cryptoQuotes (version 1.3.4)

get_openinterest: Get the open interest on perpetual futures contracts

Description

Get the open interest on a cryptocurrency pair from the available_exchanges() in any actively traded available_tickers() on the FUTURES markets.

Usage

get_openinterest(
 ticker,
 interval = '1d',
 source   = 'binance',
 from     = NULL,
 to       = NULL
)

Value

An <[xts]>-object containing,

index

<POSIXct> the time-index

open_interest

<numeric> open perpetual contracts on both both sides

Sample output

#>                     open_interest
#> 2024-05-12 02:00:00      70961.07
#> 2024-05-13 02:00:00      69740.49
#> 2024-05-14 02:00:00      71110.33
#> 2024-05-15 02:00:00      67758.06
#> 2024-05-16 02:00:00      73614.70
#> 2024-05-17 02:00:00      72377.85

Arguments

ticker

A character-vector of length 1. See available_tickers() for available tickers.

interval

A character-vector of length 1. 1d by default. See available_intervals() for available intervals.

source

A character-vector of length 1. binance by default. See available_exchanges() for available exchanges.

from

An optional character-, date- or POSIXct-vector of length 1. NULL by default.

to

An optional character-, date- or POSIXct-vector of length 1. NULL by default.

Author

Serkan Korkmaz

Details

On time-zones and dates

Values passed to from`` or tomust be coercible by [as.Date()], or [as.POSIXct()], with a format of either"%Y-%m-%d"or"%Y-%m-%d %H:%M:%S"`. By default all dates are passed and returned with Sys.timezone().

On returns

If only from is provided 200 pips are returned up to Sys.time(). If only to is provided 200 pips up to the specified date is returned.

See Also

Other get-functions: get_fgindex(), get_fundingrate(), get_lsratio(), get_mktcap(), get_quote()

Examples

if (FALSE) {
  # script start;

  # 1) check available
  # exchanges for open interest
  cryptoQuotes::available_exchanges(
    type = 'interest'
    )

  # 2) get BTC funding rate
  # for the last 7 days
  tail(
    BTC <- cryptoQuotes::get_openinterest(
      ticker = "BTCUSDT",
      source = "binance",
      from   = Sys.Date() - 7
    )
  )

  # script end;
}