market.api.process: Process market API

Description

Unified processing of API call according to API dictionary api.dict. Limited to markets and currency processing defined in api.dict, in case of currency pairs and methods not availble in dictionary use market.api.query directly. This function perform pre processing of request and post processing of API call results to unified structure across markets. It will result truncation of most (not common across the markets) attributes returned. If you need the full set of data returned by market's API you should use market.api.query.

Usage

market.api.process(market, currency_pair, action, req = list(), ..., verbose = getOption("Rbitcoin.verbose", 0), on.market.error = expression(stop(e[["message"]], call. = FALSE)), on.error = expression(stop(e[["message"]], call. = FALSE)), api.dict = NULL, raw.query.res = FALSE)

Arguments

market

character, example: 'kraken'.

currency_pair

character vector of length 2, ex. c(base = 'BTC', quote = 'EUR'). Order does matter.

action

character, defined process to get organized data.

req

list with action details (price, amount, tid, oid, etc.) unified across the markets specific per action, see examples.

...

objects to be passed to market.api.query

auth params: key, secret, client_id (last one used on bitstamp),

verbose

integer. Rbitcoin processing messages, print to console if verbose > 0, each subfunction reduce verbose by 1. If missing then getOption("Rbitcoin.verbose",0) is used, by default 0.

on.market.error

expression to be evaluated on market level error. Rules specified in api.dict.

on.error

expression to be evaluated on R level error related to market.api.query. For details read market.api.query.

api.dict

data.table user custom API dictionary definition, if not provided function will use default Rbitcoin api.dict.

raw.query.res

logical skip post-processing are return results only after fromJSON processing. Useful in case of change results structure from market API. It can always be manually post-processed as a workaround till the Rbitcoin update.

Value

Returned value depends on the action param. All actions will return market, currency pair (except wallet and open_orders which returns all currencies), R timestamp, market timestamp and below data (in case if market not provide particular data, it will result NA value):

'ticker' returns data.table with fields: last, vwap, volume, ask, bid.
'wallet' returns data.table with fields: currency, amount, fee.
'order_book' returns list with API call level attributes and sub elements [['asks']] and [['bids']] as data.table objects with order book including already calculated cumulative amount, price and value.
'open_orders' returns data.table with fields: oid, type, price, amount.
'place_limit_order' returns data.table with fields: oid, type, price, amount.
'cancel_order' returns data.table with fields: oid.
'trades' returns list with API call level attributes and sub element [['trades']] as data.table (ASC order) with fields: date, price, amount, tid, type.

Details

To do not spam market's API, use Sys.sleep(10) between API calls.

Examples

Run this code

## Not run: 
# # get ticker from market
# market.api.process(market = 'kraken', currency_pair = c('BTC', 'EUR'), action='ticker')
# # get ticker from all markets and combine
# ticker_all <- rbindlist(list(
#   market.api.process(market = 'bitstamp', currency_pair = c('BTC', 'USD'), action='ticker')
#   ,market.api.process(market = 'btce', currency_pair = c('LTC', 'USD'), action='ticker')
#   ,{Sys.sleep(10);
#     market.api.process(market = 'btce', currency_pair = c('LTC', 'BTC'), action='ticker')}
#   ,{Sys.sleep(10);
#     market.api.process(market = 'btce', currency_pair = c('NMC', 'BTC'), action='ticker')}
#   ,market.api.process(market = 'kraken', currency_pair = c('BTC','EUR'), action='ticker')
#   ,{Sys.sleep(10);
#     market.api.process(market = 'kraken', currency_pair = c('LTC','EUR'), action='ticker')}
#   ,{Sys.sleep(10);
#     market.api.process(market = 'kraken', currency_pair = c('BTC','LTC'), action='ticker')}
# ))
# print(ticker_all)
# 
# # get wallet from market
# market.api.process(market = 'kraken', currency_pair = c('BTC', 'EUR'), action = 'wallet',
#                    key = '', secret = '')
# # get wallet from all markets and combine
# wallet_all <- rbindlist(list(
#   market.api.process(market = 'bitstamp', currency_pair = c('BTC', 'USD'), action = 'wallet',
#                      client_id = '', key = '', secret = ''),
#   market.api.process(market = 'btce', currency_pair = c('LTC', 'USD'), action = 'wallet',
#                      method = '', key = '', secret = ''),
#   market.api.process(market = 'kraken', currency_pair = c('BTC', 'EUR'), action = 'wallet',
#                      key = '', secret = '')
# ))
# print(wallet_all)
# 
# # get order book from market
# market.api.process(market = 'kraken', currency_pair = c('BTC', 'EUR'), action = 'order_book')
# 
# # get open orders from market
# market.api.process(market = 'kraken', currency_pair = c('BTC', 'EUR'), action = 'open_orders',
#                    key = '', secret = '')
# 
# # place limit order
# market.api.process(market = 'kraken', currency_pair = c('BTC', 'EUR'), action = 'place_limit_order',
#                    req = list(type = 'sell', amount = 1, price = 8000), # sell 1 btc for 8000 eur
#                    key = '', secret = '')
# 
# # cancel order
# market.api.process(market = 'kraken', currency_pair = c('BTC', 'EUR'), action = 'cancel_order,
#                    req = list(oid = 'oid_from_open_orders'),
#                    key = '', secret = '')
# # get trades
# market.api.process(market = 'kraken', currency_pair = c('BTC', 'EUR'), action = 'trades')
# ## End(Not run)

Run the code above in your browser using DataLab

Last chance! 50% off unlimited learning