MtGox/API: Difference between revisions

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


==Number Formats==
Two APIs are currently available:


In the "old API", currency- and amount-values (price, volume,...) where given as '''float'''. These values are likely being deprecated and replaced by fields of the same name with "_int" as postfix. These are '''fixed-decimal''', so you have to move the decimal point yourself (divide). The exponent differs based on the kind of the value as follows:
* [[MtGox/API/HTTP|HTTP API]]
* [[MtGox/API/Pubnub|Streaming Pubnub API]]
* [[MtGox/API/Streaming|Streaming websocket API]]


{| class="wikitable"
__TOC__
|-
! Kind of Field !! divide by !! Smallest possible value
|-
| BTC (volume, amount) || 1E8 (10,000,000) || 0.00000001
|-
| USD (price) || 1E5 (100,000) || 0.00001
|-
| JPY (price) || 1E3 (1,000) || 0.001
|}


==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.


Two APIs are available at this point: the HTTP api (available by posting to mtgox.com/code/*) and the websocket API.
In order to convert the '''int''' to a '''decimal''' you can...
 
== Legacy API ==
This API is available in <nowiki>https://mtgox.com/code/*</nowiki>, and provides various informations. It also supports making an order, a withdraw, a deposit, etc.
 
=== Authentication ===
Authentication is performed by posting a username and a password in variables "name" and "pass". Some methods do not require authentication.
 
=== Methods ===
 
==== 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.
 
== Websocket API ==
ported on 7/10/2011 from http://forum.bitcoin.org/index.php?topic=5855.0
 
===Connecting===
 
You can connect via: ws://websocket.mtgox.com/mtgox
 
===Channels===
 
The websocket will subscribe you to some channels automatically:


{| class="wikitable"
{| class="wikitable"
|-
|-
! Channel ID !! Description
! kind of field !! ...divide by !! ...multiply by
|-
|-
| dbf1dee9-4f2e-4a08-8cb7-748919a71b21 || trades (each time a trade happens, you get something here)
| BTC (volume, amount) || 1E8 (100,000,000) || 0.00000001
|-
|-
| d5f06780-30a8-4a48-a2f8-7ed181b4a13f || the mtgox ticker (lots of updates, with often the same data)
| USD, AUD, CAD, CHF, CNY, DKK, EUR, GBP, HKD, NZD, PLN, RUB, SGD, THB, NOK, CZK (price) || 1E5 (100,000) || 0.00001
|-
|-
| 24e67e0d-1cad-4cc0-9e7a-f8523ef460fe || depth information in realtime (price + amount + type... type=1=Ask, type=2=Bid)
| JPY, SEK (price) || 1E3 (1,000) || 0.001
|}
|}


Additionally each user has a "own" channel which streams informations about orders (new order, deleted order, etc) and trades only the user's trades).
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.
 
Each message is a JSON-encoded object, with at least "op" element. The "op" element contains the operation to be done (for outgoing messages), or the type of message (for incoming messages).


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


'''unsubscribe''' Stop receiving messages from a channel (parameter "channel")
USD, AUD, CAD, CHF, CNY, DKK, EUR, GBP, HKD, JPY, NZD, PLN, RUB, SEK, SGD, THB, NOK, CZK


===Incoming Data===
==Date and time==


====Ticker====
Most dates you will find in mtgox API are UNIX time
<source lang="javascript">
{
  "channel":"d5f06780-30a8-4a48-a2f8-ed181b4a13f",
  "op":"private",
  "origin":"broadcast",
  "private":"ticker",
  "ticker":{
    "buy":0.9515,
    "high":1,
    "low":0.91,
    "sell":0.9697,
    "vol":34349
  }
}
</source>
 
'''ticker''' contains the following:
 
{| class="wikitable"
|-
! Name !! Value
|-
| buy || lowest bid as float
|-
| sell || highest ask as float
|-
| high || maximum rate since last close as float
|-
| low || minimum rate since last close as float
|-
| vol || traded volume since last close
|}


====Trade====
See http://en.wikipedia.org/wiki/Unix_time


<source lang="javascript">{
Most programming languages should have tools for managing those timestamps
  "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",
    "tid":"1310279340877902",
    "trade_type":"bid",
    "type":"trade"
  }
}
</source>


'''trade''' contains the following:
==See Also==


{| class="wikitable"
* [http://bitcointalk.org/index.php?topic=164404.0 MtGox API version 2: Unofficial Documentation]
|-
! 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",
    "price":"14.43",
    "price_int":"1443000",
    "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
|-
|  ||
|-
|  ||
 
|}
 
====Order update (private)====
 
<source lang="javascript">
{
  "channel":"(partial key)",
  "op":"private",
  "order_upd":{
    "amount":1000,
    "darkStatus":0,
    "date":1302836027,
    "oid":"(oid)",
    "price":0.9899,"status":1
  },
  "origin":"broadcast",
  "private":"order_upd"
}</source>
 
'''order_upd''' cointains the following:
 
:{| class="wikitable"
|-
! Name !! Value
|-
| amount || change in volume of the order
|-
| darkStatus ||
|-
| oid || ID of the affected order
|-
| price ||
|-
| status ||
|}

Latest revision as of 04:19, 15 November 2013

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

Two APIs are currently available:

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...

kind of field ...divide by ...multiply by
BTC (volume, amount) 1E8 (100,000,000) 0.00000001
USD, AUD, CAD, CHF, CNY, DKK, EUR, GBP, HKD, NZD, PLN, RUB, SGD, THB, NOK, CZK (price) 1E5 (100,000) 0.00001
JPY, SEK (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, NOK, CZK

Date and time

Most dates you will find in mtgox API are UNIX time

See http://en.wikipedia.org/wiki/Unix_time

Most programming languages should have tools for managing those timestamps

See Also

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