Negative volumes returned from MtGox websocket api request

1

0

I am using MtGox's websocket api to construct an order book. The trouble I'm having is that every once in a while, the depth event will return an JSON object with negative volume and negatie volume_int

{
  "channel":"24e67e0d-1cad-4cc0-9e7a-f8523ef460fe",
  "depth":{
    "currency":"USD",
    "item":"BTC",
    "now":"1323644358437819",
    "price":"14.43",
    "price_int":"1443000",
    "total_volume_int":"849766000",
    "type":1,
    "type_str":"ask",
    "volume":"-2.71",
    "volume_int":"-271000000"
  },
  "op":"private",
  "origin":"broadcast",
  "private":"depth"
}

What does this mean? I'm wondering if it could perhaps be to indicate an order has been canceled

Loourr

Posted 2013-06-06T18:53:04.313

Reputation: 3 022

Answers

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',
  total_volume_int: '37301280846' }

and 

{ price: '66',
  type: 2,
  type_str: 'bid',
  volume: '-6.66',
  price_int: '6600000',
  volume_int: '-666000000',
  item: 'BTC',
  currency: 'USD',
  now: '1370548667379328',
  total_volume_int: '36635280846' }

Which leads me to conclude that negative volumes are in fact the result of a canceled trade

Loourr

Posted 2013-06-06T18:53:04.313

Reputation: 3 022

Asked: 2013-06-06T18:53:04.313

Viewed: 195 times

Active: 2013-06-06T22:20:55.943