serkor1/cryptoquotes

cryptoQuotes is an R package for retrieving historical and real-time cryptocurrency market data from multiple exchanges. It offers an easy-to-use interface for accessing price quotes, trading volumes, and market data, making it valuable for analysts, developers, and crypto enthusiasts.

cryptoquotes's Issues

A TODO-list of originally unplanned updates

This TODO-list is a by-product of the development of the cryptoQuotes-wiki, and covers all updates that weren't originally planned.

• BitMart supports up to 200 data points - but needs to be added via the limit parameter before next release.
• Binance supports up to 750 (SPOT) and 1500 (FUTURES) - but needs to be added via the limit parameter before next release.
• remove dependency on httr2 and use curl instead. See this relevant discussion
• stopifnot() on calls that exceed the limits of each exchange to avoid ambiguous error-messages. This has been cancelled to avoid too many checks. Users will be referred to the wiki, vignettes and general documentation.

Expand exchange support

The following exchanges will be added to the list of available exchanges at next major release;

• Huobi
• Crypto.com
• [ ]~~ OKX~~
• MEXC

---

⚠️ ** Note:** This will reduce the test coverage unless there is a corresponding increase in supported indicators, or adjacent functionalities, and prevent a possible rOpenSci-admission.

⚠️ OKX only returns at maximum 100 rows of data. This is not enough, and would require a new setup of returned number of rows of get_quotes. So this exchange will get dropped.

Feature request: Perpetual features

Thank you for great package.

I would like to add feature request. I am not sure if this is on your roadmap, but I would like to be able to retrieve 2 kinds of data for futures:

• funding rates (example dat from binance https://data.binance.vision/?prefix=data/futures/um/monthly/fundingRate/)
• perpetual futures data. I am not sure if they are available through your package.

Release cryptoQuotes 1.2.1

Prepare for release:

• git pull
• Check current CRAN check results
• Polish NEWS
• urlchecker::url_check()
• devtools::build_readme()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• #5
• Update cran-comments.md
• git push

Submit to CRAN:

• usethis::use_version('patch')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• usethis::use_github_release()
• usethis::use_dev_version(push = TRUE)

Release cryptoQuotes 1.0.0

First release:

• usethis::use_news_md()
• usethis::use_cran_comments()
• Update (aspirational) install instructions in README
• Proofread Title: and Description:
• Check that all exported functions have @return and @examples
• Check that Authors@R: includes a copyright holder (role 'cph')
• Check licensing of included files
• Review https://github.com/DavisVaughan/extrachecks

Prepare for release:

• git pull
• Check if any deprecation processes should be advanced, as described in Gradual deprecation
• urlchecker::url_check()
• devtools::build_readme()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• git push
• Draft blog post

Submit to CRAN:

• usethis::use_version('major')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• Add preemptive link to blog post in pkgdown news menu
• usethis::use_github_release()
• usethis::use_dev_version(push = TRUE)
• usethis::use_news_md()
• Finish blog post
• Tweet

Prepare version 1.3.1 for release

Note: This is a temporary release list

Features

Add binance.us to the exchange lists

This is a trivial addition, and only requires a change in the baseurl.

• [ ] Done!

NOTE: This won't be implemented as binance.us doesn't support perpetual futures. It would require an entirely new api_binanceus.R-file, which isn't worth the trouble for spot market only.

Custom Charting Function

Create a charting function that adds custom TAs on the chart.

• [ ] Done!

NOTE: This will be implemented as an experimental feature once the chart-functions has been finalized and considered stable.

New Price Chart

Add a line-chart with flexible price.

• Done!

Backend

Remove rlang-dependency

All chart-function are currently using rlang for lazy evaluation. To maintain long term stability the library will use base R lazy evaluation instead.

• Done!

Flexible charting

All chart-functions should work with all OHLC-data, regardless of the used library

• Done!

Bugfixes

See #9

• Done!

Documentation

Justification

The current use-case is too simple, and the difference across library retrieving cryptocurrencies are too blurry, even though the difference is significant. To account for this, the README, wiki and/or pkgdown should be modified.

Possible subjects

• Developping trading strategies for other than daily data.

• Sentiment data

• Done!

Rework Documentation

The documentation has to be more extensive and concise.

• Done!

`revdepcheck::revdep_check(num_workers = 4)`

[BUG] Warning in `chart`-function when using namespace qualified function calls

When using pkg::foo() the chart()-function throws a warning. See below,

Function calls

# 1) load library
# and define data for
# MWE
library(cryptoQuotes)

ticker  <- cryptoQuotes:::control_data$quote
lsratio <- cryptoQuotes:::control_data$lsratio

# 2) chart with 
# function calls
chart(
  ticker = ticker,
  main   = kline(),
  sub = list(
    volume()
  )
)

Namespace qualified function calls

# 3) chart with 
# namespace qualified
# function calls
cryptoQuotes::chart(
  ticker = ticker,
  main   = cryptoQuotes::kline(),
  sub = list(
    cryptoQuotes::volume()
  )
)
#> Warning in call_stack == calling_function: longer object length is not a
#> multiple of shorter object length
#> Warning in call_stack == calling_function: longer object length is not a
#> multiple of shorter object length

^{Created on 2024-06-05 with reprex v2.1.0}

Note to self

• This warning wouldn't get caught in the test-environment as all tests uses function calls, however all related tests should be wrapped in testthat::expect_no_condition() either way.

• There is no legend in either example

Known Bugs and Issues in version 1.3.0

Issues

Issues are anomalies that doesn't, necessarily, break the R-package.

Fear and Greed Index Description Issue

The get_fgindex()-function is not deprecated. This will be fixed in version 1.3.1,

cryptoQuotes/R/get_fgi.R

Lines 12 to 18 in df5c565

	#' @description
	#'
	#' `r lifecycle::badge("deprecated")`
	#'
	#' The fear and greed index is a market sentiment indicator that measures investor emotions to
	#' gauge whether they are generally fearful (indicating potential selling pressure) or greedy (indicating potential buying enthusiasm)
	#'

• fixed

Section "Limitations" Issue

The example in the "Limitations"-section uses 30m granularity, and it seems that kraken has a lower limit on the date which is a function of the granularity. See, for example, the wiki for a similar example for 1h granularity. There is nothing about this on the exchange docs, so it is indeed an unexpected error. The following section of the article has to be changed from 30m to 1h,

cryptoQuotes/vignettes/articles/00-introduction.Rmd

Lines 119 to 173 in df5c565

	```{r}
	## 1) create date
	## sequence
	dates <- seq(
	from = as.POSIXct(Sys.Date()),
	by = "-30 mins",
	length.out = 1440
	)
	## 2) split the sequence
	## in multiples of 100
	## by assigning numbers
	## to each indices of 100
	idx <- rep(
	x = 1:2,
	each = 720
	)
	## 3) use the idx to split
	## the dates into equal parts
	split_dates <- split(
	x = dates,
	f = idx
	)
	## 4) collect all all
	## calls in a list
	## using lapply
	ohlc <- lapply(
	X = split_dates,
	FUN = function(dates){
	Sys.sleep(1)
	cryptoQuotes::get_quote(
	ticker = "BTCUSD",
	source = "kraken",
	futures = FALSE,
	interval = "30m",
	from = min(dates),
	to = max(dates)
	)
	})
	## 4.1) rbind all
	## elements
	nrow(
	ohlc <- do.call(
	what = rbind,
	args = ohlc
	)
	)
	```

• fixed

Error in Vignette

Dogecoin rallied 20% at the minute of the tweet. But in the vignette it shows -0.15%.

The source of the error is currently unkown.

• fixed

Warning in get_lsr

## long-short ratio
## Binance
cryptoQuotes::get_lsratio(
  "BTCUSDT",
  interval = "15m",
  source = "binance"
)
#> In (function (...)  : 'tzone' attributes are inconsistent

This warning is displayed for all intervals, and only for binance. The source of the problem is currently unknown but was not present before 1.3.0.

• fixed

Broken Code

Charting Long-Short Ratios

The new structure of the returned quotes with the get_lsr()-function broke lsr()-chart, due to how variables are retrieved.

cryptoQuotes/R/chart_lsr.R

Lines 83 to 109 in df5c565

	plotly::layout(
	yaxis = list(
	title = 'Long-Short Ratio'
	),
	p = plotly::plot_ly(
	showlegend = FALSE,
	data = ratio,
	y = ~ls_ratio,
	x = ~Index,
	type = 'scatter',
	mode = 'lines+markers',
	line = list(
	color = 'gray',
	dash = 'dash',
	shape = 'spline',
	smoothing = 1.5
	),
	marker = list(
	size = 10,
	color = ~color_scale,
	line = list(
	color = 'black',
	width = 2
	)
	)
	)
	)

• fixed

MACOSX bug?

Hello,

I'm unable to install the package under MACOSX. However, it works fine under Windows. See the error message below,

ERROR: lazy loading failed for package ‘cryptoQuotes’

• removing ‘/Users/andreltr/Library/R/x86_64/4.2/library/cryptoQuotes’

The downloaded source packages are in
‘/private/var/folders/xg/n17vb1ts5bv8rpn3qypd61y40000gn/T/RtmplhlRV4/downloaded_packages’
Warning message:
In install.packages(pkgs = "cryptoQuotes", dependencies = TRUE) :
installation of package ‘cryptoQuotes’ had non-zero exit status
R> library(cryptoQuotes)
Error in library(cryptoQuotes) :
there is no package called ‘cryptoQuotes’
R>

What could be its cause, please?

TIA,

André Luiz

Release cryptoQuotes 1.3.1

Prepare for release:

• git pull
• Check current CRAN check results
• Polish NEWS
• urlchecker::url_check()
• devtools::build_readme()
• devtools::check(remote = TRUE, manual = TRUE)
• devtools::check_win_devel()
• revdepcheck::revdep_check(num_workers = 4)
• Update cran-comments.md
• git push

Submit to CRAN:

• usethis::use_version('patch')
• devtools::submit_cran()
• Approve email

Wait for CRAN...

• Accepted 🎉
• usethis::use_github_release()
• usethis::use_dev_version(push = TRUE)

[BUG] Error in some of the MEXC intervals

Some of the MEXC intervals throws an error see below,

To Reproduce

library(cryptoQuotes)

sapply(
  X = available_intervals(
    source = "mexc",
    futures = TRUE
  ),
  FUN = function(x) {

    Sys.sleep(2)

    tryCatch(
      {
        get_quote(
          ticker   = "BTC_USDT",
          interval = x,
          source   = "mexc",
          futures  = TRUE
        )

        paste("OK in", x)
      }

      ,
      error = function(error_msg) {

        paste("Error in", x)

      },
      finally = "sd"
    )

  }
)
#>            1m            5m           15m           30m            1h 
#> "Error in 1m"    "OK in 5m"   "OK in 15m"   "OK in 30m"    "OK in 1h" 
#>            4h            8h            1d            1w            1M 
#>    "OK in 4h"    "OK in 8h"    "OK in 1d"    "OK in 1w" "Error in 1M"

sapply(
  X = available_intervals(
    source = "mexc",
    futures = FALSE
  ),
  FUN = function(x) {
    
    Sys.sleep(2)
    
    tryCatch(
      {
        get_quote(
          ticker   = "BTCUSDT",
          interval = x,
          source   = "mexc",
          futures  = FALSE
        )
        
        paste("OK in", x)
      }
      
      ,
      error = function(error_msg) {
        
        paste("Error in", x)
        
      }
    )
    
  }
)
#>            1m            5m           15m           30m            1h 
#> "Error in 1m"    "OK in 5m"   "OK in 15m"   "OK in 30m" "Error in 1h" 
#>            4h            1d            1w            1M 
#>    "OK in 4h"    "OK in 1d" "Error in 1w" "Error in 1M"

^{Created on 2024-06-30 with reprex v2.1.0}

Expected behavior

The API are uniform in the intervals, so this error should be persistent across all intervals.

---

Check the following:

• Does the working intervals return the correct intervals?
• Is there any breaking changes to the API-documentation since it got introduced to {cryptoQuotes}

If this error persists, MEXC should either be removed completely from the package or the intervals should be remove.

Note

In either case, you should write the devs and inform them if this is a bug on their side.