Add synthetic book support for binary markets

[Javdu10]

Pull Request

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• I have reviewed the CONTRIBUTING.md and followed the established practices

Summary

This is to start a discussion about OwnOrderBook and binary markets... In the polymarket adapter we have 2 IntrumentId for YES and NO side, with the current system they would have their own OwnOrderBook, but to have proper view of the market we need to somehow diff the own bids of the NO side against the YES asks

Related Issues/PRs

Type of change

• Bug fix (non-breaking)
• New feature (non-breaking)
• Improvement (non-breaking)
• Breaking change (impacts existing behavior)
• Documentation update
• Maintenance / chore

Breaking change details (if applicable)

N/A

Documentation

• Documentation changes follow the style guide (docs/developer_guide/docs.md)

Release notes

• I added a concise entry to RELEASES.md that follows the existing conventions (when applicable)

Testing

Ensure new or changed logic is covered by tests.

• Affected code paths are already covered by the test suite
• I added/updated tests to cover new or changed logic

[cjdsellers]

Hi @Javdu10

Thanks for the PR, I think this is a good use case to support binary/prediction markets - but this needs some further design work for better integration.

Current approach here:

• Adds a 6th optional parameter to core OrderBook methods
• Embeds binary market-specific logic (1 - price) into a general-purpose component
• Creates API inconsistency (grouped functions don't have this parameter)

I'm wondering if this functionality would be better as a standalone component rather than adding parameters to OrderBook?

Some alternatives to consider:

• A utility function that combines/transforms OwnOrderBooks before passing to existing methods
• A BinaryMarketBookView (or similarly named) wrapper that handles the transformation externally

Let me know your thoughts?

[Javdu10]

Hey @cjdsellers

From my perspective as futur user, I would also be interested in an object onto which I can call other utilities functions like "get_avg_px_for_quantity"

So I would lean for BinaryMarketBookView