KrakenR

Introduction

The KrakenR package provides a user-friendly interface to the Kraken cryptocurrency exchange’s REST API. It allows R users to access real-time and historical market data, asset information, and exchange metrics, making it a valuable tool for financial analysts, traders, and researchers interested in the cryptocurrency markets.

This vignette will introduce key functionalities of the package, showcasing how to use the API functions to retrieve market data and more.

Installation

You can install KrakenR directly from GitHub:

# Install the development version from GitHub
devtools::install_github("nathanael-g-durst/KrakenR")
# Load the package
library(KrakenR)

Overview of Available Functions

The package includes several key functions that allow users to fetch various types of data from the Kraken exchange:

  • getAssets() - Retrieve detailed asset information.
  • getOB() - Fetch order book data for a specific trading pair.
  • getOHLC() - Access OHLC (Open, High, Low, Close) data for a trading pair.
  • getPairs() - Retrieve tradable asset pair information.
  • getSpreads() - Fetch recent spread data.
  • getStatus() - Get the current system status of the Kraken exchange.
  • getTickers() - Retrieve detailed ticker information for trading pairs.
  • getTime() - Fetch the current Kraken server time.
  • getTrades() - Retrieve recent trade data for a trading pair.

Example Workflow

This section provides a detailed walkthrough using KrakenR to access Kraken market data.

1. Fetching Asset Information

To retrieve detailed information about all available assets or specific ones:

# Fetch all available assets
assets_all <- getAssets()

# Fetch data for specific assets
assets_specific <- getAssets(c("BTC", "ETH", "ADA"))

The getAssets() function returns a data frame containing asset information, such as the asset class, decimals, and status.

AssetID aclass altname decimals display_decimals status Asset collateral_value
1INCH currency 1INCH 10 5 enabled 1INCH NA
AAVE currency AAVE 10 5 enabled AAVE 0.8
ACA currency ACA 10 5 enabled ACA NA
ACH currency ACH 10 5 enabled ACH NA
ADA currency ADA 8 6 enabled ADA 0.9
ADA.S currency ADA.S 8 6 enabled ADA.S NA

2. Retrieving Order Book Data

You can use getOB() to fetch order book data for a specific trading pair:

# Fetch order book data for ADAEUR pair
order_book <- getOB("ADAEUR")

# Fetch order book data with a limit on the number of orders
order_book_limited <- getOB("ADAEUR", count = 3)

The output includes bid and ask orders, sorted by price, and can be used for market analysis.

Bid_Price Bid_Volume Bid_Timestamp Order_Type Ask_Price Ask_Volume Ask_Timestamp
0.698086 270.000 2024-11-18 23:42:54 Bid NA NA NA
0.698090 20278.406 2024-11-18 23:43:06 Bid NA NA NA
0.698091 86.779 2024-11-18 23:43:06 Bid NA NA NA
NA NA NA Ask 0.698487 531.810 2024-11-18 23:43:06
NA NA NA Ask 0.698488 33778.084 2024-11-18 23:43:06
NA NA NA Ask 0.698490 360.181 2024-11-18 23:43:05

3. Fetching OHLC Data

The getOHLC() function allows you to retrieve OHLC (Open, High, Low, Close) data for a given trading pair at various time intervals:

# Fetch 1-minute interval OHLC data for ADAEUR
ohlc_data <- getOHLC("ADAEUR", interval = 1)

# Fetch 4-hour interval data
ohlc_data_4h <- getOHLC("ADAEUR", interval = 240)

This function is useful for technical analysis and charting.

Time Open High Low Close VWAP Volume Count
2024-07-22 00:00:00 0.410000 0.412912 0.402658 0.402658 0.407833 89500.19 96
2024-07-22 04:00:00 0.403218 0.403802 0.394673 0.398754 0.398090 145027.95 365
2024-07-22 08:00:00 0.398749 0.402853 0.396017 0.402433 0.400360 180837.85 245
2024-07-22 12:00:00 0.401985 0.403048 0.394219 0.395215 0.398420 181719.59 289
2024-07-22 16:00:00 0.394415 0.397723 0.393181 0.397581 0.394209 226646.02 307
2024-07-22 20:00:00 0.398169 0.398169 0.389424 0.392028 0.395443 153254.60 179

4. Getting Asset Pair Information

To retrieve tradable asset pairs and their details:

# Fetch all available asset pairs
pairs_all <- getPairs()

# Fetch information for a specific pair
pair_info <- getPairs(c("ADAEUR", "BTCUSD"))

You can also filter by specific details such as leverage, fees, or margin.

Column Example
PairID 1INCHEUR
altname 1INCHEUR
wsname 1INCH/EUR
aclass_base currency
base 1INCH
aclass_quote currency
quote ZEUR
lot unit
cost_decimals 5
pair_decimals 3
lot_decimals 8
lot_multiplier 1
leverage_buy list(leverage_buy = list())
leverage_sell list(leverage_sell = list())
fees list(fees = c(0, 10000, 50000, 1e+05, 250000, 5e+05, 1e+06, 2500000, 5e+06, 1e+07, 0.4, 0.35, 0.24, 0.22, 0.2, 0.18, 0.16, 0.14, 0.12, 0.1))
fees_maker list(fees_maker = c(0, 10000, 50000, 1e+05, 250000, 5e+05, 1e+06, 2500000, 5e+06, 1e+07, 0.25, 0.2, 0.14, 0.12, 0.1, 0.08, 0.06, 0.04, 0.02, 0))
fee_volume_currency ZUSD
margin_call 80
margin_stop 40
ordermin 11
costmin 0.45
tick_size 0.001
status online
Pair 1INCHEUR
long_position_limit list(NA)
short_position_limit list(NA)

5. Fetching Spread Data

To get recent spread data for a trading pair:

# Fetch spread data for ADAEUR
spread_data <- getSpreads("ADAEUR")

The spread data provides insight into the bid-ask spread over time, which is useful for liquidity analysis.

Time Bid Ask
2024-11-18 23:42:45 0.698112 0.698549
2024-11-18 23:42:45 0.698113 0.698549
2024-11-18 23:42:45 0.698113 0.698548
2024-11-18 23:42:46 0.698144 0.698548
2024-11-18 23:42:46 0.698145 0.698548
2024-11-18 23:42:46 0.698145 0.698547

6. Getting Ticker Information

To fetch real-time ticker information for trading pairs:

# Fetch ticker information for all pairs
tickers_all <- getTickers()

# Fetch ticker information for specific pairs
tickers_specific <- getTickers(c("ADAEUR", "BTCUSD"))

This function provides real-time price, volume, and trading information.

Column Example
PairID 1INCHEUR
Pair 1INCHEUR
Ask_Price 0.314
Ask_WholeLotVolume 43728
Ask_LotVolume 43728
Bid_Price 0.313
Bid_WholeLotVolume 9627
Bid_LotVolume 9627
LastTrade_Price 0.315
LastTrade_LotVolume 84.68257688
Volume_Today 42295.00571728
Volume_24h 42295.00571728
VWAP_Today 0.30272
VWAP_24h 0.30272
Trades_Today 84
Trades_24h 84
Low_Today 0.283
Low_24h 0.283
High_Today 0.316
High_24h 0.316
Open_Price 0.283

7. Fetching Recent Trade Data

To retrieve recent trade data for a trading pair:

# Fetch recent trades for ADAEUR
recent_trades <- getTrades("ADAEUR")

# Fetch trades since a specific timestamp
recent_trades_since <- getTrades("ADAEUR", since = "2024-10-01 12:00:00")
Price Volume Time Order_Type Execution_Type Miscellaneous Trade_ID
0.698087 531.76464 2024-11-18 23:42:53 buy limit 11449426
0.698814 31.26741 2024-11-18 23:42:40 buy market 11449425
0.699622 137.75267 2024-11-18 23:42:29 buy limit 11449424
0.699721 32.55742 2024-11-18 23:42:02 buy market 11449423
0.699455 3005.49840 2024-11-18 23:42:02 sell market 11449422
0.699160 78.74157 2024-11-18 23:41:42 buy limit 11449421

8. Retrieving System Status

To check the operational status of the Kraken exchange:

# Fetch both system status and timestamp
status_info <- getStatus()

# Fetch only system status
system_status <- getStatus("status")
#> [1] "System Status: online"               "System Status: 2024-11-18T23:43:11Z"

9. Retrieving Server Time

You can check the current server time in UNIX or RFC formats:

# Fetch UNIX time
server_time_unix <- getTime("unix")

# Fetch RFC 1123 time
server_time_rfc <- getTime("rfc")
#> [1] "UNIX Time: 2024-11-18 23:43:11"