This is Blockwatch's R package. This package allows you to fetch on-chain data and time-series statistics for Bitcoin, Bitcoin Cash, Bitcoin SV, Litecoin, Dogecoin, and Tezos from the Blockwatch Data API. The official Blockwatch R package manual can be found here.
For more information please contact alex@blockwatch.cc
To install from Github via the devtools package:
install.packages("devtools")
library(devtools)
install_github("blockwatch-cc/blockwatch-r")
To make full use of the package we recommend you set your api key. To do this create or sign into your account and go to your account api key page. Then input your API key (with quotes):
blockwatch.api_key("APIKEY12345678")The Blockwatch package functions use the Blockwatch API. Optional Blockwatch API query parameters can be passed into each function. For more information on supported query parameters, please see the Blockwatch API documentation page. Once you find the data you would like to load into R on Blockwatch, copy the Blockwatch code from the description box and paste it into the function.
data <- blockwatch.series("BITFINEX:OHLCV/BTC_USD")To create a graph of Bitcoin's performance month-over-month:
plot(stl(blockwatch.series("BITFINEX:OHLCV/BTC_USD", datatype="ts", collapse="monthly")[,3],s.window="per"))Note: collapse is a Blockwatch API query parameter. Click here for a full list of query parameter options.
The supported return types for the blockwatch.series(code) function are:
- raw (which returns a data.frame)
- ts
- zoo
- xts
- timeSeries
To request a specific type, assign the type argument the return type:
data <- blockwatch.series('BITFINEX:OHLCV/BTC_USD', datatype = "xts")zoo, xts, and ts have their own time series date formats. For example:
data <- blockwatch.series('BITFINEX:OHLCV/BTC_USD', collapse = "weekly", datatype = "zoo", limit = 3)data will have indexes 2018 Q1, 2018 Q2, and 2018 Q3:
Open price Close price Highest price Lowest price Average price Trade count Buy count
2018 Q1 6925.3 7508.1 9990.0 6425.1 8236.767 4834496 2358593
2018 Q2 7508.1 7020.6 8506.7 5755.0 6866.010 5112258 2412164
2018 Q3 7020.5 4305.0 7788.0 3657.6 6275.323 4229066 2060333
Sell count Base volume Quote volume Base volume buy side Quote volume buy side
2018 Q1 2475903 2066609 16842512450 1014616.5 8276759925
2018 Q2 2700094 2405368 16475286016 1133072.0 7771619735
2018 Q3 2168733 1985497 11659640076 931883.9 5459749590
Base volume sell side Quote volume sell side Standard deviation Mean price
2018 Q1 1051992 8565752525 0.0341565 7508.088
2018 Q2 1272296 8703666281 1.8305689 7023.428
2018 Q3 1053613 6199890485 0.6380526 4306.060If you want the time series index to be displayed as dates, you will need to set force_irregular = TRUE:
data <- blockwatch.series('BITFINEX:OHLCV/BTC_USD', collapse = "quarterly", datatype = "zoo", limit = 3, force_irregular = TRUE)data will now have indexes 2018-02-28, 2018-05-30, and 2018-08-29 (note that interval boundaries for monthly and quartery data aggregates may be imprecise right now):
Open price Close price Highest price Lowest price Average price Trade count
2018-02-28 06:00:00 6925.3 7508.1 9990.0 6425.1 8236.767 4834496
2018-05-30 12:00:00 7508.1 7020.6 8506.7 5755.0 6866.010 5112258
2018-08-29 18:00:00 7020.5 4305.0 7788.0 3657.6 6275.323 4229066
Buy count Sell count Base volume Quote volume Base volume buy side
2018-02-28 06:00:00 2358593 2475903 2066609 16842512450 1014616.5
2018-05-30 12:00:00 2412164 2700094 2405368 16475286016 1133072.0
2018-08-29 18:00:00 2060333 2168733 1985497 11659640076 931883.9
Quote volume buy side Base volume sell side Quote volume sell side
2018-02-28 06:00:00 8276759925 1051992 8565752525
2018-05-30 12:00:00 7771619735 1272296 8703666281
2018-08-29 18:00:00 5459749590 1053613 6199890485
Standard deviation Mean price
2018-02-28 06:00:00 0.0341565 7508.088
2018-05-30 12:00:00 1.8305689 7023.428
2018-08-29 18:00:00 0.6380526 4306.060```
## Merged Dataset Data
If you want to get multiple codes at once, delimit the codes with ',', and put them into an array. This will return a multiset.
```r
merged_data <- blockwatch.series(c('BITFINEX:OHLCV/BTC_USD', 'BINANCE:OHLCV/_BTC_USDT'))You can also specify specific columns to retrieve. For example, if you only want column close from BITFINEX:OHLCV/BTC_USD and column close from PRICE/BINANCE_BTC_USDT:
merged_data <- blockwatch.series(c('BITFINEX:OHLCV/BTC_USD', 'BINANCE:OHLCV/BTC_USDT'), columns="close")An entire database's data cannot be downloaded at the moment. Please check back for updates.
To retrieve Datatable data, provide a Datatable code to the Blockwatch datatables function:
data = blockwatch.table('BITFINEX:TRADE/BTC_USD')The output format is data.frame. Given the volume of data stored in datatables, this call will retrieve the first page of the BITFINEX:TRADE/BTC_USD datatable. You may turn on pagination to return more data by using:
data = blockwatch.table('BITFINEX:TRADE/BTC_USD', paginate=TRUE)This will retrieve multiple pages of data and merge them together as if they were one large page. In some cases, however, you will still exceed the request limit. In this case we recommend you filter your data using the available query parameters, as in the following example:
blockwatch.table('BITFINEX:TRADE/BTC_USD', time.gte='2019-01-01', columns='time,price,amount')In this query we are asking for more pages of data, a trade time that is greater than or equal to 2019-01-01 and we are selecting only columns time, price and amount for return rather than all available columns.
Blockwatch-R can display inline help for databases, datasets and datafields in the R console:
blockwatch.help("BITFINEX:OHLCV")
blockwatch.help("BITFINEX:OHLCV/BTC_USD")
blockwatch.help("BITFINEX:OHLCV/BTC_USD/vwap")In addition you can list subscribed databases, datasets and datafields:
blockwatch.databases()
blockwatch.datasets("BITFINEX:OHLCV")
blockwatch.datafields("BITFINEX:OHLCV/BTC_USD")More help can be found at Blockwatch in our R and API pages.
License provided by MIT. This package is loosely based on https://github.com/quandl/quandl-r created by Raymond McTaggart.