Get the open interest on perpetual futures contracts

Get the open interest on a cryptocurrency pair from the available_exchanges() in any actively traded available_tickers() on the FUTURES markets.

Usage

get_openinterest(
 ticker,
 interval = '1d',
 source   = 'binance',
 from     = NULL,
 to       = NULL
)

Arguments

ticker

A character-vector of length 1. See available_tickers() for available tickers.

interval

A character-vector of length 1. 1d by default. See available_intervals() for available intervals.

source

A character-vector of length 1. binance by default. See available_exchanges() for available exchanges.

from

An optional character-, date- or POSIXct-vector of length 1. NULL by default.

to

An optional character-, date- or POSIXct-vector of length 1. NULL by default.

Value

An xts-object containing,

index

<POSIXct> the time-index

open_interest

<numeric> open perpetual contracts on both both sides

Sample output

#>                     open_interest
#> 2024-05-12 02:00:00      70961.07
#> 2024-05-13 02:00:00      69740.49
#> 2024-05-14 02:00:00      71110.33
#> 2024-05-15 02:00:00      67758.06
#> 2024-05-16 02:00:00      73614.70
#> 2024-05-17 02:00:00      72377.85

Details

On time-zones and dates

Values passed to from or to must be coercible by as.Date(), or as.POSIXct(), with a format of either "%Y-%m-%d" or "%Y-%m-%d %H:%M:%S". By default all dates are passed and returned with Sys.timezone().

On returns

If only from is provided 200 pips are returned up to Sys.time(). If only to is provided 200 pips up to the specified date is returned.

See also

Other get-functions: get_fgindex(), get_fundingrate(), get_lsratio(), get_quote()

Author

Serkan Korkmaz

Examples

if (FALSE) { # \dontrun{
  # script start;

  # 1) check available
  # exchanges for open interest
  cryptoQuotes::available_exchanges(
    type = 'interest'
    )

  # 2) get BTC funding rate
  # for the last 7 days
  tail(
    BTC <- cryptoQuotes::get_openinterest(
      ticker = "BTCUSDT",
      source = "binance",
      from   = Sys.Date() - 7
    )
  )

  # script end;
} # }