roq-huobi#

Important

This gateway needs sponsorship to complete certain features.

Links#

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#

Using Conda

Install

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

Configure

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

# Then modify $CONFIG_FILE_PATH to match your specific configuration

Run

$ roq-huobi \
      --name "huobi" \
      --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 --help

Environments#

Prod

# flagfile

--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

Market Data#

Live

Event	Stream	Messages
`roq::ReferenceData`
`roq::MarketStatus`
`roq::TopOfBook`	MarketData	market.$symbol.bbo
`roq::MarketByPriceUpdate`	MBPFeed	market.$symbol.mbp.20
`roq::MarketByOrderUpdate`
`roq::TradeSummary`	MarketData	market.$symbol.trade.detail
`roq::StatisticsUpdate`	MarketData	market.$symbol.ticker, market.$symbol.detail

Download

Event	Stream	Messages
`roq::ReferenceData`	Rest	/v1/common/currencys, /v1/common/symbols
`roq::MarketStatus`	MarketData	/v1/common/symbols
`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`

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#

Rest

Type	Comments
REST	Primary purpose

MarketData

Type	Comments
WebSocket	Primary purpose

MBPFeed

Type	Comments
WebSocket	Primary purpose

Constraints#

Comments#

Only including symbols having state=ONLINE and api_trading=ENABLED