calcTradeBased: Calculate liquidity measures based on trades

In deanfantazzini/bitcoinFinance: Quantitative Finance with Cryptocurrencies

Calculate liquidity measures based on trades

Description

This function calculates liquidity measures based on trades

Usage

calcTradeBased(market, pair, sourceDirectory, destDirectory)

Arguments

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

Details

This function calculates liquidity measures based on trades

Value

newData is a dataframe with the trade-based liquidity measures

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 )

## End(Not run)

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