I have a bot which relies on MtGox API.
I use
http://bitcoinity.org/ like many of you to keep up on the price.
I thought that bitcoinity used the same API as I did (REST), but today I've seen it doesn't.
Where does it take the price from?
How is it possible that the MtGox itself is not able to keep up with its own price while an external application can?
Which MtGox API are you using? They recently switched their API domain from mtgox.com to data.mtgox.com, although some of the mtgox.com API is still available. My android app Bitcoinium uses mtgox.com (API v1) at the moment and it's been quite behind on recent activity. Perhaps data.mtgox.com holds up better?