ok, I'm receiving messages, nice 
Now I want to update the market depth info, which I'm initially getting through http://mtgox.com/code/data/getDepth.php.
so I'm listening on channel "24e67e0d-1cad-4cc0-9e7a-f8523ef460fe" for messages that have op="private", and am getting depth updates like this:
It seems, though, that I'm doing something wrong: I'm getting negative volumes in my depth data after a while.
Above message is an example of a message that caused this... I didn't have an entry for price "5.4000" (I'm using 4 decimal places for the index in my depth "dictionary", but that should do no harm, right), so the result is a new entry with negative volume.
Another point I'm unclear on: How can I possibly ensure that the timepoint of my request of the initial depth table and the starting timepoint of the websocket depth change messages match?
EDIT:
If my problem actually stems from the two timepoints (initial depth request, start of depth updates) not being equal, I would consider this to be not a nice-to-have but a must-have.
You could maybe simply (from client point of view) send the complete depth table as a burst of updates after websocket connect?
Now I want to update the market depth info, which I'm initially getting through http://mtgox.com/code/data/getDepth.php.
so I'm listening on channel "24e67e0d-1cad-4cc0-9e7a-f8523ef460fe" for messages that have op="private", and am getting depth updates like this:
Code:
{u'volume': -10, u'price': 5.4000000000000004, u'type': 2}
It seems, though, that I'm doing something wrong: I'm getting negative volumes in my depth data after a while.
Above message is an example of a message that caused this... I didn't have an entry for price "5.4000" (I'm using 4 decimal places for the index in my depth "dictionary", but that should do no harm, right), so the result is a new entry with negative volume.
Another point I'm unclear on: How can I possibly ensure that the timepoint of my request of the initial depth table and the starting timepoint of the websocket depth change messages match?
EDIT:
Also, I agree with jed that being able to get the current depth table (as well as trade table, and my own full order list) through the websocket instead of the old API would be an eventual nice-to-have.
If my problem actually stems from the two timepoints (initial depth request, start of depth updates) not being equal, I would consider this to be not a nice-to-have but a must-have.
You could maybe simply (from client point of view) send the complete depth table as a burst of updates after websocket connect?