README.md
In aushaff/krakenR: Interface with the Kraken API
krakenR API interface
Austin Haffenden
2018-07-06
Introduction
This package interfaces with the kraken API. Currently only for the the GET functions and not all are implemented. It is a work in progress.
Get asset information
Interogate the API for information on the existing assets. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Currently default settings so returns information on all assets:
- asset_name = asset name
- altname = alternate name
- aclass = asset class (e.g. currency)
- decimals = scaling decimal places for record keeping
- display_decimals = scaling decimals for output display
ast_inf <- get_asset_info()
ast_inf$error
#> list()
ast_inf$result[[1]]
#> $aclass
#> [1] "currency"
#>
#> $altname
#> [1] "BCH"
#>
#> $decimals
#> [1] 10
#>
#> $display_decimals
#> [1] 5
Get OHLC data
Get market history OHLC data for a specified asset pair. Time frame interval is specifed in minutes: 1 (default), 5, 15, 30, 60, 240, 1440, 10080, 21600. Since can also be provided in Unix long form. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Result contains two elements: the returned OHLC data and the 'last' date in the data set. The default since is 0 (earliest). Data returned:
time; open; high; low; close; vwap; volume; count
ohlc <- get_ohlc_data(pair = "BCHEUR", interval = 30, since = 0)
ohlc$error
#> list()
head(ohlc$result$BCHEUR)
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7]
#> [1,] "1530843000" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [2,] "1530843060" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [3,] "1530843120" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [4,] "1530843180" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [5,] "1530843240" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [6,] "1530843300" "624.2" "625.8" "624.2" "625.8" "625.8" "0.00272000"
#> [,8]
#> [1,] "0"
#> [2,] "0"
#> [3,] "0"
#> [4,] "0"
#> [5,] "0"
#> [6,] "1"
ohlc$result$last
#> [1] 1530886080
Get order book
Return the current bid and ask orders for a specific asset. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Result contains two elements: asks; bids. Optional to pass 'count', the maximum number of asks/bids (not implemented). Data returned as:
price; volume; timestamp
ord <- get_order_book("BCHEUR")
ord$error
#> list()
head(ord$result$BCHEUR$asks)
#> [,1] [,2] [,3]
#> [1,] "617.000000" "12.378" "1530886167"
#> [2,] "617.100000" "11.000" "1530886167"
#> [3,] "617.900000" "3.721" "1530886163"
#> [4,] "618.200000" "4.799" "1530886158"
#> [5,] "618.300000" "16.000" "1530886159"
#> [6,] "618.400000" "0.156" "1530886161"
head(ord$result$BCHEUR$bids)
#> [,1] [,2] [,3]
#> [1,] "615.500000" "0.080" "1530886164"
#> [2,] "615.300000" "50.198" "1530886167"
#> [3,] "615.100000" "0.753" "1530886161"
#> [4,] "615.000000" "0.002" "1530886130"
#> [5,] "614.900000" "0.028" "1530886125"
#> [6,] "614.800000" "0.138" "1530886138"
Get recent spread data
Returns the recent spread data for a specified asset from a specified since. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Result contains two elements: the spread entries for the asset; last, the id to be used as since when polling for new spread data. Data returned as: time; bid; ask
sprd <- get_recent_spread("BCHEUR", since = "1530876860")
sprd$error
#> list()
head(sprd$result$BCHEUR)
#> [,1] [,2] [,3]
#> [1,] "1530885496" "616.700000" "618.200000"
#> [2,] "1530885500" "616.800000" "618.200000"
#> [3,] "1530885512" "616.900000" "618.200000"
#> [4,] "1530885518" "616.500000" "618.200000"
#> [5,] "1530885518" "616.700000" "618.200000"
#> [6,] "1530885520" "616.800000" "618.200000"
sprd$result$last
#> [1] 1530886164
Get recent trades
Returns the recent trades for a specified asset from a specified since (default is zero). Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Result contains two elements: the trade data for the specified asset over the specified period; last, the id to be used as since when polling for new trade data. Data returned as: price; volume; time; buy/sell; market/limit; miscellaneous
trd <- get_recent_trades("BCHEUR", since = "1501605300157840478")
trd$error
#> list()
head(trd$result$BCHEUR)
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] "201.000000" "4.40412300" "1501605300.1686" "s" "l" ""
#> [2,] "201.000000" "0.37757218" "1501605301.187" "s" "l" ""
#> [3,] "200.000000" "0.96634400" "1501605301.2016" "s" "l" ""
#> [4,] "200.000000" "0.38140082" "1501605301.2054" "s" "l" ""
#> [5,] "200.000000" "0.94320800" "1501605301.7552" "s" "l" ""
#> [6,] "227.000000" "5.92377490" "1501605304.2953" "b" "m" ""
trd$result$last
#> [1] "1501606753013048489"
Get server time
Returns a unix timestamp and an RFC 1123 time format. This is to aid in approximating the skew time between server and client.
get_server_time()
#> $unixtime
#> [1] 1530886173
#>
#> $rfc1123
#> [1] "Fri, 6 Jul 18 14:09:33 +0000"
Get ticker info
Returns the ticker info for a comma seperated list of assets. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Data returned for each pair:
- a = ask array(price, whole lot volume, lot volume)
- b = bid array(price, whole lot volume, lot volume)
- c = last trade closed array(price, lot volume)
- v = volume array(today, last 24 hours)
- p = volume weighted average price array(today, last 24 hours)
- t = number of trades array(today, last 24 hours)
- l = low array(today, last 24 hours)
- h = high array(today, last 24 hours)
- o = today's opening price
pair_list <- paste("BCHEUR", "XBTEUR", sep = ",")
tick <- get_ticker_info(pair_list)
tick$error
#> list()
tick$result$BCHEUR
#> $a
#> [1] "616.900000" "11" "11.000"
#>
#> $b
#> [1] "615.500000" "1" "1.000"
#>
#> $c
#> [1] "616.000000" "0.16298701"
#>
#> $v
#> [1] "1547.71314167" "2466.59111471"
#>
#> $p
#> [1] "618.767691" "621.254172"
#>
#> $t
#> [1] 1160 2253
#>
#> $l
#> [1] "596.700000" "596.700000"
#>
#> $h
#> [1] "635.300000" "645.100000"
#>
#> $o
#> [1] "635.000000"
Get tradeable asset pair
Returns the requested information for a comma seperated list of tradeable asset pairs. Information requested can be: "info": all info (default); "leverage": leverage info; fees: fees schedule; margin: margin info.Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Data returned is:
- pair_name = pair name
- altname = alternate pair name
- aclass_base = asset class of base component
- base = asset id of base component
- aclass_quote = asset class of quote component
- quote = asset id of quote component
- lot = volume lot size
- pair_decimals = scaling decimal places for pair
- lot_decimals = scaling decimal places for volume
- lot_multiplier = amount to multiply lot volume by to get currency volume
- leverage_buy = array of leverage amounts available when buying
- leverage_sell = array of leverage amounts available when selling
- fees = fee schedule array in [volume, percent fee] tuples
- fees_maker = maker fee schedule array in [volume, percent fee] tuples (if on maker/taker)
- fee_volume_currency = volume discount currency
- margin_call = margin call level
- margin_stop = stop-out/liquidation margin level
tap <- get_tradable_asset_pair(info = "margin",
pair_list = "BCHEUR, XBTEUR")
tap$error
#> list()
tap$result$BCHEUR
#> $margin_call
#> [1] 80
#>
#> $margin_level
#> [1] 40
aushaff/krakenR documentation built on April 6, 2023, 10:16 p.m.
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krakenR API interface
Austin Haffenden 2018-07-06
Introduction
This package interfaces with the kraken API. Currently only for the the GET functions and not all are implemented. It is a work in progress.
Get asset information
Interogate the API for information on the existing assets. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Currently default settings so returns information on all assets:
- asset_name = asset name
- altname = alternate name
- aclass = asset class (e.g. currency)
- decimals = scaling decimal places for record keeping
- display_decimals = scaling decimals for output display
ast_inf <- get_asset_info()
ast_inf$error
#> list()
ast_inf$result[[1]]
#> $aclass
#> [1] "currency"
#>
#> $altname
#> [1] "BCH"
#>
#> $decimals
#> [1] 10
#>
#> $display_decimals
#> [1] 5
Get OHLC data
Get market history OHLC data for a specified asset pair. Time frame interval is specifed in minutes: 1 (default), 5, 15, 30, 60, 240, 1440, 10080, 21600. Since can also be provided in Unix long form. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Result contains two elements: the returned OHLC data and the 'last' date in the data set. The default since is 0 (earliest). Data returned: time; open; high; low; close; vwap; volume; count
ohlc <- get_ohlc_data(pair = "BCHEUR", interval = 30, since = 0)
ohlc$error
#> list()
head(ohlc$result$BCHEUR)
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7]
#> [1,] "1530843000" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [2,] "1530843060" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [3,] "1530843120" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [4,] "1530843180" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [5,] "1530843240" "624.2" "624.2" "624.2" "624.2" "0.0" "0.00000000"
#> [6,] "1530843300" "624.2" "625.8" "624.2" "625.8" "625.8" "0.00272000"
#> [,8]
#> [1,] "0"
#> [2,] "0"
#> [3,] "0"
#> [4,] "0"
#> [5,] "0"
#> [6,] "1"
ohlc$result$last
#> [1] 1530886080
Get order book
Return the current bid and ask orders for a specific asset. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Result contains two elements: asks; bids. Optional to pass 'count', the maximum number of asks/bids (not implemented). Data returned as: price; volume; timestamp
ord <- get_order_book("BCHEUR")
ord$error
#> list()
head(ord$result$BCHEUR$asks)
#> [,1] [,2] [,3]
#> [1,] "617.000000" "12.378" "1530886167"
#> [2,] "617.100000" "11.000" "1530886167"
#> [3,] "617.900000" "3.721" "1530886163"
#> [4,] "618.200000" "4.799" "1530886158"
#> [5,] "618.300000" "16.000" "1530886159"
#> [6,] "618.400000" "0.156" "1530886161"
head(ord$result$BCHEUR$bids)
#> [,1] [,2] [,3]
#> [1,] "615.500000" "0.080" "1530886164"
#> [2,] "615.300000" "50.198" "1530886167"
#> [3,] "615.100000" "0.753" "1530886161"
#> [4,] "615.000000" "0.002" "1530886130"
#> [5,] "614.900000" "0.028" "1530886125"
#> [6,] "614.800000" "0.138" "1530886138"
Get recent spread data
Returns the recent spread data for a specified asset from a specified since. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Result contains two elements: the spread entries for the asset; last, the id to be used as since when polling for new spread data. Data returned as: time; bid; ask
sprd <- get_recent_spread("BCHEUR", since = "1530876860")
sprd$error
#> list()
head(sprd$result$BCHEUR)
#> [,1] [,2] [,3]
#> [1,] "1530885496" "616.700000" "618.200000"
#> [2,] "1530885500" "616.800000" "618.200000"
#> [3,] "1530885512" "616.900000" "618.200000"
#> [4,] "1530885518" "616.500000" "618.200000"
#> [5,] "1530885518" "616.700000" "618.200000"
#> [6,] "1530885520" "616.800000" "618.200000"
sprd$result$last
#> [1] 1530886164
Get recent trades
Returns the recent trades for a specified asset from a specified since (default is zero). Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Result contains two elements: the trade data for the specified asset over the specified period; last, the id to be used as since when polling for new trade data. Data returned as: price; volume; time; buy/sell; market/limit; miscellaneous
trd <- get_recent_trades("BCHEUR", since = "1501605300157840478")
trd$error
#> list()
head(trd$result$BCHEUR)
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] "201.000000" "4.40412300" "1501605300.1686" "s" "l" ""
#> [2,] "201.000000" "0.37757218" "1501605301.187" "s" "l" ""
#> [3,] "200.000000" "0.96634400" "1501605301.2016" "s" "l" ""
#> [4,] "200.000000" "0.38140082" "1501605301.2054" "s" "l" ""
#> [5,] "200.000000" "0.94320800" "1501605301.7552" "s" "l" ""
#> [6,] "227.000000" "5.92377490" "1501605304.2953" "b" "m" ""
trd$result$last
#> [1] "1501606753013048489"
Get server time
Returns a unix timestamp and an RFC 1123 time format. This is to aid in approximating the skew time between server and client.
get_server_time()
#> $unixtime
#> [1] 1530886173
#>
#> $rfc1123
#> [1] "Fri, 6 Jul 18 14:09:33 +0000"
Get ticker info
Returns the ticker info for a comma seperated list of assets. Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Data returned for each pair:
- a = ask array(price, whole lot volume, lot volume)
- b = bid array(price, whole lot volume, lot volume)
- c = last trade closed array(price, lot volume)
- v = volume array(today, last 24 hours)
- p = volume weighted average price array(today, last 24 hours)
- t = number of trades array(today, last 24 hours)
- l = low array(today, last 24 hours)
- h = high array(today, last 24 hours)
- o = today's opening price
pair_list <- paste("BCHEUR", "XBTEUR", sep = ",")
tick <- get_ticker_info(pair_list)
tick$error
#> list()
tick$result$BCHEUR
#> $a
#> [1] "616.900000" "11" "11.000"
#>
#> $b
#> [1] "615.500000" "1" "1.000"
#>
#> $c
#> [1] "616.000000" "0.16298701"
#>
#> $v
#> [1] "1547.71314167" "2466.59111471"
#>
#> $p
#> [1] "618.767691" "621.254172"
#>
#> $t
#> [1] 1160 2253
#>
#> $l
#> [1] "596.700000" "596.700000"
#>
#> $h
#> [1] "635.300000" "645.100000"
#>
#> $o
#> [1] "635.000000"
Get tradeable asset pair
Returns the requested information for a comma seperated list of tradeable asset pairs. Information requested can be: "info": all info (default); "leverage": leverage info; fees: fees schedule; margin: margin info.Output returned as a list with two elements: error and result. The error element is empty if no error occured. The result element is empty if an error occured. Data returned is:
- pair_name = pair name
- altname = alternate pair name
- aclass_base = asset class of base component
- base = asset id of base component
- aclass_quote = asset class of quote component
- quote = asset id of quote component
- lot = volume lot size
- pair_decimals = scaling decimal places for pair
- lot_decimals = scaling decimal places for volume
- lot_multiplier = amount to multiply lot volume by to get currency volume
- leverage_buy = array of leverage amounts available when buying
- leverage_sell = array of leverage amounts available when selling
- fees = fee schedule array in [volume, percent fee] tuples
- fees_maker = maker fee schedule array in [volume, percent fee] tuples (if on maker/taker)
- fee_volume_currency = volume discount currency
- margin_call = margin call level
- margin_stop = stop-out/liquidation margin level
tap <- get_tradable_asset_pair(info = "margin",
pair_list = "BCHEUR, XBTEUR")
tap$error
#> list()
tap$result$BCHEUR
#> $margin_call
#> [1] 80
#>
#> $margin_level
#> [1] 40
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