tn_trades {bitmexr} | R Documentation |
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 |
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 |
filter |
an optional character string for table filtering.
Send JSON key/value pairs, such as |
columns |
an optional character vector of column names to return.
If |
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 |
endTime |
an optional character string.
Ending date for results in the format |
use_auth |
logical. Use |
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)