In majkamichal/BitBayR: R Public API Client to BitBay Crypto-Currency Exhange

Overview

BitBayR is a simple R public API client to the BitBay crypto-currency exhange.

It consists of 6 functions: bitbay_orderbook, bitbay_profit, bitbay_trades bitbay_trades_from_date, bitbay_aggregate and bitbay_ticker.

Available pairs: all combinations of

• BTC (Bitcoin)

• ETC (Ethereum)

• LSK (Lisk)

• LTC (Litecoin)

• GAME (Game)

• DASH (Dash)

• BCC (Bitcoin cash)

and

• PLN

• USD

• EUR

• BTC

They have to be separated by /.

Usage

bitbay_orderbook

The function bitbay_orderbook downloads the actual order book. Its output consists of a list with two dataframes bids and asks. Each one contains three columns Bid or Ask, Volume and Price. The price is just Bid or Ask times the Volume.

library(BitBayR)

order_book <- bitbay_orderbook(pair = "BTC/EUR")
head(order_book$bids)
head(order_book$asks)

bitbay_profit

The function bitbay_profit performs a theoretical/virtual market order. That is, it theoretically sells some specific volume of a specific crypto currency for a specific currency. In the example below one Bitcoin is sold for EUR assuming a prior investment of 5000€ and transaction fees 0.3%.

bitbay_profit(pair = "BTC/EUR", amount = 1, investment = 5000, fee = 0.003)

bitbay_trades and bitbay_trades_from_date

The function bitbay_trades can be used to download last n transactions by specifying the parameter last_trades. In order to download all historic transactions the parameter last_trades can be set to "all".

last_50_trades <- bitbay_trades(pair = "BTC/EUR", last_trades = 50)
tail(last_50_trades)

The function bitbay_trades_from_date does the same task, however, it downloads all transactions occurred after a specific date. In the example below, all trades within last 3 hours.

last_trades_3h <- bitbay_trades_from_date(pair = "BTC/EUR", date = Sys.time() - 60 * 60 * 3)
tail(last_trades_3h)

bitbay_aggregate

The function bitbay_aggregate takes downloaded transactions as input as well as the time interval length (in seconds) and returns a time-series object of class xts with aggregated transactions.

aggr_data_15min <- bitbay_aggregate(last_50_trades, aggr_time = 15 * 60)
tail(aggr_data_15min)

bitbay_ticker

The function bitbay_ticker can be used to download a ticker for a specific pair.

ticker_BTC_USD <- bitbay_ticker(pair = "BTC/EUR")
ticker_BTC_USD

majkamichal/BitBayR documentation built on May 29, 2019, 3:43 a.m.