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Huobi USDT Swaps

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

Huobi USDT Swaps historical data for all it's instruments is available since 2020-10-30.

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.

API Access and data format

Historical data format is the same as provided by real-time Huobi USDT 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.

Captured real-time channels

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.

Market data collection details

for Huobi USDT Swap is located in GCP asia-northeast1 (Tokyo, Japan). Real-time market data is captured via multiple WebSocket connections.

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

quotes

BTC-USDT

2023-03-01

book_ticker

BTC-USDT

2023-03-01

derivative_ticker

BTC-USDT

2023-03-01

trades

FUTURES

2023-03-01

liquidations

PERPETUALS

2023-03-01

bbo

  • basis

  • funding_rate

  • liquidation_orders

  • contract_info

  • open_interest - generated channel 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/usdt_swap/v1/en/#general-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.

  • elite_account_ratio

  • elite_position_ratio

  • data type

    symbol

    date

    trades

    BTC-USDT

    2023-03-01

    Download sample

    incremental_book_L2

    BTC-USDT

    2023-03-01

    Download sample

    book_snapshot_25

    BTC-USDT

    2023-03-01

    downloadable CSV files
    client libs
    Python client docs
    Node.js client docs
    HTTP API docs
    Tardis-machine
    HTTP API
    tardis-machine
    HTTP API
    depth
    sequence numbers
    detail
    trade
    Market data collection infrastructure

    # 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-linear-swap",
        from_date="2023-03-01",
        to_date="2023-03-02",
        filters=[Channel(name="depth", symbols=["BTC-USDT"])]
      )
    
      # messages as provided by Huobi USDT 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-linear-swap',
          from: '2020-04-01',
          to: '2020-04-02',
          filters: [{ channel: 'depth', symbols: ['BTC-USDT'] }],
          apiKey: 'YOUR_API_KEY'
        });
    
        // messages as provided by Huobi USDT 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-linear-swap?from=2023-03-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22BTC-USDT%22]}]&offset=0'
    curl -g 'localhost:8000/replay?options={"exchange":"huobi-dm-linear-swap","filters":[{"channel":"depth","symbols":["BTC-USDT"]}],"from":"2023-03-01","to":"2023-03-02"}'
    Download sample
    Download sample
    Download sample
    Download sample
    Download sample
    Download sample
    Huobi USDT Margined Contracts API Referencehuobiapi.github.io
    See Huobi USDT Swaps WebSocket API docs providing documentation for each captured channel's format
    Logo
    https://api.tardis.dev/v1/exchanges/huobi-dm-linear-swapapi.tardis.dev
    See Huobi USDT Swaps historical data coverage: available symbols, channels, date ranges and incidents
    https://api.tardis.dev/v1/data-feeds/huobi-dm-linear-swap?from=2023-03-01&filters=[{%22channel%22:%22depth%22,%22symbols%22:[%22BTC-USDT%22]}]&offset=0api.tardis.dev
    Example API response for Huobi USDT Swaps historical market data request