Quick script to plot the last 24hrs of mtgox trade data.

btc.R

library("rjson")
library("quantmod")
json_file <- "https://data.mtgox.com/api/2/BTCUSD/money/trades/fetch"
json_data <- fromJSON(paste(readLines(json_file), collapse=""))

mtgox <- json_data$data

trades <-  do.call(rbind.data.frame, mtgox)


trades$bucket <- floor(trades$date / (60*5))
buckets <- unique(trades$bucket)

BTC.Dates <- lapply(buckets, function(x){
  first(as.integer(as.character(trades[trades$bucket == x,]$date)))
})
BTC.Open <- lapply(buckets, function(x){
  first(as.double(as.character(trades[trades$bucket == x,]$price)))
})
BTC.High <- lapply(buckets, function(x){
  max(as.double(as.character(trades[trades$bucket == x,]$price)))
})
BTC.Low <- lapply(buckets, function(x){
  min(as.double(as.character(trades[trades$bucket == x,]$price)))
})
BTC.Close <- lapply(buckets, function(x){
  last(as.double(as.character(trades[trades$bucket == x,]$price)))
})
BTC.Volume <- lapply(buckets, function(x){
  sum(as.double(as.character(trades[trades$bucket == x,]$amount)))
})

BTC <- data.frame(
  "Open" = as.double(BTC.Open),
  "High" = as.double(BTC.High),
  "Low" = as.double(BTC.Low),
  "Close" = as.double(BTC.Close),
  "Volume" = as.double(BTC.Volume)
)

BTC <- as.xts(BTC, order.by=as.POSIXlt(unlist(BTC.Dates), origin="1970-01-01", tz="GMT"))

chartSeries(BTC)
addMACD()
addBBands()