calcBestOrdersAndTradesBased: Calculate liquidity measures based on best orders and last...

In deanfantazzini/bitcoinFinance: Quantitative Finance with Cryptocurrencies

Calculate liquidity measures based on best orders and last trade

Description

This function calculates liquidity measures based on best orders and last trade

Usage

calcBestOrdersAndTradesBased(market, pair, sourceDirectory, destDirectory)

Arguments

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

Details

This function calculates liquidity measures based on best orders and last trade

Value

df is a dataframe with liquidity measures based on best orders and last trades

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 )
bestorders_liquidity_trades<-calcBestOrdersAndTradesBased("coinbase","btcusd",data_file, data_file )

## End(Not run)

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