Bitcoin Forum
December 04, 2016, 10:23:01 AM *
News: Latest stable version of Bitcoin Core: 0.13.1  [Torrent].
 
   Home   Help Search Donate Login Register  
Pages: [1]
  Print  
Author Topic: making sense of mtgox depth apis  (Read 1524 times)
osmosis
Sr. Member
****
Offline Offline

Activity: 301



View Profile
January 26, 2012, 09:59:24 PM
 #1

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?
Advertised sites are not endorsed by the Bitcoin Forum. They may be unsafe, untrustworthy, or illegal in your jurisdiction. Advertise here.
1480846981
Hero Member
*
Offline Offline

Posts: 1480846981

View Profile Personal Message (Offline)

Ignore
1480846981
Reply with quote  #2

1480846981
Report to moderator
1480846981
Hero Member
*
Offline Offline

Posts: 1480846981

View Profile Personal Message (Offline)

Ignore
1480846981
Reply with quote  #2

1480846981
Report to moderator
1480846981
Hero Member
*
Offline Offline

Posts: 1480846981

View Profile Personal Message (Offline)

Ignore
1480846981
Reply with quote  #2

1480846981
Report to moderator
osmosis
Sr. Member
****
Offline Offline

Activity: 301



View Profile
January 26, 2012, 10:16:59 PM
 #2

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.
Pages: [1]
  Print  
 
Jump to:  

Sponsored by , a Bitcoin-accepting VPN.
Powered by MySQL Powered by PHP Powered by SMF 1.1.19 | SMF © 2006-2009, Simple Machines Valid XHTML 1.0! Valid CSS!