HTX USDT-M Contracts

HTX USDT-M Contracts historical market data details - instruments, data coverage and data collection specifics

HTX USDT-M Contracts historical data for all its instruments is available since 2020-10-30.

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

See HTX USDT-M Contracts 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
incremental_book_L2	BTC-USDT	2023-03-01	Download sample
trades	BTC-USDT	2023-03-01	Download sample
derivative_ticker	BTC-USDT	2023-03-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time HTX USDT-M Contracts 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-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="huobi-dm-linear-swap",
        from_date="2024-01-01",
        to_date="2024-01-02",
        filters=[Channel(name="depth", symbols=["BTC-USDT"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by HTX USDT-M Contracts real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'huobi-dm-linear-swap',
  from: '2024-01-01',
  to: '2024-01-02',
  filters: [{ channel: 'depth', symbols: ['BTC-USDT'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by HTX USDT-M Contracts real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}

See Node.js client docs.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/huobi-dm-linear-swap?from=2024-01-01&filters=[{"channel":"depth","symbols":["BTC-USDT"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/huobi-dm-linear-swap?from=2024-01-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22BTC-USDT%22]}]&offset=0api.tardis.dev

Example API response for HTX USDT-M Contracts 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":"2024-01-01","to":"2024-01-02"}'

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

https://www.htx.com/en-us/opend/newApiPages/?id=524www.htx.com

See HTX USDT-M Contracts 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.

• trade Trade executions stream

• depth Order book snapshots and incremental updates stream. Order book integrity is validated using sequence numbers (version field) — on missed message the WebSocket connection is restarted. Uses depth.size_150.high_freq which natively provides incremental updates with "event":"update"|"snapshot" field.

• bbo Best bid and ask quote updates stream

• liquidation_orders Liquidation events stream

• basis Basis and index price updates stream

• funding_rate Funding rate updates stream

• open_interest — generated channel Generated open interest snapshots from REST endpoint every 4-6 seconds per instrument. Messages marked as "ch":"market.<symbol>.open_interest" and "generated":true with data field in the same format as REST API response.

• detail 24h contract statistics stream

• contract_info Contract definition and status updates stream

• elite_account_ratio — generated channel Generated elite account long/short ratio snapshots from REST endpoint using 5min period buckets.

• elite_position_ratio — generated channel Generated elite position long/short ratio snapshots from REST endpoint using 5min period buckets.

Market data collection details

Market data collection infrastructure for HTX USDT-M Contracts is located in GCP asia-northeast1 (Tokyo, Japan).

Real-time market data is captured via multiple WebSocket connections to wss://api.hbdm.vn/linear-swap-ws (proxied via Cloudflare).

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