I have found a website that offers to get updated on actions using websockets: https://en.bitcoin.it/wiki/MtGox/API/Streaming I want to write a program that writes changes in market prices into a database. The last part is not the problem as well as what to do with that data. But from the given examples and the ones found on the net I have no idea how to start. The examples I found all were about creating a websocket server, not connecting to one.
Does anyone of you knows a good starting point?