calcBestOrderBased: Calculate liquidity measures based on best orders

In deanfantazzini/bitcoinFinance: Quantitative Finance with Cryptocurrencies

Calculate liquidity measures based on best orders

Description

This function calculates liquidity measures based on best orders

Usage

calcBestOrderBased(market, pair, sourceDirectory, destDirectory)

Arguments

market	is the required exchange
pair	is the required exchange rate pair
sourceDirectory	is the directory path where the best_orders.csv file is located
destDirectory	is the directory path where the best_orders_liquidity_measures.csv file will be saved

Details

This function calculates liquidity measures based on best orders

Value

df is a dataframe with liquidity measures based on best orders

Examples

## Not run: 
data_file<-system.file("extdata", package = "bitcoinFinance")
prepareTradesFromDirectory("coinbase","btcusd",data_file,data_file)
prepareOrders("coinbase","btcusd",data_file,data_file)
prepareBestOrders ("coinbase","btcusd",data_file )
lastPriceToBestOrders ("coinbase","btcusd",data_file )
trades_liquidity<-calcTradeBased("coinbase","btcusd",data_file, data_file )
bestorders_liquidity<-calcBestOrderBased("coinbase","btcusd",data_file, data_file )

## End(Not run)

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