roq-huobi-futures#

Important

This gateway needs sponsorship to complete certain features.

Important

There are different network end-points required for linear and inverse perpetuals/futures. The API’s are different but sufficiently similar to allow this gateway to support both. The implication of this is that you will need more instances of this gateway if you need support for both product groups.

Links#

Purpose#

Maintain network connectivity with the Huobi Futures exchange
Route exchange updates to connected clients
Route client requests to the relevant exchange accounts
Stream all messages to an event-log

Overview#

Products

Spot
Futures	✓
Options

Market Data

Reference Data	✓
Market Status
Top of Book	✓
Market by Price (L2)	✓
Market by Order (L3)
Trade Summary	✓
Statistics	✓

Order Management

Create	✓
Modify
Cancel	✓
Cancel All	✓
Auto Cancellation

Account Management

Positions	✓
Funds	✓

Data center located in Singapore (to be confirmed)
No test environment

Conda#

Using Conda

Install

$ mamba install \
  --channel https://roq-trading.com/conda/stable \
  roq-huobi-futures

Configure

$ cp $CONDA_PREFIX/share/roq-huobi-futures/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration

Run

$ roq-huobi-futures \
      --name "huobi-futures" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --service_listen_address "$TCP_LISTEN_PORT" \
      --flagfile "$FLAG_FILE"

Config#

Common Config

Flags#

CLI

$ roq-huobi-futures --help

Rest

--rest_download_refresh

Periodic refresh

Environments#

COIN-M Futures#

Prod

# flagfile

--rest_uri=https://api.hbdm.com
--ws_market_uri=wss://api.hbdm.com/ws
--ws_order_uri=wss://api.hbdm.com/notification
--ws_index_uri=wss://api.hbdm.com/ws_index

Note

You may also specify --api="" (the default).

COIN-M Swaps#

Prod

# flagfile

--api=swap
--rest_uri=https://api.hbdm.com
--ws_market_uri=wss://api.hbdm.com/swap-ws
--ws_order_uri=wss://api.hbdm.com/swap-notification
--ws_index_uri=wss://api.hbdm.com/ws_index

USDT-M#

Prod

# flagfile

--api=linear-swap
--rest_uri=https://api.hbdm.com
--ws_market_uri=wss://api.hbdm.com/linear-swap-ws
--ws_order_uri=wss://api.hbdm.com/linear-swap-notification
--ws_index_uri=wss://api.hbdm.com/ws_index

Market Data#

Live

Event	Stream	Messages	Comments
`roq::ReferenceData`	DropCopy	public.$symbol.contract_info	Requires authentication.
`roq::MarketStatus`
`roq::TopOfBook`	MarketData	market.$symbol.bbo
`roq::MarketByPriceUpdate`	MarketData	market.$symbol.depth.size_150.high_freq
`roq::MarketByOrderUpdate`
`roq::TradeSummary`	MarketData	market.$symbol.trade.detail
`roq::StatisticsUpdate`	MarketData	market.$symbol.detail, market.$symbol.estimated_rate.1min, market.$symbol.premium_index.1min, public.$symbol.funding_rate

Download

Event	Stream	Messages
`roq::ReferenceData`	Rest	/api/v1/contract_contract_info, /linear-swap-api/v1/swap_contract_info
`roq::MarketStatus`
`roq::TopOfBook`
`roq::MarketByPriceUpdate`
`roq::MarketByOrderUpdate`
`roq::TradeSummary`
`roq::StatisticsUpdate`

Statistics#

Type	Comments
`OPEN_PRICE`	(detail) open
`HIGHEST_TRADED_PRICE`	(detail) high
`LOWEST_TRADED_PRICE`	(detail) low
`CLOSE_PRICE`	(detail) close
`TRADE_VOLUME`	(detail) vol
`FUNDING_RATE`	(funding_rate) funding_rate
`FUNDING_RATE_PREDICTION`	(funding_rate) estimated_rate
`INDEX_VALUE`	(index) close

Order Management#

Live

Event	Stream	Messages	Comments
`roq::OrderUpdate`
`roq::TradeUpdate`

Download

Event	Stream	Messages	Comments
`roq::OrderUpdate`
`roq::TradeUpdate`

Request

Event	Stream	Messages	Comments
`roq::CreateOrder`
`roq::ModifyOrder`
`roq::CancelOrder`
`roq::CancelAllOrders`

Response

Event	Stream	Messages	Comments
`roq::OrderAck`

Order Types#

TBD

Time in Force#

TBD

Position Effect#

TBD

Execution Instructions#

TBD

Account Management#

Live

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Download

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Streams#

OrderEntry

Type	Comments
REST	Primary purpose

Comments#

Symbols are only processed when contract_status==1
The channels premium_index and estimated_rate are not available when --api is inverse (or missing, the default).