Cryptocurrency market data in R with {cryptoQuotes}

Open access to cryptocurrency market data in R

## load dependencies
library(cryptoQuotes)

{cryptoQuotes} provides open access to cryptocurrency market data without the need for API-subscriptions. The market data is provided by the cryptocurrency exchanges and is fetched using curl. The market data is returned as xts-objects.

1 Cryptocurrency market data

There are two types of market data available; open, high, low, close and volume data (OHLC-V), and sentiment data.

For this presentation we will use Bitcoin in hourly intervals, and fetch OHLC-V and Long-Short Ratioes from the last two days.

Available Intervals

The intervals can be between 1 second, and 1 month.

1.1 OHLC-V

To get the Bitcoin-price in hourly intervals the get_quote()-function is used,

## get OHLC-V for 
## Bitcoin (BTC) on the
## hourly chart
BTC <- get_quote(
  ticker   = "BTCUSDT",
  source   = "binance",
  futures  = FALSE,
  interval = "1h",
  from     = Sys.Date() - 2 
)

                        open     high      low    close   volume
2024-06-08 08:00:00 69320.00 69414.89 69296.26 69333.45 401.7080
2024-06-08 09:00:00 69333.44 69582.20 69333.44 69582.20 540.1530
2024-06-08 10:00:00 69582.20 69582.20 69381.81 69436.42 364.2401
2024-06-08 11:00:00 69436.43 69495.99 69382.80 69443.24 329.8855
2024-06-08 12:00:00 69443.25 69495.98 69360.01 69453.40 384.7575
2024-06-08 13:00:00 69453.39 69515.00 69420.99 69440.00 312.2917

The BTC-object is class xts/zoo and can be modified using regular xts-syntax.

Available Tickers

To get all available tickers use the available_tickers()-function.

The BTC-object can be charted with Japanese candlesticks for quick overview with various indicators such as bollinger bands and simple moving averages,

chart(
  ticker = BTC,
  main   = kline(),
  indicator = list(
    bollinger_bands(),
    sma(n = 7),
    sma(n = 14),
    sma(n = 27)
  ),
  sub = list(
    volume()
  ),
  options = list(
    dark = FALSE
  )
)

1.2 Sentiment Data

There are a variety of sentiment data available in {cryptoQuotes}. This includes, but not limited to, the long-short ratio and the fear and greed index.

1.2.1 Long Short Ratio

The long-short ratio on Bitcoin in hourly intervals can be fetched using the get_lsratio()-function,

## get long-short ratio for 
## Bitcoin (BTC) on the
## hourly chart
BTC_LS <- get_lsratio(
  ticker   = "BTCUSDT",
  source   = "binance",
  interval = "1h",
  from     = Sys.Date() - 2
)

                      long  short ls_ratio
2024-06-08 08:00:00 0.6089 0.3911 1.556891
2024-06-08 09:00:00 0.6091 0.3909 1.558199
2024-06-08 10:00:00 0.6077 0.3923 1.549070
2024-06-08 11:00:00 0.6067 0.3933 1.542588
2024-06-08 12:00:00 0.6057 0.3943 1.536140
2024-06-08 13:00:00 0.6018 0.3982 1.511301

The BTC_LS-object is class xts/zoo and can be modified using regular xts-syntax. This object can be charted alongside the Japanese candlestick chart,

chart(
  ticker = BTC,
  main   = kline(),
  indicator = list(
    bollinger_bands(),
    sma(n = 7),
    sma(n = 14),
    sma(n = 27)
  ),
  sub = list(
    volume(),
    lsr(BTC_LS)
  ),
  options = list(
    dark = FALSE
  )
)

2 Documentation and Installation

To get a full overview of the {cryptoQuotes}-package please refer to the documentation on pkgdown. For installing {cryptoQuotes} see below,

2.1 Stable version

## install from CRAN
install.packages(
  pkgs = 'cryptoQuotes',
  dependencies = TRUE
)

2.2 Development version

## install from github
devtools::install_github(
  repo = 'https://github.com/serkor1/cryptoQuotes',
  ref  = 'development'
)