R/api_bybit.R

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

# script: api_bybit
# date: 2023-12-20
# author: Serkan Korkmaz, serkor1@duck.com
# objective: Create all necessary parameters
# for a proper API call
# script start;
# 1) URLs and Endpoint; ####
bybitUrl <- function(
    futures = TRUE,
    ...) {

  if (futures)
    'https://api.bybit.com'
  else
    'https://api.bybit.com'

}

bybitEndpoint <- function(
    type = 'ohlc',
    futures = TRUE,
    top = FALSE) {

  endPoint <- switch(
    EXPR = type,
    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'
    }
  )

  # 2) return endPoint url
  return(
    endPoint
  )

}

# 2) Available intervals; #####
bybitIntervals <- function(
    type,
    interval,
    futures = NULL,
    all = FALSE,
    ...) {

  # 0) Define intervals
  if (type == "ohlc") {
    interval_label  <-  c(
      '1m',
      '3m',
      '5m',
      '15m',
      '30m',
      '1h',
      '2h',
      '4h',
      '6h',
      '12h',
      '1d',
      '1M',
      '1w'
    )

    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")
  }

  if (all) { return(interval_label) }

  interval_actual[
    interval_label %in% interval
  ]

}


# 3) define response object and format; ####
bybitResponse <- function(
    type = 'ohlc',
    futures,
    ...) {

  # mock response
  # to avoid check error in
  # unevaluated expressions
  response <- NULL

  switch(
    EXPR = type,
    ohlc = {
      list(
        colum_names = c(
          'open',
          'high',
          'low',
          'close',
          'volume'
        ),
        colum_location = 2:6,
        index_location = 1

      )
    },
    ticker = {
      list(
        foo = function(response, futures = NULL){
          subset(
            response$result$list,
            response$result$list$status == 'Trading'
          )$symbol
        }
      )
    },
    interest = {
      list(
        colum_names    = 'open_interest',
        index_location = 2,
        colum_location = 1
      )
    },

    fundingrate = {
      list(
        colum_names     = "funding_rate",
        index_location  = 3,
        colum_location  = 2
      )
    },
    {
      list(
        colum_names     = c('long', 'short'),
        index_location  = 4,
        colum_location  = 2:3
      )
    }


  )

}

# 4) Dates passed to and from endpoints; ####
bybitDates <- function(
    futures,
    dates,
    is_response = FALSE,
    ...) {


  # 0) Set multiplier
  multiplier <- 1e3

  # 1) determine wether
  # its a response or request
  if (is_response) {

    dates <- convert_date(
      x = as.numeric(dates),
      multiplier = multiplier
    )

  } else {

    dates <- format(
      convert_date(
        x = dates,
        multiplier = multiplier
      ),
      scientific = FALSE
    )

    names(dates) <-c('start', 'end')

  }

  dates

}

# 5) Parameters passed to endpoints; ####
bybitParameters <- function(
    futures = TRUE,
    type   = 'ohlc',
    ticker,
    interval,
    from = NULL,
    to = NULL,
    ...) {

  # Basic parameters common to both futures and non-futures
  params <- list(
    symbol = ticker,
    category = if (futures) 'linear' else 'spot',
    interval = bybitIntervals(
      interval = interval,
      type    = type
    ),
    limit = 1000
  )

  # Add date parameters
  date_params <- bybitDates(
    futures = futures,
    dates = c(
      from = from,
      to = to
    ),
    is_response = FALSE
  )

  if (type != "ohlc") {

    switch(
      EXPR = type,
      "fundingrate" = {

        names(date_params) <- c("startTime", "endTime")

      },
      "interest" = {

        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'

        # 4.1) Return only
        # 100 such that this function
        # aligns with the remaining
        # functions which
        # also returns 100
        params$limit <- 500
      }
    )

  }

  # Combine all parameters
  params <- c(params, date_params)

  # Return a structured list with additional common parameters
  return(
    list(
      query = params,
      path = NULL,
      futures = futures,
      source = 'bybit',
      ticker = ticker,
      interval = interval
    )
  )
}

# script end; ####