diff --git a/DESCRIPTION b/DESCRIPTION index 5c0de48..3d49f9d 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,7 +1,7 @@ Package: rRofex Type: Package Title: Interface to ROFEX APIs -Version: 0.0.1.0003 +Version: 1.4.0 Authors@R: c(person("Augusto", "Hassel", role = c("aut", "cre"), email = "ahassel@primary.com.ar")) Description: Provides a convenient wrapper for consuming data from ROFEX APIs: Trading API, Risk API and BackOffice API. License: MIT diff --git a/NAMESPACE b/NAMESPACE index 79926b5..dab1bfa 100644 --- a/NAMESPACE +++ b/NAMESPACE @@ -18,8 +18,11 @@ import(jsonlite) importFrom(glue,glue) importFrom(glue,glue_collapse) importFrom(magrittr,"%>%") +importFrom(purrr,modify_depth) importFrom(purrr,some) importFrom(rlang,is_null) +importFrom(tibble,as_tibble) importFrom(tibble,enframe) +importFrom(tidyr,pivot_wider) importFrom(tidyr,replace_na) importFrom(tidyr,separate) diff --git a/NEWS.md b/NEWS.md index 8c6027f..781a6f6 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,68 +1,75 @@ -# rRofex 0.0.1.0003 +## rRofex 1.4.0 -## Changes +### Changes + +* Corrected package version according to standars from [R Packages](http://r-pkgs.had.co.nz/) +* `trading_md()` and `trading_mdh()` gain a new parameter: **tidy**. If `tidy = TRUE` the information will be arrange in a tidy format. + +## rRofex 1.3.0 + +### Changes * Improved metadata on `trading_instruments()` method. It has been added: Product Type, Ticker, Option Type, Strike Price, Underlying, Settlement. -# rRofex 0.0.1.0002 +## rRofex 1.2.0 -## Changes +### Changes * Added new parameters to `trading_instruments()`. Now you can search instruments by Segment, Type and CFI Code. * Added new method `trading_instruments_fronts()` to list only front month future contracts. Thanks @jfgomezok for the request and clarification on how to show the data. -# rRofex 0.0.1.0001 +## rRofex 1.1.0 -## Changes +### Changes * Added a `NEWS.md` file to track changes to the package. * Using `pkgdown` to build the documentation. -# rRofex 0.0.1.0000 +## rRofex 1.0.0 -## New Features +### New Features * *xOMS* support. Ask your broker for credentials. * Use of S4 objects to save connections. This means that you can have different connections on the same R session. -## Changes +### Changes * Close issue #12 now that the connection parameters can be access with `token()`, `base_url()` and `login_date_time()` -## Important +### Important **This version is not backwards compatible due to the way connections work now.** -# rRofex 0.0.0.9008 +## rRofex 0.0.0.9008 -## New Features +### New Features * New *time_in_force* available. Now supports GTD. * New Iceberg order. -## Changes +### Changes * Sovled issue #8 -## Acknowledgement +### Acknowledgement * Thanks @jfgomezok for your PR solving #8 -# rRofex 0.0.0.9007 +## rRofex 0.0.0.9007 -## New Features +### New Features * New *time_in_force* available. Now supports IOC and FOK. -## Changes +### Changes * #6 Corrected mistakes on the documentation. -## BUG FIXES +### Bug Fixes * #6 'Environment' variable for log-in was misspelled. -## Acknowledgement +### Acknowledgement * Thanks @kenarab for your PR solving #6 diff --git a/R/functions.R b/R/functions.R index 8e5ef64..3db12c5 100644 --- a/R/functions.R +++ b/R/functions.R @@ -90,11 +90,8 @@ trading_login <- function(username, password, base_url) { warn_for_status(query) NULL } else if (typeof(query) == "list" && status_code(query) == 200) { + message(glue("Succesfully connected with rRofex to {base_url}...")) - message_for_status(query) - message(glue(" - - Succesfully connected with rRofex to {base_url}...")) invisible(rRofex_connection(token = headers(query)$`x-auth-token`, base_url = base_url)) } else { @@ -207,9 +204,6 @@ trading_instruments <- function(connection, request, sec_detailed = FALSE, marke } else { - message_for_status(query) - message("\r") - data <- fromJSON(toJSON(content(query))) if (request == 'segments') { @@ -325,87 +319,111 @@ trading_instruments_fronts <- function(connection) { # Market Data --------------------------- -#' @title Primary API Market Data Real Time +#' @title Market Data Real Time #' -#' @description \code{trading_md} retrivies Market Data in Real Time. +#' @description This method brings Market Data in Real Time. #' -#' @param connection S4. \strong{Mandaroty} Formal rRofexConnection class object +#' @param connection S4. \strong{Mandaroty}. Formal rRofexConnection class object #' @param market_id String. Market to wich you are going to connect. #' \itemize{ -#' \item ROFX. Matba Rofex +#' \item \strong{ROFX} - Matba Rofex #' } -#' @param symbol String. Use \code{\link{trading_instruments}} to see which symbols are available. -#' @param entries Vector of Strings. It contains the information to be required: +#' @param symbol String. \strong{Mandaroty}. Use \code{\link{trading_instruments}} to see which symbols are available. +#' @param entries Vector of Strings. It contains the information to be queried: #' \itemize{ -#' \item BI. Bid. -#' \item OF. Offer. -#' \item LA. Last Available Price. -#' \item OP. Open Price. -#' \item CL. Close Price. -#' \item SE. Settlement Price. -#' \item OI. Open Interest. +#' \item \strong{BI} - Bid. +#' \item \strong{OF} - Offer. +#' \item \strong{LA} - Last Available Price. +#' \item \strong{OP} - Open Price. +#' \item \strong{CL} - Close Price. +#' \item \strong{SE} - Settlement Price. +#' \item \strong{OI} - Open Interest. #' } -#' @param depth Integer. Depth of the book to be retrivied. +#' @param depth Integer. Depth of the book. +#' @param tidy Logical. Data arranged on a tidy format. #' -#' @return If correct, it will load a data frame. +#' @return If correct, it will load a tibble data frame #' #' @family market data functions -trading_md <- function(connection, market_id='ROFX', symbol, entries=c('BI', 'OF', 'LA', 'OP', 'CL', 'SE', 'OI'), depth=1L) { +trading_md <- function(connection, market_id='ROFX', symbol, entries=c('BI', 'OF', 'LA', 'OP', 'CL', 'SE', 'OI'), depth = 1L, tidy = FALSE) { if (missing(connection)) stop("Connection cannot be empty.") if (!isS4(connection) || rev(class(connection)) != "rRofexConnection" || !validObject(connection)) stop("The 'connection' must be a valid 'rRofexConnection'.") if (as.Date(connection@login_date_time) != Sys.Date()) stop("The 'acyRsaConnection' is no longer valid. Please log-in again.") if (!market_id %in% c("ROFX")) stop("Invalid 'market_id' parameter.") - if (missing(symbol)) stop("You should pick a 'symbol' to move forward.") - if (!all(sapply(entries, function(x) x %in% c('BI', 'OF', 'LA', 'OP', 'CL', 'SE', 'OI')))) stop("Invalid 'entries' parameter") + if (missing(symbol)) stop("You should pick a 'symbol' to move forward.") - # Base URL - url <- paste0(connection@base_url, "/rest/marketdata/get") + if (some(entries, ~ !.x %in% c('BI', 'OF', 'LA', 'OP', 'CL', 'SE', 'OI'))) stop("'entries' parameter is invalid. See documentation.") # Query - query <- GET(url = url, + query <- GET(url = glue(connection@base_url, "/rest/marketdata/get"), query = list( - marketId=market_id, - symbol=symbol, - entries=paste0(entries, collapse = ","), - depth=depth), + marketId = market_id, + symbol = symbol, + entries = glue_collapse(entries, sep = ","), + depth = depth), add_headers(.headers = c("X-Auth-Token" = connection@token))) - if (query$status_code != 200 | content(query)$status != "OK") stop("The query returned an unexpected result.") + if (status_code(query) != 200) { + + warn_for_status(query) + message("\r") + data <- NULL - result <- enframe(unlist(content(x = query)$marketData)) + } else { - data <- suppressWarnings(result %>% - separate(col = name, into = c("entries", "type"), sep = '\\.') %>% - mutate(type = case_when( - is.na(type) ~ 'value', - TRUE ~ type - ))) + if (tidy == TRUE) { + + data <- fromJSON(toJSON(content(query), auto_unbox = T, null = "null")) + + data <- data$marketData %>% + enframe() %>% + mutate(value = map(.x = value, function(x) if(is_null(x)) {NA_real_} else {x})) %>% + pivot_wider() %>% + mutate_if(., .predicate = ~ class(.[[1]]) == 'list', .funs = ~ modify_depth(.x = ., .depth = 1, ~ replace_na(data = ., replace = NA_real_))) %>% + mutate_if(., .predicate = ~ length(unlist(.)) == 1, .funs = ~ unlist(x = ., recursive = F)) %>% + mutate_if(., .predicate = ~ class(.) == 'list', .funs = ~ modify_depth(.x = ., .depth = 1, ~ as_tibble(.))) %>% + mutate_if(., .predicate = ~ class(.) == 'list', .funs = ~ modify_depth(.x = ., .depth = 1, ~ mutate_at(.tbl = ., .vars = vars(matches("date")), .funs = ~ as.POSIXct(./1000, origin = "1970-01-01", tz = "America/Buenos_Aires")))) %>% + mutate_if(., .predicate = ~ class(.) == 'list', .funs = ~ modify_depth(.x = ., .depth = 1, ~ mutate_at(.tbl = ., .vars = vars(matches("price")), .funs = ~ as.double(.)))) %>% + mutate_if(., .predicate = ~ class(.) == 'list', .funs = ~ modify_depth(.x = ., .depth = 1, ~ mutate_at(.tbl = ., .vars = vars(matches("size")), .funs = ~ as.double(.)))) + + } else { + result <- enframe(unlist(content(x = query)$marketData)) + + data <- suppressWarnings(result %>% + separate(col = name, into = c("entries", "type"), sep = '\\.') %>% + mutate(type = case_when( + is.na(type) ~ 'value', + TRUE ~ type) + ) + ) + } + } return(data) } -#' @title Primary API Historical Market Data +#' @title Historical Market Data #' -#' @description \code{trading_mdh} retrivies Historical Trades for a given instrument. +#' @description Access Historical Trades for a given instrument. #' #' @param connection S4. \strong{Mandaroty} Formal rRofexConnection class object #' @param market_id String. Market to wich we are going to connect. #' \itemize{ -#' \item ROFX. Rofex: Rosario Futures Exchange. -#' \item MATBA. Matba: Mercado a Termino de Buenos Aires. +#' \item \strong{ROFX} - Matba Rofex. #' } #' @param symbol String. Use \code{\link{trading_instruments}} to see which symbols are available. #' @param date String. Date to be queried. With format '\%Y-\%m-\%d'. #' @param date_from String. Used together with 'date_to'. #' @param date_to String. Userd together with 'date_from'. +#' @param tidy Logical. Data arranged on a tidy format. #' #' @return If correct, it will load a data frame. #' #' @family market data functions -trading_mdh <- function(connection, market_id='ROFX', symbol, date, date_from, date_to) { +trading_mdh <- function(connection, market_id='ROFX', symbol, date, date_from, date_to, tidy = FALSE) { if (missing(connection)) stop("Connection cannot be empty.") if (!isS4(connection) || rev(class(connection)) != "rRofexConnection" || !validObject(connection)) stop("The 'connection' must be a valid 'rRofexConnection'.") @@ -422,36 +440,56 @@ trading_mdh <- function(connection, market_id='ROFX', symbol, date, date_from, d if (!missing(date_to) & !.validate_fecha(date = date_to)) stop("The correct format for 'date_to' is %Y-%m-%d") } - # Base URL - url <- paste0(connection@base_url, "/rest/data/getTrades") - # Query query <- if (!missing(date)) { - GET(url = url, + GET(url = glue(connection@base_url, "/rest/data/getTrades"), query = list( - marketId=market_id, - symbol=symbol, - date=date + marketId = market_id, + symbol = symbol, + date = date ), add_headers(.headers = c("X-Auth-Token" = connection@token))) } else if (!missing(date_from) & !missing(date_to)) { - GET(url = url, + GET(url = glue(connection@base_url, "/rest/data/getTrades"), query = list( - marketId=market_id, - symbol=symbol, - dateFrom=date_from, - dateTo=date_to + marketId = market_id, + symbol = symbol, + dateFrom = date_from, + dateTo = date_to ), add_headers(.headers = c("X-Auth-Token" = connection@token))) } - if (query$status_code != 200 | content(query)$status != "OK") stop("The query returned an unexpected result.") - if (!length(content(query)$trades)) stop("There is no data for the product / period selected.") + if (status_code(query) != 200) { - result <- fromJSON(content(x = query, as = "text")) + warn_for_status(query) + message("\r") + data <- NULL - # Return - data <- flatten(result$trades) + } else if (!length(content(query)$trades)) { + + message("There is no data for the product / period selected.") + data <- NULL + + } else { + + if (tidy == TRUE) { + + data <- fromJSON(toJSON(content(query), auto_unbox = T, null = "null")) + + data <- data$trades %>% + mutate_all(.funs = ~ map(.x = ., function(x) if(is_null(x)) {NA_real_} else {x})) %>% + mutate_at(., .vars = vars(matches("price|size")), .funs = ~ as.double(.)) %>% + mutate_at(., .vars = vars(matches("datetime")), .funs = ~ as.POSIXct(x = unlist(.), tz = "America/Buenos_Aires")) %>% + mutate_at(., .vars = vars(matches("servertime")), .funs = ~ as.POSIXct(x = unlist(.)/1000, origin = "1970-01-01", tz = "America/Buenos_Aires")) %>% + mutate_at(., .vars = vars(matches("symbol")), .funs = ~ as.character(.)) %>% + as_tibble() + + } else { + result <- fromJSON(content(x = query, as = "text")) + data <- flatten(result$trades) + } + } return(data) } diff --git a/R/rRofex.R b/R/rRofex.R index 2a90b2b..2a61944 100644 --- a/R/rRofex.R +++ b/R/rRofex.R @@ -1,10 +1,10 @@ #' @import dplyr #' @import httr #' @import jsonlite -#' @importFrom tibble enframe -#' @importFrom tidyr separate replace_na +#' @importFrom tibble enframe as_tibble +#' @importFrom tidyr separate replace_na pivot_wider #' @importFrom magrittr %>% #' @importFrom glue glue glue_collapse -#' @importFrom purrr some +#' @importFrom purrr some modify_depth #' @importFrom rlang is_null "_PACKAGE" diff --git a/docs/404.html b/docs/404.html index 29d9847..63cd7e3 100644 --- a/docs/404.html +++ b/docs/404.html @@ -71,7 +71,7 @@ rRofex - 0.0.1.0003 + 1.4.0 diff --git a/docs/CODE_OF_CONDUCT.html b/docs/CODE_OF_CONDUCT.html index 9d154ac..ef360c0 100644 --- a/docs/CODE_OF_CONDUCT.html +++ b/docs/CODE_OF_CONDUCT.html @@ -71,7 +71,7 @@ rRofex - 0.0.1.0003 + 1.4.0 diff --git a/docs/LICENSE-text.html b/docs/LICENSE-text.html index 0d27a8b..27f0ca1 100644 --- a/docs/LICENSE-text.html +++ b/docs/LICENSE-text.html @@ -71,7 +71,7 @@ rRofex - 0.0.1.0003 + 1.4.0 diff --git a/docs/authors.html b/docs/authors.html index 232c1b0..1486cca 100644 --- a/docs/authors.html +++ b/docs/authors.html @@ -71,7 +71,7 @@ rRofex - 0.0.1.0003 + 1.4.0 diff --git a/docs/index.html b/docs/index.html index b88dfb4..605a673 100644 --- a/docs/index.html +++ b/docs/index.html @@ -31,7 +31,7 @@ rRofex - 0.0.1.0003 + 1.4.0 diff --git a/docs/news/index.html b/docs/news/index.html index 9104f3c..ac1a435 100644 --- a/docs/news/index.html +++ b/docs/news/index.html @@ -71,7 +71,7 @@ rRofex - 0.0.1.0003 + 1.4.0 @@ -114,120 +114,134 @@

Changelog

Source: NEWS.md -
-

-rRofex 0.0.1.0003

-
+

-Changes

+rRofex 1.4.0 +
+

+Changes

+
    +
  • Corrected package version according to standars from R Packages +
    • +
  • +trading_md() and trading_mdh() gain a new parameter: tidy. If tidy = TRUE the information will be arrange in a tidy format.
    • +
+
+
+
+

+rRofex 1.3.0

+
+

+Changes

  • Improved metadata on trading_instruments() method. It has been added: Product Type, Ticker, Option Type, Strike Price, Underlying, Settlement.
-
-

-rRofex 0.0.1.0002

-
+

-Changes

+rRofex 1.2.0 +
+

+Changes

-
-

-rRofex 0.0.1.0001

-
+

-Changes

+rRofex 1.1.0 +
+

+Changes

  • Added a NEWS.md file to track changes to the package.
  • Using pkgdown to build the documentation.
-
-

-rRofex 0.0.1.0000

-
+

-New Features

+rRofex 1.0.0 +
+

+New Features

  • xOMS support. Ask your broker for credentials.
  • Use of S4 objects to save connections. This means that you can have different connections on the same R session.
-
-

-Changes

+
+

+Changes

  • Close issue #12 now that the connection parameters can be access with token(), base_url() and login_date_time()
-
-

-Important

+
+

+Important

This version is not backwards compatible due to the way connections work now.

-
-

-rRofex 0.0.0.9008

-
+

-New Features

+rRofex 0.0.0.9008 +
+

+New Features

  • New time_in_force available. Now supports GTD.
  • New Iceberg order.
-
-

-Changes

+
+

+Changes

  • Sovled issue #8
-
-

-Acknowledgement

+
+

+Acknowledgement

-
-

-rRofex 0.0.0.9007

-
+

-New Features

+rRofex 0.0.0.9007 +
+

+New Features

  • New time_in_force available. Now supports IOC and FOK.
-
-

-Changes

+
+

+Changes

  • #6 Corrected mistakes on the documentation.
-
-

-BUG FIXES

+
+

+Bug Fixes

  • #6 ‘Environment’ variable for log-in was misspelled.
-
-

-Acknowledgement

+
+

+Acknowledgement

diff --git a/docs/pkgdown.yml b/docs/pkgdown.yml index e00cdea..1ee6097 100644 --- a/docs/pkgdown.yml +++ b/docs/pkgdown.yml @@ -2,5 +2,5 @@ pandoc: 2.7.2 pkgdown: 1.5.1 pkgdown_sha: ~ articles: [] -last_built: 2020-04-25T22:53Z +last_built: 2020-04-28T16:40Z diff --git a/docs/reference/index.html b/docs/reference/index.html index 0b01f95..df8de3b 100644 --- a/docs/reference/index.html +++ b/docs/reference/index.html @@ -71,7 +71,7 @@ rRofex - 0.0.1.0003 + 1.4.0
@@ -188,13 +188,13 @@

trading_md()

-

Primary API Market Data Real Time

+

Market Data Real Time

trading_mdh()

-

Primary API Historical Market Data

+

Historical Market Data

diff --git a/docs/reference/rRofex-package.html b/docs/reference/rRofex-package.html index 7286358..d3980d5 100644 --- a/docs/reference/rRofex-package.html +++ b/docs/reference/rRofex-package.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0

diff --git a/docs/reference/rRofex_connection.html b/docs/reference/rRofex_connection.html index 12bbd23..626cfcb 100644 --- a/docs/reference/rRofex_connection.html +++ b/docs/reference/rRofex_connection.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
diff --git a/docs/reference/trading_cancel_order.html b/docs/reference/trading_cancel_order.html index 6822640..de5064d 100644 --- a/docs/reference/trading_cancel_order.html +++ b/docs/reference/trading_cancel_order.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
diff --git a/docs/reference/trading_instruments.html b/docs/reference/trading_instruments.html index 04b36cd..97a06e0 100644 --- a/docs/reference/trading_instruments.html +++ b/docs/reference/trading_instruments.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
diff --git a/docs/reference/trading_instruments_fronts.html b/docs/reference/trading_instruments_fronts.html index 6378099..babcce9 100644 --- a/docs/reference/trading_instruments_fronts.html +++ b/docs/reference/trading_instruments_fronts.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
diff --git a/docs/reference/trading_login.html b/docs/reference/trading_login.html index f29f438..40152d5 100644 --- a/docs/reference/trading_login.html +++ b/docs/reference/trading_login.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
diff --git a/docs/reference/trading_lookup.html b/docs/reference/trading_lookup.html index 856c51b..32888c7 100644 --- a/docs/reference/trading_lookup.html +++ b/docs/reference/trading_lookup.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
diff --git a/docs/reference/trading_md.html b/docs/reference/trading_md.html index f79bd09..0d0a36d 100644 --- a/docs/reference/trading_md.html +++ b/docs/reference/trading_md.html @@ -6,7 +6,7 @@ -Primary API Market Data Real Time — trading_md • rRofex +Market Data Real Time — trading_md • rRofex @@ -39,8 +39,8 @@ - - + + @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
@@ -111,13 +111,13 @@
-

Primary API Market Data Real Time

+

Market Data Real Time

Source: R/functions.R
-

trading_md retrivies Market Data in Real Time.

+

This method brings Market Data in Real Time.

trading_md(
@@ -125,7 +125,8 @@ 
Primary API Market Data Real Time

   market_id = "ROFX",
   symbol,
   entries = c("BI", "OF", "LA", "OP", "CL", "SE", "OI"),
-  depth = 1L
+  depth = 1L,
+  tidy = FALSE
 )

Arguments

@@ -133,39 +134,43 @@

Arg connection -

S4. Mandaroty Formal rRofexConnection class object

+

S4. Mandaroty. Formal rRofexConnection class object

market_id

String. Market to wich you are going to connect.

    -

  • ROFX. Matba Rofex

    • +

  • ROFX - Matba Rofex

symbol -

String. Use trading_instruments to see which symbols are available.

+

String. Mandaroty. Use trading_instruments to see which symbols are available.

entries -

Vector of Strings. It contains the information to be required:

    -

  • BI. Bid.

    • -

  • OF. Offer.

    • -

  • LA. Last Available Price.

    • -

  • OP. Open Price.

    • -

  • CL. Close Price.

    • -

  • SE. Settlement Price.

    • -

  • OI. Open Interest.

    • +

    Vector of Strings. It contains the information to be queried:

      +

    • BI - Bid.

      • +

    • OF - Offer.

      • +

    • LA - Last Available Price.

      • +

    • OP - Open Price.

      • +

    • CL - Close Price.

      • +

    • SE - Settlement Price.

      • +

    • OI - Open Interest.

    depth -

    Integer. Depth of the book to be retrivied.

    +

    Integer. Depth of the book.

    + + + tidy +

    Logical. Data arranged on a tidy format.

    Value

    -

    If correct, it will load a data frame.

    +

    If correct, it will load a tibble data frame

    See also

    Other market data functions: diff --git a/docs/reference/trading_mdh.html b/docs/reference/trading_mdh.html index df7f5d2..0e22763 100644 --- a/docs/reference/trading_mdh.html +++ b/docs/reference/trading_mdh.html @@ -6,7 +6,7 @@ -Primary API Historical Market Data — trading_mdh • rRofex +Historical Market Data — trading_mdh • rRofex @@ -39,8 +39,8 @@ - - + + @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0

    @@ -111,16 +111,24 @@
    -

    Primary API Historical Market Data

    +

    Historical Market Data

    Source: R/functions.R
    -

    trading_mdh retrivies Historical Trades for a given instrument.

    +

    Access Historical Trades for a given instrument.

    - 
    trading_mdh(connection, market_id = "ROFX", symbol, date, date_from, date_to)
    + 
    trading_mdh(
+  connection,
+  market_id = "ROFX",
+  symbol,
+  date,
+  date_from,
+  date_to,
+  tidy = FALSE
+)

    Arguments

    @@ -132,8 +140,7 @@

    Arg

    @@ -152,6 +159,10 @@

    Arg

    + + + +
    market_id

    String. Market to wich we are going to connect.

      -

    • ROFX. Rofex: Rosario Futures Exchange.

      • -

    • MATBA. Matba: Mercado a Termino de Buenos Aires.

      • +

    • ROFX - Matba Rofex.
    date_to

    String. Userd together with 'date_from'.
    tidy

    Logical. Data arranged on a tidy format.

    Value

    diff --git a/docs/reference/trading_new_order.html b/docs/reference/trading_new_order.html index 4f861f9..0a31980 100644 --- a/docs/reference/trading_new_order.html +++ b/docs/reference/trading_new_order.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
    diff --git a/docs/reference/trading_orders.html b/docs/reference/trading_orders.html index 6a2503b..48d757d 100644 --- a/docs/reference/trading_orders.html +++ b/docs/reference/trading_orders.html @@ -72,7 +72,7 @@ rRofex - 0.0.1.0003 + 1.4.0
    diff --git a/man/trading_md.Rd b/man/trading_md.Rd index ea45bc1..3aa8bb9 100644 --- a/man/trading_md.Rd +++ b/man/trading_md.Rd @@ -2,44 +2,47 @@ % Please edit documentation in R/functions.R \name{trading_md} \alias{trading_md} -\title{Primary API Market Data Real Time} +\title{Market Data Real Time} \usage{ trading_md( connection, market_id = "ROFX", symbol, entries = c("BI", "OF", "LA", "OP", "CL", "SE", "OI"), - depth = 1L + depth = 1L, + tidy = FALSE ) } \arguments{ -\item{connection}{S4. \strong{Mandaroty} Formal rRofexConnection class object} +\item{connection}{S4. \strong{Mandaroty}. Formal rRofexConnection class object} \item{market_id}{String. Market to wich you are going to connect. \itemize{ -\item ROFX. Matba Rofex +\item \strong{ROFX} - Matba Rofex }} -\item{symbol}{String. Use \code{\link{trading_instruments}} to see which symbols are available.} +\item{symbol}{String. \strong{Mandaroty}. Use \code{\link{trading_instruments}} to see which symbols are available.} -\item{entries}{Vector of Strings. It contains the information to be required: +\item{entries}{Vector of Strings. It contains the information to be queried: \itemize{ -\item BI. Bid. -\item OF. Offer. -\item LA. Last Available Price. -\item OP. Open Price. -\item CL. Close Price. -\item SE. Settlement Price. -\item OI. Open Interest. +\item \strong{BI} - Bid. +\item \strong{OF} - Offer. +\item \strong{LA} - Last Available Price. +\item \strong{OP} - Open Price. +\item \strong{CL} - Close Price. +\item \strong{SE} - Settlement Price. +\item \strong{OI} - Open Interest. }} -\item{depth}{Integer. Depth of the book to be retrivied.} +\item{depth}{Integer. Depth of the book.} + +\item{tidy}{Logical. Data arranged on a tidy format.} } \value{ -If correct, it will load a data frame. +If correct, it will load a tibble data frame } \description{ -\code{trading_md} retrivies Market Data in Real Time. +This method brings Market Data in Real Time. } \seealso{ Other market data functions: diff --git a/man/trading_mdh.Rd b/man/trading_mdh.Rd index 4e86a8b..12b9328 100644 --- a/man/trading_mdh.Rd +++ b/man/trading_mdh.Rd @@ -2,17 +2,24 @@ % Please edit documentation in R/functions.R \name{trading_mdh} \alias{trading_mdh} -\title{Primary API Historical Market Data} +\title{Historical Market Data} \usage{ -trading_mdh(connection, market_id = "ROFX", symbol, date, date_from, date_to) +trading_mdh( + connection, + market_id = "ROFX", + symbol, + date, + date_from, + date_to, + tidy = FALSE +) } \arguments{ \item{connection}{S4. \strong{Mandaroty} Formal rRofexConnection class object} \item{market_id}{String. Market to wich we are going to connect. \itemize{ -\item ROFX. Rofex: Rosario Futures Exchange. -\item MATBA. Matba: Mercado a Termino de Buenos Aires. +\item \strong{ROFX} - Matba Rofex. }} \item{symbol}{String. Use \code{\link{trading_instruments}} to see which symbols are available.} @@ -22,12 +29,14 @@ trading_mdh(connection, market_id = "ROFX", symbol, date, date_from, date_to) \item{date_from}{String. Used together with 'date_to'.} \item{date_to}{String. Userd together with 'date_from'.} + +\item{tidy}{Logical. Data arranged on a tidy format.} } \value{ If correct, it will load a data frame. } \description{ -\code{trading_mdh} retrivies Historical Trades for a given instrument. +Access Historical Trades for a given instrument. } \seealso{ Other market data functions: