Huobi COIN Swaps
Huobi COIN Swaps historical market data details - instruments, data coverage and data collection specifics
Huobi COIN Swaps 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 COIN Swaps historical data coverage: available symbols, channels, date ranges and incidents
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 |
Historical data format is the same as provided by real-time Huobi COIN 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
Node.js
cURL & HTTP API
cURL & tardis-machine
# 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-swap",
from_date="2020-04-01",
to_date="2020-04-02",
filters=[Channel(name="depth", symbols=["BTC-USD"])]
)
# messages as provided by Huobi COIN Swaps real-time stream
async for local_timestamp, message in messages:
print(message)
asyncio.run(replay())
// npm install tardis-dev
const { replay } = require('tardis-dev');
async function run() {
try {
const messages = replay({
exchange: 'huobi-dm-swap',
from: '2020-04-01',
to: '2020-04-02',
filters: [{ channel: 'depth', symbols: ['BTC-USD'] }],
apiKey: 'YOUR_API_KEY'
});
// messages as provided by Huobi COIN Swaps real-time stream
for await (const { localTimestamp, message } of messages) {
console.log(localTimestamp, message);
}
} catch (e) {
console.error(e);
}
}
run();
curl -g 'https://api.tardis.dev/v1/data-feeds/huobi-dm-swap?from=2020-04-01&filters=[{"channel":"depth","symbols":["BTC-USD"]}]&offset=0'
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 COIN Swaps historical market data request
curl -g 'localhost:8000/replay?options={"exchange":"huobi-dm-swap","filters":[{"channel":"depth","symbols":["BTC-USD"]}],"from":"2020-04-01","to":"2020-04-02"}'
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.
Huobi Coin Margined Swap API Reference
See Huobi COIN Swaps WebSocket API docs providing documentation for each captured channel's format
- 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 (
versionfield) - in case of detecting missed message WebSocket connection is being restarted. - 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":truefields anddatafield has the same format as REST API response data.
Market data collection infrastructure for Huobi COIN Swaps 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 9d ago