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Author Topic: MtGox API: zero volume depth updates  (Read 1203 times)
dfrechet (OP)
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May 06, 2013, 04:16:14 AM
 #1

[Posted here because of unbelievably CENSORED posting restriction]

Does anyone know what the deal is with those streaming API depth updates with volume_int set to zero? The total volume still changes, breaking cumulative checks. It appears that about 5% of all depth updates are of this form, with some clustering with respect to the price.
Prattler
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May 06, 2013, 07:37:26 AM
 #2

A very good question! I'd like to know, too... Huh
dfrechet (OP)
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May 06, 2013, 03:09:33 PM
 #3

I will repost in a more appropriate thread.
bark
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May 15, 2013, 09:38:32 AM
Last edit: May 15, 2013, 09:53:26 AM by bark
 #4

Hi!
I am software engineer and designer, developing some free bitcoin-oriented visualisation. And i really cannot get in with Mt.Gox API(s) too. Initially i want to write my own topic, but when i saw this one, decided to join in. I've got the same problem (zero volume packet) plus even more curious data sometimes:

Depth channel of streaming API v2:
Total Volume. It's seems semi-legit for sometimes, but sometimes it has a negative value. wtf?
If zero volume diff may looks like a redundant artefact, negative total volume is just impossible.

What is the best-practice to listen price- and timestamp-accurate orders history?

By the way, issue about the session expiring. Sometimes server drops the connection every several minutes. How can i avoid it? Authenticated access may improve it? Multiple connections with synchronization layer? (Oh shi...)

Just show the right way, please. I googled all of these questions back and forth and the only helpful link that i've got is this thread. Docs are missy and messy.
zaretskysa
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July 22, 2013, 02:10:44 PM
 #5

Multiple connections with synchronization layer to the same websocket (websocket.mtgox.com) does not help. It seems server drops all connections simultaneously. Synchronization can help with two connections to different websockets probably: websocket.mtgox.com and socketio.mtgox.com
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