Huobi Futures Cpp Demo (but only supports linear swap now)

This is Huobi Cpp Demo as interface library, you can import it to your application.

The Demo API supports both RESTful and websocket to get/sub the market, account and order infomation.

Table of Contents

• Quick Start

• Usage

  • Configuration
  • Folder structure
  • Client
  • Response

• Request examples

  • Market data

• Subscription examples

  • Subscribe trade update

Quick Start

The SDK is run and test in c++17, you can import the source code after dowload it.

The folder huobi_futures is SDK API code source as interface library. The folder test is a unit test what you can find usage of each API interface in.

If you want to create your own application, you can follow below steps:

• Create a client (xxxClient/WSxxxClient) instance.
• Call the method of client instance.

// RESTful api
AccountClient acClient("AccessKey", "SecretKey");
auto result = acClient.IsolatedGetAccountInfo("BTC-USDT"); // isolated margin
for (auto item : result->data.value())
{
    //LOG(INFO) << item.symbol.value() << ":" << item.margin_balance;
}

result = acClient.CrossGetAccountInfo("USDT"); // cross margin
EXPECT_EQ(result->err_code.has_value(), false);
for (auto item : result->data.value())
{
    for (auto ct : item.contract_detail.value())
    {
        //LOG(INFO) << ct.contract_code << ":" << ct.margin_available;
    }
}

// websocker api
WSMarketClient ws;
ws.SubKLine("BTC-USDT", "1min", [](const SubKLineResponse &data) {
    //LOG(INFO) << data.tick.close;
});
ws.RunForever();

Usage

Configuration

The client Init function must set AccessKey/SecretKey two value when you access private data. And it not need to set AccessKey/SecretKey value when you access public data such as market data.

You can create config.hpp in your application for config AccessKey/SecretKey and other input data.

#include <string>
using std::string;

#include <map>
using std::map;
using std::pair;

map<string, string> config;

void init_config()
{
    config.insert(pair<string,string>("Host", "api.hbdm.com"));
    config.insert(pair<string,string>("AccessKey", "x-x-x-x"));
    config.insert(pair<string,string>("SecretKey", "x-x-x-x"));
    config.insert(pair<string,string>("AccountId", "10000000"));
    config.insert(pair<string,string>("SubUid", "10000000"));
}

And use it as follow:

#include "config.hpp"

extern map<string, string> config;
init_config();

accessKey := config["AccessKey"];
secretKey := config["SecretKey"];

Folder Structure

This is the folder and namespace structure of SDK source code and the description

• huobi_futures: The SDK API lib
  • linear_swap: the linear swap api src inclue RESTful and websocket
  • json_struct: json string to class object class
  • nlohmann_json: string to json object
  • url_base: wrap curl lib as class
  • wsbase: wrap libwebsockets lib as class
  • utils: utils class such as signer and gzip decompress
• test: The unit test project
  • xxx_test.hpp: The google cpp unit test file

You can find all demo in xxx_test.hpp to get/sub linear swap private/public data

Client

In this SDK, the client is the object to access the Huobi API. All the client are listed in below table. Each client is very small and simple.

Access Type	Client	Privacy	Data Category
RESTful	AccountClient	Private	account info
	MarketClient	Public	market info
	OrderClient	Private	about order
Websocket	WSMarketClinet	Public	market info
	WSNotifyClinet	Public/Private	market info/ account info

Public vs. Private

There are two types of privacy that is correspondent with privacy of API:

Public client: It invokes public API to get public data (Common data and Market data), therefore you can create a new instance without applying an API Key.

MarketClient mkClient;
auto result = mkClient.GetContractInfo();

Private client: It invokes private API to access private data, you need to follow the API document to apply an API Key first, and pass the API Key to the Init.

AccountClient acClient("AccessKey", "SecretKey");
auto result = acClient.IsolatedGetAccountInfo("BTC-USDT");

The API key is used for authentication. If the authentication cannot pass, the invoking of private interface will fail.

Rest vs. WebSocket

Rest Client: It invokes Rest API and get once-off response.

AccountClient acClient("AccessKey", "SecretKey");
auto result = acClient.IsolatedGetAccountInfo("BTC-USDT");

WebSocket Client: It establishes WebSocket connection with server and data will be pushed from server actively. There are two types of method for WebSocket client:

• Request method: The method name starts with "Req", it will receive the once-off data after sending the request.
• Subscription: The method name starts with "Sub", it will receive update after sending the subscription.

WSMarketClient ws;
ws.SubKLine("BTC-USDT", "1min", [](const SubKLineResponse &data) {
    //LOG(INFO) << data.tick.close;
});
ws.RunForever();

// other process
WSMarketClient ws;
ws.ReqKLine("BTC-USDT", "1min", 1608727852, 1608727882, [](const ReqKLineResponse &data) {
    for (auto item : data.data)
    {
        //LOG(INFO) << item.close;
    }
});
ws.RunForever();

Custom host

Each client Init support an optional host parameter, by default it is "api.btcgateway.pro". If you need to use different host, you can specify the custom host.

AccountClient acClient("AccessKey", "SecretKey", "Host");
auto result = acClient.IsolatedGetAccountInfo("BTC-USDT");

WSMarketClient ws("Host");
ws.SubKLine("BTC-USDT", "1min", [](const SubKLineResponse &data) {
    LOG(INFO) << data.tick.close;
});
ws.RunForever();

Response

All response data are defined as follow:

• huobi_futures/linear_swap/restful/response/xxx.hpp: all RESTful response data
• huobi_futures/inear_swap/ws/response/xxx.hpp: all websockt response data

Request Examples

Market data

MarketClient mkClient;
auto result = mkClient.GetContractInfo();
//LOG(INFO) << result->data.value().data()->contract_code;

Subscription Examples

Subscribe trade update

NotifyClient ws("AccessKey", "SecretKey");
ws.IsolatedSubPositions("XRP-USDT", [](const SubPositionsResponse &data) {
    for (auto item : data.data)
    {
        //LOG(INFO) << item.contract_code << ":" << item.direction << "/" << item.volume << "/" << item.margin_mode;
    }
});