Market Channel

The market channel is a public WebSocket feed delivering real-time order book data, price-level mutations, trade fills, and lifecycle events for prediction markets. No authentication needed.

Endpoint

wss://api.openfish.fun/ws/market

Subscription

Two subscription methods are available:

JSON Subscription (Recommended)

After establishing the connection, send a JSON message to subscribe:

{
  "type": "subscribe",
  "assets_ids": ["71321045679252212594626385532706912750332728571942532289631379312455583992563"],
  "level": 2,
  "initial_dump": true
}

Field	Type	Required	Description
type	string	Yes	"subscribe" or "unsubscribe"
assets_ids	array	Yes	Token asset IDs to subscribe/unsubscribe
level	integer	No	Subscription level: 1=trades only, 2=+best bid/ask (default), 3=+full book
initial_dump	boolean	No	Send initial book snapshot after subscribing (default: false)

Add or drop subscriptions on the fly without reconnecting:

{ "type": "subscribe", "assets_ids": ["new_asset_id_here"] }

{ "type": "unsubscribe", "assets_ids": ["asset_id_to_remove"] }

Legacy Query Parameters

For backward compatibility, query parameters still work:

Parameter	Type	Description
market	string	Filter by condition ID
asset_id	string	Filter by specific token asset ID

wss://api.openfish.fun/ws/market?market=0xbd31dc...&asset_id=71321045...

If neither query parameters nor a subscription message is provided, the connection receives events for all markets.

Subscription Levels

Level	Events Received
1	last_trade_price only
2	Level 1 + best_bid_ask, price_change
3	Level 2 + book snapshots

Lifecycle events (new_market, market_resolved, tick_size_change) arrive regardless of subscription level.

Heartbeat

The server sends a text message "PING" every 10 seconds. Reply with a text message "PONG" to keep the connection alive.

Note: These are text messages, not WebSocket-level ping/pong frames.

Event Types

Every message is a JSON object. A type or event_type field identifies the event kind.

book

Complete order book snapshot. Delivered on initial connection and whenever trades reshape the book.

{
  "event_type": "book",
  "asset_id": "71321045679252212594626385532706912750332728571942532289631379312455583992563",
  "market": "0xbd31dc8a20211944f6b70f31557f1001557b59905b7738480ca09bd4532f84af",
  "bids": [
    { "price": "0.48", "size": "30" },
    { "price": "0.49", "size": "20" }
  ],
  "asks": [
    { "price": "0.52", "size": "25" },
    { "price": "0.53", "size": "60" }
  ],
  "timestamp": "1700000000000"
}

price_change

Fired when an order placement or cancellation alters a price level. Requires subscription level >= 2.

{
  "type": "price_change",
  "market": "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
  "asset_id": "71321045...",
  "price": "0.50",
  "size": "200",
  "side": "BUY",
  "hash": "abc123",
  "best_bid": "0.50",
  "best_ask": "0.52",
  "timestamp": 1700000001
}

A size of "0" means the price level has been completely emptied.

last_trade_price

Fired when a maker and taker order match, producing a fill.

{
  "event_type": "last_trade_price",
  "asset_id": "71321045...",
  "market": "0x6a67b9d8...",
  "price": "0.456",
  "side": "BUY",
  "size": "219.217767",
  "fee_rate_bps": "0",
  "timestamp": "1700000002000"
}

best_bid_ask

Fired when the top-of-book bid or ask shifts.

{
  "event_type": "best_bid_ask",
  "market": "0x0005c0d3...",
  "asset_id": "85354956...",
  "best_bid": "0.73",
  "best_ask": "0.77",
  "spread": "0.04",
  "timestamp": "1700000003000"
}

tick_size_change

Fired when the minimum tick size for a market changes — typically when the book price exceeds 0.96 or drops below 0.04.

{
  "event_type": "tick_size_change",
  "asset_id": "71321045...",
  "market": "0xbd31dc8a...",
  "old_tick_size": "0.01",
  "new_tick_size": "0.001",
  "timestamp": "1700000004000"
}

new_market

Fired when a new prediction market appears on the platform.

{
  "type": "new_market",
  "market": "0x311d0c4b...",
  "question": "Will ETH reach $5000 by March?",
  "slug": "eth-5000-by-march",
  "outcomes": ["Yes", "No"],
  "clob_token_ids": ["76043073...", "31690934..."],
  "tags": ["crypto", "ethereum"],
  "timestamp": 1700000005
}

market_resolved

Fired when a market’s outcome is determined.

{
  "type": "market_resolved",
  "market": "0x311d0c4b...",
  "winning_token_id": "76043073...",
  "winning_outcome": "Yes",
  "assets_ids": ["76043073...", "31690934..."],
  "tags": ["crypto", "ethereum"],
  "timestamp": 1700000006
}

Broadcast Filtering

Events carrying market and asset_id fields are filtered server-side based on your subscription or query parameters. Events lacking these fields (such as new_market, market_resolved, and tick_size_change) are broadcast to every connected client regardless of filters.

Rust SDK Example

use openfish_client_sdk::ws::MarketSocket;
use futures_util::StreamExt;

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    // Connect with optional market filter
    let mut ws = MarketSocket::connect(
        "wss://api.openfish.fun/ws/market?asset_id=71321045679252212594626385532706912750332728571942532289631379312455583992563"
    ).await?;

    while let Some(event) = ws.next().await {
        match event.event_type.as_str() {
            "book" => {
                println!("Book: {} bids, {} asks", event.bids.len(), event.asks.len());
            }
            "last_trade_price" => {
                println!("Trade: {} @ {}", event.size, event.price);
            }
            "best_bid_ask" => {
                println!("BBO: {} / {} (spread {})", event.best_bid, event.best_ask, event.spread);
            }
            "new_market" => {
                println!("New market: {}", event.question);
            }
            "market_resolved" => {
                println!("Resolved: {} -> {}", event.question, event.winning_outcome);
            }
            _ => {}
        }
    }

    Ok(())
}

Next Steps

• User Channel — Authenticated order and trade updates.
• WebSocket Overview — All available channels.