A summary with the changes of the new version of the WebSocket API.

websocket-api-changes.md

Changes in the WebSocket API

Price change event

Current version

If you are subscribed to the market stream you are receiving price_change events like these:

{
    "event_type": "price_change",
    "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "price": "0.6",
    "side": "BUY",
    "size": "3400",
    "timestamp": "1729084877646"
}

{
    "event_type": "price_change",
    "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "price": "0.4",
    "side": "SELL",
    "size": "3400",
    "timestamp": "1729084877646"
}

New version

Now, you will receive a single message that includes an array with all the changes in the book

{
    "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
    "changes": [
        {
            "price": "0.4",
            "side": "SELL",
            "size": "3300"
        },
        {
            "price": "0.5",
            "side": "SELL",
            "size": "3400"
        },
        {
            "price": "0.3",
            "side": "SELL",
            "size": "3400"
        }
    ],
    "event_type": "price_change",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "timestamp": "1729084877448"
}

{
    "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
    "changes": [
        {
            "price": "0.6",
            "side": "BUY",
            "size": "3300"
        },
        {
            "price": "0.5",
            "side": "BUY",
            "size": "3400"
        },
        {
            "price": "0.7",
            "side": "BUY",
            "size": "3400"
        }
    ],
    "event_type": "price_change",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "timestamp": "1729084877448"
}

Incoming messages format

Initial orderbooks dump

Current

When you open a market stream connection, you receive a dump of the current status of the orderbooks that you are subscribed to. If you are subscribed to 2 orderbooks you receive 2 messages:

{
    "asks": [...],
    "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
    "bids": [...],
    "event_type": "book",
    "hash": "ab8c376cbc3da9b514f910254e06694ef16ae502",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "timestamp": "1729049876439"
}

{
    "asks": [...],
    "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
    "bids": [...],
    "event_type": "book",
    "hash": "58b8cdd1eda8b6333060010208c14a6e0f8738af",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "timestamp": "1729049876439"
}

New version

Now, you will receive a single message with an array including all the orderbooks:

[
    {
        "asks": [...],
        "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
        "bids": [...],
        "event_type": "book",
        "hash": "101e9c5b95f5505193e38dafe2ddaf1717455052",
        "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
        "timestamp": "1729084877452"
    },
    {
        "asks": [...],
        "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
        "bids": [...],
        "event_type": "book",
        "hash": "76d581dedc7779e131504236751293eeb1ae299d",
        "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
        "timestamp": "1729084877452"
    }
]

Continious messages stream

Once you are connected to the market or user stream you will receive messages. There is a change in the way you receive them.

Current

In the current version, if you receive 3 events you receive 3 objects in 3 sepparate messages so you have to process them one by one:

{
    "asks": [...],
    "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
    "bids": [...],
    "event_type": "book",
    "hash": "323a06d8723e32c275d52a4730fc05326057d010",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "timestamp": "1729085856075"
}

{
    "asks": [...],
    "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
    "bids": [...],
    "event_type": "book",
    "hash": "bf4e514b6e5604130c00e1ff0d7ed0792e703981",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "timestamp": "1729085856075"
}

{
    "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
    "event_type": "last_trade_price",
    "fee_rate_bps": "0",
    "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
    "price": "0.3",
    "side": "BUY",
    "size": "0.333332",
    "timestamp": "1729085856145"
}

New

Now, you will receive a single message with an array including all the events:

[
    {
        "asks": [...],
        "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
        "bids": [...],
        "event_type": "book",
        "hash": "323a06d8723e32c275d52a4730fc05326057d010",
        "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
        "timestamp": "1729085856075"
    },
    {
        "asks": [...],
        "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
        "bids": [...],
        "event_type": "book",
        "hash": "bf4e514b6e5604130c00e1ff0d7ed0792e703981",
        "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
        "timestamp": "1729085856075"
    },
    {
        "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
        "event_type": "last_trade_price",
        "fee_rate_bps": "0",
        "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
        "price": "0.3",
        "side": "BUY",
        "size": "0.333332",
        "timestamp": "1729085856145"
    },
    {
        "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
        "changes": [
            {
                "price": "0.4",
                "side": "SELL",
                "size": "5800"
            },
            {
                "price": "0.3",
                "side": "SELL",
                "size": "5799.66"
            },
            {
                "price": "0.5",
                "side": "SELL",
                "size": "5800"
            }
        ],
        "event_type": "price_change",
        "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
        "timestamp": "1729085860552"
    },
    {
        "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",        
        "changes": [
            {
                "price": "0.6",
                "side": "BUY",
                "size": "5800"
            },
            {
                "price": "0.7",
                "side": "BUY",
                "size": "5799.66"
            },
            {
                "price": "0.5",
                "side": "BUY",
                "size": "5800"
            }
        ],
        "event_type": "price_change",
        "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
        "timestamp": "1729085860552"
    }
]