Data::Cryptocurrencies Raku package

This Raku package has functions for cryptocurrency data retrieval. (At this point, only Yahoo Finance is used as a data source.)

The implementation follows the Mathematica implementation in [AAf1] described in [AA1]. (Further explorations are discussed in [AA2].)

Installation

From Zef ecosystem:

zef install Data::Cryptocurrencies

From GitHub:

zef install https://github.com/antononcube/Raku-Data-Cryptocurrencies.git

Usage examples

Here we get Bitcoin (BTC) data from 1/1/2020 until now:

use Data::Cryptocurrencies;
use Data::Summarizers;
use Text::Plot;

my @ts = cryptocurrency-data('BTC', dates => (DateTime.new(2020, 1, 1, 0, 0, 0), now), props => <DateTime Close>,
        format => 'dataset'):!cache-all;

say @ts.elems;

# 1138

When we request the data to be returned as “dataset” then the result is an array of hashes. When we request the data to be returned as "timeseries" the result is an array of pairs (sorted by date.) Here are BTC values for the last week (at the point of retrieval):

.say for @ts.tail(7)

# {Close => 22955.666016, DateTime => 2023-02-05T00:00:00Z}
# {Close => 22760.109375, DateTime => 2023-02-06T00:00:00Z}
# {Close => 23264.291016, DateTime => 2023-02-07T00:00:00Z}
# {Close => 22939.398438, DateTime => 2023-02-08T00:00:00Z}
# {Close => 21819.039063, DateTime => 2023-02-09T00:00:00Z}
# {Close => 21651.183594, DateTime => 2023-02-10T00:00:00Z}
# {Close => 21737.310547, DateTime => 2023-02-11T00:00:00Z}

Here is a summary:

records-summary(@ts, field-names => <DateTime Close>);

# +--------------------------------+----------------------------+
# | DateTime                       | Close                      |
# +--------------------------------+----------------------------+
# | Min    => 2020-01-01T00:00:37Z | Min    => 4970.788086      |
# | 1st-Qu => 2020-10-11T00:00:37Z | 1st-Qu => 11779.773438     |
# | Mean   => 2021-07-22T12:00:37Z | Mean   => 28606.4418860167 |
# | Median => 2021-07-22T12:00:37Z | Median => 23127.9101565    |
# | 3rd-Qu => 2022-05-03T00:00:37Z | 3rd-Qu => 42412.433594     |
# | Max    => 2023-02-11T00:00:37Z | Max    => 67566.828125     |
# +--------------------------------+----------------------------+

Clean data:

@ts = @ts.grep({ $_<Close> ~~ Numeric }).Array;
say @ts.elems;

# 1138

Here is a text-based plot of the corresponding time series:

say text-list-plot(@ts.map(*<DateTime>.Instant.Int).List, @ts.map(*<Close>).List, width => 100, height => 20);

# +------+-----------------+-----------------+-----------------+-----------------+-----------------+-+          
# +                                                                                                  +  70000.00
# |                                                       * *                                        |          
# |                                      *  *             ***                                        |          
# +                                     *******           *****                                      +  60000.00
# |                                     *******        * **  **                                      |          
# +                                    **** ***       ** *    ***                                    +  50000.00
# |                                    **     *      *****    ***  *  **                             |          
# |                                 *         *     **  **      ** *******                           |          
# +                                 ****      ****  *             ***** ***                          +  40000.00
# |                                 ***        ******             *       *                          |          
# +                                 ***          * *                      ***                        +  30000.00
# |                                *                                         *   *                   |          
# |                               **                                         ********* **    ***     |          
# +                             ***                                          ***  ************       +  20000.00
# |                      *    ***                                                       **           |          
# +     ******   **************                                                                      +  10000.00
# |    **    *****                                                                                   |          
# +                                                                                                  +      0.00
# +------+-----------------+-----------------+-----------------+-----------------+-----------------+-+          
#        1580000000.00     1600000000.00     1620000000.00     1640000000.00     1660000000.00     1680000000.00

Data caching

Since the downloading of the cryptocurrencies data can be time consuming ( close to 1 minute) it is a good idea to do data caching.

Data caching is "triggered" with the adverb :cache-all. Here is an example:

cryptocurrency-data('BTC', dates => 'today'):cache-all;

# [{Close => 457.334015, DateTime => 2014-09-17T00:00:00Z} {Close => 424.440002, DateTime => 2014-09-18T00:00:00Z} {Close => 394.79599, DateTime => 2014-09-19T00:00:00Z} {Close => 408.903992, DateTime => 2014-09-20T00:00:00Z} {Close => 398.821014, DateTime => 2014-09-21T00:00:00Z} {Close => 402.152008, DateTime => 2014-09-22T00:00:00Z} {Close => 435.790985, DateTime => 2014-09-23T00:00:00Z} {Close => 423.204987, DateTime => 2014-09-24T00:00:00Z} {Close => 411.574005, DateTime => 2014-09-25T00:00:00Z} {Close => 404.424988, DateTime => 2014-09-26T00:00:00Z} {Close => 399.519989, DateTime => 2014-09-27T00:00:00Z} {Close => 377.181, DateTime => 2014-09-28T00:00:00Z} {Close => 375.46701, DateTime => 2014-09-29T00:00:00Z} {Close => 386.944, DateTime => 2014-09-30T00:00:00Z} {Close => 383.61499, DateTime => 2014-10-01T00:00:00Z} {Close => 375.071991, DateTime => 2014-10-02T00:00:00Z} {Close => 359.511993, DateTime => 2014-10-03T00:00:00Z} {Close => 328.865997, DateTime => 2014-10-04T00:00:00Z} {Close => 320.51001, DateTime => 2014-10-05T00:00:00Z} {Close => 330.07901, DateTime => 2014-10-06T00:00:00Z} {Close => 336.187012, DateTime => 2014-10-07T00:00:00Z} {Close => 352.940002, DateTime => 2014-10-08T00:00:00Z} {Close => 365.026001, DateTime => 2014-10-09T00:00:00Z} {Close => 361.562012, DateTime => 2014-10-10T00:00:00Z} {Close => 362.299011, DateTime => 2014-10-11T00:00:00Z} {Close => 378.549011, DateTime => 2014-10-12T00:00:00Z} {Close => 390.414001, DateTime => 2014-10-13T00:00:00Z} {Close => 400.869995, DateTime => 2014-10-14T00:00:00Z} {Close => 394.77301, DateTime => 2014-10-15T00:00:00Z} {Close => 382.556, DateTime => 2014-10-16T00:00:00Z} {Close => 383.757996, DateTime => 2014-10-17T00:00:00Z} {Close => 391.441986, DateTime => 2014-10-18T00:00:00Z} {Close => 389.54599, DateTime => 2014-10-19T00:00:00Z} {Close => 382.845001, DateTime => 2014-10-20T00:00:00Z} {Close => 386.475006, DateTime => 2014-10-21T00:00:00Z} {Close => 383.15799, DateTime => 2014-10-22T00:00:00Z} {Close => 358.416992, DateTime => 2014-10-23T00:00:00Z} {Close => 358.345001, DateTime => 2014-10-24T00:00:00Z} {Close => 347.270996, DateTime => 2014-10-25T00:00:00Z} {Close => 354.70401, DateTime => 2014-10-26T00:00:00Z} {Close => 352.989014, DateTime => 2014-10-27T00:00:00Z} {Close => 357.618011, DateTime => 2014-10-28T00:00:00Z} {Close => 335.591003, DateTime => 2014-10-29T00:00:00Z} {Close => 345.304993, DateTime => 2014-10-30T00:00:00Z} {Close => 338.321014, DateTime => 2014-10-31T00:00:00Z} {Close => 325.748993, DateTime => 2014-11-01T00:00:00Z} {Close => 325.891998, DateTime => 2014-11-02T00:00:00Z} {Close => 327.553986, DateTime => 2014-11-03T00:00:00Z} {Close => 330.492004, DateTime => 2014-11-04T00:00:00Z} {Close => 339.485992, DateTime => 2014-11-05T00:00:00Z} {Close => 349.290009, DateTime => 2014-11-06T00:00:00Z} {Close => 342.415009, DateTime => 2014-11-07T00:00:00Z} {Close => 345.488007, DateTime => 2014-11-08T00:00:00Z} {Close => 363.264008, DateTime => 2014-11-09T00:00:00Z} {Close => 366.924011, DateTime => 2014-11-10T00:00:00Z} {Close => 367.695007, DateTime => 2014-11-11T00:00:00Z} {Close => 423.561005, DateTime => 2014-11-12T00:00:00Z} {Close => 420.734985, DateTime => 2014-11-13T00:00:00Z} {Close => 397.817993, DateTime => 2014-11-14T00:00:00Z} {Close => 376.132996, DateTime => 2014-11-15T00:00:00Z} {Close => 387.881989, DateTime => 2014-11-16T00:00:00Z} {Close => 387.40799, DateTime => 2014-11-17T00:00:00Z} {Close => 375.197998, DateTime => 2014-11-18T00:00:00Z} {Close => 380.554993, DateTime => 2014-11-19T00:00:00Z} {Close => 357.839996, DateTime => 2014-11-20T00:00:00Z} {Close => 350.847992, DateTime => 2014-11-21T00:00:00Z} {Close => 352.920013, DateTime => 2014-11-22T00:00:00Z} {Close => 367.572998, DateTime => 2014-11-23T00:00:00Z} {Close => 376.901001, DateTime => 2014-11-24T00:00:00Z} {Close => 375.347992, DateTime => 2014-11-25T00:00:00Z} {Close => 368.369995, DateTime => 2014-11-26T00:00:00Z} {Close => 369.670013, DateTime => 2014-11-27T00:00:00Z} {Close => 376.446991, DateTime => 2014-11-28T00:00:00Z} {Close => 375.490997, DateTime => 2014-11-29T00:00:00Z} {Close => 378.046997, DateTime => 2014-11-30T00:00:00Z} {Close => 379.244995, DateTime => 2014-12-01T00:00:00Z} {Close => 381.315002, DateTime => 2014-12-02T00:00:00Z} {Close => 375.01001, DateTime => 2014-12-03T00:00:00Z} {Close => 369.604004, DateTime => 2014-12-04T00:00:00Z} {Close => 376.854004, DateTime => 2014-12-05T00:00:00Z} {Close => 374.785004, DateTime => 2014-12-06T00:00:00Z} {Close => 375.095001, DateTime => 2014-12-07T00:00:00Z} {Close => 361.908997, DateTime => 2014-12-08T00:00:00Z} {Close => 352.218994, DateTime => 2014-12-09T00:00:00Z} {Close => 346.36499, DateTime => 2014-12-10T00:00:00Z} {Close => 350.506012, DateTime => 2014-12-11T00:00:00Z} {Close => 352.541992, DateTime => 2014-12-12T00:00:00Z} {Close => 347.376007, DateTime => 2014-12-13T00:00:00Z} {Close => 351.631989, DateTime => 2014-12-14T00:00:00Z} {Close => 345.345001, DateTime => 2014-12-15T00:00:00Z} {Close => 327.062012, DateTime => 2014-12-16T00:00:00Z} {Close => 319.776001, DateTime => 2014-12-17T00:00:00Z} {Close => 311.395996, DateTime => 2014-12-18T00:00:00Z} {Close => 317.842987, DateTime => 2014-12-19T00:00:00Z} {Close => 329.955994, DateTime => 2014-12-20T00:00:00Z} {Close => 320.842987, DateTime => 2014-12-21T00:00:00Z} {Close => 331.885986, DateTime => 2014-12-22T00:00:00Z} {Close => 334.571991, DateTime => 2014-12-23T00:00:00Z} {Close => 322.533997, DateTime => 2014-12-24T00:00:00Z} {Close => 319.007996, DateTime => 2014-12-25T00:00:00Z} ...]

By default no data caching is done (i.e. :!cache-all.) The data is stored in the $XDG_DATA_HOME directory. See [JS1]. Every day new data is obtained.

Remark: The use of cached data greatly speeds up the cryptocurrencies explorations with this package.

CLI

The package provides a Command Line Interface (CLI) script. Here is its usage message:

cryptocurrency-data --help

# Usage:
#   cryptocurrency-data [<symbol>] [-p|--properties=<Str>] [--start-date=<Str>] [--end-date=<Str>] [-c|--currency=<Str>] [--format=<Str>] -- Retrieves cryptocurrency data.
#   
#     [<symbol>]               Cryptocurrency symbol. [default: 'BTC']
#     -p|--properties=<Str>    Properties to retrieve. [default: 'all']
#     --start-date=<Str>       Start date. [default: 'auto']
#     --end-date=<Str>         End date. [default: 'now']
#     -c|--currency=<Str>      Currency. [default: 'USD']
#     --format=<Str>           Format of the result [default: 'json']