I'am successfuly using the package binancer to get the crypto historical prices from the Binance exchange. https://github.com/daroczig/binancer
Here is R code to get crypto prices from Binance (Binancer Package)
library(binancer)
klines <- binance_klines(crypto_pair_of_interest, interval = freq_table, start_time = start_data+days(0), end_time = end_data+days(1), limit = 2)
I'd like to compare prices from other markets such as Kucoin or Bybit to perform statistical analyses.
However, I find no R package for those exchanges. I only find python packages or tutorials https://dev.to/kylefoo/bybits-pybit-how-to-subscribe-to-kline-websocket-stream-5c2f ; https://github.com/gudlc/kucoin-klines
Here is Python code to get crypto prices from Kucoin
kline = requests.get(url + '/api/v1/market/candles?type=1min&symbol=BTC-USDT&startAt=1566703297&endAt=1566789757')
kline = kline.json()
kline = pd.DataFrame(kline['data'])
kline = kline.rename({0:"Time",1:"Open",
2:"Close",3:"High",4:"Low",5:"Amount",6:"Volume"}, axis='columns')
kline.set_index('Time', inplace=True)
kline.head()
I also tried to search within the Binancer R package documentation a way to transfer the commands from Binance to Kucoin but I keep failing.
If anyone as a clue to do it, please let me know (link, part of code, ideas...)
Thank you
You can get the latest prices from kucoin
using the cryptoQuotes
-library. Here is an example on ATOM
with a 15m
interval,
## ATOM
cryptoQuotes::getQuote(
ticker = 'ATOM-USDT',
source = 'kucoin',
interval = '15m',
futures = FALSE
)
This gives you an xts
-object with OHLC
-prices,
Open Close High Low Volume
2023-12-11 11:45:00 10.0103 10.0468 10.0472 9.9800 6129.022
2023-12-11 12:00:00 10.0471 10.0723 10.0896 10.0408 11354.375
2023-12-11 12:15:00 10.0788 10.0566 10.1116 10.0472 5876.863
2023-12-11 12:30:00 10.0533 9.9995 10.0750 9.9928 8153.006
2023-12-11 12:45:00 9.9959 9.9595 10.0027 9.9500 2524.759
You can read more about the library from here: https://serkor1.github.io/cryptoQuotes/
The source code can be found here: https://github.com/serkor1/cryptoQuotes
Note: I am the maintainer of the repository.