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realtime-price-streams.md

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@polymarket/client minor
@polymarket/bindings minor

Breaking migration: replace RTDS completely with authenticated PolyBolt price streams. The production endpoint is now wss://ws-live-v2.polymarket.com/ws, with no legacy fallback. Production price subscriptions require that endpoint to be deployed; use a staging environment fork while deployment is pending.

Migration:

  • Use a secure client for all price subscriptions and provide explicit, nonempty symbol or asset filters.
  • Replace prices.crypto.binance with prices.crypto, prices.crypto.chainlink.twap with prices.crypto.twap, and prices.equity.pyth with prices.equity. Feed symbols depend on the deployed source; there is no implicit symbol set.
  • Use webSockets.realtime and RealtimeWebSocketManager. Remove webSockets.rtds, RtdsWebSocketManager, and RtdsWebSocketManagerOptions references.
  • Move environment overrides from rtds to realtime: { ws, headers? }. Remove protocol and rtdsLegacy; there is only one price transport.
  • Remove comments and prices.crypto.chainlink subscriptions: these streams are unsupported. HTTP comments APIs remain available.
  • Replace legacy comment/reaction event, CryptoPrices*, EquityPrices*, and RealtimeEvent binding imports with the source-neutral price event/spec types. The legacy RTDS schemas and price payload types are removed.
  • Handle both subscribe history snapshots and update events for crypto, TWAP, and equity. Remove includeSnapshot; snapshots are included by default. Use CryptoPriceEvent, CryptoTwapPriceEvent, and EquityPriceEvent with the corresponding subscription types.

Add secure prices.polymarket best-bid-and-offer updates with PolymarketPriceEvent and PolymarketPriceSubscription. Price values preserve exact decimal precision, timestamps represent producer time, and events expose optional seq and dropped fields. Subscriptions await server acceptance and can throw SubscriptionRejectedError or ConnectionLostError. Connections authenticate on reconnect, pool filters beyond 64 keys, and refresh history after reported drops.