right now datas arrived (my format after string -> json -> object -> string):
JSON: Packet={ Depth={ price=4,67000 USD,       vol=0,05300000,         dir=bid,        when=2012:02:15_10:03:56.735844 } }
JSON: Packet={ Ticker={ bid=$4.68100,   ask=$4.70075,   lo=$4.21211,    hi=$4.97000,    last=$4.70075,  vol=256,165.42727403??BTC } }

I dont know Python, but:
- on connected (or after recv "1::" - that's mean u connected now) u must send strings like:
4:::{"op":"mtgox.subscribe","type":"trades"}
- on "2::" u must response "2::" (not "1::" as in ur sample)