The goal of rFTX is to provide R interface for FTX REST API. The user is required to have an FTX account as the account’s API key and secret key is used in authentication. These can be created here: https://ftx.com/profile. If you are using a subaccount, some functions allow the name as an argument. This can be left out if not using subaccounts.
You can install the development version from GitHub with:
devtools::install_github("andreskull/rFTX", build_vignettes = TRUE)
This is a basic example which shows you how to fetch trades data for a particular market:
library(rFTX)
## basic example code
ftx_trades(key = "", secret = "", market = "FTM-PERP")
#> $success
#> [1] TRUE
#>
#> $failure_reason
#> [1] NA
#>
#> $data
#> # A tibble: 20 x 6
#> id price size side liquidation time
#> <dbl> <dbl> <dbl> <chr> <lgl> <dttm>
#> 1 2810430189 1.55 250 buy FALSE 2021-12-16 10:54:30
#> 2 2810430001 1.55 267 buy FALSE 2021-12-16 10:54:26
#> 3 2810429890 1.55 153 buy FALSE 2021-12-16 10:54:24
#> 4 2810429878 1.55 114 buy FALSE 2021-12-16 10:54:24
#> 5 2810429512 1.55 1022 sell FALSE 2021-12-16 10:54:22
#> 6 2810429511 1.55 998 sell FALSE 2021-12-16 10:54:22
#> 7 2810429510 1.55 1 sell FALSE 2021-12-16 10:54:22
#> 8 2810429509 1.55 5 sell FALSE 2021-12-16 10:54:22
#> 9 2810429508 1.55 449 sell FALSE 2021-12-16 10:54:22
#> 10 2810429319 1.55 162 buy FALSE 2021-12-16 10:54:20
#> 11 2810429306 1.55 162 buy FALSE 2021-12-16 10:54:20
#> 12 2810428515 1.55 5051 sell FALSE 2021-12-16 10:54:16
#> 13 2810428185 1.55 336 buy FALSE 2021-12-16 10:54:12
#> 14 2810428184 1.55 29 buy FALSE 2021-12-16 10:54:12
#> 15 2810427769 1.55 5 sell FALSE 2021-12-16 10:54:06
#> 16 2810427384 1.55 162 sell FALSE 2021-12-16 10:54:00
#> 17 2810427383 1.55 43 sell FALSE 2021-12-16 10:54:00
#> 18 2810427382 1.55 97 sell FALSE 2021-12-16 10:54:00
#> 19 2810427230 1.55 300 sell FALSE 2021-12-16 10:53:59
#> 20 2810427021 1.55 128 sell FALSE 2021-12-16 10:53:58This is another example which shows you how to fetch future funding rates data for two markets:
## second example code
ftx_future_funding_rates(key = "", secret = "", markets = c('CRV-PERP','XRP-PERP'))
#> $success
#> [1] TRUE
#>
#> $failure_reason
#> [1] NA
#>
#> $data
#> # A tibble: 6 x 3
#> future rate time
#> <chr> <dbl> <dttm>
#> 1 CRV-PERP -0.000045 2021-12-16 10:00:00
#> 2 XRP-PERP 0.000012 2021-12-16 10:00:00
#> 3 XRP-PERP -0.000003 2021-12-16 09:00:00
#> 4 CRV-PERP -0.000041 2021-12-16 09:00:00
#> 5 CRV-PERP -0.000036 2021-12-16 08:00:00
#> 6 XRP-PERP -0.000005 2021-12-16 08:00:00