RClient for the meXBT DATA API

Introduction

R Code API for connecting to the meXBT - The Mexican Exchange of Bitcoins, Public API. This code is a series of functions for building GET Request Queries in order to pull information from the meXBT system, this can be read at their HomePage

License: GNU General Public License
Location: Mexico City

R Packages/Libraries used

Some important functions are used to build this API Client/Wrapper. Most of them come from the following packages/libraries, which official documentation is also included in this repossitory:

base: Base Statistical and data functions in R.
httr: Tools for Working with URLs and HTTP.
jsonlite: A Robust, High Performance JSON Parser and Generator for R.
lubridate: Make dealing with dates a little easier.
plyr: Tools for Splitting, Applying and Combining Data.
RCurl: General network (HTTP/FTP/...) client interface for R.
xts: eXtensible Time Series.
zoo: S3 Infrastructure for Regular and Irregular Time Series.

You can check and download the official documentation for these packages from this repository Here or from the CRAN site Here

Data API Info Provided

Order Book For every market available, currently two: Btc/Usd and Btc/Mxn.
Historical Trades Every trade executed at the exchange, for both markets.
Actual Tick (Price) Present ticker price of Btc/Usd and Btc/Mxn.

How to use this RClient ?

All you need is to locate the function which provides the information you required, current supported are the following:

Order Book is requested with: meXBTOrderBook*(BtcPair)*
Historical Trades is requested with: meXBTHistoricPrices*(BtcPair,TimeZonePar,InfoSince)*
Actual Tick (Price) is requested with: meXBTTicker*(BtcPair)*

Type of entry info and formats

BtcPair : Either btcusd (BitCoin Vs American Dollar) or btcmxn (BitCoin Vs Mexican Peso)
InfoSince: Parameter that specifies the tick/trade number from which you want to fetch data, 0 is from the very begining of our data and that is "2014-05-12 21:16:34 CDT" for both btcusd and and btcmxn.
TimeZonePar: Fomart as stated by the IANA (Internet Assigned Numbers Authority) time zone database, a complete list can be found Here, and more info about TZ DataBse in Here

Current Functions in RClient

Eg1 <- meXBTTicker("btcmxn")                                    # meXBTTicker(BtcPair)
Eg2 <- meXBTOrderBook("btcmxn")                                 # meXBTOrderBook(BtcPair)
Eg3 <- meXBTHistoricPrices("btcusd","America/Mexico_City",650)  # meXBTHistoricPrices(BtcPair,TimeZonePar,InfoSince)

Specific HTTP Character String to fetch data manually

Or if you want/need to build your own http GET - POST functions, all you need is to generate character strings like the following and receive the response in JSON format.

Order Book

# HTTP Address to fetch from for Btc/Usd
HttpAddress <- "https://data.mexbt.com/order-book/btcusd"
# HTTP Address to fetch from for Btc/Mxn
HttpAddress <- "https://data.mexbt.com/order-book/btcmxn"

Historical Trades

# HTTP Address to fetch from for Btc/Usd
HttpAddress <- "https://data.mexbt.com/trades/btcusd?since=0"
# HTTP Address to fetch from for Btc/Mxn
HttpAddress <- "https://data.mexbt.com/trades/btcmxn?since=0"

Actual Tick (Price)

# HTTP Address to fetch from for Btc/Usd
HttpAddress <- "https://data.mexbt.com/ticker/btcusd"
# HTTP Address to fetch from for Btc/Mxn
HttpAddress <- "https://data.mexbt.com/ticker/btcmxn"

An Easy Example

This code generates a request to fetch Btc/Mxn Exchange Rate, convert the response from JSON format to a data.frame object, then modify the unix timestamp to a Human readable format to finally re-organize the columns and deliver a tidy data.frame ready to use for any computation.

HmeXBTBtcMxn1 <- "https://data.mexbt.com/trades/btcmxn?since=12205"           # 12205 an 
HmeXBTBtcMxn2 <- getURL(HmeXBTBtcMxn1,cainfo=system.file("CurlSSL",           # arbitrary
                 "cacert.pem",package="RCurl"))                               # Example
HmeXBTBtcMxn3 <- data.frame(fromJSON(HmeXBTBtcMxn2))

BtcMxn <- data.frame(HmeXBTBtcMxn3$tid,
          as.POSIXct(as.numeric(as.character(HmeXBTBtcMxn3$date)),            # BTC/MXN
          origin = '1970-01-01', tz='America/Mexico_City'),                   # Date
          HmeXBTBtcMxn3$price, HmeXBTBtcMxn3$amount)                          # Formated
colnames(BtcMxn) <- c("TickerID","TimeStamp","Price","Amount")                # Posixct

This should return two data.frame objects, first HmeXBTBtcMxn3 is in raw format, in order to you can change the TimeStamp with your current Time Zone, BtcMxn object is with 'America/Mexico_City' Time Zone , also the content is reorganized like the following:

TickerID	TimeStamp	Price	Amount
12205	2015-06-25 17:02:21	3736.33	0.99375858
12206	2015-06-25 17:06:07	3739.43	0.38670599
12207	2015-06-25 18:51:46	3744.02	0.20790000

How to load this code into R and/or RStudio

In order to do so one must source the code externally from the web, this can be done in several ways, the following is just one of manay, as an example with the R library downloader.

if (!require(downloader)) install.packages('downloader', quiet = TRUE)
suppressMessages(library (downloader)) # basic functions

downloader::source_url("https://raw.githubusercontent.com/FranciscoME/mexbt-data-r/master/meXBTRClient.R",prompt=FALSE,quiet=TRUE)

So what is done here is to redirect to the source code in Here and source those code lines into R. the advantage of using downloader is that it sources that code lines from the virtual memmory and stores the functions in the Environment, so the are ready to use. If everything works properly, the output must be having these functions in the Environment as the following image from the RStudio.

FranciscoME: Research & Development - franciscome@mexbt.com

IFFranciscoME/mexbt-data-r