MtGox/API
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.
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 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 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:
<?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)));
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 :
[
{"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
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 :
{"ticker":
{
"high":5.70653,
"low":5.4145,
"avg":5.561388723,
"vwap":5.610932845,
"vol":55698,
"last":5.56915,
"buy":5.51326,
"sell":5.5672
}
}
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
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 .
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 . . .
Streaming API
Real time streaming data may be obtained over the streaming API, implemented in Socket.io[1]. The original WebSocket API[2] 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>
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 a few 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
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",
"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
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/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
- ↑ Socket.io forum announcement by MagicalTux: https://bitcointalk.org/index.php?topic=14412.msg613271#msg613271
- ↑ Original WebSocket thread: https://bitcointalk.org/index.php?topic=5855.msg86219