get_openinterest: Get the open interest on perpetual futures contracts

In cryptoQuotes: Open Access to Cryptocurrency Market Data, Sentiment Indicators and Interactive Charts

Get the open interest on perpetual futures contracts

Description

Get the open interest on a cryptocurrency pair from the available_exchanges() in any actively traded available_tickers() on the FUTURES markets.

Usage

get_openinterest(
 ticker,
 interval = '1d',
 source   = 'binance',
 from     = NULL,
 to       = NULL
)

Arguments

ticker	A character-vector of length 1. See available_tickers() for available tickers.
interval	A character-vector of length 1. ⁠1d⁠ by default. See available_intervals() for available intervals.
source	A character-vector of length 1. binance by default. See available_exchanges() for available exchanges.
from	An optional character-, date- or POSIXct-vector of length 1. NULL by default.
to	An optional character-, date- or POSIXct-vector of length 1. NULL by default.

Details

On time-zones and dates

Values passed to ⁠from`` or ⁠to⁠must be coercible by [as.Date()], or [as.POSIXct()], with a format of either⁠"%Y-%m-%d"or"%Y-%m-%d %H:%M:%S"'. By default all dates are passed and returned with Sys.timezone().

On returns

If only from is provided 200 pips are returned up to Sys.time(). If only to is provided 200 pips up to the specified date is returned.

Value

An <[xts]>-object containing,

index	<POSIXct> the time-index
open_interest	<numeric> open perpetual contracts on both both sides

Sample output

#>                     open_interest
#> 2024-05-12 02:00:00      70961.07
#> 2024-05-13 02:00:00      69740.49
#> 2024-05-14 02:00:00      71110.33
#> 2024-05-15 02:00:00      67758.06
#> 2024-05-16 02:00:00      73614.70
#> 2024-05-17 02:00:00      72377.85

Author(s)

Serkan Korkmaz

See Also

Other get-functions: get_fgindex(), get_fundingrate(), get_lsratio(), get_quote()

Examples

## Not run: 
  # script start;

  # 1) check available
  # exchanges for open interest
  cryptoQuotes::available_exchanges(
    type = 'interest'
    )

  # 2) get BTC funding rate
  # for the last 7 days
  tail(
    BTC <- cryptoQuotes::get_openinterest(
      ticker = "BTCUSDT",
      source = "binance",
      from   = Sys.Date() - 7
    )
  )

  # script end;

## End(Not run)

cryptoQuotes documentation built on Sept. 16, 2025, 1:09 a.m.