The "binancer" package is part of a collection of development tools designed for retrieving cryptocurrency data. It enables you to access various data related to cryptocurrency pairs through the Binance API. More details and examples documenting the functions can be found at cryptoverser.org.
# lightweight
remotes::install_github("cryptoverser-project/binancer")
# or
devtools::install_github("cryptoverser-project/binancer")
library(binancer)
Klines data contains high, low, open, close and volumes data. The binance api allows to retrieve this kind of data for many time frames ("1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", and "1M"). For example:
binance_klines(api = "spot", pair = "BTCUSDT", interval = "1h")
# A tibble: 24 × 13
date date_close market pair open high low close volume volume_quote trades taker_buy taker_buy_quote
<dttm> <dttm> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 2023-10-19 22:00:00 2023-10-19 22:59:59 spot BTCUSDT 28751. 28882. 28685. 28715. 1737. 49976234. 59830 837. 24072439.
2 2023-10-19 23:00:00 2023-10-19 23:59:59 spot BTCUSDT 28715. 28740. 28604. 28604. 1119. 32056663. 42623 432. 12368607.
3 2023-10-20 00:00:00 2023-10-20 00:59:59 spot BTCUSDT 28604. 28705. 28599. 28650. 768. 22004203. 28479 388. 11125072.
4 2023-10-20 01:00:00 2023-10-20 01:59:59 spot BTCUSDT 28650. 28718. 28630. 28714. 613. 17582981. 27099 338. 9705128.
5 2023-10-20 02:00:00 2023-10-20 02:59:59 spot BTCUSDT 28714. 28772. 28636. 28640 886. 25431529. 41341 477. 13692333.
6 2023-10-20 03:00:00 2023-10-20 03:59:59 spot BTCUSDT 28640. 28660. 28578. 28660. 641. 18354126. 34806 305. 8715906.
7 2023-10-20 04:00:00 2023-10-20 04:59:59 spot BTCUSDT 28659. 29123 28641. 28980 3294. 95260547. 111096 1912. 55290507.
8 2023-10-20 05:00:00 2023-10-20 05:59:59 spot BTCUSDT 28980 29400 28920 29235. 4343. 126753071. 150111 2394. 69872969.
9 2023-10-20 06:00:00 2023-10-20 06:59:59 spot BTCUSDT 29235. 29350 29175. 29319. 2399. 70198015. 87783 1263. 36968173.
10 2023-10-20 07:00:00 2023-10-20 07:59:59 spot BTCUSDT 29319. 29346. 29111. 29222. 3774. 110132371. 86502 1298. 37904423.
# 14 more rows
binancer::binance_klines(api = "spot", pair = "BTCUSDT", from = "2019-01-05", to = "2023-07-19", interval = "1d")
# A tibble: 1,657 × 13
date date_close market pair open high low close volume volume_quote trades taker_buy taker_buy_quote
<dttm> <dttm> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 2019-01-05 01:00:00 2019-01-06 00:59:59 spot BTCUSDT 3790. 3841. 3751 3771. 30491. 115893501. 203673 14909. 56667455.
2 2019-01-06 01:00:00 2019-01-07 00:59:59 spot BTCUSDT 3771. 4028. 3740 3988. 36554. 142198812. 240496 19773. 76903706.
3 2019-01-07 01:00:00 2019-01-08 00:59:59 spot BTCUSDT 3988. 4018. 3922. 3975. 31870. 126830380. 221219 16404. 65287612.
4 2019-01-08 01:00:00 2019-01-09 00:59:59 spot BTCUSDT 3977. 4070. 3903 3955. 38901. 154778847. 242898 20048. 79781105.
5 2019-01-09 01:00:00 2019-01-10 00:59:59 spot BTCUSDT 3955. 4007. 3930. 3967. 28989. 115218950. 209240 14984. 59559011.
6 2019-01-10 01:00:00 2019-01-11 00:59:59 spot BTCUSDT 3966. 3996. 3540 3586. 59402. 221789348. 374760 28288. 105616252.
7 2019-01-11 01:00:00 2019-01-12 00:59:59 spot BTCUSDT 3586. 3658 3465 3601. 38339. 137560744. 264996 19907. 71430016.
8 2019-01-12 01:00:00 2019-01-13 00:59:59 spot BTCUSDT 3601. 3618. 3530 3583. 22000. 78908771. 175679 11646. 41778836.
9 2019-01-13 01:00:00 2019-01-14 00:59:59 spot BTCUSDT 3584. 3611. 3441. 3477. 26386. 92882249. 183113 13692. 48229503.
10 2019-01-14 01:00:00 2019-01-15 00:59:59 spot BTCUSDT 3478. 3672. 3467. 3626. 35235. 125631820. 229452 18416. 65668831.
# 1,647 more rows