Huobi Futures Market Data Connector
Huobi Futures Data Connector based on WebSocket.
Features
huobi_futuresConnector Key✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://api.hbdm.com/ws | WebSocket root URL. To start the connector in "Futures" mode use the following URL: wss://api.hbdm.com/ws To start the connector in "Coin Margined Swaps" mode use the following URL: wss://api.hbdm.com/swap-ws To start the connector in "USDT Margined Swaps" mode use the following URL: wss://api.hbdm.com/linear-swap-ws By default URL for "Futures" mode is chosen. |
| Read Timeout | 15000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Exchange Name | HUOBIFUT | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. |
Symbology
Supported symbol notations:
| Mode | Symbol Notation | Examples |
|---|---|---|
| Futures | SYMBOL_NAME | BTC_CW |
| Futures | SYMBOL_NAME | LTC_NQ |
| Swap | SYMBOL-NAME | ETH-USD |
| Swap | SYMBOL-NAME | XRP-USD |
Please note for the “Futures” mode:
"BTC_CW" stands for BTC weekly contract, "BTC_NW" stands for BTC bi-weekly contract, "BTC_CQ" stands for BTC quarterly contract."BTC_NQ" stands for BTC next quarterly contract.
To find out full futures symbol list please refer:
https://api.hbdm.com/api/v1/contract_contract_info
To find out full swaps symbol list please refer:
https://api.hbdm.com/swap-api/v1/swap_contract_info
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.huobi_futures" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>