Topic: making sense of mtgox depth apis (Read 1721 times)
okay, so the timestamp on the http api is for the most recent order remaining on the book at that price. That explains the discrepancy.
Okay, so this comes in through the streaming API:
Depth, feed=streaming| price 5.6 | price_int 560000 | ask | total_vol_int 2972500000 | vol 9.725 | vol_int 972500000 | stamp=1327613046260877 |
Shortly after, I run the http depth api and get this..
{price: 5.6, amount: 29.725, price_int: "560000", amount_int: "2972500000", stamp: "1327611635210081"},
So the depth api is returning the exact same volume for 5.6, but displaying a time stamp about 23 minutes old. Why?
This is just one example, i can pull hundreds of these our my script that is detecting them.
I am also detecting between calls to the depth http api where the timestamp remains the same for a given price_int level, but the amount_int is changing.
How can the amount_int change without the timestamp being updated?
Depth, feed=streaming| price 5.6 | price_int 560000 | ask | total_vol_int 2972500000 | vol 9.725 | vol_int 972500000 | stamp=1327613046260877 |
Shortly after, I run the http depth api and get this..
{price: 5.6, amount: 29.725, price_int: "560000", amount_int: "2972500000", stamp: "1327611635210081"},
So the depth api is returning the exact same volume for 5.6, but displaying a time stamp about 23 minutes old. Why?
This is just one example, i can pull hundreds of these our my script that is detecting them.
I am also detecting between calls to the depth http api where the timestamp remains the same for a given price_int level, but the amount_int is changing.
How can the amount_int change without the timestamp being updated?
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