prepareBestOrders: Extract best bids and best asks from the orderbook.csv file

In deanfantazzini/bitcoinFinance: Quantitative Finance with Cryptocurrencies

Extract best bids and best asks from the orderbook.csv file

Description

This function extract best bids and best asks from the orderbook.csv file

Usage

prepareBestOrders(market, pair, sourceDirectory)

Arguments

market	is the required exchange
pair	is the required exchange rate pair
sourceDirectory	is the directory path where the csv order-book data files is located (and where the best_orders.csv file will be saved)

Details

This function extracts best bids and best asks from the orderbook.csv file and save them in the best_orders.csv file

Examples

## Not run: 
data_file<-system.file("extdata", package = "bitcoinFinance")
prepareOrders("coinbase","btcusd",data_file,data_file)
prepareBestOrders("coinbase","btcusd",data_file )

## End(Not run)

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