rRofex v1.6.9

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Interface to 'Matba Rofex' Trading API

Execute API calls to the 'Matba Rofex' <https://apihub.primary.com.ar> trading platform. Functionality includes accessing account data and current holdings, retrieving investment quotes, placing and canceling orders, and getting reference data for instruments.

Readme

rRofex

Lifecycle:
maturing Travis build
status

This package lets you access Matba Rofex API for trading using R. This will enable you to integrate Matba Rofex’ data easily into R workflows.

You can find the complete documentation under https://apihub.primary.com.ar/

Installation

At the moment rRofex is only available through GitHub using devtools.

Installing with devtools

# 1. In R install the package `devtools`.
install.packages("devtools")

# 2. Once `devtools` is installed, install `rRofex`
library(devtools)
devtools::install_github("gruporofex/rRofex")

References

We provide two libraries for ingesting data from Matba Rofex:

  • rRofex: methods for trading.
  • acyRsa: methods to accessing Back Office data from ACyRSA

Methods for trading

These are the currently available methods:

  • Authentication
  • Methods to obtain information about products
  • Real-time and historical market data
  • Orders Placement
  • Orders Management
  • Account Information

Available environments:

  • Demo Environment: go to reMarkets to get free credentials.
  • Production: for credentials please contact: mpi@primary.com.ar for more information.
  • Production - xOMS: please contact your broker for credentials.

Examples

library(rRofex)

# Once you have cretencials, you'll be able to get a token when you login
conn <- trading_login(username = XXX, password = XXX, base_url ='https://api.remarkets.primary.com.ar')

# You can get a complete Reference Data list with details
trading_instruments(connection = conn, request = "securities", sec_detailed = T)

# Real Time Prices using the REST APP
trading_md(connection = conn, symbol = "DODic20")

# Historical Trades
trading_mdh(connection = conn, symbol = "DOJul20", date = "2020-02-06")

Acknowledgments

Development of this software was driven by Primary as part of an Open Source initiative of Matba Rofex.

Author/Maintainer

Internal Contributors

Functions in rRofex

Name Description
trading_mdh Historical Market Data
trading_md Market Data Real Time
trading_lookup Lookup Order Status
trading_instruments List of Instruments
trading_currencies Currencies
base_url See Base URL
trading_account_report Account Report
trading_cancel_order Cancel Order Sent to the Market
trading_new_order Send Order to the Market
trading_instruments_fronts Front Month of Futures
trading_login API Log-in
trading_orders View Orders
user_name See User Name
agent See Agent
rRofexConnection-class Connection Class: rRofexConnection
rRofex-package rRofex: Interface to 'Matba Rofex' Trading API
rRofex_connection Create rRofex Connection Object
.validate_fecha Helper: Date validation
token See Token
trading_account Account Information
login_date_time See Log-in Timestamp
show,rRofexConnection-method Show summary of rRofexConnection
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Details

Type Package
License MIT + file LICENSE
URL https://matbarofex.github.io/rRofex, https://github.com/matbarofex/rRofex
BugReports https://github.com/matbarofex/rRofex/issues
Encoding UTF-8
LazyData true
RoxygenNote 7.1.0
Collate 'attach.R' 's4_object.R' 'functions.R' 'functions_helpers.R' 'globals.R' 'rRofex.R'
NeedsCompilation no
Packaged 2020-05-13 15:49:20 UTC; augus
Repository CRAN
Date/Publication 2020-05-20 15:10:02 UTC

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