Package 'TSEtools' reference manual

Title:	Manage Data from the Finance Markets
Description:	A set of tools designed to perform descriptive data analysis on assets, manage asset portfolios and capital allocation, and download, organize, and maintain data from the "Tehran Stock Exchange" and "NOBITEX" platforms.
Authors:	Ali Saeb [aut, cre]
Maintainer:	Ali Saeb <[email protected]>
License:	BSD_2_clause + file LICENSE
Version:	1.0.0
Built:	2026-06-07 07:52:04 UTC
Source:	https://github.com/cran/TSEtools

Cancel a group of orders.

Description

Cancel a group of orders based on currency name or record time.

Usage

cancel(src, dst, hrs = 0, token)
cancel(src, dst, hrs = 0, token)

Arguments

src

Source currency name ("btc", "eth", "bnb", etc).

dst

Destination currency name ("usdt" or "rls").

hrs

The number of hours after which orders will be canceled. If the value is less than one hour, it is specified as a decimal (e.g., 15 minutes is given by hrs = 0.25).

token

The token is string value obtain from user ID settings in the NOBITEX. If you are not registered on the website, please use the provided link.

Examples

## Not run: 
tkn <- "CONTACT WITH AUTHOR"

# All orders recorded more than one hour ago are canceled.
cancel(" ", " ", hrs = 1, token = tkn)

## End(Not run)
## Not run: 
tkn <- "CONTACT WITH AUTHOR"

# All orders recorded more than one hour ago are canceled.
cancel(" ", " ", hrs = 1, token = tkn)

## End(Not run)

Capital assets pricing model including a risk-free asset.

Description

Compute the capital assets pricing model including a risk-free asset.

Usage

capm(x, Rf = 0.2/270, sh = FALSE, eRtn = NULL)
capm(x, Rf = 0.2/270, sh = FALSE, eRtn = NULL)

Arguments

x

a numeric matrix of random returns per unit of price within some holding period.

Rf

the return of the risk free, i.e. has variance 0.

sh

a logical indicating whether shortsales on the risky securities are allowed. Default is FALSE.

eRtn

a value of expected returen of portofilo. The mean of whole data defualt.

Details

Let $\xi_1 , \ldots,\xi_n$ be random asset returns and $w_1 , \ldots, w_n$ the portfolio weights. The expected returns are $r_m = E\xi_m , m = 1, \ldots, n.$ In addition to these risky investments, there is a risk-free asset (a bond or bank account) available, which has return $r_0$ . Denoting the weights of $w_0$ for the risk-free asset. The return of portfolio given by

$R_p = w^t r$

where, $r = (r_1, \ldots, r_n)^t$ .

Risk is measure by a deviation functional $\Sigma$ . It is a variance-covariance of asset returns. The risk-free component $w_0$ ignore in the objective. So, the standard deviation of portfolio is given by $\sigma_p = w^t \Sigma w.$

To obtain the optimum value of $w_i, i = 1,\ldots, n,$ we solve the following model:

$\min w^t \Sigma w,\;\;s.t:\;\; w^t r + w_0 r_0 > \mu \;\; and \;\;\sum w_i + w_0 = 1$

Note that, the portfolio weights may be negative (selling short is allowed). Market portfolio is named MP where, the risk free weight w_0 is zero (see, the function of prtf()).

For any portfolio $p$ ,

$E(R_p) = r_0 + \beta(p) (r_{MP} - r_0)$

where, $r_{MP}$ is return of market portfolio and $\beta(p)$ is the beta coefficient of the portfolio $p$ . It is given by $\beta(p) = Cov( r_{MP}, r_p )/ SD(r_{MP}).$

Value

wCAPM

weight of CAPM assets

wrF

weight of risk free assets

sd.capm

volatility of CAPM portfolio

rtn.capm

return of CAPM portfolio

beta

beta coefficient of portfolio

References

Pflug and Romisch (2007, ISBN: 9789812707406)

Examples

## Not run: 
x <- rnorm(500,0.05,0.02)
y <- rnorm(500,0.01,0.03)
z<-cbind(x, y)
colnames(z) <- c("prt1","prt2")

capm( z, sh = FALSE, Rf= 0.2/270, eRtn=0.02 )

## End(Not run)
## Not run: 
x <- rnorm(500,0.05,0.02)
y <- rnorm(500,0.01,0.03)
z<-cbind(x, y)
colnames(z) <- c("prt1","prt2")

capm( z, sh = FALSE, Rf= 0.2/270, eRtn=0.02 )

## End(Not run)

Get the bid and ask prices with the cumulative volume

Description

Get a cumulative volumes corresponding to the bid and ask's price

Usage

depth(src)
depth(src)

Arguments

src

List of the some crypto curencies which available in the function.
BTCIRT, ETHIRT, LTCIRT, USDTIRT, XRPIRT, BCHIRT, BNBIRT, EOSIRT, XLMIRT, ETCIRT, TRXIRT, DOGEIRT, UNIIRT, DAIIRT, LINKIRT, DOTIRT, AAVEIRT, ADAIRT, SHIBIRT, FTMIRT, MATICIRT, AXSIRT, MANAIRT, SANDIRT, AVAXIRT, MKRIRT, GMTIRT, USDCIRT, BTCUSDT, ETHUSDT, LTCUSDT, XRPUSDT, BCHUSDT, BNBUSDT, EOSUSDT, XLMUSDT, ETCUSDT, TRXUSDT, PMNUSDT, DOGEUSDT, UNIUSDT, DAIUSDT, LINKUSDT, DOTUSDT, AAVEUSDT, ADAUSDT, SHIBUSDT, FTMUSDT, MATICUSDT, AXSUSDT, MANAUSDT, SANDUSDT, AVAXUSDT, MKRUSDT, GMTUSDT, USDCUSDT, CHZIRT, GRTIRT, CRVIRT, BANDUSDT, COMPUSDT, EGLDIRT, HBARUSDT, GALIRT, HBARIRT, WBTCUSDT, IMXIRT, WBTCIRT, ONEIRT, GLMUSDT, ENSIRT, 1M_BTTIRT, SUSHIIRT, LDOIRT, ATOMUSDT, ZROIRT, STORJIRT, ANTIRT, AEVOUSDT, 100K_FLOKIIRT, RSRUSDT, API3USDT, GLMIRT, XMRIRT, ENSUSDT, OMIRT, RDNTIRT, MAGICUSDT, TIRT, ATOMIRT, NOTIRT, CVXIRT, XTZIRT, FILIRT, UMAIRT, 1B_BABYDOGEIRT, BANDIRT, SSVIRT, DAOIRT, BLURIRT, ONEUSDT, EGALAUSDT, GMXIRT, XTZUSDT, FLOWUSDT, GALUSDT, WIRT, CVCUSDT, NMRUSDT, SKLIRT, SNTIRT, BATUSDT, TRBUSDT, NMRIRT, RDNTUSDT, API3IRT, CVCIRT, WLDIRT, YFIUSDT, SOLIRT, TUSDT, QNTUSDT, IMXUSDT, AEVOIRT, GMXUSDT, ETHFIUSDT, QNTIRT, GRTUSDT, WLDUSDT, FETIRT, AGIXIRT, NOTUSDT, LPTIRT, SLPIRT, MEMEUSDT, SOLUSDT, BALUSDT, DAOUSDT, COMPIRT, MEMEIRT, TONUSDT, BATIRT, SNXIRT, TRBIRT, 1INCHUSDT, OMUSDT, RSRIRT, RNDRIRT, SLPUSDT, SSVUSDT, RNDRUSDT, AGLDIRT, NEARUSDT, WOOUSDT, YFIIRT, MDTIRT, CRVUSDT, MDTUSDT, EGLDUSDT, LRCIRT, LPTUSDT, BICOUSDT, 1M_PEPEIRT, BICOIRT, MAGICIRT, ETHFIIRT, ANTUSDT, 1INCHIRT, APEUSDT, 1M_NFTIRT, ARBIRT, LRCUSDT, WUSDT, BLURUSDT, CELRUSDT, DYDXIRT, CVXUSDT, BALIRT, TONIRT, 100K_FLOKIUSDT, JSTUSDT, ZROUSDT, ARBUSDT, APTIRT, 1M_NFTUSDT, CELRIRT, UMAUSDT, SKLUSDT, ZRXUSDT, AGLDUSDT, ALGOIRT, NEARIRT, APTUSDT, ZRXIRT, SUSHIUSDT, FETUSDT, ALGOUSDT, 1M_PEPEUSDT, MASKIRT, EGALAIRT, FLOWIRT, 1B_BABYDOGEUSDT, MASKUSDT, 1M_BTTUSDT, STORJUSDT, XMRUSDT, OMGIRT, SNTUSDT, APEIRT, FILUSDT, ENJUSDT, OMGUSDT, WOOIRT, CHZUSDT, ENJIRT, DYDXUSDT, AGIXUSDT, JSTIRT, LDOUSDT, SNXUSDT

Value

The values return as a data frame format. The names of the dimensions are
prc.ask: last 75 prices of the asks
vol.ask: a list of last 75 cumulative volumes corresponding to the ask's price.
prc.bid: last 75 prices of the bids
vol.bid: a list of last 75 cumulative volumes corresponding to the bid's price.

Examples

# Download daily data from last one month
## Not run: 
depth("BTCUSDT")

## End(Not run)
# Download daily data from last one month
## Not run: 
depth("BTCUSDT")

## End(Not run)

Get the data of the crypto currency from NOBITEX

Description

Download the history data of the crypto currencies from the Nobitex (website of "nobitex.ir").

Usage

getNBTX(src,frame,from,to)
getNBTX(src,frame,from,to)

Arguments

src

frame

A character value shows the data frame. The frame is defined as
"1" is one minute.
"5" is 5 minutes.
"15" is 15 minutes.
"30" is 30 minutes.
"60" is an hour.
"180" is three hours.
"240" is four hours.
"360" is six hours.
"720" is twelve hours.
"D" is a day.
"2D" is two days.
"3D" is three days.

from

"2025-12-23 13:13:57 +0330" The character string in the date format ("%Y-%m-%d %H:%M:%S") shows the start date of the time frame. Since, the data is time series format, the rules of POSIXct satisfied.

to

The character string in the date format ("%Y-%m-%d %H:%M:%S") shows the end date of the time frame. Since, the data is time series format, the rules of POSIXct satisfied.

Details

A symbol of the crypto currency can be named and the values will be assigned the variable. Component data is an array with xts time series object. The names for dimensions are: Open, High, Low, Close, Volume. The value of symbol are appear in Global Environment.

Value

The output is an object of the “cryto currency” assigned the variable's name.

Examples

## Not run: 
# Download daily data from last one month
x <- getNBTX("BTCUSDT", frame = "D", from = paste0(Sys.Date()-30, substr(Sys.time(), 11, 19))
                                  , to=Sys.time())


## End(Not run)
## Not run: 
# Download daily data from last one month
x <- getNBTX("BTCUSDT", frame = "D", from = paste0(Sys.Date()-30, substr(Sys.time(), 11, 19))
                                  , to=Sys.time())


## End(Not run)

Download Historical Dataset from Tehran Stock Exchange (TSE)

Description

getTSE function is an easy way to download and organize the historical dataset from websites of TSE (website of "tsetmc"). Since, the raw data are not recorded in a standard format, we provide the function for organize the data in user friendly way. Daily data updated after 13:30 UTC. The market is closed on Friday and Wensday and national holidays.

Usage

	getTSE(file, symbols=NA)
getTSE(file, symbols=NA)

Arguments

file

the path and name of external file which include the name of symbol and company and a specific code.

symbols

a vector of character given the name of assets to download. The name of assets has to be included in the first column of file. The default value is NA which consider all assets at source file to download.

Details

The list of symbols or assets can be named, and the list names will be used as names for the variables. Component data is an array with xts time series object. The name for dimensions are: Open, High, Low, Close, Volume, Last. The value of symbols are appear in Global Environment.

Value

The output is an object of the “assets” name which get all the name of assets list to download.

Examples

## Not run: 
	fpath<-system.file("extdata", "sample.dat", package="TSEtools")
	getTSE(fpath)
	
## End(Not run)
## Not run: 
	fpath<-system.file("extdata", "sample.dat", package="TSEtools")
	getTSE(fpath)
	
## End(Not run)

Hello, World!

Description

Prints 'Hello, world!'.

Usage

hello()
hello()

Examples

hello()
hello()

Daily Profit/Loss

Description

Shows a list of daily profit/loss with percentage and balance for the latest week or month.

Usage

lastPrft(period = "weekly", token)
lastPrft(period = "weekly", token)

Arguments

period

Shows a list of daily profit/loss for a week or month using weekly or monthly. Default is weekly.

token

The token is string value obtain from user ID settings in the NOBITEX. If you are not registered on the website, please use the provided link.

Value

report_date

Date index of the data frame.

total_profit

Total daily profit/loss value.

total_profit_percentage

Total daily profit/loss percentage.

total_balance

Total balance at the end of the day.

Examples

## Not run: 
tkn <- "CONTACT WITH AUTHOR"
lastPrft("monthly", token = tkn)

## End(Not run)
## Not run: 
tkn <- "CONTACT WITH AUTHOR"
lastPrft("monthly", token = tkn)

## End(Not run)

List of trades

Description

This function lists all completed trades.

Usage

lst(n=500, token)
lst(n=500, token)

Arguments

n

An integer value specifying the number of trades to display, with a maximum of 500.

token

The token is string value obtain from user ID settings in the NOBITEX. If you are not registered on the website, please use the provided link.

Value

srcCurrency

Source name of the cryptocurrency

dstCurrency

Destination cryptocurrency; values are Tether or Rials.

timestamp

Trade date and time.

market

Market names

price

Trade price.

amount

Trade amount

total

Total trade value.

type

Trade type (buy or sell).

fee

Trade fee.

id

Trade id.

orderId

Trade order ID.

Examples


## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- lst(n = 500, token = tkn)

## End(Not run)
## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- lst(n = 500, token = tkn)

## End(Not run)

The information on the last trades

Description

Obtain information about the most recent trades conducted in the cryptocurrency market. This data can provide insights into the market trends and help investors make informed decisions.

Usage

marketInfo(src ,dst)
marketInfo(src ,dst)

Arguments

src

List of the some crypto curencies which available in the function.
btc, eth, ltc, usdt, xrp, bch, bnb, eos, xlm, etc, trx, pmn, doge, uni, dai, link, dot, aave, ada, shib, ftm, matic, axs, mana, sand, avax, mkr, gmt, atom, uma, w, rsr, wld, 1m_nft, flow, agld, ton, mask, snt, agix, algo, ssv, band, omg, comp, zrx, rdnt, imx, 1inch, mdt, sushi, bico, gmx, zro, bal, dao, gal, not, nmr, xmr, enj, apt, lrc, dydx, grt, near, cvx, 100k_floki, fil, sol, ldo, crv, aevo, qnt, om, woo, storj, ant, 1m_btt, magic, ape, rndr, hbar, lpt, glm, blur, wbtc, meme, ethfi, egala, arb, fet, skl, cvc, snx, jst, ens, trb, chz, xtz, slp, t, bat, celr, yfi, egld, one, usdc

dst

The destination currency can be chosen in two values: 'rls' (Rial) or 'usdt' (US. Dollar).

Value

The values return as format of a data frame. The colnames of the dimensions are
isClosed: Logit value. TRUE is market close and FALSE is market Open
bestSell: The first line price of bid list
bestBuy: The first line price of ask list
volumeSrc: The volume of the source (src) currency traded.
volumeDst: The volume of the distination (dst) currency traded.
latest: The last price traded.
mark: The mark price is a calculated by the bestSell, bestBuy and latest price.
dayLow: Lowest price in the day
dayHigh: Highes price in the day
dayOpen: Open price in the day
dayClose: Close price in the day
dayChange: Changes price in a day

Examples

## Not run: 
# Download daily data from last one month

marketInfo("btc","rls")

## End(Not run)
## Not run: 
# Download daily data from last one month

marketInfo("btc","rls")

## End(Not run)

Matrix Conversion in Portfolio

Description

mcPrt function compound the vector of assets in matrix form to using the multivariate data analysis. The assets must be included the items of Open, Close, High, Low and Volumn. The function also calculate the rate of return and Sharpe ratio for portfolio selection.

Usage

mcPrt(asset, sub = "::", pstvRtn = FALSE, pr = "daily", Rf = 0.0)
mcPrt(asset, sub = "::", pstvRtn = FALSE, pr = "daily", Rf = 0.0)

Arguments

asset

a character vector of symbols.

sub

The character string in the form of "start date :: end date". The date format is "%Y-%M-%D". Since, the data is time series format, the rules of xts satisfied.

pstvRtn

logical flag to determine, if the symbols with mean of return (see, details) should be positive/negative. Missing value is taken as false. By setting pstvRtn=TRUE, only a check the symbols that the mean of return is not negative and symbols with negative returns will be vanished from the list of calculation.

pr

a character specifying the desired period time of return. Default value is daily. The values get "daily", "weekly" and "monthly".

Rf

an integer value to give risk free.

Details

The values of function contain Sharpe ratio and rate of return. Sharpe ratio is defined as:

$SR=\frac{\bar{R}-R_f}{\sigma_R}$

where $\bar{R}$ is the mean asset return, $R_f$ is the risk free rate of return and $\sigma_R$ is the standard deviation (volatility) of the asset.

Let $X_t$ is the closing price of the asset at time $t$ and its value after a period of length $\Delta t$ , say $X_{t+\Delta t}$ . The return over that period is defined as:

$R_t=\frac{X_{t+\Delta t}}{X_t}-1$

Note that the return equation is equivalent to log return asset when the ratio value of the asset is close to 1 (see, Carmona 2003). To check the goodness of fit test on return value, maximum and minimum of prices, suggested to use the package of gnFit.

Value

The values of function involve close, return, max and min as a matrix and xts format. The columns are a value of assets which is ordered by date. The mean return, volatility and Sharpe ratio are assigned in the out. The plot of return vs volatility and also the graph of Sharpe ratio are outputs of function.

References

Carmona (2003, ISBN:0387202862)

Examples

## Not run: 
fpath<-system.file("extdata", "sample.dat", package="TSEtools")
getTSE(fpath)
rtn<-mcPrt(asset0, sub="2016::", pstvRtn=TRUE, pr="weekly")$return

## End(Not run)
## Not run: 
fpath<-system.file("extdata", "sample.dat", package="TSEtools")
getTSE(fpath)
rtn<-mcPrt(asset0, sub="2016::", pstvRtn=TRUE, pr="weekly")$return

## End(Not run)

Recorde an order's trade

Description

This function is used to submit buy and sell orders on the Nobitex website

Usage

orderADD(typ, src, dst, amnt, prc, stp = NULL, stpL = NULL, exe = "limit", token)
orderADD(typ, src, dst, amnt, prc, stp = NULL, stpL = NULL, exe = "limit", token)

Arguments

typ

"buy" is used for placing buy orders, while "sell" is used for placing sell orders

src

Cryptocurrency sources are defined by lowercase names in the function (e.g., "btc", "eth", "bnb", "paxg").

dst

For the Rials or USD system, the destination currency must be set to either "rls" or "usdt".

amnt

Amount of cryptocurrency to trade

prc

Price of cryptocurrency to trade. The trade price ("prc") depends on the exe's option.

stp

If using stop-loss or OCO, define the stop price here. Default is NULL. When the market price reaches "stp", "prc" is activated and recorded in the order list. For a "buy" position, "stp" must be greater than "prc"; for a "sell"" position, "stp" must be less than prc.

stpL

If using "oco" then stop limit price must be defined. Defualt is NULL. While "stp" is active, "stpl" is recorded as the trade price; otherwise, "prc" is used.

exe

Three common ways to configure a trade: regular trading, stop-loss trading, or One-Cancels-the-Other (OCO) trading.
Regular trading: The limit will be recorded in prc as the trade price. The market will be recorded in prc as the nearest trade price to the latest bid or ask, depending on the buyer or seller.
Stop loss trading: stop_limit and stop_market are two trade types that depend on price of stp.
OCO: Using oco requires defining two price: stp and stpL.

token

The token is string value obtain from user ID settings in the NOBITEX. If you are not registered on the website, please use the provided link.

Value

Returns a list: "ok" if the order is recorded successfully on the website; otherwise, "failed".

Examples

## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- orderADD(typ = "sell", src = "usdt", dst = "rls", amnt = 5, prc = 1600000,
              + exe = "limit", token = tkn)

x <- orderADD(typ = "sell", src = "usdt", dst = "rls", amnt = 5, prc = 1400000,
              + stp = 1300000, exe = "stop_limit", token = tkn)

x <- orderADD(typ = "sell", src = "usdt", dst = "rls", amnt = 5, prc = 1400000,
              + stp = 1300000, stpL = 1350000, exe = "oco", token = tkn)

## End(Not run)
## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- orderADD(typ = "sell", src = "usdt", dst = "rls", amnt = 5, prc = 1600000,
              + exe = "limit", token = tkn)

x <- orderADD(typ = "sell", src = "usdt", dst = "rls", amnt = 5, prc = 1400000,
              + stp = 1300000, exe = "stop_limit", token = tkn)

x <- orderADD(typ = "sell", src = "usdt", dst = "rls", amnt = 5, prc = 1400000,
              + stp = 1300000, stpL = 1350000, exe = "oco", token = tkn)

## End(Not run)

Get the bid and ask prices with the volume

Description

Get the bid and ask prices with the volumes in orders

Usage

orderBook(src)
orderBook(src)

Arguments

src

Value

The values return as a data frame format. The names of the dimensions are
prc.ask: last 24 prices of the asks
vol.ask: a list of last 24 volumes corresponding to the ask's price.
prc.bid: last 24 prices of the bids
vol.bid: a list of last 24 volumes corresponding to the bid's price.
lst.prc: last trade's price

Examples

## Not run: 
# Download bid and ask market price

orderBook("BTCUSDT")

## End(Not run)       
## Not run: 
# Download bid and ask market price

orderBook("BTCUSDT")

## End(Not run)

Order List

Description

The order list shows all registered orders waiting to be traded.

Usage

orderList(token)
orderList(token)

Arguments

token

The token is string value obtain from user ID settings in the NOBITEX. If you are not registered on the website, please use the provided link.

Value

The value returned:

type

Order type: "sell" or "buy".

execution

Order execution type can be "Limit", "Market", "StopMarket", or "StopLimit"

tradeType

Order trade type is "Spot" or "Margin"

srcCurrency

Source currency name ("Bitcoin", "Tether", etc).

dstCurrency

Destination currency name (USDT or RLS).

price

Order price

amount

Order amount

totalOrderPrice

Total order price.

matchedAmount

Matched amount.

unmatchedAmount

Remaining amount for trade.

id

Id number of order.

status

Order status: New, "Active", "Inactive", "Done", or "Canceled".

fee

Order fee.

created_at

Created time of order.

market

Market name of order.

Examples


## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- orderList(token = tkn)

## End(Not run)
## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- orderList(token = tkn)

## End(Not run)

Design the Portfolio of assets

Description

Compute the efficient frontier function for some selected risk functionals in a portfolio optimization setting.

Usage

prtf (x, Rf = 0.0, sh = FALSE ,eRtn = NULL)
prtf (x, Rf = 0.0, sh = FALSE ,eRtn = NULL)

Arguments

x

a numeric matrix of random returns per unit of price within some holding period.

sh

a logical indicating whether shortsales on the risky securities are allowed. Default is FALSE.

Rf

the return of the risk free, i.e. has variance 0.

eRtn

a value of expected returen of portofilo. The mean of whole data defualt.

Details

$R_p = w^t r$

where, $r = ( r_1, \ldots, r_n)^t$ .

To obtain the optimum value of $w_i, i=1,\ldots, n,$ we solve the following model:

$\min w^t \Sigma w\;\; s.t:\;\;w^t r > \mu \;\; and\;\; \sum w_i = 1.$

where, $\mu$ is a constant value. Note that, the portfolio weights may be negative (selling short is allowed).

Value

The minimum weights show with MIN which is the portfolio with the minimum volatility. Market portfolio is given by MP where, the risk free weight w_0 is zero. MP is the tangency point between the market line and efficient frountier curve. A list containing the following components:

prt

list the name of assests in the portfolio

obs.p

return and volatiliy of overall portfolio

vol

volatility of portfolio

rtn

return of portfolio

w

weigths of portfolio

References

Pflug and Romisch (2007, ISBN: 9789812707406)

Examples

## Not run: 
x <- rnorm(500,0.05,0.02)
y <- rnorm(500,0.01,0.03)
z<-cbind(x, y)
colnames(z) <- c("prt1","prt2")

prtf (z, sh = FALSE)

## End(Not run)
## Not run: 
x <- rnorm(500,0.05,0.02)
y <- rnorm(500,0.01,0.03)
z<-cbind(x, y)
colnames(z) <- c("prt1","prt2")

prtf (z, sh = FALSE)

## End(Not run)

The information on the last trades

Description

Obtain information about the most recent trades conducted in the cryptocurrency market. This data can provide insights into the market trends and help investors make informed decisions.

Usage

tradeInfo(src)
tradeInfo(src)

Arguments

src

Value

The values return as a data frame format. The names of the dimensions are
price: List the prices at which the trade was done. volume: List the volume corresponding the price at which the trade was done. type: Type of trade: 'sell' means selecting the price from the bid, and 'buy' refers to the ask price from which you choose.

Examples

# Download daily data from last one month
## Not run: 
tradeInfo("BTCUSDT")

## End(Not run)       
# Download daily data from last one month
## Not run: 
tradeInfo("BTCUSDT")

## End(Not run)

Cancel an order.

Description

Cancel the specified order using the order ID.

Usage

updateStatus(order, st = "canceled", token)
updateStatus(order, st = "canceled", token)

Arguments

order

The order ID can be obtained by using the order list function.

st

By default, the specified order is canceled.

token

The token is string value obtain from user ID settings in the NOBITEX. If you are not registered on the website, please use the provided link.

Examples


## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- orderList(token = tkn)

# Ex. consider the first order recorded,
ID <- x[1]$id

# SELECT SPECIFY ID order from the list
updateStatus( ID, st = "canceled", token = tkn)

## End(Not run)
## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- orderList(token = tkn)

# Ex. consider the first order recorded,
ID <- x[1]$id

# SELECT SPECIFY ID order from the list
updateStatus( ID, st = "canceled", token = tkn)

## End(Not run)

List of Wallet

Description

The wallet list includes the balance and blocked value of each asset.

Usage

walletLST(token)
walletLST(token)

Arguments

token

The token is string value obtain from user ID settings in the NOBITEX. If you are not registered on the website, please use the provided link.

Value

id

Cryptocurrency name and ID.

balance

The balance value is available for orders.

blocked

The blocked value represents funds locked in orders.

Examples

## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- walletLST(token = tkn)

## End(Not run)
## Not run: 
tkn <- "CONTACT WITH AUTHOR"
x <- walletLST(token = tkn)

## End(Not run)

Package 'TSEtools'

Help Index

Cancel a group of orders.

Description

Usage

Arguments

Examples

Capital assets pricing model including a risk-free asset.

Description

Usage

Arguments

Details

Value

References

Examples

Get the bid and ask prices with the cumulative volume

Description

Usage

Arguments

Value

Examples

Get the data of the crypto currency from NOBITEX

Description

Usage

Arguments

Details

Value

Examples

Download Historical Dataset from Tehran Stock Exchange (TSE)

Description

Usage

Arguments

Details

Value

Examples

Hello, World!

Description

Usage

Examples

Daily Profit/Loss

Description

Usage

Arguments

Value

Examples

List of trades

Description

Usage

Arguments

Value

Examples

The information on the last trades

Description

Usage

Arguments

Value

Examples

Matrix Conversion in Portfolio

Description

Usage

Arguments

Details

Value

References

Examples

Recorde an order's trade

Description

Usage

Arguments

Value

Examples

Get the bid and ask prices with the volume

Description

Usage

Arguments

Value

Examples

Order List

Description

Usage