Go Polymarket real-time data client

A Go client for receiving real-time data messages from Polymarket's WebSocket API. This client provides a simple and efficient way to subscribe to live market data, including trades, orders, comments, and RFQ (Request for Quote) activities.

About

This Go client was inspired by Polymarket's official TypeScript real-time data client.

Installation

go get github.com/Matthew17-21/go-polymarket-real-time-data-client

Quick Start

package main

import (
    "fmt"
    "time"
    
    polymarketdataclient "github.com/Matthew17-21/go-polymarket-real-time-data-client"
)

func main() {
    // Create a new client with options
    client := polymarketdataclient.New(
        polymarketdataclient.WithLogger(polymarketdataclient.NewLogger()),
        polymarketdataclient.WithOnConnect(func() {
            fmt.Println("Connected to Polymarket WebSocket!")
        }),
        polymarketdataclient.WithOnNewMessage(func(message []byte) {
            fmt.Printf("Received: %s\n", string(message))

            // Handle any further message processing. Can use the types in `payload.go` to unmarshal
        }),
    )

    // Connect to the server
    if err := client.Connect(); err != nil {
        panic(err)
    }

    // Subscribe to market data
    subscriptions := []polymarketdataclient.Subscription{
        {
            Topic: polymarketdataclient.TopicActivity,
            Type:  polymarketdataclient.MessageTypeAll,
        },
        {
            Topic: polymarketdataclient.TopicComments,
            Type:  polymarketdataclient.MessageTypeCommentCreated,
        },
    }

    if err := client.Subscribe(subscriptions); err != nil {
        panic(err)
    }

    // Keep the connection alive
    time.Sleep(30 * time.Second)

    // Clean up
    client.Disconnect()
}

API Reference

Client Creation

Available Options

• WithLogger(logger) - Set a custom logger
• WithPingInterval(duration) - Set ping interval (default: 5s)
• WithHost(host) - Set WebSocket host (default: wss://ws-live-data.polymarket.com)
• WithOnConnect(callback) - Set connection callback
• WithOnNewMessage(callback) - Set message received callback

Topics

Available topics for subscription:

• TopicActivity - Market activity data
• TopicComments - Comment-related events
• TopicRfq - Request for Quote data

Message Types

Available message types for filtering. More details can be found on the official documentaiton:

Activity Topic

• MessageTypeAll - All messages (use "*")
• MessageTypeTrades - Trade events
• MessageTypeOrdersMatched - Order matching events

Comments Topic

• MessageTypeCommentCreated - New comments
• MessageTypeCommentRemoved - Comment deletions
• MessageTypeReactionCreated - Reaction additions
• MessageTypeReactionRemoved - Reaction removals

RFQ Topic

• MessageTypeRequestCreated - New RFQ requests
• MessageTypeRequestEdited - RFQ request edits
• MessageTypeRequestCanceled - RFQ request cancellations
• MessageTypeRequestExpired - RFQ request expirations
• MessageTypeQuoteCreated - New quotes
• MessageTypeQuoteEdited - Quote edits
• MessageTypeQuoteCanceled - Quote cancellations
• MessageTypeQuoteExpired - Quote expirations

Performance Benchmarks

This client uses optimized JSON parsing instead of string searching for better performance. Benchmark results show improvements:

goos: darwin
goarch: arm64
pkg: github.com/Matthew17-21/go-polymarket-real-time-data-client/internal/json_utils
cpu: Apple M3 Max

BenchmarkIsJsonFormatVsPayloadCheck/IsJsonFormat-14         	29993344	40.68 ns/op
BenchmarkIsJsonFormatVsPayloadCheck/StringContainsPayload-14	15817960	76.14 ns/op
BenchmarkMessageProcessingCheck/IsJsonFormat-14             	62086358	19.02 ns/op
BenchmarkMessageProcessingCheck/StringContainsPayload-14    	29597839	40.87 ns/op
BenchmarkEdgeCases/IsJsonFormat_LongStrings-14              	73811518	15.33 ns/op
BenchmarkEdgeCases/StringContainsPayload_LongStrings-14     	 2879878	415.4 ns/op

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is licensed under the MIT License - see the LICENSE file for details.

Disclaimer

This is an unofficial client library and is not affiliated with Polymarket. Use at your own risk. Additionally, AI was used to generate most tests.

TODOs

• Add support for message parsing based on type & topic using json.RawMessage