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-swapapi.tardis.dev

See Huobi COIN 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.

Derivative ticker datasets are available since 2020-06-24.

data type	symbol	date
trades	BTC-USD	2020-04-01	Download sample
incremental_book_L2	BTC-USD	2020-04-01	Download sample
book_snapshot_25	BTC-USD	2020-04-01	Download sample
quotes	BTC-USD	2020-04-01	Download sample
book_snapshot_25	BTC-USD	2020-04-01	Download sample
derivative_ticker	BTC-USD	2020-07-01	Download sample
trades	PERPETUALS	2020-05-01	Download sample
liquidations	PERPETUALS	2021-09-01	Download sample

API Access and data format

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

# 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())

See Python client docs.

Node.js

cURL & HTTP API

cURL & tardis-machine

Captured real-time channels

Huobi Coin Margined Swap API Referencehuobiapi.github.io

See Huobi COIN 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.

• 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 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).