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.

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

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

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
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 Swap 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-swap',
from: '2020-04-01',
to: '2020-04-02',
filters: [{ channel: 'depth', symbols: ['BTC-USD'] }],
apiKey: 'YOUR_API_KEY'
});
// messages as provided by Huobi Swap 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-swap?from=2020-04-01&filters=[{"channel":"depth","symbols":["BTC-USD"]}]&offset=0'

See HTTP API docs.

cURL & tardis-machine
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.

See tardis-machine docs.

Captured real-time channels

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).