bitcoinity_download: Download the time series data of an exchange pair involving...

In deanfantazzini/bitcoinFinance: Quantitative Finance with Cryptocurrencies

Download the time series data of an exchange pair involving bitcoin and a fiat currency.

Description

This function downloads the time series data of an exchange pair involving bitcoin and a fiat currency, given the specified quote currency, data type, cryptocurrency exchange, data frequency, time length, spread depth (if requested).

Usage

bitcoinity_download(
  currency = "USD",
  data_type = "price_volume",
  exchange = "bitstamp",
  freq = "hour",
  time_length = "30d",
  sd = NULL
)

Arguments

currency	is the quote currency of the currency pair
data_type	is the type of data required. Possible cases are: "volume","rank","price", "price_volume","market_cap","tradespm","volatility","spread","bidask_sum".
exchange	is the cryptocurrency exchange
freq	is the data frequency: "hour", "day", or "week"
time_length	is the time length required: "10m","1h","6h","24h", "3d", "7d", "30d", "6m", "2y", "5y", "all".
sd	is the spread depth. Possible values in BTC are: NULL (default), "10", "100".

Value

a dataframe with the requested data

Examples

dat<-bitcoinity_download(currency="USD", data_type="spread", exchange=NULL,sd="10")
head(dat)[1:4]

deanfantazzini/bitcoinFinance documentation built on June 12, 2024, 4:10 p.m.