Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)

* ALMOST THERE * more api wips * more api thingz * testing n more api wipz * more apiz * more wips * what is goin on * more wips * whip n testing * testing * testing no keys * remove log * kraken is broken ugh * still broken * fixing auth funcs + usdtm api docs * wip * api stuffs * whip * more wips * whip * more wip * api wip n testing * wip * wip * unsaved * wip n testing * wip * wip * wip * wip * wip * wip * wip * wip * wip * whip * wrapper authenticated functions * adding asset type and fixing dependencies * wip * binance auth wrapper start * wrapper functionality * wip * wip * wip * wrapper cancel functions * order submission for wrappers * wip * more error fixing and nits * websocket beginning n error fix * wip * WOW * glorious n shazzy nits * useless nits * wip * fixing things * merge stuffs * crapveyor * crapveyor rebuild * probably broke more things than he fixed * rm lns n other thangs * hope * please * stop it * done * ofcourse * rm vb * fix lbank * appveyor please * float lev * DONT ASK RYAN FOR HELP EVER * wip * wip * endpoint upgrades continued * path upgrade * NeeeNeeeNeeeNeeeNING * fix stuffs * fixing time issue * fixing broken funcs * glorious nits * shaz changes * fixing errors for fundmon * more error fixing for fundmon * test running past 30s * basic changes * THX AGAIN SHAZBERT * path system upgrade * config upgrade * unsaved stuffs * broken wip config upgrade * path system upgrade contd. * path system upgrade contd * path upgrade ready for review * testing verbose removed * linter stuffs * appveyor stuffs * appveyor stuff * fixed? * bugfix * wip * broken stuff * fix test * wierd hack fix * appveyor pls stop * error found * more useless nits * bitmex err * broken wip * broken wip path upgrade change to uint32 * changed url lookups to uint * WOW * ready4review * config fixed HOPEFULLY * config fix and glorious changes * efficient way of getting orders and open orders * binance wrapper logic fixing * testing, adding tests and fixing lot of errrrrs * merge master * appveyor stuffs * appveyor stuffs * fmt * test * octalLiteral issue fix? * octalLiteral fix? * rm vb * prnt ln to restart * adding testz * test fixzzz * READY FOR REVIEW * Actually ready now * FORMATTING * addressing shazzy n glorious nits * crapveyor * rm vb * small change * fixing err * shazbert nits * review changes * requested changes * more requested changes * noo * last nit fixes * restart appveyor * improving test cov * Update .golangci.yml * shazbert changes * moving pair formatting * format pair update wip * path upgrade complete * error fix * appveyor linters * more linters * remove testexch * more formatting changes * changes * shazbert changes * checking older requested changes to ensure completion * wip * fixing broken code * error fix * all fixed * additional changes * more changes * remove commented code * ftx margin api * appveyor fixes * more appveyor issues + test addition * more appveyor issues + test addition * remove unnecessary * testing * testing, fixing okex api, error fix * git merge fix * go sum * glorious changes and error fix * rm vb * more glorious changes and go mod tidy * fixed now * okex testing upgrade * old config migration and batch fetching fix * added test * glorious requested changes WIP * tested and fixed * go fmted * go fmt and test fix * additional funcs and tests for fundingRates * OKEX tested and fixed * appveyor fixes * ineff assign * 1 glorious change * error fix * typo * shazbert changes * glorious code changes and path fixing huobi WIP * adding assetType to accountinfo functions * fixing panic * panic fix and updating account info wrappers WIP * updateaccountinfo updated * testing WIP binance USDT n Coin Margined and Kraken Futures * auth functions tested and fixed * added test * config reverted * shazbert and glorious changes * shazbert and glorious changes * latest changes and portfolio update * go fmt change: * remove commented codes * improved error checking * index out of range fix * rm ln * critical nit * glorious latest changes * appveyor changes * shazbert change * easier readability * latest glorious changes * shadow dec * assetstore updated * last change * another last change * merge changes * go mod tidy * thrasher requested changes wip * improving struct layouts * appveyor go fmt * remove unnecessary code * shazbert changes * small change * oopsie * tidy * configtest reverted * error fix * oopsie * for what * test patch fix * insecurities * fixing tests * fix config
2026-06-09 07:26:48 +00:00 · 2021-02-12 16:19:18 +11:00
parent e9bd2ad4d8
commit 504c2fad6d
169 changed files with 227754 additions and 31776 deletions
--- a/exchanges/huobi/cfutures_types.go
+++ b/exchanges/huobi/cfutures_types.go
--- a/exchanges/huobi/futures_types.go
+++ b/exchanges/huobi/futures_types.go
@@ -0,0 +1,845 @@
+package huobi
+
+// FContractInfoData gets contract info data for futures
+type FContractInfoData struct {
+	Data []struct {
+		Symbol         string  `json:"symbol"`
+		ContractCode   string  `json:"contract_code"`
+		ContractType   string  `json:"contract_type"`
+		ContractSize   float64 `json:"contract_size"`
+		PriceTick      float64 `json:"price_tick"`
+		DeliveryDate   string  `json:"delivery_date"`
+		CreateDate     string  `json:"create_date"`
+		ContractStatus int64   `json:"contract_status"`
+	}
+}
+
+// FContractIndexPriceInfo stores contract index price
+type FContractIndexPriceInfo struct {
+	Data []struct {
+		Symbol     string  `json:"symbol"`
+		IndexPrice float64 `json:"index_price"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FContractPriceLimits gets limits for futures contracts
+type FContractPriceLimits struct {
+	Data struct {
+		Symbol       string  `json:"symbol"`
+		HighLimit    float64 `json:"high_limit"`
+		LowLimit     float64 `json:"low_limit"`
+		ContractCode string  `json:"contract_code"`
+		ContractType string  `json:"contract_type"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FContractOIData stores open interest data for futures contracts
+type FContractOIData struct {
+	Data []struct {
+		Symbol       string  `json:"symbol"`
+		ContractType string  `json:"contract_type"`
+		Volume       float64 `json:"volume"`
+		Amount       float64 `json:"amount"`
+		ContractCode string  `json:"contract_code"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FEstimatedDeliveryPriceInfo stores estimated delivery price data for futures
+type FEstimatedDeliveryPriceInfo struct {
+	Data struct {
+		DeliveryPrice float64 `json:"delivery_price"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FMarketDepth gets orderbook data for futures
+type FMarketDepth struct {
+	Ch        string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		MRID      int64        `json:"mrid"`
+		ID        int64        `json:"id"`
+		Bids      [][2]float64 `json:"bids"`
+		Asks      [][2]float64 `json:"asks"`
+		Timestamp int64        `json:"ts"`
+		Version   int64        `json:"version"`
+		Ch        string       `json:"ch"`
+	} `json:"tick"`
+}
+
+// OBData stores market depth data
+type OBData struct {
+	Symbol string
+	Asks   []obItem
+	Bids   []obItem
+}
+
+type obItem struct {
+	Price    float64
+	Quantity float64
+}
+
+// FKlineData stores kline data for futures
+type FKlineData struct {
+	Ch   string `json:"ch"`
+	Data []struct {
+		Vol    float64 `json:"vol"`
+		Close  float64 `json:"close"`
+		Count  float64 `json:"count"`
+		High   float64 `json:"high"`
+		ID     int64   `json:"id"`
+		Low    float64 `json:"low"`
+		Open   float64 `json:"open"`
+		Amount float64 `json:"amount"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FMarketOverviewData stores overview data for futures
+type FMarketOverviewData struct {
+	Ch   string `json:"ch"`
+	Tick struct {
+		Vol       float64 `json:"vol,string"`
+		Ask       [2]float64
+		Bid       [2]float64
+		Close     float64 `json:"close,string"`
+		Count     float64 `json:"count"`
+		High      float64 `json:"high,string"`
+		ID        int64   `jso:"id"`
+		Low       float64 `json:"low,string"`
+		Open      float64 `json:"open,string"`
+		Timestamp int64   `json:"ts"`
+		Amount    float64 `json:"amount,string"`
+	} `json:"tick"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FLastTradeData stores last trade's data for a contract
+type FLastTradeData struct {
+	Ch   string `json:"ch"`
+	Tick struct {
+		Data []struct {
+			Amount    float64 `json:"amount,string"`
+			Direction string  `json:"direction"`
+			ID        int64   `json:"id"`
+			Price     float64 `json:"price,string"`
+			Timestamp int64   `json:"ts"`
+		} `json:"data"`
+		ID        int64 `json:"id"`
+		Timestamp int64 `json:"ts"`
+	} `json:"tick"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FBatchTradesForContractData stores batch of trades data for a contract
+type FBatchTradesForContractData struct {
+	Ch        string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Data      []struct {
+		ID        int64 `json:"id"`
+		Timestamp int64 `json:"ts"`
+		Data      []struct {
+			Amount    float64 `json:"amount"`
+			Direction string  `json:"direction"`
+			ID        int64   `json:"id"`
+			Price     float64 `json:"price"`
+			Timestamp int64   `json:"ts"`
+		} `json:"data"`
+	} `json:"data"`
+}
+
+// FClawbackRateAndInsuranceData stores clawback rate and insurance data for futures
+type FClawbackRateAndInsuranceData struct {
+	Timestamp int64 `json:"ts"`
+	Data      []struct {
+		Symbol            string  `json:"symbol"`
+		InsuranceFund     float64 `json:"insurance_fund"`
+		EstimatedClawback float64 `json:"estimated_clawback"`
+	} `json:"data"`
+}
+
+// FHistoricalInsuranceRecordsData stores historical records of insurance fund balances for futures
+type FHistoricalInsuranceRecordsData struct {
+	Timestamp int64 `json:"timestamp"`
+	Data      struct {
+		Symbol string `json:"symbol"`
+		Tick   []struct {
+			InsuranceFund float64 `json:"insurance_fund"`
+			Timestamp     int64   `json:"ts"`
+		} `json:"tick"`
+	} `json:"data"`
+}
+
+// FTieredAdjustmentFactorInfo stores info on adjustment factor for futures
+type FTieredAdjustmentFactorInfo struct {
+	Data []struct {
+		Symbol string `json:"symbol"`
+		List   []struct {
+			LeverageRate float64 `json:"lever_rate"`
+			Ladders      []struct {
+				Ladder       int64   `json:"ladder"`
+				MinSize      float64 `json:"min_size"`
+				MaxSize      float64 `json:"max_size"`
+				AdjustFactor float64 `json:"adjust_factor"`
+			} `json:"ladders"`
+		} `json:"list"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FOIData gets oi data on futures
+type FOIData struct {
+	Data struct {
+		Symbol       string `json:"symbol"`
+		ContractType string `json:"contract_type"`
+		Tick         []struct {
+			Volume     float64 `json:"volume,string"`
+			AmountType int64   `json:"amount_type"`
+			Timestamp  int64   `json:"ts"`
+		} `json:"tick"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FInfoSystemStatusData stores system status info for futures
+type FInfoSystemStatusData struct {
+	Data []struct {
+		Symbol      string `json:"symbol"`
+		Open        int64  `json:"open"`
+		Close       int64  `json:"close"`
+		Cancel      int64  `json:"cancel"`
+		TransferIn  int64  `json:"transfer_in"`
+		TransferOut int64  `json:"transfer_out"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FTopAccountsLongShortRatio stores long/short ratio for top futures accounts
+type FTopAccountsLongShortRatio struct {
+	Data struct {
+		List []struct {
+			BuyRatio    float64 `json:"buy_ratio"`
+			SellRatio   float64 `json:"sell_ratio"`
+			LockedRatio float64 `json:"locked_ratio"`
+			Timestamp   int64   `json:"ts"`
+		} `json:"list"`
+		Symbol string `json:"symbol"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FTopPositionsLongShortRatio stores long short ratio for top futures positions
+type FTopPositionsLongShortRatio struct {
+	Data struct {
+		Symbol string `json:"symbol"`
+		List   []struct {
+			BuyRatio  float64 `json:"buy_ratio"`
+			SellRatio float64 `json:"sell_ratio"`
+			Timestamp int64   `json:"timestamp"`
+		} `json:"list"`
+	} `json:"data"`
+	Timestamp int64 `json:"timestamp"`
+}
+
+// FLiquidationOrdersInfo stores data of futures liquidation orders
+type FLiquidationOrdersInfo struct {
+	Data struct {
+		Orders []struct {
+			Symbol       string  `json:"symbol"`
+			ContractCode string  `json:"contract_code"`
+			Direction    string  `json:"direction"`
+			Offset       string  `json:"offset"`
+			Volume       float64 `json:"volume"`
+			Price        float64 `json:"price"`
+			CreatedAt    int64   `json:"created_at"`
+		} `json:"orders"`
+		TotalPage   int64 `json:"total_page"`
+		CurrentPage int64 `json:"current_page"`
+		TotalSize   int64 `json:"total_size"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FIndexKlineData stores index kline data for futures
+type FIndexKlineData struct {
+	Ch   string `json:"ch"`
+	Data []struct {
+		Vol    float64 `json:"vol"`
+		Close  float64 `json:"close"`
+		Count  float64 `json:"count"`
+		High   float64 `json:"high"`
+		ID     int64   `json:"id"`
+		Low    float64 `json:"low"`
+		Open   float64 `json:"open"`
+		Amount float64 `json:"amount"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FBasisData stores basis data for futures
+type FBasisData struct {
+	Ch   string `json:"ch"`
+	Data []struct {
+		Basis         float64 `json:"basis,string"`
+		BasisRate     float64 `json:"basis_rate,string"`
+		ContractPrice float64 `json:"contract_price,string"`
+		ID            int64   `json:"id"`
+		IndexPrice    float64 `json:"index_price,string"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FUserAccountData stores user account data info for futures
+type FUserAccountData struct {
+	AccData []struct {
+		Symbol            string  `json:"symbol"`
+		MarginBalance     float64 `json:"margin_balance"`
+		MarginPosition    float64 `json:"margin_position"`
+		MarginFrozen      float64 `json:"margin_frozen"`
+		MarginAvailable   float64 `json:"margin_available"`
+		ProfitReal        float64 `json:"profit_real"`
+		ProfitUnreal      float64 `json:"profit_unreal"`
+		RiskRate          float64 `json:"risk_rate"`
+		LiquidationPrice  float64 `json:"liquidation_price"`
+		WithdrawAvailable float64 `json:"withdraw_available"`
+		LeverageRate      float64 `json:"lever_rate"`
+		AdjustFactor      float64 `json:"adjust_factor"`
+		MarginStatic      float64 `json:"margin_static"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FUsersPositionsInfo stores positions data for futures
+type FUsersPositionsInfo struct {
+	PosInfo []struct {
+		Symbol         string  `json:"symbol"`
+		ContractCode   string  `json:"contract_code"`
+		ContractType   string  `json:"contract_type"`
+		Volume         float64 `json:"volume"`
+		Available      float64 `json:"available"`
+		Frozen         float64 `json:"frozen"`
+		CostOpen       float64 `json:"cost_open"`
+		CostHold       float64 `json:"cost_hold"`
+		ProfitUnreal   float64 `json:"profit_unreal"`
+		ProfitRate     float64 `json:"profit_rate"`
+		Profit         float64 `json:"profit"`
+		PositionMargin float64 `json:"position_margin"`
+		LeverageRate   float64 `json:"lever_rate"`
+		Direction      string  `json:"direction"`
+		LastPrice      float64 `json:"last_price"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FSubAccountAssetsInfo gets subaccounts asset data
+type FSubAccountAssetsInfo struct {
+	Timestamp int64 `json:"ts"`
+	Data      []struct {
+		SubUID int64 `json:"sub_uid"`
+		List   []struct {
+			Symbol           string  `json:"symbol"`
+			MarginBalance    float64 `json:"margin_balance"`
+			LiquidationPrice float64 `json:"liquidation_price"`
+			RiskRate         float64 `json:"risk_rate"`
+		} `json:"list"`
+	} `json:"data"`
+}
+
+// FSingleSubAccountAssetsInfo stores futures assets info for a single subaccount
+type FSingleSubAccountAssetsInfo struct {
+	AssetsData []struct {
+		Symbol            string  `json:"symbol"`
+		MarginBalance     float64 `json:"margin_balance"`
+		MarginPosition    float64 `json:"margin_position"`
+		MarginFrozen      float64 `json:"margin_frozen"`
+		MarginAvailable   float64 `json:"margin_available"`
+		ProfitReal        float64 `json:"profit_real"`
+		ProfitUnreal      float64 `json:"profit_unreal"`
+		WithdrawAvailable float64 `json:"withdraw_available"`
+		RiskRate          float64 `json:"risk_rate"`
+		LiquidationPrice  float64 `json:"liquidation_price"`
+		AdjustFactor      float64 `json:"adjust_factor"`
+		LeverageRate      float64 `json:"lever_rate"`
+		MarginStatic      float64 `json:"margin_static"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FSingleSubAccountPositionsInfo stores futures positions' info for a single subaccount
+type FSingleSubAccountPositionsInfo struct {
+	PositionsData []struct {
+		Symbol         string  `json:"symbol"`
+		ContractCode   string  `json:"contract_code"`
+		ContractType   string  `json:"contract_type"`
+		Volume         float64 `json:"volume"`
+		Available      float64 `json:"available"`
+		Frozen         float64 `json:"frozen"`
+		CostOpen       float64 `json:"cost_open"`
+		CostHold       float64 `json:"cost_hold"`
+		ProfitUnreal   float64 `json:"profit_unreal"`
+		ProfitRate     float64 `json:"profit_rate"`
+		Profit         float64 `json:"profit"`
+		PositionMargin float64 `json:"position_margin"`
+		LeverageRate   float64 `json:"lever_rate"`
+		Direction      string  `json:"direction"`
+		LastPrice      float64 `json:"last_price"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FFinancialRecords stores financial records data for futures
+type FFinancialRecords struct {
+	Data struct {
+		FinancialRecord []struct {
+			ID         int64   `json:"id"`
+			Timestamp  int64   `json:"ts"`
+			Symbol     string  `json:"symbol"`
+			RecordType int64   `json:"type"`
+			Amount     float64 `json:"amount"`
+		} `json:"financial_record"`
+		TotalPage   int64 `json:"total_page"`
+		CurrentPage int64 `json:"current_page"`
+		TotalSize   int64 `json:"total_size"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FSettlementRecords stores user's futures settlement records
+type FSettlementRecords struct {
+	Data struct {
+		SettlementRecords []struct {
+			Symbol               string  `json:"symbol"`
+			MarginBalanceInit    float64 `json:"margin_balance_init"`
+			MarginBalance        int64   `json:"margin_balance"`
+			SettlementProfitReal float64 `json:"settlement_profit_real"`
+			SettlementTime       int64   `json:"settlement_time"`
+			Clawback             float64 `json:"clawback"`
+			DeliveryFee          float64 `json:"delivery_fee"`
+			OffsetProfitLoss     float64 `json:"offset_profitloss"`
+			Fee                  float64 `json:"fee"`
+			FeeAsset             string  `json:"fee_asset"`
+			Positions            []struct {
+				Symbol                 string  `json:"symbol"`
+				ContractCode           string  `json:"contract_code"`
+				Direction              string  `json:"direction"`
+				Volume                 float64 `json:"volume"`
+				CostOpen               float64 `json:"cost_open"`
+				CostHoldPre            float64 `json:"cost_hold_pre"`
+				CostHold               float64 `json:"cost_hold"`
+				SettlementProfitUnreal float64 `json:"settlement_profit_unreal"`
+				SettlementPrice        float64 `json:"settlement_price"`
+				SettlmentType          string  `json:"settlement_type"`
+			} `json:"positions"`
+		} `json:"settlement_records"`
+		CurrentPage int64 `json:"current_page"`
+		TotalPage   int64 `json:"total_page"`
+		TotalSize   int64 `json:"total_size"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FContractInfoOnOrderLimit stores contract info on futures order limit
+type FContractInfoOnOrderLimit struct {
+	ContractData []struct {
+		OrderPriceType string `json:"order_price_type"`
+		List           []struct {
+			Symbol        string `json:"symbol"`
+			ContractTypes []struct {
+				ContractType string `json:"contract_type"`
+				OpenLimit    int64  `json:"open_limit"`
+				CloseLimit   int64  `json:"close_limit"`
+			} `json:"types"`
+		} `json:"list"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FContractTradingFeeData stores contract trading fee data
+type FContractTradingFeeData struct {
+	ContractTradingFeeData []struct {
+		Symbol        string  `json:"symbol"`
+		OpenMakerFee  float64 `json:"open_maker_fee,string"`
+		OpenTakerFee  float64 `json:"open_taker_fee,string"`
+		CloseMakerFee float64 `json:"close_maker_fee,string"`
+		CloseTakerFee float64 `json:"close_taker_fee,string"`
+		DeliveryFee   float64 `json:"delivery_fee,string"`
+		FeeAsset      string  `json:"fee_asset"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FTransferLimitData stores transfer limit data for futures
+type FTransferLimitData struct {
+	Data []struct {
+		Symbol                 string  `json:"symbol"`
+		MaxTransferIn          float64 `json:"transfer_in_max_each"`
+		MinTransferIn          float64 `json:"transfer_in_min_each"`
+		MaxTransferOut         float64 `json:"transfer_out_max_each"`
+		MinTransferOut         float64 `json:"transfer_out_min_each"`
+		MaxTransferInDaily     float64 `json:"transfer_in_max_daily"`
+		MaxTransferOutDaily    float64 `json:"transfer_out_max_daily"`
+		NetTransferInMaxDaily  float64 `json:"net_transfer_in_max_daily"`
+		NetTransferOutMaxDaily float64 `json:"net_transfer_out_max_daily"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FPositionLimitData stores information on futures positions limit
+type FPositionLimitData struct {
+	Data []struct {
+		Symbol string `json:"symbol"`
+		List   []struct {
+			ContractType string  `json:"contract_type"`
+			BuyLimit     float64 `json:"buy_limit"`
+			SellLimit    float64 `json:"sell_limit"`
+		} `json:"list"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FAssetsAndPositionsData stores assets and positions data for futures
+type FAssetsAndPositionsData struct {
+	Data []struct {
+		Symbol            string  `json:"symbol"`
+		MarginBalance     float64 `json:"margin_balance"`
+		MarginPosition    float64 `json:"margin_position"`
+		MarginFrozen      float64 `json:"margin_frozen"`
+		MarginAvailable   float64 `json:"margin_available"`
+		ProfitReal        float64 `json:"profit_real"`
+		ProfitUnreal      float64 `json:"profit_unreal"`
+		RiskRate          float64 `json:"risk_rate"`
+		WithdrawAvailable float64 `json:"withdraw_available"`
+	} `json:"data"`
+}
+
+// FAccountTransferData stores internal transfer data for futures
+type FAccountTransferData struct {
+	Status    string `json:"status"`
+	Timestamp int64  `json:"ts"`
+	Data      struct {
+		OrderID string `json:"order_id"`
+	} `json:"data"`
+}
+
+// FTransferRecords gets transfer records data
+type FTransferRecords struct {
+	Timestamp int64 `json:"ts"`
+	Data      struct {
+		TransferRecord []struct {
+			ID             int64   `json:"id"`
+			Timestamp      int64   `json:"ts"`
+			Symbol         string  `json:"symbol"`
+			SubUID         int64   `json:"sub_uid"`
+			SubAccountName string  `json:"sub_account_name"`
+			TransferType   int64   `json:"transfer_type"`
+			Amount         float64 `json:"amount"`
+		} `json:"transfer_record"`
+		TotalPage   int64 `json:"total_page"`
+		CurrentPage int64 `json:"current_page"`
+		TotalSize   int64 `json:"total_size"`
+	} `json:"data"`
+}
+
+// FAvailableLeverageData stores available leverage data for futures
+type FAvailableLeverageData struct {
+	Data []struct {
+		Symbol                string `json:"symbol"`
+		AvailableLeverageRate string `json:"available_level_rate"`
+	} `json:"data"`
+	Timestamp int64 `json:"timestamp"`
+}
+
+// FOrderData stores order data for futures
+type FOrderData struct {
+	Data struct {
+		OrderID       int64  `json:"order_id"`
+		OrderIDStr    string `json:"order_id_str"`
+		ClientOrderID int64  `json:"client_order_id"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+type fBatchOrderData struct {
+	Symbol         string  `json:"symbol"`
+	ContractType   string  `json:"contract_type"`
+	ContractCode   string  `json:"contract_code"`
+	ClientOrderID  string  `json:"client_order_id"`
+	Price          float64 `json:"price"`
+	Volume         float64 `json:"volume"`
+	Direction      string  `json:"direction"`
+	Offset         string  `json:"offset"`
+	LeverageRate   float64 `json:"leverRate"`
+	OrderPriceType string  `json:"orderPriceType"`
+}
+
+// FBatchOrderResponse stores batch order data
+type FBatchOrderResponse struct {
+	OrdersData []FOrderData `json:"orders_data"`
+}
+
+// FCancelOrderData stores cancel order data
+type FCancelOrderData struct {
+	Data struct {
+		Errors []struct {
+			OrderID int64  `json:"order_id,string"`
+			ErrCode int64  `json:"err_code"`
+			ErrMsg  string `json:"err_msg"`
+		} `json:"errors"`
+		Successes string `json:"successes"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FOrderInfo stores order info
+type FOrderInfo struct {
+	Data []struct {
+		ClientOrderID   int64   `json:"client_order_id"`
+		ContractCode    string  `json:"contract_code"`
+		ContractType    string  `json:"contract_type"`
+		CreatedAt       int64   `json:"created_at"`
+		CanceledAt      int64   `json:"canceled_at"`
+		Direction       string  `json:"direction"`
+		Fee             float64 `json:"fee"`
+		FeeAsset        string  `json:"fee_asset"`
+		LeverRate       int64   `json:"lever_rate"`
+		MarginFrozen    float64 `json:"margin_frozen"`
+		Offset          string  `json:"offset"`
+		OrderID         int64   `json:"order_id"`
+		OrderIDString   string  `json:"order_id_string"`
+		OrderPriceType  string  `json:"order_price_type"`
+		OrderSource     string  `json:"order_source"`
+		OrderType       int64   `json:"order_type"`
+		Price           float64 `json:"price"`
+		Profit          float64 `json:"profit"`
+		Status          int64   `json:"status"`
+		Symbol          string  `json:"symbol"`
+		TradeAvgPrice   float64 `json:"trade_avg_price"`
+		TradeTurnover   float64 `json:"trade_turnover"`
+		TradeVolume     float64 `json:"trade_volume"`
+		Volume          float64 `json:"volume"`
+		LiquidationType int64   `json:"liquidation_type"`
+	} `json:"data"`
+	Timestamp int64 `json:"timestamp"`
+}
+
+// FOrderDetailsData stores order details for futures orders
+type FOrderDetailsData struct {
+	Data struct {
+		Symbol         string  `json:"symbol"`
+		ContractType   string  `json:"contract_type"`
+		ContractCode   string  `json:"contract_code"`
+		Volume         float64 `json:"volume"`
+		Price          float64 `json:"price"`
+		OrderPriceType string  `json:"order_price_type"`
+		Direction      string  `json:"direction"`
+		Offset         string  `json:"offset"`
+		LeverageRate   float64 `json:"lever_rate"`
+		MarginFrozen   float64 `json:"margin_frozen"`
+		Profit         float64 `json:"profit"`
+		OrderSource    string  `json:"order_source"`
+		OrderID        int64   `json:"order_id"`
+		OrderIDString  string  `json:"order_id_str"`
+		ClientOrderID  int64   `json:"client_order_id"`
+		OrderType      int64   `json:"order_type"`
+		Status         int64   `json:"status"`
+		TradeVolume    float64 `json:"trade_volume"`
+		TradeTurnover  int64   `json:"trade_turnover"`
+		TradeAvgPrice  float64 `json:"trade_avg_price"`
+		Fee            float64 `json:"fee"`
+		CreatedAt      int64   `json:"created_at"`
+		CanceledAt     int64   `json:"canceled_at"`
+		FinalInterest  float64 `json:"final_interest"`
+		AdjustValue    int64   `json:"adjust_value"`
+		FeeAsset       string  `json:"fee_asset"`
+		Trades         []struct {
+			ID            string  `json:"id"`
+			TradeID       int64   `json:"trade_id"`
+			TradeVolume   float64 `json:"trade_volume"`
+			TradePrice    float64 `json:"trade_price"`
+			TradeFee      float64 `json:"trade_fee"`
+			TradeTurnover float64 `json:"trade_turnover"`
+			Role          string  `json:"role"`
+			CreatedAt     int64   `json:"created_at"`
+		} `json:"trades"`
+		TotalPage   int64 `json:"total_page"`
+		TotalSize   int64 `json:"total_size"`
+		CurrentPage int64 `json:"current_page"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FOpenOrdersData stores open orders data for futures
+type FOpenOrdersData struct {
+	Data struct {
+		Orders []struct {
+			Symbol         string  `json:"symbol"`
+			ContractType   string  `json:"contract_type"`
+			ContractCode   string  `json:"contract_code"`
+			Volume         float64 `json:"volume"`
+			Price          float64 `json:"price"`
+			OrderPriceType string  `json:"order_price_type"`
+			OrderType      int64   `json:"order_type"`
+			Direction      string  `json:"direction"`
+			Offset         string  `json:"offset"`
+			LeverageRate   float64 `json:"lever_rate"`
+			OrderID        int64   `json:"order_id"`
+			OrderIDString  string  `json:"order_id_string"`
+			ClientOrderID  int64   `json:"client_order_id"`
+			OrderSource    string  `json:"order_source"`
+			CreatedAt      int64   `json:"created_at"`
+			TradeVolume    float64 `json:"trade_volume"`
+			Fee            float64 `json:"fee"`
+			TradeAvgPrice  float64 `json:"trade_avg_price"`
+			MarginFrozen   float64 `json:"margin_frozen"`
+			Profit         float64 `json:"profit"`
+			Status         int64   `json:"status"`
+			FeeAsset       string  `json:"fee_asset"`
+		} `json:"orders"`
+		TotalPage   int64 `json:"total_page"`
+		CurrentPage int64 `json:"current_page"`
+		TotalSize   int64 `json:"total_size"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FOrderHistoryData stores order history data
+type FOrderHistoryData struct {
+	Data struct {
+		Orders []struct {
+			Symbol          string  `json:"symbol"`
+			ContractType    string  `json:"contract_type"`
+			ContractCode    string  `json:"contract_code"`
+			Volume          float64 `json:"volume"`
+			Price           float64 `json:"price"`
+			OrderPriceType  string  `json:"order_price_type"`
+			Direction       string  `json:"direction"`
+			Offset          string  `json:"offset"`
+			LeverageRate    float64 `json:"lever_rate"`
+			OrderID         int64   `json:"order_id"`
+			OrderIDString   string  `json:"order_id_str"`
+			OrderSource     string  `json:"order_source"`
+			CreateDate      int64   `json:"create_date"`
+			TradeVolume     float64 `json:"trade_volume"`
+			TradeTurnover   float64 `json:"trade_turnover"`
+			Fee             float64 `json:"fee"`
+			TradeAvgPrice   float64 `json:"trade_avg_price"`
+			MarginFrozen    float64 `json:"margin_frozen"`
+			Profit          float64 `json:"profit"`
+			Status          int64   `json:"status"`
+			OrderType       int64   `json:"order_type"`
+			FeeAsset        string  `json:"fee_asset"`
+			LiquidationType int64   `json:"liquidation_type"`
+		} `json:"orders"`
+		TotalPage   int64 `json:"total_page"`
+		CurrentPage int64 `json:"current_page"`
+		TotalSize   int64 `json:"total_size"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FTradeHistoryData stores trade history data for futures
+type FTradeHistoryData struct {
+	Data struct {
+		TotalPage   int64 `json:"total_page"`
+		CurrentPage int64 `json:"current_page"`
+		TotalSize   int64 `json:"total_size"`
+		Trades      []struct {
+			ID            string  `json:"id"`
+			ContractCode  string  `json:"contract_code"`
+			ContractType  string  `json:"contract_type"`
+			CreateDate    int64   `json:"create_date"`
+			Direction     string  `json:"direction"`
+			MatchID       int64   `json:"match_id"`
+			Offset        string  `json:"offset"`
+			OffsetPNL     float64 `json:"offset_profitloss"`
+			OrderID       int64   `json:"order_id"`
+			OrderIDString string  `json:"order_id_str"`
+			Symbol        string  `json:"symbol"`
+			OrderSource   string  `json:"order_source"`
+			TradeFee      float64 `json:"trade_fee"`
+			TradePrice    float64 `json:"trade_price"`
+			TradeTurnover float64 `json:"trade_turnover"`
+			TradeVolume   float64 `json:"trade_volume"`
+			Role          string  `json:"role"`
+			FeeAsset      string  `json:"fee_asset"`
+		} `json:"trades"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FTriggerOrderData stores trigger order data
+type FTriggerOrderData struct {
+	Data struct {
+		OrderID    int64  `json:"order_id"`
+		OrderIDStr string `json:"order_id_str"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FTriggerOpenOrders stores trigger open orders data
+type FTriggerOpenOrders struct {
+	Data struct {
+		Orders []struct {
+			Symbol         string  `json:"symbol"`
+			ContractCode   string  `json:"contract_code"`
+			ContractType   string  `json:"contract_type"`
+			TriggerType    string  `json:"trigger_type"`
+			Volume         float64 `json:"volume"`
+			OrderType      int64   `json:"order_type"`
+			Direction      string  `json:"direction"`
+			Offset         string  `json:"offset"`
+			LeverageRate   float64 `json:"lever_rate"`
+			OrderID        int64   `json:"order_id"`
+			OrderIDString  string  `json:"order_id_str"`
+			OrderSource    string  `json:"order_source"`
+			TriggerPrice   float64 `json:"trigger_price"`
+			OrderPrice     float64 `json:"order_price"`
+			CreatedAt      int64   `json:"created_at"`
+			OrderPriceType string  `json:"order_price_type"`
+			Status         int64   `json:"status"`
+		} `json:"orders"`
+		TotalPage   int64 `json:"total_page"`
+		CurrentPage int64 `json:"current_page"`
+		TotalSize   int64 `json:"total_size"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
+
+// FTriggerOrderHistoryData stores trigger order history for futures
+type FTriggerOrderHistoryData struct {
+	Data struct {
+		Orders []struct {
+			Symbol          string  `json:"symbol"`
+			ContractCode    string  `json:"contract_code"`
+			ContractType    string  `json:"contract_type"`
+			TriggerType     string  `json:"trigger_type"`
+			Volume          float64 `json:"volume"`
+			OrderType       int64   `json:"order_type"`
+			Direction       string  `json:"direction"`
+			Offset          string  `json:"offset"`
+			LeverageRate    float64 `json:"lever_rate"`
+			OrderID         int64   `json:"order_id"`
+			OrderIDString   string  `json:"order_id_str"`
+			RelationOrderID string  `json:"relation_order_id"`
+			OrderPriceType  string  `json:"order_price_type"`
+			Status          string  `json:"status"`
+			OrderSource     string  `json:"order_source"`
+			TriggerPrice    int64   `json:"trigger_price"`
+			TriggeredPrice  float64 `json:"triggered_price"`
+			OrderPrice      float64 `json:"order_price"`
+			CreatedAt       int64   `json:"created_at"`
+			TriggeredAt     int64   `json:"triggered_at"`
+			OrderInsertAt   float64 `json:"order_insert_at"`
+			CancelledAt     int64   `json:"canceled_at"`
+			FailCode        int64   `json:"fail_code"`
+			FailReason      string  `json:"fail_reason"`
+		} `json:"orders"`
+		TotalPage   int64 `json:"total_page"`
+		CurrentPage int64 `json:"current_page"`
+		TotalSize   int64 `json:"total_size"`
+	} `json:"data"`
+	Timestamp int64 `json:"ts"`
+}
--- a/exchanges/huobi/huobi.go
+++ b/exchanges/huobi/huobi.go
@@ -15,17 +15,22 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 )

 const (
 	huobiAPIURL      = "https://api.huobi.pro"
+	huobiURL         = "https://api.hbdm.com/"
+	huobiFuturesURL  = "https://api.hbdm.com"
 	huobiAPIVersion  = "1"
 	huobiAPIVersion2 = "2"

+	// Spot endpoints
 	huobiMarketHistoryKline    = "market/history/kline"
 	huobiMarketDetail          = "market/detail"
 	huobiMarketDetailMerged    = "market/detail/merged"
+	huobi24HrMarketSummary     = "/market/detail?"
 	huobiMarketDepth           = "market/depth"
 	huobiMarketTrade           = "market/trade"
 	huobiMarketTickers         = "market/tickers"
@@ -56,6 +61,7 @@ const (
 	huobiWithdrawCreate        = "dw/withdraw/api/create"
 	huobiWithdrawCancel        = "dw/withdraw-virtual/%s/cancel"
 	huobiStatusError           = "error"
+	huobiMarginRates           = "margin/loan-info"
 )

 // HUOBI is the overarching type across this package
@@ -64,11 +70,29 @@ type HUOBI struct {
 	AccountID string
 }

+// GetMarginRates gets margin rates
+func (h *HUOBI) GetMarginRates(symbol currency.Pair) (MarginRatesData, error) {
+	var resp MarginRatesData
+	vals := url.Values{}
+	if symbol != (currency.Pair{}) {
+		symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+		if err != nil {
+			return resp, err
+		}
+		vals.Set("symbol", symbolValue)
+	}
+	return resp, h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiMarginRates, vals, nil, &resp, false)
+}
+
 // GetSpotKline returns kline data
-// KlinesRequestParams contains symbol, period and size
+// KlinesRequestParams contains symbol currency.Pair, period and size
 func (h *HUOBI) GetSpotKline(arg KlinesRequestParams) ([]KlineItem, error) {
 	vals := url.Values{}
-	vals.Set("symbol", arg.Symbol)
+	symbolValue, err := h.FormatSymbol(arg.Symbol, asset.Spot)
+	if err != nil {
+		return nil, err
+	}
+	vals.Set("symbol", symbolValue)
 	vals.Set("period", arg.Period)

 	if arg.Size != 0 {
@@ -81,26 +105,40 @@ func (h *HUOBI) GetSpotKline(arg KlinesRequestParams) ([]KlineItem, error) {
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, huobiMarketHistoryKline)

-	err := h.SendHTTPRequest(common.EncodeURLValues(urlPath, vals), &result)
+	err = h.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues("/"+huobiMarketHistoryKline, vals), &result)
 	if result.ErrorMessage != "" {
 		return nil, errors.New(result.ErrorMessage)
 	}
 	return result.Data, err
 }

+// Get24HrMarketSummary returns 24hr market summary for a given market symbol
+func (h *HUOBI) Get24HrMarketSummary(symbol currency.Pair) (MarketSummary24Hr, error) {
+	var result MarketSummary24Hr
+	params := url.Values{}
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return result, err
+	}
+	params.Set("symbol", symbolValue)
+	return result, h.SendHTTPRequest(exchange.RestSpot, huobi24HrMarketSummary+params.Encode(), &result)
+}
+
 // GetTickers returns the ticker for the specified symbol
 func (h *HUOBI) GetTickers() (Tickers, error) {
 	var result Tickers
-	urlPath := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, huobiMarketTickers)
-	return result, h.SendHTTPRequest(urlPath, &result)
+	return result, h.SendHTTPRequest(exchange.RestSpot, "/"+huobiMarketTickers, &result)
 }

 // GetMarketDetailMerged returns the ticker for the specified symbol
-func (h *HUOBI) GetMarketDetailMerged(symbol string) (DetailMerged, error) {
+func (h *HUOBI) GetMarketDetailMerged(symbol currency.Pair) (DetailMerged, error) {
 	vals := url.Values{}
-	vals.Set("symbol", symbol)
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return DetailMerged{}, err
+	}
+	vals.Set("symbol", symbolValue)

 	type response struct {
 		Response
@@ -108,9 +146,8 @@ func (h *HUOBI) GetMarketDetailMerged(symbol string) (DetailMerged, error) {
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, huobiMarketDetailMerged)

-	err := h.SendHTTPRequest(common.EncodeURLValues(urlPath, vals), &result)
+	err = h.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues("/"+huobiMarketDetailMerged, vals), &result)
 	if result.ErrorMessage != "" {
 		return result.Tick, errors.New(result.ErrorMessage)
 	}
@@ -120,7 +157,11 @@ func (h *HUOBI) GetMarketDetailMerged(symbol string) (DetailMerged, error) {
 // GetDepth returns the depth for the specified symbol
 func (h *HUOBI) GetDepth(obd OrderBookDataRequestParams) (Orderbook, error) {
 	vals := url.Values{}
-	vals.Set("symbol", obd.Symbol)
+	symbolValue, err := h.FormatSymbol(obd.Symbol, asset.Spot)
+	if err != nil {
+		return Orderbook{}, err
+	}
+	vals.Set("symbol", symbolValue)

 	if obd.Type != OrderBookDataRequestParamsTypeNone {
 		vals.Set("type", string(obd.Type))
@@ -132,9 +173,8 @@ func (h *HUOBI) GetDepth(obd OrderBookDataRequestParams) (Orderbook, error) {
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, huobiMarketDepth)

-	err := h.SendHTTPRequest(common.EncodeURLValues(urlPath, vals), &result)
+	err = h.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues("/"+huobiMarketDepth, vals), &result)
 	if result.ErrorMessage != "" {
 		return result.Depth, errors.New(result.ErrorMessage)
 	}
@@ -142,9 +182,13 @@ func (h *HUOBI) GetDepth(obd OrderBookDataRequestParams) (Orderbook, error) {
 }

 // GetTrades returns the trades for the specified symbol
-func (h *HUOBI) GetTrades(symbol string) ([]Trade, error) {
+func (h *HUOBI) GetTrades(symbol currency.Pair) ([]Trade, error) {
 	vals := url.Values{}
-	vals.Set("symbol", symbol)
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return nil, err
+	}
+	vals.Set("symbol", symbolValue)

 	type response struct {
 		Response
@@ -154,9 +198,8 @@ func (h *HUOBI) GetTrades(symbol string) ([]Trade, error) {
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, huobiMarketTrade)

-	err := h.SendHTTPRequest(common.EncodeURLValues(urlPath, vals), &result)
+	err = h.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues("/"+huobiMarketTrade, vals), &result)
 	if result.ErrorMessage != "" {
 		return nil, errors.New(result.ErrorMessage)
 	}
@@ -166,7 +209,7 @@ func (h *HUOBI) GetTrades(symbol string) ([]Trade, error) {
 // GetLatestSpotPrice returns latest spot price of symbol
 //
 // symbol: string of currency pair
-func (h *HUOBI) GetLatestSpotPrice(symbol string) (float64, error) {
+func (h *HUOBI) GetLatestSpotPrice(symbol currency.Pair) (float64, error) {
 	list, err := h.GetTradeHistory(symbol, 1)

 	if err != nil {
@@ -180,9 +223,13 @@ func (h *HUOBI) GetLatestSpotPrice(symbol string) (float64, error) {
 }

 // GetTradeHistory returns the trades for the specified symbol
-func (h *HUOBI) GetTradeHistory(symbol string, size int64) ([]TradeHistory, error) {
+func (h *HUOBI) GetTradeHistory(symbol currency.Pair, size int64) ([]TradeHistory, error) {
 	vals := url.Values{}
-	vals.Set("symbol", symbol)
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return nil, err
+	}
+	vals.Set("symbol", symbolValue)

 	if size > 0 {
 		vals.Set("size", strconv.FormatInt(size, 10))
@@ -194,9 +241,8 @@ func (h *HUOBI) GetTradeHistory(symbol string, size int64) ([]TradeHistory, erro
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, huobiMarketTradeHistory)

-	err := h.SendHTTPRequest(common.EncodeURLValues(urlPath, vals), &result)
+	err = h.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues("/"+huobiMarketTradeHistory, vals), &result)
 	if result.ErrorMessage != "" {
 		return nil, errors.New(result.ErrorMessage)
 	}
@@ -204,9 +250,13 @@ func (h *HUOBI) GetTradeHistory(symbol string, size int64) ([]TradeHistory, erro
 }

 // GetMarketDetail returns the ticker for the specified symbol
-func (h *HUOBI) GetMarketDetail(symbol string) (Detail, error) {
+func (h *HUOBI) GetMarketDetail(symbol currency.Pair) (Detail, error) {
 	vals := url.Values{}
-	vals.Set("symbol", symbol)
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return Detail{}, err
+	}
+	vals.Set("symbol", symbolValue)

 	type response struct {
 		Response
@@ -214,9 +264,8 @@ func (h *HUOBI) GetMarketDetail(symbol string) (Detail, error) {
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/%s", h.API.Endpoints.URL, huobiMarketDetail)

-	err := h.SendHTTPRequest(common.EncodeURLValues(urlPath, vals), &result)
+	err = h.SendHTTPRequest(exchange.RestSpot, common.EncodeURLValues("/"+huobiMarketDetail, vals), &result)
 	if result.ErrorMessage != "" {
 		return result.Tick, errors.New(result.ErrorMessage)
 	}
@@ -231,9 +280,8 @@ func (h *HUOBI) GetSymbols() ([]Symbol, error) {
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/v%s/%s", h.API.Endpoints.URL, huobiAPIVersion, huobiSymbols)

-	err := h.SendHTTPRequest(urlPath, &result)
+	err := h.SendHTTPRequest(exchange.RestSpot, "/v"+huobiAPIVersion+"/"+huobiSymbols, &result)
 	if result.ErrorMessage != "" {
 		return nil, errors.New(result.ErrorMessage)
 	}
@@ -248,9 +296,8 @@ func (h *HUOBI) GetCurrencies() ([]string, error) {
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/v%s/%s", h.API.Endpoints.URL, huobiAPIVersion, huobiCurrencies)

-	err := h.SendHTTPRequest(urlPath, &result)
+	err := h.SendHTTPRequest(exchange.RestSpot, "/v"+huobiAPIVersion+"/"+huobiCurrencies, &result)
 	if result.ErrorMessage != "" {
 		return nil, errors.New(result.ErrorMessage)
 	}
@@ -265,9 +312,8 @@ func (h *HUOBI) GetTimestamp() (int64, error) {
 	}

 	var result response
-	urlPath := fmt.Sprintf("%s/v%s/%s", h.API.Endpoints.URL, huobiAPIVersion, huobiTimestamp)

-	err := h.SendHTTPRequest(urlPath, &result)
+	err := h.SendHTTPRequest(exchange.RestSpot, "/v"+huobiAPIVersion+"/"+huobiTimestamp, &result)
 	if result.ErrorMessage != "" {
 		return 0, errors.New(result.ErrorMessage)
 	}
@@ -279,7 +325,7 @@ func (h *HUOBI) GetAccounts() ([]Account, error) {
 	result := struct {
 		Accounts []Account `json:"data"`
 	}{}
-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, huobiAccounts, url.Values{}, nil, &result, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiAccounts, url.Values{}, nil, &result, false)
 	return result.Accounts, err
 }

@@ -291,7 +337,7 @@ func (h *HUOBI) GetAccountBalance(accountID string) ([]AccountBalanceDetail, err
 	endpoint := fmt.Sprintf(huobiAccountBalance, accountID)
 	v := url.Values{}
 	v.Set("account-id", accountID)
-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, endpoint, v, nil, &result, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, v, nil, &result, false)
 	return result.AccountBalanceData.AccountBalanceDetails, err
 }

@@ -300,7 +346,7 @@ func (h *HUOBI) GetAggregatedBalance() ([]AggregatedBalance, error) {
 	result := struct {
 		AggregatedBalances []AggregatedBalance `json:"data"`
 	}{}
-	err := h.SendAuthenticatedHTTPRequest(
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot,
 		http.MethodGet,
 		huobiAggregatedBalance,
 		nil,
@@ -312,7 +358,12 @@ func (h *HUOBI) GetAggregatedBalance() ([]AggregatedBalance, error) {
 }

 // SpotNewOrder submits an order to Huobi
-func (h *HUOBI) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
+func (h *HUOBI) SpotNewOrder(arg *SpotNewOrderRequestParams) (int64, error) {
+	symbolValue, err := h.FormatSymbol(arg.Symbol, asset.Spot)
+	if err != nil {
+		return 0, err
+	}
+
 	data := struct {
 		AccountID int    `json:"account-id,string"`
 		Amount    string `json:"amount"`
@@ -323,7 +374,7 @@ func (h *HUOBI) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
 	}{
 		AccountID: arg.AccountID,
 		Amount:    strconv.FormatFloat(arg.Amount, 'f', -1, 64),
-		Symbol:    arg.Symbol,
+		Symbol:    symbolValue,
 		Type:      string(arg.Type),
 	}

@@ -339,7 +390,7 @@ func (h *HUOBI) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
 	result := struct {
 		OrderID int64 `json:"data,string"`
 	}{}
-	err := h.SendAuthenticatedHTTPRequest(
+	err = h.SendAuthenticatedHTTPRequest(exchange.RestSpot,
 		http.MethodPost,
 		huobiOrderPlace,
 		nil,
@@ -356,7 +407,7 @@ func (h *HUOBI) CancelExistingOrder(orderID int64) (int64, error) {
 		OrderID int64 `json:"data,string"`
 	}{}
 	endpoint := fmt.Sprintf(huobiOrderCancel, strconv.FormatInt(orderID, 10))
-	err := h.SendAuthenticatedHTTPRequest(http.MethodPost, endpoint, url.Values{}, nil, &resp, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, endpoint, url.Values{}, nil, &resp, false)
 	return resp.OrderID, err
 }

@@ -368,7 +419,7 @@ func (h *HUOBI) CancelOrderBatch(_ []int64) ([]CancelOrderBatch, error) {
 	}

 	var result response
-	err := h.SendAuthenticatedHTTPRequest(http.MethodPost, huobiOrderCancelBatch, url.Values{}, nil, &result, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, huobiOrderCancelBatch, url.Values{}, nil, &result, false)

 	if result.ErrorMessage != "" {
 		return nil, errors.New(result.ErrorMessage)
@@ -377,9 +428,12 @@ func (h *HUOBI) CancelOrderBatch(_ []int64) ([]CancelOrderBatch, error) {
 }

 // CancelOpenOrdersBatch cancels a batch of orders -- to-do
-func (h *HUOBI) CancelOpenOrdersBatch(accountID, symbol string) (CancelOpenOrdersBatch, error) {
+func (h *HUOBI) CancelOpenOrdersBatch(accountID string, symbol currency.Pair) (CancelOpenOrdersBatch, error) {
 	params := url.Values{}
-
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return CancelOpenOrdersBatch{}, err
+	}
 	params.Set("account-id", accountID)
 	var result CancelOpenOrdersBatch

@@ -388,10 +442,10 @@ func (h *HUOBI) CancelOpenOrdersBatch(accountID, symbol string) (CancelOpenOrder
 		Symbol    string `json:"symbol"`
 	}{
 		AccountID: accountID,
-		Symbol:    symbol,
+		Symbol:    symbolValue,
 	}

-	err := h.SendAuthenticatedHTTPRequest(http.MethodPost, huobiBatchCancelOpenOrders, url.Values{}, data, &result, false)
+	err = h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, huobiBatchCancelOpenOrders, url.Values{}, data, &result, false)
 	if result.Data.FailedCount > 0 {
 		return result, fmt.Errorf("there were %v failed order cancellations", result.Data.FailedCount)
 	}
@@ -406,7 +460,7 @@ func (h *HUOBI) GetOrder(orderID int64) (OrderInfo, error) {
 	}{}
 	urlVal := url.Values{}
 	urlVal.Set("clientOrderId", strconv.FormatInt(orderID, 10))
-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet,
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet,
 		huobiGetOrder,
 		urlVal,
 		nil,
@@ -421,18 +475,22 @@ func (h *HUOBI) GetOrderMatchResults(orderID int64) ([]OrderMatchInfo, error) {
 		Orders []OrderMatchInfo `json:"data"`
 	}{}
 	endpoint := fmt.Sprintf(huobiGetOrderMatch, strconv.FormatInt(orderID, 10))
-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, endpoint, url.Values{}, nil, &resp, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, url.Values{}, nil, &resp, false)
 	return resp.Orders, err
 }

 // GetOrders returns a list of orders
-func (h *HUOBI) GetOrders(symbol, types, start, end, states, from, direct, size string) ([]OrderInfo, error) {
+func (h *HUOBI) GetOrders(symbol currency.Pair, types, start, end, states, from, direct, size string) ([]OrderInfo, error) {
 	resp := struct {
 		Orders []OrderInfo `json:"data"`
 	}{}

 	vals := url.Values{}
-	vals.Set("symbol", symbol)
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return nil, err
+	}
+	vals.Set("symbol", symbolValue)
 	vals.Set("states", states)

 	if types != "" {
@@ -459,36 +517,44 @@ func (h *HUOBI) GetOrders(symbol, types, start, end, states, from, direct, size
 		vals.Set("size", size)
 	}

-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, huobiGetOrders, vals, nil, &resp, false)
+	err = h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiGetOrders, vals, nil, &resp, false)
 	return resp.Orders, err
 }

 // GetOpenOrders returns a list of orders
-func (h *HUOBI) GetOpenOrders(accountID, symbol, side string, size int64) ([]OrderInfo, error) {
+func (h *HUOBI) GetOpenOrders(symbol currency.Pair, accountID, side string, size int64) ([]OrderInfo, error) {
 	resp := struct {
 		Orders []OrderInfo `json:"data"`
 	}{}

 	vals := url.Values{}
-	vals.Set("symbol", symbol)
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return nil, err
+	}
+	vals.Set("symbol", symbolValue)
 	vals.Set("accountID", accountID)
 	if len(side) > 0 {
 		vals.Set("side", side)
 	}
 	vals.Set("size", strconv.FormatInt(size, 10))

-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, huobiGetOpenOrders, vals, nil, &resp, false)
+	err = h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiGetOpenOrders, vals, nil, &resp, false)
 	return resp.Orders, err
 }

 // GetOrdersMatch returns a list of matched orders
-func (h *HUOBI) GetOrdersMatch(symbol, types, start, end, from, direct, size string) ([]OrderMatchInfo, error) {
+func (h *HUOBI) GetOrdersMatch(symbol currency.Pair, types, start, end, from, direct, size string) ([]OrderMatchInfo, error) {
 	resp := struct {
 		Orders []OrderMatchInfo `json:"data"`
 	}{}

 	vals := url.Values{}
-	vals.Set("symbol", symbol)
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return nil, err
+	}
+	vals.Set("symbol", symbolValue)

 	if types != "" {
 		vals.Set("types", types)
@@ -514,18 +580,22 @@ func (h *HUOBI) GetOrdersMatch(symbol, types, start, end, from, direct, size str
 		vals.Set("size", size)
 	}

-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, huobiGetOrdersMatch, vals, nil, &resp, false)
+	err = h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiGetOrdersMatch, vals, nil, &resp, false)
 	return resp.Orders, err
 }

 // MarginTransfer transfers assets into or out of the margin account
-func (h *HUOBI) MarginTransfer(symbol, currency string, amount float64, in bool) (int64, error) {
+func (h *HUOBI) MarginTransfer(symbol currency.Pair, currency string, amount float64, in bool) (int64, error) {
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return 0, err
+	}
 	data := struct {
 		Symbol   string `json:"symbol"`
 		Currency string `json:"currency"`
 		Amount   string `json:"amount"`
 	}{
-		Symbol:   symbol,
+		Symbol:   symbolValue,
 		Currency: currency,
 		Amount:   strconv.FormatFloat(amount, 'f', -1, 64),
 	}
@@ -538,18 +608,22 @@ func (h *HUOBI) MarginTransfer(symbol, currency string, amount float64, in bool)
 	resp := struct {
 		TransferID int64 `json:"data"`
 	}{}
-	err := h.SendAuthenticatedHTTPRequest(http.MethodPost, path, nil, data, &resp, false)
+	err = h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, path, nil, data, &resp, false)
 	return resp.TransferID, err
 }

 // MarginOrder submits a margin order application
-func (h *HUOBI) MarginOrder(symbol, currency string, amount float64) (int64, error) {
+func (h *HUOBI) MarginOrder(symbol currency.Pair, currency string, amount float64) (int64, error) {
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return 0, err
+	}
 	data := struct {
 		Symbol   string `json:"symbol"`
 		Currency string `json:"currency"`
 		Amount   string `json:"amount"`
 	}{
-		Symbol:   symbol,
+		Symbol:   symbolValue,
 		Currency: currency,
 		Amount:   strconv.FormatFloat(amount, 'f', -1, 64),
 	}
@@ -557,7 +631,7 @@ func (h *HUOBI) MarginOrder(symbol, currency string, amount float64) (int64, err
 	resp := struct {
 		MarginOrderID int64 `json:"data"`
 	}{}
-	err := h.SendAuthenticatedHTTPRequest(http.MethodPost, huobiMarginOrders, nil, data, &resp, false)
+	err = h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, huobiMarginOrders, nil, data, &resp, false)
 	return resp.MarginOrderID, err
 }

@@ -574,14 +648,18 @@ func (h *HUOBI) MarginRepayment(orderID int64, amount float64) (int64, error) {
 	}{}

 	endpoint := fmt.Sprintf(huobiMarginRepay, strconv.FormatInt(orderID, 10))
-	err := h.SendAuthenticatedHTTPRequest(http.MethodPost, endpoint, nil, data, &resp, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, endpoint, nil, data, &resp, false)
 	return resp.MarginOrderID, err
 }

 // GetMarginLoanOrders returns the margin loan orders
-func (h *HUOBI) GetMarginLoanOrders(symbol, currency, start, end, states, from, direct, size string) ([]MarginOrder, error) {
+func (h *HUOBI) GetMarginLoanOrders(symbol currency.Pair, currency, start, end, states, from, direct, size string) ([]MarginOrder, error) {
 	vals := url.Values{}
-	vals.Set("symbol", symbol)
+	symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+	if err != nil {
+		return nil, err
+	}
+	vals.Set("symbol", symbolValue)
 	vals.Set("currency", currency)

 	if start != "" {
@@ -611,20 +689,24 @@ func (h *HUOBI) GetMarginLoanOrders(symbol, currency, start, end, states, from,
 	resp := struct {
 		MarginLoanOrders []MarginOrder `json:"data"`
 	}{}
-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, huobiMarginLoanOrders, vals, nil, &resp, false)
+	err = h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiMarginLoanOrders, vals, nil, &resp, false)
 	return resp.MarginLoanOrders, err
 }

 // GetMarginAccountBalance returns the margin account balances
-func (h *HUOBI) GetMarginAccountBalance(symbol string) ([]MarginAccountBalance, error) {
+func (h *HUOBI) GetMarginAccountBalance(symbol currency.Pair) ([]MarginAccountBalance, error) {
 	resp := struct {
 		Balances []MarginAccountBalance `json:"data"`
 	}{}
 	vals := url.Values{}
-	if symbol != "" {
-		vals.Set("symbol", symbol)
+	if symbol != (currency.Pair{}) {
+		symbolValue, err := h.FormatSymbol(symbol, asset.Spot)
+		if err != nil {
+			return resp.Balances, err
+		}
+		vals.Set("symbol", symbolValue)
 	}
-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, huobiMarginAccountBalance, vals, nil, &resp, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiMarginAccountBalance, vals, nil, &resp, false)
 	return resp.Balances, err
 }

@@ -654,7 +736,7 @@ func (h *HUOBI) Withdraw(c currency.Code, address, addrTag string, amount, fee f
 		data.AddrTag = addrTag
 	}

-	err := h.SendAuthenticatedHTTPRequest(http.MethodPost, huobiWithdrawCreate, nil, data, &resp.WithdrawID, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, huobiWithdrawCreate, nil, data, &resp.WithdrawID, false)
 	return resp.WithdrawID, err
 }

@@ -667,7 +749,7 @@ func (h *HUOBI) CancelWithdraw(withdrawID int64) (int64, error) {
 	vals.Set("withdraw-id", strconv.FormatInt(withdrawID, 10))

 	endpoint := fmt.Sprintf(huobiWithdrawCancel, strconv.FormatInt(withdrawID, 10))
-	err := h.SendAuthenticatedHTTPRequest(http.MethodPost, endpoint, vals, nil, &resp, false)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodPost, endpoint, vals, nil, &resp, false)
 	return resp.WithdrawID, err
 }

@@ -680,7 +762,7 @@ func (h *HUOBI) QueryDepositAddress(cryptocurrency string) (DepositAddress, erro
 	vals := url.Values{}
 	vals.Set("currency", cryptocurrency)

-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, huobiAccountDepositAddress, vals, nil, &resp, true)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiAccountDepositAddress, vals, nil, &resp, true)
 	if err != nil {
 		return DepositAddress{}, err
 	}
@@ -699,7 +781,7 @@ func (h *HUOBI) QueryWithdrawQuotas(cryptocurrency string) (WithdrawQuota, error
 	vals := url.Values{}
 	vals.Set("currency", cryptocurrency)

-	err := h.SendAuthenticatedHTTPRequest(http.MethodGet, huobiAccountWithdrawQuota, vals, nil, &resp, true)
+	err := h.SendAuthenticatedHTTPRequest(exchange.RestSpot, http.MethodGet, huobiAccountWithdrawQuota, vals, nil, &resp, true)
 	if err != nil {
 		return WithdrawQuota{}, err
 	}
@@ -707,23 +789,41 @@ func (h *HUOBI) QueryWithdrawQuotas(cryptocurrency string) (WithdrawQuota, error
 }

 // SendHTTPRequest sends an unauthenticated HTTP request
-func (h *HUOBI) SendHTTPRequest(path string, result interface{}) error {
-	return h.SendPayload(context.Background(), &request.Item{
+func (h *HUOBI) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
+	endpoint, err := h.API.Endpoints.GetURL(ep)
+	if err != nil {
+		return err
+	}
+	var tempResp json.RawMessage
+	var errCap errorCapture
+	err = h.SendPayload(context.Background(), &request.Item{
 		Method:        http.MethodGet,
-		Path:          path,
-		Result:        result,
+		Path:          endpoint + path,
+		Result:        &tempResp,
 		Verbose:       h.Verbose,
 		HTTPDebugging: h.HTTPDebugging,
 		HTTPRecording: h.HTTPRecording,
 	})
+	if err != nil {
+		return err
+	}
+	if err := json.Unmarshal(tempResp, &errCap); err == nil {
+		if errCap.Code != 200 && errCap.ErrMsg != "" {
+			return errors.New(errCap.ErrMsg)
+		}
+	}
+	return json.Unmarshal(tempResp, result)
 }

 // SendAuthenticatedHTTPRequest sends authenticated requests to the HUOBI API
-func (h *HUOBI) SendAuthenticatedHTTPRequest(method, endpoint string, values url.Values, data, result interface{}, isVersion2API bool) error {
+func (h *HUOBI) SendAuthenticatedHTTPRequest(ep exchange.URL, method, endpoint string, values url.Values, data, result interface{}, isVersion2API bool) error {
 	if !h.AllowAuthenticatedRequest() {
 		return fmt.Errorf(exchange.WarningAuthenticatedRequestWithoutCredentialsSet, h.Name)
 	}
-
+	ePoint, err := h.API.Endpoints.GetURL(ep)
+	if err != nil {
+		return err
+	}
 	if values == nil {
 		values = url.Values{}
 	}
@@ -735,9 +835,9 @@ func (h *HUOBI) SendAuthenticatedHTTPRequest(method, endpoint string, values url
 	values.Set("Timestamp", now.UTC().Format("2006-01-02T15:04:05"))

 	if isVersion2API {
-		endpoint = fmt.Sprintf("/v%s/%s", huobiAPIVersion2, endpoint)
+		endpoint = "/v" + huobiAPIVersion2 + "/" + endpoint
 	} else {
-		endpoint = fmt.Sprintf("/v%s/%s", huobiAPIVersion, endpoint)
+		endpoint = "/v" + huobiAPIVersion + "/" + endpoint
 	}

 	payload := fmt.Sprintf("%s\napi.huobi.pro\n%s\n%s",
@@ -753,22 +853,21 @@ func (h *HUOBI) SendAuthenticatedHTTPRequest(method, endpoint string, values url

 	hmac := crypto.GetHMAC(crypto.HashSHA256, []byte(payload), []byte(h.API.Credentials.Secret))
 	values.Set("Signature", crypto.Base64Encode(hmac))
-	urlPath := h.API.Endpoints.URL + common.EncodeURLValues(endpoint, values)
+	urlPath := ePoint + common.EncodeURLValues(endpoint, values)

 	var body []byte
 	if data != nil {
-		encoded, err := json.Marshal(data)
+		body, err = json.Marshal(data)
 		if err != nil {
 			return err
 		}
-		body = encoded
 	}

 	// Time difference between your timestamp and standard should be less than 1 minute.
 	ctx, cancel := context.WithDeadline(context.Background(), now.Add(time.Minute))
 	defer cancel()
 	interim := json.RawMessage{}
-	err := h.SendPayload(ctx, &request.Item{
+	err = h.SendPayload(ctx, &request.Item{
 		Method:        method,
 		Path:          urlPath,
 		Headers:       headers,
--- a/exchanges/huobi/huobi_cfutures.go
+++ b/exchanges/huobi/huobi_cfutures.go
--- a/exchanges/huobi/huobi_futures.go
+++ b/exchanges/huobi/huobi_futures.go
--- a/exchanges/huobi/huobi_test.go
+++ b/exchanges/huobi/huobi_test.go
--- a/exchanges/huobi/huobi_types.go
+++ b/exchanges/huobi/huobi_types.go
@@ -1,5 +1,416 @@
 package huobi

+import (
+	"github.com/thrasher-corp/gocryptotrader/currency"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
+)
+
+type errorCapture struct {
+	Status    string `json:"status"`
+	Code      int64  `json:"err_code"`
+	ErrMsg    string `json:"err_msg"`
+	Timestamp int64  `json:"ts"`
+}
+
+// MarketSummary24Hr stores past 24hr market summary data of a given symbol
+type MarketSummary24Hr struct {
+	Tick struct {
+		Amount  float64 `json:"amount"`
+		Open    float64 `json:"open"`
+		Close   float64 `json:"close"`
+		High    float64 `json:"high"`
+		ID      int64   `json:"id"`
+		Count   float64 `json:"count"`
+		Low     float64 `json:"low"`
+		Version int64   `json:"version"`
+		Volume  float64 `json:"vol"`
+	}
+}
+
+// WsKlineData stores kline data for futures and swap websocket
+type WsKlineData struct {
+	Channel   string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		ID     int64   `json:"id"`
+		MRID   int64   `json:"mrid"`
+		Volume float64 `json:"vol"`
+		Count  float64 `json:"count"`
+		Open   float64 `json:"open"`
+		Close  float64 `json:"close"`
+		Low    float64 `json:"low"`
+		High   float64 `json:"high"`
+		Amount float64 `json:"amount"`
+	} `json:"tick"`
+}
+
+// WsMarketDepth stores market depth data for futures and swap websocket
+type WsMarketDepth struct {
+	Channel   string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		MRID      int64        `json:"mrid"`
+		ID        int64        `json:"id"`
+		Bids      [][2]float64 `json:"bids"`
+		Asks      [][2]float64 `json:"asks"`
+		Timestamp int64        `json:"ts"`
+		Version   int64        `json:"version"`
+		Channel   string       `json:"ch"`
+	} `json:"tick"`
+}
+
+// WsIncrementalMarketDepth stores incremental market depth data for swap and futures websocket
+type WsIncrementalMarketDepth struct {
+	Channel   string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		MRID      int64        `json:"mrid"`
+		ID        int64        `json:"id"`
+		Bids      [][2]float64 `json:"bids"`
+		Asks      [][2]float64 `json:"asks"`
+		Timestamp int64        `json:"ts"`
+		Version   int64        `json:"version"`
+		Channel   string       `json:"ch"`
+		Event     string       `json:"event"`
+	} `json:"tick"`
+}
+
+// WsMarketDetail stores market detail data for futures and swap websocket
+type WsMarketDetail struct {
+	Channel   string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		ID     int64   `json:"id"`
+		MRID   int64   `json:"mrid"`
+		Open   float64 `json:"open"`
+		Close  float64 `json:"close"`
+		High   float64 `json:"high"`
+		Low    float64 `json:"low"`
+		Amount float64 `json:"amount"`
+		Volume float64 `json:"vol"`
+		Count  float64 `json:"count"`
+	} `json:"tick"`
+}
+
+// WsMarketBBOData stores BBO data for futures and swap websocket
+type WsMarketBBOData struct {
+	Channel   string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		Channel   string     `json:"ch"`
+		MRID      int64      `json:"mrid"`
+		ID        int64      `json:"id"`
+		Bid       [2]float64 `json:"bid"`
+		Ask       [2]float64 `json:"ask"`
+		Timestamp int64      `json:"ts"`
+		Version   int64      `json:":version"`
+	} `json:"tick"`
+}
+
+// WsSubTradeDetail stores trade detail data for futures websocket
+type WsSubTradeDetail struct {
+	Channel   string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		ID        int64 `json:"id"`
+		Timestamp int64 `json:"ts"`
+		Data      []struct {
+			Amount    float64 `json:"amount"`
+			Timestamp int64   `json:"ts"`
+			ID        int64   `json:"id"`
+			Price     float64 `json:"price"`
+			Direction string  `json:"direction"`
+		} `json:"data"`
+	} `json:"tick"`
+}
+
+//
+
+// Futures
+
+// FWsRequestKline stores requested kline data for futures websocket
+type FWsRequestKline struct {
+	Rep  string `json:"rep"`
+	ID   string `json:"id"`
+	WsID int64  `json:"wsid"`
+	Tick []struct {
+		Volume float64 `json:"vol"`
+		Count  float64 `json:"count"`
+		ID     int64   `json:"id"`
+		Open   float64 `json:"open"`
+		Close  float64 `json:"close"`
+		Low    float64 `json:"low"`
+		High   float64 `json:"high"`
+		Amount float64 `json:"amount"`
+	} `json:"tick"`
+}
+
+// FWsReqTradeDetail stores requested trade detail data for futures websocket
+type FWsReqTradeDetail struct {
+	Rep       string `json:"rep"`
+	ID        string `json:"id"`
+	Timestamp int64  `json:"ts"`
+	Data      []struct {
+		ID        int64   `json:"id"`
+		Price     float64 `json:"price"`
+		Amount    float64 `json:"amount"`
+		Direction string  `json:"direction"`
+		Timestamp int64   `json:"ts"`
+	} `json:"data"`
+}
+
+// FWsSubKlineIndex stores subscribed kline index data for futures websocket
+type FWsSubKlineIndex struct {
+	Channel   string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		ID     string  `json:"id"`
+		Open   float64 `json:"open,string"`
+		Close  float64 `json:"close,string"`
+		High   float64 `json:"high,string"`
+		Low    float64 `json:"low,string"`
+		Amount float64 `json:"amount,string"`
+		Volume float64 `json:"vol,string"`
+		Count  float64 `json:"count,string"`
+	} `json:"tick"`
+}
+
+// FWsReqKlineIndex stores requested kline index data for futures websocket
+type FWsReqKlineIndex struct {
+	ID        string `json:"id"`
+	Rep       string `json:"rep"`
+	WsID      int64  `json:"wsid"`
+	Timestamp int64  `json:"ts"`
+	Data      []struct {
+		ID     int64   `json:"id"`
+		Open   float64 `json:"open"`
+		Close  float64 `json:"close"`
+		Low    float64 `json:"low"`
+		High   float64 `json:"high"`
+		Amount float64 `json:"amount"`
+		Volume float64 `json:"vol"`
+		Count  float64 `json:"count"`
+	} `json:"data"`
+}
+
+// FWsSubBasisData stores subscribed basis data for futures websocket
+type FWsSubBasisData struct {
+	Channel   string `json:"ch"`
+	Timestamp int64  `json:"ts"`
+	Tick      struct {
+		ID            int64   `json:"id"`
+		IndexPrice    float64 `json:"index_price,string"`
+		ContractPrice float64 `json:"contract_price,string"`
+		Basis         float64 `json:"basis,string"`
+		BasisRate     float64 `json:"basis_rate,string"`
+	}
+}
+
+// FWsReqBasisData stores requested basis data for futures websocket
+type FWsReqBasisData struct {
+	ID        string `json:"id"`
+	Rep       string `json:"rep"`
+	Timestamp int64  `json:"ts"`
+	WsID      int64  `json:"wsid"`
+	Tick      struct {
+		ID            int64   `json:"id"`
+		IndexPrice    float64 `json:"index_price,string"`
+		ContractPrice float64 `json:"contract_price,string"`
+		Basis         float64 `json:"basis,string"`
+		BasisRate     float64 `json:"basis_rate,string"`
+	} `json:"tick"`
+}
+
+// FWsSubOrderData stores subscribed order data for futures websocket
+type FWsSubOrderData struct {
+	Operation      string  `json:"op"`
+	Topic          string  `json:"topic"`
+	UID            string  `json:"uid"`
+	Timestamp      int64   `json:"ts"`
+	Symbol         string  `json:"symbol"`
+	ContractType   string  `json:"contract_type"`
+	ContractCode   string  `json:"contract_code"`
+	Volume         float64 `json:"volume"`
+	Price          float64 `json:"price"`
+	OrderPriceType string  `json:"order_price_type"`
+	Direction      string  `json:"direction"`
+	Offset         string  `json:"offset"`
+	Status         int64   `json:"status"`
+	LeverageRate   int64   `json:"lever_rate"`
+	OrderID        int64   `json:"order_id"`
+	OrderIDString  string  `json:"order_id_string"`
+	ClientOrderID  int64   `json:"client_order_id"`
+	OrderSource    string  `json:"order_source"`
+	OrderType      int64   `json:"order_type"`
+	CreatedAt      int64   `json:"created_at"`
+	TradeVolume    float64 `json:"trade_volume"`
+	TradeTurnover  float64 `json:"trade_turnover"`
+	Fee            float64 `json:"fee"`
+	TradeAvgPrice  float64 `json:"trade_avg_price"`
+	MarginFrozen   float64 `json:"margin_frozen"`
+	Profit         float64 `json:"profit"`
+	FeeAsset       string  `json:"fee_asset"`
+	CancelledAt    int64   `json:"canceled_at"`
+	Trade          []struct {
+		ID            string  `json:"id"`
+		TradeID       int64   `json:"trade_id"`
+		TradeVolume   float64 `json:"trade_volume"`
+		TradePrice    float64 `json:"trade_price"`
+		TradeFee      float64 `json:"trade_fee"`
+		TradeTurnover float64 `json:"trade_turnover"`
+		CreatedAt     int64   `json:"created_at"`
+		Role          string  `json:"role"`
+		FeeAsset      string  `json:"fee_asset"`
+	} `json:"trade"`
+}
+
+// FWsSubMatchOrderData stores subscribed match order data for futures websocket
+type FWsSubMatchOrderData struct {
+	Operation     string  `json:"op"`
+	Topic         string  `json:"topic"`
+	UID           string  `json:"uid"`
+	Timestamp     int64   `json:"ts"`
+	Symbol        string  `json:"symbol"`
+	ContractType  string  `json:"contract_type"`
+	ContractCode  string  `json:"contract_code"`
+	Status        int64   `json:"status"`
+	OrderID       int64   `json:"order_id"`
+	OrderIDString string  `json:"order_id_string"`
+	OrderType     string  `json:"order_type"`
+	Volume        float64 `json:"volume"`
+	TradeVolume   float64 `json:"trade_volume"`
+	ClientOrderID int64   `json:"client_order_id"`
+	Trade         []struct {
+		ID            string  `json:"id"`
+		TradeID       int64   `json:"trade_id"`
+		TradeVolume   float64 `json:"trade_volume"`
+		TradePrice    float64 `json:"trade_price"`
+		TradeTurnover float64 `json:"trade_turnover"`
+		CreatedAt     int64   `json:"created_at"`
+		Role          string  `json:"role"`
+	}
+}
+
+// FWsSubEquityUpdates stores account equity updates data for futures websocket
+type FWsSubEquityUpdates struct {
+	Operation string `json:"op"`
+	Topic     string `json:"topic"`
+	UID       string `json:"uid"`
+	Timestamp int64  `json:"ts"`
+	Event     string `json:"event"`
+	Data      []struct {
+		Symbol            string  `json:"symbol"`
+		MarginBalance     float64 `json:"margin_balance"`
+		MarginStatic      int64   `json:"margin_static"`
+		MarginPosition    float64 `json:"margin_position"`
+		MarginFrozen      float64 `json:"margin_frozen"`
+		MarginAvailable   float64 `json:"margin_available"`
+		ProfitReal        float64 `json:"profit_real"`
+		ProfitUnreal      float64 `json:"profit_unreal"`
+		WithdrawAvailable float64 `json:"withdraw_available"`
+		RiskRate          float64 `json:"risk_rate"`
+		LiquidationPrice  float64 `json:"liquidation_price"`
+		LeverageRate      float64 `json:"lever_rate"`
+		AdjustFactor      float64 `json:"adjust_factor"`
+	} `json:"data"`
+}
+
+// FWsSubPositionUpdates stores subscribed position updates data for futures websocket
+type FWsSubPositionUpdates struct {
+	Operation     string `json:"op"`
+	Topic         string `json:"topic"`
+	UID           string `json:"uid"`
+	Timestamp     int64  `json:"ts"`
+	Event         string `json:"event"`
+	PositionsData []struct {
+		Symbol         string  `json:"symbol"`
+		ContractCode   string  `json:"contract_code"`
+		ContractType   string  `json:"contract_type"`
+		Volume         float64 `json:"volume"`
+		Available      float64 `json:"available"`
+		Frozen         float64 `json:"frozen"`
+		CostOpen       float64 `json:"cost_open"`
+		CostHold       float64 `json:"cost_hold"`
+		ProfitUnreal   float64 `json:"profit_unreal"`
+		ProfitRate     float64 `json:"profit_rate"`
+		Profit         float64 `json:"profit"`
+		PositionMargin float64 `json:"position_margin"`
+		LeverageRate   float64 `json:"lever_rate"`
+		Direction      string  `json:"direction"`
+		LastPrice      float64 `json:"last_price"`
+	} `json:"data"`
+}
+
+// FWsSubLiquidationOrders stores subscribed liquidation orders data for futures websocket
+type FWsSubLiquidationOrders struct {
+	Operation  string `json:"op"`
+	Topic      string `json:"topic"`
+	Timestamp  int64  `json:"ts"`
+	OrdersData []struct {
+		Symbol       string  `json:"symbol"`
+		ContractCode string  `json:"contract_code"`
+		Direction    string  `json:"direction"`
+		Offset       string  `json:"offset"`
+		Volume       float64 `json:"volume"`
+		Price        float64 `json:"price"`
+		CreatedAt    int64   `json:"created_at"`
+	} `json:"data"`
+}
+
+// FWsSubContractInfo stores contract info data for futures websocket
+type FWsSubContractInfo struct {
+	Operation    string `json:"op"`
+	Topic        string `json:"topic"`
+	Timestamp    int64  `json:"ts"`
+	Event        string `json:"event"`
+	ContractData []struct {
+		Symbol         string  `json:"symbol"`
+		ContractCode   string  `json:"contract_code"`
+		ContractType   string  `json:"contract_type"`
+		ContractSize   float64 `json:"contract_size"`
+		PriceTick      float64 `json:"price_tick"`
+		DeliveryDate   string  `json:"delivery_date"`
+		CreateDate     string  `json:"create_date"`
+		ContractStatus int64   `json:"contract_status"`
+	} `json:"data"`
+}
+
+// FWsSubTriggerOrderUpdates stores subscribed trigger order updates data for futures websocket
+type FWsSubTriggerOrderUpdates struct {
+	Operation string `json:"op"`
+	Topic     string `json:"topic"`
+	UID       string `json:"uid"`
+	Event     string `json:"event"`
+	Data      []struct {
+		Symbol          string  `json:"symbol"`
+		ContractCode    string  `json:"contract_code"`
+		ContractType    string  `json:"contract_type"`
+		TriggerType     string  `json:"trigger_type"`
+		Volume          float64 `json:"volume"`
+		OrderType       int64   `json:"order_type"`
+		Direction       string  `json:"direction"`
+		Offset          string  `json:"offset"`
+		LeverageRate    int64   `json:"lever_rate"`
+		OrderID         int64   `json:"order_id"`
+		OrderIDString   string  `json:"order_id_str"`
+		RelationOrderID string  `json:"relation_order_id"`
+		OrderPriceType  string  `json:"order_price_type"`
+		Status          int64   `json:"status"`
+		OrderSource     string  `json:"order_source"`
+		TriggerPrice    float64 `json:"trigger_price"`
+		TriggeredPrice  float64 `json:"triggered_price"`
+		OrderPrice      float64 `json:"order_price"`
+		CreatedAt       int64   `json:"created_at"`
+		TriggeredAt     int64   `json:"triggered_at"`
+		OrderInsertAt   int64   `json:"order_insert_at"`
+		CancelledAt     int64   `json:"canceled_at"`
+		FailCode        int64   `json:"fail_code"`
+		FailReason      string  `json:"fail_reason"`
+	} `json:"data"`
+}
+
+// --------------------------------Spot-----------------------------------------
+
 // Response stores the Huobi response information
 type Response struct {
 	Status       string `json:"status"`
@@ -9,12 +420,38 @@ type Response struct {
 	ErrorMessage string `json:"err-msg"`
 }

+// MarginRatesData stores margin rates data
+type MarginRatesData struct {
+	Data []struct {
+		Symbol     string `json:"symbol"`
+		Currencies []struct {
+			Currency       string  `json:"currency"`
+			InterestRate   float64 `json:"interest-rate,string"`
+			MinLoanAmount  float64 `json:"min-loan-amt,string"`
+			MaxLoanAmount  float64 `json:"max-loan-amt,string"`
+			LoanableAmount float64 `json:"loanable-amt,string"`
+			ActualRate     float64 `json:"actual-rate,string"`
+		} `json:"currencies"`
+	} `json:"data"`
+}
+
 // ResponseV2 stores the Huobi generic response info
 type ResponseV2 struct {
 	Code    int32  `json:"code"`
 	Message string `json:"message"`
 }

+// SwapMarketsData stores market data for swaps
+type SwapMarketsData struct {
+	Symbol         string  `json:"symbol"`
+	ContractCode   string  `json:"contract_code"`
+	ContractSize   float64 `json:"contract_size"`
+	PriceTick      float64 `json:"price_tick"`
+	SettlementDate string  `json:"settlement_date"`
+	CreateDate     string  `json:"create_date"`
+	ContractStatus int64   `json:"contract_status"`
+}
+
 // KlineItem stores a kline item
 type KlineItem struct {
 	ID     int64   `json:"id"`
@@ -79,8 +516,8 @@ var (

 // OrderBookDataRequestParams represents Klines request data.
 type OrderBookDataRequestParams struct {
-	Symbol string                         `json:"symbol"` // Required; example LTCBTC,BTCUSDT
-	Type   OrderBookDataRequestParamsType `json:"type"`   // step0, step1, step2, step3, step4, step5 (combined depth 0-5); when step0, no depth is merged
+	Symbol currency.Pair                  // Required; example LTCBTC,BTCUSDT
+	Type   OrderBookDataRequestParamsType `json:"type"` // step0, step1, step2, step3, step4, step5 (combined depth 0-5); when step0, no depth is merged
 }

 // Orderbook stores the orderbook data
@@ -122,17 +559,25 @@ type Detail struct {

 // Symbol stores the symbol data
 type Symbol struct {
-	BaseCurrency       string  `json:"base-currency"`
-	QuoteCurrency      string  `json:"quote-currency"`
-	PricePrecision     int     `json:"price-precision"`
-	AmountPrecision    int     `json:"amount-precision"`
-	SymbolPartition    string  `json:"symbol-partition"`
-	Innovation         string  `json:"innovation"`
-	State              string  `json:"state"`
-	ValuePrecision     int     `json:"value-precision"`
-	MinimumOrderAmount float64 `json:"min-order-amt"`
-	MaximumOrderAmount float64 `json:"max-order-amt"`
-	MinimumOrderValue  float64 `json:"min-order-value"`
+	BaseCurrency             string  `json:"base-currency"`
+	QuoteCurrency            string  `json:"quote-currency"`
+	PricePrecision           float64 `json:"price-precision"`
+	AmountPrecision          float64 `json:"amount-precision"`
+	SymbolPartition          string  `json:"symbol-partition"`
+	Symbol                   string  `json:"symbol"`
+	State                    string  `json:"state"`
+	ValuePrecision           float64 `json:"value-precision"`
+	MinOrderAmt              float64 `json:"min-order-amt"`
+	MaxOrderAmt              float64 `json:"max-order-amt"`
+	MinOrderValue            float64 `json:"min-order-value"`
+	LimitOrderMinOrderAmt    float64 `json:"limit-order-min-order-amt"`
+	LimitOrderMaxOrderAmt    float64 `json:"limit-order-max-order-amt"`
+	SellMarketMinOrderAmt    float64 `json:"sell-market-min-order-amt"`
+	SellMarketMaxOrderAmt    float64 `json:"sell-market-max-order-amt"`
+	BuyMarketMaxOrderAmt     float64 `json:"buy-market-max-order-amt"`
+	LeverageRatio            float64 `json:"leverage-ratio"`
+	SuperMarginLeverageRatio float64 `json:"super-margin-leverage-ratio"`
+	FundingLeverageRatio     float64 `json:"funding-leverage-ratio"`
 }

 // Account stores the account data
@@ -248,7 +693,7 @@ type SpotNewOrderRequestParams struct {
 	Amount    float64                       `json:"amount"`            // The limit price indicates the quantity of the order, the market price indicates how much to buy when the order is paid, and the market price indicates how much the coin is sold when the order is sold.
 	Price     float64                       `json:"price"`             // Order price, market price does not use  this parameter
 	Source    string                        `json:"source"`            // Order source, api: API call, margin-api: loan asset transaction
-	Symbol    string                        `json:"symbol"`            // The symbol to use; example btcusdt, bccbtc......
+	Symbol    currency.Pair                 `json:"symbol"`            // The symbol to use; example btcusdt, bccbtc......
 	Type      SpotNewOrderRequestParamsType `json:"type"`              // 订单类型, buy-market: 市价买, sell-market: 市价卖, buy-limit: 限价买, sell-limit: 限价卖
 }

@@ -299,9 +744,9 @@ var (

 // KlinesRequestParams represents Klines request data.
 type KlinesRequestParams struct {
-	Symbol string // Symbol to be used; example btcusdt, bccbtc......
-	Period string // Kline time interval; 1min, 5min, 15min......
-	Size   int    // Size; [1-2000]
+	Symbol currency.Pair // Symbol to be used; example btcusdt, bccbtc......
+	Period string        // Kline time interval; 1min, 5min, 15min......
+	Size   int           // Size; [1-2000]
 }

 // WsRequest defines a request data structure
@@ -597,3 +1042,167 @@ type authenticationPing struct {
 	OP string `json:"op"`
 	TS int64  `json:"ts"`
 }
+
+// OrderVars stores side, status and type for any order/trade
+type OrderVars struct {
+	Side      order.Side
+	Status    order.Status
+	OrderType order.Type
+	Fee       float64
+}
+
+// Variables below are used to check api requests being sent out
+
+var (
+	validPeriods = []string{"5min", "15min", "30min", "60min", "4hour", "1day"}
+
+	validBasisPriceTypes = []string{"open", "close", "high", "low", "average"}
+
+	validAmountType = map[string]int64{
+		"cont":           1,
+		"cryptocurrency": 2,
+	}
+
+	validTransferType = []string{
+		"master_to_sub", "sub_to_master",
+	}
+
+	validTradeTypes = map[string]int64{
+		"filled": 0,
+		"closed": 5,
+		"open":   6,
+	}
+
+	validOrderType = map[string]int64{
+		"quotation":         1,
+		"cancelledOrder":    2,
+		"forcedLiquidation": 3,
+		"deliveryOrder":     4,
+	}
+
+	validOrderTypes = []string{
+		"limit", "opponent", "lightning", "optimal_5", "optimal_10", "optimal_20",
+		"fok", "ioc", "opponent_ioc", "lightning_ioc", "optimal_5_ioc",
+		"optimal_10_ioc", "optimal_20_ioc", "opponent_fok", "optimal_20_fok",
+	}
+
+	validTriggerType = map[string]string{
+		"greaterOrEqual": "ge",
+		"smallerOrEqual": "le",
+	}
+
+	validOrderPriceType = []string{
+		"limit", "optimal_5", "optimal_10", "optimal_20",
+	}
+
+	validLightningOrderPriceType = []string{
+		"lightning", "lightning_fok", "lightning_ioc",
+	}
+
+	validTradeType = map[string]int64{
+		"all":            0,
+		"openLong":       1,
+		"openShort":      2,
+		"closeShort":     3,
+		"closeLong":      4,
+		"liquidateLong":  5,
+		"liquidateShort": 6,
+	}
+
+	validFuturesTradeType = map[string]int64{
+		"all":            0,
+		"openLong":       1,
+		"openShort":      2,
+		"closeShort":     3,
+		"closeLong":      4,
+		"liquidateLong":  5,
+		"liquidateShort": 6,
+		"deliveryLong":   7,
+		"deliveryShort":  8,
+		"reduceLong":     11,
+		"reduceShort":    12,
+	}
+
+	validContractTypes = []string{
+		"this_week", "next_week", "quarter", "next_quarter",
+	}
+
+	validFuturesPeriods = []string{
+		"1min", "5min", "15min", "30min", "60min", "1hour", "4hour", "1day",
+	}
+
+	validFuturesOrderPriceTypes = []string{
+		"limit", "opponent", "lightning", "optimal_5", "optimal_10",
+		"optimal_20", "fok", "ioc", "opponent_ioc", "lightning_ioc",
+		"optimal_5_ioc", "optimal_10_ioc", "optimal_20_ioc", "opponent_fok",
+		"lightning_fok", "optimal_5_fok", "optimal_10_fok", "optimal_20_fok",
+	}
+
+	validFuturesRecordTypes = map[string]string{
+		"closeLong":                   "3",
+		"closeShort":                  "4",
+		"openOpenPositionsTakerFees":  "5",
+		"openPositionsMakerFees":      "6",
+		"closePositionsTakerFees":     "7",
+		"closePositionsMakerFees":     "8",
+		"closeLongDelivery":           "9",
+		"closeShortDelivery":          "10",
+		"deliveryFee":                 "11",
+		"longLiquidationClose":        "12",
+		"shortLiquidationClose":       "13",
+		"transferFromSpotToContracts": "14",
+		"transferFromContractsToSpot": "15",
+		"settleUnrealizedLongPNL":     "16",
+		"settleUnrealizedShortPNL":    "17",
+		"clawback":                    "19",
+		"system":                      "26",
+		"activityPrizeRewards":        "28",
+		"rebate":                      "29",
+		"transferToSub":               "34",
+		"transferFromSub":             "35",
+		"transferToMaster":            "36",
+		"transferFromMaster":          "37",
+	}
+
+	validOffsetTypes = []string{
+		"open", "close",
+	}
+
+	validOPTypes = []string{
+		"lightning", "lightning_fok", "lightning_ioc",
+	}
+
+	validFuturesReqType = map[string]int64{
+		"all":            1,
+		"finishedStatus": 2,
+	}
+
+	validFuturesOrderTypes = map[string]int64{
+		"limit":        1,
+		"opponent":     3,
+		"lightning":    4,
+		"triggerOrder": 5,
+		"postOnly":     6,
+		"optimal_5":    7,
+		"optimal_10":   8,
+		"optimal_20":   9,
+		"fok":          10,
+		"ioc":          11,
+	}
+
+	validOrderStatus = map[order.Status]int64{
+		order.AnyStatus:          0,
+		order.Active:             3,
+		order.PartiallyFilled:    4,
+		order.PartiallyCancelled: 5,
+		order.Filled:             6,
+		order.Cancelled:          7,
+	}
+
+	validStatusTypes = map[string]int64{
+		"all":       0,
+		"success":   4,
+		"failed":    5,
+		"cancelled": 6,
+	}
+)
--- a/exchanges/huobi/huobi_websocket.go
+++ b/exchanges/huobi/huobi_websocket.go
@@ -25,7 +25,8 @@ import (
 )

 const (
-	baseWSURL = "wss://api.huobi.pro"
+	baseWSURL    = "wss://api.huobi.pro"
+	futuresWSURL = "wss://api.hbdm.com/"

 	wsMarketURL    = baseWSURL + "/ws"
 	wsMarketKline  = "market.%s.kline.1min"
--- a/exchanges/huobi/huobi_wrapper.go
+++ b/exchanges/huobi/huobi_wrapper.go