Cryptocurrencies explorations

Introduction

The main goal of this computational Markdown document is to provide some basic views and insights into the landscape of cryptocurrencies. The “landscape” we consider consists of price action and trading volume time series for cryptocurrencies found in Yahoo Finance.

In this document we compute and plot with Raku the statistics in [AA1].

Details on "running" the document

The Raku package used for data retrieval is "Data::Cryptocurrencies", [AAp1]. The JavaScript D3 plots are made via "JavaScript::D3", [AAp2].

This Markdown document is converted to its woven Markdown version with "Text::CodeProcessing", [AAp3]. The woven Markdown document is converted to an HTML document with "Markdown::Grammar", [AAp4].

Here is the corresponding shell command:

file-code-chunks-eval Cryptocurrencies-explorations.md && 
  from-markdown Cryptocurrencies-explorations_woven.md -t html -o Cryptocurrencies-explorations.html && 
  open Cryptocurrencies-explorations.html

Setup

Here we load the packages used below:

use Data::Cryptocurrencies;
use Data::Reshapers;
use Data::Summarizers;
use Text::Plot;
use JavaScript::D3;

# (Any)

Time series

Here we get Bitcoin (BTC) data from 1/1/2020 until now:

my %ccTS = cryptocurrency-data(<BTC ETH>, dates => (DateTime.new(2020,1,1,0,0,0), now), props => <DateTime Close>, format => 'hash'):cache-all;

say %ccTS.elems;

# 2

Here is a summary:

records-summary(%ccTS);

# summary of ETH =>
# +--------------------------------+--------------------------+
# | DateTime                       | Close                    |
# +--------------------------------+--------------------------+
# | Min    => 2020-01-01T00:00:37Z | Min    => 110.605873     |
# | 1st-Qu => 2020-10-16T12:00:37Z | 1st-Qu => 401.866287     |
# | Mean   => 2021-08-03T00:00:37Z | Mean   => 1681.823401621 |
# | Median => 2021-08-03T00:00:37Z | Median => 1562.740112    |
# | 3rd-Qu => 2022-05-20T12:00:37Z | 3rd-Qu => 2614.046387    |
# | Max    => 2023-03-06T00:00:37Z | Max    => 4812.087402    |
# +--------------------------------+--------------------------+
# summary of BTC =>
# +---------------------------+--------------------------------+
# | Close                     | DateTime                       |
# +---------------------------+--------------------------------+
# | Min    => 4970.788086     | Min    => 2020-01-01T00:00:37Z |
# | 1st-Qu => 11904.569336    | 1st-Qu => 2020-10-16T12:00:37Z |
# | Mean   => 28503.208946593 | Mean   => 2021-08-03T00:00:37Z |
# | Median => 23164.628906    | Median => 2021-08-03T00:00:37Z |
# | 3rd-Qu => 42247.5097655   | 3rd-Qu => 2022-05-20T12:00:37Z |
# | Max    => 67566.828125    | Max    => 2023-03-06T00:00:37Z |
# +---------------------------+--------------------------------+

Here are D3.js plots:

my %ts4 = %ccTS.map({ $_.key => $_.value.map(-> %r { %( date => %r<DateTime>.Str.substr(0,10), value => %r<Close>.Numeric, group => $_.key ) }).grep({ $_.<value> ~~ Numeric }) });
say %ts4>>.elems;

# {BTC => 1161, ETH => 1161}

deduce-type(%ts4<BTC>)

# Vector(Struct([date, group, value], [Str, Str, Rat]), 1161)

js-d3-date-list-plot(%ts4<BTC>, plot-label => 'BTC', width => 800, height => 400, format => 'html', div-id => 'BTC');

js-d3-date-list-plot(%ts4<ETH>, plot-label => 'ETH', width => 800, height => 400, format => 'html', div-id => 'ETH');

Pareto principle adherence

Get data for all cryptocurrencies:

my @dsData = cryptocurrency-data('all', dates => (now - 14 * 24 * 3600, now), props => <Symbol DateTime Close Volume>, format => 'dataset');
say "Dimensions : {dimensions(@dsData)}.";

# Dimensions : 307 4.

Clean data and show summary:

@dsData = @dsData.grep({ $_<Close> ~~ Numeric });
#records-summary(@dsData);

# [{Close => 1.000064, DateTime => 2023-02-21T00:00:00Z, Symbol => USDC, Volume => 4145675499} {Close => 1.000145, DateTime => 2023-02-22T00:00:00Z, Symbol => USDC, Volume => 4388750217} {Close => 1.000083, DateTime => 2023-02-23T00:00:00Z, Symbol => USDC, Volume => 4056250193} {Close => 1.000045, DateTime => 2023-02-24T00:00:00Z, Symbol => USDC, Volume => 4261268706} {Close => 1.000287, DateTime => 2023-02-25T00:00:00Z, Symbol => USDC, Volume => 2686817523} {Close => 1.000136, DateTime => 2023-02-26T00:00:00Z, Symbol => USDC, Volume => 2507543870} {Close => 1.000075, DateTime => 2023-02-27T00:00:00Z, Symbol => USDC, Volume => 3267016287} {Close => 0.999876, DateTime => 2023-02-28T00:00:00Z, Symbol => USDC, Volume => 3109767982} {Close => 1.000146, DateTime => 2023-03-01T00:00:00Z, Symbol => USDC, Volume => 3676550737} {Close => 1.000295, DateTime => 2023-03-02T00:00:00Z, Symbol => USDC, Volume => 3569810686} {Close => 1, DateTime => 2023-03-03T00:00:00Z, Symbol => USDC, Volume => 4111203947} {Close => 1.000048, DateTime => 2023-03-04T00:00:00Z, Symbol => USDC, Volume => 2215392974} {Close => 1.00001, DateTime => 2023-03-05T00:00:00Z, Symbol => USDC, Volume => 2396832193} {Close => 0.999973, DateTime => 2023-03-06T00:00:00Z, Symbol => USDC, Volume => 2342324224} {Close => 311.472015, DateTime => 2023-02-21T00:00:00Z, Symbol => BNB, Volume => 579359973} {Close => 312.781128, DateTime => 2023-02-22T00:00:00Z, Symbol => BNB, Volume => 549179249} {Close => 308.533936, DateTime => 2023-02-23T00:00:00Z, Symbol => BNB, Volume => 472852406} {Close => 302.053711, DateTime => 2023-02-24T00:00:00Z, Symbol => BNB, Volume => 479926281} {Close => 302.384613, DateTime => 2023-02-25T00:00:00Z, Symbol => BNB, Volume => 310503640} {Close => 308.99707, DateTime => 2023-02-26T00:00:00Z, Symbol => BNB, Volume => 312320211} {Close => 304.855804, DateTime => 2023-02-27T00:00:00Z, Symbol => BNB, Volume => 404806423} {Close => 301.474823, DateTime => 2023-02-28T00:00:00Z, Symbol => BNB, Volume => 337673265} {Close => 302.907471, DateTime => 2023-03-01T00:00:00Z, Symbol => BNB, Volume => 377974810} {Close => 299.946167, DateTime => 2023-03-02T00:00:00Z, Symbol => BNB, Volume => 370516889} {Close => 290.282837, DateTime => 2023-03-03T00:00:00Z, Symbol => BNB, Volume => 450262903} {Close => 289.503876, DateTime => 2023-03-04T00:00:00Z, Symbol => BNB, Volume => 289197235} {Close => 288.699707, DateTime => 2023-03-05T00:00:00Z, Symbol => BNB, Volume => 287599378} {Close => 286.984833, DateTime => 2023-03-06T00:00:00Z, Symbol => BNB, Volume => 298994720} {Close => 0.030167, DateTime => 2023-02-21T00:00:00Z, Symbol => VET, Volume => 143220635} {Close => 0.029536, DateTime => 2023-02-22T00:00:00Z, Symbol => VET, Volume => 86850448} {Close => 0.029758, DateTime => 2023-02-23T00:00:00Z, Symbol => VET, Volume => 90913172} {Close => 0.02773, DateTime => 2023-02-24T00:00:00Z, Symbol => VET, Volume => 71576059} {Close => 0.026944, DateTime => 2023-02-25T00:00:00Z, Symbol => VET, Volume => 58270972} {Close => 0.028221, DateTime => 2023-02-26T00:00:00Z, Symbol => VET, Volume => 57252864} {Close => 0.028122, DateTime => 2023-02-27T00:00:00Z, Symbol => VET, Volume => 76821909} {Close => 0.026925, DateTime => 2023-02-28T00:00:00Z, Symbol => VET, Volume => 48728423} {Close => 0.02812, DateTime => 2023-03-01T00:00:00Z, Symbol => VET, Volume => 52073675} {Close => 0.027232, DateTime => 2023-03-02T00:00:00Z, Symbol => VET, Volume => 53803384} {Close => 0.0254, DateTime => 2023-03-03T00:00:00Z, Symbol => VET, Volume => 64888608} {Close => 0.024432, DateTime => 2023-03-04T00:00:00Z, Symbol => VET, Volume => 43858630} {Close => 0.024345, DateTime => 2023-03-05T00:00:00Z, Symbol => VET, Volume => 39850799} {Close => 0.023923, DateTime => 2023-03-06T00:00:00Z, Symbol => VET, Volume => 38454408} {Close => 1658.036377, DateTime => 2023-02-21T00:00:00Z, Symbol => ETH, Volume => 8721608198} {Close => 1643.231689, DateTime => 2023-02-22T00:00:00Z, Symbol => ETH, Volume => 9189387004} {Close => 1651.073853, DateTime => 2023-02-23T00:00:00Z, Symbol => ETH, Volume => 9013236167} {Close => 1608.373169, DateTime => 2023-02-24T00:00:00Z, Symbol => ETH, Volume => 8909129423} {Close => 1594.914917, DateTime => 2023-02-25T00:00:00Z, Symbol => ETH, Volume => 5657686235} {Close => 1640.817139, DateTime => 2023-02-26T00:00:00Z, Symbol => ETH, Volume => 5727967432} {Close => 1634.326416, DateTime => 2023-02-27T00:00:00Z, Symbol => ETH, Volume => 7239824677} {Close => 1605.895142, DateTime => 2023-02-28T00:00:00Z, Symbol => ETH, Volume => 6323676957} {Close => 1663.433716, DateTime => 2023-03-01T00:00:00Z, Symbol => ETH, Volume => 7701847224} {Close => 1647.319336, DateTime => 2023-03-02T00:00:00Z, Symbol => ETH, Volume => 7080950926} {Close => 1569.167603, DateTime => 2023-03-03T00:00:00Z, Symbol => ETH, Volume => 9922240199} {Close => 1566.92395, DateTime => 2023-03-04T00:00:00Z, Symbol => ETH, Volume => 4389045367} {Close => 1564.46875, DateTime => 2023-03-05T00:00:00Z, Symbol => ETH, Volume => 5020886238} {Close => 1562.740112, DateTime => 2023-03-06T00:00:00Z, Symbol => ETH, Volume => 4631576576} {Close => 24436.353516, DateTime => 2023-02-21T00:00:00Z, Symbol => BTC, Volume => 31252098714} {Close => 24188.84375, DateTime => 2023-02-22T00:00:00Z, Symbol => BTC, Volume => 30199996781} {Close => 23947.492188, DateTime => 2023-02-23T00:00:00Z, Symbol => BTC, Volume => 30476264066} {Close => 23198.126953, DateTime => 2023-02-24T00:00:00Z, Symbol => BTC, Volume => 26811744928} {Close => 23175.375, DateTime => 2023-02-25T00:00:00Z, Symbol => BTC, Volume => 16100721565} {Close => 23561.212891, DateTime => 2023-02-26T00:00:00Z, Symbol => BTC, Volume => 16644534842} {Close => 23522.871094, DateTime => 2023-02-27T00:00:00Z, Symbol => BTC, Volume => 22660763494} {Close => 23147.353516, DateTime => 2023-02-28T00:00:00Z, Symbol => BTC, Volume => 20535363434} {Close => 23646.550781, DateTime => 2023-03-01T00:00:00Z, Symbol => BTC, Volume => 24662841200} {Close => 23475.466797, DateTime => 2023-03-02T00:00:00Z, Symbol => BTC, Volume => 20386398516} {Close => 22362.679688, DateTime => 2023-03-03T00:00:00Z, Symbol => BTC, Volume => 26062404610} {Close => 22353.349609, DateTime => 2023-03-04T00:00:00Z, Symbol => BTC, Volume => 11166012913} {Close => 22435.513672, DateTime => 2023-03-05T00:00:00Z, Symbol => BTC, Volume => 13317001733} {Close => 22397.871094, DateTime => 2023-03-06T00:00:00Z, Symbol => BTC, Volume => 12874779648} {Close => 0.069467, DateTime => 2023-02-21T00:00:00Z, Symbol => TRX, Volume => 303772124} {Close => 0.069434, DateTime => 2023-02-22T00:00:00Z, Symbol => TRX, Volume => 240981973} {Close => 0.069594, DateTime => 2023-02-23T00:00:00Z, Symbol => TRX, Volume => 216718423} {Close => 0.067852, DateTime => 2023-02-24T00:00:00Z, Symbol => TRX, Volume => 216581383} {Close => 0.067834, DateTime => 2023-02-25T00:00:00Z, Symbol => TRX, Volume => 206862281} {Close => 0.069513, DateTime => 2023-02-26T00:00:00Z, Symbol => TRX, Volume => 191149284} {Close => 0.069397, DateTime => 2023-02-27T00:00:00Z, Symbol => TRX, Volume => 219217373} {Close => 0.069011, DateTime => 2023-02-28T00:00:00Z, Symbol => TRX, Volume => 206608576} {Close => 0.069878, DateTime => 2023-03-01T00:00:00Z, Symbol => TRX, Volume => 213887807} {Close => 0.069651, DateTime => 2023-03-02T00:00:00Z, Symbol => TRX, Volume => 208539788} {Close => 0.067159, DateTime => 2023-03-03T00:00:00Z, Symbol => TRX, Volume => 262446714} {Close => 0.066684, DateTime => 2023-03-04T00:00:00Z, Symbol => TRX, Volume => 183966665} {Close => 0.067256, DateTime => 2023-03-05T00:00:00Z, Symbol => TRX, Volume => 164056033} {Close => 0.067298, DateTime => 2023-03-06T00:00:00Z, Symbol => TRX, Volume => 164108896} {Close => 0.060324, DateTime => 2023-02-21T00:00:00Z, Symbol => HEX, Volume => 18127708} {Close => 0.063153, DateTime => 2023-02-22T00:00:00Z, Symbol => HEX, Volume => 12446245} {Close => 0.062753, DateTime => 2023-02-23T00:00:00Z, Symbol => HEX, Volume => 11686696} {Close => 0.059827, DateTime => 2023-02-24T00:00:00Z, Symbol => HEX, Volume => 16771854} {Close => 0.059095, DateTime => 2023-02-25T00:00:00Z, Symbol => HEX, Volume => 10200068} {Close => 0.058933, DateTime => 2023-02-26T00:00:00Z, Symbol => HEX, Volume => 16100174} {Close => 0.062798, DateTime => 2023-02-27T00:00:00Z, Symbol => HEX, Volume => 23176573} {Close => 0.067485, DateTime => 2023-02-28T00:00:00Z, Symbol => HEX, Volume => 13030154} {Close => 0.076588, DateTime => 2023-03-01T00:00:00Z, Symbol => HEX, Volume => 28116820} {Close => 0.075001, DateTime => 2023-03-02T00:00:00Z, Symbol => HEX, Volume => 15219769} {Close => 0.069856, DateTime => 2023-03-03T00:00:00Z, Symbol => HEX, Volume => 13800161} {Close => 0.065747, DateTime => 2023-03-04T00:00:00Z, Symbol => HEX, Volume => 14667304} {Close => 0.068898, DateTime => 2023-03-05T00:00:00Z, Symbol => HEX, Volume => 11025352} {Close => 0.068038, DateTime => 2023-03-06T00:00:00Z, Symbol => HEX, Volume => 10633119} {Close => 8.18041, DateTime => 2023-02-21T00:00:00Z, Symbol => FIL, Volume => 742714288} {Close => 8.040988, DateTime => 2023-02-22T00:00:00Z, Symbol => FIL, Volume => 1332875372} ...]

Group by "Symbol" and find price- and volume totals per group:

my %groups = group-by(@dsData, "Symbol");

my %prices = %groups.map({ $_.key => $_.value.map(*<Close>).sum });
my %volumes = %groups.map({ $_.key => $_.value.map(*<Volume>).sum });

say %volumes.sort({ -$_.value }).head(5);

# (USDT => 435663711429 BTC => 303150926444 ETH => 99529062623 USDC => 46735205038 XRP => 11755312022)

say text-pareto-principle-plot(%prices.values.List, title => 'Prices');
say text-pareto-principle-plot(%volumes.values.List, title => 'Volumes');

Here is the Pareto plot for closing prices:

js-d3-list-plot(pareto-principle-statistic(%prices)>>.value, 
                plot-label => 'Pareto principle adherence for closing prices', 
                width => 400, height => 300, 
                format => 'html', div-id => 'pareto-prices'):grid-lines;

Here is the Pareto plot for trading volumes:

js-d3-list-plot(pareto-principle-statistic(%volumes)>>.value, 
                plot-label => 'Pareto principle adherence for trading volumes',
                width => 400, height => 300, 
                format => 'html', div-id => 'pareto-volumes'):grid-lines;