MtGox/API

2012-01-26T07:34:31Z

Seventoes: Update outgoing websocket commands

The [[MtGox]] API provides methods to access information from the market, place orders, and more.

Two APIs are currently available: the HTTP API (available by posting to mtgox.com/code/*) and the websocket API.

==Number Formats==

In the "old API", currency- and amount-values (price, volume,...) were given as '''float'''. These values are likely being deprecated and replaced by fields of the same name with "_int" as suffix. These are '''fixed-decimal''', so you have to move the decimal point yourself (divide). The exponent differs based on the kind of the value.

In order to convert the '''int''' to a '''decimal''' you can...

{| class="wikitable"
|-
! kind of field !! ...divide by !! ...multiply by
|-
| BTC (volume, amount) || 1E8 (10,000,000) || 0.00000001
|-
| USD (price) || 1E5 (100,000) || 0.00001
|-
| JPY (price) || 1E3 (1,000) || 0.001
|}

Implementation advice: it's probably best to use '''int''' or '''Decimal''' (if your language/db offers such a type) in your clients. Using '''float''' will likely lead to nasty rounding problems.

== Currency Symbols ==
List of the currency symbols available with the API:

USD, AUD, CAD, CHF, CNY, DKK, EUR, GBP, HKD, JPY, NZD, PLN, RUB, SEK, SGD, THB

== HTTP API ==
This API is available in <nowiki>https://mtgox.com/api/*</nowiki>, and provides various informations. It also supports making an order, a withdraw, a deposit, etc. There is also a [https://rubygems.org/gems/mtgox Ruby gem] and [[Finance::MtGox|Perl module]] for interacting with the HTTP API.

=== Authentication ===

Authentication is performed by signing each request using HMAC-SHA512. The request must contain an extra value "nonce" which must be an always incrementing numeric value. A reference implementation is provided here:
<source lang="php">
<?php

function mtgox_query($path, array $req = array()) {
// API settings
$key = '';
$secret = '';

// generate a nonce as microtime, with as-string handling to avoid problems with 32bits systems
$mt = explode(' ', microtime());
$req['nonce'] = $mt[1].substr($mt[0], 2, 6);

// generate the POST data string
$post_data = http_build_query($req, '', '&');

// generate the extra headers
$headers = array(
'Rest-Key: '.$key,
'Rest-Sign: '.base64_encode(hash_hmac('sha512', $post_data, base64_decode($secret), true)),
);

// our curl handle (initialize if required)
static $ch = null;
if (is_null($ch)) {
$ch = curl_init();
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/4.0 (compatible; MtGox PHP client; '.php_uname('s').'; PHP/'.phpversion().')');
}
curl_setopt($ch, CURLOPT_URL, 'https://mtgox.com/api/'.$path);
curl_setopt($ch, CURLOPT_POSTFIELDS, $post_data);
curl_setopt($ch, CURLOPT_HTTPHEADER, $headers);

// run the query
$res = curl_exec($ch);
if ($res === false) throw new Exception('Could not get reply: '.curl_error($ch));
$dec = json_decode($res, true);
if (!$dec) throw new Exception('Invalid data received, please make sure connection is working and requested API exists');
return $dec;
}

// example 1: get infos about the account, plus the list of rights we have access to
var_dump(mtgox_query('0/info.php'));

// old api (get funds)
var_dump(mtgox_query('0/getFunds.php'));

// trade example
// var_dump(mtgox_query('0/buyBTC.php', array('amount' => 1, 'price' => 15)));
</source>

Python version here: https://bitcointalk.org/index.php?topic=49789.msg592388#msg592388

=== Cache ===

All of the API methods below have cached results, ticker, depth . . . have a 10 seconds cache .
No need to poll more often, you wont have more results, you could just be blocked by the prolexic anti ddos features.

=== Methods API version 0===

==== 0/data/getTrades.php ====
This allows retrieving all trades which happened in the last 24 hours. The returned data is cached and may not reflect latest activity.

Parameters:
* since: Passing a tid in "since" allows retrieving all trades since that trade. The passed id is may not exist. Ie. to get all trades from the very beginning one would just call https://mtgox.com/code/data/getTrades.php?since=0 . since returns only 100 trades, and you can call the method again by passing the latest trade you have imported in since.

* data is returned in standard json format like :
<source lang="php">
[
{"date":1279408157,
"price":"0.04951",
"amount":"20",
"price_int":"4951",
"amount_int":"2000000000",
"tid":"1",
"price_currency":"USD",
"item":"BTC",
"trade_type":""
"primary":"Y"
},
{"date":1279424586,"price":"0.05941","amount":"50.01","price_int":"5941","amount_int":"5001000000","tid":"2","price_currency":"USD","item":"BTC","trade_type":""}]
</source>

==== 0/getDepth.php ====
Get the current Market depth

https://mtgox.com/api/0/data/getDepth.php?Currency=PLN

https://mtgox.com/api/0/data/getDepth.php?Currency=AUD

https://mtgox.com/api/0/data/getDepth.php?Currency=USD

==== 0/getFunds.php ====
Get your current balance

https://mtgox.com/api/0/getFunds.php

getfunds is now deprecated since multi currency, please use info.php

==== 0/buyBTC.php ====
Place an order to Buy BTC

https://mtgox.com/api/0/buyBTC.php

POST data: amount=#&price=#&Currency=PLN

returns a list of your open orders

you can omit the price to do a market order

==== 0/sellBTC.php ====
Place an order to Sell BTC

https://mtgox.com/api/0/sellBTC.php

POST data: &amount=#&price=#&Currency=PLN

returns a list of your open orders

you can omit the price to do a market order

==== 0/getOrders.php ====
Fetch a list of your open Orders

https://mtgox.com/api/0/getOrders.php

oid: Order ID

type: 1 for sell order or 2 for buy order

status: 1 for active, 2 for not enough funds

==== 0/cancelOrder.php ====
Cancel an order

https://mtgox.com/api/0/cancelOrder.php

POST data: oid=#&type=#

oid: Order ID

type: 1 for sell order or 2 for buy order

==== 0/redeemCode.php ====
Used to redeem a mtgox coupon code

https://mtgox.com/api/0/redeemCode.php

* call with a post parameter "code" containing the code to redeem

* it will return an array with amount (float amount value of code), currency (3 letters, BTC or USD), reference (the transaction id), and status

==== 0/withdraw.php ====
withdraw / Send BTC

https://mtgox.com/api/0/withdraw.php

POST data: group1=BTC&btca=bitcoin_address_to_send_to&amount=#

* pass btca parameter to withdraw to a btc adress

* pass group1 for a coupon : BTC2CODE or USD2CODE

* pass group1=DWUSD&dwaccount=XXX-XXX-XXXX (no btca=xxxxxxx) for a dwolla withdraw

* pass green=1 to use the new greenaddress feature ( see [[GreenAddress]] )
* return code and status if successful

To make a withdraw in another Currency , use group1=USD2CODE and add a Currency parameter ( example Currency=EUR to get a mtgox EUR coupon )

==== 0/btcAddress.php ====
get a bitcoin deposit adress for your account

https://mtgox.com/api/0/btcAddress.php

* pass POST data "description" to add a description that will appear in your history when this BTC address receive a deposit

* returns a bitcoin deposit address

==== 0/history_[CUR].csv ====

Allows downloading your activity history for a given currency (BTC or USD for now).

https://mtgox.com/api/0/history_BTC.csv

https://mtgox.com/api/0/history_USD.csv

encoding is utf-8

==== 0/info.php ====

https://mtgox.com/api/0/info.php

returns info about your account, funds, fees, API privileges, withdraw limits . . .

==== 0/ticker ====

http://mtgox.com/api/0/data/ticker.php

returns the current ticker :

<source lang="php">
{"ticker":
{
"high":5.70653,
"low":5.4145,
"avg":5.561388723,
"vwap":5.610932845,
"vol":55698,
"last":5.56915,
"buy":5.51326,
"sell":5.5672
}
}
</source>

the time frame for high, low, vol, avg, vwap . . . is sliding 24 hours

what is vwap ?

please see http://en.wikipedia.org/wiki/VWAP

=== API version 0 examples ===

==== all api shell type CLI ====

python : http://www.goxsh.info/

perl : http://pastebin.com/vEpgw5nW

==== other ====

https : http://stackoverflow.com/questions/7046370/https-request-with-boost-asio-and-openssl

https://github.com/sje397/mtgox-plasmoid

module perl : http://search.cpan.org/~mndrix/Finance-MtGox-0.02/

==== gather data ====

https://github.com/Lexiks/MyBitBoard

==== gettrade ====

bash : https://bitcointalk.org/index.php?topic=39402.0

perl : http://pastebin.com/raw.php?i=pmhMXZJu

==== ticker ====

http://pastebin.com/pd0ZR4WY

=== Methods API version 1===

==== Multi Currency Ticker ====

https://mtgox.com/api/1/BTCUSD/public/ticker
https://mtgox.com/api/1/BTCEUR/public/ticker

returns the current ticker for the selected currency :

<source lang="php">
{
"result":"success",
"return":
{
"high": {"value":"5.70653","value_int":"570653","display":"$5.70653","currency":"USD"},
"low": {"value":"5.4145","value_int":"541450","display":"$5.41450","currency":"USD"},
"avg": {"value":"5.561119626","value_int":"556112","display":"$5.56112","currency":"USD"},
"vwap": {"value":"5.610480461","value_int":"561048","display":"$5.61048","currency":"USD"},
"vol":
{
"value":"55829.58960346",
"value_int":"5582958960346",
"display":"55,829.58960346\u00a0BTC",
"currency":"BTC"
},
"last_local":{"value":"5.5594","value_int":"555940","display":"$5.55940","currency":"USD"},
"last_orig":{"value":"5.5594","value_int":"555940","display":"$5.55940","currency":"USD"},
"last":{"value":"5.5594","value_int":"555940","display":"$5.55940","currency":"USD"},
"buy":{"value":"5.53587","value_int":"553587","display":"$5.53587","currency":"USD"},
"sell":{"value":"5.56031","value_int":"556031","display":"$5.56031","currency":"USD"}
}
</source>

note : last_local include only the last trade in the selected currency, last_orig include data of the original last trade ( currency,price in currency . . . ),last can be a conversion of the last trde in another currency

==== Multi Currency depth ====

https://mtgox.com/api/1/BTCPLN/public/depth?raw

https://mtgox.com/api/1/BTCAUD/public/depth?raw

==== Multi currency trades ====

https://mtgox.com/api/1/BTCPLN/public/trades?raw

https://mtgox.com/api/1/BTCAUD/public/trades?raw

to get only the trades since a given trade id, you can add the parameter since=<trade_id>

https://mtgox.com/api/1/BTCUSD/public/trades?since=0

https://mtgox.com/api/1/BTCEUR/public/trades?since=1316312781670700

For multi currency,also returns the primary value,"Y" or "N", the primary currency is always the buyers currency

A trade can appear in more than one currency, to ignore duplicates, use only the trades having primary =Y

example of returned data :
<source lang="php">
{"date":1316312781,
"price":"3.5599",
"amount":"3.6900096",
"price_int":"355990",
"amount_int":"369000960",
"tid":"1316312781670700",
"price_currency":"EUR",
"item":"BTC",
"trade_type":"bid",
"primary":"Y",
"properties":"limit,mixed_currency"
}
</source>

==== Cancelled Trades ====

https://mtgox.com/api/1/BTCUSD/public/cancelledtrades

returns a list of all the cancelled trades this last month, list of trade ids in json format .

==== Full Depth ====

https://mtgox.com/api/1/BTCUSD/public/fulldepth

returns full depth

==== Private info ====

https://mtgox.com/api/1/generic/private/info

returns information about your account, funds, fees, API privileges, withdraw limits . . .

==== Your open orders ====

https://mtgox.com/api/1/generic/private/orders

returns information about your current open orders

==== Submit an order ====

https://mtgox.com/api/1/BTCUSD/private/order/add

parameters:
* type (bid|ask)
* amount_int <amount as int>
* price_int <price as int> (can be omitted to place market order)

submits an order and returns info about success or error

==== Currency information ====

https://mtgox.com/api/1/generic/public/currency

pass parameter ?currency=<currency_symbol>

returns information about a currency ( number of decimals . . . )

==== HOTP key ====

https://mtgox.com/api/1/generic/public/hotp_gen

used to generate a new HOTP key ( useful for developpers )

== Streaming API ==
Real time streaming data may be obtained over the streaming API, implemented in [http://socket.io/ Socket.io]<ref>Socket.io forum announcement by MagicalTux: https://bitcointalk.org/index.php?topic=14412.msg613271#msg613271</ref>. The original WebSocket API<ref>Original WebSocket thread: https://bitcointalk.org/index.php?topic=5855.msg86219</ref> is deprecated as of 11-Nov-2011.

===Connecting===
The following JavaScript code establishes a connection in the browser:
<source lang="javascript">
<script src="https://socketio.mtgox.com/socket.io/socket.io.js"></script>
<script>
var conn = io.connect('https://socketio.mtgox.com/mtgox');
conn.on('message', function(data) {
// Handle incoming data object.
});
</script>
</source>

The session ID expires after 30 seconds

===Handling Events===
Socket.io exposes a simple interface for handling events. Handling <tt>message</tt> events is shown above, but there are other events that may be handled:
<source lang="javascript">
conn.on('connect', onConnect);
conn.on('disconnect', onDisconnect);
conn.on('error', onError);
conn.on('message', onMessage);
</source>

===Incoming Data===
Data arrives as a full object instead of as JSON text, eliminating the need to parse the data in the JavaScript handler. Messages that come across the socket to trigger the <tt>message</tt> event will contain the following minimum components:
<source lang="javascript">
{
"op":<OPERATION_TYPE>
}
</source>

The <tt>OPERATION_TYPE</tt> field may take these values:

:{| class="wikitable"
|-
! OPERATION_TYPE !! Description
|-
| subscribe || Notification that the user is subscribed to a channel
|-
| unsubscribe || Messages will no longer arrive over the channel
|-
| remark || A server message, usually a warning
|-
| private || The operation for depth, trade, and ticker messages
|}

===op:subscribe and op:unsubscribe===
The subscribe and unsubscribe message data are very simple, containing the channel and the operation.
<source lang="javascript">
{
"channel":<CHANNEL_ID>,
"op":"subscribe" OR "unsubscribe"
}
</source>

Some of the channels are:

:{| class="wikitable"
|-
! Channel ID !! Description
|-
| dbf1dee9-4f2e-4a08-8cb7-748919a71b21 || Trades
|-
| d5f06780-30a8-4a48-a2f8-7ed181b4a13f || Ticker
|-
| 24e67e0d-1cad-4cc0-9e7a-f8523ef460fe || Depth
|}

===op:remark===
The remark operation contains message and success fields.
<source lang="javascript">
{
"op":"remark",
"message":<MESSAGE FROM THE SERVER>,
"success":<boolean>
}
</source>

===op:private===
The payloads of the <tt>op:private</tt> messages contain the real time market information. Each message follows this form:

<source lang="javascript">
{
"channel":<CHANNEL_ID>,
"op":"private",
"private":<MESSAGE_TYPE>,
<MESSAGE_TYPE>:<DATA_PAYLOAD>
}
</source>

The <tt>MESSAGE_TYPE</tt> field may take the values:

:{| class="wikitable"
|-
! MESSAGE_TYPE !! Description
|-
| ticker || Ticker messages
|-
| trade || Trades, as they occur
|-
| depth || Orders placed or removed
|}

====Ticker====
Ticker messages contain the current inside Bid and Ask as well as daily highs, lows, and volume. The fields contained in the ticker match those defined in the version 1.0 API above. All fields contain <tt>currency</tt>, <tt>display</tt>, <tt>value</tt>, and <tt>value_int</tt> entries.
<source lang="javascript">
{
"channel":"d5f06780-30a8-4a48-a2f8-7ed181b4a13f",
"op":"private",
"origin":"broadcast",
"private":"ticker",
"ticker":{
"avg":{
"currency":"USD",
"display":"$2.26847",
"value":"2.26847",
"value_int":"226847"
},
"buy":{...},
"high":{...},
"last":{..},
"last_local":{...},
"last_orig":{...},
"low":{...},
"sell":{...},
"vol":{
"currency":"BTC",
"display":"118,696.02104208",
"value":"118696.02104208",
"value_int":"11869602104208"
},
"vwap":{...}
}
}
</source>

====Trade====
<source lang="javascript">{
"channel":"dbf1dee9-4f2e-4a08-8cb7-748919a71b21",
"op":"private",
"origin":"broadcast",
"private":"trade",
"trade":{
"amount":2.71,
"amount_int":"271000000",
"date":1310279340,
"item":"BTC",
"price":14.43,
"price_currency":"USD",
"price_int":"1443000",
"primary":"Y",
"properties":"limit, mixed_currency",
"tid":"1310279340877902",
"trade_type":"bid",
"type":"trade"
}
}
</source>

'''trade''' contains the following:

:{| class="wikitable"
|-
! Name !! Value
|-
| amount || the traded amount in item (BTC), float, deprecated
|-
| amount_int || the traded amount * 1E8
|-
| date || unix timestamp of trade
|-
| item || What was this trade about
|-
| price || price per unit, float, deprecated
|-
| price_int || price in smallest unit as integer (5 decimals of USD, 3 in case of JPY)
|-
| price_currency || currency in which trade was completed
|-
| tid || Trade id (big integer, which is in fact trade timestamp in microseconds)
|-
| trade_type || Did this trade result from the execution of a bid or a ask?
|-
|}

====Depth====

Changes to the market depth data are broadcast so an up-to-date market depth can be kept by clients.

<source lang="javascript">{
"channel":"24e67e0d-1cad-4cc0-9e7a-f8523ef460fe",
"depth":{
"currency":"USD",
"item":"BTC",
"now":"1323644358437819",
"price":"14.43",
"price_int":"1443000",
"total_volume_int":"849766000",
"type":1,
"type_str":"ask",
"volume":"-2.71",
"volume_int":"-271000000"
},
"op":"private",
"origin":"broadcast",
"private":"depth"
}</source>

'''depth''' contains the following:

:{| class="wikitable"
|-
! Name !! Value
|-
| currency || the currency affected
|-
| item || the item (BTC)
|-
| price || price as a float, deprecated
|-
| price_int || the price at which volume change happened (5 decimal for USD, 3 for JPY)
|-
| type || 1=ask, 2=bid. deprecated, use type_str
|-
| type_str || type of order at this depth, either "ask" or "bid"
|-
| volume || the volume change as float, deprecated
|-
| volume_int || volume change * 1E8

|}

===Possible outgoing commands===
==== unsubscribe ====
Stop receiving messages from a channel

{
"op":"unsubscribe",
"channel":<CHANNEL ID>
}

Responds with an identical message to confirm
==== mtgox.subscribe ====
Subscribe to a channel to start receiving messages from it.

{
"op": "mtgox.subscribe",
"type": "ticker"
}
"type" can be ticker, trades, or depth.

=== examples ===

==== ticker ====
javascript, using hookio :

http://www.youtube.com/watch?v=KD5ljtNK72U

http://github.com/hookio

http://github.com/cronopio/hook.io-mtgox

Another node.js project, using plain websockets (largely based on cronopio's work) :

https://github.com/dlanod/node-mtgox-websocket-client

==== arbitrage ====
https://github.com/goteppo/ArBit

==== websocket ====
https://github.com/cronopio/hook.io-ws

https://github.com/dlanod/node-mtgox-websocket-client

== References ==
<references></references>