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Author Topic: MtGox API version 2: Unofficial Documentation  (Read 62427 times)
zhangweiwu
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July 13, 2013, 04:35:42 AM
Last edit: July 13, 2013, 05:13:39 AM by zhangweiwu
 #161

I've compiled some information about the socket api here https://bitbucket.org/nitrous/mtgox-api/src/master/socket?at=master with example python code.

Thanks! tested and it works for me. Here is a minimalist sample that works on python3. There are a lot of changes needed for python3, including frequently converting str to bytes, incompatible urlencode() and lack of urllib2. This example uses python-requests to shorten the code in attempt to manifest the security measurement:
Code:
import hmac, base64, hashlib, urllib, time, requests

base = 'https://data.mtgox.com/api/2/'
key = ""
sec = ""

def request(get_or_post, path, inp={}):

    def sign(path, data): # not used by any other functions
        return hmac.new(base64.b64decode(bytes(sec, 'UTF-8')),
            bytes(path+chr(0)+data, 'UTF-8'), hashlib.sha512)

    if get_or_post == 'get':
        return requests.get(base+path)

    inp[u'tonce'] = str(int(time.time()*1e6))
    post_data = urllib.parse.urlencode(inp)
    headers = {
        'Content-Type': 'application/x-www-form-urlencoded',
        'Rest-Key': key,
        'Rest-Sign': base64.b64encode(sign(path, post_data).digest())
    }
    return requests.post(base+path, data = post_data, headers = headers)

# example: get
#r = request('get', 'BTCUSD/money/ticker_fast')
#print(r.text)

# example: post
#r = request('post', 'BTCUSD/money/info')
#print(r.text)

# example: post with params (use your own order ID here)
#data = {'order': 'd5111d57-c495-48a0-923d-59b729dba331', 'type':'ask'}
#r = request('post', 'BTCUSD/money/order/result', data)
#print(r.text)

Output (activated the last most-complicated example)
Code:
!python3 /tmp/test.py
[No se ha escrito nada al disco desde el último cambio]
{"result":"success","data":{"order_id":"d5111d57-c495-48a0-923d-59b729dba331","trades":[{"trade_id":"1373688054789976","primary":"Y","currency":"USD","type":"ask
","properties":"limit","item":"BTC","amount":{"value":"0.01000000","value_int":"1000000","display":"0.01000000\u00a0BTC","display_short":"0.01\u00a0BTC","currenc
y":"BTC"},"price":{"value":"91.89874","value_int":"9189874","display":"$91.89874","display_short":"$91.90","currency":"USD"},"spent":{"value":"0.91899","value_in
t":"91899","display":"$0.91899","display_short":"$0.92","currency":"USD"},"date":"2013-07-13 04:00:54"}],"total_amount":{"value":"0.01000000","value_int":"100000
0","display":"0.01000000\u00a0BTC","display_short":"0.01\u00a0BTC","currency":"BTC"},"total_spent":{"value":"0.91899","value_int":"91899","display":"$0.91899","d
isplay_short":"$0.92","currency":"USD"},"avg_cost":{"value":"91.89900","value_int":"9189900","display":"$91.89900","display_short":"$91.90","currency":"USD"}}}

My (old) column about Bitcoin & China: http://bitcoinblog.de/tag/zhangweiwuengl/
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nitrous (OP)
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July 13, 2013, 04:43:18 PM
 #162

I've compiled some information about the socket api here https://bitbucket.org/nitrous/mtgox-api/src/master/socket?at=master with example python code.

Thanks! tested and it works for me. Here is a minimalist sample that works on python3. There are a lot of changes needed for python3, including frequently converting str to bytes, incompatible urlencode() and lack of urllib2. This example uses python-requests to shorten the code in attempt to manifest the security measurement:

That's great, thanks Smiley If you don't mind, I've uploaded it to the example code section.

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MtGox API v2 Unofficial Documentation Forum Thread: https://bitcointalk.org/index.php?topic=164404.0
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July 19, 2013, 09:11:17 AM
 #163

okay i think i got banned from the mtgox API Sad

Quote
Website is currently unreachable (1)
The website that you are trying to access is in Offline Mode, which means the server is not currently responding.
cloudflare.com

have fetched the trades once in 5 minutes. what shall i do?
nitrous (OP)
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July 19, 2013, 12:08:15 PM
 #164

okay i think i got banned from the mtgox API Sad

Quote
Website is currently unreachable (1)
The website that you are trying to access is in Offline Mode, which means the server is not currently responding.
cloudflare.com

have fetched the trades once in 5 minutes. what shall i do?

That doesn't sound like you've been blocked by cloudflare, it should be more explicit than that. More likely, MtGox was actually offline at that moment. Are you still getting that message?

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July 19, 2013, 02:08:02 PM
 #165

if i run the script from another IP everything is working fine! yes i get this message the since 24hours i think...

okay i think i got banned from the mtgox API Sad

Quote
Website is currently unreachable (1)
The website that you are trying to access is in Offline Mode, which means the server is not currently responding.
cloudflare.com

have fetched the trades once in 5 minutes. what shall i do?

That doesn't sound like you've been blocked by cloudflare, it should be more explicit than that. More likely, MtGox was actually offline at that moment. Are you still getting that message?
nitrous (OP)
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July 19, 2013, 02:42:54 PM
 #166

if i run the script from another IP everything is working fine! yes i get this message the since 24hours i think...

okay i think i got banned from the mtgox API Sad

Quote
Website is currently unreachable (1)
The website that you are trying to access is in Offline Mode, which means the server is not currently responding.
cloudflare.com

have fetched the trades once in 5 minutes. what shall i do?

That doesn't sound like you've been blocked by cloudflare, it should be more explicit than that. More likely, MtGox was actually offline at that moment. Are you still getting that message?

That's weird, maybe you have been then. Try going to #mtgox on freenode IRC and asking for some help. Your best bet is probably 9am-5pm tokyo time so you can ask someone actually at MtGox.

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July 19, 2013, 03:53:36 PM
 #167

fixed my problem. i have switched the url from http to https...
cloudflare is really doing a bad job!
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July 30, 2013, 12:27:19 PM
 #168

Hi Guys, I have been beating my head on this for more than 10hours...

I have written the following javascript code, with the incredibly generous help of the un-official guide:

Code:
function auth() {
var RestKey= 'my API KEY';
var tonce = microtime();
var secret = 'my secret';

var message = 'BTCUSD/money/info' + '\0';
var RestSign = hmac_512(message,secret);
var path = 'https://data.mtgox.com/api/2/BTCUSD/money/info/';
var result = $.ajax({
                        url: path,
                        headers:{'tonce': tonce, 'Rest-Key': RestKey, 'Rest-Sign': RestSign},
                        type: 'POST',
                        success: function (data) {console.log(data);}
                        });
}

where hmac_512 is calculated with jsSHA:

Code:
function hmac_512(message, secret) {
    var shaObj = new jsSHA(message, "TEXT");
    var hmac = shaObj.getHMAC(secret, "B64", "SHA-512", "B64");
    return hmac;
}

the issue is that i keep getting the following error. I think I have tried all possible combinations, but no success. It seems like my headers are not accepted. It does not seem to be an origin-related kind of issue, because that is a different message normally.

Quote
OPTIONS https://data.mtgox.com/api/2/BTCUSD/money/info/ Request header field Rest-Sign is not allowed by Access-Control-Allow-Headers. jquery.min.js:4

XMLHttpRequest cannot load https://data.mtgox.com/api/2/BTCUSD/money/info/. Request header field Rest-Sign is not allowed by Access-Control-Allow-Headers.


Thanks in advance to any helpful soul that could take me out of my misery...
nitrous (OP)
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July 30, 2013, 11:19:15 PM
 #169

Hi Guys, I have been beating my head on this for more than 10hours...

I have written the following javascript code, with the incredibly generous help of the un-official guide:

Code:
function auth() {
var RestKey= 'my API KEY';
var tonce = microtime();
var secret = 'my secret';

var message = 'BTCUSD/money/info' + '\0';
var RestSign = hmac_512(message,secret);
var path = 'https://data.mtgox.com/api/2/BTCUSD/money/info/';
var result = $.ajax({
                        url: path,
                        headers:{'tonce': tonce, 'Rest-Key': RestKey, 'Rest-Sign': RestSign},
                        type: 'POST',
                        success: function (data) {console.log(data);}
                        });
}

where hmac_512 is calculated with jsSHA:

Code:
function hmac_512(message, secret) {
    var shaObj = new jsSHA(message, "TEXT");
    var hmac = shaObj.getHMAC(secret, "B64", "SHA-512", "B64");
    return hmac;
}

the issue is that i keep getting the following error. I think I have tried all possible combinations, but no success. It seems like my headers are not accepted. It does not seem to be an origin-related kind of issue, because that is a different message normally.

Quote
OPTIONS https://data.mtgox.com/api/2/BTCUSD/money/info/ Request header field Rest-Sign is not allowed by Access-Control-Allow-Headers. jquery.min.js:4

XMLHttpRequest cannot load https://data.mtgox.com/api/2/BTCUSD/money/info/. Request header field Rest-Sign is not allowed by Access-Control-Allow-Headers.


Thanks in advance to any helpful soul that could take me out of my misery...

Most (all?) web browsers don't allow you to send ajax requests to other domains, as it presents a security vulnerability. In some browsers you can lower the security settings I think, and you may be able to get it working from localhost, but otherwise you'll need to use an intermediate server-side script to perform the request, and use ajax to talk to this script instead of MtGox.

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July 31, 2013, 02:43:58 PM
 #170

Thanks. I was scouting for another set of few hours to understand how a trading bot extension for Chrome (entirely written in JS) could do it. Then i found that there is a setting that applies only to extensions to disable access control. One can disable access control for Chrome but then the browser needs to be launched with arguments.

I will go for your idea and create a php page server side to handle the requests.

Unwanted setback... Undecided

but, thanks a lot!
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August 02, 2013, 02:10:45 PM
 #171

I've compiled some information about the socket api here https://bitbucket.org/nitrous/mtgox-api/src/master/socket?at=master with example python code.

Thanks! tested and it works for me. Here is a minimalist sample that works on python3. There are a lot of changes needed for python3, including frequently converting str to bytes, incompatible urlencode() and lack of urllib2. This example uses python-requests to shorten the code in attempt to manifest the security measurement:
Code:
import hmac, base64, hashlib, urllib, time, requests

base = 'https://data.mtgox.com/api/2/'
key = ""
sec = ""

def request(get_or_post, path, inp={}):

    def sign(path, data): # not used by any other functions
        return hmac.new(base64.b64decode(bytes(sec, 'UTF-8')),
            bytes(path+chr(0)+data, 'UTF-8'), hashlib.sha512)

    if get_or_post == 'get':
        return requests.get(base+path)

    inp[u'tonce'] = str(int(time.time()*1e6))
    post_data = urllib.parse.urlencode(inp)
    headers = {
        'Content-Type': 'application/x-www-form-urlencoded',
        'Rest-Key': key,
        'Rest-Sign': base64.b64encode(sign(path, post_data).digest())
    }
    return requests.post(base+path, data = post_data, headers = headers)

# example: get
#r = request('get', 'BTCUSD/money/ticker_fast')
#print(r.text)

# example: post
#r = request('post', 'BTCUSD/money/info')
#print(r.text)

# example: post with params (use your own order ID here)
#data = {'order': 'd5111d57-c495-48a0-923d-59b729dba331', 'type':'ask'}
#r = request('post', 'BTCUSD/money/order/result', data)
#print(r.text)

Output (activated the last most-complicated example)
Code:
!python3 /tmp/test.py
[No se ha escrito nada al disco desde el último cambio]
{"result":"success","data":{"order_id":"d5111d57-c495-48a0-923d-59b729dba331","trades":[{"trade_id":"1373688054789976","primary":"Y","currency":"USD","type":"ask
","properties":"limit","item":"BTC","amount":{"value":"0.01000000","value_int":"1000000","display":"0.01000000\u00a0BTC","display_short":"0.01\u00a0BTC","currenc
y":"BTC"},"price":{"value":"91.89874","value_int":"9189874","display":"$91.89874","display_short":"$91.90","currency":"USD"},"spent":{"value":"0.91899","value_in
t":"91899","display":"$0.91899","display_short":"$0.92","currency":"USD"},"date":"2013-07-13 04:00:54"}],"total_amount":{"value":"0.01000000","value_int":"100000
0","display":"0.01000000\u00a0BTC","display_short":"0.01\u00a0BTC","currency":"BTC"},"total_spent":{"value":"0.91899","value_int":"91899","display":"$0.91899","d
isplay_short":"$0.92","currency":"USD"},"avg_cost":{"value":"91.89900","value_int":"9189900","display":"$91.89900","display_short":"$91.90","currency":"USD"}}}

Hi, Currently trying this code. Works well with get but when I try send I get syntax error at this line:
    inp[u'tonce'] = str(int(time.time()*1e6))

why is that? I'm using python3.2 @ linux mint
nitrous (OP)
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August 05, 2013, 09:13:56 PM
 #172

I've compiled some information about the socket api here https://bitbucket.org/nitrous/mtgox-api/src/master/socket?at=master with example python code.

Thanks! tested and it works for me. Here is a minimalist sample that works on python3. There are a lot of changes needed for python3, including frequently converting str to bytes, incompatible urlencode() and lack of urllib2. This example uses python-requests to shorten the code in attempt to manifest the security measurement:
Code:
import hmac, base64, hashlib, urllib, time, requests

base = 'https://data.mtgox.com/api/2/'
key = ""
sec = ""

def request(get_or_post, path, inp={}):

    def sign(path, data): # not used by any other functions
        return hmac.new(base64.b64decode(bytes(sec, 'UTF-8')),
            bytes(path+chr(0)+data, 'UTF-8'), hashlib.sha512)

    if get_or_post == 'get':
        return requests.get(base+path)

    inp[u'tonce'] = str(int(time.time()*1e6))
    post_data = urllib.parse.urlencode(inp)
    headers = {
        'Content-Type': 'application/x-www-form-urlencoded',
        'Rest-Key': key,
        'Rest-Sign': base64.b64encode(sign(path, post_data).digest())
    }
    return requests.post(base+path, data = post_data, headers = headers)

# example: get
#r = request('get', 'BTCUSD/money/ticker_fast')
#print(r.text)

# example: post
#r = request('post', 'BTCUSD/money/info')
#print(r.text)

# example: post with params (use your own order ID here)
#data = {'order': 'd5111d57-c495-48a0-923d-59b729dba331', 'type':'ask'}
#r = request('post', 'BTCUSD/money/order/result', data)
#print(r.text)

Output (activated the last most-complicated example)
Code:
!python3 /tmp/test.py
[No se ha escrito nada al disco desde el último cambio]
{"result":"success","data":{"order_id":"d5111d57-c495-48a0-923d-59b729dba331","trades":[{"trade_id":"1373688054789976","primary":"Y","currency":"USD","type":"ask
","properties":"limit","item":"BTC","amount":{"value":"0.01000000","value_int":"1000000","display":"0.01000000\u00a0BTC","display_short":"0.01\u00a0BTC","currenc
y":"BTC"},"price":{"value":"91.89874","value_int":"9189874","display":"$91.89874","display_short":"$91.90","currency":"USD"},"spent":{"value":"0.91899","value_in
t":"91899","display":"$0.91899","display_short":"$0.92","currency":"USD"},"date":"2013-07-13 04:00:54"}],"total_amount":{"value":"0.01000000","value_int":"100000
0","display":"0.01000000\u00a0BTC","display_short":"0.01\u00a0BTC","currency":"BTC"},"total_spent":{"value":"0.91899","value_int":"91899","display":"$0.91899","d
isplay_short":"$0.92","currency":"USD"},"avg_cost":{"value":"91.89900","value_int":"9189900","display":"$91.89900","display_short":"$91.90","currency":"USD"}}}

Hi, Currently trying this code. Works well with get but when I try send I get syntax error at this line:
    inp[u'tonce'] = str(int(time.time()*1e6))

why is that? I'm using python3.2 @ linux mint

Hi, sorry for the late reply, I've been away from the internet for a few days. That's strange, I tried on my homebrew python 3.3.2 install and that line worked fine. Can you give any more diagnostics from the syntax error?

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August 06, 2013, 07:24:55 AM
 #173

Is there a reliable way to get completed/past order IDs to pass them to the "/money/order/result" query? It seems that whatever they return in the wallet history is not what this API expects.

BTW, great job nitrous on the documentation in general.

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August 06, 2013, 12:52:38 PM
 #174

Is there a reliable way to get completed/past order IDs to pass them to the "/money/order/result" query? It seems that whatever they return in the wallet history is not what this API expects.

BTW, great job nitrous on the documentation in general.

Unfortunately, not really.

Ideally you would need to capture the order ID from a 'money/order/add' request. If not, I believe you may be able to get the order ID from the websocket api if and when a change occurs while the trade is being processed. After it has completed, however, I don't believe there is a way to get its ID.

Your only other option is to collate the information provided by the wallet history to try to collect the information you need.

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August 07, 2013, 05:47:54 AM
 #175

Hmm... I figured as much. I hope they would fix their API soon. Thanks.

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September 02, 2013, 09:32:20 PM
 #176

Hi,

Anybody could recommend how to handle cancel order launched on inactive order?
You can simply have an open order, fetch it's oid, but before you will launch cancel particular oid somebody can fill it.
Currently the mtgox api returns: Error: Internal Server Error, I'm almost sure it is with result = 'error'.
Would be nice direct "cancel all open orders on particular currency" method Smiley

Another question is time threshold described in the most logic way to code "antispam guard", there are some methods which has different api call limits than others in the different time frames, would be good to setup the antispam guardian in the most fitted way.

I remember there was an issue with full trades history download, I can code a script which can download the recent trades history and the csv full history from bitcoincharts and match them. It can be better way than some cloud solution. If anyone interested please write an output format: csv, sql script, sqlite db.

Regards

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September 02, 2013, 10:01:28 PM
 #177

Hi,

Anybody could recommend how to handle cancel order launched on inactive order?
You can simply have an open order, fetch it's oid, but before you will launch cancel particular oid somebody can fill it.
Currently the mtgox api returns: Error: Internal Server Error, I'm almost sure it is with result = 'error'.
Would be nice direct "cancel all open orders on particular currency" method Smiley

Another question is time threshold described in the most logic way to code "antispam guard", there are some methods which has different api call limits than others in the different time frames, would be good to setup the antispam guardian in the most fitted way.

I remember there was an issue with full trades history download, I can code a script which can download the recent trades history and the csv full history from bitcoincharts and match them. It can be better way than some cloud solution. If anyone interested please write an output format: csv, sql script, sqlite db.

Regards

You usually shouldn't get an error. Errors should only occur if the server is having problems or if the order has already been filled. There is no way to cancel all open orders at once. Instead you can do this by calling BTCUSD/money/orders, and then cancelling each of the orders individually.

Usually, a maximum of 10 API requests per 10 seconds will be a good antispam-guard. If you want to do more frequent API calls, try using MtGox's websocket API

There are already some people working on this:
But if you think you have a different approach and want to do it, feel free to create your own script Smiley

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September 02, 2013, 10:20:23 PM
 #178

or if the order has already been filled.
this the the case which I would like to handle, is there any better way to catch that error other than suppress market api error? there should be, open orders can disappear in any time.

this would be the whole new project which currently I don't have time to code.

But if you think you have a different approach and want to do it, feel free to create your own script Smiley
I think I will try

nitrous (OP)
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September 02, 2013, 10:23:15 PM
 #179

or if the order has already been filled.
this the the case which I would handle, is there any better way to catch that error other than suppress market api error? there should be, open orders can disappear in any time.

Sorry, no, you'll just have to check for errors yourself. Anyway, the HTTP API can be unreliable at times so you will need to handle unexpected errors for all methods.

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MtGox API v2 Unofficial Documentation: https://bitbucket.org/nitrous/mtgox-api/overview
MtGox API v2 Unofficial Documentation Forum Thread: https://bitcointalk.org/index.php?topic=164404.0
MusX
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September 03, 2013, 01:16:53 AM
 #180

But if you think you have a different approach and want to do it, feel free to create your own script Smiley
I think I will try
MtGox trades history download R script - https://bitcointalk.org/index.php?topic=286755
no bigquery, no middle hosts, simple logic, opensource, output to csv/sqlite

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