Price Change Message Migration Guide

🚨 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.

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.

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"
}

Key Differences

Aspect	Legacy Schema	New Schema
Root level asset_id	Present	Removed
Changes array	changes	price_changes
Asset ID location	Root level	Inside each price change object
Hash location	Root level	Inside each price change object
Best bid/ask	Not included	Included in each change
Side values	”SELL”, “BUY"	"SELL”, “BUY” (unchanged)

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

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

Timeline

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

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

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.