Hello,
mtgox already provide api for truncated market depth:
https://en.bitcoin.it/wiki/MtGox/API/HTTP/v0#0.2FgetDepth.phpand also for full market depth:
https://en.bitcoin.it/wiki/MtGox/API/HTTP/v1#Full_DepthFull 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-moneydepthfetchThere is probably an argument that can be used to limit the amount of data returned, however it is currently unknown
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