap?from=2023-03-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22BTC-USDT%22]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/huobi-dm-linear-swap?from=2023-03-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22BTC-USDT%22]}]&offset=0api.tardis.dev

Example API response for Huobi USDT Swaps historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"huobi-dm-linear-swap","filters":[{"channel":"depth","symbols":["BTC-USDT"]}],"from":"2023-03-01","to":"2023-03-02"}'

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.

Captured real-time channels

Huobi USDT Margined Contracts API Reference

See Huobi USDT Swaps 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.

• depth (depth.size_150.high_freq) During data collection integrity of order book incremental updates is being validated using sequence numbers provided by Huobi Swap real-time feed (version field) - in case of detecting missed message WebSocket connection is being restarted.

• detail

• trade

• bbo

• basis

• funding_rate

• liquidation_orders

• contract_info

• open_interest - generated channel Since Huobi does not offer currently real-time WebSocket open interest channel, we simulate it by fetching that info from REST API (https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-swap-open-interest-information) every 4-6 seconds for each instrument. Such messages are marked with "ch":"market.<symbol>.open_interest" and "generated":true fields and data field has the same format as REST API response data.

• elite_account_ratio

• elite_position_ratio

Market data collection details

Market data collection infrastructure for Huobi USDT Swap is located in GCP asia-northeast1 (Tokyo, Japan). Real-time market data is captured via multiple WebSocket connections.

Huobi servers are located in AWS ap-northeast-1 region (Tokyo, Japan).