R/indodax.R
In blakcjack/coinTrader: Trading API Package for some known coins
#' @name Indodax
#' @aliases Indodax
#' @title API for Trading at Indodax
#' @author Suberlin Sinaga (2021)
#' @param url indodax api endpoint
#' @param secret indodax secret API
#' @param key indodax key API
#' @description
#' Connect to Indodax API endpoints
#' @details
#' Help you connect to Indodax API endpoints and execute your trading function.
#'
#' Note: this is not a robot trading. This only helps you connect and execute your trading command.
#' @usage
#' indodax$new()
#' indodax$new(url, key, secret)
#'
#' @seealso
#' \link{httr} for API management in R
#'
#' @export
indodax <- R6Class(
classname = "Indodax",
private = list(
signature = function(params) {
hmac(eval(private$secret),
params, "sha512")
},
nonce = function() {
as.numeric(Sys.time()) * 1000
}
),
public = list(
#' @description Initializing new object
#' @param url indodax api endpoint
#' @param secret indodax secret API
#' @param key indodax key API
#' @details
#' To initialize this object, you need to call `new()` method
#' that will span this initialize function. All the arguments
#' are optional.
#'
#' When not supplied, you need to store them in you .Renviron as:
#' api_key_indodax for key
#' secret_key_indodax for secret
#' url_api_indodax for url
initialize = function(url = NULL, secret = NULL, key = NULL) {
if (!missing(secret) & !missing(key)) {
cat(
"Creating Indodax object using supplied key! Please consider about the vulnerability of this method.\n"
)
private$secret = secret
private$key = key
} else {
cat("Creating Indodax object using environment key. This is the recommended way.\n")
private$key <- quote(Sys.getenv("api_key_indodax"))
private$secret <-
quote(Sys.getenv("secret_key_indodax"))
private$url <- quote(Sys.getenv("url_api_indodax"))
}
if (!missing(url)) {
private$url <- url
}
},
#' @details Representation to print the object
print = function() {
cat("<Indodax API bridge>")
},
#' @param payload The post data that will be sent
#' @param params The post data in url-encoded form
#' @details
#' Posting the data to the endpoint to get a response
#' @return
#' Fetched object of the Indodax API
posting = function(payload, params) {
sign <- private$signature(params)
res <- POST(
url = eval(private$url),
body = payload,
add_headers(`key` = eval(private$key),
`sign` = sign),
httr::content_type('application/x-www-form-urlencoded'),
encode = "form"
)
return(content(res))
},
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return
#' dataframe of balance and held balance
#' @details
#' Gives us information about our current assets. It will give us the information about the current balance and current held balance
assetInfo = function(timestamp = 1578304294000,
recvWindow = 1578303937000) {
params <- paste0('method=getInfo×tamp=',
timestamp,
'&recvWindow=',
recvWindow)
payload <- list(method = "getInfo",
timestamp = timestamp, recvWindow = recvWindow)
res <- self$posting(payload, params)
# get_normal_balance
res_balance <- res$return$balance %>%
bind_cols() %>%
mutate_all(as.numeric) %>%
pivot_longer(everything(), names_to = "aset") %>%
filter(value != 0) %>%
mutate(on_hold = 0)
# ge both normal and hold balance
res <- res$return$balance_hold %>%
bind_rows() %>%
mutate_all(as.numeric) %>%
pivot_longer(everything(), names_to = "aset") %>%
filter(value != 0) %>%
mutate(on_hold = 1) %>%
rbind(res_balance) %>%
mutate(last_retrieve = Sys.time())
return(res)
},
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @details
#' Fetch transaction history from Indodax server
#' @return
#' list of transaction history
transHistory = function(timestamp = 1578304294000,
recvWindow = 1578303937000,
since = "2021-03-28 00:00:00") {
since <- as.numeric(as.POSIXct(since, tz = "Asia/Jakarta",
origin = "1970-01-01"))
params <- paste0('method=transHistory×tamp=', timestamp,
'&recvWindow=', recvWindow, '&since=', since)
payload <-
list(method = "transHistory",
timestamp = timestamp,
recvWindow = recvWindow,
since = since)
res <- self$posting(payload, params)
if (res$success == 1) {
cat("Fetched!\n")
res <- res$return
} else {
res <- res$error
class(res) <- c(oldClass(res), "errorAPI")
}
return(res)
},
#' @details
#' Gives us the withdrawal history
#' @return
#' Data frame of withdrawal history
withdrawHistory = function() {
res <- self$transHistory()$withdraw
df_res <- list()
for (a in seq_len(length(res))) {
if (length(res[[a]]) > 0) {
df_res[[a]] <- res[[a]] %>%
bind_cols() %>%
mutate(source = names(res[a]))
}
}
df_res <- df_res %>%
bind_rows()
if (length(df_res) > 8) {
df_res <- df_res %>%
select(1:7,source, everything()) %>%
pivot_longer(cols = 9:last_col()) %>%
filter(!is.na(value)) %>%
select(-name) %>%
distinct()
}
return(df_res)
},
#' @details
#' Gives us the deposit history
#' @return
#' Data frame of deposit history
depositHistory = function() {
res <- self$transHistory()$deposit
df_res <- list()
for (a in seq_len(length(res))) {
if (length(res[[a]]) > 0) {
df_res[[a]] <- res[[a]] %>%
bind_rows() %>%
mutate(source = names(res[a]))
}
}
df_res <- df_res %>%
bind_rows()
if (length(df_res) > 10) {
df_res <- df_res %>%
pivot_longer(cols = 11:last_col()) %>%
select(-name) %>%
filter(!is.na(value) | !is.na(type)) %>%
distinct()
}
return(df_res)
},
#' @details
#' Gives us the trading history of corresponding coin. We can grab as many as coins we are interested in by passing them as vector.
#' @param pairs define specific pairs we want to watch. It supports the vector of pairs
#' @param count number of trading history of each interested coin
#' @param from_id trading id we want to watch from
#' @param end_id the last trading id we want to watch
#' @param order the order of the record
#' @param since specifies the interested time frame of the history
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return
#' Raw content of the fetched API object
tradeHistory = function(pairs = 'eth_idr', count = 1000, from_id = 0,
end_id = 0, order = "desc",
since = "2021-03-28 00:00:00",
timestamp = 1578304294000,
recvWindow = 1578303937000) {
since <- as.numeric(as.POSIXct(since, tz = "Asia/Jakarta",
origin = "1970-01-01"))
if (length(pairs) > 1) {
res <- lapply(pairs, function(pair) {
params <- paste0(
'method=tradeHistory×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&count=', count,
'&from_id=', from_id,
'&end_id=', end_id,
'&order=', order,
'&since=', since,
'&pair=', pair
)
payload <-
list(
method = "tradeHistory",
timestamp = timestamp,
recvWindow = recvWindow,
count = count,
from_id = from_id,
end_id = end_id,
order = order,
since = since,
pair = pair
)
self$posting(payload, params)
}) %>%
bind_rows() %>%
filter(success == 1)
res <- res$return %>%
bind_rows()
res <- res %>%
select(currency,
pair,
trade_id,
order_id,
type,
price,
fee,
trade_time,
everything()) %>%
pivot_longer(cols = 9:length(res)) %>%
filter(!is.na(value)) %>%
select(-name)
} else {
params <- paste0(
'method=tradeHistory×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&count=', count,
'&from_id=', from_id,
'&end_id=', end_id,
'&order=', order,
'&since=', since,
'&pair=', pairs
)
payload <-
list(
method = "tradeHistory", timestamp = timestamp,
recvWindow = recvWindow, count = count,
from_id = from_id, end_id = end_id,
order = order, since = since, pair = pairs
)
res <-
self$posting(payload, params)$return$trades %>%
bind_rows() %>%
select(currency,
pair,
trade_id,
order_id,
type,
price,
fee,
trade_time,
everything())
names(res)[length(res)] <- "value"
}
return(res)
},
#' @details
#' Gives us the buy history of corresponding coin. We can grab as many as coins we are interested in by passing them as vector.
#' @param pairs define specific pairs we want to watch. It supports the vector of pairs
#' @param count number of trading history of each interested coin
#' @param from_id trading id we want to watch from
#' @param end_id the last trading id we want to watch
#' @param order the order of the record
#' @param since specifies the interested time frame of the history
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return
#' data.frame
buyHistory = function(pairs = 'eth_idr', count = 1000,
from_id = 0, end_id = 0,
order = "desc", since = "2021-03-28 00:00:00",
timestamp = 1578304294000,
recvWindow = 1578303937000) {
res <-
self$tradeHistory(pairs,
count,
from_id,
end_id,
order,
since,
timestamp,
recvWindow) %>%
filter(type == "buy") %>%
mutate_at(vars(price, fee, value, trade_time), as.numeric)
return(res)
},
#' @details
#' Gives us the buy history of corresponding coin. We can grab as many as coins we are interested in by passing them as vector.
#' @param pairs define specific pairs we want to watch. It supports the vector of pairs
#' @param count number of trading history of each interested coin
#' @param from_id trading id we want to watch from
#' @param end_id the last trading id we want to watch
#' @param order the order of the record
#' @param since specifies the interested time frame of the history
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return
#' data.frame
sellHistory = function(pairs = 'eth_idr', count = 1000,
from_id = 0, end_id = 0,
order = "desc", since = "2021-03-28 00:00:00",
timestamp = 1578304294000,
recvWindow = 1578303937000) {
res <-
self$tradeHistory(pairs, count, from_id, end_id, order,
since, timestamp, recvWindow) %>%
filter(type == "sell") %>%
mutate_at(vars(price, fee, value, trade_time), as.numeric)
return(res)
},
#' @details
#' Function to execute buy and sell. Do not directly execute the function. Use `sell()` or `buy()`.
#' @param pair define specific pairs we want to watch. It supports the vector of pairs
#' @param type type of command to execute (sell or buy)
#' @param price at price should the command will be executed
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @param idr amount of rupiah(s) that we want to spend to buy the coin(s)
#' @param val amount of coin(s) that we want to sell
#' @return
#' raw data from server
trade = function(pair, type, price, timestamp = 1578304294000,
recvWindow = 1578303937000, idr = NULL, val = NULL) {
if (type == "sell" & (is.null(val) | missing(price))) {
stop("Please specify the amount of coins that need to be sold.")
}
if (type == "sell" & !is.null(val) & !missing(price)) {
params <- paste0(
'method=trade×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&pair=', pair,
'&type=', type,
'&price=', price,
'&', gsub("_idr", "", pair), '=', val
)
payload <-
list(
method = "trade",
timestamp = timestamp,
recvWindow = recvWindow,
pair = pair,
type = type,
price = price,
val = val
)
names(payload)[8] <- gsub("_idr", "", pair)
}
if (type == "buy" & (is.null(idr) | missing(price))) {
stop("Please sepcify the amount of rupiah that will be used to buy.")
}
if (type == "buy" & !is.null(idr) & !missing(price)) {
params <- paste0(
'method=trade×tamp=',
timestamp,
'&recvWindow=', recvWindow,
'&pair=', pair,
'&type=', type,
'&price=', price,
'&idr=', idr
)
payload <-
list(
method = "trade",
timestamp = timestamp,
recvWindow = recvWindow,
pair = pair,
type = type,
price = price,
idr = idr
)
}
if (missing(pair)) {
stop("Please specify the current pair conversion target.")
}
res <- self$posting(payload, params)
return(res)
},
#' @details
#' Execute sell command.
#' @param pair define specific pairs we want to watch. It supports the vector of pairs
#' @param val amount of coin(s) that we want to sell
#' @return
#' data_frame
sell = function(pair, val, ...) {
price <- self$current_price(pair)$buy
res <-
self$trade(
type = "sell",
pair = pair,
price = price,
val = val,
...
)
if (res$success == 1) {
cat("Sold!\n")
res <- res$return %>%
bind_rows()
} else {
res <- res$error
}
return(res)
},
#' @details
#' Execute buy command.
#' @param pair define specific pairs we want to watch. It supports the vector of pairs
#' @param idr amount of rupiah(s) that we want to spend to buy the coin(s)
#' @return
#' data_frame
buy = function(pair, idr, ...) {
price <- self$current_price(pair)$sell
res <-
self$trade(
type = "buy",
pair = pair,
price = price,
idr = idr,
...
)
if (res$success == 1) {
cat("Bought!\n")
res <- res$return %>%
bind_rows()
} else {
res <- res$error
}
return(res)
},
#' @details
#' Execute command to open order position
#' @param pair define specific pairs we want to watch. It supports the vector of pairs
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return raw content of the function
openOrders = function(pair = NULL,
timestamp = 1578304294000,
recvWindow = 1578303937000) {
if (!is.null(pair)) {
params <- paste0(
'method=openOrders×tamp=', timestamp,
'&recvWindow=', recvWindow,
"&pair=", pair
)
payload <-
list(
method = "openOrders",
timestamp = timestamp,
recvWindow = recvWindow,
pair = pair
)
} else {
params <- paste0('method=openOrders×tamp=', timestamp,
'&recvWindow=', recvWindow)
payload <- list(method = "openOrders",
timestamp = timestamp,
recvWindow = recvWindow)
}
res <- self$posting(payload, params)
if (res$success == 1) {
cat("Fetched!\n")
if (!is.null(pair)) {
res <- res$return$orders
for (i in length(res)) {
a[[i]] %>%
bind_rows() %>%
mutate(coin = names(a[[i]]))
}
} else {
res <- res$return$orders
res <- lapply(res, function(a) {
a %>%
bind_rows() %>%
mutate(coin = pair)
})
}
} else {
res <- res$error
class(res) <- c(oldClass(res), "errorAPI")
}
return(res)
},
#' @details
#' Get the details order history opened
#' @param pairs define specific pairs we want to watch. It supports the vector of pairs
#' @param count number of trading history of each interested coin
#' @param from order id we want to watch from
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return raw content of the function
orderHistory = function(pairs, count = 1000,
from = 0, timestamp = 1578304294000,
recvWindow = 1578303937000) {
if (length(pairs) > 1) {
res <- lapply(pairs, function(pair) {
params <- paste0(
'method=orderHistory×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&count=', count,
'&from=', from,
'&pair=', pair
)
payload <-
list(
method = "orderHistory",
timestamp = timestamp,
recvWindow = recvWindow,
count = count,
from = from,
pair = pair
)
self$posting(payload, params)
}) %>%
bind_rows() %>%
filter(success == 1)
res <- res$return %>%
bind_rows() %>%
select(-contains("remain")) %>%
select(order_id,
type,
price,
submit_time,
finish_time,
status,
everything()) %>%
pivot_longer(cols = 7:last_col()) %>%
filter(!is.na(value)) %>%
mutate(name = str_replace_all(name, "order_", ""))
} else {
params <- paste0(
'method=orderHistory×tamp=',
timestamp,
'&recvWindow=',
recvWindow,
'&count=',
count,
'&from=',
from,
'&pair=',
pairs
)
payload <-
list(
method = "orderHistory",
timestamp = timestamp,
recvWindow = recvWindow,
count = count,
from = from,
pair = pairs
)
res <-
self$posting(payload, params)$return$orders %>%
bind_rows() %>%
select(-contains("remain")) %>%
select(order_id,
type,
price,
submit_time,
finish_time,
status,
everything()) %>%
pivot_longer(cols = 7:last_col()) %>%
filter(!is.na(value)) %>%
mutate(name = str_replace_all(name, "order_", ""))
}
return(res)
},
#' @details
#' Get the details of a specific order
#' @param pair define specific pair we want to watch. It does not support the vector of pair.
#' @param order_id order_id that we want to check the detail of
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return data.frame
getOrder = function(pair, order_id,
timestamp = 1578304294000,
recvWindow = 1578303937000) {
params <- paste0(
'method=getOrder×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&order_id=', order_id,
'&pair=', pair
)
payload <-
list(
method = "getOrder",
timestamp = timestamp,
recvWindow = recvWindow,
order_id = order_id,
pair = pair
)
res <- self$posting(payload, params)$return$order %>%
bind_rows()
return(res)
},
#' @details
#' Cancel specific order id
#' @param pair define specific pair we want to watch. It does not support the vector of pair.
#' @param order_id order_id that we want to check the detail of
#' @param type order type that we want to cancel (buy or sell)
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return data.frame
cancelOrder = function(pair,
order_id,
type,
timestamp = 1578304294000,
recvWindow = 1578303937000) {
params <- paste0(
'method=getOrder×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&order_id=', order_id,
'&type=', type,
'&pair=', pair
)
payload <-
list(
method = "getOrder",
timestamp = timestamp,
recvWindow = recvWindow,
order_id = order_id,
type = type,
pair = pair
)
self$posting(payload, params)$return
invisible(self)
}
),
lock_objects = FALSE
)
blakcjack/coinTrader documentation built on Dec. 19, 2021, 9:51 a.m.
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#' @name Indodax
#' @aliases Indodax
#' @title API for Trading at Indodax
#' @author Suberlin Sinaga (2021)
#' @param url indodax api endpoint
#' @param secret indodax secret API
#' @param key indodax key API
#' @description
#' Connect to Indodax API endpoints
#' @details
#' Help you connect to Indodax API endpoints and execute your trading function.
#'
#' Note: this is not a robot trading. This only helps you connect and execute your trading command.
#' @usage
#' indodax$new()
#' indodax$new(url, key, secret)
#'
#' @seealso
#' \link{httr} for API management in R
#'
#' @export
indodax <- R6Class(
classname = "Indodax",
private = list(
signature = function(params) {
hmac(eval(private$secret),
params, "sha512")
},
nonce = function() {
as.numeric(Sys.time()) * 1000
}
),
public = list(
#' @description Initializing new object
#' @param url indodax api endpoint
#' @param secret indodax secret API
#' @param key indodax key API
#' @details
#' To initialize this object, you need to call `new()` method
#' that will span this initialize function. All the arguments
#' are optional.
#'
#' When not supplied, you need to store them in you .Renviron as:
#' api_key_indodax for key
#' secret_key_indodax for secret
#' url_api_indodax for url
initialize = function(url = NULL, secret = NULL, key = NULL) {
if (!missing(secret) & !missing(key)) {
cat(
"Creating Indodax object using supplied key! Please consider about the vulnerability of this method.\n"
)
private$secret = secret
private$key = key
} else {
cat("Creating Indodax object using environment key. This is the recommended way.\n")
private$key <- quote(Sys.getenv("api_key_indodax"))
private$secret <-
quote(Sys.getenv("secret_key_indodax"))
private$url <- quote(Sys.getenv("url_api_indodax"))
}
if (!missing(url)) {
private$url <- url
}
},
#' @details Representation to print the object
print = function() {
cat("<Indodax API bridge>")
},
#' @param payload The post data that will be sent
#' @param params The post data in url-encoded form
#' @details
#' Posting the data to the endpoint to get a response
#' @return
#' Fetched object of the Indodax API
posting = function(payload, params) {
sign <- private$signature(params)
res <- POST(
url = eval(private$url),
body = payload,
add_headers(`key` = eval(private$key),
`sign` = sign),
httr::content_type('application/x-www-form-urlencoded'),
encode = "form"
)
return(content(res))
},
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return
#' dataframe of balance and held balance
#' @details
#' Gives us information about our current assets. It will give us the information about the current balance and current held balance
assetInfo = function(timestamp = 1578304294000,
recvWindow = 1578303937000) {
params <- paste0('method=getInfo×tamp=',
timestamp,
'&recvWindow=',
recvWindow)
payload <- list(method = "getInfo",
timestamp = timestamp, recvWindow = recvWindow)
res <- self$posting(payload, params)
# get_normal_balance
res_balance <- res$return$balance %>%
bind_cols() %>%
mutate_all(as.numeric) %>%
pivot_longer(everything(), names_to = "aset") %>%
filter(value != 0) %>%
mutate(on_hold = 0)
# ge both normal and hold balance
res <- res$return$balance_hold %>%
bind_rows() %>%
mutate_all(as.numeric) %>%
pivot_longer(everything(), names_to = "aset") %>%
filter(value != 0) %>%
mutate(on_hold = 1) %>%
rbind(res_balance) %>%
mutate(last_retrieve = Sys.time())
return(res)
},
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @details
#' Fetch transaction history from Indodax server
#' @return
#' list of transaction history
transHistory = function(timestamp = 1578304294000,
recvWindow = 1578303937000,
since = "2021-03-28 00:00:00") {
since <- as.numeric(as.POSIXct(since, tz = "Asia/Jakarta",
origin = "1970-01-01"))
params <- paste0('method=transHistory×tamp=', timestamp,
'&recvWindow=', recvWindow, '&since=', since)
payload <-
list(method = "transHistory",
timestamp = timestamp,
recvWindow = recvWindow,
since = since)
res <- self$posting(payload, params)
if (res$success == 1) {
cat("Fetched!\n")
res <- res$return
} else {
res <- res$error
class(res) <- c(oldClass(res), "errorAPI")
}
return(res)
},
#' @details
#' Gives us the withdrawal history
#' @return
#' Data frame of withdrawal history
withdrawHistory = function() {
res <- self$transHistory()$withdraw
df_res <- list()
for (a in seq_len(length(res))) {
if (length(res[[a]]) > 0) {
df_res[[a]] <- res[[a]] %>%
bind_cols() %>%
mutate(source = names(res[a]))
}
}
df_res <- df_res %>%
bind_rows()
if (length(df_res) > 8) {
df_res <- df_res %>%
select(1:7,source, everything()) %>%
pivot_longer(cols = 9:last_col()) %>%
filter(!is.na(value)) %>%
select(-name) %>%
distinct()
}
return(df_res)
},
#' @details
#' Gives us the deposit history
#' @return
#' Data frame of deposit history
depositHistory = function() {
res <- self$transHistory()$deposit
df_res <- list()
for (a in seq_len(length(res))) {
if (length(res[[a]]) > 0) {
df_res[[a]] <- res[[a]] %>%
bind_rows() %>%
mutate(source = names(res[a]))
}
}
df_res <- df_res %>%
bind_rows()
if (length(df_res) > 10) {
df_res <- df_res %>%
pivot_longer(cols = 11:last_col()) %>%
select(-name) %>%
filter(!is.na(value) | !is.na(type)) %>%
distinct()
}
return(df_res)
},
#' @details
#' Gives us the trading history of corresponding coin. We can grab as many as coins we are interested in by passing them as vector.
#' @param pairs define specific pairs we want to watch. It supports the vector of pairs
#' @param count number of trading history of each interested coin
#' @param from_id trading id we want to watch from
#' @param end_id the last trading id we want to watch
#' @param order the order of the record
#' @param since specifies the interested time frame of the history
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return
#' Raw content of the fetched API object
tradeHistory = function(pairs = 'eth_idr', count = 1000, from_id = 0,
end_id = 0, order = "desc",
since = "2021-03-28 00:00:00",
timestamp = 1578304294000,
recvWindow = 1578303937000) {
since <- as.numeric(as.POSIXct(since, tz = "Asia/Jakarta",
origin = "1970-01-01"))
if (length(pairs) > 1) {
res <- lapply(pairs, function(pair) {
params <- paste0(
'method=tradeHistory×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&count=', count,
'&from_id=', from_id,
'&end_id=', end_id,
'&order=', order,
'&since=', since,
'&pair=', pair
)
payload <-
list(
method = "tradeHistory",
timestamp = timestamp,
recvWindow = recvWindow,
count = count,
from_id = from_id,
end_id = end_id,
order = order,
since = since,
pair = pair
)
self$posting(payload, params)
}) %>%
bind_rows() %>%
filter(success == 1)
res <- res$return %>%
bind_rows()
res <- res %>%
select(currency,
pair,
trade_id,
order_id,
type,
price,
fee,
trade_time,
everything()) %>%
pivot_longer(cols = 9:length(res)) %>%
filter(!is.na(value)) %>%
select(-name)
} else {
params <- paste0(
'method=tradeHistory×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&count=', count,
'&from_id=', from_id,
'&end_id=', end_id,
'&order=', order,
'&since=', since,
'&pair=', pairs
)
payload <-
list(
method = "tradeHistory", timestamp = timestamp,
recvWindow = recvWindow, count = count,
from_id = from_id, end_id = end_id,
order = order, since = since, pair = pairs
)
res <-
self$posting(payload, params)$return$trades %>%
bind_rows() %>%
select(currency,
pair,
trade_id,
order_id,
type,
price,
fee,
trade_time,
everything())
names(res)[length(res)] <- "value"
}
return(res)
},
#' @details
#' Gives us the buy history of corresponding coin. We can grab as many as coins we are interested in by passing them as vector.
#' @param pairs define specific pairs we want to watch. It supports the vector of pairs
#' @param count number of trading history of each interested coin
#' @param from_id trading id we want to watch from
#' @param end_id the last trading id we want to watch
#' @param order the order of the record
#' @param since specifies the interested time frame of the history
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return
#' data.frame
buyHistory = function(pairs = 'eth_idr', count = 1000,
from_id = 0, end_id = 0,
order = "desc", since = "2021-03-28 00:00:00",
timestamp = 1578304294000,
recvWindow = 1578303937000) {
res <-
self$tradeHistory(pairs,
count,
from_id,
end_id,
order,
since,
timestamp,
recvWindow) %>%
filter(type == "buy") %>%
mutate_at(vars(price, fee, value, trade_time), as.numeric)
return(res)
},
#' @details
#' Gives us the buy history of corresponding coin. We can grab as many as coins we are interested in by passing them as vector.
#' @param pairs define specific pairs we want to watch. It supports the vector of pairs
#' @param count number of trading history of each interested coin
#' @param from_id trading id we want to watch from
#' @param end_id the last trading id we want to watch
#' @param order the order of the record
#' @param since specifies the interested time frame of the history
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return
#' data.frame
sellHistory = function(pairs = 'eth_idr', count = 1000,
from_id = 0, end_id = 0,
order = "desc", since = "2021-03-28 00:00:00",
timestamp = 1578304294000,
recvWindow = 1578303937000) {
res <-
self$tradeHistory(pairs, count, from_id, end_id, order,
since, timestamp, recvWindow) %>%
filter(type == "sell") %>%
mutate_at(vars(price, fee, value, trade_time), as.numeric)
return(res)
},
#' @details
#' Function to execute buy and sell. Do not directly execute the function. Use `sell()` or `buy()`.
#' @param pair define specific pairs we want to watch. It supports the vector of pairs
#' @param type type of command to execute (sell or buy)
#' @param price at price should the command will be executed
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @param idr amount of rupiah(s) that we want to spend to buy the coin(s)
#' @param val amount of coin(s) that we want to sell
#' @return
#' raw data from server
trade = function(pair, type, price, timestamp = 1578304294000,
recvWindow = 1578303937000, idr = NULL, val = NULL) {
if (type == "sell" & (is.null(val) | missing(price))) {
stop("Please specify the amount of coins that need to be sold.")
}
if (type == "sell" & !is.null(val) & !missing(price)) {
params <- paste0(
'method=trade×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&pair=', pair,
'&type=', type,
'&price=', price,
'&', gsub("_idr", "", pair), '=', val
)
payload <-
list(
method = "trade",
timestamp = timestamp,
recvWindow = recvWindow,
pair = pair,
type = type,
price = price,
val = val
)
names(payload)[8] <- gsub("_idr", "", pair)
}
if (type == "buy" & (is.null(idr) | missing(price))) {
stop("Please sepcify the amount of rupiah that will be used to buy.")
}
if (type == "buy" & !is.null(idr) & !missing(price)) {
params <- paste0(
'method=trade×tamp=',
timestamp,
'&recvWindow=', recvWindow,
'&pair=', pair,
'&type=', type,
'&price=', price,
'&idr=', idr
)
payload <-
list(
method = "trade",
timestamp = timestamp,
recvWindow = recvWindow,
pair = pair,
type = type,
price = price,
idr = idr
)
}
if (missing(pair)) {
stop("Please specify the current pair conversion target.")
}
res <- self$posting(payload, params)
return(res)
},
#' @details
#' Execute sell command.
#' @param pair define specific pairs we want to watch. It supports the vector of pairs
#' @param val amount of coin(s) that we want to sell
#' @return
#' data_frame
sell = function(pair, val, ...) {
price <- self$current_price(pair)$buy
res <-
self$trade(
type = "sell",
pair = pair,
price = price,
val = val,
...
)
if (res$success == 1) {
cat("Sold!\n")
res <- res$return %>%
bind_rows()
} else {
res <- res$error
}
return(res)
},
#' @details
#' Execute buy command.
#' @param pair define specific pairs we want to watch. It supports the vector of pairs
#' @param idr amount of rupiah(s) that we want to spend to buy the coin(s)
#' @return
#' data_frame
buy = function(pair, idr, ...) {
price <- self$current_price(pair)$sell
res <-
self$trade(
type = "buy",
pair = pair,
price = price,
idr = idr,
...
)
if (res$success == 1) {
cat("Bought!\n")
res <- res$return %>%
bind_rows()
} else {
res <- res$error
}
return(res)
},
#' @details
#' Execute command to open order position
#' @param pair define specific pairs we want to watch. It supports the vector of pairs
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return raw content of the function
openOrders = function(pair = NULL,
timestamp = 1578304294000,
recvWindow = 1578303937000) {
if (!is.null(pair)) {
params <- paste0(
'method=openOrders×tamp=', timestamp,
'&recvWindow=', recvWindow,
"&pair=", pair
)
payload <-
list(
method = "openOrders",
timestamp = timestamp,
recvWindow = recvWindow,
pair = pair
)
} else {
params <- paste0('method=openOrders×tamp=', timestamp,
'&recvWindow=', recvWindow)
payload <- list(method = "openOrders",
timestamp = timestamp,
recvWindow = recvWindow)
}
res <- self$posting(payload, params)
if (res$success == 1) {
cat("Fetched!\n")
if (!is.null(pair)) {
res <- res$return$orders
for (i in length(res)) {
a[[i]] %>%
bind_rows() %>%
mutate(coin = names(a[[i]]))
}
} else {
res <- res$return$orders
res <- lapply(res, function(a) {
a %>%
bind_rows() %>%
mutate(coin = pair)
})
}
} else {
res <- res$error
class(res) <- c(oldClass(res), "errorAPI")
}
return(res)
},
#' @details
#' Get the details order history opened
#' @param pairs define specific pairs we want to watch. It supports the vector of pairs
#' @param count number of trading history of each interested coin
#' @param from order id we want to watch from
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return raw content of the function
orderHistory = function(pairs, count = 1000,
from = 0, timestamp = 1578304294000,
recvWindow = 1578303937000) {
if (length(pairs) > 1) {
res <- lapply(pairs, function(pair) {
params <- paste0(
'method=orderHistory×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&count=', count,
'&from=', from,
'&pair=', pair
)
payload <-
list(
method = "orderHistory",
timestamp = timestamp,
recvWindow = recvWindow,
count = count,
from = from,
pair = pair
)
self$posting(payload, params)
}) %>%
bind_rows() %>%
filter(success == 1)
res <- res$return %>%
bind_rows() %>%
select(-contains("remain")) %>%
select(order_id,
type,
price,
submit_time,
finish_time,
status,
everything()) %>%
pivot_longer(cols = 7:last_col()) %>%
filter(!is.na(value)) %>%
mutate(name = str_replace_all(name, "order_", ""))
} else {
params <- paste0(
'method=orderHistory×tamp=',
timestamp,
'&recvWindow=',
recvWindow,
'&count=',
count,
'&from=',
from,
'&pair=',
pairs
)
payload <-
list(
method = "orderHistory",
timestamp = timestamp,
recvWindow = recvWindow,
count = count,
from = from,
pair = pairs
)
res <-
self$posting(payload, params)$return$orders %>%
bind_rows() %>%
select(-contains("remain")) %>%
select(order_id,
type,
price,
submit_time,
finish_time,
status,
everything()) %>%
pivot_longer(cols = 7:last_col()) %>%
filter(!is.na(value)) %>%
mutate(name = str_replace_all(name, "order_", ""))
}
return(res)
},
#' @details
#' Get the details of a specific order
#' @param pair define specific pair we want to watch. It does not support the vector of pair.
#' @param order_id order_id that we want to check the detail of
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return data.frame
getOrder = function(pair, order_id,
timestamp = 1578304294000,
recvWindow = 1578303937000) {
params <- paste0(
'method=getOrder×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&order_id=', order_id,
'&pair=', pair
)
payload <-
list(
method = "getOrder",
timestamp = timestamp,
recvWindow = recvWindow,
order_id = order_id,
pair = pair
)
res <- self$posting(payload, params)$return$order %>%
bind_rows()
return(res)
},
#' @details
#' Cancel specific order id
#' @param pair define specific pair we want to watch. It does not support the vector of pair.
#' @param order_id order_id that we want to check the detail of
#' @param type order type that we want to cancel (buy or sell)
#' @param timestamp the millisecond timestamp of when the request was created and sent
#' @param recvWindow the number of millisecond after timestamp where your request is valid
#' @return data.frame
cancelOrder = function(pair,
order_id,
type,
timestamp = 1578304294000,
recvWindow = 1578303937000) {
params <- paste0(
'method=getOrder×tamp=', timestamp,
'&recvWindow=', recvWindow,
'&order_id=', order_id,
'&type=', type,
'&pair=', pair
)
payload <-
list(
method = "getOrder",
timestamp = timestamp,
recvWindow = recvWindow,
order_id = order_id,
type = type,
pair = pair
)
self$posting(payload, params)$return
invisible(self)
}
),
lock_objects = FALSE
)
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