/huobi_public_data

Huobi Public Data Download Service.

Primary LanguagePython

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