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After a Polymarket WebSocket disconnect, reconnecting is not enough to recover everything you missed. Rebuild the public market book from a fresh book event, and reconcile private account state by fetching open orders and recent trades before applying new user-stream events.
Market and user streams carry different state
Polymarket has separate real-time channels for public market data and authenticated account updates. The market stream reports order-book and market changes; the user stream reports orders and trades for your account. The current Real-Time Data documentation uses outcome asset IDs for market subscriptions. The user-channel documentation uses CLOB credentials and permits optional condition-ID filters.
Keep the distinction in your client: a market update does not establish whether your order is open or what happened to a trade, while an account update is not a replacement for the public book. Keep authentication credentials on the server rather than exposing them in a browser client.
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Reconnect without treating the stream as replay
Polymarket’s user-channel guidance says real-time messages do not replace authoritative account reads or replay every change that occurred during a disconnection. After reconnecting, fetch open orders and recent trades, then resume consuming new user-stream events. For market data, the documentation describes snapshots and changes, but does not promise replay, a sequence-number protocol, or a formal way to detect and repair every gap.
#1 Best Overall
1. Detect that the connection is unhealthy
Handle close and error conditions, and monitor the application-level heartbeat. The market and user channels use a PING every 10 seconds and expect a PONG. Heartbeat traffic indicates connection health; it is not a market or account event to apply to trading state.
2. Reconnect to the right channel and subscribe
After opening the connection, promptly send the subscription for the relevant stream. For the market channel, subscribe with the outcome asset IDs you need. For the user channel, authenticate with CLOB credentials and provide condition-ID filters if appropriate. The user-channel documentation warns that a connection without a subscription may be closed.
3. Mark cached state stale while disconnected
Do not continue to present an in-memory book as current after a disconnect. A conservative recovery policy is to invalidate it, wait for a new book event, replace the local bids and asks with that snapshot, and only then apply subsequent price_change events. The snapshot-and-change event model is documented; resetting the local book this way is prudent client design, not a documented replay or sequence-gap guarantee.
4. Reconcile account state before applying new events
Fetch open orders and recent trades after the user stream reconnects. Build the refreshed account view from those reads, then apply subsequent stream events to it. Apply updates idempotently using stable order or trade identifiers where available, so duplicate notifications do not create duplicate effects. Idempotency and persistence are implementation recommendations, not a protocol guarantee stated in the recovery instructions.
5. Refresh constraints before sending orders
Refresh relevant market metadata, including tick size, before submitting orders after recovery. A tick_size_change event can indicate that the valid price increment changed; Polymarket’s maintained integration guidance warns that submitting with the old increment can result in rejected orders.
Build the book from snapshots and deltas
The current market-channel documentation uses a unified event envelope with topic, type, and payload. Documented event types include book, price_change, last_trade_price, and tick_size_change. A book event includes bids and asks, with an optional hash and timestamp; a price-change event describes changed levels.
These messages support a simple local-book lifecycle: use a fresh book event as the baseline, then apply price changes received afterward. If a disconnect interrupts that lifecycle, do not assume the next change fills the gap. The official material reviewed does not describe event replay, guaranteed ordering across reconnection, or sequence numbers for repairing missed updates.
Keep current and legacy wire formats separate
Polymarket’s current Real-Time Data page documents the unified SDK-style envelope. A separate Polymarket-maintained integration guide also illustrates an older raw CLOB format with fields such as event_type, assets_ids, and price_changes. That legacy example reports that a change with size: "0" removes a price level.
Best Value
Do not combine field names from the two examples into a single assumed schema. Match your parser and subscription payload to the specific client and protocol version you use, and follow the corresponding documentation when interpreting updates.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.Represent trade lifecycle states accurately
User-stream trade updates can progress through MATCHED, MINED, CONFIRMED, RETRYING, and FAILED. A matched trade is not necessarily settled: it may still be mined and confirmed, or enter retrying. Confirmation and permanent failure are terminal states, while a retry may later be mined and confirmed.
Store and display the reported lifecycle state rather than reducing every trade notification to a single “done” outcome. This matters especially when rebuilding account state: the latest event may describe a transition, not the final disposition.
Quick Recap
Practical recovery checklist
- Detect socket close, error, or missed heartbeat; send
PINGevery 10 seconds and handlePONG. - Reconnect to the appropriate market or authenticated user channel and send its subscription.
- Mark the local market book stale; replace it from a fresh
bookevent before applying price changes. - Fetch open orders and recent trades after user-channel reconnection, then continue applying incoming events.
- Use stable identifiers and idempotent updates to avoid duplicate effects.
- Refresh tick size and other relevant market metadata before placing orders.
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