Rbitcoincharts

R Interface to work with bitcoincharts.com data

Bitcoincharts provides financial and technical data related to the Bitcoin network. The publicly available API provides Bitcoin trade data from more than 90 Crypto-Exchanges and more than 50 different fiat currency pairs.

The scripts in this repository allow to download market data from bitcoincharts, unzip the files and read-in the data based on dplyr.

Usage

Warning: Do not run the data_crawler unnecessary often, bitcoincharts requires users to restrict data requests to maximal once per 15 minutes!

Before you download the package make sure you have the tidyverse and the R.utils locally installed!

install.packages('tidyverse')
install.packages('R.utils')

You can easily download the source files as a complete package in R:

# install.packages(devtools)
devtools::install_github('voigtstefan/Rbitcoincharts')

The package provides you with two easy to use functions:

• download.data downloads data directly from bitcoincharts.com. Required arguments are the exchange exc and the fiat currency cur. In addition you specify a folder folder where the data should be stored. The data is downloaded as a zipped file. Download data unzips the files directly and stores everything as a data.frame in a .csv file.
• read.btc reads-in the downloaded files as a tibble which you can easily work with.

Example:

 library('Rbitcoincharts')
 download.data(exc='kraken', cur='GBP', folder='.')
 data <- read.btc(exc='kraken', cur='GBP', folder='.')

The result is a tibble which contains more than 24.000 trades completed at Kraken and exchanging British Pound to (or from) BTC.

data
 # A tibble: 24,715 x 5
              date    price   quantity currency exchange
            <dttm>    <dbl>      <dbl>    <chr>    <chr>
  1 2017-06-11 10:06:21 2050.810 0.04757535      GBP   kraken
  2 2017-06-11 10:07:40 2030.992 0.00042465      GBP   kraken
  3 2017-06-11 10:10:59 2119.799 0.04710000      GBP   kraken
  4 2017-06-11 10:13:26 2098.138 0.00403974      GBP   kraken
  5 2017-06-11 10:13:26 2119.799 0.12422383      GBP   kraken
  6 2017-06-11 10:13:26 2119.800 0.07173643      GBP   kraken
  7 2017-06-11 10:17:27 2089.218 0.00545386      GBP   kraken
  8 2017-06-11 10:21:57 2057.381 0.00904145      GBP   kraken
  9 2017-06-11 10:46:33 2086.150 0.01650943      GBP   kraken
  10 2017-06-11 10:59:19 2119.800 0.02826357      GBP   kraken
  # ... with 24,705 more rows

You can check out all available exchanges using the helper function exchanges(). To find all exchanges which trade a specific currency pair, try for instance

exchanges(cur='KRW')  # All exchanges which provide trades for Korean Won/ Bitcoin pairs
 "korbit" "kraken"

An equivalent function exists for currencies. Try currencies() to get all currencies which are traded against BTC.

currencies('kraken')  # All asset pairs available at kraken
"CAD" "EUR" "GBP" "JPY" "KRW" "LTC" "NMC" "USD" "XRP"