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#)
=== Arbitrage ===
* https://github.com/goteppo/ArBit
* https://github.com/vbmithr/breakbot
==See Also==
* MtGox/API/HTTP/v1
* MtGox API version 2: Unofficial Documentation
== References ==