I thought I would share the script I made to plot CEX.IO data. You can change the date and time ranges by adding a since parameter to the URL or by changing the bucket size.
library("rjson")
library("quantmod")
# Add a since parameter here to plot for a certain date range
json_file <- "https://cex.io/api/trade_history/GHS/BTC"
json_data <- fromJSON(paste(readLines(json_file), collapse=""))
cexio <- json_data
trades <- do.call(rbind.data.frame, cexio)
# Change the bucket size here
trades$bucket <- floor(as.integer(trades$date) / (60*5))
buckets <- unique(trades$bucket)
cexio.Dates <- lapply(buckets, function(x){
first(as.integer(as.character(trades[trades$bucket == x,]$date)))
})
cexio.Open <- lapply(buckets, function(x){
first(as.double(as.character(trades[trades$bucket == x,]$price)))
})
cexio.High <- lapply(buckets, function(x){
max(as.double(as.character(trades[trades$bucket == x,]$price)))
})
cexio.Low <- lapply(buckets, function(x){
min(as.double(as.character(trades[trades$bucket == x,]$price)))
})
cexio.Close <- lapply(buckets, function(x){
last(as.double(as.character(trades[trades$bucket == x,]$price)))
})
cexio.Volume <- lapply(buckets, function(x){
sum(as.double(as.character(trades[trades$bucket == x,]$amount)))
})
CEX <- data.frame(
"Open" = as.double(cexio.Open),
"High" = as.double(cexio.High),
"Low" = as.double(cexio.Low),
"Close" = as.double(cexio.Close),
"Volume" = as.double(cexio.Volume)
)
CEX <- as.xts(CEX, order.by=as.POSIXlt(unlist(cexio.Dates), origin="1970-01-01", tz="GMT"))
chartSeries(CEX)
addMACD()
addBBands()
