Is websocket api down?
It's down for me for at least the last hour.And thanks for the nice explanation, MagicalTux. I wrote a client in haskell, I'll post it when the subscription part is complete.
Topic: [BETA] MTGox websocket API, testers wanted - page 21. (Read 77681 times)
And thanks for the nice explanation, MagicalTux. I wrote a client in haskell, I'll post it when the subscription part is complete.
Is websocket api down?
Code:
$ telnet websocket.mtgox.com 80
Trying 69.64.54.38...
telnet: Unable to connect to remote host: Connection refused
Trying 69.64.54.38...
telnet: Unable to connect to remote host: Connection refused
Damn it...
So many things to learn, and only one life
So many things to learn, and only one life
Hello, thanks for the API. Few questions/comments:
b) Can you please post example of subscribe/unsubscribe command? It's not clear for me how to unsubscribe from ticker.
c) Can you include (official) server timestamps to the broadcasts? Client timestamps in trading platforms are hell...
b) Can you please post example of subscribe/unsubscribe command? It's not clear for me how to unsubscribe from ticker.
c) Can you include (official) server timestamps to the broadcasts? Client timestamps in trading platforms are hell...
Yes, from reading the protocol specification, it looks like I have to send all sorts of different bytes at different times to the server. Some of them translate into ASCII, while others are non-printing. I get confused here, because in the examples, it looks like we're just sending plain lines of text. Do we need byte strings? Do we need /r/n newlines?
And server timestamps would be a huge help! There are multiple options here, really. First, you could just timestamp very accurately, so the client can recreate the actual order flow precisely. Alternatively (and probably easier), just create a long integer ascending order number that goes along with the trades and orders. That way, the server can stay on whole seconds for timestamps, but the client can arrange trades and orders accurately using the id numbers. There should be separate numbering lists for orders and trades, of course.
Additionally each user has a "own" channel which streams informations about orders (new order, deleted order, etc) and trades only the user's trades).
Does a user's "own" channel include information about when BTC/USD funds post to his account?
Hello, thanks for the API. Few questions/comments:
a) What exactly is the ticker? Why server broadcast so many packets without any changed data? I see few updates per second without any change...
b) Can you please post example of subscribe/unsubscribe command? It's not clear for me how to unsubscribe from ticker.
c) Can you include (official) server timestamps to the broadcasts? Client timestamps in trading platforms are hell... I'm sorry, I miss 'date' field 
a) What exactly is the ticker? Why server broadcast so many packets without any changed data? I see few updates per second without any change...
b) Can you please post example of subscribe/unsubscribe command? It's not clear for me how to unsubscribe from ticker.
I'm hoping to move my automated trading system from poll-based to event-based. It's first I heard about websockets, looks like it's invented for browser based systems. Is it worth writing a standalone program that makes use of this (in which case I'll start right ahead) or do you have a more basic socket interface in your plans? Or am I talking nonsense (haven't slept for a while)?
The draft-75 version of the protocol is really easy to implement from an application.
You send a simple HTTP request:
Code:
GET /mtgox HTTP/1.1
Upgrade: WebSocket
Connection: Upgrade
Host: websocket.mtgox.com
Origin: null
Upgrade: WebSocket
Connection: Upgrade
Host: websocket.mtgox.com
Origin: null
(remember to add an empty line at the end)
And you get the following reply:
Code:
HTTP/1.1 101 Web Socket Protocol Handshake
Upgrade: WebSocket
Connection: Upgrade
WebSocket-Origin: null
WebSocket-Location: ws://websocket.mtgox.com/mtgox
Upgrade: WebSocket
Connection: Upgrade
WebSocket-Origin: null
WebSocket-Location: ws://websocket.mtgox.com/mtgox
Once you got this, the websocket server will send you frames in the following format: a NUL byte (00), some JSON-encoded data, and a FF byte. You can then decode each json packet as they come and handle them.
You can also send packets in the same way, by sending a NUL byte, some json-encoded data, and a FF byte (for example to send an unsubscribe request, or subscribe to a mtgox key).
Example with telnet: http://dl.dropbox.com/u/24900303/screenshot/2011/04/20110415_websocket_telnet_example.png
I'm hoping to move my automated trading system from poll-based to event-based. It's first I heard about websockets, looks like it's invented for browser based systems. Is it worth writing a standalone program that makes use of this (in which case I'll start right ahead) or do you have a more basic socket interface in your plans? Or am I talking nonsense (haven't slept for a while)?
I look forward to a feed of bids and asks, so I can restore newsham's page to it's former glory. I don't need the whole order book to be sent every time there's a change; just a stream of updates would be good. For example:
add 1001 bid 23.45 1.043
add 1002 ask 34.56 1.07
remove 1001
fill 1002 14.56
fill 1002 20.00
...
add 1001 bid 23.45 1.043
add 1002 ask 34.56 1.07
remove 1001
fill 1002 14.56
fill 1002 20.00
...
Should be possible, I'll do something
I look forward to a feed of bids and asks, so I can restore newsham's page to it's former glory. I don't need the whole order book to be sent every time there's a change; just a stream of updates would be good. For example:
add 1001 bid 23.45 1.043
add 1002 ask 34.56 1.07
remove 1001
fill 1002 14.56
fill 1002 20.00
...
add 1001 bid 23.45 1.043
add 1002 ask 34.56 1.07
remove 1001
fill 1002 14.56
fill 1002 20.00
...
Hoping newsham (or anyone else) will update the MtGox chart to accommodate the new Websocket data feed:
http://www.thenewsh.com/~newsham/x/mtgox/
http://www.thenewsh.com/~newsham/x/mtgox/
This will help a ton! Thank you very much.
Nice keep the updates coming Tux much appreciated.
Hi,
There's a new MTGox websocket API. This API works by subscription to channels, and each channel is represented by an UUID.
You can connect via: ws://websocket.mtgox.com/mtgox
The websocket will subscribe you to some channels automatically:
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:
Example incoming data:
Ticker
Contains:
Depth update
Contains:
(priv) Order update
This is still under tests, and any element of this websocket API may change anytime.
Ideas/comments are welcome
There's a new MTGox websocket API. This API works by subscription to channels, and each channel is represented by an UUID.
You can connect via: ws://websocket.mtgox.com/mtgox
The websocket will subscribe you to some channels automatically:
- 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")
Example incoming data:
Ticker
Code:
{"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}}
TradeCode:
{"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"}}
Contains:
- amount: the traded amount in item (BTC), float, deprecated
- amount_int: same as amount, but in smallest unit
- 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 update
Code:
{"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"}
Contains:
- currency: the currency affected
- item: the item (BTC)
- price: price as a float, deprecated
- price_int: the price at which volume change happened
- type: 1=ask 2=bid. Deprecated, see 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 in smallest unit
(priv) Order update
Code:
{"channel":"(partial key)","op":"private","order_upd":{"amount":1000,"darkStatus":0,"date":1302836027,"oid":"(oid)","price":0.9899,"status":1},"origin":"broadcast","private":"order_upd"}
This is still under tests, and any element of this websocket API may change anytime.
Ideas/comments are welcome
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