shede333 / huobi-client

Huobi Python SDK (beta version)

This is Huobi Ptyhon SDK, This is a lightweight python library, you can import to your ptyhon project and use this SDK to query all market data, trading and manage your account.

The SDK supports both synchronous RESTful API invoking, and subscribe the market data from the Websocket connection.

Table of Contents

• Beginning

  • Installation
  • Quick Start
  • Request vs. Subscription
  • Clients
  • Create client
  • Custom host

• Usage

  • Request
  • Subscription
  • Error handling

• Request example

  • Reference data
    • Exchange timestamp
    • Symbol and currencies
  • Market data
    • Candlestick/KLine
    • Depth
    • Latest trade
    • Best bid/ask
    • Historical
    • 24H Statistics
  • Account
  • Wallet
    • Withdraw
    • Cancel withdraw
    • Withdraw and deposit history
  • Trading
    • Create order
    • Cancel order
    • Cancel open orders
    • Get order info
  • Margin Loan
    • Apply loan
    • Reply loan
    • Loan history

• Subscription example

  • Implement the listener
  • Subscribe market data
  • Subscribe order update
  • Subscribe account change
  • Unsubscribe

Beginning

Installation

The SDK is compiled by Python 3.7 and above

Pip

The pip installation will be supported in final version.

For Beta version, please import the source code directly.

The example code is in python3/example.

To install by source code, run below command

python3 setup.py install

Quick Start

In your python project, you can follow below steps:

• Create the client instance.
• Call the interfaces provided by client.

request_client = RequestClient()

# Get the timestamp from Huobi server and print on console
timestamp = request_client.get_exchange_timestamp
print(timestamp)

# Get the latest btcusdt‘s candlestick data and print the highest price on console
candlestick_list = request_client.get_latest_candlestick("btcusdt", CandlestickInterval.DAY1, 20)
for item in candlestick_list:
    print(item.high)

Please NOTE:

All timestamp which is got from SDK is the Unix timestamp based on UTC.

Request vs. Subscription

Huobi API supports 2 types of invoking.

1. Request method: You can use request method to trade, withdraw and loan. You can also use it to get the market related data from Huobi server.
2. Subscription method: You can subscribe the market updated data and account change from Huobi server. For example, if you subscribed the price depth update, you will receive the price depth message when the price depth updates on Huobi server.

We recommend developers to use request method to trade, withdraw and loan, to use subscription method to access the market related data.

Clients

There are 2 clients, one is for request method, RequestClient , another is for subscription method SubscriptionClient.

• RequestClient: It is a synchronous request, it will invoke the Huobi API via synchronous method, all invoking will be blocked until receiving the response from server.

• SubscriptionClient: It is the subscription, it is used for subscribing any market data update and account change. It is asynchronous, so you must implement callback() function. The server will push any update for the client. if client receive the update, the callback() function will be called. See Subscription usage for detail.

Create client

You can assign the API key and Secret key when you create the client. See below:

request_client = RequestClient(api_key="xxxxxxxx-xxxxxxxx-xxxxxxxx-xxxxx", secret_key="xxxxxxxx-xxxxxxxx-xxxxxxxx-xxxxx")

subscription_client = SubscriptionClient(api_key="xxxxxxxx-xxxxxxxx-xxxxxxxx-xxxxx", secret_key="xxxxxxxx-xxxxxxxx-xxxxxxxx-xxxxx")

The API key and Secret key are used for authentication.

Some APIs related with account, trading, deposit and withdraw etc require the authentication. We can name them after private interface.

The APIs only return the market data that don't need the authentication. We can name them after public interface.

If you want to invoke both public interface and private interface. You must apply API Key and Secret Key from Huobi and put them into the client you created.

If the authentication cannot pass, the invoking of private interface will fail.

If you want to invoke public interface only. You can create the client as follow:

request_client = RequestClient()

subscription_client = SubscriptionClient()

Custom host

To support huobi cloud, you can specify the custom host.

1. Set your custom host to RequestClient or SubscriptionClient.
2. Set the url or uri string to client when creating the client instance.

See below example

# Set custom host for request
request_client = RequestClient(api_key="xxxxxxxx-xxxxxxxx-xxxxxxxx-xxxxx", secret_key="xxxxxxxx-xxxxxxxx-xxxxxxxx-xxxxx", url="https://www.xxx.yyy/")


# Set custom host for subscription
subscription_client = SubscriptionClient(api_key="xxxxxxxx-xxxxxxxx-xxxxxxxx-xxxxx", secret_key="xxxxxxxx-xxxxxxxx-xxxxxxxx-xxxxx", uri="wss://www.xxx.yyy")

If you do not set yout custom host, below default host will be used:

For request: https://api.huobi.pro

For subscription: wss://api.huobi.pro

Usage

Request

To invoke the interface by synchronous, you can create the RequestClient and call the API directly.

request_client = RequestClient()
# Get the best bid and ask for btcusdt, print the best ask price and amount on console.
best_quote = request_client.get_best_quote("btcusdt")
print(best_quote.ask_price)
print(best_quote.ask_amount)

Subscription

To receive the subscribed data, you can create the SubscriptionClient. When subscribing the event, you should define your callback function. See below example:

subscription_client = SubscriptionClient()

# Subscribe the trade update for btcusdt.
def callback(trade_event: 'TradeEvent'):
    print(trade_event.symbol)
    for trade in trade_event.trade_list:
        print(trade.price)

subscription_client.subscribe_trade_event("btcusdt", callback)

The subscription method supports multi-symbol string. Each symbol should be separated by a comma.

subscription_client.subscribe_trade_event("btcusdt,ethusdt", callback)

Error handling

For request

In error case, such as you set the invalid symbol to get_best_quote(). The HuobiApiException will be thrown. See below example:

try:
    best_quote = request_client.get_best_quote("abcdefg")
    print(best_quote.ask_price)
    print(best_quote.ask_amount)
except HuobiApiException as e:
    print(e.error_code)
    print(e.error_message)

For Subscription

If you want to check the error, you should implement your error_handler. See below example:

def callback(trade_event: 'TradeEvent'):
    print(trade_event.symbol)
    for trade in trade_event.trade_list:
        print(trade.price)

def error_handler(e: 'HuobiApiException'):
    print(e.error_code)
    print(e.error_message)

subscription_client.subscribe_trade_event("abcdefg", callback, error_handler)

Any error made during subscription will be output to a log file, If you do not define your error_handler, the error will be output to log only.

Error log

The SDK is using the common logging module, to show it to console, you can follow below steps before create the client:

logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)

Request example

Reference data

Exchange timestamp

//Synchronous
timestamp = request_client.get_exchange_timestamp()
print(timestamp)

Symbol and currencies

exchange_info = request_client.get_exchange_info()
for currency in exchange_info.currencies:
    print(currency)

Market data

Candlestick/KLine

candlestick_list = request_client.get_latest_candlestick("btcusdt", CandlestickInterval.DAY1, 20)
for candlestick in candlestick_list:
    print(candlestick.high)

Depth

price_depth = request_client.get_price_depth("btcusdt", 5)
for depth in price_depth.bids:
    print(depth.price)

Latest trade

trade = request_client.get_last_trade("btcusdt")
print(trade.price)

Best bid/ask

best_quote = request_client.get_best_quote("btcusdt")
print(best_quote.ask_price)
print(best_quote.ask_amount)

Historical

trade_list = request_client.get_historical_trade("btcusdt", 5)
print(trade_list[0].price)

24H statistics

trade_statistics = request_client.get_24h_trade_statistics("btcusdt")
print(trade_statistics.open)

Account

Authentication is required.

balance = request_client.get_account_balance_by_account_type(AccountType.SPOT)
print(balance.get(0).get(0).balance)

Wallet

Withdraw

Authentication is required.

id = request_client.withdraw("xxxxxxx", 0.1, "btc")
print(id)

Cancel withdraw

Authentication is required.

request_client.cancel_withdraw("btc", id)

Withdraw and deposit history

Authentication is required.

withdraw_list = request_client.get_withdraw_history("btc", id, 10)
print(withdraw_list[0].amount)
deposit_list = request_client.get_deposit_history("btc", id, 10)
print(deposit_list[0].amount)

Trading

Create order

Authentication is required.

order_id = request_client.create_order("btcusdt", AccountType.SPOT, OrderType.BUY_LIMIT, 1.0, 1.0)
print(id)

Cancel order

Authentication is required.

request_client.cancel_order("btcusdt", order_id)

Cancel open orders

Authentication is required.

result = request_client.cancel_open_orders("btcusdt", AccountType.SPOT, OrderSide.SELL, 10)
print(result.success_count)

Get order info

Authentication is required.

order = request_client.get_order("symbol", id)
print(order.price)

Historical orders

Authentication is required.

order_list = request_client.get_historical_orders("symbol", OrderState.SUBMITTED)
print(order_list[0].price)

Margin Loan

####Apply loan

Authentication is required.

id = request_client.apply_loan("btcusdt", "btc", 10.0)
print(id)

Repay loan

Authentication is required.

id = request_client.repay_loan(id, 10.0)
print(id)

####Loan history

Authentication is required.

loan_list = request_client.get_loan_history("btcusdt")
print(loan_list[0].loan_amount)

Subscription example

Subscribe trade update

def callback(trade_event: 'TradeEvent'):
    print(trade_event.symbol)
    for trade in trade_event.trade_list:
        print(trade.price)

subscription_client.subscribe_trade_event("btcusdt", callback)

###Subscribe candlestick/KLine update

def callback(candlestick_event: 'CandlestickEvent'):
    print(candlestick_event.data.high)

subscription_client.subscribe_candlestick_event("btcusdt", CandlestickInterval.MIN15, callback)

Subscribe order update

Authentication is required.

def callback(order_update_event: 'OrderUpdateEvent'):
    print(order_update_event.data.price)

subscription_client.subscribe_order_update_event("btcusdt", callback)

Subscribe account change

Authentication is required.

def callback(account_event: 'AccountEvent'):
    for change in account_event.account_change_list:
        print(change.account_type)

subscription_client.subscribe_account_event(BalanceMode.TOTAL, callback)

Unsubscribe

You can cancel all subscription by calling unsubscribe_all().

subscription_client.unsubscribe_all()