get_historicals_crypto

[jgQuantScripts]

Hello, I have a wrapper to get historical data from RH using some of your api functions and wanted to know where to share it if you are interested.

[JestonBlu]

@jgQuantScripts you can past it in this thread and ill look at it

[jgQuantScripts]

Here is the function:

# interval = '15second'|'5minute'|'10minute'|'hour'|'day'|'week'
# span     =  'hour'|'day'|'week'|'month'|'3month'|'year'|'5year'
# bounds   =  '24_7'|'extended'|'regular'|'trading'
# 'Regular' is 6 hours a day  |'trading' is 9 hours a day 
# 'extended' is 16 hours a day|'24_7' is 24 hours a day.

get_historicals_crypto = function(COIN,interval,span,bounds,username,password){
  # establish RH connection
  RH = RobinHood(username = username, password = password)
  # URL and token
  url = paste0("https://nummus.robinhood.com/currency_pairs/?symbols=",COIN)
  token <- paste("Bearer", RH$tokens.access_token)

  # GET data - this is to get Crypto IDs
  reqID <- GET(url,
               add_headers("Accept" = "application/json",
                           "Content-Type" = "application/json",
                           "Authorization" = token))

  # Format return
  reqID <- mod_json(reqID, "fromJSON")
  reqID <- as.data.frame(reqID$results)
  # extract Crypto ID
  cryptoID = reqID[which(reqID$asset_currency$code == COIN),"id"]
  # url to get historical data
  url = paste0("https://api.robinhood.com/marketdata/forex/historicals/",cryptoID,
               "/?symbol=",COIN,"&interval=",interval,"&span=",span,"&bounds=",bounds)
  token <- paste("Bearer", RH$tokens.access_token)

  # GET historical data
  dta <- GET(url,
             add_headers("Accept" = "application/json",
                         "Content-Type" = "application/json",
                         "Authorization" = token
             ))

  # Format return
  dta2 <- mod_json(dta, "fromJSON")
  dta2 <- as.data.frame(dta2$data_points)
  # format Time Stamp
  dta2$begins_at <- as.POSIXct(as.character(dta2$begins_at), 
                               format="%Y-%m-%dT%H:%M:%SZ",TZ="UTC")
  # re-arrange Columns
  dta2 = dta2[,c("begins_at","open_price",
                 "high_price","low_price",
                 "close_price")]
  logout(RH)
  dta2
}

[JestonBlu]

Thanks, ill look at incorporating this. Thanks for the contribution.

[jgQuantScripts]

That would be great and no problem thanks for creating this awesome package

[JestonBlu]

@jgQuantScripts This should be incorporated now. Let me know if you see anything funny.

[jgQuantScripts]

@JestonBlu Will do so, thank you

[JestonBlu]

@jgQuantScripts I noticed the function was returning an error when certain combinations of span/interval and bounds returns not results from the API so i put in a fix to address this. I think this feature is pretty good. If you find anything else that needs to be addressed let me know and ill reopen. Im planning on pushing to CRAN soon.

Thanks again for the contribution.