cryptox's Introduction

CryptoX

Simple R wrapper for public APIs of cryptocurrency exchanges to extract orderbook information.

To install the package, run

devtools::install_github("christophscheuch/CryptoX")
library(CryptoX)

Usage

To get the symbols tradeable on an exhange, type

get_symbols("lykke")

To get orderbook data, simply type

get_orderbook(exchange = "coinbasepro", asset_pair = "BTCUSD", level = 10)

To store a list that contains orderbook data use

save_orderbook(exchange = "binance", asset_pair = "BTCUSD", level = 10)

The resulting file contains a list with the orderbook of the corresponding exchange (BTC/ USD) up to the first 5 levels (can be adjuted using the level parameter). The files are stored in a subfolder named after the exchange.

Supported Exchanges and Assets

Currently supported exchanges include

supported_exchanges <- c("binance", "bitfinex", "bitflyer", "bitmex", "bitpanda", "bitstamp", "gemini", "hitbtc", "kraken", "lykke", "poloniex", "xbtce")

Currently supported asset pairs include

supported_assets <- c("BTCUSD", "BTCEUR", "ETHUSD", "ETHEUR", 
                      "LTCUSD", "LTCEUR", "XRPUSD", "XRPEUR")

Below is a list of the currently supported exchanges and whether orderbook data for a specific asset pair is available.

Exchange	BTCUSD	BTCEUR	ETHUSD	ETHEUR	LTCUSD	LTCEUR	XRPUSD	XRPEUR
Binance	Yes*	No	Yes*	No	Yes*	No	Yes*	No
Bitfinex	Yes	Yes	Yes	Yes	Yes	No	Yes	No
bitFlyer	Yes	Yes	No	No	No	No	No	No
BitMEX**	Yes	No	No	No	No	No	No	No
Bitpanda	Yes*	Yes	No	Yes	No	No	No	Yes
Bitstamp	Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes
Bittrex	Yes	No	Yes	No	Yes	No	Yes	No
CEX.IO	Yes	Yes	Yes	Yes	Yes	No	Yes	Yes
Coinbase Pro	Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes
Gate.io	Yes	No	Yes	No	Yes	No	Yes	No
Gemini	Yes	No	Yes	No	Yes	No	No	No
HitBTC	Yes	No	Yes	No	Yes	No	No	No
Kraken	Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes
Lykke	Yes	Yes	Yes	Yes	Yes	No	Yes	Yes
Poloniex	Yes*	No	Yes*	No	Yes*	No	Yes*	No
xBTCe	Yes	Yes	Yes	Yes	Yes	Yes	No	No

*Note: Tether (USDT) is used if the exchange does not offer USD fiat pairs.

**Note that BitMEX is a derivatives market and not actually spot trading BTCUSD.

cryptox's People

Contributors

Stargazers

Watchers

cryptox's Issues

Time stamps for some exchanges are 'wrong'

For instance, xbtce reports unix-timestamps but without an explicit "." for fractions of seconds. The result is thus that to report correct dates when converting from unix to human readable date one has to manually divide these numbers by 1000.