---
title: "CoinGecko integration: a second source for crypto2"
output: rmarkdown::html_vignette
vignette: >
  %\VignetteIndexEntry{CoinGecko integration}
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteEncoding{UTF-8}
---

```{r, eval = FALSE, purl = FALSE, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment  = "#>",
  eval     = FALSE,
  purl     = FALSE
)
```

# Why a second source?

`crypto2` was built around CoinMarketCap (CMC). The `cg_*` functions are a
second, independent source that returns tibbles with the **same column
conventions** as the CMC functions, so research code that already
consumes a `crypto_*` tibble works on a `cg_*` tibble too.

Three concrete reasons to bother with a second source:

* **Triangulation.** If a factor signal disagrees between CMC and CG,
  treat the disagreement as informative on its own. Most schema /
  data-quality regressions show up first as a cross-source delta. The
  vignette `cg-vs-cmc` shows the dedicated reconciliation workflow.
* **Independence.** CMC and CG are owned and operated separately, so
  policy changes on one side do not affect the other.
* **Universe completeness.** CG exposes a separate (and partially
  non-overlapping) set of delisted coins to CMC, so combining the two
  universes captures more of the historic cross-section than either
  one alone.

This vignette focuses on **how** to actually pull a complete history
out of CG for asset-pricing research.

# Build a survivorship-bias-free price history (free, no key)

The end-to-end recipe is three lines of code. It produces a daily panel
of `(slug, date, close, volume, market_cap)` for every coin CoinGecko
has ever tracked -- active *and* delisted -- back to each coin's
listing date.

```{r, eval = FALSE, purl = FALSE}
library(crypto2)
library(arrow)

# 1. Full historic universe: active + delisted, via cg_id_mapping()
universe <- cg_list(only_active = FALSE)

# 2. Daily close / volume / market cap, full lifetime per coin.
#    Skip OHLC here -- it adds a 3rd HTTP call per coin and is the only
#    free-tier-capped stream (see "What is NOT in the free tier" below).
options(crypto2.cg_what = c("price", "market_cap"))
hist <- cg_history(universe)

# 3. Persist
arrow::write_parquet(hist, "data/cg_history.parquet")
```

**Output shape (`hist`)**: columns match `crypto_history()` exactly --
`id, slug, name, symbol, timestamp, ref_cur_id, ref_cur_name, open,
high, low, close, volume, market_cap, time_open, ...`. Under the
default `date_convention = "end_of_day"`, dates are labelled with CMC's
convention so `close[X] / close[X-1] - 1` is the return earned during
date X (see `vignette("cg-vs-cmc")` for the date-convention story).

## Preconditions

* **Run from a workstation / local machine.** CoinGecko serves the full
  historic backfill freely, but its bot filtering refuses requests from
  some cloud / VPS environments. If `cg_history()` prints the one-time
  message *"CoinGecko refused the request from this environment"*, the
  recipe above will not complete on your host. Workarounds:
  (a) run the bootstrap on a laptop, ship the parquet to the server;
  (b) use the one-shot Pro recipes in
  `vignette("coingecko-pro-backfill")`.
* **The historic mapping must be reachable.** `cg_list(only_active =
  FALSE)` calls `cg_id_mapping()` to download the slug / numeric-id /
  symbol / name archive of delisted coins. The mapping is cached after
  the first call; if the download itself is blocked, only the bundled
  fallback (~20 reference coins) is used and you will see a yellow
  *"using bundled sample"* message.

## What you get back

| Column | Coverage on free tier |
|---|---|
| `close` | full lifetime of each coin (daily) |
| `volume` | full lifetime of each coin (daily) |
| `market_cap` | full lifetime of each coin (daily) |
| `open`, `high`, `low` | **only the most recent 365 days**; older rows have `NA` here |

For complete OHLC over the full history (microstructure work,
candlestick-based signals, intraday volatility models), see the Pro
recipes in `vignette("coingecko-pro-backfill")`.

# Function reference

All four exported `cg_*` functions accept the same arguments as their
`crypto_*` counterparts. Arguments without a CG equivalent (e.g.
`add_untracked`, `requestLimit`, `single_id`) are kept for parity and
silently ignored. Arguments where CG is more restrictive (e.g.
`which = "historical"` in `cg_listings()`) emit a one-line warning and
coerce to the supported mode.

| Purpose | CMC | CoinGecko |
|---|---|---|
| Coin universe | `crypto_list()` | `cg_list()` |
| Current snapshot | `crypto_listings()` | `cg_listings()` |
| Daily history | `crypto_history()` | `cg_history()` |
| Per-coin metadata | `crypto_info()` | `cg_info()` |

## `cg_list()` -- the universe

```{r, eval = FALSE, purl = FALSE}
universe       <- cg_list()                       # active coins only
universe_full  <- cg_list(only_active = FALSE)    # + historic mapping
```

`only_active = FALSE` is the survivorship-bias-corrected universe: the
output is `cg_list()`'s active rows plus the historic-only rows from
`cg_id_mapping()`. A single one-line message reports the mapping's
harvest date: *"Historic data retrieval is current until YYYY-MM-DD"*.

## `cg_listings()` -- current cross-section

```{r, eval = FALSE, purl = FALSE}
snap <- cg_listings(which = "latest", quote = TRUE, limit = 1000)
```

`which = "historical"` and `which = "new"` warn and coerce to
`"latest"` -- CG's free tier does not expose the historical
cross-section in a single call. To build your own cross-section history
on the free tier, snapshot `cg_listings()` periodically (cron) and
accumulate the parquet output:

```{r, eval = FALSE, purl = FALSE}
arrow::write_dataset(
  cg_listings(which = "latest", quote = TRUE),
  path        = "data/cg_listings",
  partitioning = "harvested_at"
)
```

## `cg_history()` -- the workhorse

Covered in the recipe at the top of this vignette. Key knobs:

* `start_date` / `end_date` -- date window (client-side filter).
* `options(crypto2.cg_what = ...)` -- restrict to `c("price",
  "market_cap")` to skip OHLC and save one HTTP call per coin.
* `date_convention = c("end_of_day", "raw")` -- default `"end_of_day"`
  aligns dates with CMC; see `vignette("cg-vs-cmc")`.

## `cg_info()` -- per-coin metadata

```{r, eval = FALSE, purl = FALSE}
info <- cg_info(cg_list()[1:10, ])
```

Description, categories, contract addresses across chains, and various
link fields. Same column conventions as `crypto_info()`.

# What is NOT in the free tier

The free tier covers every cell needed for daily asset-pricing work
*except* the older end of the OHLC quartet:

* **OHLC (open / high / low) older than ~365 days.** Close is fine
  (returned from the price stream), volume and market cap are fine,
  but the three intra-day extreme columns come back `NA` for any date
  more than a year old. For a complete backfill, run the Pro recipes
  in `vignette("coingecko-pro-backfill")` once -- the recipes are kept
  inline in that vignette rather than exported from the package, so
  the package itself stays key-less.

# Cross-checking against CMC

Triangulation is one click away once you have the parquet from the
recipe above. The dedicated vignette `cg-vs-cmc` walks through:

* the date-convention difference between CMC and CG and how `crypto2`
  harmonizes it;
* a worked BTC reconciliation showing typical agreement < 0.05% per day;
* which fields are expected to agree exactly vs. which ones genuinely
  differ between providers (volume disagrees more than price -- they
  aggregate over different exchange sets).

A live cross-source test (`tests/testthat/test-cg-vs-cmc.R`) runs in CI
and will fail loudly if either provider drifts.