diff --git a/example.json b/bitcoinity/captured.json
similarity index 100%
rename from example.json
rename to bitcoinity/captured.json
diff --git a/bitcoinity/model_test.go b/bitcoinity/model_test.go
index 441d41d..6225f73 100644
--- a/bitcoinity/model_test.go
+++ b/bitcoinity/model_test.go
@@ -21,3 +21,24 @@ func TestUnmarshalGetTickerResponse(t *testing.T) {
 
 //go:embed get_ticker.json
 var getTickerJson []byte
+
+func TestUnmarshalWebhookMessages(t *testing.T) {
+	var msgs []bitcoinity.Message
+	err := json.Unmarshal(capturedJson, &msgs)
+	if err != nil {
+		t.Errorf("failed to unmarshal webhook messages JSON: %v", err)
+	}
+	for _, msg := range msgs {
+		if msg.Event != "new_msg" {
+			continue
+		}
+		var payload bitcoinity.MarketPayload
+		err := json.Unmarshal(msg.Payload, &payload)
+		if err != nil {
+			t.Errorf("failed to unmarshal market payload JSON: %v", err)
+		}
+	}
+}
+
+//go:embed captured.json
+var capturedJson []byte