bitcoinity_download_DIK: Download the time series data of the depth for price impact,...

In deanfantazzini/bitcoinFinance: Quantitative Finance with Cryptocurrencies

Download the time series data of the depth for price impact, for an exchange pair involving bitcoin and a fiat currency.

Description

This function downloads the time series data of the depth for price impact, for an exchange pair involving bitcoin and a fiat currency, given the specified price range in percentage (k), depth sum expressed in BTC or in quote currency, quote currency, data type, cryptocurrency exchange, data frequency, time length.

Usage

bitcoinity_download_DIK(
  bp = "10",
  bu = "b",
  currency = "USD",
  data_type = "bidask_sum",
  exchange = "bitstamp",
  freq = "hour",
  time_length = "30d"
)

Arguments

bp	is the price range (k) for the depth for price impact
bu	can be "b" (BTC) or "c" (currency). If you choose the former, the depth sum is expressed in BTC; if you choose the latter, the depth sum is expressed in the quote currency.
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".

Value

a dataframe with the requested data

Examples

aa <- bitcoinity_download_DIK(bp="10",bu="b",currency="USD",data_type="bidask_sum",
      exchange="bitstamp",freq="hour",time_length="30d")
head(aa)

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