crypto2

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Historical Cryptocurrency Prices for Active and Delisted Tokens!

This is a modification of the original crypto package by jesse vent. It is entirely set up to use means from the tidyverse and provides tibbles with all data available via the web-api of coinmarketcap.com. It does not require an API key but in turn only provides information that is also available through the website of coinmarketcap.com.

It allows the user to retrieve

• crypto_listings() a list of all coins that were historically listed on CMC (main dataset to avoid delisting bias) according to the CMC API documentation
• crypto_list() a list of all coins that are listed as either being active, delisted or untracked according to the CMC API documentation
• crypto_info() a list of all information available for all available coins according to the CMC API documentation
• crypto_history() the most powerful function of this package that allows to download the entire available history for all coins covered by CMC according to the CMC API documentation
• crypto_global_quotes() a dataset of historical global crypto currency market metrics to the CMC API documentation
• fiat_list() a mapping of all fiat currencies (plus precious metals) available via the CMC WEB API
• exchange_list() a list of all exchanges available as either being active, delisted or untracked according to the CMC API documentation
• exchange_info() a list of all information available for all given exchanges according to the CMC API documentation

Update

Version 2.0.2 (August 2024)

Slight change in api output broke crypto_info() (new additional column). Fixed.

Version 2.0.1 (July 2024)

Slight change in api output broke crypto_info(). Fixed.

Version 2.0.0 (May 2024)

After a major change in the api structure of coinmarketcap.com, the package had to be rewritten. As a result, many functions had to be rewritten, because data was not available any more in a similar format or with similar accuracy. Unfortunately, this will potentially break many users implementations. Here is a detailed list of changes:

• crypto_list() has been modified and delivers the same data as before.
• exchange_list() has been modified and delivers the same data as before.
• fiat_list() has been modified and no longer delivers all available currencies and precious metals (therefore only USD and Bitcoin are available any more).
• crypto_listings() needed to be modified, as multiple base currencies are not available any more. Also some of the fields downloaded from CMC might have changed. It still retrieves the latest listings, the new listings as well as historical listings. The fields returned have somewhat slightly changed. Also, no sorting is available any more, so if you want to download the top x CCs by market cap, you have to download all CCs and then sort them in R.
• crypto_info() has been modified, as the data structure has changed. The fields returned have somewhat slightly changed.
• crypto_history() has been modified. It still retrieves all the OHLC history of all the coins, but is slower due to an increased number of necessary api calls. The number of available intervals is strongly limited, but hourly and daily data is still available. Currently only USD and BTC are available as quote currencies through this library.
• crypto_global_quotes() has been modified. It still produces a clear picture of the global market, but the data structure has somewhat slightly changed.

Version 1.4.7

Since version 1.4.6 I have added the possibility to “sort” the historical crypto_listings() in _ascending or _descending order (“sortdir”) to allow for the possibility to download only the top x crypto currencies using “limit” based on the requested sort (not available for “new” sorting). Also corrected some problems when sourcing lists that now do not have the “lasthistorical_data” field available any more.

Since version 1.4.5 I have added a new function crypto_global_quotes() which retrieves global aggregate market statistics for CMC. There also were some bugs fixed.

Since version 1.4.4 a new function crypto_listings() was introduced that retrieves new/latest/historical listings and listing information at CMC. Additionally some aspects of the other functions have been reworked. We noticed that finalWait = TRUE does not seem to be necessary at the moment, as well as sleep can be set to ‘0’ seconds. If you experience strange behavior this might be due to the the api sending back strange (old) results. In this case let sleep = 60 (the default) and finalWait = TRUE (the default).

Since version 1.4.0 the package has been reworked to retrieve as many assets as possible with one api call, as there is a new “feature” introduced by CMC to send back the initially requested data for each api call within 60 seconds. So one needs to wait 60s before calling the api again. Additionally, since version v1.4.3 the package allows for a data interval larger than daily (e.g. ‘2d’ or ‘7d’ or ‘weekly’)

Installation

You can install crypto2 from CRAN with

r install.packages("crypto2")

or directly from github with:

``` r

install.packages("devtools")

devtools::install_github("sstoeckl/crypto2") ```

Package Contribution

The package provides API free and efficient access to all information from https://coinmarketcap.com that is also available through their website. It uses a variety of modification and web-scraping tools from the tidyverse (especially purrr).

As this provides access not only to active coins but also to those that have now been delisted and also those that are categorized as untracked, including historical pricing information, this package provides a valid basis for any Asset Pricing Studies based on crypto currencies that require survivorship-bias-free information. In addition to that, the package maintainer is currently working on also providing delisting returns (similarly to CRSP for stocks) to also eliminate the delisting bias.

Package Usage

First we load the crypto2-package and download the set of active coins from https://coinmarketcap.com (additionally one could load delisted coins with only_Active=FALSE as well as untracked coins with add_untracked=TRUE).

``` r library(crypto2) library(dplyr)

>

> Attache Paket: 'dplyr'

> Die folgenden Objekte sind maskiert von 'package:stats':

>

> filter, lag

> Die folgenden Objekte sind maskiert von 'package:base':

>

> intersect, setdiff, setequal, union

List all active coins

coins <- cryptolist(onlyactive=TRUE) ```

Next we download information on the first three coins from that list.

``` r

retrieve information for all (the first 3) of those coins

coininfo <- cryptoinfo(coins, limit=3, finalWait=FALSE)

> ❯ Scraping crypto info

>

> ❯ Processing crypto info

>

and give the first two lines of information per coin

coin_info

> # A tibble: 3 × 40

> id name symbol slug category description dateadded actualtime_start

>

> 1 1 Bitcoin BTC bitco… coin "## What I… 2010-07-13 2010-07-13T00:05…

> 2 2 Litecoin LTC litec… coin "## What I… 2013-04-28 2013-04-28T18:45…

> 3 3 Namecoin NMC namec… coin "Namecoin … 2013-04-28 2013-04-28T18:45…

> # ℹ 32 more variables: status , is_bn , notice ,

> # alerttype , alertlink , latestupdatetime ,

> # watchlistranking , datelaunched , isaudited ,

> # displaytv , isinfinitemaxsupply , tvcoinsymbol ,

> # cdptotalholder , holderhistoricalflag ,

> # holderlistflag , holdersflag , ratingsflag ,

> # analysisflag , socialsflag , …

```

In a next step we show the logos of the three coins as provided by https://coinmarketcap.com.

In addition we show tags provided by https://coinmarketcap.com.

``` r coininfo %>% select(slug,tags) %>% tidyr::unnest(tags) %>% groupby(slug) %>% slice(1,n())

> # A tibble: 6 × 2

> # Groups: slug [3]

> slug tags$slug $name $category $status $priority

>

> 1 bitcoin mineable Mineable OTHERS 1 5

> 2 bitcoin binance-listing Binance Listing CATEGORY 0 5

> 3 litecoin mineable Mineable OTHERS 1 5

> 4 litecoin binance-listing Binance Listing CATEGORY 0 5

> 5 namecoin mineable Mineable OTHERS 1 5

> 6 namecoin platform Platform CATEGORY 1 5

```

Additionally: Here are some urls pertaining to these coins as provided by https://coinmarketcap.com.

``` r coin_info %>% pull(urls) %>% .[[1]] |> unlist()

> urls.website urls.technical_doc

> "https://bitcoin.org/" "https://bitcoin.org/bitcoin.pdf"

> urls.explorer1 urls.explorer2

> "https://blockchain.info/" "https://live.blockcypher.com/btc/"

> urls.explorer3 urls.explorer4

> "https://blockchair.com/bitcoin" "https://explorer.viabtc.com/btc"

> urls.explorer5 urls.source_code

> "https://www.okx.com/web3/explorer/btc" "https://github.com/bitcoin/bitcoin"

> urls.message_board urls.reddit

> "https://bitcointalk.org" "https://reddit.com/r/bitcoin"

```

In a next step we download time series data for these coins.

``` r

retrieve historical data for all (the first 3) of them

coinhist <- cryptohistory(coins, limit=3, startdate="20210101", enddate="20210105", finalWait=FALSE)

> ❯ Scraping historical crypto data

>

> ❯ Processing historical crypto data

>

and give the first two times of information per coin

coinhist %>% groupby(slug) %>% slice(1:2)

> # A tibble: 6 × 17

> # Groups: slug [3]

> id slug name symbol timestamp refcurid refcurname

>

> 1 1 bitcoin Bitcoin BTC 2021-01-01 23:59:59 2781 USD

> 2 1 bitcoin Bitcoin BTC 2021-01-02 23:59:59 2781 USD

> 3 2 litecoin Litecoin LTC 2021-01-01 23:59:59 2781 USD

> 4 2 litecoin Litecoin LTC 2021-01-02 23:59:59 2781 USD

> 5 3 namecoin Namecoin NMC 2021-01-01 23:59:59 2781 USD

> 6 3 namecoin Namecoin NMC 2021-01-02 23:59:59 2781 USD

> # ℹ 10 more variables: timeopen , timeclose , time_high ,

> # time_low , open , high , low , close ,

> # volume , market_cap

```

Similarly, we could download data on an hourly basis.

``` r

retrieve historical data for all (the first 3) of them

coinhistm <- cryptohistory(coins, limit=3, startdate="20210101", end_date="20210102", interval ="1h", finalWait=FALSE)

> ❯ Scraping historical crypto data

>

> ❯ Processing historical crypto data

>

and give the first two times of information per coin

coinhistm %>% group_by(slug) %>% slice(1:2)

> # A tibble: 6 × 17

> # Groups: slug [3]

> id slug name symbol timestamp refcurid refcurname

>

> 1 1 bitcoin Bitcoin BTC 2021-01-01 01:59:59 2781 USD

> 2 1 bitcoin Bitcoin BTC 2021-01-01 02:59:59 2781 USD

> 3 2 litecoin Litecoin LTC 2021-01-01 01:59:59 2781 USD

> 4 2 litecoin Litecoin LTC 2021-01-01 02:59:59 2781 USD

> 5 3 namecoin Namecoin NMC 2021-01-01 01:59:59 2781 USD

> 6 3 namecoin Namecoin NMC 2021-01-01 02:59:59 2781 USD

> # ℹ 10 more variables: timeopen , timeclose , time_high ,

> # time_low , open , high , low , close ,

> # volume , market_cap

```

Alternatively, we could determine the price of these coins in other currencies. A list of such currencies is available as fiat_list()

``` r fiats <- fiat_list() fiats

> # A tibble: 1 × 4

> id name sign symbol

>

> 1 2781 United States Dollar $ USD

```

So we download the time series again depicting prices in terms of Bitcoin and Euro (note that multiple currencies can be given to convert, separated by “,”).

``` r

retrieve historical data for all (the first 3) of them

coinhist2 <- cryptohistory(coins, convert="USD", limit=3, startdate="20210101", enddate="20210105", finalWait=FALSE)

> ❯ Scraping historical crypto data

>

> ❯ Processing historical crypto data

>

and give the first two times of information per coin

coinhist2 %>% groupby(slug,refcurname) %>% slice(1:2)

> # A tibble: 6 × 17

> # Groups: slug, refcurname [3]

> id slug name symbol timestamp refcurid refcurname

>

> 1 1 bitcoin Bitcoin BTC 2021-01-01 23:59:59 2781 USD

> 2 1 bitcoin Bitcoin BTC 2021-01-02 23:59:59 2781 USD

> 3 2 litecoin Litecoin LTC 2021-01-01 23:59:59 2781 USD

> 4 2 litecoin Litecoin LTC 2021-01-02 23:59:59 2781 USD

> 5 3 namecoin Namecoin NMC 2021-01-01 23:59:59 2781 USD

> 6 3 namecoin Namecoin NMC 2021-01-02 23:59:59 2781 USD

> # ℹ 10 more variables: timeopen , timeclose , time_high ,

> # time_low , open , high , low , close ,

> # volume , market_cap

```

As a new features in version 1.4.4. we introduced the possibility to download historical listings and listing information (add quote = TRUE).

``` r latestlistings <- cryptolistings(which="latest", limit=10, quote=TRUE, finalWait=FALSE) latest_listings

> # A tibble: 5,000 × 30

> id name symbol slug cmcrank marketpaircount circulatingsupply

>

> 1 1 Bitcoin BTC bitco… 1 12329 19914834

> 2 2 Litecoin LTC litec… 21 1420 76252358.

> 3 3 Namecoin NMC namec… 857 7 14736400

> 4 5 Peercoin PPC peerc… 1176 42 29754638.

> 5 8 Feathercoin FTC feath… 2215 12 236600238

> 6 22 Luckycoin LKY lucky… 1712 10 12070868

> 7 25 Goldcoin GLC goldc… 2591 12 43681422.

> 8 26 Junkcoin JKC junkc… 2212 4 17843261

> 9 35 Phoenixcoin PXC phoen… 2039 4 92641800.

> 10 42 Primecoin XPM prime… 1889 6 54996085.

> # ℹ 4,990 more rows

> # ℹ 23 more variables: selfreportedcirculating_supply ,

> # totalsupply , maxsupply , isactive , lastupdated ,

> # dateadded , refcurrency , price , volume24h ,

> # marketcap , percentchange1h , percent_change24h ,

> # percentchange7d , percentchange30d , percent_change60d ,

> # percentchange90d , fullydilluttedmarketcap , …

```

An additional feature that was added in version 1.4.5 retrieves global aggregate market statistics for CMC.

``` r allquotes <- cryptoglobal_quotes(which="historical", quote=TRUE)

> ❯ Scraping historical global data

>

> ❯ Processing historical crypto data

>

all_quotes

> # A tibble: 4,507 × 18

> timestamp btcdominance ethdominance score USDtotalmarket_cap

>

> 1 2013-04-29 94.2 0 1367193600000 1583440000

> 2 2013-04-30 94.4 0 1367280000000 1686950016

> 3 2013-05-01 94.4 0 1367366400000 1637389952

> 4 2013-05-02 94.1 0 1367452800000 1333880064

> 5 2013-05-03 94.2 0 1367539200000 1275410048

> 6 2013-05-04 93.9 0 1367625600000 1169469952

> 7 2013-05-05 94.0 0 1367712000000 1335379968

> 8 2013-05-06 94.1 0 1367798400000 1370880000

> 9 2013-05-07 94.4 0 1367884800000 1313900032

> 10 2013-05-08 94.4 0 1367971200000 1320509952

> # ℹ 4,497 more rows

> # ℹ 13 more variables: USDtotalvolume24h ,

> # USDtotalvolume24hreported , USDaltcoin_volume24h ,

> # USDaltcoinvolume24hreported , USDaltcoinmarketcap ,

> # USDoriginalscore , active_cryptocurrencies ,

> # activemarketpairs , active_exchanges ,

> # totalcryptocurrencies , totalexchanges , origin_id , …

```

We can use those quotes to plot information on the aggregate market capitalization:

r all_quotes %>% select(timestamp, USD_total_market_cap, USD_altcoin_market_cap) %>% tidyr::pivot_longer(cols = 2:3, names_to = "Market Cap", values_to = "bn. USD") %>% tidyr::separate(`Market Cap`,into = c("Currency","Type","Market","Cap")) %>% dplyr::mutate(`bn. USD`=`bn. USD`/1000000000) %>% ggplot2::ggplot(ggplot2::aes(x=timestamp,y=`bn. USD`,color=Type)) + ggplot2::geom_line() + ggplot2::labs(title="Market capitalization in bn USD", subtitle="CoinMarketCap.com")

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Last and least, one can get information on exchanges. For this download a list of active/inactive/untracked exchanges using exchange_list():

``` r exchanges <- exchangelist(onlyactive=TRUE) exchanges

> # A tibble: 845 × 6

> id name slug isactive firsthistoricaldata lasthistorical_data

>

> 1 16 Poloniex polo… 1 2018-04-26 2025-09-01

> 2 21 BTCC btcc 1 2018-04-26 2025-09-01

> 3 24 Kraken krak… 1 2018-04-26 2025-09-01

> 4 34 Bittylicious bitt… 1 2018-04-26 2025-09-01

> 5 36 CEX.IO cex-… 1 2018-04-26 2025-09-01

> 6 37 Bitfinex bitf… 1 2018-04-26 2025-09-01

> 7 42 HitBTC hitb… 1 2018-04-26 2025-09-01

> 8 50 EXMO exmo 1 2018-04-26 2025-09-01

> 9 61 Okcoin okco… 1 2018-04-26 2025-06-20

> 10 68 Indodax indo… 1 2018-04-26 2025-09-01

> # ℹ 835 more rows

```

and then download information on “binance” and “bittrex”:

``` r exinfo <- exchangeinfo(exchanges %>% filter(slug %in% c('binance','kraken')), finalWait=FALSE)

> ❯ Scraping crypto info

>

> ❯ Processing exchange info

>

ex_info

> # A tibble: 2 × 21

> id name slug logo description datelaunched notice ishidden status

>

> 1 24 Kraken kraken https… "## What I… 2011-07-28 "" 0 active

> 2 270 Binance binance https… "## What I… 2017-07-14 "" 0 active

> # ℹ 12 more variables: type , makerfee , takerfee ,

> # platformid , dexstatus , walletsourcestatus ,

> # alerttype , alertlink , tags , countries ,

> # fiats , urls

```

Then we can access information on the fee structure,

``` r ex_info %>% select(contains("fee"))

> # A tibble: 2 × 2

> makerfee takerfee

>

> 1 0.02 0.05

> 2 0.02 0.04

```

or the fiat currencies allowed:

``` r ex_info %>% select(slug,fiats) %>% tidyr::unnest(fiats)

> # A tibble: 95 × 2

> slug fiats

>

> 1 kraken USD

> 2 kraken EUR

> 3 kraken GBP

> 4 kraken CHF

> 5 kraken AUD

> 6 kraken CAD

> 7 binance ARS

> 8 binance AUD

> 9 binance BRL

> 10 binance CHF

> # ℹ 85 more rows

```

Author/License

• Sebastian Stöckl - Package Creator, Modifier & Maintainer - sstoeckl on github

This project is licensed under the MIT License - see the <license.md> file for details</license.md>

Acknowledgments

• Thanks to the team at https://coinmarketcap.com for the great work they do, especially to Alice Liu (Research Lead) and Aaron K. for their support with regard to information on delistings.
• Thanks to Jesse Vent for providing the (not fully research compatible) crypto-package that inspired this package.