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Author Topic: making sense of mtgox depth apis  (Read 1590 times)
osmosis
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January 26, 2012, 09:59:24 PM
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Okay, so this comes in through the streaming API:
Depth, feed=streaming| price 5.6 | price_int 560000 | ask | total_vol_int 2972500000 | vol 9.725 | vol_int 972500000 | stamp=1327613046260877 |

Shortly after, I run the http depth api and get this..
{price: 5.6, amount: 29.725, price_int: "560000", amount_int: "2972500000", stamp: "1327611635210081"},

So the depth api is returning the exact same volume for 5.6, but displaying a time stamp about 23 minutes old. Why?

This is just one example, i can pull hundreds of these our my script that is detecting them.

I am also detecting between calls to the depth http api where the timestamp remains the same for a given price_int level, but the amount_int is changing.
How can the amount_int change without the timestamp being updated?
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osmosis
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January 26, 2012, 10:16:59 PM
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okay, so the timestamp on the http api is for the most recent order remaining on the book at that price. That explains the discrepancy.
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