Huobi Market Data

For user to get historical market data as csv files, such as kline, trade data, it's the reason that there is this project.

Spot

• Kline
• Trade

Kline

The data fields of kline data as same as /market/history/kline REST API interface, and the data fields are as follows:

id	open	close	high	low	vol	amount
1621267200	43342.5	45004.68	45781.52	42106.0	1.5694329022947967E9	35623.935414808795

Periods

Periods are supported as follows: 1min, 5min, 15min, 30min, 60min, 4hour, 1day, 1mon, 1week, 1year

Trade

The data fields of kline data as same as /market/trade REST API interface, and the data fields are as follows:

id	ts	price	amount	direction
102189537905	1621331937334	3471.95	0.0653	buy

Future/Swap/Linear-Swap/Option

• Kline
• Trade

Kline

The data fields of kline data as same as /market/history/kline(Future), /swap-ex/market/history/kline(Swap), /linear-swap-ex/market/history/kline(Linear-Swap), /option-ex/market/history/kline(Option) REST API interface, and the data fields are as follows:

id	open	close	high	low	vol	amount
1621332060	45707.76	45705.88	45725.05	45700.89	13220	28.9204701984171414886879489503784944634

Periods

Periods are supported as follows: 1min, 5min, 15min, 30min, 60min, 4hour, 1day, 1mon

Trade

The data fields of kline data as same as /market/trade(Future), /swap-ex/market/trade(Swap) REST API interface, and the data fields are as follows:

id	ts	price	amount	quantity	direction
1358791271630000	1621332195189	45665.58	2	0.0043796662606716043024089478333572025	sell

The data fields of kline data as same as /linear-swap-ex/market/trade(Linear-Swap), /option-ex/market/trade(Option) REST API interface, and the data fields are as follows:

id	ts	price	amount	quantity	trade_turnover	direction
363599553790000	1621332282860	45004.1	424	0.424	19081.7384	sell

Url formation

The base url is https://futures.huobi.com

Kline csv file url as follow:

{base_url}/data/klines/[spot|future|swap|linear-swap|option]/[daily|monthly]/{symbol}/{period}/{file}
such as:
https://futures.huobi.com/data/klines/spot/daily/HTUSDT/60min/HTUSDT-60min-2021-01-01.zip
https://futures.huobi.com/data/klines/spot/monthly/HTUSDT/60min/HTUSDT-60min-2021-01.zip

Trade csv file url as follow:

{base_url}/data/trades/[spot|future|swap|linear-swap|option]/[daily|monthly]/{symbol}/{file}
such as:
https://futures.huobi.com/data/trades/swap/daily/BTC-USD/BTC-USD-trades-2021-01-01.zip
https://futures.huobi.com/data/trades/swap/monthly/BTC-USD/BTC-USD-trades-2021-01.zip

How to download

You can download the market data via web browser or by shell/python.
There are python/shell scripts for one key downloading csv files

# download a single file
curl -s "https://futures.huobi.com/data/trades/linear-swap/daily/BTC-USDT/BTC-USDT-trades-2021-01-01.zip" -o BTC-USDT-trades-2021-01-01.zip

# or
wget "https://futures.huobi.com/data/trades/linear-swap/daily/BTC-USDT/BTC-USDT-trades-2021-01-01.zip"

CHECKSUM

Each zip file has a check key to check the integrity of the file.

# From Linux, sha256sum -c <zip_file_name.CHECKSUM>
sha256sum -c BTC-USDT-trades-2021-01-01.CHECKSUM

# From MacOS
shasum -a 256 -c BTC-USDT-trades-2021-01-01.CHECKSUM