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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.


Two APIs are available at this point: the HTTP api (available by posting to mtgox.com/code/*) and the websocket API.
Two APIs are currently available:  
 
* [[MtGox/API/HTTP|HTTP API]]
* [[MtGox/API/Pubnub|Streaming Pubnub API]]
* [[MtGox/API/Streaming|Streaming websocket API]]
 
__TOC__


==Number Formats==
==Number Formats==
Line 13: Line 19:
! kind of field !! ...divide by !! ...multiply by
! kind of field !! ...divide by !! ...multiply by
|-
|-
| BTC (volume, amount) || 1E8 (10,000,000) || 0.00000001
| BTC (volume, amount) || 1E8 (100,000,000) || 0.00000001
|-
|-
| USD (price) || 1E5 (100,000) || 0.00001
| USD, AUD, CAD, CHF, CNY, DKK, EUR, GBP, HKD, NZD, PLN, RUB, SGD, THB, NOK, CZK (price) || 1E5 (100,000) || 0.00001
|-
|-
| JPY (price) || 1E3 (1,000) || 0.001
| JPY, SEK (price) || 1E3 (1,000) || 0.001
|}
|}


Line 25: Line 31:
List of the currency symbols available with the API:
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
USD, AUD, CAD, CHF, CNY, DKK, EUR, GBP, HKD, JPY, NZD, PLN, RUB, SEK, SGD, THB, NOK, CZK
 
== 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 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
 
==== 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
 
==== 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>
 
===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 a few 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",
    "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",
    "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
 
|}
 
===Possible outgoing commands===
'''unsubscribe''' Stop receiving messages from a channel (parameter "channel")
 
=== 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) :
==Date and time==


https://github.com/dlanod/node-mtgox-websocket-client
Most dates you will find in mtgox API are UNIX time


==== arbitrage ====
See http://en.wikipedia.org/wiki/Unix_time
https://github.com/goteppo/ArBit


==== websocket ====
Most programming languages should have tools for managing those timestamps
https://github.com/cronopio/hook.io-ws


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


== References ==
* [http://bitcointalk.org/index.php?topic=164404.0 MtGox API version 2: Unofficial Documentation]
<references></references>

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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