Events - OpenPX

WsUpdate is a tagged enum (#[serde(tag = "kind")]) defined in engine/core/src/websocket/events.rs. Five variants. No untyped escape hatch — if you can’t handle one, that’s a bug. Every event carries paired timestamps:

local_ts: Instant — monotonic, captured at socket-read (Rust only)
local_ts_ms: u64 — wall-clock millis paired with local_ts
exchange_ts: Option<u64> — exchange-authoritative millis (when provided)

`Snapshot`

A full L2 book. Replace any cached book keyed by (market_id, asset_id). Emitted on initial subscribe and after any recovery (Clear, BookInvalidated).

Field	Type
`market_id`	`string`
`asset_id`	`string`
`book`	`Arc<Orderbook>`
`exchange_ts`	`u64?`
`local_ts_ms`	`u64`
`seq`	`u64`

`Delta`

Incremental change to an existing book. Apply in place; discard if you’ve seen a Clear / BookInvalidated for this market without a follow-up Snapshot.

Field	Type
`market_id`	`string`
`asset_id`	`string`
`changes`	`ChangeVec` (stack-allocated up to 4)
`exchange_ts`	`u64?`
`local_ts_ms`	`u64`
`seq`	`u64`

Each PriceLevelChange is { side: Bid | Ask, price: FixedPrice, size: f64 } with absolute-replacement semantics: size > 0 sets the level; size == 0 removes it.

`Clear`

Per-market book invalidation, on the same stream as Snapshot/Delta. A consumer can act inline: “drop everything ≤ this seq, wait for the next Snapshot.”

Field	Type
`market_id`	`string`
`asset_id`	`string`
`reason`	`InvalidationReason`
`local_ts_ms`	`u64`
`seq`	`u64`

InvalidationReason: Reconnect, Lag, SequenceGap { expected, received }, ExchangeReset.

`Trade`

A public trade on a subscribed market. Not tied to a local order. ActivityTrade payload:

Field	Type
`market_id`	`string`
`asset_id`	`string`
`trade_id`	`string?`
`price`	`f64`
`size`	`f64`
`side`	`string?`
`aggressor_side`	`string?`
`outcome`	`string?` (e.g. `"Yes"` / `"No"`)
`fee_rate_bps`	`u32?` (Polymarket `last_trade_price` events)
`exchange_ts_ms`	`u64?`
`source_channel`	`Cow<'static, str>`

`Fill`

A fill on one of your orders. ActivityFill payload:

Field	Type
`market_id`	`string`
`asset_id`	`string`
`fill_id`	`string?`
`order_id`	`string?`
`price`	`f64`
`size`	`f64`
`side`	`string?`
`outcome`	`string?`
`tx_hash`	`string?`
`fee`	`f64?`
`liquidity_role`	`Maker` \| `Taker` \| `null`
`exchange_ts_ms`	`u64?`
`source_channel`	`Cow<'static, str>`

Pattern matching (Python)

Snapshot, Delta, Trade, and Fill are real classes with __match_args__:

from openpx import Snapshot, Delta, Trade, Fill

for update in ws.updates():
    match update:
        case Snapshot(market_id, asset_id, book, exchange_ts, local_ts_ms, seq):
            ...
        case Delta(market_id, asset_id, changes, exchange_ts, local_ts_ms, seq):
            ...
        case Trade(trade, local_ts_ms):
            ...
        case Fill(fill, local_ts_ms):
            ...

Streaming

​Snapshot

​Delta

​Clear

​Trade

​Fill

​Pattern matching (Python)