Orderbook stream mapping - OpenPX

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

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

kalshi · schema/upstream/kalshi.asyncapi.yaml
polymarket · schema/upstream/polymarket.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.