inst/doc/trade-data.R

In bitmexr: R Client for BitMEX

## ---- include = FALSE---------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  eval = FALSE
)
library(httptest)
start_vignette("trade-data")

## ----setup, message=FALSE-----------------------------------------------------
#  library(bitmexr)
#  library(dplyr)
#  library(ggplot2)
#  library(tidyquant)

## ----message=FALSE------------------------------------------------------------
#  # Get 1000 most recent trades on the exchange
#  trade_data <- trades(
#    symbol = "XBTUSD",
#    reverse = "true",
#    count = 1000
#  )

## ----message=FALSE------------------------------------------------------------
#  # Daily OHLC data from 2017-01-01 to 2020-01-01
#  
#  bucket_data <- bucket_trades(
#    binSize = "1d",
#    startTime = "2018-01-01",
#    endTime = "2020-05-01",
#    symbol = "XBTUSD"
#  )

## ----message=FALSE------------------------------------------------------------
#  # 1-minute buckets from 2020-01-01 until 2020-01-03
#  
#  bucket_data <- bucket_trades(
#    binSize = "1m",
#    startTime = "2020-01-01",
#    endTime = "2020-01-03",
#    symbol = "XBTUSD"
#  )
#  
#  max(as.Date(bucket_data$timestamp))

## ----message=FALSE------------------------------------------------------------
#  
#  bucket_data_long <- map_bucket_trades(
#    binSize = "1m",
#    start_date = "2020-01-01",
#    end_date = "2020-01-03",
#    symbol = "XBTUSD",
#    verbose = FALSE
#  )
#  
#  max(as.Date(bucket_data_long$timestamp))

## ----message=FALSE------------------------------------------------------------
#  map_trades(
#    symbol = "XBTUSD",
#    start_date = "2019-05-03 12:00:00",
#    end_date = "2019-05-03 12:05:00",
#    verbose = TRUE
#  ) %>%
#    select(1:5) %>%
#    head()

## ----message=FALSE------------------------------------------------------------
#  paste(available_symbols(), collapse = ", ")

## ----message=FALSE------------------------------------------------------------
#  valid_dates("ETHUSD")

## ----fig.width=7, fig.height=5, fig.retina=2----------------------------------
#  
#  bucket_data_long %>%
#    filter(timestamp > "2020-01-01" & timestamp < "2020-01-03") %>%
#    mutate(timestamp = as_datetime(timestamp)) %>%
#    ggplot(aes(x = timestamp, y = close)) +
#    geom_candlestick(aes(open = open, high = high, low = low, close = close)) +
#    geom_ma(ma_fun = SMA, n = 200) +
#    scale_x_datetime(date_breaks = "12 hour", date_labels = "%H:%M") +
#    theme_tq()

## ---- include=FALSE-----------------------------------------------------------
#  end_vignette()