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Author Topic: MtGox Order Book (perl)  (Read 1401 times)
sjk
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May 02, 2011, 01:10:09 PM
 #1

I hacked together a simple perl script that quickly displays the top 20 bids/asks on MtGox along with some other information. The script can be found at http://pastebin.com/huJpYZf4
And the output looks something like this:

Code:
LAST MATCH        ACTIVITY
Price: 3.12001    Orders: 186
 Time: 13:09:34   Volume: 32126

 SELL ORDERS     BUY  ORDERS
Lot     Price    Price   Lot
-----------------------------
2.48    3.13999| 3.111   137.602
1.89    3.15509| 3.11    15.98 
1.55    3.249  | 3.1     100.806
51.35   3.25   | 3.08711 10.5   
26.3    3.2599 | 3.087   68     
10      3.25999| 3.082   318.15
7.64    3.2698 | 3.08    52.325
12      3.27   | 3.05    17     
20      3.28   | 3.016   20     
20.59   3.29   | 3.0126  268.146
7.18    3.2991 | 3.009   50     
127.1   3.3    | 3.001   125   
20      3.31   | 3       190.285
426.86  3.311  | 2.99    1     
10      3.312  | 2.98    50     
267.49  3.33   | 2.95    74.6   
10      3.34   | 2.921   2.2   
68.7    3.35   | 2.92    3     
39.834  3.39   | 2.901   20     
10      3.39849| 2.9001  97     

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Nefario
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May 02, 2011, 01:39:06 PM
 #2

So you're the one responsible for DDosing mtgox, joking.

No need to go and do this, look here http://mtgox.com/code/data/getDepth.php

PGP key id at pgp.mit.edu 0xA68F4B7C

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May 02, 2011, 02:16:24 PM
 #3

Thanks for sharing!  Looks interesting, but how about another version that updates in real-time using Mt.Gox new websockets interface?

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May 02, 2011, 02:39:56 PM
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Thanks for sharing!  Looks interesting, but how about another version that updates in real-time using Mt.Gox new websockets interface?

I wrote before the websocket api was available and just posted it now. I'll take a look at adding support

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