MtGox/API/Streaming

Real time streaming data may be obtained over the streaming API, implemented in Socket.io. The original WebSocket API is deprecated as of 11-Nov-2011.

Connecting

The following JavaScript code establishes a connection in the browser:

<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>

The session ID expires after 30 seconds

Handling Events

Socket.io exposes a simple interface for handling events. Handling message events is shown above, but there are other events that may be handled:

conn.on('connect',    onConnect);
conn.on('disconnect', onDisconnect);
conn.on('error',      onError);
conn.on('message',    onMessage);

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 message event will contain the following minimum components:

{
  "op":<OPERATION_TYPE>
}

The OPERATION_TYPE field may take these values:

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.

{
  "channel":<CHANNEL_ID>,
  "op":"subscribe" OR "unsubscribe"
}

Some of the channels are:

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.

{
  "op":"remark",
  "message":<MESSAGE FROM THE SERVER>,
  "success":<boolean>
}

op:private

The payloads of the op:private messages contain the real time market information. Each message follows this form:

{
  "channel":<CHANNEL_ID>,
  "op":"private",
  "private":<MESSAGE_TYPE>,
  <MESSAGE_TYPE>:<DATA_PAYLOAD>
}

The MESSAGE_TYPE field may take the values:

MESSAGE_TYPE	Description
ticker	Ticker messages
trade	Trades, as they occur
depth	Orders placed or removed
result	The result of a websocket-encapsulated version 1 HTTP API request

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 currency, display, value, and value_int entries.

{
  "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":{...}
  }
}

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",
    "primary":"Y",
    "properties":"limit, mixed_currency",
    "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",
    "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"
}

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

Result

Output from HTTP API version 1 requests that were sent over the websocket.

{
    "id":<REQUEST ID>,
    "op":"result",
    "result": {
        ...
    }
}

"result" contains the result of the call the same as if it were called over the HTTP API. <REQUEST ID> is the ID chosen by you when the request was sent.

Private per-account messages

The streaming API provides a private channel for every user which receives updates for account-related activities like new orders being created. To subscribe, do:

{
    "op":"mtgox.subscribe",
    "key":<PRIVATE_IDKEY>
}

<PRIVATE_IDKEY> is obtained by sending a request to generic/private/idkey in the version 1 API. Either over HTTP or through the websocket using op:call.

user_order

user_order is sent when a the status of a user's order is changed.

{
    "channel":  <USER CHANNEL GUID>
    "op": "private".
    "origin": "broadcast",
    "private": "user_order".
    "user_order": {
        "amount": {
            "currency": "BTC",
            "display": "1.00000000\U00a0BTC",
            "value": "1.00000000",
            "value_int": "100000000"
        },
        "currency": "USD",
        "date": "1330522328",
        "item": "BTC",
        "oid": <ORDER GUID>,
        "price": {
            "currency": "USD",
            "display": "$10.00000",
            "value": "10.00000",
            "value_int": "1000000",
        };
        "status": <ORDER STATUS>,
        "type": <ORDER TYPE>,
    };
}

Name	Value
USER CHANNEL GUID	GUID of private user channel
ORDER GUID	GUID of order
ORDER STATUS	New status of the order. Can be pending, post-pending, open, or invalid
ORDER TYPE	bid or ask

When an order is cancelled, the "user_order" field only contains the "oid", and none of the other fields.

Outgoing commands

Direct commands

Commands that can be sent without authentication

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.

Authenticated commands

These commands require an API key and secret pair to sign requests. Any of the "version 1" requests from the HTTP API can be called.

{
    "op":"call",
    "id":<REQUEST ID>,
    "call":<BASE-64 ENCODED SIGNED REQUEST>,
    "context":"mtgox.com"
}

<REQUEST ID> can be any string, it's used to identify the response as belonging to this request when an answer comes back. md5'ing your nonce is a good way to get an id.

"call" must be a base-64 encoded string consisting of, in order: an API key, a signed copy of the response, and the response text itself.

The queries themselves look like:

{
    "id":<REQUEST ID>,
    "call":<HTTP API ENDPOINT>,
    "nonce":<REQUEST NONCE>,
    "params":<REQUEST PARAMETERS>,
    "item":"BTC"
}

<HTTP API ENDPOINT> is the last two path components of any version 1 API endpoint, for example private/info, or public/cancelledtrades.

<REQUEST PARAMETERS> is optional for any request that doesn't have parameters.

The signing process is similar to the HTTP API, but because we can't send headers in an open websocket, the API key and signed request are simply prepended to the actual query data and base64 encoded. Reference implementations are available at https://github.com/MtGox/websocket

Here's a sample of how to create a valid request in PHP 5.3:

$nonce = explode(' ', microtime(false));
$nonce = $nonce[1].substr($nonce[0], 2, 6);
$id = md5($nonce); // id can be anything to recognize this call
$query = array('call' => $call, 'params' => $params, 'item' => $item, 'currency' => $currency, 'id' => $id, 'nonce' => $nonce);
$query = json_encode($query);
// generate signature
$sign = hash_hmac('sha512', $query, base64_decode($apiSecret), true);
// prefix signature to query
$query = pack('H*', str_replace('-','',$apiKey)).$sign.$query;
// send query
$call = array('op' => 'call', 'call' => base64_encode($query), 'id' => $id, 'context' => 'mtgox.com');
// $call can now be pushed out to the websocket

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

A python example : https://github.com/3M3RY/python-mtgox

arbitrage

https://github.com/goteppo/ArBit

websocket

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

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