Documentation Index
Fetch the complete documentation index at: https://docs.openpx.trade/llms.txt
Use this file to discover all available pages before exploring further.
Subscribe inputs and receive frames for the unified orderbook 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 | 4 | 5 | 1 |
| polymarket | 3 | 7 | 0 |
Subscribe payload
| Field | kalshi source | polymarket source | Notes |
|---|
market_id | #/components/messages/subscribeCommand | #/components/messages/subscriptionRequest | kalshi: Kalshi params.market_ticker (single) or params.market_tickers (batch). OpenPX issues one ticker per subscribe() call; multi-market is emulated by repeated subscribes. polymarket: Polymarket assets_ids[*] (token id). Companion-pair flow internally subscribes both YES and NO tokens of a binary outcome. |
outcome | omitted | synthetic | kalshi: Kalshi binary markets are keyed by ticker only; outcome is implicit (yes_dollars_fp vs no_dollars_fp in book frames). polymarket: Inferred from register_outcomes(yes_token, no_token) at construction time; not part of the upstream subscribe payload. |
Receive messages
| Variant | kalshi source | polymarket source | Notes |
|---|
Snapshot | #/components/messages/orderbookSnapshot | #/components/messages/book | kalshi: First frame on subscribe; full bid/ask map keyed by yes_dollars_fp/no_dollars_fp. polymarket: First frame on subscribe; arrays of \{price,size\} levels per side. |
Delta | #/components/messages/orderbookDelta | #/components/messages/priceChange | kalshi: Per-level deltas; OpenPX reconstructs the book from snapshot + deltas. polymarket: Batched per-asset price changes; one delta frame can carry multiple assets. |
Clear | synthetic | synthetic | kalshi: Emitted by OpenPX on reconnect or sequence gap; no upstream Kalshi message. polymarket: Emitted by OpenPX on reconnect or sequence gap; no upstream Polymarket message. |
Session events
| Variant | kalshi source | polymarket source | Notes |
|---|
Connected | synthetic | synthetic | kalshi: Local-only signal once the websocket handshake completes. polymarket: Local-only signal once the websocket handshake completes. |
Reconnected | synthetic | synthetic | kalshi: Emitted after the auto-reconnect loop re-establishes the socket. Followed by BookInvalidated for every market that was subscribed. polymarket: Emitted after the auto-reconnect loop re-establishes the socket. Followed by BookInvalidated for every asset that was subscribed. |
Lagged | synthetic | synthetic | kalshi: Emitted when the consumer cannot keep up and the dispatcher drops messages. Carries dropped count + first/last sequence. polymarket: Emitted when the consumer cannot keep up and the dispatcher drops messages. Carries dropped count + first/last sequence. |
BookInvalidated | synthetic | synthetic | kalshi: Sequence gap, reconnect, or upstream error invalidates the local book; consumer should re-snapshot. polymarket: Sequence gap, reconnect, or upstream error invalidates the local book; consumer should re-snapshot. |
Error | #/components/messages/errorResponse | synthetic | kalshi: Kalshi-side error frame (subscribe rejected, auth failure, etc.) surfaces as SessionEvent::Error. polymarket: Polymarket has no typed error frame — connection errors and JSON-parse failures surface as SessionEvent::Error constructed locally. |
Source specs
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.
