Fetch a Segment of Klines Data

Retrieves a segment of candlestick (klines) data for a specified trading pair from the KuCoin API asynchronously, handling up to 1500 candles per request.

Usage

fetch_klines_segment(
  base_url = get_base_url(),
  symbol,
  freq = "15min",
  from = lubridate::now() - 1 * 3600,
  to = lubridate::now(),
  retries = 3,
  delay_ms = 0,
  .__coro_env_parent__ = <environment>
)

Arguments

base_url

Character string; base URL for the KuCoin API. Defaults to get_base_url().

symbol

Character string; trading pair in KuCoin format (e.g., "BTC-USDT").

freq

Character string; candlestick interval (e.g., "15min"). Allowed values: "1min", "3min", "5min", "15min", "30min", "1hour", "2hour", "4hour", "6hour", "8hour", "12hour", "1day", "1week", "1month". Defaults to "15min".

from

POSIXct object; start time of the segment. Defaults to one hour before the current time.

to

POSIXct object; end time of the segment. Defaults to the current time.

retries

Integer; number of retry attempts for the HTTP request (default 3).

delay_ms

Numeric; delay in milliseconds before sending the request (default 0).

Value

Promise resolving to a data.table containing:

• datetime (POSIXct): Converted timestamp.

• timestamp (numeric): Raw timestamp in seconds.

• open (numeric): Opening price.

• close (numeric): Closing price.

• high (numeric): Highest price in the interval.

• low (numeric): Lowest price in the interval.

• volume (numeric): Trading volume.

• turnover (numeric): Trading turnover.

Details

Workflow Overview

1. Delay Application: Pauses for delay_ms milliseconds if specified, to throttle requests.

2. Query Construction: Builds the query string with symbol, type (frequency), startAt, and endAt using build_query().

3. URL Assembly: Combines base_url with the endpoint /api/v1/market/candles and query string.

4. API Request: Sends a GET request with retries using httr::RETRY() and a 10-second timeout.

5. Response Processing: Processes the response with process_kucoin_response(), converts data to a data.table, standardises column names, coerces numerics, adds a datetime column, and orders by datetime.

API Endpoint

GET https://api.kucoin.com/api/v1/market/candles

Usage

Utilised as a helper to fetch individual segments of klines data, typically within a broader segmented retrieval strategy.

Official Documentation

KuCoin Get Klines

Examples

if (FALSE) { # \dontrun{
main_async <- coro::async(function() {
  dt_segment <- await(fetch_klines_segment(
    symbol = "BTC-USDT",
    freq = "15min",
    from = lubridate::now() - 3600,
    to = lubridate::now(),
    retries = 3,
    delay_ms = 100
  ))
  print(dt_segment)
})
main_async()
while (!later::loop_empty()) later::run_now()
} # }