mtgox_streaming_test.py

#!/usr/bin/env python
import websocket
import json

def on_message(ws, message):
  print("\n\n{0}".format(message))

def on_error(ws, error):
  print("\n\n##Error##\n\n{0}".format(error))

def on_disconnect(ws):
  print("\n\n##Disconnected##")

def on_connect(ws):
  ws.send(json.dumps({"op":"mtgox.subscribe",
                      "type":"trades"}))
  print("##Connection Established##")

if __name__ == "__main__":
    ws = websocket.WebSocketApp("wss://websocket.mtgox.com/mtgox?Currency=USD",
                                on_message=on_message,
                                on_error=on_error,
                                on_close=on_disconnect)
    ws.on_open = on_connect
    ws.run_forever()

Seems to be disconnecting a lot…