R/api_cryptocom.R

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

# script: new_api_crypto.com
# date: 2024-06-07
# author: Serkan Korkmaz, serkor1@duck.com
# objective: Create all necessary parameters
# for a proper API call
# script start;
# 1) URLs and Endpoint; ####
crypto.comUrl <- function(
    futures = TRUE,
    ...) {

  # 1) define baseURL
  # for each API
  if (futures)
    'https://api.crypto.com/exchange/v1/public'
  else
    'https://api.crypto.com/exchange/v1/public'

}

crypto.comEndpoint <- function(
    type = 'ohlc',
    futures = TRUE,
    ...) {

  switch(
    EXPR = type,
    ticker ={
      'get-instruments'
    },
    fundingrate = {
      'get-valuations'
    },
    # default value:
    # klines
    {
      'get-candlestick'
    }
  )

}

# 2) Available intervals; #####
crypto.comIntervals <- function(
    interval,
    futures,
    all = FALSE,
    ...) {

  # interval labels
  # user-facing
  interval_label <- c(
    "1m",
    "5m",
    "15m",
    "30m",
    "1h",
    "2h",
    "4h",
    "12h",
    "1d",
    "1w",
    "2w",
    "1M"
  )

  # API intervals
  interval_actual <- c(
    "M1",
    "M5",
    "M15",
    "M30",
    "H1",
    "H2",
    "H4",
    "H12",
    "1D",
    "7D",
    "14D",
    "1M"
  )


  if (all) { return(interval_label) }

  interval_actual[
    interval_label %in% interval
  ]

}

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

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

  switch(
    EXPR = type,
    ticker = {
      list(
        foo = function(response, futures) {

          subset(
            response$result$data,
            response$result$data$tradable == TRUE &
              response$result$data$inst_type %in% ifelse(
                futures,
                c("PERPETUAL_SWAP", "FUTURE"),
                "CCY_PAIR"

              )
          )$symbol
        }
      )
    },

    fundingrate = {
      list(
        colum_names    = "funding_rate",
        index_location = c(2),
        colum_location = c(1)
      )
    },
    {
      list(
        colum_names = c('open', 'high', 'low', 'close', 'volume'),
        colum_location = 1:5,
        index_location = 6
      )
    }
  )

}

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

  # 0) set multiplier based
  # on market
  multiplier <- 1e3

  # 1) if its a response
  if (is_response) {

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

  } else {

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

    names(dates) <- c('start_ts', 'end_ts')

  }

  dates

}

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

  # Initial parameter setup
  params <- list(
    instrument_name = ticker,
    timeframe = crypto.comIntervals(
      interval = interval,
      futures = futures
    ),
    count = 5000
  )

  if (type == "fundingrate"){
    params$valuation_type <- 'funding_hist'
  }

  # Add date parameters
  date_params <- crypto.comDates(
    futures = futures,
    dates = c(from = from, to = to)
  )

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

  # Return structured list with additional parameters
  list(
    query    = params,
    path     = NULL,
    futures  = futures,
    source   = 'crypto.com',
    ticker   = ticker,
    interval = interval
  )
}

# script end;