R/historic.R

In DataWookie/polygon:

#' Retrieve historic data for a currency pair
#'
#' @param pair Currency pair
#' @param date Date
#' @param offset Offset in seconds from date.
#' @param limit Number of records to retrieve
#'
#' @return A data frame
#' @export
#'
#' @examples
#' \dontrun{
#' historic_forex("AUD/USD", "2018-02-02", limit = 20)
#' historic_forex("AUD/USD", "2018-02-02", offset = 43200, limit = 20)
#' }
historic_forex <- function(pair, date, offset = 0, limit = 100) {
  check_api_key()
  check_currency_symbol(pair)
  #
  from_to = strsplit(pair, "/")[[1]]
  #
  offset = posix_to_timestamp(date) + offset * 1000
  #
  url = paste("v1/historic/forex", from_to[1], from_to[2], date, sep = "/")
  url = create_url(url, list(limit = limit, offset = offset))
  #
  result = GET(url) %>% content("text") %>% fromJSON(bigint_as_char = TRUE)
  #
  result$ticks %>%
    setNames(unlist(result$map)) %>%
    mutate(
      timestamp = timestamp_to_posix(timestamp),
      pair = pair
    ) %>%
    select(time = timestamp, pair, bid, ask)
}