+
+
+
### Expanded Support
@@ -72,12 +190,12 @@ tail(
```
#> open_interest
- #> 2024-05-31 15:00:00 3013.342
- #> 2024-05-31 16:00:00 2957.343
- #> 2024-05-31 17:00:00 2960.819
- #> 2024-05-31 18:00:00 2954.668
- #> 2024-05-31 19:00:00 2983.686
- #> 2024-05-31 20:00:00 2996.449
+ #> 2024-11-02 10:00:00 2394.876
+ #> 2024-11-02 11:00:00 2389.595
+ #> 2024-11-02 12:00:00 2396.225
+ #> 2024-11-02 13:00:00 2403.175
+ #> 2024-11-02 14:00:00 2418.193
+ #> 2024-11-02 15:00:00 2398.648
@@ -115,7 +233,7 @@ chart(
)
```
-
+
### Documentation
@@ -134,9 +252,10 @@ chart(
- Removed dependency on `conflicted`-package.
Prior to version `1.3.0` the `get*`-functions were following the syntax
-of `quantmod` closely, and this goes for the function naming too. With
-the adoption of the `tidyverse` style guide, there is no conflicts that
-needs to be resolved on `stable`- and `experimental`-functions.
+of [{quantmod}](https://github.com/joshuaulrich/quantmod) closely, and
+this goes for the function naming too. With the adoption of the
+`tidyverse` style guide, there is no conflicts that needs to be resolved
+on `stable`- and `experimental`-functions.
### New developper tools
@@ -163,7 +282,7 @@ needs to be resolved on `stable`- and `experimental`-functions.
- Fixed a bug in the `chart()`-function where the inferred intervals
would be incorrect for leap years, and months different from 30 days.
-# cryptoQuotes 1.3.0
+# Version 1.3.0
## Improvements
@@ -229,7 +348,7 @@ chart(
)
```
-
+
### Exchange Support
@@ -258,12 +377,12 @@ tail(
```
#> funding_rate
- #> 2024-05-30 02:00:00 0.00010000
- #> 2024-05-30 10:00:00 0.00010000
- #> 2024-05-30 18:00:00 0.00010000
- #> 2024-05-31 02:00:00 0.00014599
- #> 2024-05-31 10:00:00 0.00012268
- #> 2024-05-31 18:00:00 0.00010000
+ #> 2024-10-31 17:00:00 1.730390e+12
+ #> 2024-11-01 01:00:00 1.730419e+12
+ #> 2024-11-01 09:00:00 1.730448e+12
+ #> 2024-11-01 17:00:00 1.730477e+12
+ #> 2024-11-02 01:00:00 1.730506e+12
+ #> 2024-11-02 09:00:00 1.730534e+12
@@ -285,12 +404,12 @@ tail(
```
#> open_interest
- #> 2024-05-26 02:00:00 72347.36
- #> 2024-05-27 02:00:00 71077.10
- #> 2024-05-28 02:00:00 71580.71
- #> 2024-05-29 02:00:00 71880.38
- #> 2024-05-30 02:00:00 76232.59
- #> 2024-05-31 02:00:00 74250.55
+ #> 2024-10-28 01:00:00 82206.35
+ #> 2024-10-29 01:00:00 89115.04
+ #> 2024-10-30 01:00:00 90242.98
+ #> 2024-10-31 01:00:00 89315.49
+ #> 2024-11-01 01:00:00 89544.93
+ #> 2024-11-02 01:00:00 84087.60
@@ -311,11 +430,13 @@ tail(
## Warning
-As the `cryptoQuotes`-package has moved to the `tidyverse` style guide,
-the `getFoo`-functions are now `deprecated`. These will be permanently
-deleted, and removed from the `cryptoQuotes`-package, at version 1.4.0!
+As [{cryptoQuotes}](https://serkor1.github.io/cryptoQuotes/) has moved
+to the `tidyverse` style guide, the `getFoo`-functions are now
+`deprecated`. These will be permanently deleted, and removed from the
+[{cryptoQuotes}](https://serkor1.github.io/cryptoQuotes/), at version
+1.4.0!
-# cryptoQuotes 1.2.1
+# Version 1.2.1
### Minor Updates
@@ -331,7 +452,7 @@ deleted, and removed from the `cryptoQuotes`-package, at version 1.4.0!
- Fixed an error on the `Bitmart` API where weekly candles would throw
an error.
-# cryptoQuotes 1.2.0
+# Version 1.2.0
- All `from` and `to` arguments are now more flexible, and supports
passing `Sys.Date()` and `Sys.time()` directly into the
@@ -343,25 +464,29 @@ deleted, and removed from the `cryptoQuotes`-package, at version 1.4.0!
The `getQuote()`-function can now be used as follows;
- ## Specifying from
- ## date only;
- ##
- ## Returns 10 pips
- getQuote(
- ticker = 'BTCUSDT',
- interval = '1d'
- from = as.character(Sys.Date() - 10)
- )
-
- ## Specifying to
- ## date only;
- ##
- ## Returns 100 pips
- getQuote(
- ticker = 'BTCUSDT',
- interval = '1d'
- to = as.character(Sys.Date())
- )
+``` r
+## Specifying from
+## date only;
+##
+## Returns 10 pips
+getQuote(
+ ticker = 'BTCUSDT',
+ interval = '1d'
+ from = as.character(Sys.Date() - 10)
+ )
+```
+
+``` r
+## Specifying to
+## date only;
+##
+## Returns 100 pips
+getQuote(
+ ticker = 'BTCUSDT',
+ interval = '1d'
+ to = as.character(Sys.Date())
+ )
+```
## Market Sentiment
@@ -383,7 +508,7 @@ Three new convinience functions are added applicable to some situations,
- `splitWindow()`
- `calibrateWindow()`
-# cryptoQuotes 1.1.0
+# Version 1.1.0
## Frontend
@@ -391,8 +516,9 @@ Three new convinience functions are added applicable to some situations,
## Backend
-- All code has been rewritten so its compatible with `httr2`, the
- package used `httr` at version `1.0.0`.
+- All code has been rewritten so its compatible with
+ [{httr2}](https://github.com/r-lib/httr2), the package used
+ [{httr}](https://github.com/r-lib/httr) at version `1.0.0`.
## Future releases
@@ -403,6 +529,6 @@ In the next release, three more exchanges will be supported.
The returned `quotes` are in local timezone, this is an unintentional
feature and will be fixed in a bugfix.
-# cryptoQuotes 1.0.0
+# Version 1.0.0
- Initial CRAN submission :rocket:
diff --git a/R/api_binance.R b/R/api_binance.R
index 59e97c57..9c00afb4 100644
--- a/R/api_binance.R
+++ b/R/api_binance.R
@@ -9,17 +9,10 @@ binanceUrl <- function(
futures = TRUE,
...) {
- # 1) define baseURL
- # for each API
- baseUrl <- base::ifelse(
- test = futures,
- yes = 'https://fapi.binance.com',
- no = 'https://data-api.binance.vision'
- )
-
- # 2) return the
- # baseURL
- baseUrl
+ if (futures)
+ 'https://fapi.binance.com'
+ else
+ 'https://data-api.binance.vision'
}
@@ -28,18 +21,18 @@ binanceEndpoint <- function(
futures = TRUE,
top = FALSE) {
- endPoint <- switch(
+ switch(
EXPR = type,
- ohlc = {
- if (futures) 'fapi/v1/klines' else
- 'api/v3/klines'
- },
- ticker ={
- if (futures) 'fapi/v1/exchangeInfo' else
+ ticker = {
+ if (futures)
+ 'fapi/v1/exchangeInfo'
+ else
'api/v3/exchangeInfo'
},
lsratio = {
- if (top) 'futures/data/topLongShortAccountRatio' else
+ if (top)
+ 'futures/data/topLongShortAccountRatio'
+ else
'futures/data/globalLongShortAccountRatio'
},
interest = {
@@ -47,14 +40,15 @@ binanceEndpoint <- function(
},
fundingrate = {
'fapi/v1/fundingRate'
+ },
+ {
+ if (futures)
+ 'fapi/v1/klines'
+ else
+ 'api/v3/klines'
}
)
- # 2) return endPoint url
- return(
- endPoint
- )
-
}
# 2) Available intervals; #####
@@ -67,11 +61,54 @@ binanceIntervals <- function(
# 0) wrap all intercals
# in switch
- all_intervals <- switch(
+ switch(
EXPR = type,
'ohlc' = {
- data.frame(
- labels = c(
+
+ if (futures) {
+
+ # the labels
+ interval_label <- c(
+ '1m',
+ '3m',
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '2h',
+ '4h',
+ '6h',
+ '8h',
+ '12h',
+ '1d',
+ '3d',
+ '1w',
+ '1M'
+ )
+
+ # the actual values
+ interval_actual <- c(
+ '1m',
+ '3m',
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '2h',
+ '4h',
+ '6h',
+ '8h',
+ '12h',
+ '1d',
+ '3d',
+ '1w',
+ '1M'
+ )
+
+
+ } else {
+
+ interval_label <- c(
'1s',
'1m',
'3m',
@@ -88,8 +125,9 @@ binanceIntervals <- function(
'3d',
'1w',
'1M'
- ),
- values = c(
+ )
+
+ interval_actual <- c(
'1s',
'1m',
'3m',
@@ -107,30 +145,50 @@ binanceIntervals <- function(
'1w',
'1M'
)
- )
+
+
+ }
+
},
# default return value
- data.frame(
- labels = c('5m', '15m', '30m', '1h', '2h', '4h', '6h', '12h', '1d'),
- values = c('5m', '15m', '30m', '1h', '2h', '4h', '6h', '12h', '1d')
- )
- )
- if (all) {
+ {
+ interval_label = c(
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '2h',
+ '4h',
+ '6h',
+ '12h',
+ '1d'
+ )
+
+ interval_actual = c(
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '2h',
+ '4h',
+ '6h',
+ '12h',
+ '1d'
+ )
+ }
+
- return(all_intervals$labels)
+ )
- } else {
- # Select the specified interval
- selectedInterval <- all_intervals$values[
- grepl(paste0('^', interval, '$'), all_intervals$values)
- ]
+ if (all) { return(interval_label) }
- return(selectedInterval)
+ interval_actual[
+ interval_label %in% interval
+ ]
- }
}
# 3) define response object and format; ####
@@ -146,30 +204,11 @@ binanceResponse <- function(
switch(
EXPR = type,
- ohlc = {
- list(
- colum_names = c(
- 'open',
- 'high',
- 'low',
- 'close',
- 'volume'
- ),
- colum_location = c(
- 2:6
- ),
- index_location = c(
- 1
- )
-
- )
- },
-
ticker = {
list(
foo = function(
response,
- futures = NULL){
+ futures = NULL) {
subset(
x = response$symbols,
grepl(
@@ -185,25 +224,39 @@ binanceResponse <- function(
fundingrate = {
list(
colum_names = "funding_rate",
- index_location = c(2),
- colum_location = c(3)
+ index_location = 2,
+ colum_location = 2
)
},
interest = {
list(
- colum_names = c("open_interest"),
- index_location = c(4),
- colum_location = c(2)
+ colum_names = "open_interest",
+ index_location = 4,
+ colum_location = 2
)
},
lsratio = {
list(
- colum_names = c('long', 'short'),
- index_location = c(5),
+ colum_names = c('long', 'short'),
+ index_location = 5,
colum_location = c(2,4)
)
+ },
+ {
+ list(
+ colum_names = c(
+ 'open',
+ 'high',
+ 'low',
+ 'close',
+ 'volume'
+ ),
+ colum_location = 2:6,
+ index_location = 1
+
+ )
}
)
@@ -229,20 +282,15 @@ binanceDates <- function(
} else {
- dates <- convert_date(
- x = dates,
- multiplier = multiplier)
-
- dates <- vapply(
- dates,
- format,
- scientific = FALSE,
- FUN.VALUE = character(1)
+ dates <- format(
+ convert_date(
+ x = dates,
+ multiplier = multiplier
+ ),
+ scientific = FALSE
)
- names(dates) <- c('startTime', 'endTime')
-
-
+ names(dates) <- c('startTime','endTime')
}
@@ -265,7 +313,7 @@ binanceParameters <- function(
symbol = ticker,
interval = binanceIntervals(
interval = interval,
- futures = futures,
+ futures = futures,
type = type
),
limit = if (futures) 1500 else 1000
@@ -274,9 +322,9 @@ binanceParameters <- function(
# Add date parameters
date_params <- binanceDates(
futures = futures,
- dates = c(
+ dates = c(
from = from,
- to = to
+ to = to
),
is_response = FALSE
)
@@ -302,15 +350,13 @@ binanceParameters <- function(
params <- c(params, date_params)
# Return a structured list with additional common parameters
- return(
- list(
- query = params,
- path = NULL,
- futures = futures,
- source = 'binance',
- ticker = ticker,
- interval = interval
- )
+ list(
+ query = params,
+ path = NULL,
+ futures = futures,
+ source = 'binance',
+ ticker = ticker,
+ interval = interval
)
}
diff --git a/R/api_bitmart.R b/R/api_bitmart.R
index 9d6ac225..0961f30a 100644
--- a/R/api_bitmart.R
+++ b/R/api_bitmart.R
@@ -11,15 +11,10 @@ bitmartUrl <- function(
# 1) define baseURL
# for each API
- baseUrl <- base::ifelse(
- test = futures,
- yes = 'https://api-cloud.bitmart.com',
- no = 'https://api-cloud.bitmart.com'
- )
-
- # 2) return the
- # baseURL
- baseUrl
+ if (futures)
+ 'https://api-cloud-v2.bitmart.com'
+ else
+ 'https://api-cloud.bitmart.com'
}
@@ -28,21 +23,21 @@ bitmartEndpoint <- function(
futures = TRUE,
...) {
+ if (type == "ohlc") {
- endPoint <- switch(
- EXPR = type,
- ohlc = {
- if (futures) 'contract/public/kline' else
- 'spot/quotation/v3/lite-klines'
- },
- ticker ={
- if (futures) 'contract/public/details' else
- 'spot/v1/symbols'
- }
- )
+ if (futures)
+ 'contract/public/kline'
+ else
+ 'spot/quotation/v3/lite-klines'
- # 2) return endPoint url
- endPoint
+ } else {
+
+ if (futures)
+ 'contract/public/details'
+ else
+ 'spot/v1/symbols'
+
+ }
}
@@ -54,8 +49,9 @@ bitmartIntervals <- function(
...) {
# Define all intervals in a data frame
- allIntervals <- data.frame(
- labels = c(
+ if (futures) {
+
+ interval_label <- c(
'1m',
'3m',
'5m',
@@ -69,8 +65,9 @@ bitmartIntervals <- function(
'1d',
'3d',
'1w'
- ),
- values = c(
+ )
+
+ interval_actual <- c(
1,
3,
5,
@@ -85,20 +82,49 @@ bitmartIntervals <- function(
4320,
10080
)
- )
- if (all) {
+ } else {
- return(allIntervals$labels)
+ interval_label <- c(
+ '1m',
+ # '3m',
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '2h',
+ '4h',
+ # '6h',
+ # '12h',
+ '1d',
+ # '3d',
+ '1w'
+ )
- } else {
- # Locate and return the chosen interval value
- selectedInterval <- allIntervals$values[
- allIntervals$labels == interval
- ]
+ interval_actual <- c(
+ 1,
+ # 3,
+ 5,
+ 15,
+ 30,
+ 60,
+ 120,
+ 240,
+ # 360,
+ # 720,
+ 1440,
+ # 4320,
+ 10080
+ )
- return(selectedInterval)
}
+
+ if (all) { return(interval_label) }
+
+ interval_actual[
+ interval_label %in% interval
+ ]
+
}
# 3) define response object and format; ####
@@ -107,46 +133,45 @@ bitmartResponse <- function(
futures,
...) {
- response <- NULL
-
# mock response
# to avoid check error in
# unevaluated expressions
response <- NULL
- switch(
- EXPR = type,
- ohlc = {
- list(
-
- colum_names = if (futures)
- c('low', 'high', 'open', 'close', 'volume')
- else
- c('open', 'high', 'low', 'close', 'volume'),
+ if (type == "ohlc") {
- colum_location = if (futures)
- 1:5
- else
- c(2:5, 7),
+ if (futures) {
- index_location = if (futures)
- 6
- else
- 1
- )
- },
- ticker = {
list(
- foo = function(response, futures){
+ colum_names = c('low', 'high', 'open', 'close', 'volume'),
+ colum_location = 1:5,
+ index_location = 6
+ )
- if (futures) response$data$symbol$symbol else
- response$data$symbols
+ } else {
- }
+ list(
+ colum_names = c('open', 'high', 'low', 'close', 'volume'),
+ colum_location = c(2:5,7),
+ index_location = 1
)
+
}
- )
+ } else {
+
+ list(
+ foo = function(response, futures){
+
+ if (futures)
+ response$data$symbol$symbol
+ else
+ response$data$symbols
+
+ }
+ )
+
+ }
}
@@ -166,16 +191,12 @@ bitmartDates <- function(
} else {
- dates <- convert_date(
- x = dates,
- multiplier = 1
- )
-
- dates <- vapply(
- dates,
- format,
- scientific = FALSE,
- FUN.VALUE = character(1)
+ dates <- format(
+ convert_date(
+ x = dates,
+ multiplier = 1
+ ),
+ scientific = FALSE
)
names(dates) <- if (futures)
diff --git a/R/api_bybit.R b/R/api_bybit.R
index ed2ff55b..eb135e20 100644
--- a/R/api_bybit.R
+++ b/R/api_bybit.R
@@ -9,17 +9,10 @@ bybitUrl <- function(
futures = TRUE,
...) {
- # 1) define baseURL
- # for each API
- baseUrl <- base::ifelse(
- test = futures,
- yes = 'https://api.bybit.com',
- no = 'https://api.bybit.com'
- )
-
- # 2) return the
- # baseURL
- baseUrl
+ if (futures)
+ 'https://api.bybit.com'
+ else
+ 'https://api.bybit.com'
}
@@ -30,34 +23,29 @@ bybitEndpoint <- function(
endPoint <- switch(
EXPR = type,
-
- ohlc = {
- if (futures)
- 'v5/market/kline'
- else
- 'v5/market/kline'
- },
-
ticker = {
if (futures)
'v5/market/instruments-info?category=linear'
else
'v5/market/instruments-info?category=spot'
},
-
lsratio = {
if (top)
'v5/market/account-ratio'
else
'v5/market/account-ratio'
},
-
fundingrate = {
'v5/market/funding/history'
},
-
interest = {
'/v5/market/open-interest'
+ },
+ {
+ if (futures)
+ 'v5/market/kline'
+ else
+ 'v5/market/kline'
}
)
@@ -77,79 +65,47 @@ bybitIntervals <- function(
...) {
# 0) Define intervals
- all_intervals <- switch(
- EXPR = type,
-
- 'lsratio' = {
- data.frame(
- labels = c('5m', '15m', '30m', '1h', '4h', '1d'),
- values = c("5min", "15min", "30min", "1h", "4h", "1d")
- )
- },
-
- 'interest' = {
- data.frame(
- labels = c('5m', '15m', '30m', '1h', '4h', '1d'),
- values = c("5min", "15min", "30min", "1h" , "4h", "1d")
- )
- },
-
- data.frame(
- labels = c(
- '1m',
- '3m',
- '5m',
- '15m',
- '30m',
- '1h',
- '2h',
- '4h',
- '6h',
- '12h',
- '1d',
- '1M',
- '1w'
- ),
- values = c(
- "1" ,
- "3",
- "5",
- "15",
- "30",
- "60",
- "120",
- "240",
- "360",
- "720",
- "D",
- "M",
- "W"
- )
+ if (type == "ohlc") {
+ interval_label <- c(
+ '1m',
+ '3m',
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '2h',
+ '4h',
+ '6h',
+ '12h',
+ '1d',
+ '1M',
+ '1w'
)
- )
-
-
-
- # 2.1) if not ALL
- # then return interval
- # selected
- if (all) {
-
- # 2) return all
- # intervals
- interval <- all_intervals$labels
-
-
-
- } else {
-
- interval <- all_intervals$values[
- grepl(pattern = paste0('^', interval, '$'), x = all_intervals$labels)
- ]
+ interval_actual <- c(
+ "1" ,
+ "3",
+ "5",
+ "15",
+ "30",
+ "60",
+ "120",
+ "240",
+ "360",
+ "720",
+ "D",
+ "M",
+ "W"
+ ) } else {
+ interval_label <- c('5m', '15m', '30m', '1h', '4h', '1d')
+ interval_actual <- c("5min", "15min", "30min", "1h", "4h", "1d")
}
- interval
+ if (all) { return(interval_label) }
+
+ interval_actual[
+ interval_label %in% interval
+ ]
}
@@ -176,12 +132,8 @@ bybitResponse <- function(
'close',
'volume'
),
- colum_location = c(
- 2:6
- ),
- index_location = c(
- 1
- )
+ colum_location = 2:6,
+ index_location = 1
)
},
@@ -197,25 +149,24 @@ bybitResponse <- function(
},
interest = {
list(
- colum_names = c('open_interest'),
- index_location = c(2),
- colum_location = c(1)
+ colum_names = 'open_interest',
+ index_location = 2,
+ colum_location = 1
)
},
fundingrate = {
list(
colum_names = "funding_rate",
- index_location = c(3),
- colum_location = c(2)
+ index_location = 3,
+ colum_location = 2
)
},
-
- lsratio <- {
+ {
list(
colum_names = c('long', 'short'),
- index_location = c(4),
- colum_location = c(2:3)
+ index_location = 4,
+ colum_location = 2:3
)
}
@@ -246,23 +197,16 @@ bybitDates <- function(
} else {
- dates <- convert_date(
- x = dates,
- multiplier = multiplier)
-
- dates <- vapply(
- dates,
- format,
- scientific = FALSE,
- FUN.VALUE = character(1)
+ dates <- format(
+ convert_date(
+ x = dates,
+ multiplier = multiplier
+ ),
+ scientific = FALSE
)
-
-
names(dates) <-c('start', 'end')
-
-
}
dates
@@ -300,32 +244,36 @@ bybitParameters <- function(
is_response = FALSE
)
+ if (type != "ohlc") {
- if (type == "fundingrate"){
+ switch(
+ EXPR = type,
+ "fundingrate" = {
- names(date_params) <- c("startTime", "endTime")
+ names(date_params) <- c("startTime", "endTime")
- }
+ },
+ "interest" = {
- if (type == "interest") {
+ names(params)[3] <- 'intervalTime'
+ names(date_params) <- c("startTime", "endTime")
+ params$limit <- 200
- names(params)[3] <- 'intervalTime'
- names(date_params) <- c("startTime", "endTime")
- params$limit <- 200
- }
+ },
+ "lsratio" = {
+ # 4.1) This is a standalone
+ # parameter; was called interval
+ # but is named period in the API calls
+ names(params)[3] <- 'period'
- if (type == 'lsratio') {
- # 4.1) This is a standalone
- # parameter; was called interval
- # but is named period in the API calls
- names(params)[3] <- 'period'
-
- # 4.1) Return only
- # 100 such that this function
- # aligns with the remaining
- # functions which
- # also returns 100
- params$limit <- 500
+ # 4.1) Return only
+ # 100 such that this function
+ # aligns with the remaining
+ # functions which
+ # also returns 100
+ params$limit <- 500
+ }
+ )
}
diff --git a/R/api_cryptocom.R b/R/api_cryptocom.R
new file mode 100644
index 00000000..e86708e4
--- /dev/null
+++ b/R/api_cryptocom.R
@@ -0,0 +1,223 @@
+# script: new_api_crypto.com
+# date: 2024-06-07
+# author: Serkan Korkmaz, serkor1@duck.com
+# objective: Create all necessary parameters
+# for a proper API call
+# script start;
+# 1) URLs and Endpoint; ####
+crypto.comUrl <- function(
+ futures = TRUE,
+ ...) {
+
+ # 1) define baseURL
+ # for each API
+ if (futures)
+ 'https://api.crypto.com/exchange/v1/public'
+ else
+ 'https://api.crypto.com/exchange/v1/public'
+
+}
+
+crypto.comEndpoint <- function(
+ type = 'ohlc',
+ futures = TRUE,
+ ...) {
+
+ switch(
+ EXPR = type,
+ ticker ={
+ 'get-instruments'
+ },
+ fundingrate = {
+ 'get-valuations'
+ },
+ # default value:
+ # klines
+ {
+ 'get-candlestick'
+ }
+ )
+
+}
+
+# 2) Available intervals; #####
+crypto.comIntervals <- function(
+ interval,
+ futures,
+ all = FALSE,
+ ...) {
+
+ # interval labels
+ # user-facing
+ interval_label <- c(
+ "1m",
+ "5m",
+ "15m",
+ "30m",
+ "1h",
+ "2h",
+ "4h",
+ "12h",
+ "1d",
+ "1w",
+ "2w",
+ "1M"
+ )
+
+ # API intervals
+ interval_actual <- c(
+ "M1",
+ "M5",
+ "M15",
+ "M30",
+ "H1",
+ "H2",
+ "H4",
+ "H12",
+ "1D",
+ "7D",
+ "14D",
+ "1M"
+ )
+
+
+ if (all) { return(interval_label) }
+
+ interval_actual[
+ interval_label %in% interval
+ ]
+
+}
+
+# 3) define response object and format; ####
+crypto.comResponse <- function(
+ type = 'ohlc',
+ futures,
+ ...) {
+
+ # mock response
+ # to avoid check error in
+ # unevaluated expressions
+ response <- NULL
+
+ switch(
+ EXPR = type,
+ ticker = {
+ list(
+ foo = function(response, futures) {
+
+ subset(
+ response$result$data,
+ response$result$data$tradable == TRUE &
+ response$result$data$inst_type %in% ifelse(
+ futures,
+ c("PERPETUAL_SWAP", "FUTURE"),
+ "CCY_PAIR"
+
+ )
+ )$symbol
+ }
+ )
+ },
+
+ fundingrate = {
+ list(
+ colum_names = "funding_rate",
+ index_location = c(2),
+ colum_location = c(1)
+ )
+ },
+ {
+ list(
+ colum_names = c('open', 'high', 'low', 'close', 'volume'),
+ colum_location = 1:5,
+ index_location = 6
+ )
+ }
+ )
+
+}
+
+# 4) Dates passed to and from endpoints; ####
+crypto.comDates <- function(
+ futures,
+ dates,
+ is_response = FALSE,
+ ...) {
+
+ # 0) set multiplier based
+ # on market
+ multiplier <- 1e3
+
+ # 1) if its a response
+ if (is_response) {
+
+ dates <- convert_date(
+ x = as.numeric(dates),
+ multiplier = multiplier
+ )
+
+ } else {
+
+ # Convert dates and format
+ dates <- format(
+ convert_date(
+ x = dates,
+ multiplier = multiplier
+ ),
+ scientific = FALSE
+ )
+
+ names(dates) <- c('start_ts', 'end_ts')
+
+ }
+
+ dates
+
+}
+
+# 5) Parameters passed to endpoints; ####
+crypto.comParameters <- function(
+ futures = TRUE,
+ ticker,
+ type = NULL,
+ interval,
+ from = NULL,
+ to = NULL,
+ ...) {
+
+ # Initial parameter setup
+ params <- list(
+ instrument_name = ticker,
+ timeframe = crypto.comIntervals(
+ interval = interval,
+ futures = futures
+ ),
+ count = 5000
+ )
+
+ if (type == "fundingrate"){
+ params$valuation_type <- 'funding_hist'
+ }
+
+ # Add date parameters
+ date_params <- crypto.comDates(
+ futures = futures,
+ dates = c(from = from, to = to)
+ )
+
+ # Combine all parameters
+ params <- c(params, date_params)
+
+ # Return structured list with additional parameters
+ list(
+ query = params,
+ path = NULL,
+ futures = futures,
+ source = 'crypto.com',
+ ticker = ticker,
+ interval = interval
+ )
+}
+
+# script end;
diff --git a/R/api_huobi.R b/R/api_huobi.R
new file mode 100644
index 00000000..50643132
--- /dev/null
+++ b/R/api_huobi.R
@@ -0,0 +1,249 @@
+# script: api_huobi
+# date: 2024-06-07
+# author: Serkan Korkmaz, serkor1@duck.com
+# objective: Create all necessary parameters
+# for a proper API call
+# script start;
+# 1) URLs and Endpoint; ####
+huobiUrl <- function(
+ futures = TRUE,
+ ...) {
+
+ # 1) define baseURL
+ # for each API
+ if (futures)
+ 'https://api.hbdm.com'
+ else
+ 'https://api.huobi.pro'
+
+}
+
+huobiEndpoint <- function(
+ type = 'ohlc',
+ futures = TRUE,
+ top = FALSE) {
+
+ switch(
+ EXPR = type,
+ ticker ={
+ if (futures)
+ "linear-swap-api/v1/swap_api_state"
+ else
+ "v2/settings/common/symbols"
+ },
+ {
+ if (futures)
+ 'linear-swap-ex/market/history/kline'
+ else
+ 'market/history/kline'
+ }
+ )
+}
+
+# 2) Available intervals; #####
+huobiIntervals <- function(
+ futures,
+ interval,
+ all = FALSE,
+ type,
+ ...) {
+
+ # 0) define intervals
+ # NOTE: These are common for
+ # both endpoints
+
+ interval_label <- c(
+ '1m',
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '4h',
+ '1d',
+ '1w',
+ '1M'
+ )
+
+ interval_actual <- c(
+ "1min",
+ "5min",
+ "15min",
+ "30min",
+ "60min",
+ "4hour",
+ "1day",
+ "1week",
+ "1mon"
+ )
+
+
+ if (all) { return(interval_label) }
+
+ interval_actual[
+ interval_label %in% interval
+ ]
+
+}
+
+
+# 3) define response object and format; ####
+huobiResponse <- function(
+ type = 'ohlc',
+ futures,
+ ...) {
+
+ # mock response
+ # to avoid check error in
+ # unevaluated expressions
+ response <- NULL
+
+ switch(
+ EXPR = type,
+ ticker = {
+ list(
+ foo = function(
+ response,
+ futures = NULL){
+
+ if (futures) {
+
+ subset(
+ response$data
+ )$contract_code
+
+ } else {
+
+ subset(
+ response$data,
+ response$data$state == "online" & response$data$te == TRUE
+ )$sc
+
+ }
+
+ }
+ )
+ },
+ {
+
+ list(
+ colum_names = if (futures)
+ c(
+ 'open',
+ 'close',
+ 'high',
+ 'low',
+ 'volume'
+ )
+
+ else {
+ c(
+ 'open',
+ 'close',
+ 'low',
+ 'high',
+ 'volume'
+ )
+ },
+ colum_location = if (futures) c(2:5,7) else c(2:6),
+ index_location = c(
+ 1
+ )
+
+ )
+
+ }
+
+ )
+
+}
+
+# 4) Dates passed to and from endpoints; ####
+huobiDates <- function(
+ futures,
+ dates,
+ is_response = FALSE,
+ ...) {
+
+ # 0) Set multiplier
+ multiplier <- 1
+
+ # 1) determine wether
+ # its a response or request
+ if (is_response) {
+
+ # NOTE: The API returns
+ # in GMT+8 time and
+ # convert_date assumes that its
+ # UTC
+ dates <- convert_date(
+ x = as.numeric(dates),
+ multiplier = multiplier)
+
+ } else {
+
+ dates <- format(
+ convert_date(
+ x = dates,
+ multiplier = multiplier
+ ),
+ scientific = FALSE
+ )
+
+ names(dates) <- c('from', 'to')
+
+ }
+
+ dates
+
+}
+
+# 5) Parameters passed to endpoints; ####
+huobiParameters <- function(
+ futures = TRUE,
+ type = 'ohlc',
+ ticker,
+ interval,
+ from = NULL,
+ to = NULL,
+ ...) {
+
+ # Basic parameters common to both futures and non-futures
+ params <- list(
+ symbol = ticker,
+ period = huobiIntervals(
+ interval = interval,
+ futures = futures,
+ type = type
+ ),
+ size = 2000
+ )
+
+ if (futures) names(params)[1] <- "contract_code"
+
+ # Add date parameters
+ date_params <- huobiDates(
+ futures = futures,
+ dates = c(
+ from = from,
+ to = to
+ ),
+ is_response = FALSE
+ )
+
+ # Combine all parameters
+ params <- c(params)
+
+ # Return a structured list with additional common parameters
+ return(
+ list(
+ query = params,
+ path = NULL,
+ futures = futures,
+ source = 'huobi',
+ ticker = ticker,
+ interval = interval
+ )
+ )
+}
+
+# script end; ####
diff --git a/R/api_kraken.R b/R/api_kraken.R
index 78e220a7..ac7e4d4e 100644
--- a/R/api_kraken.R
+++ b/R/api_kraken.R
@@ -11,15 +11,10 @@ krakenUrl <- function(
# 1) define baseURL
# for each API
- baseUrl <- base::ifelse(
- test = futures,
- yes = 'https://futures.kraken.com',
- no = 'https://api.kraken.com'
- )
-
- # 2) return the
- # baseURL
- baseUrl
+ if (futures)
+ 'https://futures.kraken.com'
+ else
+ 'https://api.kraken.com'
}
@@ -28,14 +23,12 @@ krakenEndpoint <- function(
futures = TRUE,
...) {
- endPoint <- switch(
+ switch(
EXPR = type,
- ohlc = {
- if (futures) 'api/charts/v1/' else
- '0/public/OHLC/'
- },
ticker ={
- if (futures) 'derivatives/api/v3/instruments/' else
+ if (futures)
+ 'derivatives/api/v3/instruments/'
+ else
'0/public/AssetPairs/'
},
# Was lsratio
@@ -44,12 +37,15 @@ krakenEndpoint <- function(
},
interest = {
'api/charts/v1/analytics/'
+ },
+ {
+ if (futures)
+ 'api/charts/v1/'
+ else
+ '0/public/OHLC/'
}
)
- # 2) return endPoint url
- endPoint
-
}
# 2) Available intervals; #####
@@ -61,49 +57,31 @@ krakenIntervals <- function(
...) {
# 0) construct intervals
- all_intervals <- switch(
- EXPR = type,
- 'ohlc' = {
- if (futures) {
- # For futures, labels and values are the same
- data.frame(
- labels = c("1m", "5m", "15m", "30m", "1h", "4h", "12h", "1d", "1w"),
- values = c("1m", "5m", "15m", "30m", "1h", "4h", "12h", "1d", "1w")
- )
- } else {
- # For non-futures, labels and values are different
- data.frame(
- labels = c("1m", "5m", "15m", "30m", "1h", "4h", "1d", "1w", "2w"),
- values = c(1 ,5 ,15 ,30 ,60 ,240 , 1440,10080,21600)
- )
- }
- },
- data.frame(
- labels = c("1m", "5m", "15m", "30m", "1h", "4h", "12h", "2d", "8d"),
- values = c(60, 300, 900, 1800, 3600, 14400, 43200, 86400, 604800)
- )
- )
-
- # 2.1) if not ALL
- # then return interval
- # selected
- if (all) {
+ switch(EXPR = type, 'ohlc' = {
+ if (futures) {
+ # For futures, labels and values are the same
- # 2) return all
- # intervals
- interval <- all_intervals$labels
+ interval_label <- c("1m", "5m", "15m", "30m", "1h", "4h", "12h", "1d", "1w")
+ interval_actual <- c("1m", "5m", "15m", "30m", "1h", "4h", "12h", "1d", "1w")
+ } else {
+ # For non-futures, labels and values are different
+ interval_label <- c("1m", "5m", "15m", "30m", "1h", "4h", "1d", "1w", "2w")
+ interval_actual <- c(1 , 5 , 15 , 30 , 60 , 240 , 1440, 10080, 21600)
- } else {
-
- interval <- all_intervals$values[
- grepl(pattern = paste0('^', interval, '$'), x = all_intervals$labels)
- ]
+ }
+ }, # default values
+ {
+ interval_label <- c("1m", "5m", "15m", "30m", "1h", "4h", "12h", "2d", "8d")
+ interval_actual <- c(60, 300, 900, 1800, 3600, 14400, 43200, 86400, 604800)
+ })
- }
+ if (all) { return(interval_label) }
- interval
+ interval_actual[
+ interval_label %in% interval
+ ]
}
@@ -123,14 +101,8 @@ krakenResponse <- function(
)
}
-
switch(
EXPR = type,
- ohlc = {
- ohlc_structure(
- volume_loc = if (!futures) 7 else 6
- )
- },
ticker = {
list(
foo = function(response, futures) {
@@ -144,16 +116,14 @@ krakenResponse <- function(
} else {
- names(
- lapply(
- response$result,
- function(x) {
- if (x$status == 'online'){
- x$altname
- }
- }
- )
- )
+ unname(
+ obj = sapply(
+ response$result, function(x){
+ x$altname},
+ simplify = TRUE,
+ USE.NAMES = FALSE),
+ force = TRUE)
+
}
}
@@ -175,6 +145,11 @@ krakenResponse <- function(
index_location = c(1),
colum_location = c(2,3,4,5)
)
+ },
+ {
+ ohlc_structure(
+ volume_loc = if (futures) 6 else 7
+ )
}
)
@@ -211,7 +186,7 @@ krakenDates <- function(
yes = 1,
no = 1
)
- )
+ )
if (!futures) {
# Adjust for Spot market
@@ -276,7 +251,20 @@ krakenParameters <- function(
tick_type = "open-interest"
)
},
- ohlc = {
+ lsratio = {
+ params$symbol <- params$ticker
+ params$resolution <- params$interval
+ params$query <- list(
+ interval = params$interval,
+ since = date_params[1],
+ to = date_params[2]
+ )
+ params$path <- list(
+ symbol = params$symbol,
+ tick_type = 'long-short-info'
+ )
+ },
+ {
# Set specific parameters for futures or non-futures
if (futures) {
params$symbol <- params$ticker
@@ -302,22 +290,6 @@ krakenParameters <- function(
)
params$path <- NULL
}
-
-
-
- },
- lsratio = {
- params$symbol <- params$ticker
- params$resolution <- params$interval
- params$query <- list(
- interval = params$interval,
- since = date_params[1],
- to = date_params[2]
- )
- params$path <- list(
- symbol = params$symbol,
- tick_type = 'long-short-info'
- )
}
)
diff --git a/R/api_kucoin.R b/R/api_kucoin.R
index 950440af..82fae38e 100644
--- a/R/api_kucoin.R
+++ b/R/api_kucoin.R
@@ -11,17 +11,10 @@ kucoinUrl <- function(
# 1) define baseURL
# for each API
- baseUrl <- base::ifelse(
- test = futures,
- yes = 'https://api-futures.kucoin.com',
- no = 'https://api.kucoin.com'
- )
-
- # 2) return the
- # baseURL
- return(
- baseUrl
- )
+ if (futures)
+ 'https://api-futures.kucoin.com'
+ else
+ 'https://api.kucoin.com'
}
@@ -30,25 +23,25 @@ kucoinEndpoint <- function(
futures = TRUE,
...) {
- endPoint <- switch(
+ switch(
EXPR = type,
- ohlc = {
- if (futures) 'api/v1/kline/query' else
- 'api/v1/market/candles'
- },
ticker ={
- if (futures) 'api/v1/contracts/active' else
+ if (futures)
+ 'api/v1/contracts/active'
+ else
'api/v1/market/allTickers'
},
fundingrate = {
'api/v1/contract/funding-rates'
+ },
+ {
+ if (futures)
+ 'api/v1/kline/query'
+ else
+ 'api/v1/market/candles'
}
)
- # 2) return endPoint url
- return(
- endPoint
- )
}
# 2) Available intervals; #####
@@ -59,8 +52,8 @@ kucoinIntervals <- function(
...) {
if (futures) {
- allIntervals <- data.frame(
- labels = c(
+
+ interval_label <- c(
'1m',
'5m',
'15m',
@@ -72,12 +65,12 @@ kucoinIntervals <- function(
'12h',
'1d',
'1w'
- ),
- values = c(1, 5, 15, 30, 60, 120, 240, 480, 720, 1440, 10080)
- )
+ )
+ interval_actual <- c(1, 5, 15, 30, 60, 120, 240, 480, 720, 1440, 10080)
+
} else {
- allIntervals <- data.frame(
- labels = c(
+
+ interval_label <- c(
'1m',
'3m',
'5m',
@@ -91,8 +84,9 @@ kucoinIntervals <- function(
'12h',
'1d',
'1w'
- ),
- values = c(
+ )
+
+ interval_actual <- c(
'1min',
'3min',
'5min',
@@ -107,21 +101,14 @@ kucoinIntervals <- function(
'1day',
'1week'
)
- )
- }
-
- if (all) {
- return(allIntervals$labels)
+ }
- } else {
- # Select the specified interval
- selectedInterval <- allIntervals$values[
- grepl(paste0('^', interval, '$'), allIntervals$labels, ignore.case = TRUE)
- ]
+ if (all) { return(interval_label) }
- return(selectedInterval)
- }
+ interval_actual[
+ interval_label %in% interval
+ ]
}
# 3) define response object and format; ####
@@ -139,16 +126,6 @@ kucoinResponse <- function(
switch(
EXPR = type,
- ohlc = {
- list(
- colum_names = if (futures)
- c('open', 'high', 'low', 'close', 'volume')
- else
- c('open', 'close', 'high', 'low', 'volume'),
- colum_location = 2:6,
- index_location = 1
- )
- },
ticker = {
list(
foo = function(response, futures) {
@@ -174,6 +151,16 @@ kucoinResponse <- function(
index_location = c(3),
colum_location = c(2)
)
+ },
+ {
+ list(
+ colum_names = if (futures)
+ c('open', 'high', 'low', 'close', 'volume')
+ else
+ c('open', 'close', 'high', 'low', 'volume'),
+ colum_location = 2:6,
+ index_location = 1
+ )
}
)
@@ -188,7 +175,10 @@ kucoinDates <- function(
# 0) set multiplier based
# on market
- multiplier <- if (futures) 1e3 else 1
+ multiplier <- if (futures)
+ 1e3
+ else
+ 1
# 1) if its a response
if (is_response) {
@@ -201,7 +191,6 @@ kucoinDates <- function(
} else {
-
# Convert dates and format
dates <- convert_date(
@@ -209,25 +198,22 @@ kucoinDates <- function(
multiplier = multiplier
)
- dates <- format(
- dates,
- scientific = FALSE
- )
-
-
if (!futures) {
# Adjust for Kucoin spot and set names
dates <- as.numeric(dates)
dates[2] <- dates[2] + 15 * 60
names(dates) <- c('startAt', 'endAt')
+
} else {
# Set names for futures
names(dates) <- c('from', 'to')
}
-
-
+ dates <- format(
+ dates,
+ scientific = FALSE
+ )
}
dates
@@ -254,7 +240,11 @@ kucoinParameters <- function(
)
)
# Assign appropriate names based on the futures flag
- interval_param_name <- if (futures) 'granularity' else 'type'
+ interval_param_name <- if (futures)
+ 'granularity'
+ else
+ 'type'
+
names(params)[2] <- interval_param_name
# Add date parameters
@@ -269,11 +259,11 @@ kucoinParameters <- function(
# Return structured list with additional parameters
return(
list(
- query = params,
- path = NULL,
- futures = futures,
- source = 'kucoin',
- ticker = ticker,
+ query = params,
+ path = NULL,
+ futures = futures,
+ source = 'kucoin',
+ ticker = ticker,
interval = interval
)
)
diff --git a/R/api_mexc.R b/R/api_mexc.R
new file mode 100644
index 00000000..d7bd210d
--- /dev/null
+++ b/R/api_mexc.R
@@ -0,0 +1,282 @@
+# script: new_api_mexc
+# date: 2023-12-18
+# author: Serkan Korkmaz, serkor1@duck.com
+# objective: Create all necessary parameters
+# for a proper API call
+# script start;
+# 1) URLs and Endpoint; ####
+mexcUrl <- function(
+ futures = TRUE,
+ ...) {
+
+ # 1) define baseURL
+ # for each API
+ if (futures)
+ 'https://contract.mexc.com'
+ else
+ 'https://api.mexc.com'
+
+}
+
+mexcEndpoint <- function(
+ type = 'ohlc',
+ futures = TRUE,
+ ...) {
+
+ switch(
+ EXPR = type,
+ ticker = {
+ if (futures)
+ 'api/v1/contract/detail'
+ else
+ 'api/v3/exchangeInfo'
+ },
+ fundingrate = {
+ 'api/v1/contract/funding_rate/history'
+ },
+ # Default values is
+ # the ohlc
+ {
+ if (futures)
+ 'api/v1/contract/kline/'
+ else
+ 'api/v3/klines'
+ }
+ )
+
+}
+
+# 2) Available intervals; #####
+mexcIntervals <- function(
+ interval,
+ futures,
+ all = FALSE,
+ ...) {
+
+ if (futures) {
+
+ interval_label <- c(
+ '1m',
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '4h',
+ '8h',
+ '1d',
+ '1w',
+ "1M"
+ )
+
+ interval_actual <- c(
+ "Min1",
+ "Min5",
+ "Min15",
+ "Min30",
+ "Min60",
+ "Hour4",
+ "Hour8",
+ "Day1",
+ "Week1",
+ "Month1"
+ )
+
+ } else {
+
+ interval_label <- c(
+ '1m',
+ '5m',
+ '15m',
+ '30m',
+ '1h',
+ '4h',
+ '1d',
+ '1w',
+ '1M'
+ )
+
+ interval_actual <- c(
+ '1m',
+ '5m',
+ '15m',
+ '30m',
+ '60m',
+ '4h',
+ '1d',
+ '1W',
+ '1M'
+ )
+
+ }
+
+ if (all) { return(interval_label) }
+
+ interval_actual[
+ interval_label %in% interval
+ ]
+}
+
+# 3) define response object and format; ####
+mexcResponse <- function(
+ type = 'ohlc',
+ futures,
+ ...) {
+
+ # mock response
+ # to avoid check error in
+ # unevaluated expressions
+ response <- NULL
+
+ switch(
+ EXPR = type,
+ ticker = {
+ list(
+ foo = function(response, futures) {
+ if (futures) {
+ response$data$symbol
+
+ } else {
+ subset(
+ x = response$symbols,
+ response$symbols$status == "1"
+ )$symbol
+
+
+ }
+ }
+ )
+ },
+
+ fundingrate = {
+ list(
+ colum_names = "funding_rate",
+ index_location = c(3),
+ colum_location = c(2)
+ )
+ },
+ {
+ list(
+ colum_names = if (futures)
+ c('open', 'close', 'high', 'low', 'volume')
+ else
+ c('open', 'high', 'low', 'close', 'volume'),
+ colum_location = c(2:6),
+ index_location = 1
+ )
+ }
+ )
+
+}
+
+# 4) Dates passed to and from endpoints; ####
+mexcDates <- function(
+ futures,
+ dates,
+ is_response = FALSE,
+ type = "ohlc",
+ ...) {
+ # Set multiplier based on market
+ # and type
+ #
+ # If fundingrate the multiplier
+ # is 1e3
+ multiplier <- 1e3 / if (futures & !grepl("fundingrate", type)) 1e3 else 1
+
+ # Convert and format dates
+ dates <- convert_date(
+ x = if (is_response) as.numeric(dates) else dates,
+ multiplier = multiplier
+ )
+
+ if (!is_response) {
+ # Adjust for mexc spot and set names
+ dates <- as.numeric(dates)
+ dates[2] <- dates[2] + 15 * 60
+
+ if (!futures) {
+
+ names(dates) <- c('startTime', 'endTime')
+
+ } else {
+ # Set names for futures
+ names(dates) <- c('start', 'end')
+ }
+
+ dates <- format(dates, scientific = FALSE)
+
+ }
+
+ dates
+}
+
+
+
+# 5) Parameters passed to endpoints; ####
+mexcParameters <- function(
+ futures = TRUE,
+ ticker,
+ type = NULL,
+ interval,
+ from = NULL,
+ to = NULL,
+ ...) {
+
+ # Set initial parameters with interval and assign appropriate name
+ params <- list(
+ interval = mexcIntervals(
+ interval = interval,
+ futures = futures
+ )
+ )
+
+ # Add date parameters
+ params <- c(
+ params,
+ mexcDates(
+ futures = futures,
+ dates = c(from = from, to = to)
+ )
+ )
+
+ # Handle type-specific parameters
+ if (type == "fundingrate") {
+ params$symbol <- ticker
+ params$page_size <- 100
+ } else {
+ if (futures) {
+ params$path <- list(ticker)
+ } else {
+ params$symbol <- ticker
+ params$limit <- 1000
+ }
+ }
+
+ # Construct the final parameter list based on type
+ params <- switch(
+ EXPR = type,
+ fundingrate = list(
+ query = params,
+ futures = futures,
+ source = 'mexc',
+ interval = interval
+ ),
+ ohlc = list(
+ query = params,
+ path = if (futures) list(ticker) else NULL,
+ futures = futures,
+ source = 'mexc',
+ interval = interval
+ ),
+ # Default case to handle unexpected types
+ list(
+ query = params,
+ futures = futures,
+ source = 'mexc',
+ interval = interval
+ )
+ )
+
+ # Return the final structured parameter list
+ params
+}
+# script end;
diff --git a/R/available_exchanges.R b/R/available_exchanges.R
index 90772d44..507ae209 100644
--- a/R/available_exchanges.R
+++ b/R/available_exchanges.R
@@ -67,14 +67,38 @@ available_exchanges <- function(
)
)
- exchanges <- sort(
- switch(
- type,
- ohlc = c('binance', 'kucoin', 'kraken', 'bitmart', 'bybit'),
- fundingrate = c('binance', 'bybit', 'kucoin'),
- lsratio = c('binance', 'bybit', 'kraken'),
- interest = c('binance', 'bybit', 'kraken')
- )
+ exchanges <- sort(switch(
+ type,
+ fundingrate = c(
+ 'binance',
+ 'bybit',
+ 'kucoin',
+ 'crypto.com',
+ 'mexc'
+ ),
+ lsratio = c(
+ 'binance',
+ 'bybit',
+ 'kraken'
+ ),
+ interest = c(
+ 'binance',
+ 'bybit',
+ 'kraken'
+ ),
+ {
+ c(
+ 'binance',
+ 'kucoin',
+ 'kraken',
+ 'bitmart',
+ 'bybit',
+ 'crypto.com',
+ 'huobi',
+ 'mexc'
+ )
+ }
+ )
)
# 1) retun a message
diff --git a/R/available_intervals.R b/R/available_intervals.R
index 85ea3889..40cd233c 100644
--- a/R/available_intervals.R
+++ b/R/available_intervals.R
@@ -89,9 +89,9 @@ available_intervals <- function(
# 0) extract available
# intervals
all_intervals <- get(paste0(source, 'Intervals'))(
- type = type,
- futures = futures,
- all = TRUE,
+ type = type,
+ futures = futures,
+ all = TRUE,
interval = NULL
)
diff --git a/R/available_tickers.R b/R/available_tickers.R
index 09c3ac46..f80af47a 100644
--- a/R/available_tickers.R
+++ b/R/available_tickers.R
@@ -70,17 +70,16 @@ available_tickers <- function(
# to ticker-information
response <- GET(
url = baseUrl(
- source = source,
+ source = source,
futures = futures
),
endpoint = endPoint(
- source = source,
+ source = source,
futures = futures,
- type = 'ticker'
+ type = 'ticker'
)
)
-
# 2) get source_response
# objects
source_response <- get(
@@ -88,19 +87,17 @@ available_tickers <- function(
source, 'Response'
)
)(
- type = 'ticker',
+ type = 'ticker',
futures = futures
)
- ticker <- sort(
+ sort(
source_response$foo(
response = response,
futures = futures
)
)
- ticker
-
}
# script end;
diff --git a/R/chart.R b/R/chart.R
index 7f7beecf..a5498d27 100644
--- a/R/chart.R
+++ b/R/chart.R
@@ -31,7 +31,8 @@
#'
#' **Sample Output**
#' \if{html}{
-#' \out{}\figure{README-chartquote-1.png}{options: style="width:750px;max-width:75\%;"}\out{}
+#' \out{}
+#' \figure{README-chartquote-1.png}{options: style="width:750px;max-width:75\%;"}\out{}
#' }
#' \if{latex}{
#' \out{\begin{center}}\figure{README-chartquote-1.png}\out{\end{center}}
@@ -42,12 +43,27 @@
#'
#' * \code{dark} A <[logical]>-value of [length] 1. [TRUE] by default.
#' Sets the overall theme of the [chart()]
+#'
#' * \code{slider} A <[logical]>-value of [length] 1. [FALSE] by default.
-#' If [TRUE], a [plotly::rangeslider()] is added
+#' If [TRUE], a [plotly::rangeslider()] is added.
+#'
#' * \code{deficiency} A <[logical]>-value of [length] 1. [FALSE] by default.
#' If [TRUE], all [chart()]-elements are colorblind friendly
+#'
#' * \code{size} A <[numeric]>-value of [length] 1. The relative size of the
-#' main chart. 0.6 by default. Must be between 0 and 1, non-inclusive
+#' main chart. 0.6 by default. Must be between 0 and 1, non-inclusive.
+#'
+#' * \code{scale} A <[numeric]>-value of [length] 1. 1 by default. Scales
+#' all fonts on the chart.
+#'
+#' * \code{width} A <[numeric]>-value of [length] 1. 0.9 by default. Sets
+#' the width of all line elements on the chart.
+#'
+#' * \code{static} A <[logical]>-value of [length] 1. [FALSE] by default. If [FALSE]
+#' the chart can be edited, annotated and explored interactively.
+#'
+#' * \code{palette} A <[character]>-vector of [length] 1. "hawaii" by default. See [hcl.pals()] for
+#' all possible color palettes.
#'
#' ## Charting Events
#'
@@ -66,9 +82,7 @@
#' @export
chart <- function(
ticker,
- main = list(
- kline()
- ),
+ main = kline(),
sub = list(),
indicator = list(),
event_data = NULL,
@@ -132,10 +146,14 @@ chart <- function(
## 1) set chart options
## globally (locally)
default_options <- list(
+ static = FALSE,
dark = TRUE,
slider = FALSE,
deficiency = FALSE,
- size = 0.6
+ palette = "hawaii",
+ scale = 1,
+ size = 0.6,
+ width = 0.9
)
options <- utils::modifyList(
@@ -144,13 +162,68 @@ chart <- function(
keep.null = TRUE
)
- dark <- options$dark
- deficiency <- options$deficiency
- slider <- options$slider
- size <- options$size
+ dark <- options$dark
+ deficiency <- options$deficiency
+ slider <- options$slider
+ size <- options$size
+ palette <- options$palette
+ static <- options$static
+ candle_color <- movement_color(deficiency = deficiency)
+ scale <- options$scale
+ width <- options$width
+
+ if (static) {
+
+ # if the plot is static
+ # then turn off modebar
+ # slider and editable
+
+ modebar <- slider <- editable <- FALSE
+
+ } else {
+
+ # the modebar and editable
+ # part of the plot should
+ # always be set to true
+ # for "real" interactivitiy
+ modebar <- editable <- TRUE
+
+
+ }
+
+ # assert inputs and options
+ assert(
+ any(grepl(pattern = palette,x = grDevices::hcl.pals(),ignore.case = TRUE)),
+ error_message = c(
+ "x" = sprintf(
+ fmt = "Palette {.val %s} is not valid.",
+ palette
+ ),
+ "i" = paste(
+ "Run",
+ cli::code_highlight(
+ code = "hcl.pals()",
+ code_theme = "chaos"
+ ),
+ "for valid values."
+ )
+ )
+ )
+
+ assert(
+ size > 0 & size < 1,
+ error_message = c(
+ "x" = sprintf(
+ fmt = "Got {.arg size} %s.",
+ size
+ ),
+ "i" = sprintf(
+ fmt = "{.arg size} has to be between 0 and 1, non-inclusive."
+ )
+ )
+ )
- candle_color <- movement_color(deficiency = deficiency)
# 1) generate list
# of calls for lazy
@@ -171,6 +244,7 @@ chart <- function(
.f$interval <- interval
.f$candle_color <- candle_color
.f$deficiency <- deficiency
+ .f$scale <- scale
eval(.f)
},
flatten(list(call_list$main, call_list$sub))
@@ -184,7 +258,7 @@ chart <- function(
if (!identical(call_list$indicator, list())) {
- plot_list[1] <- list(Reduce(
+ plot_list[1] <- list(Reduce(
f = function(plot, .f) {
# Modify the call list
.f$data <- ticker
@@ -230,7 +304,11 @@ chart <- function(
# hcl.colors are colorblind friendly. See:
# https://stackoverflow.com/questions/57153428/r-plot-color-combinations-that-are-colorblind-accessible
n_colors <- length(unlist(call_list))
- colorway <- grDevices::hcl.colors(n = n_colors)
+ # colorway <- grDevices::hcl.colors(n = n_colors)
+ colorway <- grDevices::hcl.colors(
+ n = n_colors,
+ palette = palette
+ )
plot_list <- lapply(
X = plot_list,
@@ -266,16 +344,55 @@ chart <- function(
}
)
+
)
- bar(
- dark = dark,
- plot = plot,
- name = name,
- market = market,
- date_range = paste(range(zoo::index(ticker)), collapse = " - ")
+ scatter_indices <- which(
+ sapply(
+ X = plot$x$data,
+ FUN = function(x) {
+ x$type == "scatter"
+ }
+ )
)
+ plot <- plotly::style(
+ p = plot,
+ line.width = width,
+ traces = scatter_indices
+ )
+
+
+ plot <- plotly::config(
+ p = bar(
+ dark = dark,
+ plot = plot,
+ name = name,
+ market = market,
+ date_range = paste(range(zoo::index(ticker)), collapse = " - "),
+ modebar = modebar,
+ scale = scale
+ ),
+ staticPlot = static,
+ editable = editable,
+ responsive = TRUE,
+ displayModeBar = modebar,
+ modeBarButtonsToAdd = c(
+ "drawline",
+ "drawrect",
+ "eraseshape"
+ ),
+ toImageButtonOptions = list(
+ format = "svg",
+ filename = "chart",
+ height = 2160,
+ width = 3840,
+ scale = 1
+ )
+ )
+
+ plot
+
}
# script end;
diff --git a/R/chart_fgi.R b/R/chart_fgi.R
index 6d0aa7c5..79b27c70 100644
--- a/R/chart_fgi.R
+++ b/R/chart_fgi.R
@@ -95,7 +95,7 @@ fgi <- function(
annotations = list(
text = "Fear and Greed Index",
font = list(
- size = 16
+ size = 16 * args$scale
),
showarrow = FALSE,
x = 0,
diff --git a/R/chart_lsr.R b/R/chart_lsr.R
index 601b9873..6513a9c2 100644
--- a/R/chart_lsr.R
+++ b/R/chart_lsr.R
@@ -92,7 +92,7 @@ lsr <- function(
annotations = list(
text = "Long-Short Ratio",
font = list(
- size = 16
+ size = 16 * args$scale
),
showarrow = FALSE,
x = 0,
diff --git a/R/chart_ma.R b/R/chart_ma.R
index a7a60485..432e6aec 100644
--- a/R/chart_ma.R
+++ b/R/chart_ma.R
@@ -41,7 +41,7 @@ chart_ma <- function(
#' `r lifecycle::badge("experimental")`
#'
#' A high-level [plotly::add_lines()]-wrapper function that
-#' interacts with [TTR]'s moving average family of functions.
+#' interacts with \{TTR\}'s moving average family of functions.
#' The function adds moving average indicators to the main [chart()].
#'
#' @usage sma(
@@ -52,7 +52,7 @@ chart_ma <- function(
#'
#' @inheritParams TTR::SMA
#' @param price A [character]-vector of [length] 1. "close" by default.
-#' The name of the vector to passed into [TTR::SMA].
+#' The name of the vector to passed into [TTR::SMA()].
#' @param ... For internal use. Please ignore.
#'
#' @example man/examples/scr_MAindicator.R
@@ -128,7 +128,7 @@ sma <- function(
#' )
#'
#' @param price A [character]-vector of [length] 1. "close" by default.
-#' The name of the vector to passed into [TTR::EMA].
+#' The name of the vector to passed into [TTR::EMA()].
#' @inheritParams TTR::EMA
#' @param ... For internal use. Please ignore.
#'
@@ -206,7 +206,7 @@ ema <- function(
#' )
#'
#' @param price A [character]-vector of [length] 1. "close" by default.
-#' The name of the vector to passed into [TTR::DEMA].
+#' The name of the vector to passed into [TTR::DEMA()].
#' @inheritParams TTR::DEMA
#' @param ... For internal use. Please ignore.
#'
@@ -286,7 +286,7 @@ dema <- function(
#' )
#'
#' @param price A [character]-vector of [length] 1. "close" by default.
-#' The name of the vector to passed into [TTR::WMA].
+#' The name of the vector to passed into [TTR::WMA()].
#' @inheritParams TTR::WMA
#' @param ... For internal use. Please ignore.
#'
@@ -362,7 +362,7 @@ wma <- function(
#' )
#'
#' @param price A [character]-vector of [length] 1. "close" by default.
-#' The name of the vector to passed into [TTR::EVWMA]
+#' The name of the vector to passed into [TTR::EVWMA()]
#' @inheritParams TTR::EVWMA
#' @param ... For internal use. Please ignore.
#'
@@ -434,7 +434,7 @@ evwma <- function(
#' )
#'
#' @param price A [character]-vector of [length] 1. "close" by default.
-#' The name of the vector to passed into [TTR::ZLEMA].
+#' The name of the vector to passed into [TTR::ZLEMA()].
#' @inheritParams TTR::ZLEMA
#' @param ... For internal use. Please ignore.
#'
@@ -507,7 +507,7 @@ zlema <- function(
#' )
#'
#' @param price A [character]-vector of [length] 1. "close" by default.
-#' The name of the vector to passed into [TTR::VWAP]
+#' The name of the vector to passed into [TTR::VWAP()]
#' @inheritParams TTR::VWAP
#' @param ... For internal use. Please ignore.
#'
@@ -583,7 +583,7 @@ vwap <- function(
#' )
#'
#' @param price A [character]-vector of [length] 1. "close" by default.
-#' The name of the vector to passed into [TTR::HMA].
+#' The name of the vector to passed into [TTR::HMA()].
#' @inheritParams TTR::HMA
#' @param ... For internal use. Please ignore.
#'
@@ -654,7 +654,7 @@ hma <- function(
#' )
#'
#' @param price A [character]-vector of [length] 1. "close" by default
-#' The name of the vector to passed into [TTR::ALMA].
+#' The name of the vector to passed into [TTR::ALMA()].
#' @inheritParams TTR::ALMA
#' @param ... For internal use. Please ignore.
#'
diff --git a/R/chart_macd.R b/R/chart_macd.R
index e506def6..a0fc5611 100644
--- a/R/chart_macd.R
+++ b/R/chart_macd.R
@@ -149,7 +149,7 @@ macd <- function(
x = 0,
y = 1,
font = list(
- size = 16
+ size = 16 * args$scale
),
xref = 'paper',
yref = 'paper',
diff --git a/R/chart_rsi.R b/R/chart_rsi.R
index 9ee19906..36b43d25 100644
--- a/R/chart_rsi.R
+++ b/R/chart_rsi.R
@@ -150,7 +150,7 @@ rsi <- function(
list(
text = paste0("RSI(", n, ")"),
font = list(
- size = 16
+ size = 16 * args$scale
),
x = 0,
y = 1,
diff --git a/R/chart_smi.R b/R/chart_smi.R
index fc0d6e7a..11862bf7 100644
--- a/R/chart_smi.R
+++ b/R/chart_smi.R
@@ -176,7 +176,7 @@ smi <- function(
x = 0,
y = 1,
font = list(
- size = 16
+ size = 16 * args$scale
),
xref = 'paper',
yref = 'paper',
diff --git a/R/chart_volume.R b/R/chart_volume.R
index 6f756394..13fb3e94 100644
--- a/R/chart_volume.R
+++ b/R/chart_volume.R
@@ -69,7 +69,7 @@ volume <- function(
annotations = list(
text = "Volume",
font = list(
- size = 16
+ size = 16 * args$scale
),
showarrow = FALSE,
x = 0,
diff --git a/R/get_fgi.R b/R/get_fgi.R
index e56dfeb2..ea801b81 100644
--- a/R/get_fgi.R
+++ b/R/get_fgi.R
@@ -24,7 +24,7 @@
#'
#' @inherit get_quote details
#'
-#' @returns An [xts]-object containing,
+#' @returns An <[\link[xts]{xts}]>-object containing,
#'
#' \item{index}{<[POSIXct]> the time-index}
#' \item{fgi}{<[numeric]> the daily fear and greed index value}
@@ -110,7 +110,8 @@ get_fgindex <- function(
forced_dates <- default_dates(
interval = '1d',
from = from,
- to = to
+ to = to,
+ length = 201
)
# generate from
diff --git a/R/get_fundingrate.R b/R/get_fundingrate.R
index 73d74bb5..c180562f 100644
--- a/R/get_fundingrate.R
+++ b/R/get_fundingrate.R
@@ -24,7 +24,7 @@
#'
#' @inheritParams get_quote
#'
-#' @returns An [xts]-object containing,
+#' @returns An <[\link[xts]{xts}]>-object containing,
#'
#' \item{index}{<[POSIXct]> the time-index}
#' \item{funding_rate}{<[numeric]> the current funding rate}
@@ -87,27 +87,6 @@ get_fundingrate <- function(
trimws(ticker)
)
-
- assert(
- source %in% suppressMessages(
- available_exchanges(type = "fundingrate")
- ),
- error_message = c(
- "x" = sprintf(
- fmt = "Exchange {.val %s} is not supported.",
- source
- ),
- "i" = paste(
- "Run",
- cli::code_highlight(
- code = "cryptoQuotes::available_exchanges(type = 'fundingrate')",
- code_theme = "Chaos"
- ),
- "for supported exhanges"
- )
- )
- )
-
from <- coerce_date(from); to <- coerce_date(to)
# 3) if either of the
@@ -136,14 +115,18 @@ get_fundingrate <- function(
}
- fetch(
- ticker = ticker,
- source = source,
- futures = TRUE,
- interval = '1d',
- type = "fundingrate",
- to = to,
- from = from
+ stats::window(
+ x = fetch(
+ ticker = ticker,
+ source = source,
+ futures = TRUE,
+ interval = '1d',
+ type = "fundingrate",
+ to = to,
+ from = from
+ ),
+ start = from,
+ end = to
)
}
diff --git a/R/get_lsratio.R b/R/get_lsratio.R
index db950b72..68306310 100644
--- a/R/get_lsratio.R
+++ b/R/get_lsratio.R
@@ -27,7 +27,7 @@
#' If [TRUE] it returns the top traders Long-Short ratios.
#'
#'
-#' @returns An [xts]-object containing,
+#' @returns An [xts::xts]-object containing,
#'
#' \item{index}{<[POSIXct]> the time-index}
#' \item{long}{<[numeric]> the share of longs}
@@ -107,7 +107,7 @@ get_lsratio <- function(
available_exchanges(
type = 'lsratio'
)
- ),
+ ),
error_message = c(
"x" = sprintf(
fmt = "Exchange {.val %s} is not supported.",
@@ -124,28 +124,32 @@ get_lsratio <- function(
)
)
+ # 2) check wether the
+ # interval is supported by
+ # the exchange API
assert(
interval %in% suppressMessages(
available_intervals(
- type = 'lsratio',
- source = source
+ source = source,
+ futures = TRUE,
+ type = 'lsratio'
)
),
error_message = c(
"x" = sprintf(
- fmt = "Interval {.val %s} is not supported by {.val %s}.",
- interval,
- source
+ fmt = "Interval {.val %s} is not supported.",
+ interval
),
"i" = paste(
"Run",
cli::code_highlight(
- code = "cryptoQuotes::available_intervals(
- type = 'lsratio', source = source
- )",
+ code = sprintf(
+ "cryptoQuotes::available_intervals(source = '%s', type = 'lsratio', futures = TRUE)",
+ source
+ ),
code_theme = "Chaos"
),
- "for supported intervals"
+ "for supported intervals."
)
)
)
@@ -201,28 +205,21 @@ get_lsratio <- function(
}
- response <- fetch(
- ticker = ticker,
- source = source,
- futures= TRUE,
- interval = interval,
- type = 'lsratio',
- to = to,
- from = from,
- top = top
+ response <- stats::window(
+ x = fetch(
+ ticker = ticker,
+ source = source,
+ futures= TRUE,
+ interval = interval,
+ type = 'lsratio',
+ to = to,
+ from = from,
+ top = top
+ ),
+ start = from,
+ end = to
)
- # Bybit has no to or from
- # parameter - so this have to be subsettet
- # manually
- if (source == "bybit") {
-
- response <- response[
- paste(c(from, to),collapse = "/")
- ]
-
- }
-
# Calculate the long
# short ratio as not
# all APIs provides this by default
diff --git a/R/get_openinterest.R b/R/get_openinterest.R
index 94a75282..18bcc4cc 100644
--- a/R/get_openinterest.R
+++ b/R/get_openinterest.R
@@ -27,7 +27,7 @@
#' @inheritParams get_quote
#'
#' @returns
-#' An [xts]-object containing,
+#' An <[\link[xts]{xts}]>-object containing,
#'
#' \item{index}{<[POSIXct]> the time-index}
#' \item{open_interest}{<[numeric]> open perpetual contracts on both both sides}
@@ -107,28 +107,32 @@ get_openinterest <- function(
)
)
+ # 2) check wether the
+ # interval is supported by
+ # the exchange API
assert(
interval %in% suppressMessages(
available_intervals(
- type = 'interest',
- source = source
- )
+ source = source,
+ futures = TRUE,
+ type = 'interest'
+ )
),
error_message = c(
"x" = sprintf(
- fmt = "Interval {.val %s} is not supported by {.val %s}.",
- interval,
- source
+ fmt = "Interval {.val %s} is not supported.",
+ interval
),
"i" = paste(
"Run",
cli::code_highlight(
- code = "
- cryptoQuotes::available_intervals(type = 'interest', source = source)
- ",
+ code = sprintf(
+ "cryptoQuotes::available_intervals(source = '%s', type = 'interest', futures = TRUE)",
+ source
+ ),
code_theme = "Chaos"
),
- "for supported intervals"
+ "for supported intervals."
)
)
)
@@ -172,14 +176,18 @@ get_openinterest <- function(
)
}
- output <- fetch(
- ticker = ticker,
- source = source,
- futures= TRUE,
- interval = interval,
- type = "interest",
- to = to,
- from = from
+ output <- stats::window(
+ x = fetch(
+ ticker = ticker,
+ source = source,
+ futures= TRUE,
+ interval = interval,
+ type = "interest",
+ to = to,
+ from = from
+ ),
+ start = from,
+ end = to
)
if (source %in% 'kraken') {
diff --git a/R/get_quote.R b/R/get_quote.R
index 8af50a2a..ca3fb42f 100644
--- a/R/get_quote.R
+++ b/R/get_quote.R
@@ -30,7 +30,7 @@
#' @param to An optional [character]-, [date]- or
#' [POSIXct]-vector of [length] 1. [NULL] by default.
#'
-#' @returns An [xts]-object containing,
+#' @returns An <[\link[xts]{xts}]>-object containing,
#'
#' \item{index}{<[POSIXct]> The time-index}
#' \item{open}{<[numeric]> Opening price}
@@ -71,61 +71,53 @@ get_quote <- function(
interval = '1d',
from = NULL,
to = NULL) {
- # This function returns
- # the ticker with the desired intervals
- # and such
-
- # 0) check internet connection and passed
- # argumnents before anything
+ # # This function returns
+ # # the ticker with the desired intervals
+ # # and such
+ #
+ # # 0) check internet connection and passed
+ # # argumnents before anything
check_internet_connection()
# 1) check all arguments
# what are missing, and are
# the classes correct?
- {{
-
- assert(
- "
- Argument {.arg ticker} is missing with no default
- " = !missing(ticker) & is.character(ticker) & length(ticker) == 1,
-
- "
- Argument {.arg source} has to be {.cls character} of length {1}
- " = (is.character(source) & length(source) == 1),
-
- "
- Argument {.arg futures} has to be {.cls logical} of length {1}
- " = (is.logical(futures) & length(futures) == 1),
-
- "
- Argument {.arg interval} has to be {.cls character} of length {1}
- " = (is.character(interval) & length(interval) == 1),
-
- "
- Valid {.arg from} input is on the form
- {.val {paste(as.character(Sys.Date()))}} or
- {.val {as.character(format(Sys.time()))}}
- " = (is.null(from) || (is.date(from) & length(from) == 1)),
-
- "Valid {.arg to} input is on the form
- {.val {paste(as.character(Sys.Date()))}} or
- {.val {as.character(format(Sys.time()))}}
- " = (is.null(to) || (is.date(to) & length(to) == 1))
- )
-
- }}
+ assert(
+ "
+ Argument {.arg ticker} is missing with no default
+ " = !missing(ticker) & is.character(ticker) & length(ticker) == 1,
+
+ "
+ Argument {.arg source} has to be {.cls character} of length {1}
+ " = (is.character(source) & length(source) == 1),
+
+ "
+ Argument {.arg futures} has to be {.cls logical} of length {1}
+ " = (is.logical(futures) & length(futures) == 1),
+
+ "
+ Argument {.arg interval} has to be {.cls character} of length {1}
+ " = (is.character(interval) & length(interval) == 1),
+
+ "
+ Valid {.arg from} input is on the form
+ {.val {paste(as.character(Sys.Date()))}} or
+ {.val {as.character(format(Sys.time()))}}
+ " = (is.null(from) || (is.date(from) & length(from) == 1)),
+
+ "
+ Valid {.arg to} input is on the form
+ {.val {paste(as.character(Sys.Date()))}} or
+ {.val {as.character(format(Sys.time()))}}
+ " = (is.null(to) || (is.date(to) & length(to) == 1))
+ )
# recode the exchange
# source to avoid errors
# based on capitalization
# and whitespace
- source <- tolower(
- trimws(source)
- )
- ticker <- toupper(
- trimws(ticker)
- )
-
+ source <- tolower(trimws(source))
+ ticker <- trimws(ticker)
# 1) check wether
# the chosen exchange
@@ -151,6 +143,7 @@ get_quote <- function(
)
)
)
+
# 2) check wether the
# interval is supported by
# the exchange API
@@ -171,17 +164,13 @@ get_quote <- function(
"Run",
cli::code_highlight(
code = sprintf(
- "cryptoQuotes::available_intervals(
- source = '%s',
- type = 'ohlc,
- futures = '%s'
- )",
+ "cryptoQuotes::available_intervals(source = '%s', type = 'ohlc', futures = %s)",
source,
futures
- ),
+ ),
code_theme = "Chaos"
),
- "for supported intervals"
+ "for supported intervals."
)
)
)
@@ -217,28 +206,29 @@ get_quote <- function(
}
- ohlc <- fetch(
- ticker = ticker,
- source = source,
- futures= futures,
- interval = interval,
- type = "ohlc",
- to = to,
- from = from
- )[paste(c(from, to), collapse = "/")]
-
- # Kraken doesnt have a to
- # parameter on spot market
- if (source == "kraken") {
-
- ohlc <- ohlc[paste(c(from, to), collapse = "/")]
-
- }
+ ohlc <- stats::window(
+ x = fetch(
+ ticker = ticker,
+ source = source,
+ futures = futures,
+ interval = interval,
+ type = "ohlc",
+ to = to,
+ from = from
+ ),
+ start = from,
+ end = to
+ )
attributes(ohlc)$source <- paste0(
to_title(source), if (futures) " (PERPETUALS)" else " (SPOT)"
)
+ ohlc <- ohlc[
+ ,
+ c("open", "high", "low", "close", "volume")
+ ]
+
ohlc
}
diff --git a/R/helper.R b/R/helper.R
index caa2ff20..9f5cc8f6 100644
--- a/R/helper.R
+++ b/R/helper.R
@@ -60,9 +60,7 @@ indicator <- function(
zoo::fortify.zoo(
x,
- names = c(
- "index"
- )
+ names = "index"
)
}
@@ -237,6 +235,7 @@ infer_interval <- function(
"259200" = "3d",
"604800" = "1w",
"1209600" = "2w",
+ "1296000" = "2w",
"2678400" = "1M",
"2592000" = "1M",
"2419200" = "1M",
@@ -307,7 +306,7 @@ is.date <- function(x){
#' @param ... expressions >= 1. If named the names are used
#' as error messages, otherwise R's internal error-messages are thrown
#'
-#' @param error_message character. An error message, supports [cli]-formatting.
+#' @param error_message character. An error message, supports [cli::cli]-formatting.
#' @example man/examples/scr_assert.R
#' @seealso [stopifnot()], [cli::cli_abort()], [tryCatch()]
#' @keywords internal
@@ -330,7 +329,7 @@ assert <- function(..., error_message = NULL) {
# 2.1) store all conditions
# in a list alongside its
# names
- conditions <- list(...)
+ conditions <- c(...)
# 2.2) if !is.null(condition_names) the
# above condition never gets evaluated and
@@ -339,32 +338,26 @@ assert <- function(..., error_message = NULL) {
# The condition is the names(list()), and is
# the error messages written on lhs of the the assert
# function
- for (condition in named_expressions) {
+ if (all(conditions)) {
- # if TRUE abort
- # function
- if (!eval.parent(conditions[[condition]])) {
+ # Stop the funciton
+ # here if all conditions
+ # are [TRUE]
+ return(NULL)
- cli::cli_abort(
- c("x" = condition),
+ } else {
- # the call will reference the caller
- # by default, so we need the second
- # topmost caller
- call = sys.call(
- 1 - length(sys.calls())
- )
+ cli::cli_abort(
+ message = c(
+ "x" = named_expressions[which.min(conditions)]
+ ),
+ call = sys.call(
+ 1 - length(sys.calls())
)
-
-
- }
+ )
}
- # stop the function
- # here
- return(NULL)
-
}
# 3) if there length(...) == 1 then
@@ -407,8 +400,6 @@ assert <- function(..., error_message = NULL) {
}
-
-
pull <- function(
from,
what = "Open") {
@@ -550,8 +541,9 @@ coerce_date <- function(x){
flatten <- function(x) {
if (!inherits(x, "list"))
- return(list(x)) else
- return(unlist(c(lapply(x, flatten)), recursive = FALSE))
+ list(x)
+ else
+ unlist(c(lapply(x, flatten)), recursive = FALSE)
}
@@ -605,7 +597,7 @@ convert_date <- function(
# If the values are numeric
# it is returned from the
# API
- scale_factor <- multiplier ** ifelse(is_numeric, -1, 1)
+ scale_factor <- multiplier ** if (is_numeric) -1 else 1
if (is_numeric) {
@@ -943,35 +935,37 @@ bar <- function(
name,
market,
date_range,
+ modebar,
+ scale,
...) {
# 0) chart theme
theme <- chart_theme(dark = dark)
- title_text <- ifelse(
- !is.null(market),
- yes = sprintf(
+ title_text <- if (!is.null(market))
+ sprintf(
"Ticker: %s Market: %s
+# {cryptoQuotes}: Open access to cryptocurrency market data
[](https://CRAN.R-project.org/package=cryptoQuotes)
@@ -30,28 +31,63 @@ knitr::opts_chunk$set(
## :information_source: About
-The `cryptoQuotes`-package 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 `r length(invisible(cryptoQuotes::available_exchanges(type = "ohlc")))` supported cryptocurrency exchanges,
+[{cryptoQuotes}](https://serkor1.github.io/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 `r length(invisible(cryptoQuotes::available_exchanges(type = "ohlc")))` supported cryptocurrency exchanges,
-
+# {cryptoQuotes}: Open access to cryptocurrency market data
@@ -19,38 +19,49 @@ stable](https://img.shields.io/badge/lifecycle-stable-brightgreen.svg)](https://
## :information_source: About
-The `cryptoQuotes`-package 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 5 supported
-cryptocurrency exchanges,
+[{cryptoQuotes}](https://serkor1.github.io/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 +Binance | -bitmart +BitMart | -bybit +Bybit | -kraken +Crypto.com | +|||||
| -kucoin +Huobi (HTX) + | ++Kraken + | ++KuCoin + | ++MEXC |
| -Exchange - | --Spot - | --Futures - | --Available Intervals - | --Smallest Interval - | --Biggest Interval - | -|||
|---|---|---|---|---|---|---|---|---|
| -Binance - | --:white_check_mark: - | --:white_check_mark: - | --16 - | --1 second(s) - | --1 month(s) - | -|||
| -Bitmart - | --:white_check_mark: - | --:white_check_mark: - | --13 - | --1 minute(s) - | --1 week(s) - | -|||
| -Bybit - | --:white_check_mark: - | --:white_check_mark: - | --13 - | --1 minute(s) - | --1 month(s) - | -|||
| -Kraken - | --:white_check_mark: - | --:white_check_mark: - | --10 - | --1 minute(s) - | --2 week(s) - | -|||
| -Kucoin - | --:white_check_mark: - | --:white_check_mark: - | --13 - | --1 minute(s) - | --1 week(s) - | -
| Exchange | +Spot | +Futures | +Available Intervals | +Smallest Interval | +Biggest Interval | +
|---|---|---|---|---|---|
| -2024-05-31 18:00:00 +2024-11-02 13:00:00 | -67215.58 +69608 | -67352.41 +69680 | -66670 +69520 | -67000.01 +69529.32 | -2093.77494 +111.56801 | |||
| -2024-05-31 18:30:00 +2024-11-02 13:30:00 | -67000.01 +69529.32 | -67221.53 +69626 | -66876.8 +69390.09 | -67200.01 +69459.05 | -788.25693 +373.18153 | |||
| -2024-05-31 19:00:00 +2024-11-02 14:00:00 | -67200.01 +69459.05 | -67459.66 +69711.59 | -67160.3 +69393.22 | -67417.98 +69679.99 | -598.68095 +524.68007 | |||
| -2024-05-31 19:30:00 +2024-11-02 14:30:00 | -67417.98 +69679.99 | -67455.93 +69680 | -67287.97 +69358.87 | -67342.77 +69365.99 | -287.26257 +391.34893 | |||
| -2024-05-31 20:00:00 +2024-11-02 15:00:00 | -67342.77 +69366 | -67444.47 +69437.85 | -67288.2 +69099.96 | -67305.5 +69151.19 | -383.04002 +731.13778 | |||
| -2024-05-31 20:30:00 +2024-11-02 15:30:00 | -67305.5 +69151.2 | -67427.68 +69253.16 | -67170 +69112 | -67400 +69112.01 | -468.98276 +260.8502 |
| -Endpoint - | --Binance - | --Bitmart - | --Bybit - | --Kraken - | --Kucoin - | -|||
|---|---|---|---|---|---|---|---|---|
| -Long-Short Ratio - | --:white_check_mark: - | --:x: - | --:white_check_mark: - | --:white_check_mark: - | --:x: - | -|||
| -Open Interest - | --:white_check_mark: - | --:x: - | --:white_check_mark: - | --:white_check_mark: - | --:x: - | -|||
| -Funding Rate - | --:white_check_mark: - | --:x: - | --:white_check_mark: - | --:x: - | --:white_check_mark: - | -
| Endpoint | +Binance | +BitMart | +Bybit | +Crypto.com | +Huobi (HTX) | +Kraken | +KuCoin | +MEXC | +
|---|---|---|---|---|---|---|---|---|
| -2024-05-31 18:00:00 +2024-11-02 13:00:00 | -0.679 +0.523 | -0.321 +0.477 | -2.114 +1.098 |
| -2024-05-31 18:30:00 +2024-11-02 13:30:00 | -0.687 +0.52 | -0.313 +0.48 | -2.199 +1.085 |
| -2024-05-31 19:00:00 +2024-11-02 14:00:00 | -0.696 +0.517 | -0.304 +0.483 | -2.289 +1.07 |
| -2024-05-31 19:30:00 +2024-11-02 14:30:00 | -0.699 +0.519 | -0.301 +0.481 | -2.323 +1.077 |
| -2024-05-31 20:00:00 +2024-11-02 15:00:00 | -0.696 +0.519 | -0.304 +0.481 | -2.288 +1.08 |
| -2024-05-31 20:30:00 +2024-11-02 15:30:00 | -0.696 +0.52 | -0.304 +0.48 | -2.293 +1.085 |
-1.png)
-
-------------------------------------------------------------------------
-