Fills stream mapping

Subscribe inputs and receive frames for the unified fills WebSocket channel, crosswalked against the upstream AsyncAPI specs cached under schema/upstream/. Every source entry is one of three types — direct (taken from upstream), synthetic (constructed by OpenPX), or omitted (not exposed upstream).

Coverage

Exchange	Direct	Synthetic	Omitted
kalshi	3	2	1
polymarket	2	4	0

Field	kalshi source	polymarket source	Notes
`market_id`	`#/components/messages/subscribeCommand`	`#/components/messages/userSubscriptionRequest`	kalshi: Requires `enable_user_fills=true` on the Kalshi WS constructor (private fill channel auto-attaches to every `subscribe(market_ticker)`). polymarket: Polymarket `markets[]` (condition_id) on the user* channel. Auth is required: API key + secret + passphrase derived from the L1-signed CLOB credentials.
`outcome`	omitted	synthetic	kalshi: Fill frames carry `side` and the matched `outcome`; OpenPX reads it directly into `ActivityFill.outcome`. polymarket: Populated only when `register_outcomes` was called; otherwise `None`.

Receive messages

Variant	kalshi source	polymarket source	Notes
`Fill`	`#/components/messages/fill`	`#/components/messages/trade`	kalshi: Authenticated Kalshi fill — mapped to `ActivityFill \{ source_channel: "kalshi_user_fill", liquidity_role: Maker\|Taker \}`. polymarket: Polymarket user-channel trade event = a fill from the user’s perspective. Mapped to `ActivityFill \{ source_channel: "polymarket_user_trade" \}` with `liquidity_role` derived from `trader_side`.

Session events

Variant	kalshi source	polymarket source
`Connected`	synthetic	synthetic
`Reconnected`	synthetic	synthetic
`Error`	`#/components/messages/errorResponse`	synthetic

Source specs

kalshi · schema/upstream/kalshi.asyncapi.yaml
polymarket · schema/upstream/polymarket-user.asyncapi.json

Tables are auto-generated from schema/mappings/. CI fails if any direct ref no longer resolves in the cached upstream AsyncAPI spec; the daily upstream-refresh PR surfaces drift here.

​Coverage

​Subscribe payload

​Receive messages

​Session events

​Source specs

Coverage

Subscribe payload

Receive messages

Session events

Source specs