MtGox/API: Difference between revisions

Revision as of 22:19, 28 September 2011

The MtGox API provides various methods to access different informations 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.

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 (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.

HTTP API

This API is available in https://mtgox.com/api/*, and provides various informations. It also supports making an order, a withdraw, a deposit, etc. There is also a Ruby gem and Perl module for interacting with the HTTP API.

Authentication

Authentication information may be compromised. See Discussion Delete when verified...

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. In addition to the "nonce" value, your POST data must also include your username and password values, named "name" and "pass" respectively. A reference implementation is provided here:

<?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)));

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 :

[
{"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":""}]

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

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

return code and status if successful

0/btcAddress.php

get a bitcoin deposit adress for your account

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

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.php

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

0/info.php

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

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

0/ticker

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

returns the current ticker :

{"ticker":
 {
 "high":5.70653,
 "low":5.4145,
 "avg":5.561388723,
 "vwap":5.610932845,
 "vol":55698,
 "last":5.56915,
 "buy":5.51326,
 "sell":5.5672
 }
}

API version 0 examples

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 :

{
"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"}
 }

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 :

{"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"
}

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 .

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

The WebSocket protocol version used is that described in draft-ietf-hybi-thewebsocketprotocol-00 (aka draft-00).

Channels

The websocket will subscribe you to some channels automatically:

Channel ID	Description
dbf1dee9-4f2e-4a08-8cb7-748919a71b21	trades (each time a trade happens, you get something here)
d5f06780-30a8-4a48-a2f8-7ed181b4a13f	the mtgox ticker (lots of updates, with often the same data)
24e67e0d-1cad-4cc0-9e7a-f8523ef460fe	depth information in realtime (price + amount + type... type=1=Ask, type=2=Bid)

Additionally each user has a "own" channel which streams informations about orders (new order, deleted order, etc) and trades only the user's trades).

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

unsubscribe Stop receiving messages from a channel (parameter "channel")

Incoming Data

Ticker

{
  "channel":"d5f06780-30a8-4a48-a2f8-7ed181b4a13f",
  "op":"private",
  "origin":"broadcast",
  "private":"ticker",
  "ticker":{
    "buy":0.9515,
    "high":1,
    "low":0.91,
    "sell":0.9697,
    "vol":34349
  }
}

ticker contains the following:

Name	Value
buy	highest bid as float
sell	lowest 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

{
  "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"
  }
}

trade contains the following:

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.

{
  "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"
}

depth contains the following:

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

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

@@ Line 516: / Line 516: @@
 http://github.com/cronopio/hook.io-mtgox
-javascript, using plain websockets (largely based on cronopio's work) :
+Another node.js project, using plain websockets (largely based on cronopio's work) :
 https://github.com/dlanod/node-mtgox-websocket-client

MtGox/API: Difference between revisions

Revision as of 22:19, 28 September 2011

Number Formats

HTTP API

Authentication

Cache

Methods API version 0

0/data/getTrades.php

0/getDepth.php

0/getFunds.php

0/buyBTC.php

0/sellBTC.php

0/getOrders.php

0/cancelOrder.php

0/redeemCode.php

0/withdraw.php

0/btcAddress.php

0/history_[CUR].csv

0/info.php

0/ticker

API version 0 examples

all api shell type CLI

other

gather data

gettrade

ticker

Methods API version 1

Multi Currency Ticker

Multi Currency depth

Multi currency trades

Cancelled Trades

Websocket API

Connecting

Channels

Possible outgoing commands

Incoming Data

Ticker

Trade

Depth

examples

ticker

arbitrage

websocket

Navigation menu

Search