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,
binance | bitmart | bybit | kraken | kucoin |
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.
The cryptoQuotes
-package 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 on pkgdown.
Note: 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 | :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) |
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() - 1
)
index | open | high | low | close | volume |
---|---|---|---|---|---|
2024-05-31 18:00:00 | 67215.58 | 67352.41 | 66670 | 67000.01 | 2093.77494 |
2024-05-31 18:30:00 | 67000.01 | 67221.53 | 66876.8 | 67200.01 | 788.25693 |
2024-05-31 19:00:00 | 67200.01 | 67459.66 | 67160.3 | 67417.98 | 598.68095 |
2024-05-31 19:30:00 | 67417.98 | 67455.93 | 67287.97 | 67342.77 | 287.26257 |
2024-05-31 20:00:00 | 67342.77 | 67444.47 | 67288.2 | 67305.5 | 383.04002 |
2024-05-31 20:30:00 | 67305.5 | 67427.68 | 67170 | 67400 | 468.98276 |
The sentiment indicators available in the cryptoQuotes
-package 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 on pkgdown. All supported market indicators by exchange are listed in the table below,
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: |
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() - 1
)
index | long | short | ls_ratio |
---|---|---|---|
2024-05-31 18:00:00 | 0.679 | 0.321 | 2.114 |
2024-05-31 18:30:00 | 0.687 | 0.313 | 2.199 |
2024-05-31 19:00:00 | 0.696 | 0.304 | 2.289 |
2024-05-31 19:30:00 | 0.699 | 0.301 | 2.323 |
2024-05-31 20:00:00 | 0.696 | 0.304 | 2.288 |
2024-05-31 20:30:00 | 0.696 | 0.304 | 2.293 |
Charting in the cryptoQuotes
-package 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,
## 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()
)
)
Colorblind friendly version
## Chart BTC
## using klines, SMA
## Bollinger Bands and
## ling-short ratio with color-deficiency
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(
deficiency = 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.