Hello,

mtgox already provide api for truncated market depth: https://en.bitcoin.it/wiki/MtGox/API/HTTP/v0#0.2FgetDepth.php
and also for full market depth: https://en.bitcoin.it/wiki/MtGox/API/HTTP/v1#Full_Depth
Full market depth is limited in use in time, also it is not very practical to process so distant orders data every time.

Looking at the recent trading volumes it is clear that amount of orders returned by truncated market depth api is very small. Currently it returns around 6000 btc. Comparing to daily volume of all btc traded on that market it is definitely not enough.
Is there any way to get market depth 2-5 times depper than current truncated? and do not download full depth...

As i read in unofficial api doc here: https://bitbucket.org/nitrous/mtgox-api/overview#markdown-header-moneydepthfetch
Anybody knows anything about it? is it possible to use this argument for full depth to download only small part of full depth?
can filter_min_price and filter_max_price be an arguments for this api call?

Thx in advance

Sorry, I'm not sure, if I got your question right, but you want to maintain a live orderbook without rate limitations? You don't need to download the whole book every few seconds.

I think this is the way to go:

 - download full order book
 - subscribe to order book updates via their streaming socket

Because you only receive updates, traffic is quite low, but as rate limit allows, you can and should do periodical synchronization by downloading the full book.

I'm not sure about the reasons for not downloading the full book, so I can only guess that it's about rate limit and data transfer.

Does that satisfy your needs?

You're welcome. What programming language do you want to use? Maybe I have some code fragments for you to start.