cryptoQuotes 1.3.1

General

NOTE: With this update the package is no longer considered experimental.

• Removed deprecated functions getQuote()-, getFGIndex()- and getLSRatio()-functions.

• Removed decprecated functions availableExchanges()-, availableIntervals()- and availableTickers()-functions.

These functions were planned to be deleted in 1.4.0 - however, we have decided to aim for an JOSS- and rOpenSci-subscription which requires some degree of stability. Hence the deletion of these function at 1.3.0.

We expect 1.4.0 to be released after rOpenSci-submission and acceptance :pray:

Improvements

New features

• smi()-function, a subchart-indicator built on the TTR::SMI()-function.
• donchian_channel()-function, a main chart-indicator built on the TTR::DonchianChannel()-function

Usage

chart(
  ticker = BTC,
  main   = kline(),
  indicator = list(
    donchian_channel()
  ),
  sub = list(
    smi()
  )
)

Expanded Support

• get_openinterest() is now supported by kraken

tail(
  get_openinterest(
    ticker   = "PF_XBTUSD",
    interval = "1h",
    source   = "kraken"
  )
)

#>                     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

Charting

• The chart()-function now has proper light-theme available that isn’t the default plotly-values.
• The charts now displays date ranges as a subtitles.
• The bollinger_bands()-function now accepts a color-argument. These can be passed as Hexadecimal-colors or as is, "blue" for example.
• A new main chart function has been introduced. pline() which is a univariate price chart based on either open, high, low or close prices.

Usage

chart(
  ticker = BTC,
  main   = pline(price = "close"),
  indicator = list(
    bollinger_bands(
    color = "steelblue"
  )
  ),
  sub = list(
    volume()
  ),
  options = list(
    dark = FALSE
  )
)

Documentation

• The documentation has been extensively reworked. This is includes, but not limited to, sample outputs for all get_*-functions.

Backend Changes

• The chart()-functions no longer depend on rlang.

Note: we are generally moving away from rlang, purrr and tidyverse in general. We are, however, keeping the tidyverse styleguide.

• 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.

New developper tools

• pull()-function
• var_ly()-function
• build()-function

Breaking Changes

• The get_fgindex()-function now returns columns in lower case.

Bugfixes

• Fixed a bug where get_fgindex() where labelled as deprecated
• Fixed a bug in the limitations-article where the desired number of observations werent compatible with the kraken-exchange.
• Fixed a warning in the get_lsratio()-function with source = "binance"
• Fixed a bug in the lsr()-indicator which broke the chart()-function when included.
• Fixed a bug in the get_quote()-function where if to = NULL and from != NULL the returned quote would be filtered according to UTC and not Sys.timezone()
• 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

Improvements

General function improvements

• get_lsratio and getLSratio() supports kraken and bybit as source

• available_-functions are more adaptive to the calling environments

## charting the klines
## with indicators as
## subcharts
available_exchanges(type = 'ohlc')

Now returns all available exhanges that supports Open, High, Low and Close market data. The type-argument can be changed to, for example, lsratio to get all available exchanges that supports Long to Shorts ratios. Similar changes have been made to remaining available_-functions.

Error-handling

All get_*- and available_*-functions are now more robust to API and input errors.

Default Returning

• quotes and fear and greed index now returns 200 rows instead of 100

Charting

• The charts now has a dark and light theme. Its passed into the options = list(dark = TRUE) of the chart()-function.
• The charts are now more color deficiency compliant, and the deficiency parameter in options = list(deficiency = TRUE) now applies to all chart-elements
• The charts are now constructed without %>% and, should, be more intuitive to navigate in. See example below,

## charting the klines
## with indicators as
## subcharts
chart(
  ticker     = BTC,
  main       = kline(),
  sub        = list(
    volume()
  ),
  indicator = list(
    bollinger_bands(),
    sma(),
    alma()
  ),
  options = list(
    dark       = TRUE,
    deficiency = FALSE
  )
)

Exchange Support

The following exchanges have been added to list of exchanges available,

• ByBit

New features

• Funding rates, get_fundingrate()

## get funding rate
tail(
  get_fundingrate(
    ticker = "BTCUSDT",
    source = "binance"
  )
)

#>                     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

• Open interest, get_openinterest()

## get funding rate
tail(
  get_openinterest(
    ticker = "BTCUSDT",
    source = "binance"
  )
)

#>                     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

Breaking Changes

Charting

• All the charting-functions have been reworked without backwards compatibility, or lifecycle::deprecated()-warnings. The charting-functions were, and still is, in an experimental-stage.

API Calls

• All dates passed to get_*-functions assumed the dates were given in UTC, and were retrieved as UTC. These have now been changed; all functions now uses Sys.timezone() as default upon request and retrieval.

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!

cryptoQuotes 1.2.1

Minor Updates

• Added DOGECOIN data. This data is extracted on the 1m chart, around Elon Musks Tweet.
• Added a usecase in the Vignette about Dogecoin and Elon Musk to showcase the functionality of the library.

Bugfixes

• Corrected misspelled ticker in Vignette
• All returned Quotes are now in UTC, again.
• Fixed an error on the Bitmart API where weekly candles would throw an error.

cryptoQuotes 1.2.0

• All from and to arguments are now more flexible, and supports passing Sys.Date() and Sys.time() directly into the get-functions.

• getQuote() now returns up to 100 pips preceding the specified to date, when from = NULL. It returns 100 pips, or up to Sys.Date(), from the specified from date.

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())
 )

Market Sentiment

Four new functions are added,

• getFGIndex() which returns the daily Fear and Greed Index.
• addFGIndex() which adds the Fear and Greed Index as a subplot to price charts.
• getLSRatio() which returns the long-short ratio with varying granularity. Contributor has been credited.
• addLSRatio() which adds the long-short ratio as a subplot to price charts.

Convinience functions added

Three new convinience functions are added applicable to some situations,

• removeBound()
• splitWindow()
• calibrateWindow()

cryptoQuotes 1.1.0

Frontend

getQuote() now returns up to 100 pips when to and from is NULL

Backend

• All code has been rewritten so its compatible with httr2, the package used httr at version 1.0.0.

Future releases

In the next release, three more exchanges will be supported.

Known bugs

The returned quotes are in local timezone, this is an unintentional feature and will be fixed in a bugfix.

cryptoQuotes 1.0.0

• Initial CRAN submission :rocket: