Help for package bitmexr

Type:

Package

Title:

R Client for BitMEX

Version:

0.3.3

Description:

A client for cryptocurrency exchange BitMEX https://www.bitmex.com/ including the ability to obtain historic trade data and place, edit and cancel orders. BitMEX's Testnet and live API are both supported.

License:

MIT + file LICENSE

URL:

https://github.com/hfshr/bitmexr/, https://hfshr.github.io/bitmexr/

BugReports:

https://github.com/hfshr/bitmexr/issues/

Imports:

attempt, curl, digest, dplyr, httr, jsonlite, lubridate, magrittr, progress, purrr, rlang, stringr, utils

Suggests:

covr, ggplot2, httptest, knitr, rmarkdown, testthat, tidyquant

VignetteBuilder:

knitr

Encoding:

UTF-8

RoxygenNote:

7.2.3

NeedsCompilation:

Packaged:

2023-08-07 18:52:21 UTC; harry

Author:

Harry Fisher [cre, aut, cph]

Maintainer:

Harry Fisher <harryfisher21@gmail.com>

Repository:

CRAN

Date/Publication:

2023-08-07 19:40:10 UTC

Available symbols

Description

Available symbols

Usage

available_symbols()

Value

A character vector of currently available symbols to be used as the symbol value in functions within the package.

Examples

## Not run: 
available_symbols()

## End(Not run)

bitmexr: R Client for the BitMEX Exchange

Description

bitmexr provides tools to access the API for the BitMEX cryptocurrency derivatives exchange https://www.bitmex.com/.

Bucketed trade data

Description

bucket_trades() retrieves open high low close (OHLC) data for the specified symbol/time frame.

Usage

bucket_trades(
  binSize = "1m",
  partial = "false",
  symbol = "XBTUSD",
  count = 1000,
  reverse = "true",
  filter = NULL,
  columns = NULL,
  start = NULL,
  startTime = NULL,
  endTime = NULL,
  use_auth = FALSE
)

Arguments

binSize

character string. The time interval to bucket by, must be one of: "1m", "5m", "1h" or "1d".

partial

character string. Either "true" of "false". If "true", will send in-progress (incomplete) bins for the current time period.

symbol

a character string for the instrument symbol. Use available_symbols() to see available symbols.

count

an optional integer to specify the number of rows to return. Maximum of 1000 (the default) per request.

reverse

an optional character string. Either "true" of "false". If "true", result will be ordered with starting with the newest (defaults to "true").

filter

an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples.

columns

an optional character vector of column names to return. If NULL, all columns will be returned.

start

an optional integer. Can be used to specify the starting point for results.

startTime

an optional character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

endTime

an optional character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

use_auth

logical. Use TRUE to enable authentication with API key.

Details

The API will only return 1000 rows per call. If the desired time frame requires more than one API call, consider using map_bucket_trades().

Value

bucket_trades() returns a data.frame containing:

timestamp: POSIXct. Date and time of trade.
symbol: character. Instrument ticker.
open: numeric. Opening price for the bucket.
high: numeric. Highest price in the bucket.
low: numeric. Lowest price in the bucket.
close: numeric. Closing price of the bucket.
trades: numeric. Number of trades executed within the bucket.
volume: numeric. Volume in USD.
vwap: numeric. Volume weighted average price.
lastSize: numeric. Size of the last trade executed.
turnover: numeric. How many satoshi were exchanged.
homeNotional: numeric. BTC value of the bucket.
foreignNotional: numeric. USD value of the bucket.

References

urlhttps://www.bitmex.com/api/explorer/#!/Trade/Trade_getBucketed

Examples

## Not run: 

# Return most recent data for symbol `"ETHUSD"` for 1 hour buckets

bucket_trades(
  binSize = "1h",
  symbol = "ETHUSD",
  count = 10
)

## End(Not run)

Cancel all orders

Description

Cancel all orders that have been placed for a specific symbol, or use a filter to select specific orders.

Usage

cancel_all_orders(symbol = NULL, filter = NULL, text = NULL)

Arguments

symbol

string. Optional symbol. If provided, only cancels orders for that symbol.

filter

string. Optional filter for cancellation. Use to only cancel some orders, e.g. '"side": "Buy"'.

text

string. Optional cancellation annotation. e.g. 'Spread Exceeded'.

Value

Returns a data.frame with information about the orders that were cancelled. See https://www.bitmex.com/api/explorer/#!/Order/Order_cancelAll for more information.

Examples

## Not run: 
# cancel all "Buy" orders
cancel_all_orders(filter = '{"side": "Buy"}')

## End(Not run)

Cancel order

Description

Cancel an order that has been placed.

Usage

cancel_order(orderID = NULL, clOrdID = NULL, text = NULL)

Arguments

orderID

string. Order ID.

clOrdID

string. Optional client ID set when placing an order.

text

string. Optional cancellation annotation. e.g. 'Spread Exceeded'.

Value

Returns a data.frame with details about the order that was cancelled. See https://www.bitmex.com/api/explorer/#!/Order/Order_cancel for more information.

Examples

## Not run: 
# Cancel an order
cancel_order(clOrdID = "myorderid")

## End(Not run)

Edit an order

Description

Edit an order that has been placed.

Usage

edit_order(
  orderID = NULL,
  origClOrdID = NULL,
  clOrdID = NULL,
  orderQty = NULL,
  leavesQty = NULL,
  price = NULL,
  stopPx = NULL,
  pegOffsetValue = NULL,
  text = NULL
)

Arguments

orderID

string. Order ID.

origClOrdID

string. The original client order ID

clOrdID

string. Optional new client order ID.

orderQty

double. Order quantity in units of the instrument (i.e. contracts).

leavesQty

string. Optional leaves quantity in units of the instrument (i.e. contracts). Useful for amending partially filled orders.

price

double. Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders.

stopPx

double. Optional trigger price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. Use a price below the current price for stop-sell orders and buy-if-touched orders. Use execInst of 'MarkPrice' or 'LastPrice' to define the current price used for triggering.

pegOffsetValue

string. Optional trailing offset from the current price for 'Stop', 'StopLimit', ' MarketIfTouched', and 'LimitIfTouched' orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for 'Pegged' orders.

text

string. Optional amend annotation. e.g. 'Adjust skew'.

Value

A data.frame with information about the amended order. See https://www.bitmex.com/api/explorer/#!/Order/Order_amend for more information.

Examples

## Not run: 

# place an order

place_order(symbol = "XBTUSD", price = 5000, orderQty = 100, clOrdID = "myorderid")

# edit the order

edit_order(origClOrID = "myorderid", orderQty = 200)

## End(Not run)

GET requests

Description

Use get_bitmex() to send GET requests. For private endpoints, authentication is required.

Usage

get_bitmex(path, args = NULL, use_auth = FALSE)

Arguments

path

string. End point for the api.

args

A named list containing valid parameters for the given API endpoint.

use_auth

logical. Use TRUE to access private endpoints if authentication has been set up

Value

Returns a data.frame containing the response from the request.

References

https://www.bitmex.com/api/explorer/

Examples

## Not run: 

# Access a public endpoint
chat <- get_bitmex(path = "/chat", args = list(channelID = 1, reverse = "true"))

# Access private endpoint using `use_auth` = `TRUE`.
user <- get_bitmex(path = "/execution", args = list(symbol = "XBTUSD"), use_auth = TRUE)

## End(Not run)

Bucket trade data over an extended period

Description

map_bucket_trades() uses purrr::map_dfr to execute multiple API calls. This is useful when the data you want to return exceeds the maximum 1000 row response limit, but do not want to have to manually call bucket_trades() repeatedly.

Usage

map_bucket_trades(
  start_date = "2015-09-25 13:00:00",
  end_date = now(tzone = "UTC"),
  binSize = "1d",
  symbol = "XBTUSD",
  partial = "false",
  filter = NULL,
  use_auth = FALSE,
  verbose = FALSE
)

Arguments

start_date

character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

end_date

character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

binSize

character string. The time interval to bucket by, must be one of: "1m", "5m", "1h" or "1d".

symbol

a character string for the instrument symbol. Use available_symbols() to see available symbols.

partial

character string. Either "true" or "false". If "true", will send in-progress (incomplete) bins for the current time period.

filter

an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples in trades().

use_auth

logical. Use TRUE to enable authentication with API key.

verbose

logical. If TRUE, will print information to the console. Useful for long running requests.

Details

map_bucket_trades() takes a start and end date, and creates a sequence of start dates which are passed in to the 'startTime“ parameter in bucket_trades().

The length of time between each start time in each API call is determined by the binSize. For example, "1d" is chosen as the binSize the length of time between start dates will be 1000 days. If "1h" is chosen, it will be 1000 hours etc.

The function will print the number of API calls being sent and provides a progress bar in the console

Public API requests are limited to 30 per minute. Consequently, map_bucket_trades() uses purrr::slowly to restrict how often the function is called.

Value

map_bucket_trades returns a data.frame containing:

timestamp: POSIXct. Date and time of trade.
symbol: character. Instrument ticker.
open: numeric. Opening price for the bucket.
high: numeric. Highest price in the bucket.
low: numeric. Lowest price in the bucket.
close: numeric. Closing price of the bucket.
trades: numeric. Number of trades executed within the bucket.
volume: numeric. Volume in USD.
vwap: numeric. Volume weighted average price.
lastSize: numeric. Size of the last trade executed.
turnover: numeric. How many satoshi were exchanged.
homeNotional: numeric. BTC value of the bucket.
foreignNotional: numeric. USD value of the bucket.

References

https://www.bitmex.com/api/explorer/#!/Trade/Trade_getBucketed

Examples

## Not run: 
# Get hourly bucketed trade data between 2020-01-01 and 2020-02-01

map_bucket_trades(
  start_date = "2020-01-01",
  end_date = "2020-02-01",
  binSize = "1h"
)

## End(Not run)

Trade data over an extended period

Description

The map variant of trades() uses a repeat loop to continually request trade data between two time points. The function will stop when the start_date is greater than end_date. Given the large number of trades executed per day, a warning message with a choice to continue is presented when inputting a date range spanning more than one day.

Usage

map_trades(
  symbol = "XBTUSD",
  start_date = "2019-01-01 12:00:00",
  end_date = "2019-01-01 12:15:00",
  filter = NULL,
  use_auth = FALSE,
  verbose = FALSE
)

Arguments

symbol

a character string for the instrument symbol. Use available_symbols() to see available symbols.

start_date

character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

end_date

character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

filter

an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples in trades().

use_auth

logical. Use TRUE to enable authentication with API key.

verbose

logical. If TRUE, will print information to the console. Useful for long running requests.

Details

Warning! Due to the extremely large number of trades executed on the exchange, using this function over an extended of time frame will result in an extremely long running process. For example, during 2019 the exchange averaged approximately 630000 trades per day, with a maximum of 2114878 trades being executed in a single day. Obtaining the trade data for this day alone would take over an hour, and the use of map_bucket_trades() with a small 'binSize' (e.g., "1m") is preferrable.

Value

map_trades() returns a data.frame containing:

timestamp: POSIXct. Date and time of trade.
symbol: character. The instrument ticker.
side: character. Whether the trade was buy or sell.
size: numeric. Size of the trade.
price: numeric. Price the trade was executed at
tickDirection: character. Indicates if the trade price was higher, lower or the same as the previous trade price.
trdMatchID: character. Unique trade ID.
grossValue: numeric. How many satoshi were exchanged. 1 satoshi = 0.00000001 BTC.
homeNotional: numeric. BTC value of the trade.
foreignNotional: numeric. USD value of the trade.

References

https://www.bitmex.com/api/explorer/#!/Trade/Trade_get

Examples

## Not run: 

# Get all trade data between 2019-05-03 12:00:00 and 2019-05-03 12:15:00

map_trades(
  start_date = "2019-05-03 12:00:00",
  end_date = "2019-05-03 12:15:00",
  symbol = "XBTUSD"
)

## End(Not run)

Place an order

Description

Place an order using the Bitmex API. Requires API key.

Usage

place_order(
  symbol = NULL,
  side = NULL,
  orderQty = NULL,
  price = NULL,
  displayQty = NULL,
  stopPx = NULL,
  clOrdID = NULL,
  pegOffsetValue = NULL,
  pegPriceType = NULL,
  ordType = NULL,
  timeInForce = NULL,
  execInst = NULL,
  text = NULL
)

Arguments

symbol

string. Instrument symbol. e.g. 'XBTUSD'.

side

string. Order side. Valid options: Buy, Sell. Defaults to 'Buy' unless orderQtyis negative.

orderQty

double. Order quantity in units of the instrument (i.e. contracts).

price

double. Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders.

displayQty

double. Optional quantity to display in the book. Use 0 for a fully hidden order.

stopPx

clOrdID

string. Optional Client Order ID. This clOrdID will come back on the order and any related executions.

pegOffsetValue

pegPriceType

string. Optional peg price type. Valid options: LastPeg, MidPricePeg, MarketPeg, PrimaryPeg, TrailingStopPeg.

ordType

string. Order type. Valid options: Market, Limit, Stop, StopLimit, MarketIfTouched, LimitIfTouched, Pegged. Defaults to 'Limit' when price is specified. Defaults to 'Stop' when stopPx is specified. Defaults to 'StopLimit' when price and stopPx are specified.

timeInForce

string. Time in force. Valid options: Day, GoodTillCancel, ImmediateOrCancel, FillOrKill. Defaults to 'GoodTillCancel' for 'Limit', 'StopLimit', and 'LimitIfTouched' orders.

execInst

string. Optional execution instructions. Valid options: ParticipateDoNotInitiate, AllOrNone, MarkPrice, IndexPrice, LastPrice, Close, ReduceOnly, Fixed. 'AllOrNone' instruction requires displayQty to be 0. 'MarkPrice', 'IndexPrice' or 'LastPrice' instruction valid for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders.

text

string. Optional order annotation. e.g. 'Take profit'.

Value

A tibble containing information about the trade that has been placed. See https://www.bitmex.com/api/explorer/#!/Order/Order_new for more details.

Examples

## Not run: 

# place limit order to Buy 10 contracts at a specific price
place_order(symbol = "XBTUSD", price = 6000, orderQty = 10)

## End(Not run)

POST requests

Description

Use post_bitmex() to send POST requests. All POST requests require authentication.

Usage

post_bitmex(path, args = NULL)

Arguments

path

string. End point for the api.

args

A named list containing valid parameters for the given API endpoint.

Value

Returns a data.frame containing the response from the request.

References

https://www.bitmex.com/api/explorer/

Examples

## Not run: 
# edit leverage on a position

post_bitmex(
  path = "/position/leverage",
  args = list("symbol" = "XBTUSD", "leverage" = 10)
)

## End(Not run)

Bucketed trade data (testnet)

Description

tn_bucket_trades() retrieves open high low close (OHLC) data for the specified symbol/time frame.

Usage

tn_bucket_trades(
  binSize = "1m",
  partial = "false",
  symbol = "XBTUSD",
  count = 1000,
  reverse = "true",
  filter = NULL,
  columns = NULL,
  start = NULL,
  startTime = NULL,
  endTime = NULL,
  use_auth = FALSE
)

Arguments

binSize

character string. The time interval to bucket by, must be one of: "1m", "5m", "1h" or "1d".

partial

character string. Either "true" of "false". If "true", will send in-progress (incomplete) bins for the current time period.

symbol

a character string for the instrument symbol. Use available_symbols() to see available symbols.

count

an optional integer to specify the number of rows to return. Maximum of 1000 (the default) per request.

reverse

an optional character string. Either "true" of "false". If "true", result will be ordered with starting with the newest (defaults to "true").

filter

an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples.

columns

an optional character vector of column names to return. If NULL, all columns will be returned.

start

an optional integer. Can be used to specify the starting point for results.

startTime

an optional character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

endTime

an optional character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

use_auth

logical. Use TRUE to enable authentication with API key.

Details

The API will only return 1000 rows per call. If the desired time frame requires more than one API call, consider using tn_map_bucket_trades().

Examples

## Not run: 

# Return most recent data for symbol `"ETHUSD"` for 1 hour buckets

tn_bucket_trades(
  binSize = "1h",
  symbol = "ETHUSD",
  count = 10
)

## End(Not run)

Cancel all orders (testnet)

Description

Cancel all orders that have been placed using testnet API for a specific symbol, or use a filter to select specific orders.

Usage

tn_cancel_all_orders(symbol = NULL, filter = NULL, text = NULL)

Arguments

symbol

string. Optional symbol. If provided, only cancels orders for that symbol.

filter

string. Optional filter for cancellation. Use to only cancel some orders, e.g. '"side": "Buy"'.

text

string. Optional cancellation annotation. e.g. 'Spread Exceeded'.

Value

Returns a data.frame with information about the orders that were cancelled. See https://www.bitmex.com/api/explorer/#!/Order/Order_cancelAll for more information.

Examples

## Not run: 
# cancel all "Buy" orders
tn_cancel_all_orders(filter = '{"side": "Buy"}')

## End(Not run)

Cancel order (testnet)

Description

Cancel an order that has been placed using the testnet API.

Usage

tn_cancel_order(orderID = NULL, clOrdID = NULL, text = NULL)

Arguments

orderID

string. Order ID.

clOrdID

string. Optional client ID set when placing an order.

text

string. Optional cancellation annotation. e.g. 'Spread Exceeded'.

Value

Returns a data.frame with details about the order that was cancelled. See https://www.bitmex.com/api/explorer/#!/Order/Order_cancel for more information.

Examples

## Not run: 
# Cancel an order
tn_cancel_order(clOrdID = "myorderid")

## End(Not run)

Edit an order (testnet)

Description

Edit an order that has been placed with the testnet API.

Usage

tn_edit_order(
  orderID = NULL,
  origClOrdID = NULL,
  clOrdID = NULL,
  orderQty = NULL,
  leavesQty = NULL,
  price = NULL,
  stopPx = NULL,
  pegOffsetValue = NULL,
  text = NULL
)

Arguments

orderID

string. Order ID.

origClOrdID

string. The original client order ID

clOrdID

string. Optional new client order ID.

orderQty

double. Order quantity in units of the instrument (i.e. contracts).

leavesQty

string. Optional leaves quantity in units of the instrument (i.e. contracts). Useful for amending partially filled orders.

price

double. Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders.

stopPx

pegOffsetValue

text

string. Optional amend annotation. e.g. 'Adjust skew'.

Value

A data.frame with information about the amended order. See https://www.bitmex.com/api/explorer/#!/Order/Order_amend for more information.

Examples

## Not run: 

# place an order

tn_place_order(symbol = "XBTUSD", price = 5000, orderQty = 100, clOrdID = "myorderid")

# edit the order

tn_edit_order(origClOrID = "myorderid", orderQty = 200)

## End(Not run)

GET requests (testnet)

Description

Use tn_get_bitmex() to send GET requests to the testnet API. For private endpoints, authentication is required.

Usage

tn_get_bitmex(path, args = NULL, use_auth = FALSE)

Arguments

path

string. End point for the api.

args

A named list containing valid parameters for the given API endpoint.

use_auth

logical. Use TRUE to access private endpoints if authentication has been set up.

Value

Returns a data.frame containing the response from the request.

References

https://www.bitmex.com/api/explorer/

Examples

## Not run: 
# Access a public endpoint
chat <- tn_get_bitmex(path = "/chat", args = list(channelID = 1, reverse = "true"))

# Access private endpoint using `use_auth` = `TRUE`.

user <- tn_get_bitmex(path = "/execution", args = list(symbol = "XBTUSD"), use_auth = TRUE)

## End(Not run)

Bucket trade data over an extended period (testnet)

Description

tn_map_bucket_trades() uses purrr::map_dfr to execute multiple API calls. This is useful when the data you want to return exceeds the maximum 1000 row response limit, but do not want to have to manually call tn_bucket_trades() repeatedly.

Usage

tn_map_bucket_trades(
  start_date = "2015-09-25 13:00:00",
  end_date = now(tzone = "UTC"),
  binSize = "1d",
  symbol = "XBTUSD",
  partial = "false",
  filter = NULL,
  use_auth = FALSE,
  verbose = FALSE
)

Arguments

start_date

character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

end_date

character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

binSize

character string. The time interval to bucket by, must be one of: "1m", "5m", "1h" or "1d".

symbol

a character string for the instrument symbol. Use available_symbols() to see available symbols.

partial

character string. Either "true" or "false". If "true", will send in-progress (incomplete) bins for the current time period.

filter

an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples in trades().

use_auth

logical. Use TRUE to enable authentication with API key.

verbose

logical. If TRUE, will print information to the console. Useful for long running requests.

References

https://testnet.bitmex.com/api/explorer/#!/Trade/Trade_getBucketed

Examples

## Not run: 
# Get hourly bucketed trade data between 2020-01-01 and 2020-02-01

tn_map_bucket_trades(
  start_date = "2020-01-01",
  end_date = "2020-02-01",
  binSize = "1h"
)

## End(Not run)

Trade data over an extended period (testnet)

Description

The map variant of tn_trades() uses a repeat loop to continually request trade data between two time points. The function will stop when the start_date is greater than end_date.

Usage

tn_map_trades(
  symbol = "XBTUSD",
  start_date = "2019-01-01 12:00:00",
  end_date = "2019-01-01 12:15:00",
  filter = NULL,
  use_auth = FALSE,
  verbose = FALSE
)

Arguments

symbol

a character string for the instrument symbol. Use available_symbols() to see available symbols.

start_date

character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

end_date

character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

filter

an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples in trades().

use_auth

logical. Use TRUE to enable authentication with API key.

verbose

logical. If TRUE, will print information to the console. Useful for long running requests.

Examples

## Not run: 

# Get all trade data between 2019-05-03 12:00:00 and 2019-05-03 12:15:00

tn_map_trades(
  start_date = "2019-05-03 12:00:00",
  end_date = "2019-05-03 12:15:00",
  symbol = "XBTUSD"
)

## End(Not run)

Place an order (testnet)

Description

Place an order using the Bitmex testnet API. Requires testnet API key.

Usage

tn_place_order(
  symbol = NULL,
  side = NULL,
  orderQty = NULL,
  price = NULL,
  displayQty = NULL,
  stopPx = NULL,
  clOrdID = NULL,
  pegOffsetValue = NULL,
  pegPriceType = NULL,
  ordType = NULL,
  timeInForce = NULL,
  execInst = NULL,
  text = NULL
)

Arguments

symbol

string. Instrument symbol. e.g. 'XBTUSD'.

side

string. Order side. Valid options: Buy, Sell. Defaults to 'Buy' unless orderQtyis negative.

orderQty

double. Order quantity in units of the instrument (i.e. contracts).

price

double. Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders.

displayQty

double. Optional quantity to display in the book. Use 0 for a fully hidden order.

stopPx

clOrdID

string. Optional Client Order ID. This clOrdID will come back on the order and any related executions.

pegOffsetValue

pegPriceType

string. Optional peg price type. Valid options: LastPeg, MidPricePeg, MarketPeg, PrimaryPeg, TrailingStopPeg.

ordType

timeInForce

string. Time in force. Valid options: Day, GoodTillCancel, ImmediateOrCancel, FillOrKill. Defaults to 'GoodTillCancel' for 'Limit', 'StopLimit', and 'LimitIfTouched' orders.

execInst

text

string. Optional order annotation. e.g. 'Take profit'.

Value

Returns a tibble containing information about the trade that has been placed. See https://testnet.bitmex.com/api/explorer/#!/Order/Order_new for more details.

Examples

## Not run: 
# place limit order to Buy at specific price
tn_place_order(symbol = "XBTUSD", price = 6000, orderQty = 10)

## End(Not run)

POST requests (testnet)

Description

Use tn_post_bitmex() to send POST requests to the testnet API. All POST requests require authentication.

Usage

tn_post_bitmex(path, args = NULL)

Arguments

path

string. End point for the api.

args

A named list containing valid parameters for the given API endpoint.

Value

Returns a data.frame containing the response from the request.

References

https://www.bitmex.com/api/explorer/

Examples

## Not run: 
# edit leverage on a position

tn_post_bitmex(
  path = "/position/leverage",
  args = list("symbol" = "XBTUSD", "leverage" = 10)
)

## End(Not run)

Individual trade data (testnet)

Description

tn_trades() retrieves data regarding individual trades that have been executed on the testnet exchange.

Usage

tn_trades(
  symbol = "XBTUSD",
  count = 1000,
  reverse = "true",
  filter = NULL,
  columns = NULL,
  start = NULL,
  startTime = NULL,
  endTime = NULL,
  use_auth = FALSE
)

Arguments

symbol

a character string for the instrument symbol. Use available_symbols() to see available symbols.

count

an optional integer to specify the number of rows to return. Maximum of 1000 (the default) per request.

reverse

an optional character string. Either "true" of "false". If "true", result will be ordered with starting with the newest (defaults to "true").

filter

an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples.

columns

an optional character vector of column names to return. If NULL, all columns will be returned.

start

an optional integer. Can be used to specify the starting point for results.

startTime

an optional character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

endTime

an optional character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

use_auth

logical. Use TRUE to enable authentication with API key.

References

https://testnet.bitmex.com/api/explorer/#!/Trade/Trade_get

Examples

## Not run: 
# Return 1000 most recent trades for symbol "XBTUSD".
tn_trades(symbol = "XBTUSD")

# Use filter for very specific values: Return trade data executed at 12:15.
tn_trades(
  symbol = "XBTUSD",
  filter = "{'timestamp.minute':'12:15'}"
)

# Also possible to combine more than one filter.
tn_trades(
  symbol = "XBTUSD",
  filter = "{'timestamp.minute':'12:15', 'size':10000}"
)

## End(Not run)

Individual trade data

Description

trades() retrieves data regarding individual trades that have been executed on the exchange.

Usage

trades(
  symbol = "XBTUSD",
  count = 1000,
  reverse = "true",
  filter = NULL,
  columns = NULL,
  start = NULL,
  startTime = NULL,
  endTime = NULL,
  use_auth = FALSE
)

Arguments

symbol

a character string for the instrument symbol. Use available_symbols() to see available symbols.

count

an optional integer to specify the number of rows to return. Maximum of 1000 (the default) per request.

reverse

an optional character string. Either "true" of "false". If "true", result will be ordered with starting with the newest (defaults to "true").

filter

an optional character string for table filtering. Send JSON key/value pairs, such as "{'key':'value'}". See examples.

columns

an optional character vector of column names to return. If NULL, all columns will be returned.

start

an optional integer. Can be used to specify the starting point for results.

startTime

an optional character string. Starting date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

endTime

an optional character string. Ending date for results in the format "yyyy-mm-dd" or "yyyy-mm-dd hh-mm-ss".

use_auth

logical. Use TRUE to enable authentication with API key.

Value

trades() returns a data.frame containing:

timestamp: POSIXct. Date and time of trade.
symbol: character. The instrument ticker.
side: character. Whether the trade was buy or sell.
size: numeric. Size of the trade.
price: numeric. Price the trade was executed at
tickDirection: character. Indicates if the trade price was higher, lower or the same as the previous trade price.
trdMatchID: character. Unique trade ID.
grossValue: numeric. How many satoshi were exchanged. 1 satoshi = 0.00000001 BTC.
homeNotional: numeric. BTC value of the trade.
foreignNotional: numeric. USD value of the trade.

References

https://www.bitmex.com/api/explorer/#!/Trade/Trade_get

Examples

## Not run: 
# Return 1000 most recent trades for symbol "XBTUSD".
trades(symbol = "XBTUSD", count = 10)

# Use filter for very specific values: Return trade data executed at 12:15.
trades(
  symbol = "XBTUSD",
  filter = "{'timestamp.minute':'12:15'}",
  count = 10
)

# Also possible to combine more than one filter.
trades(
  symbol = "XBTUSD",
  filter = "{'timestamp.minute':'12:15', 'size':10000}",
  count = 10
)

## End(Not run)

Start date of data availability for available symbols

Description

Pass in a symbol from available_symbols() or no symbol to return dates for all available symbols

Usage

valid_dates(symbol = NULL)

Arguments

symbol

character string of the instrument symbol to find start date for.

Value

A data.frame containing the symbol and date from which data is available

Examples

## Not run: 
valid_dates("XBTUSD")

## End(Not run)

Available symbols

Description

Usage

Value

Examples

bitmexr: R Client for the BitMEX Exchange

Description

See Also

Bucketed trade data

Description

Usage

Arguments

Details

Value

References

Examples

Cancel all orders

Description

Usage

Arguments

Value

Examples

Cancel order

Description

Usage

Arguments

Value

Examples

Edit an order

Description

Usage

Arguments

Value

Examples

GET requests

Description

Usage

Arguments

Value

References

Examples

Bucket trade data over an extended period

Description

Usage

Arguments

Details

Value

References

Examples

Trade data over an extended period

Description

Usage

Arguments

Details

Value

References

Examples

Place an order

Description

Usage

Arguments

Value

Examples

POST requests

Description

Usage

Arguments

Value

References

Examples

Bucketed trade data (testnet)

Description

Usage

Arguments

Details

Examples

Cancel all orders (testnet)

Description

Usage

Arguments