For the misfits still using R - I have created an unified API for major cryptocurrency exchanges

Hey guys,

As I was developing and backtesting trading strategies using R, it occurred to me that the R community are heavily missing cryptocurrency libraries that connects to major exchanges for different markets and intervals.

So I decided to create my own library: cryptoQuotes, you can read more about it here if you wish. The library have yet to be submitted to CRAN, but in its current form it works as intended and therefore I decided to share it with you guys.

It can be installed using devtools, if you want to take it for a spin. Otherwise follow the link, where there is a bunch of articles and vignettes.

devtools::install_github( repo = 'https://github.com/serkor1/cryptoQuotes/', ref = 'main' ) 

Before you visit it, please read on here where I can demonstrate the most basic part of the library.

Assume that we are interested in the 15m FUTURES market yesterday, and that we use Bollinger bands, MACD and Volume as indicators. Then we can call this using,

BTCUSDT <- cryptoQuotes::getQuote( ticker = 'BTCUSDT', interval = '15m', futures = TRUE, from = '2023-11-08', to = '2023-11-09' ) 

It uses quantmod and TTR syntax, and works out-of-the box with the two libraries. See the plot below,

​

Created using Quantmod

which was created using the following codeblock,

## chart series; chartSeries( BTCUSDT ) ## add bollinger ## bands and MACD addBBands() addMACD() 

My cryptoQuotes currently supports the use of Binance, Kraken, Kucoin and Bitmart for your favorite dogcoins.

I hope that this library will be helpful for those still using R for their everyday strategy development, or the likes of it.

Best,