We just had our single biggest payout, executed instantly, on chain.

Read here how it was handled operationally: https://x.com/louisregis/status/2086154862174114191?s=20

Very few firms discuss about risk management, we made it our expertise.

We just processed our single biggest payout to date (in 2 min): $10,125.28, and the exposure behind it was hedged at 80%, on-chain, on Hyperliquid.

Here's what happened: a trader put on a +$400k notional position on SPCX. Our algo, with no human intervention, read the prevailing
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We're running a limited time campaign for new users who've traded with other crypto props.

If you'd like to use it to get referrals, make sure users sign up with your link first. Assets here.

https://x.com/ProprXYZ/status/2085403173846495639?s=20

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Why

Lower bandwidth, fewer messages, and live values that update as smoothly as your mark feed instead of being gated by how often we push. It also aligns us with the mark-price-stream pattern builders already know from Binance/Hyperliquid-style feeds.

Action required

• If you relied on position.updated carrying live markPrice / unrealizedPnl every tick , witch to the mark.updated feed + the provided derivation functions.
• Wire up the pure functions from the Integrations tab (copy-paste, TS or Python).
• Full reference, the 15 event handlers, and a complete async Python client with reconnect logic are in the docs.

Docs: propr.xyz/developers → Integrations tab

Changes are live in Beta and will be pushed on the next production release, which is expect to occur on next Monday

@Builders

Important change for API builders: position updates + a new mark price stream

We've changed how live position data flows over the WebSocket. If you consume position.* events or render live PnL/equity/liq/drawdown, this affects you. Please read before your next deploy.

What changed

We no longer push a full position update on every market tick. That was too much overhead on both sides, and it's not how  exchanges do it. We've moved to the standard pattern:

• Semi-regular position events.position.opened / position.updated / position.closed now fire on state changes (fills, margin changes, close) — not on every price move. Cache the fields they carry.

• A new authoritative mark price stream.mark.updated is a global feed (no userId) carrying our internal authoritative mark for every asset that moved, batched at ~4Hz. Everything price-dependent gets derived client-side from this feed plus your cached position/account state.

What you now compute yourself (or via a builder)

Unrealized PnL, notional, ROE, equity, cross wallet, margin ratio, isolated & cross liquidation price, drawdown used, daily-loss used, profit-target %, and breach price. These are pure functions of the latest mark + your cached state. We publish the exact functions our own UI uses (TypeScript and Python) in the docs, so your numbers match the app tick-for-tick.

The pattern

1. Cache state from events, position.opened/.updated (entryPrice, quantity, positionSide, leverage, marginMode, marginUsed, exchange, asset), account.updated (balance, isolatedPositionMargin, highWaterMark), and your challenge/funded config + daily-metrics once over REST.

2. On every mark.updated, update your marks and recompute.
   Render.

3. Propr still runs the real liquidation and breach checks server-side, your local values are for display.

We're aware of the intermittent platform instability. We are currently experimenting platform lags at roughly 4'000 concurrent users (traders actively trading, within the same 10-min window). Those usually coincide with NYO, as most traders actively trade during this period.

The whole team has stopped shipping new functionalities, including Polymarket in the last 4-5 days to prioritize scaling/platform reliability. You will see some strong progress in the next 7 days. We have a clear short term (7-14 days) roadmap to support +15'000 concurrent user and +30'000 daily active users.

I understand the frustration, but rest assured, the team is solely focused on resolving those intermittent platform lags