asset_id | string | MarketOrderbookFp.ticker | OrderBookSummary.asset_id | kalshi: Kalshi market ticker; the single-market REST endpoint stamps the path parameter. polymarket: Polymarket CTF token id of one outcome. |
bids | array | OrderbookCountFp.yes_dollars | OrderBookSummary.bids | kalshi: YES bids parsed from [price_$, count_fp] tuples and sorted descending. polymarket: OrderSummary \{ price, size \} strings parsed to f64 and sorted descending. |
asks | array | synthetic | OrderBookSummary.asks | kalshi: Synthesized from no_dollars via the binary identity: NO bid at p == YES ask at (1 − p). polymarket: OrderSummary \{ price, size \} strings parsed to f64 and sorted ascending. |
last_update_id | integer? (uint64) | synthetic | omitted | kalshi: WS seq on snapshot/delta messages; null on REST since the endpoint omits it. polymarket: Polymarket emits no per-message sequence — book integrity is verified via hash. |
timestamp | string? (date-time) | synthetic | OrderBookSummary.timestamp | kalshi: WS ts_ms on delta messages; REST stamps Utc::now() at receive time. polymarket: Unix millis encoded as a string. |
hash | string? | omitted | OrderBookSummary.hash | kalshi: Kalshi exposes no orderbook hash on REST or WS. polymarket: Exchange-provided book-state hash for replay integrity. |
