feat(ws): add subscribe_market_events for ordered multi-type market stream#20
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iamdoron wants to merge 1 commit intoPolymarket:mainfrom
Open
feat(ws): add subscribe_market_events for ordered multi-type market stream#20iamdoron wants to merge 1 commit intoPolymarket:mainfrom
iamdoron wants to merge 1 commit intoPolymarket:mainfrom
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These methods allow subscribing to and unsubscribing from all market events for specified assets as a single ordered stream. Includes tests to verify event ordering and filtering by asset.
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Summary
Adds Client::subscribe_market_events / unsubscribe_market_events, exposing every WsMessage for the subscribed assets (except custom-features events: BestBidAsk, NewMarket, MarketResolved) as a single stream.
Motivation
Needed this to build a local orderbook. You can combine subscribe_orderbook (for the Book snapshot) with subscribe_prices (for PriceChange deltas), but merging them doesn't preserve the original websocket ordering, which is required to correctly apply deltas to the snapshot. I might be possible to use timestamps but I think getting the entire stream is safer
Note
Low Risk
Low risk: additive client API that reuses existing market subscription plumbing, plus new tests; no protocol or auth logic changes.
Overview
Adds
Client::subscribe_market_eventsto return a single ordered stream of rawWsMessagemarket events for subscribed assets (instead of filtering to one event type), plusunsubscribe_market_eventsas the corresponding unsubscribe entrypoint.Extends WebSocket integration tests to assert the new stream receives multiple event variants (
Book,PriceChange,TickSizeChange,LastTradePrice), preserves on-wire ordering (snapshot then deltas), and continues to filter out messages for non-subscribed assets.Reviewed by Cursor Bugbot for commit dd4db58. Bugbot is set up for automated code reviews on this repo. Configure here.