This is an R package which wraps a few of the public API methods for Poloniex.
- If you haven't already, install
devtoolsfrom CRAN withinstall.packages("devtools"). - Install
PoloniexRwith:
devtools::install_github("Rb-Engineering/PoloniexR")Here's a quick gist to get you started:
library(PoloniexR)
# First, let's get some OHLCV (Open-High-Low-Close-Volume) data:
getOHLCV('BTC', 'ETH', 1800, 1483228800) # args(getOHLCV)
getOHLCV('ETH', 'GNT', 1800, 1488326400)
# The getOHLCV() function stores a data.frame named after the inputted pair in the .ohlc environment:
ls(.ohlc)
# [1] "ETHBTC" "GNTETH"
tail(.ohlc$ETHBTC, 10) # Returns:
# date high low open close volume quoteVolume weightedAverage
# 5882 2017-05-03 05:30:00 0.05299030 0.05281839 0.05290112 0.05287978 284.7604 5384.073 0.05288939
# 5883 2017-05-03 06:00:00 0.05329995 0.05281800 0.05286224 0.05320999 656.4557 12377.530 0.05303608
# 5884 2017-05-03 06:30:00 0.05340570 0.05300029 0.05320000 0.05323603 837.1148 15716.126 0.05326470
# 5885 2017-05-03 07:00:00 0.05421000 0.05324995 0.05324996 0.05417200 841.0405 15654.357 0.05372564
# 5886 2017-05-03 07:30:00 0.05460623 0.05411992 0.05417000 0.05435000 1369.3285 25195.319 0.05434852
# 5887 2017-05-03 08:00:00 0.05437000 0.05368025 0.05432700 0.05422497 1007.7421 18653.944 0.05402300
# 5888 2017-05-03 08:30:00 0.05459991 0.05413610 0.05422497 0.05431603 863.9467 15887.373 0.05437945
# 5889 2017-05-03 09:00:00 0.05445497 0.05381655 0.05435310 0.05383000 700.4407 12917.184 0.05422549
# 5890 2017-05-03 09:30:00 0.05405300 0.05300000 0.05383004 0.05317000 1340.3158 25067.603 0.05346804
# 5891 2017-05-03 10:00:00 0.05380000 0.05291016 0.05317000 0.05291016 835.5071 15643.530 0.05340911
# If you want to save this data locally, simply do:
write.csv(.ohlc$ETHBTC, './ETHBTC_OHLCV.csv', row.names = F)
# Next, let's get a snapshot of the order book:
ob <- getOrderBook('BTC', 'ETH', 2500) # args(getOrderBook)
head(ob) # Returns:
# price amountETH cumulativeSumETH amountBTC cumulativeSumBTC side
# 2500 0.04271000 0.2995655 72660.64 0.0127944425 3526.306 Bid
# 2499 0.04272704 0.832633 72660.34 0.0355759435 3526.293 Bid
# 2498 0.04273000 0.30180851 72659.50 0.0128962776 3526.258 Bid
# 2497 0.04273694 0.00852939 72659.20 0.0003645200 3526.245 Bid
# 2496 0.04274000 11.69864295 72659.19 0.4999999997 3526.244 Bid
# 2495 0.04274185 0.00465597 72647.49 0.0001990048 3525.744 Bid
tail(ob) # Returns:
# price amountETH cumulativeSumETH amountBTC cumulativeSumBTC side
# 4995 0.06089553 0.019 44831.79 0.0011570151 2552.806 Ask
# 4996 0.06089554 0.0095 44831.80 0.0005785076 2552.806 Ask
# 4997 0.06089560 0.0095 44831.80 0.0005785082 2552.807 Ask
# 4998 0.06089605 0.0095 44831.81 0.0005785125 2552.807 Ask
# 4999 0.06089883 16.69481691 44848.51 1.0166948169 2553.824 Ask
# 5000 0.06089990 0.02759121 44848.54 0.0016803019 2553.826 Ask
# Finally, let's get the loan book:
lb <- getLoanOrders('BTC')
head(lb)
# rate amount rangeMin rangeMax cumulativeSum side
# 21 0.00001000 0.13045184 2 2 154.2223 Demands
# 20 0.00002000 17.14751050 2 2 154.0919 Demands
# 19 0.00005000 0.20350337 2 2 136.9444 Demands
# 18 0.00010000 2.17086262 2 2 136.7409 Demands
# 17 0.00012000 0.10603728 2 2 134.5700 Demands
# 16 0.00015000 0.13000000 2 2 134.4640 Demands
tail(lb)
# rate amount rangeMin rangeMax cumulativeSum side
# 1329 0.04010899 0.04109978 7 7 4871.436 Offers
# 1330 0.04500000 0.20000000 60 60 4871.636 Offers
# 1331 0.04933900 0.01000000 60 60 4871.646 Offers
# 1332 0.04998300 0.01000000 60 60 4871.656 Offers
# 1333 0.04999500 0.15000000 60 60 4871.806 Offers
# 1334 0.05000000 2.91480218 2 60 4874.721 Offers- BTC:
1CAssu8GzZ22UMAJJUsbULvVZrEw6zVLyN - ETH:
0xc8ae4584Ac2E90B0aA17B7aFC4cE99f98Ea40C66
MIT