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  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
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  1. Historical Data Details

Huobi COIN Swaps

Huobi COIN Swaps historical market data details - instruments, data coverage and data collection specifics

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Last updated 2 years ago

Huobi COIN Swaps historical data for all it's instruments is available since 2020-03-28.

Downloadable CSV files

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

# 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'

curl -g 'localhost:8000/replay?options={"exchange":"huobi-dm-swap","filters":[{"channel":"depth","symbols":["BTC-USD"]}],"from":"2020-04-01","to":"2020-04-02"}'

Captured real-time channels

Market data collection details

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

Historical CSV datasets for the first day of each month are available to download without API key. See .

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 or official that perform data normalization client-side.

See .

See .

See .

is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to that provides data only in minute by minute slices.

See docs.

Click any channel below to see response with historical data recorded for it.

(depth.size_150.high_freq) During data collection integrity of order book incremental updates is being validated using provided by Huobi Swap real-time feed (version field) - in case of detecting missed message WebSocket connection is being restarted.

- available since 2020-09-18

- 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 () 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.

(index price updates) - available since 2020-06-24

- available since 2020-06-24

- available since 2020-06-24

- available since 2020-06-24

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.

downloadable CSV files documentation
downloadable CSV files
client libs
Python client docs
Node.js client docs
HTTP API docs
Tardis-machine
HTTP API
tardis-machine
depth
sequence numbers
trade
detail
bbo
open_interest
https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-swap-open-interest-information
basis
liquidation_orders
contract_info
funding_rate
Download sample
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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
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=0api.tardis.dev
Example API response for Huobi COIN Swaps historical market data request
Huobi Coin Margined Swap API Reference
See Huobi COIN Swaps WebSocket API docs providing documentation for each captured channel's format
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Market data collection infrastructure
HTTP API