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