getTradelog: Get tradelog information from a brokerage or exchange

In rusquant: Quantitative Trading Framework

Get tradelog information from a brokerage or exchange

Description

This function retrieves account information from a brokerage or exchange.

Usage

getTradelog(
  Symbols,
  depth = 500,
  src = "poloniex",
  api.key = "",
  adjust = FALSE,
  return.class = "data.table",
  index.class = "Date",
  market = "shares",
  board = "tqbr",
  verbose = FALSE,
  auto.assign = TRUE,
  env = globalenv()
)

Arguments

Symbols	Character vector specifying the trading pair, e.g. "BTC_ETH".
depth	Numeric scalar, specifying the number of trades to retrieve (default = 500).
src	Character scalar, specifying the exchange to retrieve trade logs from. The supported exchanges are: "tinkoff", "alor", "poloniex", "kraken", "binance", "bttrex", "cex", "gate", "gatecoin", "gdax", "gemini", "hitbtc", "liqui", and "lykke".
api.key	Character scalar, specifying the API key (if required by the exchange).
adjust	Logical scalar, specifying whether to adjust timestamps for time zones (default = FALSE).
return.class	Character scalar, specifying the class of the returned object. The supported classes are: "data.table", "data.frame", and "xts" (default = "data.table").
index.class	Character scalar, specifying the class of the index column. The supported classes are: "Date" and "POSIXct" (default = "Date").
market	A character string specifying type of market. 'shares' or 'forts'
board	A character string specifying type of board
verbose	Logical scalar, specifying whether to print verbose output (default = FALSE).
auto.assign	Logical scalar, specifying whether to automatically assign the resulting object to the global environment (default = TRUE).
env	environment where data is stored

Value

A data table or data frame with the retrieved trade logs, depending on the value of the return.class argument.

Note

Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.

Author(s)

Vyacheslav Arbuzov

Examples

getTradelog('BTC_USDT', src = 'poloniex')
getTradelog('SBER', src = 'moex')
getTradelog('SiH5', src = 'moex',market='forts')

rusquant documentation built on Sept. 30, 2024, 9:42 a.m.