binxr

An R client for the Binance REST API (Spot, Futures, and Options).

Documentation site: https://oliverlds.github.io/binxr/

Overview

binxr provides lightweight helpers for: - Public market data (ticker prices, klines, exchange info) - Authenticated endpoints (account info, positions, and order management) - Spot, USD-M futures, and options product areas - Data returned as data.table for easy downstream analysis

Installation

# From GitHub (using remotes or devtools)
remotes::install_github("OliverLDS/binxr")

Quick Start

library(binxr)

# Create a public config without credentials.
cfg <- config_futures(api_key = NULL, secret_key = NULL)

# Prepare values using local helper logic, without making a network request.
exchange_info <- list(
  symbols = list(
    ETHUSDT = list(
      filters = list(
        list(filterType = "PRICE_FILTER", tickSize = "0.01"),
        list(filterType = "LOT_SIZE", stepSize = "0.001")
      )
    )
  )
)

round_price_qty(exchange_info, "ETHUSDT", price = 1800.123, quantity = 0.12345)

Live API requests require network access. Authenticated trading endpoints also require Binance API credentials supplied explicitly or via BINX_API_KEY and BINX_SECRET_KEY.

library(binxr)

cfg <- config_futures()

# Public futures market data.
futures_get_server_time(config = cfg)
futures_get_mark_price(symbol = "ETHUSDT", config = cfg)

# Public spot and options market data.
spot_get_ticker_price(symbol = "BTCUSDT", config = config_spot())
options_get_mark_price(config = config_options())

Order-management helpers such as futures_place_order() and spot_place_order() are intentionally not shown as copy-paste quick-start code: review Binance permissions, testnet settings, and order parameters before using them with real credentials.

Requirements

• R >= 4.1.0
• Packages: httr2, jsonlite, digest, data.table, rlang

License

MIT License (see LICENSE file).

Developed by Oliver Zhou, 2025.