Quote from: zelyony on May 22, 2011, 04:38:11 PM

Quote from: MagicalTux on April 15, 2011, 02:48:21 AM

There's a new MTGox websocket API. This API works by subscription to channels, and each channel is represented by an UUID.
...

imho
It will be good to send 10-30 best Sell and Buy depths one new connection after subsribe to depth channel : price, type, ABSOLUTE-volume
After that depth data sent in relative manner: +volume, -volume
It gives knowledge to robots(or men) of current volumes for asks & bids.

I prefer my suggestion of a request packet which the client can send at any time to request the complete depth state, and then relative +volume -volume stream continues from there.

Quote from: zelyony on May 22, 2011, 04:38:11 PM

volumes and prices sometimes received as :X.YYYYYYYYYYY
who needed so many digits after dot?

We need as many digits as people can specify, which as far as I know is an unlimited amount.