## load library
library(cryptoQuotes)
The main goal of the {cryptoQuotes} is to
bridge the gap between R
and the cryptocurrency market
data. Its a high-level API
-client that connects to major
cryptocurrency exchanges and their respective public market data
endpoints.
In this article we will focus on price
and
sentiment
data made available by the Kraken exchange.
Cryptocurrency market data
In this section we will focus on market data from the last 24 hours, on the hourly chart.
Open, Highl Low, Close and Volume (OHLC-V) data
To get OHLC-V
data the get_quote()
-function
is the go-to function,
## Get the
## SPOT price of
## Bitcoin on the hourly
BTC <- get_quote(
ticker = "BTCUSD",
source = "kraken",
futures = FALSE,
interval = "1h",
from = Sys.Date() - 1
)
index | open | high | low | close | volume |
---|---|---|---|---|---|
2024-08-16 09:00:00 | 58376.8 | 58670.6 | 58297.3 | 58639.1 | 42.023 |
2024-08-16 10:00:00 | 58670.6 | 58677.6 | 58329.3 | 58462.8 | 21.578 |
2024-08-16 11:00:00 | 58462.9 | 58613.3 | 58277.7 | 58414.1 | 23.327 |
2024-08-16 12:00:00 | 58414.1 | 58497.5 | 57514.7 | 57865.1 | 124.597 |
2024-08-16 13:00:00 | 57865.1 | 58864.1 | 57810.3 | 58319.6 | 140.406 |
2024-08-16 14:00:00 | 58325.1 | 58438.2 | 57953.6 | 58001.7 | 23.244 |
Sentiment data
One sentiment indicator for Bitcoin is the long-short ratio, which
can be retrieved using get_lsratio()
-function,
## Get the
## long-short ratio of
## Bitcoin on the hourly
LS_BTC <- get_lsratio(
ticker = "PF_XBTUSD",
source = "kraken",
interval = "1h",
from = Sys.Date() - 1
)
index | long | short | ls_ratio |
---|---|---|---|
2024-08-16 09:00:00 | 0.727 | 0.274 | 2.656 |
2024-08-16 10:00:00 | 0.72 | 0.28 | 2.57 |
2024-08-16 11:00:00 | 0.714 | 0.286 | 2.495 |
2024-08-16 12:00:00 | 0.713 | 0.287 | 2.487 |
2024-08-16 13:00:00 | 0.716 | 0.284 | 2.52 |
2024-08-16 14:00:00 | 0.715 | 0.285 | 2.505 |
Limitations
There is a limit to the amount of market data that can be extracted
in one call. The Kraken exchange,
for example, has a limit on 5000
rows of data per call in
the futures market,
## Get the SPOT
## market for over
## 2000 rows
tryCatch(
get_quote(
ticker = "PF_XBTUSD",
source = "kraken",
futures = TRUE,
interval = "5m",
from = Sys.Date() - 25,
to = Sys.Date()
),
error = function(error) {
error
}
)
#> <simpleError: lexical error: invalid char in json text.
#> Time period too large, too many
#> (right here) ------^
#> >
If you need more data than this, you need to do multiple calls. One such solution is the following,
## 1) create date
## sequence
dates <- seq(
from = as.POSIXct(Sys.Date()),
by = "-5 mins",
length.out = 10000
)
## 2) split the sequence
## in multiples of 100
## by assigning numbers
## to each indices of 100
idx <- rep(
x = 1:2,
each = 5000
)
## 3) use the idx to split
## the dates into equal parts
split_dates <- split(
x = dates,
f = idx
)
## 4) collect all all
## calls in a list
## using lapply
ohlc <- lapply(
X = split_dates,
FUN = function(dates){
Sys.sleep(1)
cryptoQuotes::get_quote(
ticker = "PF_XBTUSD",
source = "kraken",
futures = TRUE,
interval = "5m",
from = min(dates),
to = max(dates)
)
}
)
## 4.1) rbind all
## elements
nrow(
ohlc <- do.call(
what = rbind,
args = ohlc
)
)
#> [1] 10000
Note: For an indepth analysis of the various limitations and workarounds please see the {cryptoQuotes} wiki on Github