I'm getting started with the mtgox api. I'm primarily using this page to tell me how to use it.
What I've currently got, is I can fetch the depth and then put the bids and asks into 'buckets' (each being a range of price), and can tell you the volume at each bucket.
Now what I want to be able to is keep this updated every second or so.
So I'd need to be keeping track of:
Trades being made (ie Bids/Asks being met).
Bids/Asks being cancelled.
It appears as if the old version of the api could show the net change at each volume, but this doesn't appear to be the case for the new version.
How would I go about doing this?