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🚨 Breaking Change: This change goes live on September 15, 2025 at 11PM UTC. Please upgrade your implementation as soon as possible to avoid service disruption.

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Overview

  • The price_change message schema in the Market Channel WebSocket has been updated to improve websocket performance and reliability.
  • Messages now come in the form of objects as opposed to lists of fields.

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What’s Changed

Before (Legacy Schema): 
{
  "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
  "changes": [
    {
      "price": "0.4",
      "side": "SELL", 
      "size": "3300"
    }
  ],
  "event_type": "price_change",
  "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
  "timestamp": "1729084877448",
  "hash": "3cd4d61e042c81560c9037ece0c61f3b1a8fbbdd"
}
After (New Schema): 
{
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "price_changes": [
        {
            "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
            "price": "0.5",
            "size": "200",
            "side": "BUY",
            "hash": "56621a121a47ed9333273e21c83b660cff37ae50",
            "best_bid": "0.5",
            "best_ask": "1"
        },
        {
            "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
            "price": "0.5",
            "size": "200",
            "side": "SELL",
            "hash": "1895759e4df7a796bf4f1c5a5950b748306923e2",
            "best_bid": "0",
            "best_ask": "0.5"
        }
    ],
    "timestamp": "1757908892351",
    "event_type": "price_change"
}

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Key Differences

AspectLegacy SchemaNew Schema
Root level asset_idPresentRemoved
Changes arraychangesprice_changes
Asset ID locationRoot levelInside each price change object
Hash locationRoot levelInside each price change object
Best bid/askNot includedIncluded in each change
Side values”SELL”, “BUY""SELL”, “BUY” (unchanged)

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Handle New Fields

The new schema provides additional market data:
  • best_bid: Current best bid price for the asset
  • best_ask: Current best ask price for the asset
  • hash: Now provided per price change rather than per message

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Benefits of the New Schema

  • Enhanced market data: Best bid/ask prices are now included
  • Granular change tracking: Hash values are provided per change rather than per message
  • Clearer structure: The reorganized schema makes the relationship between market, assets, and changes more explicit

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Timeline

  • Go-live: September 15, 2025 at 11PM UTC
  • Legacy support: None, these changes are not backwards compatible

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Testing Your Migration

  1. Update your parsing logic following the examples above
  2. Verify handling of new fields like best_bid and best_ask
  3. Check error handling for the new structure

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Support

If you encounter issues during migration or have questions about the new schema, please reach out to Fleming on the #dev channel of our Discord.