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Current market depth available at https://mtgox.com/api/0/data/getDepth.php?Currency=USD All trades which happened in the last 24 hours available at https://mtgox.com/code/data/getTrades.php Retrieves 100 trades that happend after specified transaction https://mtgox.com/code/data/getTrades.php?since="transaction tid" A script is required to retrive ...


5

GDAX offers 0% fee to maker (traders who's trades are being matched by a seller or buyer). That incentives traders to try to match bid and ask as close as possible thus reducing spreads.


4

In my experience requesting the full market depth from MtGox, often results in flat out incorrect information. To deal with this I've resorted to constructing my own, in a similar manner as you described above. What I do is, using the websocket api, I look at all incoming depth events. I then keep two ordered arrays of bids and asks. On depth events if the ...


4

They're both representing the same thing over different time periods. The values on the drop down are always for the past 24 hours, the values on the graph depend on what time range you're viewing. In your example 75584 is the number of bitcoins traded in the past 24 hours, and 17261 is the number traded between 19:00 and 20:00


4

I can't seem to find it either, I'm pretty sure that they used to show it. The market depth is available in their API though and if you want something a bit more user friendly it is also available on Bitcoin Charts.


3

To get ALL mtgoxUSD trades since the start you can use the following url: www.bitcoincharts.com/t/trades.csv?symbol=mtgoxUSD&start=0 WARNING. This generates a 49mb csv at the moment and can take some time, so please only follow the link if you actually need the data. Visit http://bitcoincharts.com/about/markets-api/ for more information.


3

for the reports you have: mtgoxlive.com/orders bitcoincharts.com/markets/mtgoxUSD_depth.html for the source data you have: en.bitcoin.it/wiki/MtGox/API/HTTP/v0#0.2FgetDepth.php (truncated) en.bitcoin.it/wiki/MtGox/API/HTTP/v1#Full_Depth (full) Related thread on bitcointalk: https://bitcointalk.org/index.php?topic=194868.msg2023904#msg2023904


2

Try http://classic.mtgox.com --> trade data --> market depth you do not have to log in


2

So I ran a test where I placed an order that I knew would be unique and then promptly canceled it, the whole time logging all depth objects to my terminal The result was { price: '66', type: 2, type_str: 'bid', volume: '6.66', price_int: '6600000', volume_int: '666000000', item: 'BTC', currency: 'USD', now: '1370548662105838', ...


2

Just noting here that MtGox tid's are not included in the data you get from bitcoincharts in that csv call API, and they switched from numerical indexing to microsecond timestamping a while back. In trying to maintain a db with integrity, you need the unique tid data... The history file is now over 100MB also.


2

It simply is someone with a lot of coins, who sold on the open market and depressed the price (temporarily). It was an economically unwise decision, since they missed out on the fair market value as you saw. This is one example of how the Powerful Elite can Thwart Cryptocurrencies.


2

I'm pretty sure you'll never get an accurate number. I'm not even clear what you mean by transferred into the bitcoin economy. If I bought $100 worth of bitcoins 3 years ago, do we count that as $100 or the value of the BTC now? If I buy a bitcoin for $100 cash (using localbitcoins), send it to my friend (who immediately converts it to $100 USD), how do we ...


2

That's how market making works. GDAX has 0% for them, so is very attractive for liquidity providers. I'm trying to be one of them, and I don't really care where the market is, as long as I can get rid of a certain position. That will make me offer prices on top of the book. If you grab a bunch of people like me, competing for that top of the book, what you ...


1

You can't, but you could do something similar. To start off with there isnt a single set of order books for BTC/USD, because there are dozens of exchanges each with their own set of books. Aggregating all of data from all the exchanges in to a single order book isnt going to work due to the pricing differentials (arbitrage opportunities) across the ...


1

The volume at the top (the 60117 in your example) is total number of bitcoins traded in past 24hours. Not sure what you're talking about with the other stuff.


1

There is also mtgoxlive.com/orders, but they have had some trouble lately. I have also recently discovered http://bitcoin.clarkmoody.com/ which is nice, but lacks the nice display of order depth


1

Original MtGox Shared Dataset Once upon a time there was a Google BigQuery dataset that was updated often with MtGox's official trade record. That's no longer being published because... ask someone who should explain it. Data on Google BigQuery The BigQuery shared MtGox Trades dataset is (@2014-04-20) available at https://bigquery.cloud.google.com/dataset/...


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