{cryptoQuotes} is a high-level API client for accessing public market data endpoints on major cryptocurrency exchanges. It supports open, high, low, close and volume (OHLC-V) data and a variety of sentiment indicators; the market data is high quality and can be retrieved in intervals ranging from seconds to months. All the market data is accessed and processed without relying on crawlers, or API keys, ensuring an open, and reliable, access for researchers, traders and students alike. There are currently 8 supported cryptocurrency exchanges,
| Binance | BitMart | Bybit | Crypto.com |
| Huobi (HTX) | Kraken | KuCoin | MEXC |
All data is returned as {xts}-objects which enables seamless interaction with with {quantmod} and {TTR}, for developing and evaluating trading strategies or general purpose cryptocurrency market analysis with a historical or temporal perspective.
{cryptoQuotes} has two main
features; retrieving cryptocurrency market data, and charting. The
market data consists of OHLC-V data and sentiment indicators;
including, but not limited to, cryptocurrency fear and greed index,
long-short ratio and open interest. All market data is retrieved
using the family of get_*-functions. To get a full overview of the
package and functionality please see the documentation via
{pkgdown}.
Warning
Given the nature of crypotcurrency data and general legislative
restrictions, some exchanges may not work in your geolocation.
Below is a quick overview of the package and basic usage examples on retrieving and charting Bitcoin (BTC) OHLC-V and long-short ratio in 30 minute intervals.
All supported exchanges and markets are listed in the table below, alongside the available range of intervals available from the respective exchanges,
| Exchange | Spot | Futures | Available Intervals | Smallest Interval | Biggest Interval |
|---|---|---|---|---|---|
| Binance | ✅ | ✅ | 16 | 1 second(s) | 1 month(s) |
| BitMart | ✅ | ✅ | 13 | 1 minute(s) | 1 week(s) |
| Bybit | ✅ | ✅ | 13 | 1 minute(s) | 1 month(s) |
| Crypto.com | ✅ | ✅ | 12 | 1 minute(s) | 1 month(s) |
| Huobi (HTX) | ✅ | ✅ | 9 | 1 minute(s) | 1 month(s) |
| Kraken | ✅ | ✅ | 10 | 1 minute(s) | 2 week(s) |
| KuCoin | ✅ | ✅ | 13 | 1 minute(s) | 1 week(s) |
| MEXC | ✅ | ✅ | 10 | 1 minute(s) | 1 month(s) |
Example: Bitcoin OHLC-V
Get USDT denominated Bitcoin (BTC) on the spot market from Binance in
30m-intervals using the get_quote()-function,
## BTC OHLC prices
## from Binance spot market
## in 30 minute intervals
BTC <- cryptoQuotes::get_quote(
ticker = 'BTCUSDT',
source = 'binance',
futures = FALSE,
interval = '30m',
from = Sys.Date() - 2
)| index | open | high | low | close | volume |
|---|---|---|---|---|---|
| 2024-11-02 13:00:00 | 69608 | 69680 | 69520 | 69529.32 | 111.56801 |
| 2024-11-02 13:30:00 | 69529.32 | 69626 | 69390.09 | 69459.05 | 373.18153 |
| 2024-11-02 14:00:00 | 69459.05 | 69711.59 | 69393.22 | 69679.99 | 524.68007 |
| 2024-11-02 14:30:00 | 69679.99 | 69680 | 69358.87 | 69365.99 | 391.34893 |
| 2024-11-02 15:00:00 | 69366 | 69437.85 | 69099.96 | 69151.19 | 731.13778 |
| 2024-11-02 15:30:00 | 69151.2 | 69253.16 | 69112 | 69112.01 | 260.8502 |
The sentiment indicators available in
{cryptoQuotes} can be divided
in two; derived indicators and market indicators. The former is
calculated based on, for example, the price actions such as the Moving
Average Convergence Divergence (MACD) indicator. The latter are public
indicators such as the long-short ratio or fear and greed index;
these are retrieved using the family of get_*-functions, while the
derived indicators can be created using, for example,
{TTR}.
In this overview we are focusing on market indicators made public by the cryptocurrency exchanges. For a full overview of sentiment indicators please refer to the documentation via {pkgdown}. All supported market indicators by exchange are listed in the table below,
| Endpoint | Binance | BitMart | Bybit | Crypto.com | Huobi (HTX) | Kraken | KuCoin | MEXC |
|---|---|---|---|---|---|---|---|---|
| Long-Short Ratio | ✅ | ❌ | ✅ | ❌ | ❌ | ✅ | ❌ | ❌ |
| Open Interest | ✅ | ❌ | ✅ | ❌ | ❌ | ✅ | ❌ | ❌ |
| Fundingrate | ✅ | ❌ | ✅ | ✅ | ❌ | ❌ | ✅ | ✅ |
Example: Bitcoin Long-Short Ratio
Get the long-short ratio on Bitcoin (BTC) using the
get_lsratio()-function,
## BTC OHLC prices
## from Binance spot market
## in 30 minute intervals
BTC_LS <- cryptoQuotes::get_lsratio(
ticker = 'BTCUSDT',
source = 'binance',
interval = '30m',
from = Sys.Date() - 2
)| index | long | short | ls_ratio |
|---|---|---|---|
| 2024-11-02 13:00:00 | 0.523 | 0.477 | 1.098 |
| 2024-11-02 13:30:00 | 0.52 | 0.48 | 1.085 |
| 2024-11-02 14:00:00 | 0.517 | 0.483 | 1.07 |
| 2024-11-02 14:30:00 | 0.519 | 0.481 | 1.077 |
| 2024-11-02 15:00:00 | 0.519 | 0.481 | 1.08 |
| 2024-11-02 15:30:00 | 0.52 | 0.48 | 1.085 |
Charting in {cryptoQuotes} is
built on {plotly} for
interactivity. It supports light and dark themes, and accounts for
color-deficiency via the options-argument in the chart()-function.
The OHLC-V data and the sentiment indicator can be charted using the
chart()-function,
Source
## Chart BTC
## using klines, SMA
## Bollinger Bands and
## long-short ratio
cryptoQuotes::chart(
ticker = BTC,
main = cryptoQuotes::kline(),
sub = list(
cryptoQuotes::lsr(ratio = BTC_LS),
cryptoQuotes::volume()
),
indicator = list(
cryptoQuotes::sma(n = 7),
cryptoQuotes::sma(n = 14),
cryptoQuotes::sma(n = 21),
cryptoQuotes::bollinger_bands()
),
options = list(
static = TRUE
)
)## install from CRAN
install.packages(
pkgs = 'cryptoQuotes',
dependencies = TRUE
)## install from github
devtools::install_github(
repo = 'https://github.com/serkor1/cryptoQuotes/',
ref = 'development'
)Please note that the {cryptoQuotes} project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.