roq-huobi#

Important

This gateway needs sponsorship to complete certain features.

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#

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

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

Config#

Flags#

$ roq-huobi --help

Environments#

# 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#

Event

Stream

Messages

Comments

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

Event

Stream

Messages

Comments

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#

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

Type

Comments

WebSocket

Primary purpose

Type

Comments

WebSocket

Primary purpose

Constraints#

Comments#

  • Only including symbols having state=ONLINE and api_trading=ENABLED