We are pleased to announce a significant update to the Huobi (HTX) WebSocket API component in sgcWebSockets for Delphi. This update brings expanded market data support, new futures-specific subscription channels, and improved parameter options to keep your trading applications up to date with the latest HTX exchange capabilities.
Table of Contents
What's New
Expanded Kline Periods
The KLine (candlestick) subscription now supports the 4-hour period
(hup4Hour), one of the most commonly used timeframes for technical analysis.
The full list of supported periods is: 1min, 5min, 15min, 30min, 60min, 4hour, 1day, 1week, 1mon, 1year.
Extended Market Depth Aggregation Levels
Market depth subscriptions now support aggregation levels from step0 through step15 (previously only step0-step5). This gives you finer control over order book data granularity.
New Market By Price Levels
The Market By Price (MBP) subscription now supports deeper order book views with levels 150 and 400, in addition to the existing 5, 10, and 20 levels.
Improved SubscribeAccountChange
The SubscribeAccountChange method now accepts an
aMode parameter to control the update behavior:
| Mode | Description |
|---|---|
0 |
Only update when account balance changes. |
1 |
Update when either account balance or available balance changes (separate updates). |
2 |
Update when account balance or available balance changes (combined update). |
New Futures Subscription Methods
The Futures API client (TsgcWS_API_Huobi_Fut)
now includes seven new subscription channels for futures-specific market data:
| Method | Description |
|---|---|
SubscribePremiumIndexKLine |
Subscribe to premium index kline/candlestick data for futures contracts. |
SubscribeEstimatedRateKLine |
Subscribe to estimated funding rate kline data for futures contracts. |
SubscribeBasisData |
Subscribe to basis data (spot-futures price spread). Supports price types: open, close, high, low. |
SubscribeMarkPriceKLine |
Subscribe to mark price kline/candlestick data for futures contracts. |
SubscribeLiquidationOrders |
Subscribe to the public liquidation orders feed. No authentication required. |
SubscribeFundingRate |
Subscribe to public funding rate updates for a given contract. |
SubscribeContractInfo |
Subscribe to contract parameter changes (listings, delistings, adjustments). |
Code Example
// Subscribe to 4-hour kline for BTC/USDT
sgcWSHuobi1.SubscribeKLine('btcusdt', hup4Hour);
// Subscribe to deeper order book (150 levels)
sgcWSHuobi1.SubscribeMarketByPrice('btcusdt', hulLevel150);
// Subscribe to account changes with mode 1
sgcWSHuobi1.SubscribeAccountChange(1);
// Futures: Subscribe to mark price kline
sgcWSHuobiFut1.SubscribeMarkPriceKLine('BTC-USD', hup1Min);
// Futures: Subscribe to liquidation orders
sgcWSHuobiFut1.SubscribeLiquidationOrders('BTC-USD');
// Futures: Subscribe to basis data with close price type
sgcWSHuobiFut1.SubscribeBasisData('BTC_CQ', hup1Min, hbpClose);
// Futures: Subscribe to funding rate
sgcWSHuobiFut1.SubscribeFundingRate('BTC-USD');Compatibility
All changes are backward compatible. Existing code will continue to work without modifications.
The WebSocket endpoints remain unchanged (wss://api.huobi.pro/ws for public data and
wss://api.huobi.pro/ws/v2 for authenticated channels).
The authentication method (HmacSHA256 v2.1) is also unchanged.