Topic: Data source url change (ticker, depth, history) (Read 17620 times)
@MagicalTux can you explain whit your ticker send a last price at 112 when the best bid was 140 ??
Magicaltux yesterday feeds from mtgox.com were timeouting since bitfinex.com is trading quite allot on your books can plz fix your stuff or provide a dedicated API
The v0 getTrades is cached ~120 seconds, even with ?since=. The v1/v2 api is cached 15 seconds only if ?since= is passed.
Hi Tux,
What about the cache time of v1/v2 api of Ticker and Depth?
Quote
MtGox: 314.5 USD/BTC
The much I like that number... is the ticker jumping for me only or for everybody?
Quote
{"saveTime": 1364484370.9484749, "warning": "THIS API IS DEPRECATED. Please upgrade to newer API such as https://data.mtgox.com/api/2/BTCUSD/money/ticker", "ticker": {"sell": 317, "buy": 314.5, "last": 314.5, "vol": 979, "last_local": 314.5, "last_all": 310.49079, "vwap": 299.89697478400001, "high": 316.91019, "low": 279.89999999999998, "avg": 301.46424582200001}}
But it was stated earlier that the "since" parameter is for a trade ID, not a timestamp, so I don't think that would work.
It does work, at least for me. It appears they calculate trade id based on time stamp. In every case I have examined, the trade id was the same as trade time, but with 6 extra digits. 
2112, thanks for your help with that.
Anybody know if there's a way to specify that you want data since a certain date? Like if I wanted the past 24 hours of trades, is there a way to do that?
since is in time units*1000000Anybody know if there's a way to specify that you want data since a certain date? Like if I wanted the past 24 hours of trades, is there a way to do that?
to start x hours ago you can calculate
since = int(time() - x*60*60)*1000000
url = "http://data.mtgox.com/api/1/BTCUSD/trades?since=" + str(since)
You will get batches of 100 trades, so you need to keep calling
with since set to highest tid in previous batch
But it was stated earlier that the "since" parameter is for a trade ID, not a timestamp, so I don't think that would work.
2112, thanks for your help with that.
Anybody know if there's a way to specify that you want data since a certain date? Like if I wanted the past 24 hours of trades, is there a way to do that?
since is in time units*1000000Anybody know if there's a way to specify that you want data since a certain date? Like if I wanted the past 24 hours of trades, is there a way to do that?
to start x hours ago you can calculate
since = int(time() - x*60*60)*1000000
url = "http://data.mtgox.com/api/1/BTCUSD/trades?since=" + str(since)
You will get batches of 100 trades, so you need to keep calling
with since set to highest tid in previous batch
2112, thanks for your help with that.
Anybody know if there's a way to specify that you want data since a certain date? Like if I wanted the past 24 hours of trades, is there a way to do that?
Anybody know if there's a way to specify that you want data since a certain date? Like if I wanted the past 24 hours of trades, is there a way to do that?
Because of the hickups (price jumping randomly +-30%) in the old ticker I switched to the new one today.
Only now do I realize how messed up it really is.
For some reason the standard python json decoder decodes the numbers as unicode strings and not as numbers....
Probably these encoded chars are the problem:
vol":{"value":"72063.77361237","value_int":"7206377361237","display":"72,063.77\u00a0BTC","display_short":"72,063.77\u00a0BTC"
Took me a while to get aware of that, watch out.
edit: Now that was BS, the reason is the quotes around the numbers of course. why did you add quotes to the values?
Only now do I realize how messed up it really is.
For some reason the standard python json decoder decodes the numbers as unicode strings and not as numbers....
Probably these encoded chars are the problem:
vol":{"value":"72063.77361237","value_int":"7206377361237","display":"72,063.77\u00a0BTC","display_short":"72,063.77\u00a0BTC"
Took me a while to get aware of that, watch out.
edit: Now that was BS, the reason is the quotes around the numbers of course. why did you add quotes to the values?
as snoleo pointed out already:
why did you remove the old ticker and bloat it even more? it was too much already.
and the depth... oh my.
why did you remove the old ticker and bloat it even more? it was too much already.
and the depth... oh my.
But who will be kind to come answer my question?
The answer is that they are trying to provide support for the FIX protocol http://en.wikipedia.org/wiki/Financial_Information_eXchange .Please learn it or be left it the dustbin. There is no way forward that continues to use the old RPC polling paradigm.
Yep, see the top of the thread. The APIs will stay the same at launch. We will probably layer on FIX support for CoinLab customers.
Hi Tux, I'm new to the API. Can you tell me what the since= param means? I imagine it means "trades since this time" or "trades since this far back", but I don't know what unit it's measuring in. Minutes? Hours? Days?
since=N
It will get trades which were execuated after that trades ID N (excludes ID N)
PS: Tux seems too busy to answer our questions , so we have to try to help each other. But who will be kind to come answer my question?
Hi Tux, I'm new to the API. Can you tell me what the since= param means? I imagine it means "trades since this time" or "trades since this far back", but I don't know what unit it's measuring in. Minutes? Hours? Days?
The v0 getTrades is cached ~120 seconds, even with ?since=. The v1/v2 api is cached 15 seconds only if ?since= is passed.
However if you're looking for realtime activity, you should be using the realtime feeds.
Hi Tux,
1. About the cache time, does getDepth and ticker cached the same time as getTrades in v0?
2. What is the cache time of depth and trades in v1 and v2?
3. Would you please provide a v1/v2 api returned reduced data to save the bandwidth?
4. And if there is an api to provide the most recent 100 or 60 trades?
Sorry for so many questions. Please kindly give some specifications, thanks!
https://classic.mtgox.com/trade/history not showing info anymore! 
Hi, You did not mention socket.io api url changes. Will it change too?
And if yes do you know about current socket.io behaviour? Client connects, connect event invoked, and then no any subscribtion message appear. Just silence.
Can you comment on this effect? What can be done?
And if yes do you know about current socket.io behaviour? Client connects, connect event invoked, and then no any subscribtion message appear. Just silence.
Can you comment on this effect? What can be done?
No change on the socketio url, however we are testing a new system that'll be much better to handle the load. Tests are currently being done.
Hi, can you be so kind to tell more details about newsystem. In another thread they mentioned socketio-beta.mtgox.com I tried to connect there with my nodejs socket.io-client lib and got only multiple errors.
while the same lib seems compatible with the old socketio.mtgox.com but it is highly highly unstable. Very often client connects (get connect event) and then nothing more just silence no any subscribtion mesages. Also I connect with such url https://socketio.mtgox.com/mtgox?Currency=USD,EUR,GBP,CNY,RUB,CAD,PLN,AUD which contains 8 currencies. Could this be an issue in my case?
please advice.
So I guess maybe MtGox has cached the trades data for 2-3 minutes. Tux , would you please give some specification on that?
Hi,
The v0 getTrades is cached ~120 seconds, even with ?since=. The v1/v2 api is cached 15 seconds only if ?since= is passed.
However if you're looking for realtime activity, you should be using the realtime feeds.
And I also find that maybe MtGox has cached the json data, since whether I use php curl or Chrome browser directly , I cannot get the trades executed in last 10-15 seconds . Instead , I always get the trades executed 1-3 minutes ago. And users watching the realtime trades data complain about the delays. 2-4 minutes is just too long.
So I guess maybe MtGox has cached the trades data for 2-3 minutes. Tux , would you please give some specification on that?
So I guess maybe MtGox has cached the trades data for 2-3 minutes. Tux , would you please give some specification on that?
Hi bzzard,
Are you the author of btccharts.com ?
It is a very great flash real time depth chart and I like it.
Are you the author of btccharts.com ?
It is a very great flash real time depth chart and I like it.
MagicalTux - please at least respond to snoleo post - APIv0 data format is actually great
I've talked also with MtGox support on this topic but they ignore this question.
Can you say in numbers - how much cache time is changed?
I've talked also with MtGox support on this topic but they ignore this question.
Can you say in numbers - how much cache time is changed?
No change on the socketio url, however we are testing a new system that'll be much better to handle the load. Tests are currently being done.
Sounds great. So whats the name of new system? Or it's still socket.io? Jump to: