roq-huobi

Important

This gateway is currently “work in progress” and at the earliest expected for release 0.8.x

Purpose

  • Maintain network connectivity with the Huobi 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

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conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-huobi
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cp $CONDA_PREFIX/share/roq-huobi/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration
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roq-huobi \
      --name "huobi" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --metrics_listen_address "$TCP_LISTEN_PORT" \
      --flagfile "$FLAG_FILE"

Flags

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roq-huobi --help

Environments

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# flagfile

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

Order Management

Event

Stream

Messages

Comments

roq::OrderUpdate

roq::TradeUpdate

Event

Stream

Messages

Comments

roq::OrderUpdate

roq::TradeUpdate

Event

Stream

Messages

Comments

roq::OrderAck

Order Types

TBD

Time in Force

TBD

Position Effect

TBD

Execution Instructions

TBD

Account Management

Event

Stream

Messages

Comments

roq::PositionUpdate

roq::FundsUpdate

Event

Stream

Messages

Comments

roq::PositionUpdate

roq::FundsUpdate

Streams

Type

Comments

REST

Primary purpose