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An R client for the Binance REST API (Spot, Futures, and Options).
Documentation site: https://oliverlds.github.io/binxr/
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
# From GitHub (using remotes or devtools)
remotes::install_github("OliverLDS/binxr")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.
httr2, jsonlite,
digest, data.table, rlangMIT License (see LICENSE file).
Developed by Oliver Zhou, 2025.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.