README.md
In majkamichal/BitBayR: R Public API Client to BitBay Crypto-Currency Exhange
BitBay
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$bids)
## Bid Volume Price
## 1 12262.28 0.00163102 20.00002
## 2 12250.02 0.01993459 244.19913
## 3 12001.04 0.04166306 500.00005
## 4 12001.03 0.01241560 148.99999
## 5 12000.01 0.00833400 100.00808
## 6 12000.00 0.03333333 399.99996
head(order_book$asks)
## Ask Volume Price
## 1 12520.03 0.05000000 626.00150
## 2 12520.04 0.01877710 235.09004
## 3 13125.99 0.05842028 766.82401
## 4 13132.76 0.00235502 30.92791
## 5 13160.28 0.00143310 18.86000
## 6 13200.00 0.00300000 39.60000
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)
## $transactions
## bid amount price fee
## 1 12262.28 0.00163102 20.00002 0.06000007
## 2 12250.02 0.01993459 244.19913 0.73259738
## 3 12001.04 0.04166306 500.00005 1.50000015
## 4 12001.03 0.01241560 148.99999 0.44699996
## 5 12000.01 0.00833400 100.00808 0.30002425
## 6 12000.00 0.03333333 399.99996 1.19999988
## 7 11999.99 0.03339753 400.77003 1.20231008
## 8 11800.00 0.25303051 2985.76002 8.95728005
## 9 11600.00 0.01206897 140.00005 0.42000016
## 10 11580.00 0.00286097 33.13003 0.09939010
## 11 11500.00 0.08217304 944.98996 2.83496988
## 12 11201.00 0.30000000 3360.30000 10.08090000
## 13 11200.00 0.15383214 1722.91997 5.16875990
## 14 11131.00 0.04532524 504.51525 1.51354574
##
## $summary
## Amount Amount sold Money (with fees) Investment
## 1.0000 1.0000 11471.0758 5000.0000
## Fee (in %) Profit (in %)
## 0.0030 129.4215
##
## attr(,"pair")
## [1] "BTC/EUR"
## attr(,"download_time")
## [1] "2017-12-10 23:20:20 CET"
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)
## Date Price Order Volume TID
## 45 2017-12-10 23:06:16 12520 buy 0.01877710 71100
## 46 2017-12-10 23:06:19 12520 buy 0.00081149 71101
## 47 2017-12-10 23:06:20 12520 buy 0.00043210 71102
## 48 2017-12-10 23:06:30 12520 buy 0.00039616 71103
## 49 2017-12-10 23:06:42 12520 buy 0.00039936 71104
## 50 2017-12-10 23:11:16 12301 sell 0.00317172 71105
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)
## Date Price Order Volume TID
## 127 2017-12-10 23:06:16 12520 buy 0.01877710 71100
## 128 2017-12-10 23:06:19 12520 buy 0.00081149 71101
## 129 2017-12-10 23:06:20 12520 buy 0.00043210 71102
## 130 2017-12-10 23:06:30 12520 buy 0.00039616 71103
## 131 2017-12-10 23:06:42 12520 buy 0.00039936 71104
## 132 2017-12-10 23:11:16 12301 sell 0.00317172 71105
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)
## BTC_EUR.Open BTC_EUR.High BTC_EUR.Low BTC_EUR.Close
## 2017-12-10 22:15:00 12668.20 12668.20 12500.00 12500.00
## 2017-12-10 22:30:00 12750.00 12750.00 12750.00 12750.00
## 2017-12-10 22:45:00 12750.00 12750.00 12520.03 12520.03
## 2017-12-10 23:00:00 12520.03 12520.04 12250.02 12301.00
## BTC_EUR.Mean BTC_EUR.Median BTC_EUR.Volume_total
## 2017-12-10 22:15:00 12614.79 12668.20 0.08632498
## 2017-12-10 22:30:00 12750.00 12750.00 0.02038485
## 2017-12-10 22:45:00 12566.02 12520.03 0.01678881
## 2017-12-10 23:00:00 12442.51 12500.00 0.18674926
## BTC_EUR.Volume_buy BTC_EUR.Volume_sell BTC_EUR.Count
## 2017-12-10 22:15:00 0.00007276 0.08625222 15
## 2017-12-10 22:30:00 0.02038485 0.00000000 4
## 2017-12-10 22:45:00 0.01678881 0.00000000 5
## 2017-12-10 23:00:00 0.05764444 0.12910482 26
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
## max min last bid ask vwap
## 13129.00000 11011.03000 12301.00000 12262.28000 12520.04000 12301.00000
## average volume
## 12301.00000 10.69074
## attr(,"pair")
## [1] "BTC/EUR"
## attr(,"download_time")
## [1] "2017-12-10 23:20:23 CET"
majkamichal/BitBayR documentation built on May 29, 2019, 3:43 a.m.
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
BitBay
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)
## Bid Volume Price
## 1 12262.28 0.00163102 20.00002
## 2 12250.02 0.01993459 244.19913
## 3 12001.04 0.04166306 500.00005
## 4 12001.03 0.01241560 148.99999
## 5 12000.01 0.00833400 100.00808
## 6 12000.00 0.03333333 399.99996
head(order_book$asks)
## Ask Volume Price
## 1 12520.03 0.05000000 626.00150
## 2 12520.04 0.01877710 235.09004
## 3 13125.99 0.05842028 766.82401
## 4 13132.76 0.00235502 30.92791
## 5 13160.28 0.00143310 18.86000
## 6 13200.00 0.00300000 39.60000
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)
## $transactions
## bid amount price fee
## 1 12262.28 0.00163102 20.00002 0.06000007
## 2 12250.02 0.01993459 244.19913 0.73259738
## 3 12001.04 0.04166306 500.00005 1.50000015
## 4 12001.03 0.01241560 148.99999 0.44699996
## 5 12000.01 0.00833400 100.00808 0.30002425
## 6 12000.00 0.03333333 399.99996 1.19999988
## 7 11999.99 0.03339753 400.77003 1.20231008
## 8 11800.00 0.25303051 2985.76002 8.95728005
## 9 11600.00 0.01206897 140.00005 0.42000016
## 10 11580.00 0.00286097 33.13003 0.09939010
## 11 11500.00 0.08217304 944.98996 2.83496988
## 12 11201.00 0.30000000 3360.30000 10.08090000
## 13 11200.00 0.15383214 1722.91997 5.16875990
## 14 11131.00 0.04532524 504.51525 1.51354574
##
## $summary
## Amount Amount sold Money (with fees) Investment
## 1.0000 1.0000 11471.0758 5000.0000
## Fee (in %) Profit (in %)
## 0.0030 129.4215
##
## attr(,"pair")
## [1] "BTC/EUR"
## attr(,"download_time")
## [1] "2017-12-10 23:20:20 CET"
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)
## Date Price Order Volume TID
## 45 2017-12-10 23:06:16 12520 buy 0.01877710 71100
## 46 2017-12-10 23:06:19 12520 buy 0.00081149 71101
## 47 2017-12-10 23:06:20 12520 buy 0.00043210 71102
## 48 2017-12-10 23:06:30 12520 buy 0.00039616 71103
## 49 2017-12-10 23:06:42 12520 buy 0.00039936 71104
## 50 2017-12-10 23:11:16 12301 sell 0.00317172 71105
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)
## Date Price Order Volume TID
## 127 2017-12-10 23:06:16 12520 buy 0.01877710 71100
## 128 2017-12-10 23:06:19 12520 buy 0.00081149 71101
## 129 2017-12-10 23:06:20 12520 buy 0.00043210 71102
## 130 2017-12-10 23:06:30 12520 buy 0.00039616 71103
## 131 2017-12-10 23:06:42 12520 buy 0.00039936 71104
## 132 2017-12-10 23:11:16 12301 sell 0.00317172 71105
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)
## BTC_EUR.Open BTC_EUR.High BTC_EUR.Low BTC_EUR.Close
## 2017-12-10 22:15:00 12668.20 12668.20 12500.00 12500.00
## 2017-12-10 22:30:00 12750.00 12750.00 12750.00 12750.00
## 2017-12-10 22:45:00 12750.00 12750.00 12520.03 12520.03
## 2017-12-10 23:00:00 12520.03 12520.04 12250.02 12301.00
## BTC_EUR.Mean BTC_EUR.Median BTC_EUR.Volume_total
## 2017-12-10 22:15:00 12614.79 12668.20 0.08632498
## 2017-12-10 22:30:00 12750.00 12750.00 0.02038485
## 2017-12-10 22:45:00 12566.02 12520.03 0.01678881
## 2017-12-10 23:00:00 12442.51 12500.00 0.18674926
## BTC_EUR.Volume_buy BTC_EUR.Volume_sell BTC_EUR.Count
## 2017-12-10 22:15:00 0.00007276 0.08625222 15
## 2017-12-10 22:30:00 0.02038485 0.00000000 4
## 2017-12-10 22:45:00 0.01678881 0.00000000 5
## 2017-12-10 23:00:00 0.05764444 0.12910482 26
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
## max min last bid ask vwap
## 13129.00000 11011.03000 12301.00000 12262.28000 12520.04000 12301.00000
## average volume
## 12301.00000 10.69074
## attr(,"pair")
## [1] "BTC/EUR"
## attr(,"download_time")
## [1] "2017-12-10 23:20:23 CET"
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