You're assuming that the OP cared about storage (on a decent scale) as opposed to just live and recent data for the calculation of indicators etc..

In any case, you can use SQLite with Excel, so....

Hi,

I've currently got an Excel live pricing feed (GOX and BTC-e) made up, so if you're interested, give me a shout.

May well integrate order execution into it as well down the track. Also (re: VBA = bad) - what a senseless comment.

Also, if anyone is interested, I have an Excel RTD feed for GOX and BTC-e. Give me a shout if interested.
NOTE: It is NOT free.

I've got something that I developed for myself that I'm considering making commercial (although at the moment it covers BTC-e and GOX only).

By all means shoot me a PM and we can see what we can come up with.

Nitrous,

Many thanks for the comprehensive reply. A great help. Yes, caching seems to be the issue (I am in Australia) as I can definitively answer that I could not get anywhere near 20 updates as fast as you can..

I had had some issues with the websocket so (for the time being went with the V2 API (did everything using V2 API so was interested to read you referring to V1) but will take a look at the V1 stuff.

Also, yes the whole trade data history thing is an issue but it looks like it will be sorted soon on the face of it.

Regards,

Steve.

Hi All,

I just wanted to check that I wasn't going mad on a few GOX related API (v2) 'issues' (as i see them) if you could perhaps provide some knowledge / experience ? I have developed a desktop trading client for GOX and BTCE but for GOX I have issues with the request throttling by the GOX servers. What I mean by this is the max frequency of requests if you will. Currently I have:

1. Ticker updates on a 1 second update timer (although the server just seems to cache my last request and resend it to me until their refresh throttle period has been reached (10 seconds) ?

2. Account updates I also want to have on a 1 or maybe 5 second update but naturally these requests 'overlap' with the ticker requests and are throttled likewise to the (assume) 10 second rule.

3. Trades - you would think that GOX would be keen to have trades come through and perhaps not impose as stringent as above) restrictions on trade instructions but seemingly they do for this also.

Has anybody else experienced the above ? What is the throttle 'policy' ? How have you overcome it ? Is it per account or per APIKey (eg will 3 Keys and Secrets circumvent it) ?

Understand that API 2.0 is the latest but in all seriousness (unless I am missing something) what is the point in using it for a serious application at all ? It stands to reason that I want ticker data to come in, very shortly thereafter (based off this data) make a trade, as soon as the result of the trade is back in, update the users' account details.

Seems to me this is only 'fluid and workable' if we use 3*throttle period (assumed to be 10s), therefore the entire process really needs to be across 30seconds. We all know what can happen in 30 seconds right !?

Any and all input appreciated...

Steve.

Two pints then ! 

A pint of cold beer for someone to pipe up ! 

Guys,

As I saw another post here in the Newbies section relating to web sockets and code, thought this was a good place for me (newbie) to post my question. I am having an issue with getting data returned from the web socket (i am using a version of Basic btw). So far, the below is the situation:

I can successfully initiate the handshake but am unable to subscribe to a channel and get some data returned. Below is the data being sent and the returned data and the area where I am having issues:

websocket.mtgox.com
GET /mtgox/Currency=USD HTTP/1.1
Upgrade: websocket
Connection: Upgrade
Host: websocket.mtgox.com:80
Origin: websocket.mtgox.com:80
Sec-WebSocket-Key: UWaphFPiSqq3f2gOmaD5Sg==
Sec-WebSocket-Version: 13

RETURNS:

�4{"message":"Now online (no channels)","op":"remark"}

Which is expected but when I try to initiate a subscribe, I just keep on getting disconnected:

\x00{"channel":"d5f06780-30a8-4a48-a2f8-7ed181b4a13f","op":"subscribe"}\xFF

Now, please be advised that I have put \x00 and \xFF in the above as I believe that is the correct notation for PHP and Python. As I am using Basic, I have set the first byte to 0 and the last to 255 and included the ANSI text above. Done the same with converting the JSON ANSI string above to UTF-8 but still no luck..Have tried to use Wireshark to get a handle on exactly what is being sent but my wireless hardware is not allowing promiscuous something or other.

Any pointers would be very helpful ! With my Basic version, I will have to handle any unicode etc conversions myself etc..

Am definitely slightly bolder after having started this exercise !

Cheers,

The General.