roq-htx¶

Unstable

$ conda install \
      --channel https://roq-trading.com/conda/unstable \
      roq-htx

Stable

$ conda install \
      --channel https://roq-trading.com/conda/stable \
      roq-htx

Supports¶

Products

`Spot`	✅
`Futures`	❌
`Swap`	❌
`Option`	❌

Market Data

`ReferenceData`	✅	❶
`MarketStatus`	✅	❶
`TopOfBook`	✅
`MarketByPrice`	✅
`MarketByOrder`	❌
`TradeSummary`	✅
`Statistics`	✅
`TimeSeries`	❌

Orders & Quotes

`CreateOrder`	❎
`ModifyOrder`	❌
`CancelOrder`	❎
`CancelAllOrders`	❎
`MassQuote`	❌
`CancelQuotes`	❌

Account

`Funds`	❎
`Position`	❌

Note

✅ = Available.

❎ = Not implemented.

❌ = Unavailable.

❶ The exchange protocol does not support streaming updates for reference data and market status.

Using¶

$ roq-htx [FLAGS]

Flags¶

$ roq-htx --help

Flags

--exchange (htx): Exchange identifier

REST

--rest_uri (https://api.htx.pro): Exchange end-point
--rest_proxy: Proxy end-point
--rest_ping_freq (5s): Ping frequency
--rest_ping_path (/v1/common/timestamp): Ping path
--rest_request_timeout (30s): Request timeout
--rest_listen_key_refresh (1800s): Listen key refresh period
--rest_order_recv_window (5000ms): Receive window
--rest_cancel_on_disconnect (false): Cancel orders on disconnect?

--ws_market_uri (wss://api.htx.pro/ws): Exchange end-point
--ws_mbp_uri (wss://api.htx.pro/feed): Exchange end-point
--ws_order_uri (wss://api.htx.pro/ws/v2): Exchange end-point
--ws_ping_freq (5s): Ping frequency
--ws_max_subscriptions_per_stream (128): Maximum number of symbols per connection
--ws_request_delay (100ms): Request delay
--ws_mbp_request_max_retries (3): Request max retries

Misc

--request_limit (10): Request limit per interval
--request_limit_interval (1s): Request limit monitor interval
--encode_buffer_size (1048576): Encode buffer size
--decode_buffer_size (10485760): Decode buffer size
--mbp_allow_price_inversion (false): Allow price inversion?

Environments¶

Prod

$ --flagfile $CONDA_PREFIX/share/roq-htx/flags/prod/flags.cfg

# flagfile for the roq-htx gateway

--rest_uri=https://api.huobi.pro
--ws_market_uri=wss://api.huobi.pro/ws
--ws_mbp_uri=wss://api.huobi.pro/feed
--ws_order_uri=wss://api.huobi.pro/ws/v2

Prod (AWS)

$ --flagfile $CONDA_PREFIX/share/roq-htx/flags/prod/flags-aws.cfg

# flagfile for the roq-htx gateway

--rest_uri=https://api-aws.huobi.pro
--ws_market_uri=wss://api-aws.huobi.pro/ws
--ws_mbp_uri=wss://api-aws.huobi.pro/feed
--ws_order_uri=wss://api-aws.huobi.pro/ws/v2

Configuration¶

$ --flagfile $CONDA_PREFIX/share/roq-htx/config.toml

Important

This template will be replaced when the software is upgraded. Make a copy and modify to your own needs.

# config template for the roq-htx gateway

symbols = [
  "^btcusd[a-z]$",
  "^ethusd[a-z]$"
]

[accounts]

  [accounts.A1]
  master = true
  login = "YOUR_HTX_API_KEY_GOES_HERE"
  secret = "YOUR_HTX_SECRET_GOES_HERE"
  symbols = [ ".*" ]

[users]

  [users.test]
  password = "1234"
  symbols = ".*"

  [users.trader]
  password = "secret"
  accounts = [ "A1" ]
  symbols = [ ".*BTC.*", ".*ETH.*" ]

[rate_limits]

  [rate_limits.global]
    type = "ORDER_ACTION"
    aggregate = true
    request_limit = 100
    monitor_period = "10s"
    ban_period = "5m"

Market Data¶

Inbound¶

TradingStatus

`api_trading`
`enabled`	⇒	`OPEN`
`disabled`	⇒	`HALT`

StatisticsType

Channel	Field
`detail`	`open`	⇒	`OPEN_PRICE`
`detail`	`high`	⇒	`HIGHEST_TRADED_PRICE`
`detail`	`low`	⇒	`LOWEST_TRADED_PRICE`
`detail`	`close`	⇒	`CLOSE`
`detail`	`vol`	⇒	`TRADE_VOLUME`

Order Management¶

Inbound¶

Outbound¶

Comments¶

When placing orders, you may get an error with "err-code":"account-frozen-account-inexistent-error" and "err-msg":"account for id XXX and user id YYY does not exist". This could be related to no funding not being available for the base currency. The error message seems a bit mis-leading.

roq-htx¶

Supports¶

Using¶

Flags¶

Environments¶

Configuration¶

Market Data¶

Inbound¶

Order Management¶

Inbound¶

Outbound¶

Comments¶

References¶

Common¶

Exchange¶