Huobi Swap
Huobi Swap historical market data details - instruments, data coverage and data collection specifics
Huobi Swap historical data for all it's instruments is available since 2020-03-28.
https://api.tardis.dev/v1/exchanges/huobi-dm-swap
api.tardis.dev
See Huobi Swap 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.
Derivative ticker datasets are available since 2020-06-24.
data type
symbol
date
trades
BTC-USD
2020-04-01
incremental_book_L2
BTC-USD
2020-04-01
book_snapshot_25
BTC-USD
2020-04-01
quotes
BTC-USD
2020-04-01
book_snapshot_25
BTC-USD
2020-04-01
derivative_ticker
BTC-USD
2020-07-01
trades
PERPETUALS
2020-05-01
liquidations
PERPETUALS
2021-09-01

API Access and data format

Historical data format is the same as provided by real-time Huobi Swap 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
1
# pip install tardis-client
2
import asyncio
3
from tardis_client import TardisClient, Channel
4
tardis_client = TardisClient(api_key="YOUR_API_KEY")
5
6
async def replay():
7
# replay method returns Async Generator
8
messages = tardis_client.replay(
9
exchange="huobi-dm-swap",
10
from_date="2020-04-01",
11
to_date="2020-04-02",
12
filters=[Channel(name="depth", symbols=["BTC-USD"])]
13
)
14
15
# messages as provided by Huobi Swap real-time stream
16
async for local_timestamp, message in messages:
17
print(message)
18
19
20
asyncio.run(replay())
Copied!
1
// npm install tardis-dev
2
const { replay } = require('tardis-dev');
3
4
async function run() {
5
try {
6
const messages = replay({
7
exchange: 'huobi-dm-swap',
8
from: '2020-04-01',
9
to: '2020-04-02',
10
filters: [{ channel: 'depth', symbols: ['BTC-USD'] }],
11
apiKey: 'YOUR_API_KEY'
12
});
13
14
// messages as provided by Huobi Swap real-time stream
15
for await (const { localTimestamp, message } of messages) {
16
console.log(localTimestamp, message);
17
}
18
} catch (e) {
19
console.error(e);
20
}
21
}
22
23
run();
Copied!
1
curl -g 'https://api.tardis.dev/v1/data-feeds/huobi-dm-swap?from=2020-04-01&filters=[{"channel":"depth","symbols":["BTC-USD"]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/huobi-dm-swap?from=2020-04-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22BTC-USD%22]}]&offset=0
api.tardis.dev
Example API response for Huobi Swap historical market data request
1
curl -g 'localhost:8000/replay?options={"exchange":"huobi-dm-swap","filters":[{"channel":"depth","symbols":["BTC-USD"]}],"from":"2020-04-01","to":"2020-04-02"}'
Copied!
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 Coin Margined Swap API Reference
See Huobi Swap 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.
    trade
    detail
    bbo - available since 2020-09-18
    open_interest - generated channel, available since 2020-06-24 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/coin_margined_swap/v1/en/#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.
    basis (index price updates) - available since 2020-06-24
    liquidation_orders - available since 2020-06-24
    contract_info - available since 2020-06-24
    funding_rate - available since 2020-06-24

Market data collection details

Market data collection infrastructure for Huobi Swap 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 servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
Last modified 25d ago