getOrderbook {rusquant} | R Documentation |
Get the order book for a given symbol from a supported exchange
Description
This function retrieves order book information
Usage
getOrderbook(
Symbols,
depth = 10,
src = "poloniex",
adjust = FALSE,
verbose = FALSE,
auto.assign = TRUE,
api.key = "",
env = globalenv()
)
Arguments
Symbols |
A character vector specifying the symbol to retrieve order book data for. |
depth |
An integer value specifying the number of levels of the order book to retrieve. Defaults to 10. |
src |
A character string specifying the exchange to retrieve data from. Possible values are kraken,poloniex,tinkoff,alor, binance. |
adjust |
A logical value indicating whether to adjust timestamps to match the system timezone. Defaults to FALSE. |
verbose |
A logical value indicating whether to print detailed messages during the function's execution. Defaults to FALSE. |
auto.assign |
A logical value indicating whether to automatically assign the resulting object to the current environment. Defaults to TRUE. |
api.key |
A character string specifying the API key to use when retrieving data from Alor or Tinkoff. Defaults to "". |
env |
environment where the data will be assigned |
Value
A data.table object containing the order book data for the specified symbol.
Note
Not for the faint of heart. All profits and losses related are yours and yours alone. If you don't like it, write it yourself.
Author(s)
Vyacheslav Arbuzov
Examples
getOrderbook('USDTGBP', src = 'kraken')
getOrderbook('BTC_USDT', src = 'poloniex')