#' Save orderbook
#' @description Saves orderbook to local folder
#' @param exchange Name of an exchange (e.g. "binance", "kraken", "lykke")
#' @param asset_pair Name of an asset pair (e.g. "BTCUSD", "ETHUSD")
#' @param level Required orderbook level (default = 10, upper bound = 25)
#' @param filetype Save as *.rds or *.RData
#' @param print.output Should the output be printed to the console (default = FALSE)?
#' @export
save_orderbook <- function(exchange = as.character(NA),
asset_pair = as.character(NA),
level = 10,
path = NA,
ob = NA,
filetype = "rds",
print.output = FALSE,
df = FALSE) {
if(is.na(ob)) {
ob <- get_orderbook(exchange = exchange,
asset_pair = asset_pair,
level = level,
df = df)
}
if (print.output) print(ob)
if (!is.na(path)) {
dir.create(file.path(path, exchange), showWarnings = FALSE, recursive = TRUE)
path <- file.path(path, exchange)
} else {
dir.create(file.path(exchange), showWarnings = FALSE)
path <- exchange
}
if (filetype == "rds") {
saveRDS(ob, file = paste0(path, "/",
asset_pair, "_orderbook_", ob$ts[1], ".rds"))
}
if (filetype == "RData") {
save(ob, file = paste0(path, "/",
asset_pair, "_orderbook_", ob$ts[1], ".RData"))
}
}
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