Getting there

tests/test_live_marketdata.py

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+"""Live integration test for the market WS (network-gated).
+
+Run explicitly with:  POLYMAKER_LIVE=1 uv run pytest tests/test_live_marketdata.py
+Skipped by default so the unit suite stays offline and fast.
+"""
+
+from __future__ import annotations
+
+import asyncio
+import json
+import os
+
+import httpx
+import pytest
+import websockets
+
+pytestmark = pytest.mark.skipif(
+    os.environ.get("POLYMAKER_LIVE") != "1", reason="live test; set POLYMAKER_LIVE=1"
+)
+
+
+async def _top_political_tokens() -> tuple[str, list[str]]:
+    async with httpx.AsyncClient(timeout=20) as c:
+        r = await c.get(
+            "https://gamma-api.polymarket.com/markets",
+            params={"limit": 1, "closed": "false", "tag_id": 2,
+                    "order": "volume24hr", "ascending": "false"},
+        )
+        m = r.json()[0]
+        return m["conditionId"], json.loads(m["clobTokenIds"])
+
+
+async def test_market_service_builds_a_live_book():
+    from polymaker.marketdata.service import MarketDataService
+
+    cond, tokens = await _top_political_tokens()
+    woken: list[tuple[str, str]] = []
+    svc = MarketDataService(on_dirty=lambda c, t: woken.append((c, t)))
+    svc.set_markets([(cond, tokens)])
+
+    task = asyncio.create_task(svc.run())
+    try:
+        # wait until at least one token has a two-sided book
+        for _ in range(60):
+            await asyncio.sleep(0.5)
+            if any(not svc.book(t).is_empty for t in tokens):
+                break
+    finally:
+        svc.stop()
+        task.cancel()
+
+    assert woken, "quoter was never woken by a book event"
+    live = [t for t in tokens if not svc.book(t).is_empty]
+    assert live, "no book was populated from the live feed"
+    book = svc.book(live[0])
+    assert book.best_bid() is not None and book.best_ask() is not None
+    assert book.best_bid().price < book.best_ask().price
+
+
+async def test_live_market_ws_raw_frames():
+    """Sanity check the wire format our parser targets hasn't drifted."""
+    _, tokens = await _top_political_tokens()
+    uri = "wss://ws-subscriptions-clob.polymarket.com/ws/market"
+    async with websockets.connect(uri, ping_interval=5, ping_timeout=None) as ws:
+        await ws.send(json.dumps({"assets_ids": tokens, "type": "market"}))
+        got_book = False
+        for _ in range(10):
+            raw = await asyncio.wait_for(ws.recv(), timeout=10)
+            data = json.loads(raw)
+            for msg in data if isinstance(data, list) else [data]:
+                if msg.get("event_type") == "book":
+                    assert {"asset_id", "bids", "asks", "hash"} <= set(msg)
+                    got_book = True
+        assert got_book