version 0.1.1

DESCRIPTION

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+Package: okxAPI
+Title: An Unofficial Wrapper for 'okx exchange v5' API
+Version: 0.1.1
+Authors@R: 
+    person(family = "Fang", given = "Yongchao", email = "yongchao.fang@outlook.com", role = c("aut", "cre", "cph"))
+Description: An unofficial wrapper for 'okx exchange v5' API <https://www.okx.com/docs-v5/en/>, including 'REST' API and 'WebSocket' API.
+License: MIT + file LICENSE
+Encoding: UTF-8
+RoxygenNote: 7.2.3
+Imports: R6, data.table, httr, base64enc, jsonlite, websocket, digest
+NeedsCompilation: no
+Packaged: 2023-04-21 12:04:16 UTC; fangyongchao
+Author: Yongchao Fang [aut, cre, cph]
+Maintainer: Yongchao Fang <yongchao.fang@outlook.com>
+Repository: CRAN
+Date/Publication: 2023-04-22 07:10:02 UTC

LICENSE

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+YEAR: 2023
+COPYRIGHT HOLDER: Yongchao Fang

MD5

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+0df37465f88340fdcd308abbca5a1138 *DESCRIPTION
+0d3cb8d6ab2e2ec2955fd3e7e0674652 *LICENSE
+c43b22885efa36e5be67cb4e5beb4b99 *NAMESPACE
+a42ec1c4244360d3eec4031cb5e03648 *R/funcs.R
+70f6b0fb294838cf04f5b782e6eb0559 *R/restAPI.R
+2ac6566ea0e1e3230d60124baa76eae8 *R/utils.R
+580132d53dc4d1455d2dca1e5fb724f5 *R/websockerAPIprivate.R
+13873099c8fc3e9b2466cdbd66237ae6 *R/websocketAPIpublic.R
+703ddbf7088aff8797ce4d6315b172ca *README.md
+eae3f11c522c7f9c34fcdeb24e231041 *man/get_functions.Rd
+45700e5426fda3522acedec9ff6636b0 *man/get_history_candles.Rd
+5c9e06661a94a771518e944398790373 *man/get_positions_history.Rd
+07f49942d8cb0a6400ae4a680b0007e0 *man/restAPI.Rd
+96d6b96cc4d461b2cbe4908b0c26fe67 *man/restAPIaccount.Rd
+44dfd99788fe451e16578f879fe46d13 *man/restAPImarket.Rd
+3b0c114f825b8f93f4dabafd04bc162b *man/restAPItrade.Rd
+6883bf6c50b48bf01093925f03111910 *man/websocketAPIprivate.Rd
+6c3bdcc93739a40a916d4761aa47471f *man/websocketAPIpublic.Rd

NAMESPACE

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+# Generated by roxygen2: do not edit by hand
+
+export(get_history_candles)
+export(get_positions_history)
+export(restAPI)
+export(restAPIaccount)
+export(restAPImarket)
+export(restAPItrade)
+export(websocketAPIprivate)
+export(websocketAPIpublic)
+import(R6)
+import(base64enc)
+import(data.table)
+import(digest)
+import(httr)
+import(jsonlite)
+import(websocket)

R/funcs.R

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+#' @name get_functions
+#'
+#' @title Wrapper for some frequently used APIs to get data easily
+#'
+#' @description The main purpose is to handle APIs that have limitations on the number of results returned per single request.
+#' @seealso
+#' \code{\link{get_positions_history}}
+#' \code{\link{get_history_candles}}
+NULL
+
+
+#' @title Retrieve the position data
+#'
+#' @description Wrapper for API [Get positions history](https://www.okx.com/docs-v5/en/#rest-api-account-get-positions-history).
+#'
+#' @param api_key Okx API key.
+#' @param secret_key Okx API secret key.
+#' @param passphrase Okx API passphrase.
+#' @param count Retrieve position data for a specified number of past days, with a maximum of 90(days)
+#' @param period Due to the 'Number of results per request' limitation of the API,
+#' the \code{period} parameter must be specified to ensure that the number of position data entries within each period does not exceed 100.
+#' @param ... Other request parameters to be passed, See
+#' [Get positions history](https://www.okx.com/docs-v5/en/#rest-api-account-get-positions-history) for more information.
+#'
+#' @return Position data
+#'
+#' @examples
+#' \dontrun{
+#' positions <- get_positions_history(
+#'   api_key, secret_key, passphrase, count = 90, period = 10,
+#'   instType = "SWAP", mgnMode = "isolated"
+#' )
+#' }
+#'
+#' @import data.table
+#' @export
+get_positions_history <- function(
+  api_key, secret_key, passphrase, count = 90, period = 10, ...
+) {
+  account <- restAPIaccount$new(api_key, secret_key, passphrase)
+  now <- time2ts(Sys.time())
+  start <- now - count*24*60*60
+  end <- start + period*24*60*60 - 0.001
+  dat <- list()
+  while (start < now) {
+    result <- account$positions_history(
+      before = as.character(1000*start - 1), after = as.character(1000*end + 1), ...
+    )
+    if (result$code == "0") {
+      dat <- c(dat, result$data)
+      message("From ", ts2time(start), " to ", ts2time(end), " complete")
+      start <- end + 0.001
+      end <- start + period*24*60*60 - 0.001
+      Sys.sleep(15)
+    }
+  }
+  dat <- lapply(dat, data.table::as.data.table)
+  dat <- data.table::rbindlist(dat)
+  to_time <- c("cTime", "uTime")
+  dat[, (to_time) := lapply(.SD, ts2time), .SDcols = to_time]
+  to_numeric <- c("closeAvgPx", "closeTotalPos", "lever", "openAvgPx", "openMaxPos", "pnl", "pnlRatio")
+  dat[, (to_numeric) := lapply(.SD, as.numeric), .SDcols = to_numeric]
+  dat
+}
+
+#' @title Retrieve the candlestick charts
+#'
+#' @description Wrapper for API [Get candlesticks](https://www.okx.com/docs-v5/en/#rest-api-market-data-get-candlesticks)
+#' and [Get candlesticks history](https://www.okx.com/docs-v5/en/#rest-api-market-data-get-candlesticks-history).
+#'
+#' @param api_key Okx API key.
+#' @param secret_key Okx API secret key.
+#' @param passphrase Okx API passphrase.
+#' @param bar Bar size, the default is 1m, e.g. 1m/3m/5m/15m/30m/1H/2H/4H, Hong Kong time opening price k-line: 6H/12H/1D/2D/3D.
+#' @param count Number of Bars.
+#' @param instId Instrument ID, e.g. BTC-USDT-SWAP.
+#' @param ... Other request parameters to be passed, See [Get candlesticks history](https://www.okx.com/docs-v5/en/#rest-api-market-data-get-candlesticks-history) for more information.
+#'
+#' @return Candlestick charts data
+#'
+#' @examples
+#' \dontrun{
+#' candles <- get_history_candles(
+#'   api_key, secret_key, passphrase, bar = "1m",
+#'   count = 24*60, instId = "CFX-USDT-SWAP"
+#' )
+#' }
+#'
+#' @import data.table
+#' @export
+get_history_candles <- function(
+  api_key, secret_key, passphrase,
+  bar = c("1m", "3m", "5m", "15m", "30m", "1H", "4H", "6H", "12H", "1D", "2D", "3D"),
+  count, instId, ...
+) {
+  bar <- match.arg(bar)
+  period <- str2period(bar)
+
+  market <- restAPImarket$new(api_key, secret_key, passphrase)
+
+  now <- time2ts(Sys.time())
+  end <- now
+  start <- end - ifelse(count >= 100, 100, count) * period + 0.001
+  dat <- list()
+  for (i in 1:ceiling(count / 100)) {
+    if (i == 1) {
+      result <- market$candles(
+        instId = instId, before = as.character(1000*start - 1),
+        after = as.character(1000*end + 1), bar = bar, ...
+      )
+    } else {
+      result <- market$history_candles(
+        instId = instId, before = as.character(1000*start - 1),
+        after = as.character(1000*end + 1), bar = bar, ...
+      )
+    }
+    if (result$code == "0") {
+      dat <- c(dat, result$data)
+      message("From ", ts2time(start), " to ", ts2time(end), " complete")
+      count <- count - 100
+      end <- start - 0.001
+      start <- end - ifelse(count >= 100, 100, count) * period + 0.001
+      # Sys.sleep(1/20)
+    }
+  }
+  col_names <- c("ts", "open", "high", "low", "close", "vol", "volCcy", "volCcyQuote", "confirm")
+  dat <- lapply(dat, as.data.frame, col.names = c(col_names))
+  dat <- data.table::rbindlist(dat)
+  dat$ts <- ts2time(dat$ts)
+  to_numeric <- c("open", "high", "low", "close", "vol", "volCcy", "volCcyQuote")
+  dat[, (to_numeric) := lapply(.SD, as.numeric), .SDcols = to_numeric]
+  dat
+}