MtGox/API/Streaming
Real time streaming data may be obtained over the streaming API, using Socket.io or the vanilla websocket
websocket channel list
List of the public streaming channels :
https://mtgox.com/api/2/stream/list_public
Connecting
- Host: websocket.mtgox.com or socketio.mtgox.com
- Port: 80 or 443 ( ssl )
- Namespace: /mtgox (Including beginning slash)
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 Currency parameter
use : websocket.mtgox.com:80/mtgox?Currency=EUR
and the websocket will give you updates in EUR currency
if you need need more than one currency, you can add currency symbols like that :
websocket.mtgox.com:80/mtgox?Currency=EUR,USD
websocket.mtgox.com:80/mtgox?Currency=EUR,USD,CHF
find the list of currency symbols on https://en.bitcoin.it/wiki/MtGox/API#Currency_Symbols
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 result The response for op:call operations
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 properties "market": the trade ate the whole order, "limit": the trade ate the order partially - some of the original order still exists 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 total_volume_int total volume at this price, after applying the depth update, can be used as a starting point before applying subsequent updates. 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
op: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. Valid states are: pending, post-pending, open, executing, invalid, or stop. |
| ORDER TYPE | bid or ask |
When an order is cancelled, the "user_order" field only contains the "oid", and none of the other fields.
wallet
Updates to the user's wallet balance.
{
"channel": <USER CHANNEL GUID>,
"op": "private",
"origin": "broadcast",
"private": "wallet",
"wallet": {
"op": <UPDATE SOURCE>,
"amount": {
...
},
"info": <UPDATE INFO>,
"ref": <REFERENCE CODE>,
"balance": {
...
}
}
}
"..." values above are normal 'amount' type dictionaries containing "currency", "value", "value_int", and "display".
| Name | Value |
|---|---|
| USER CHANNEL GUID | GUID of private user channel |
| ORDER GUID | GUID of order |
| UPDATE SOURCE | Cause of the balance update. Can be: in, out, earned, spent, withdraw, or deposit |
| UPDATE INFO | Human readable string describing the update. Same string you see in the account history on mtgox.com |
| REFERENCE CODE | Reference code for bank transfers. "null" if this isn't a bank transfer. |
Description of the different source types:
| Source | Description |
|---|---|
| deposit | Account deposits |
| withdraw | Account withdrawals |
| earned | Amount of USD gained from a trade |
| spent | Amount of USD used for a trade |
| in | Amount of BTC gained from a trade |
| out | Amount of BTC used for a trade |
| fee | MtGox fees |
trade
Trades that happen on behalf of a user whose private channel you're subscribed to issue trade messages with the same format as the public trades channel does. If you're subscribed to both, be careful not to take both into account during calculations, it might cause some hard to track down issues
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 HTTP API version 1 methods can be called. Responses are op:result
{
"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.
Find a few explanations about tonce and nonce on : https://en.bitcoin.it/wiki/MtGox/API/HTTP#tonce_and_nonce
"call" must be a base-64 encoded string consisting of, in order: an API key, a signed copy of the request, and the request 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
Tickers
- https://github.com/ralphtheninja/goxstream (Node.js readable stream)
- https://github.com/ralphtheninja/goxtick (Node.js EventEmitter, works in the browser with browserify)
- https://github.com/cronopio/hook.io-mtgox (Node.js)
- https://github.com/timmolter/XChange (Java)
Websockets
- https://github.com/cronopio/hook.io-ws (Node.js)
- https://github.com/progrium/wssh (Python)
- https://github.com/sta/websocket-sharp (C#)
- https://github.com/qsnjason/goxsocketjs (Node.js and HTML5 Browsers - High Level Trading API)
REST
- https://github.com/ameen3/node-mtgox-apiv2 (Node.js, supports v2 API)
- https://bitbucket.org/pipe2grep/cryptocoinxchange (C#)