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 |
Subscribe payload
| 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 | Notes |
|---|---|---|---|
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 fromschema/mappings/. CI fails if anydirectref no longer resolves in the cached upstream AsyncAPI spec; the daily upstream-refresh PR surfaces drift here.