An Asynchronous Event-driven High-frequency Trading System for MarketMakers、Liquidity providers and other HFT users.

Architecture

1、Market Module

Realtime Orderbook、kline、market trade details are subscribed by websocket for strategies callback.Huobi Swap,Huobi Future and Huobi Option have been integrated.

2、RestFul API Module

APIs of Huobi Swap, Huobi Future and Huobi Option have been integrated such as trade api、batch trade api、cancel api,etc. 

3、Asset Module

Assets are subscribed by websocket for strategies callback.Huobi Swap, Huobi Future and Huobi Option have been integrated.

4、Position Module

Positions are subscribed by websocket for strategies callback.Huobi Swap, Huobi Future and Huobi Option have been integrated.

5、Order Module

Orders are subscribed by websocket for strategies callback.Huobi Swap, Huobi Future and Huobi Option have been integrated.

6、Logging Module

Logs can log to files corresponding to different levels such as "DEBUG","INFO","WARN", "ERROR".

7、Trading Module

Common trade interface and cancel interface,etc.

8、ErrorHandle Module

websocket automatic reconnection mechanism, heartbeat mechanism,etc. 

9、RiskControl Module

DingDing message Alarm,etc.

10、Database Module

Support asynchronous interface of Mongodb database.

11、It Can do More

...

Install Steps

python:python 3.5.3 above
pip install git+https://github.com/hbdmapi/huobi_futures_Python.git

Quick Start

• git clone https://github.com/hbdmapi/huobi_futures_Python.git
• cd huobi_futures_Python
• cd examples
• cd huobi_swap
• edit "config.json"

  • "access_key": "api access_key"

  • "secret_key": "api secret_key"

  • you may also have to change the host and wss address.

  • save and quit.

• bash run.sh
• Happy Trading

Demo Tutorial

Demo strategy only implements a simple sell short and close short strategy.

NOTE: The demo strategy needs to be modified to run in production。

Strategy dirs:

ProjectName
    |----- docs
    |       |----- README.md
    |----- scripts
    |       |----- run.sh
    |----- config.json
    |----- main.py
    |----- strategy
    |      |----- strategy1.py
    |      |----- strategy2.py
    |      |----- ...
    |----- .gitignore
    |----- README.md

Strategy Config

Strategy config file config.json:

• ACCOUNTS list your huobi account name；
• strategy string your strategy name;
• symbol string the trade code,such as BTC-USD
• MARKETS list the market config.

Config Tutorials: config tutorials

Run

python main.py config.json

Issues

Pls post your suggestions and bugs in issues

What Users Say

Ingyu Koh(Former IBM scientist, Professor at Korea Advanced Institute of Science and Technology, Ph.D in theoretical physics): "I am very impressed how smartly you organized codes. I really appreciate for your precise answers to develop successful system. Once your precise guidance clears obstacle, real progresses are made."