Introduction
The PoloniexR package provides a user-friendly R interface to the Poloniex Cryptocurrency Trading REST API. The package was committed to CRAN and the first version of the corresponding CRAN reference manual can be found on this page. At the time of writing, some documentation fixes are still required.
Package source code can be obtained from the PoloniexR Github page. From a user perspective, the tutorial below is synchronized with the latest version of the Github readme file and will consequently remain up to date at all times.
Tutorial
Installation
The package has been submitted to CRAN and can be installed in the usual manner:
install.packages("PoloniexR")
Note - version 0.0.1 contains a small bug related to the returnDepositWithdrawals trading command. The associated value of this field should be returnDepositsWithdrawals (instead of the default returnDepositWithdrawals value). Starting from version 0.0.2 both the command name field and corresponding value have been changed to returnDepositsWithdrawals in order to correctly represent the Poloniex command string and value. At the time of writing, the latest version has not yet been uploaded to CRAN (view issues). If you are using version 0.0.1 you can manually modify the command field to the correct value, as explained in the tutorial below.
Alternatively, you can download the latest version from Github by using the devtools utility:
# install.packages("devtools") # if devtools currently not installed
devtools::install_github("VermeirJellen/PoloniexR")
Following the installation, the library can be loaded: library(PoloniexR).
PoloniexPublicAPI / PoloniexTradingAPI
The package exposes 2 S4 classes to the users:
PoloniexPublicAPI: Consists of wrapper methods on top of the Poloniex Public REST API.PoloniexTradingAPI: Consists of wrapper methods on top of the Poloniex Trading REST API.
Methods provided by the PoloniexPublicAPI:
ReturnTickerReturn24hVolumeReturnOrderBookReturnTradeHistoryReturnChartDataReturnCurrenciesReturnLoanOrders
Methods provided by the PoloniexTradingAPI:
- ProcessTradingRequest(): Allows the users to call any of the trading API methods that are provided by Poloniex.
ReturnBalancesReturnCompleteBalances
Use?<function.name> to read full I/O specs and function documentation. cfr ?ReturnTicker.
Examples are provided in the sections below
PUBLIC API - EXAMPLES
ReturnTicker
Run ?ReturnTicker for additional function documentation.
library(PoloniexR)
poloniex.public <- PoloniexPublicAPI()
ticker.info <- ReturnTicker(poloniex.public)
head(ticker.info)
## id last lowestAsk highestBid percentChange baseVolume
## BTC_BCN 7 0.00000045 0.00000045 0.00000044 0.04651162 140.34075817
## BTC_BELA 8 0.00003500 0.00003493 0.00003489 -0.00085640 14.99802048
## BTC_BLK 10 0.00005187 0.00005206 0.00005187 0.01052016 37.94874739
## BTC_BTCD 12 0.02531388 0.02536933 0.02531388 0.03609528 100.84732395
## BTC_BTM 13 0.00015154 0.00015865 0.00015235 0.03510928 14.71463897
## BTC_BTS 14 0.00002839 0.00002839 0.00002819 0.04876246 1622.58729620
## quoteVolume isFrozen high24hr low24hr
## BTC_BCN 325325457.89093947 0 0.00000046 0.00000040
## BTC_BELA 434565.68383812 0 0.00003594 0.00003295
## BTC_BLK 737890.01313361 0 0.00005745 0.00004703
## BTC_BTCD 4313.59357954 0 0.02553146 0.02082233
## BTC_BTM 96666.03400292 0 0.00016196 0.00014301
## BTC_BTS 59739194.52850370 0 0.00002967 0.00002413
Return24hVolume
Run ?Return24hVolume for additional function documentation.
poloniex.public <- PoloniexPublicAPI()
volume.info <- Return24hVolume(poloniex.public)
head(volume.info$volume.pairs)
## pair1 pair2
## BTC_BCN 140.34076 3.253255e+08
## BTC_BELA 14.99802 4.345657e+05
## BTC_BLK 37.94875 7.378900e+05
## BTC_BTCD 100.84732 4.313594e+03
## BTC_BTM 14.71464 9.666603e+04
## BTC_BTS 1622.58730 5.973919e+07
volume.info$volume.totals
## BTC ETH USDT XMR
## volume 54914.00783741 13426.28979341 161543405.47171052 1476.97493209
## XUSD
## volume 0.00000000
ReturnOrderBook
Run ?ReturnOrderBook for additional function documentation.
pair <- "BTC_NXT"
depth <- 10
order.book <- ReturnOrderBook(poloniex.public,
pair = pair,
depth = depth)
head(order.book$bid)
## bid amount
## 1 0.00002081 755
## 2 0.00002080 8391.5691609
## 3 0.00002079 23929.69296271
## 4 0.00002071 8384.47593762
## 5 0.00002070 13025.43023026
## 6 0.00002069 48.33972383
head(order.book$ask)
## ask amount
## 1 0.00002083 105
## 2 0.00002086 48.17048637
## 3 0.00002088 48.12226767
## 4 0.00002089 2365.37057941
## 5 0.00002090 200
## 6 0.00002091 48.0741454
order.book$frozen
## [1] FALSE
order.book$seq
## [1] 45701656
pair <- "all"
depth <- 10
order.book <- ReturnOrderBook(poloniex.public,
pair = pair,
depth = depth)
order.book$BTC_ETH$bid
## bid amount
## 1 0.07060716 0.099737
## 2 0.07060705 6.48402184
## 3 0.07060352 8.87
## 4 0.07058794 12.01611542
## 5 0.07058781 4.76768449
## 6 0.07057696 8
## 7 0.07055265 2.59
## 8 0.07054405 2
## 9 0.07052954 6.91
## 10 0.07050518 0.00713392
order.book$BTC_ETH$ask
## ask amount
## 1 0.07070000 0.31644926
## 2 0.07073720 0.00370166
## 3 0.07075266 8
## 4 0.07075539 0.01099231
## 5 0.07076538 7
## 6 0.07076539 39.99975913
## 7 0.07077384 0.17206337
## 8 0.07077550 7.6
## 9 0.07078920 0.03384221
## 10 0.07080000 0.03
order.book$BTC_ETH$frozen
## [1] FALSE
order.book$BTC_ETH$seq
## [1] 400870315
ReturnTradeHistory
Run ?ReturnTradeHistory for additional function documentation.
Sys.setenv(tz="UTC")
pair <- "BTC_ETH"
from <- as.POSIXct("2017-07-01 00:00:00 UTC")
to <- as.POSIXct("2017-07-04 00:00:00 UTC")
trades.data <- ReturnTradeHistory(theObject = poloniex.public,
pair = pair,
from = from,
to = to)
tail(trades.data)
## globalTradeID tradeID type rate
## 2017-07-03 23:59:41 "183463123" "29391027" "buy" "0.10833668"
## 2017-07-03 23:59:44 "183463138" "29391033" "buy" "0.10857999"
## 2017-07-03 23:59:46 "183463154" "29391034" "buy" "0.10863293"
## 2017-07-03 23:59:55 "183463170" "29391037" "buy" "0.10865144"
## 2017-07-03 23:59:55 "183463169" "29391036" "buy" "0.10863293"
## 2017-07-03 23:59:55 "183463168" "29391035" "buy" "0.10846100"
## amount total
## 2017-07-03 23:59:41 "0.99125595" "0.10738937"
## 2017-07-03 23:59:44 "0.22670282" "0.02461538"
## 2017-07-03 23:59:46 "14.87694700" "1.61612634"
## 2017-07-03 23:59:55 "4.59690907" "0.49946079"
## 2017-07-03 23:59:55 "2.19075626" "0.23798827"
## 2017-07-03 23:59:55 "0.92199039" "0.09999999"
ReturnChartData
Run ?ReturnChartData for additional function documentation.
Sys.setenv(tz="UTC")
pair <- "BTC_ETH"
from <- as.POSIXct("2015-01-01 00:00:00 UTC")
to <- as.POSIXct("2018-04-09 00:00:00 UTC")
period <- "4H"
chart.data <- ReturnChartData(theObject = poloniex.public,
pair = pair,
from = from,
to = to,
period = period)
tail(chart.data)
## high low open close volume
## 2017-09-04 20:00:00 0.07296796 0.07003290 0.07111984 0.07038424 2713.50931
## 2017-09-05 00:00:00 0.07100000 0.06819028 0.07050940 0.06871113 3944.10524
## 2017-09-05 04:00:00 0.07136983 0.06711210 0.06877522 0.07098000 3066.17088
## 2017-09-05 08:00:00 0.07134999 0.06945009 0.07093359 0.07032699 2022.45269
## 2017-09-05 12:00:00 0.07180097 0.07003209 0.07034546 0.07065581 2221.75735
## 2017-09-05 16:00:00 0.07076540 0.07035476 0.07072645 0.07064626 84.04729
## quotevolume weightedaverage
## 2017-09-04 20:00:00 37967.109 0.07147000
## 2017-09-05 00:00:00 56908.735 0.06930579
## 2017-09-05 04:00:00 43959.378 0.06975009
## 2017-09-05 08:00:00 28689.985 0.07049333
## 2017-09-05 12:00:00 31247.551 0.07110180
## 2017-09-05 16:00:00 1190.345 0.07060753
# install.packages("quantmod")
library(quantmod)
chart.plot <- chart_Series(chart.data[, "close"],
type = "line",
name = "BTC_ETH",
subset = "201705/201708")
chart.plot <- add_MACD()
chart.plot <- add_BBands()
chart.plot <- add_RSI()
chart.plot
ReturnCurrencies
Run ?ReturnCurrencies for function additional function documentation.
currencies <- ReturnCurrencies(poloniex.public)
head(currencies)
## id name txFee minConf disabled delisted frozen
## 1CR 1 1CRedit 0.01000000 3 0 1 0
## ABY 2 ArtByte 0.01000000 8 0 1 0
## AC 3 AsiaCoin 0.01000000 15 0 1 0
## ACH 4 Altcoin Herald 0.00000000 5 0 1 0
## ADN 5 Aiden 0.01000000 24 0 1 0
## AEON 6 AEON Coin 0.01000000 10 0 1 0
ReturnLoanOrders
Run ?ReturnLoanOrders for additional function documentation.
currency <- "BTC"
loan.orders <- ReturnLoanOrders(poloniex.public,
currency = currency)
head(loan.orders$offers)
## rate amount min.days max.days
## 1 0.00015000 0.52249675 2 2
## 2 0.00015500 1.44362802 2 2
## 3 0.00015520 0.01795757 2 2
## 4 0.00015525 0.01807411 2 2
## 5 0.00015625 0.37500000 2 2
## 6 0.00015637 0.05502303 2 2
head(loan.orders$demands)
## rate amount min.days max.days
## 1 0.00000300 0.02109824 2 2
## 2 0.00000100 2.10582878 2 2
GET / SET public API URL and command Strings.
Note: Changing these settings is only useful if Poloniex makes changes to the base URL and/or command strings in the future. If nothing changes, object construction can remain default.
library(PoloniexR)
poloniex.public <- PoloniexPublicAPI() # Default constructor
GetPoloniexPublicURL(poloniex.public)
## [1] "https://poloniex.com/public?"
poloniex.public <- PoloniexPublicAPI(base.url = "https://not_working/public?")
poloniex.public <- SetPoloniexPublicURL(poloniex.public, base.url = "https://poloniex.com/public?")
GetPoloniexPublicURL(poloniex.public)
## [1] "https://poloniex.com/public?"
GetPoloniexPublicCommands(poloniex.public)
## $returnTicker
## [1] "returnTicker"
##
## $return24hVolume
## [1] "return24hVolume"
##
## $returnOrderBook
## [1] "returnOrderBook"
##
## $returnTradeHistory
## [1] "returnTradeHistory"
##
## $returnChartData
## [1] "returnChartData"
##
## $returnCurrencies
## [1] "returnCurrencies"
##
## $returnLoanOrders
## [1] "returnLoanOrders"
commands.new <- list(returnTicker = "returnTicker.new",
return24hVolume = "return24hVolume.new")
# missing commands are kept default
poloniex.public <- SetPoloniexPublicCommands(poloniex.public,
commands = commands.new)
## Warning in SetPoloniexPublicCommands(poloniex.public, commands =
## commands.new): Not all commands were set in the API command list input
## arguments: Setting missing commands to their respective default values.
GetPoloniexPublicCommands(poloniex.public)
## $returnTicker
## [1] "returnTicker.new"
##
## $return24hVolume
## [1] "return24hVolume.new"
##
## $returnOrderBook
## [1] "returnOrderBook"
##
## $returnTradeHistory
## [1] "returnTradeHistory"
##
## $returnChartData
## [1] "returnChartData"
##
## $returnCurrencies
## [1] "returnCurrencies"
##
## $returnLoanOrders
## [1] "returnLoanOrders"
TRADING API - EXAMPLES
Trading should be enabled in your Poloniex settings and you should have access to your account key / secret in order to construct the PoloniexTradingAPI object. Internally, all calls to the trading API are sent via HTTP POST. The POST data itself is signed with your key's secret according to the HMAC-SHA512 method.
ReturnBalances
Wrapper on top of ProcessTradingRequest to fetch account balance info. Run ?ReturnBalances for additional info.
key = your.key
secret = your.secret
poloniex.trading <- PoloniexTradingAPI(key = key,
secret = secret)
balances <- ReturnBalances(poloniex.trading)
head(balances)
ReturnCompleteBalances
Wrapper on top of ProcessTradingRequests to fetch complete (margin, lending, ..) account balance info. Run ?ReturnCompleteBalances for additional info.
balances <- ReturnCompleteBalances(poloniex.trading)
head(balances)
balances <- ReturnCompleteBalances(poloniex.trading, all.balances=TRUE)
head(balances)
ProcessTradingRequest
This function allows the users to call any of the trading functions that are accessible through the Poloniex Trading API. The ProcessTradingRequest method takes a command string as input argument in combination with a list of additional input arguments that correspond to the particular command in question.
Some examples:
##########################
# returnDepositAddresses #
##########################
?ProcessTradingRequest
deposit.addresses <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$returnDepositAddresses)
#########################
# generateNewAddress ####
#########################
new.address <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$generateNewAddress,
args = list(currency = "BTC"))
##############################
# returnDepositsWithdrawals ##
##############################
account.activity <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$returnDepositsWithdrawals,
args = list(start = as.numeric(as.POSIXct("2017-01-01 00:00:00 UTC"))),
end = as.numeric(as.POSIXct("2018-01-01 00:00:00 UTC")))
##############################
### returnOpenOrders #########
##############################
open.orders <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$returnOpenOrders,
args = list(currencyPair = "BTC_ETH"))
open.orders.all <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$returnOpenOrders,
args = list(currencyPair = "all"))
##############################
### Return Trade History #####
##############################
trade.history <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$returnTradeHistory,
args = list(currencyPair = "BTC_ETH",
start = as.numeric(as.POSIXct("2017-01-01 00:00:00 UTC"))),
end = as.numeric(as.POSIXct("2018-01-01 00:00:00 UTC")))
# no range specified: limit to one day
trade.history.all <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$returnTradeHistory,
args = list(currencyPair = "all"))
##############################
### ReturnOrderTrades ########
##############################
order.trades <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$returnOrderTrades,
args = list(orderNumber = 1))
##############################
######### Buy ################
##############################
buy.order <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$buy,
args = list(currencyPair = "BTC_ETH",
rate = 0.01,
amount = 1,
immediateOrCancel = 1)) # fillOrKill, postOnly
##############################
######### Sell ###############
##############################
sell.order <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$sell,
args = list(currencyPair = "BTC_ETH",
rate = 0.01,
amount = 1))
##############################
######### cancelOrder ########
##############################
cancel.order <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$cancelOrder,
args = list(orderNumber = 1))
##############################
######### moveOrder ##########
##############################
move.order <- ProcessTradingRequest(poloniex.trading,
command = poloniex.trading@commands$moveOrder,
args = list(orderNumber = 1,
rate = 0.1,
amount = 1,
immediateOrCancel = 1)) # postOnly
Other Trade functionality (View Poloniex API documentation):
- withdraw:
poloniex.trading@commands$withdraw - returnFeeInfo:
poloniex.trading@commands$returnFeeInfo - returnAvailableAccountBalances:
poloniex.trading@commands$returnAvailableAccountBalances - returnTradeableBalances:
poloniex.trading@commands$returnTradeableBalances - transferBalance:
poloniex.trading@commands$transferBalance - returnMarginAccountSummary:
poloniex.trading@commands$returnMarginAccountSummary - marginBuy:
poloniex.trading@commands$marginBuy - marginSell:
poloniex.trading@commands$marginSell - getmarginPosition:
poloniex.trading@getMarginPosition - closeMarginPosition:
poloniex.trading@closeMarginPosition - createLoanOffer:
poloniex.trading@commands$createLoanOffer - cancelLoanOffer:
poloniex.trading@commands$cancelLoanOffer - returnOpenLoanOffers:
poloniex.trading@commands$returnOpenLoanOffers - returnActiveLoans:
poloniex.trading@commands$returnActiveLoans - returnLendingHistory:
poloniex.trading@commands$returnLendingHistory - toggleAutoRenew:
poloniex.trading@commands$toggleAutoRenew
GETTERS / SETTERS
Same remark as before: Modification of the object fields are only required if and when Poloniex modifies the trading API base URL and/or the command strings. Default constructor can be used for now.
###########################################################
#################### GETTERs / SETTERS ####################
###########################################################
##################
# Get Trading URL#
##################
GetPoloniexTradingURL(poloniex.trading)
##################
# Set Trading URL#
##################
?SetPoloniexTradingURL
poloniex.trading <- PoloniexTradingAPI(trading.base.url = "https://not_working/tradingApi?",
key = your.key,
secret = your.secret)
poloniex.trading <- SetPoloniexTradingURL(poloniex.trading,
trading.base.url = "https://poloniex.com/tradingApi?")
GetPoloniexTradingURL(poloniex.trading)
#######################
# Get Trading commands#
#######################
?GetPoloniexTradingCommands
GetPoloniexTradingCommands(poloniex.trading)
#######################
# Set Trading Commands#
#######################
?SetPoloniexTradingCommands
commands.new <- list(returnTradeHistory = "returnTradeHistory.new",
withdraw = "withdraw.new")
poloniex.trading <- SetPoloniexTradingCommands(poloniex.trading,
commands = commands.new)
GetPoloniexTradingCommands(poloniex.trading)
commands.new <- list(returnTicker = "returnTicker.new",
return24hVolume = "return24hVolume.new")
poloniex.trading <- SetPoloniexTradingCommands(poloniex.trading,
commands = commands.new)
GetPoloniexPublicCommands(poloniex.public)
Donations
If you find this software useful and/or you would like to see additional extensions, feel free to donate some crypto:
- BTC: 1QHtZLZ15Cmj4FPr5h5exDjYciBDhh7mzA
- LTC: LhKf6MQ7LY1k8YMaAq9z3APz8kVyFX3L2M
- ETH: 0x8E44D7C96896f2e0Cd5a6CC1A2e6a3716B85B479
- DASH: Xvicgp3ga3sczHtLqt3ekt7fQ62G9KaKNB
Or preferably, donate some of my favorite coins 🙂
- GAME: GMxcsDAaHCBkLnN42Fs9Dy1fpDiLNxSKX1
- WAVES: 3PQ8KFdw2nWxQATsXQj8NJvSa1VhBcKePaf
Licensing
Copyright 2017 Essential Data Science Consulting ltd. (EssentialQuant.com / jellenvermeir@essentialquant.com). This software is copyrighted under the MIT license: View added LICENSE file.
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