Live Market Data

Order book

Subscribe to live order books for one or more markets, both sides, over a single connection.

WSSawait stream.watch_order_book(market_ids)SDK stream · your process · venue credentials

Self-hosted. Opened from your own process straight to the venue. Nothing here runs on Synpath's servers.

A snapshot arrives on subscribe, then a delta for every change. The stream keeps a local copy of each book too, readable at any time with stream.book(market_id, side).

On Kalshi and Polymarket US one book serves both sides and the NO view is the mirror. On Polymarket each side is its own token and its own book, so a subscription to a market watches both tokens.

Gaps are detected where the venue makes it possible and repaired with a fresh snapshot; until it arrives the local book is marked not ready. Subscriptions are re-sent after every reconnect.

Venues

Venue	Support	Notes
Polymarket	Supported	`PolymarketMarketStream`, no credentials. A book per side.
Kalshi	Supported	`KalshiStream`, needs a Kalshi key: the venue signs the handshake even for market data.
Polymarket US	Supported	`PolymarketUSMarketStream`, needs the retail API key. The venue sends the whole visible book every time.
Opinion	Supported	`OpinionMarketStream`, needs an Opinion API key. Single-level changes with no snapshot or sequence: the book is read over REST once subscribed, and re-read every minute to catch a missed change.

Parameters

Name	Type	Description
`market_ids`	`list[str]`	Synpath ids to watch. Call again to add more; `unwatch` (Polymarket) to drop some.

BookEvent

The book changed.

Name	Type	Description
`venue`	`string`	Which venue the event came from.
`received_at`	`integer`	When this process received it, ms since epoch.
`market_id`	`string`	Synpath id.
`side`	`yes \| no`	Which side's book, and the terms its prices are in.
`kind`	`snapshot \| delta`	`snapshot` replaces the book; `delta` lists only changed levels, each with its size after the change (0 means removed).
`bids, asks`	`list`	Levels, `{price, size}` in the terms of `side`. Best first.
`best_bid, best_ask`	`decimal \| null`	The local book's top after applying this event.
`sequence`	`integer \| null`	The venue's sequence number, where it has one (Kalshi).
`timestamp`	`integer \| null`	The venue's time, ms.

StreamStatusEvent: gap when a message was missed, resynced once a fresh snapshot repaired the book.

import asyncio
from synpath import PolymarketMarketStream

stream = PolymarketMarketStream()                              # no credentials

from synpath import BookEvent

async def main():
    async with stream:
        await stream.watch_order_book(["polymarket:2252244"])
        async for event in stream:
            if isinstance(event, BookEvent):
                print(event.side, event.kind, event.best_bid, event.best_ask)

asyncio.run(main())

BookEvent

{
  "venue": "polymarket",
  "received_at": 1790077592174,
  "market_id": "polymarket:2252244",
  "side": "yes",
  "kind": "delta",
  "bids": [
    {
      "price": "0.41",
      "size": "120"
    }
  ],
  "asks": [],
  "best_bid": "0.41",
  "best_ask": "0.43",
  "sequence": null,
  "timestamp": 1789655011496,
  "info": {}
}

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