README.md

In ckscheuch/CryptoX: Extract Orderbooks from Crypto Exchanges

CryptoX

Simple R wrapper for public APIs of cryptocurrency exchanges to extract orderbook information.

To install the package, run

devtools::install_github("christophscheuch/CryptoX")
library(CryptoX)

Usage

To get the symbols tradeable on an exhange, type

get_symbols("lykke")

To get orderbook data, simply type

get_orderbook(exchange = "coinbasepro", asset_pair = "BTCUSD", level = 10)

To store a list that contains orderbook data use

save_orderbook(exchange = "binance", asset_pair = "BTCUSD", level = 10)

The resulting file contains a list with the orderbook of the corresponding exchange (BTC/ USD) up to the first 5 levels (can be adjuted using the level parameter). The files are stored in a subfolder named after the exchange.

Supported Exchanges and Assets

Currently supported exchanges include

supported_exchanges <- c("binance", "bitfinex", "bitflyer", "bitmex", "bitpanda", "bitstamp", "gemini", "hitbtc", "kraken", "lykke", "poloniex", "xbtce")

Currently supported asset pairs include

supported_assets <- c("BTCUSD", "BTCEUR", "ETHUSD", "ETHEUR", 
                      "LTCUSD", "LTCEUR", "XRPUSD", "XRPEUR")

Below is a list of the currently supported exchanges and whether orderbook data for a specific asset pair is available.

| Exchange | BTCUSD | BTCEUR | ETHUSD | ETHEUR | LTCUSD | LTCEUR | XRPUSD | XRPEUR | | ----------------------------------------- |:------:|:------:|:------:|:------:|:------:|:------:|:------:|:------:| | Binance | Yes | No | Yes | No | Yes | No | Yes | No | | Bitfinex | Yes | Yes | Yes | Yes | Yes | No | Yes | No | | bitFlyer | Yes | Yes | No | No | No | No | No | No | | BitMEX | Yes | No | No | No | No | No | No | No | | Bitpanda| Yes | Yes | No | Yes | No | No | No | Yes | | Bitstamp | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | | Bittrex | Yes | No | Yes | No | Yes | No | Yes | No | | CEX.IO | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | | Coinbase Pro | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | | Gate.io | Yes | No | Yes | No | Yes | No | Yes | No | | Gemini | Yes | No | Yes | No | Yes | No | No | No | | HitBTC | Yes | No | Yes | No | Yes | No | No | No | | Kraken | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | | Lykke | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | | Poloniex | Yes | No | Yes | No | Yes | No | Yes* | No | | xBTCe | Yes | Yes | Yes | Yes | Yes | Yes | No | No |

*Note: Tether (USDT) is used if the exchange does not offer USD fiat pairs.

**Note that BitMEX is a derivatives market and not actually spot trading BTCUSD.

ckscheuch/CryptoX documentation built on Nov. 10, 2019, 3:23 a.m.