@nevuamarkets/poly-websockets 0.1.5 → 0.2.0

package/dist/WSSubscriptionManager.js

@@ -7,6 +7,7 @@ exports.WSSubscriptionManager = void 0;
 const ms_1 = __importDefault(require("ms"));
 const lodash_1 = __importDefault(require("lodash"));
 const bottleneck_1 = __importDefault(require("bottleneck"));
+const PolymarketWebSocket_1 = require("./types/PolymarketWebSocket");
 const GroupRegistry_1 = require("./modules/GroupRegistry");
 const OrderBookCache_1 = require("./modules/OrderBookCache");
 const GroupSocket_1 = require("./modules/GroupSocket");
@@ -86,15 +87,34 @@ class WSSubscriptionManager {
     async actOnSubscribedEvents(events, action) {
         // Filter out events that are not subscribed to by any groups
         events = lodash_1.default.filter(events, (event) => {
-            const groupIndices = this.groupRegistry.getGroupIndicesForAsset(event.asset_id);
-            if (groupIndices.length > 1) {
-                logger_1.logger.warn({
-                    message: 'Found multiple groups for asset',
-                    asset_id: event.asset_id,
-                    group_indices: groupIndices
+            // Handle PriceChangeEvent which doesn't have asset_id at root
+            if ((0, PolymarketWebSocket_1.isPriceChangeEvent)(event)) {
+                // Check if any of the price_changes are subscribed
+                return event.price_changes.some(price_change_item => {
+                    const groupIndices = this.groupRegistry.getGroupIndicesForAsset(price_change_item.asset_id);
+                    if (groupIndices.length > 1) {
+                        logger_1.logger.warn({
+                            message: 'Found multiple groups for asset',
+                            asset_id: price_change_item.asset_id,
+                            group_indices: groupIndices
+                        });
+                    }
+                    return groupIndices.length > 0;
                 });
             }
-            return groupIndices.length > 0;
+            // For all other events, check asset_id at root
+            if ('asset_id' in event) {
+                const groupIndices = this.groupRegistry.getGroupIndicesForAsset(event.asset_id);
+                if (groupIndices.length > 1) {
+                    logger_1.logger.warn({
+                        message: 'Found multiple groups for asset',
+                        asset_id: event.asset_id,
+                        group_indices: groupIndices
+                    });
+                }
+                return groupIndices.length > 0;
+            }
+            return false;
         });
         await (action === null || action === void 0 ? void 0 : action(events));
     }

package/dist/modules/GroupSocket.js

@@ -59,6 +59,11 @@ class GroupSocket {
     setupEventHandlers() {
         const group = this.group;
         const handlers = this.handlers;
+        // Capture the current WebSocket instance to avoid race conditions
+        const currentWebSocket = group.wsClient;
+        if (!currentWebSocket) {
+            return;
+        }
         /*
             Define handlers within this scope to capture 'this' context
         */
@@ -68,8 +73,25 @@ class GroupSocket {
                 group.status = WebSocketSubscriptions_1.WebSocketStatus.CLEANUP;
                 return;
             }
+            // Verify this handler is for the current WebSocket instance
+            if (currentWebSocket !== group.wsClient) {
+                logger_1.logger.warn({
+                    message: 'handleOpen called for stale WebSocket instance',
+                    groupId: group.groupId,
+                });
+                return;
+            }
+            // Additional safety check for readyState
+            if (currentWebSocket.readyState !== ws_1.default.OPEN) {
+                logger_1.logger.warn({
+                    message: 'handleOpen called but WebSocket is not in OPEN state',
+                    groupId: group.groupId,
+                    readyState: currentWebSocket.readyState,
+                });
+                return;
+            }
             group.status = WebSocketSubscriptions_1.WebSocketStatus.ALIVE;
-            group.wsClient.send(JSON.stringify({ assets_ids: Array.from(group.assetIds), type: 'market' }));
+            currentWebSocket.send(JSON.stringify({ assets_ids: Array.from(group.assetIds), type: 'market' }));
             await ((_a = handlers.onWSOpen) === null || _a === void 0 ? void 0 : _a.call(handlers, group.groupId, Array.from(group.assetIds)));
             this.pingInterval = setInterval(() => {
                 if (group.assetIds.size === 0) {
@@ -77,26 +99,44 @@ class GroupSocket {
                     group.status = WebSocketSubscriptions_1.WebSocketStatus.CLEANUP;
                     return;
                 }
-                if (!group.wsClient) {
+                // Verify we're still using the same WebSocket
+                if (currentWebSocket !== group.wsClient) {
+                    clearInterval(this.pingInterval);
+                    return;
+                }
+                if (!currentWebSocket || currentWebSocket.readyState !== ws_1.default.OPEN) {
                     clearInterval(this.pingInterval);
                     group.status = WebSocketSubscriptions_1.WebSocketStatus.DEAD;
                     return;
                 }
-                group.wsClient.ping();
+                currentWebSocket.ping();
             }, (0, crypto_1.randomInt)((0, ms_1.default)('15s'), (0, ms_1.default)('25s')));
         };
         const handleMessage = async (data) => {
             var _a, _b;
+            const messageStr = data.toString();
+            // Handle PONG messages that might be sent to message handler during handler reattachment
+            if (messageStr === 'PONG') {
+                return;
+            }
             let events = [];
             try {
-                const parsedData = JSON.parse(data.toString());
+                const parsedData = JSON.parse(messageStr);
                 events = Array.isArray(parsedData) ? parsedData : [parsedData];
             }
             catch (err) {
-                await ((_a = handlers.onError) === null || _a === void 0 ? void 0 : _a.call(handlers, new Error(`Not JSON: ${data.toString()}`)));
+                await ((_a = handlers.onError) === null || _a === void 0 ? void 0 : _a.call(handlers, new Error(`Not JSON: ${messageStr}`)));
                 return;
             }
-            events = lodash_1.default.filter(events, (event) => lodash_1.default.size(event.asset_id) > 0);
+            // Filter events to ensure validity
+            events = lodash_1.default.filter(events, (event) => {
+                // For price_change events, check that price_changes array exists
+                if ((0, PolymarketWebSocket_1.isPriceChangeEvent)(event)) {
+                    return event.price_changes && event.price_changes.length > 0;
+                }
+                // For all other events, check asset_id
+                return lodash_1.default.size(event.asset_id) > 0;
+            });
             const bookEvents = [];
             const lastTradeEvents = [];
             const tickEvents = [];
@@ -106,23 +146,35 @@ class GroupSocket {
                     Skip events for asset ids that are not in the group to ensure that
                     we don't get stale events for assets that were removed.
                 */
-                if (!group.assetIds.has(event.asset_id)) {
-                    continue;
-                }
-                if ((0, PolymarketWebSocket_1.isBookEvent)(event)) {
-                    bookEvents.push(event);
-                }
-                else if ((0, PolymarketWebSocket_1.isLastTradePriceEvent)(event)) {
-                    lastTradeEvents.push(event);
-                }
-                else if ((0, PolymarketWebSocket_1.isTickSizeChangeEvent)(event)) {
-                    tickEvents.push(event);
-                }
-                else if ((0, PolymarketWebSocket_1.isPriceChangeEvent)(event)) {
-                    priceChangeEvents.push(event);
+                if ((0, PolymarketWebSocket_1.isPriceChangeEvent)(event)) {
+                    // Check if any of the price_changes are for assets in this group
+                    const relevantChanges = event.price_changes.filter(price_change_item => group.assetIds.has(price_change_item.asset_id));
+                    if (relevantChanges.length === 0) {
+                        continue;
+                    }
+                    // Only include relevant changes
+                    priceChangeEvents.push({
+                        ...event,
+                        price_changes: relevantChanges
+                    });
                 }
                 else {
-                    await ((_b = handlers.onError) === null || _b === void 0 ? void 0 : _b.call(handlers, new Error(`Unknown event: ${JSON.stringify(event)}`)));
+                    // For all other events, check asset_id at root
+                    if (!group.assetIds.has(event.asset_id)) {
+                        continue;
+                    }
+                    if ((0, PolymarketWebSocket_1.isBookEvent)(event)) {
+                        bookEvents.push(event);
+                    }
+                    else if ((0, PolymarketWebSocket_1.isLastTradePriceEvent)(event)) {
+                        lastTradeEvents.push(event);
+                    }
+                    else if ((0, PolymarketWebSocket_1.isTickSizeChangeEvent)(event)) {
+                        tickEvents.push(event);
+                    }
+                    else {
+                        await ((_b = handlers.onError) === null || _b === void 0 ? void 0 : _b.call(handlers, new Error(`Unknown event: ${JSON.stringify(event)}`)));
+                    }
                 }
             }
             await this.handleBookEvents(bookEvents);
@@ -145,24 +197,18 @@ class GroupSocket {
             clearInterval(this.pingInterval);
             await ((_a = handlers.onWSClose) === null || _a === void 0 ? void 0 : _a.call(handlers, group.groupId, code, (reason === null || reason === void 0 ? void 0 : reason.toString()) || ''));
         };
-        if (group.wsClient) {
-            // Remove any existing handlers
-            group.wsClient.removeAllListeners();
-            // Add the handlers
-            group.wsClient.on('open', handleOpen);
-            group.wsClient.on('message', handleMessage);
-            group.wsClient.on('pong', handlePong);
-            group.wsClient.on('error', handleError);
-            group.wsClient.on('close', handleClose);
-        }
+        // Remove any existing handlers
+        currentWebSocket.removeAllListeners();
+        // Add the handlers
+        currentWebSocket.on('open', handleOpen);
+        currentWebSocket.on('message', handleMessage);
+        currentWebSocket.on('pong', handlePong);
+        currentWebSocket.on('error', handleError);
+        currentWebSocket.on('close', handleClose);
         if (group.assetIds.size === 0) {
             group.status = WebSocketSubscriptions_1.WebSocketStatus.CLEANUP;
             return;
         }
-        if (!group.wsClient) {
-            group.status = WebSocketSubscriptions_1.WebSocketStatus.DEAD;
-            return;
-        }
     }
     async handleBookEvents(bookEvents) {
         var _a, _b;
@@ -190,61 +236,64 @@ class GroupSocket {
                 catch (err) {
                     logger_1.logger.debug({
                         message: `Skipping derived future price calculation price_change: book not found for asset`,
-                        asset_id: event.asset_id,
                         event: event,
                         error: err === null || err === void 0 ? void 0 : err.message
                     });
                     continue;
                 }
-                let spreadOver10Cents;
-                try {
-                    spreadOver10Cents = this.bookCache.spreadOver(event.asset_id, 0.1);
-                }
-                catch (err) {
-                    logger_1.logger.debug({
-                        message: 'Skipping derived future price calculation for price_change: error calculating spread',
-                        asset_id: event.asset_id,
-                        event: event,
-                        error: err === null || err === void 0 ? void 0 : err.message
-                    });
-                    continue;
-                }
-                if (!spreadOver10Cents) {
-                    let newPrice;
+                // Handle price updates per asset
+                const assetIds = event.price_changes.map(price_change_item => price_change_item.asset_id);
+                for (const assetId of assetIds) {
+                    let spreadOver10Cents;
                     try {
-                        newPrice = this.bookCache.midpoint(event.asset_id);
+                        spreadOver10Cents = this.bookCache.spreadOver(assetId, 0.1);
                     }
                     catch (err) {
                         logger_1.logger.debug({
-                            message: 'Skipping derived future price calculation for price_change: error calculating midpoint',
-                            asset_id: event.asset_id,
+                            message: 'Skipping derived future price calculation for price_change: error calculating spread',
+                            asset_id: assetId,
                             event: event,
                             error: err === null || err === void 0 ? void 0 : err.message
                         });
                         continue;
                     }
-                    const bookEntry = this.bookCache.getBookEntry(event.asset_id);
-                    if (!bookEntry) {
-                        logger_1.logger.debug({
-                            message: 'Skipping derived future price calculation price_change: book not found for asset',
-                            asset_id: event.asset_id,
-                            event: event,
-                        });
-                        continue;
-                    }
-                    if (newPrice !== bookEntry.price) {
-                        bookEntry.price = newPrice;
-                        const priceUpdateEvent = {
-                            asset_id: event.asset_id,
-                            event_type: 'price_update',
-                            triggeringEvent: event,
-                            timestamp: event.timestamp,
-                            book: { bids: bookEntry.bids, asks: bookEntry.asks },
-                            price: newPrice,
-                            midpoint: bookEntry.midpoint || '',
-                            spread: bookEntry.spread || '',
-                        };
-                        await ((_d = (_c = this.handlers).onPolymarketPriceUpdate) === null || _d === void 0 ? void 0 : _d.call(_c, [priceUpdateEvent]));
+                    if (!spreadOver10Cents) {
+                        let newPrice;
+                        try {
+                            newPrice = this.bookCache.midpoint(assetId);
+                        }
+                        catch (err) {
+                            logger_1.logger.debug({
+                                message: 'Skipping derived future price calculation for price_change: error calculating midpoint',
+                                asset_id: assetId,
+                                event: event,
+                                error: err === null || err === void 0 ? void 0 : err.message
+                            });
+                            continue;
+                        }
+                        const bookEntry = this.bookCache.getBookEntry(assetId);
+                        if (!bookEntry) {
+                            logger_1.logger.debug({
+                                message: 'Skipping derived future price calculation price_change: book not found for asset',
+                                asset_id: assetId,
+                                event: event,
+                            });
+                            continue;
+                        }
+                        if (newPrice !== bookEntry.price) {
+                            bookEntry.price = newPrice;
+                            const priceUpdateEvent = {
+                                asset_id: assetId,
+                                event_type: 'price_update',
+                                triggeringEvent: event,
+                                timestamp: event.timestamp,
+                                book: { bids: bookEntry.bids, asks: bookEntry.asks },
+                                price: newPrice,
+                                midpoint: bookEntry.midpoint || '',
+                                spread: bookEntry.spread || '',
+                            };
+                            await ((_d = (_c = this.handlers).onPolymarketPriceUpdate) === null || _d === void 0 ? void 0 : _d.call(_c, [priceUpdateEvent]));
+                        }
                     }
                 }
             }

package/dist/modules/OrderBookCache.js

@@ -47,12 +47,13 @@ class OrderBookCache {
      * Throws if the book is not found.
      */
     upsertPriceChange(event) {
-        const book = this.bookCache[event.asset_id];
-        if (!book) {
-            throw new Error(`Book not found for asset ${event.asset_id}`);
-        }
-        for (const change of event.changes) {
-            const { price, size, side } = change;
+        // Iterate through price_changes array
+        for (const priceChange of event.price_changes) {
+            const book = this.bookCache[priceChange.asset_id];
+            if (!book) {
+                throw new Error(`Book not found for asset ${priceChange.asset_id}`);
+            }
+            const { price, size, side } = priceChange;
             if (side === 'BUY') {
                 const i = book.bids.findIndex(bid => bid.price === price);
                 if (i !== -1) {

package/dist/types/PolymarketWebSocket.d.ts

@@ -7,31 +7,44 @@ export type PriceLevel = {
     price: string;
     size: string;
 };
+/**
+ * Represents a single price change item
+ */
+export type PriceChangeItem = {
+    asset_id: string;
+    price: string;
+    size: string;
+    side: 'BUY' | 'SELL';
+    hash: string;
+    best_bid: string;
+    best_ask: string;
+};
 /**
  * Represents a price_change event from Polymarket WebSocket
- * @example
+ *
+ * Schema example:
  * {
- *   asset_id: "39327269875426915204597944387916069897800289788920336317845465327697809453999",
- *   changes: [
- *     { price: "0.044", side: "SELL", size: "611" }
+ *   market: "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
+ *   price_changes: [
+ *     {
+ *       asset_id: "71321045679252212594626385532706912750332728571942532289631379312455583992563",
+ *       price: "0.5",
+ *       size: "200",
+ *       side: "BUY",
+ *       hash: "56621a121a47ed9333273e21c83b660cff37ae50",
+ *       best_bid: "0.5",
+ *       best_ask: "1"
+ *     }
  *   ],
- *   event_type: "price_change",
- *   hash: "a0b7cadf869fc288dbbf65704996fe818cc97d6a",
- *   market: "0x5412ae25e97078f814157de948459d59c6221b4c4c495fdd57b536543ad36729",
- *   timestamp: "1749371014925"
+ *   timestamp: "1757908892351",
+ *   event_type: "price_change"
  * }
  */
 export type PriceChangeEvent = {
-    asset_id: string;
-    changes: {
-        price: string;
-        side: string;
-        size: string;
-    }[];
     event_type: 'price_change';
-    hash: string;
     market: string;
     timestamp: string;
+    price_changes: PriceChangeItem[];
 };
 /**
  * Represents a Polymarket book
@@ -149,14 +162,20 @@ export type TickSizeChangeEvent = {
  *
  * @example PriceChangeEvent
  * {
- *   asset_id: "39327269875426915204597944387916069897800289788920336317845465327697809453999",
- *   changes: [
- *     { price: "0.044", side: "SELL", size: "611" }
+ *   market: "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
+ *   price_changes: [
+ *     {
+ *       asset_id: "71321045679252212594626385532706912750332728571942532289631379312455583992563",
+ *       price: "0.5",
+ *       size: "200",
+ *       side: "BUY",
+ *       hash: "56621a121a47ed9333273e21c83b660cff37ae50",
+ *       best_bid: "0.5",
+ *       best_ask: "1"
+ *     }
  *   ],
- *   event_type: "price_change",
- *   hash: "a0b7cadf869fc288dbbf65704996fe818cc97d6a",
- *   market: "0x5412ae25e97078f814157de948459d59c6221b4c4c495fdd57b536543ad36729",
- *   timestamp: "1749371014925"
+ *   timestamp: "1757908892351",
+ *   event_type: "price_change"
  * }
  *
  * @example TickSizeChangeEvent
@@ -212,7 +231,7 @@ export type WebSocketHandlers = {
  *   console.log(event.bids);
  * }
  */
-export declare function isBookEvent(event: PolymarketWSEvent): event is BookEvent;
+export declare function isBookEvent(event: PolymarketWSEvent | PolymarketPriceUpdateEvent): event is BookEvent;
 /**
  * Type guard to check if an event is a LastTradePriceEvent
  * @example
@@ -221,7 +240,7 @@ export declare function isBookEvent(event: PolymarketWSEvent): event is BookEven
  *   console.log(event.side);
  * }
  */
-export declare function isLastTradePriceEvent(event: PolymarketWSEvent): event is LastTradePriceEvent;
+export declare function isLastTradePriceEvent(event: PolymarketWSEvent | PolymarketPriceUpdateEvent): event is LastTradePriceEvent;
 /**
  * Type guard to check if an event is a PriceChangeEvent
  * @example
@@ -230,7 +249,7 @@ export declare function isLastTradePriceEvent(event: PolymarketWSEvent): event i
  *   console.log(event.changes);
  * }
  */
-export declare function isPriceChangeEvent(event: PolymarketWSEvent): event is PriceChangeEvent;
+export declare function isPriceChangeEvent(event: PolymarketWSEvent | PolymarketPriceUpdateEvent): event is PriceChangeEvent;
 /**
  * Type guard to check if an event is a TickSizeChangeEvent
  * @example
@@ -239,4 +258,4 @@ export declare function isPriceChangeEvent(event: PolymarketWSEvent): event is P
  *   console.log(event.old_tick_size);
  * }
  */
-export declare function isTickSizeChangeEvent(event: PolymarketWSEvent): event is TickSizeChangeEvent;
+export declare function isTickSizeChangeEvent(event: PolymarketWSEvent | PolymarketPriceUpdateEvent): event is TickSizeChangeEvent;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@nevuamarkets/poly-websockets",
-  "version": "0.1.5",
+  "version": "0.2.0",
   "description": "Plug-and-play Polymarket WebSocket price alerts",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",

package/src/WSSubscriptionManager.ts

@@ -8,7 +8,8 @@ import {
     LastTradePriceEvent,
     TickSizeChangeEvent,
     PolymarketWSEvent,
-    PolymarketPriceUpdateEvent
+    PolymarketPriceUpdateEvent,
+    isPriceChangeEvent
 } from './types/PolymarketWebSocket';
 import { SubscriptionManagerOptions } from './types/WebSocketSubscriptions';
 
@@ -111,16 +112,37 @@ class WSSubscriptionManager {
 
         // Filter out events that are not subscribed to by any groups
         events = _.filter(events, (event: T) => {
-            const groupIndices = this.groupRegistry.getGroupIndicesForAsset(event.asset_id);
-
-            if (groupIndices.length > 1) {
-                logger.warn({
-                    message: 'Found multiple groups for asset',
-                    asset_id: event.asset_id,
-                    group_indices: groupIndices
+            // Handle PriceChangeEvent which doesn't have asset_id at root
+            if (isPriceChangeEvent(event)) {
+                // Check if any of the price_changes are subscribed
+                return event.price_changes.some(price_change_item => {
+                    const groupIndices = this.groupRegistry.getGroupIndicesForAsset(price_change_item.asset_id);
+                    if (groupIndices.length > 1) {
+                        logger.warn({
+                            message: 'Found multiple groups for asset',
+                            asset_id: price_change_item.asset_id,
+                            group_indices: groupIndices
+                        });
+                    }
+                    return groupIndices.length > 0;
                 });
             }
-            return groupIndices.length > 0;
+            
+            // For all other events, check asset_id at root
+            if ('asset_id' in event) {
+                const groupIndices = this.groupRegistry.getGroupIndicesForAsset(event.asset_id);
+
+                if (groupIndices.length > 1) {
+                    logger.warn({
+                        message: 'Found multiple groups for asset',
+                        asset_id: event.asset_id,
+                        group_indices: groupIndices
+                    });
+                }
+                return groupIndices.length > 0;
+            }
+            
+            return false;
         });
 
         await action?.(events);

package/src/modules/GroupSocket.ts

@@ -74,6 +74,12 @@ export class GroupSocket {
     private setupEventHandlers() {
         const group = this.group;
         const handlers = this.handlers;
+        
+        // Capture the current WebSocket instance to avoid race conditions
+        const currentWebSocket = group.wsClient;
+        if (!currentWebSocket) {
+            return;
+        }
 
         /*
             Define handlers within this scope to capture 'this' context
@@ -84,9 +90,28 @@ export class GroupSocket {
                 return;
             }
 
+            // Verify this handler is for the current WebSocket instance
+            if (currentWebSocket !== group.wsClient) {
+                logger.warn({
+                    message: 'handleOpen called for stale WebSocket instance',
+                    groupId: group.groupId,
+                });
+                return;
+            }
+
+            // Additional safety check for readyState
+            if (currentWebSocket.readyState !== WebSocket.OPEN) {
+                logger.warn({
+                    message: 'handleOpen called but WebSocket is not in OPEN state',
+                    groupId: group.groupId,
+                    readyState: currentWebSocket.readyState,
+                });
+                return;
+            }
+
             group.status = WebSocketStatus.ALIVE;
 
-            group.wsClient!.send(JSON.stringify({ assets_ids: Array.from(group.assetIds), type: 'market' }));
+            currentWebSocket.send(JSON.stringify({ assets_ids: Array.from(group.assetIds), type: 'market' }));
             await handlers.onWSOpen?.(group.groupId, Array.from(group.assetIds));
 
             this.pingInterval = setInterval(() => {
@@ -96,26 +121,47 @@ export class GroupSocket {
                     return;
                 }
 
-                if (!group.wsClient) {
+                // Verify we're still using the same WebSocket
+                if (currentWebSocket !== group.wsClient) {
+                    clearInterval(this.pingInterval);
+                    return;
+                }
+
+                if (!currentWebSocket || currentWebSocket.readyState !== WebSocket.OPEN) {
                     clearInterval(this.pingInterval);
                     group.status = WebSocketStatus.DEAD;
                     return;
                 }
-                group.wsClient.ping();
+                currentWebSocket.ping();
             }, randomInt(ms('15s'), ms('25s')));
         };
 
         const handleMessage = async (data: Buffer) => {
+            const messageStr = data.toString();
+
+            // Handle PONG messages that might be sent to message handler during handler reattachment
+            if (messageStr === 'PONG') {
+                return;
+            }
+
             let events: PolymarketWSEvent[] = [];
             try {
-                const parsedData: any = JSON.parse(data.toString());
+                const parsedData: any = JSON.parse(messageStr);
                 events = Array.isArray(parsedData) ? parsedData : [parsedData];
             } catch (err) {
-                await handlers.onError?.(new Error(`Not JSON: ${data.toString()}`));
+                await handlers.onError?.(new Error(`Not JSON: ${messageStr}`));
                 return;
             }
 
-            events = _.filter(events, (event: PolymarketWSEvent) => _.size(event.asset_id) > 0);
+            // Filter events to ensure validity
+            events = _.filter(events, (event: PolymarketWSEvent) => {
+                // For price_change events, check that price_changes array exists
+                if (isPriceChangeEvent(event)) {
+                    return event.price_changes && event.price_changes.length > 0;
+                }
+                // For all other events, check asset_id
+                return _.size(event.asset_id) > 0;
+            });
 
             const bookEvents: BookEvent[] = [];
             const lastTradeEvents: LastTradePriceEvent[] = [];
@@ -127,21 +173,32 @@ export class GroupSocket {
                     Skip events for asset ids that are not in the group to ensure that
                     we don't get stale events for assets that were removed.
                 */
-                if (!group.assetIds.has(event.asset_id)) {
-                    continue;
-                }
+                if (isPriceChangeEvent(event)) {
+                    // Check if any of the price_changes are for assets in this group
+                    const relevantChanges = event.price_changes.filter(price_change_item => group.assetIds.has(price_change_item.asset_id));
+                    if (relevantChanges.length === 0) {
+                        continue;
+                    }
+                    // Only include relevant changes
+                    priceChangeEvents.push({
+                        ...event,
+                        price_changes: relevantChanges
+                    });
+                } else {
+                    // For all other events, check asset_id at root
+                    if (!group.assetIds.has(event.asset_id!)) {
+                        continue;
+                    }
 
-                if (isBookEvent(event)) {
-                    bookEvents.push(event);
-                } else if (isLastTradePriceEvent(event)) {
-                    lastTradeEvents.push(event);
-                } else if (isTickSizeChangeEvent(event)) {
-                    tickEvents.push(event);
-                } else if (isPriceChangeEvent(event)) {
-                    priceChangeEvents.push(event);
-                }
-                else {
-                    await handlers.onError?.(new Error(`Unknown event: ${JSON.stringify(event)}`));
+                    if (isBookEvent(event)) {
+                        bookEvents.push(event);
+                    } else if (isLastTradePriceEvent(event)) {
+                        lastTradeEvents.push(event);
+                    } else if (isTickSizeChangeEvent(event)) {
+                        tickEvents.push(event);
+                    } else {
+                        await handlers.onError?.(new Error(`Unknown event: ${JSON.stringify(event)}`));
+                    }
                 }
             }
 
@@ -167,27 +224,20 @@ export class GroupSocket {
             await handlers.onWSClose?.(group.groupId, code, reason?.toString() || '');
         };
 
-        if (group.wsClient) {
-            // Remove any existing handlers
-            group.wsClient.removeAllListeners();
+        // Remove any existing handlers
+        currentWebSocket.removeAllListeners();
 
-            // Add the handlers
-            group.wsClient.on('open', handleOpen);
-            group.wsClient.on('message', handleMessage);
-            group.wsClient.on('pong', handlePong);
-            group.wsClient.on('error', handleError);
-            group.wsClient.on('close', handleClose);
-        }
+        // Add the handlers
+        currentWebSocket.on('open', handleOpen);
+        currentWebSocket.on('message', handleMessage);
+        currentWebSocket.on('pong', handlePong);
+        currentWebSocket.on('error', handleError);
+        currentWebSocket.on('close', handleClose);
 
         if (group.assetIds.size === 0) {
             group.status = WebSocketStatus.CLEANUP;
             return;
         }
-
-        if (!group.wsClient) {
-            group.status = WebSocketStatus.DEAD;
-            return;
-        }
     }
 
     private async handleBookEvents(bookEvents: BookEvent[]): Promise<void> {
@@ -215,63 +265,67 @@ export class GroupSocket {
                 } catch (err: any) {
                     logger.debug({ 
                         message: `Skipping derived future price calculation price_change: book not found for asset`, 
-                        asset_id: event.asset_id, 
                         event: event,
                         error: err?.message
                     });
                     continue;
                 }
 
-                let spreadOver10Cents: boolean;
-                try {
-                    spreadOver10Cents = this.bookCache.spreadOver(event.asset_id, 0.1);
-                } catch (err: any) {
-                    logger.debug({ 
-                        message: 'Skipping derived future price calculation for price_change: error calculating spread', 
-                        asset_id: event.asset_id, 
-                        event: event,
-                        error: err?.message
-                    });
-                    continue;
-                }
+                // Handle price updates per asset
+                const assetIds: string[] = event.price_changes.map(price_change_item => price_change_item.asset_id);
 
-                if (!spreadOver10Cents) {
-                    let newPrice: string;
+                for (const assetId of assetIds) {
+                    let spreadOver10Cents: boolean;
                     try {
-                        newPrice = this.bookCache.midpoint(event.asset_id);
+                        spreadOver10Cents = this.bookCache.spreadOver(assetId, 0.1);
                     } catch (err: any) {
                         logger.debug({ 
-                            message: 'Skipping derived future price calculation for price_change: error calculating midpoint', 
-                            asset_id: event.asset_id, 
+                            message: 'Skipping derived future price calculation for price_change: error calculating spread', 
+                            asset_id: assetId, 
                             event: event,
                             error: err?.message
                         });
                         continue;
                     }
 
-                    const bookEntry: BookEntry | null = this.bookCache.getBookEntry(event.asset_id);
-                    if (!bookEntry) {
-                        logger.debug({ 
-                            message: 'Skipping derived future price calculation price_change: book not found for asset', 
-                            asset_id: event.asset_id, 
-                            event: event,
-                        });
-                        continue;
-                    }
-
-                    if (newPrice !== bookEntry.price) {
-                        bookEntry.price = newPrice;
-                        const priceUpdateEvent: PolymarketPriceUpdateEvent = {
-                            asset_id: event.asset_id,
-                            event_type: 'price_update',
-                            triggeringEvent: event,
-                            timestamp: event.timestamp,
-                            book: { bids: bookEntry.bids, asks: bookEntry.asks },
-                            price: newPrice,
-                            midpoint: bookEntry.midpoint || '',
-                            spread: bookEntry.spread || '',
-                        };
-                        await this.handlers.onPolymarketPriceUpdate?.([priceUpdateEvent]);
+                    if (!spreadOver10Cents) {
+                        let newPrice: string;
+                        try {
+                            newPrice = this.bookCache.midpoint(assetId);
+                        } catch (err: any) {
+                            logger.debug({ 
+                                message: 'Skipping derived future price calculation for price_change: error calculating midpoint', 
+                                asset_id: assetId, 
+                                event: event,
+                                error: err?.message
+                            });
+                            continue;
+                        }
+
+                        const bookEntry: BookEntry | null = this.bookCache.getBookEntry(assetId);
+                        if (!bookEntry) {
+                            logger.debug({ 
+                                message: 'Skipping derived future price calculation price_change: book not found for asset', 
+                                asset_id: assetId, 
+                                event: event,
+                            });
+                            continue;
+                        }
+
+                        if (newPrice !== bookEntry.price) {
+                            bookEntry.price = newPrice;
+                            const priceUpdateEvent: PolymarketPriceUpdateEvent = {
+                                asset_id: assetId,
+                                event_type: 'price_update',
+                                triggeringEvent: event,
+                                timestamp: event.timestamp,
+                                book: { bids: bookEntry.bids, asks: bookEntry.asks },
+                                price: newPrice,
+                                midpoint: bookEntry.midpoint || '',
+                                spread: bookEntry.spread || '',
+                            };
+                            await this.handlers.onPolymarketPriceUpdate?.([priceUpdateEvent]);
+                        }
                     }
                 }
             }

package/src/modules/OrderBookCache.ts

@@ -72,13 +72,14 @@ export class OrderBookCache {
      * Throws if the book is not found.
      */
     public upsertPriceChange(event: PriceChangeEvent): void {
-        const book = this.bookCache[event.asset_id];
-        if (!book) {
-            throw new Error(`Book not found for asset ${event.asset_id}`);
-        }
+        // Iterate through price_changes array
+        for (const priceChange of event.price_changes) {
+            const book = this.bookCache[priceChange.asset_id];
+            if (!book) {
+                throw new Error(`Book not found for asset ${priceChange.asset_id}`);
+            }
 
-        for (const change of event.changes) {
-            const { price, size, side } = change;
+            const { price, size, side } = priceChange;
             if (side === 'BUY') {
                 const i = book.bids.findIndex(bid => bid.price === price);
                 if (i !== -1) {

package/src/types/PolymarketWebSocket.ts

@@ -8,27 +8,45 @@ export type PriceLevel = {
     size: string;
 };
 
+/**
+ * Represents a single price change item
+ */
+export type PriceChangeItem = {
+    asset_id: string;
+    price: string;
+    size: string;
+    side: 'BUY' | 'SELL';
+    hash: string;
+    best_bid: string;
+    best_ask: string;
+};
+
 /**
  * Represents a price_change event from Polymarket WebSocket
- * @example
+ * 
+ * Schema example:
  * {
- *   asset_id: "39327269875426915204597944387916069897800289788920336317845465327697809453999",
- *   changes: [
- *     { price: "0.044", side: "SELL", size: "611" }
+ *   market: "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
+ *   price_changes: [
+ *     {
+ *       asset_id: "71321045679252212594626385532706912750332728571942532289631379312455583992563",
+ *       price: "0.5",
+ *       size: "200",
+ *       side: "BUY",
+ *       hash: "56621a121a47ed9333273e21c83b660cff37ae50",
+ *       best_bid: "0.5",
+ *       best_ask: "1"
+ *     }
  *   ],
- *   event_type: "price_change",
- *   hash: "a0b7cadf869fc288dbbf65704996fe818cc97d6a",
- *   market: "0x5412ae25e97078f814157de948459d59c6221b4c4c495fdd57b536543ad36729",
- *   timestamp: "1749371014925"
+ *   timestamp: "1757908892351",
+ *   event_type: "price_change"
  * }
  */
 export type PriceChangeEvent = {
-    asset_id: string;
-    changes: { price: string; side: string; size: string }[];
     event_type: 'price_change';
-    hash: string;
     market: string;
     timestamp: string;
+    price_changes: PriceChangeItem[];
 };
 
 /**
@@ -151,14 +169,20 @@ export type TickSizeChangeEvent = {
  * 
  * @example PriceChangeEvent
  * {
- *   asset_id: "39327269875426915204597944387916069897800289788920336317845465327697809453999",
- *   changes: [
- *     { price: "0.044", side: "SELL", size: "611" }
+ *   market: "0x5f65177b394277fd294cd75650044e32ba009a95022d88a0c1d565897d72f8f1",
+ *   price_changes: [
+ *     {
+ *       asset_id: "71321045679252212594626385532706912750332728571942532289631379312455583992563",
+ *       price: "0.5",
+ *       size: "200",
+ *       side: "BUY",
+ *       hash: "56621a121a47ed9333273e21c83b660cff37ae50",
+ *       best_bid: "0.5",
+ *       best_ask: "1"
+ *     }
  *   ],
- *   event_type: "price_change",
- *   hash: "a0b7cadf869fc288dbbf65704996fe818cc97d6a",
- *   market: "0x5412ae25e97078f814157de948459d59c6221b4c4c495fdd57b536543ad36729",
- *   timestamp: "1749371014925"
+ *   timestamp: "1757908892351",
+ *   event_type: "price_change"
  * }
  * 
  * @example TickSizeChangeEvent
@@ -239,7 +263,7 @@ export type WebSocketHandlers = {
  *   console.log(event.bids);
  * }
  */
-export function isBookEvent(event: PolymarketWSEvent): event is BookEvent {
+export function isBookEvent(event: PolymarketWSEvent | PolymarketPriceUpdateEvent): event is BookEvent {
     return event?.event_type === 'book';
 }
 
@@ -251,7 +275,7 @@ export function isBookEvent(event: PolymarketWSEvent): event is BookEvent {
  *   console.log(event.side);
  * }
  */
-export function isLastTradePriceEvent(event: PolymarketWSEvent): event is LastTradePriceEvent {
+export function isLastTradePriceEvent(event: PolymarketWSEvent | PolymarketPriceUpdateEvent): event is LastTradePriceEvent {
     return event?.event_type === 'last_trade_price';
 }
 
@@ -263,7 +287,7 @@ export function isLastTradePriceEvent(event: PolymarketWSEvent): event is LastTr
  *   console.log(event.changes);
  * }
  */
-export function isPriceChangeEvent(event: PolymarketWSEvent): event is PriceChangeEvent {
+export function isPriceChangeEvent(event: PolymarketWSEvent | PolymarketPriceUpdateEvent): event is PriceChangeEvent {
     return event?.event_type === 'price_change';
 }
 
@@ -275,6 +299,6 @@ export function isPriceChangeEvent(event: PolymarketWSEvent): event is PriceChan
  *   console.log(event.old_tick_size);
  * }
  */
-export function isTickSizeChangeEvent(event: PolymarketWSEvent): event is TickSizeChangeEvent {
+export function isTickSizeChangeEvent(event: PolymarketWSEvent | PolymarketPriceUpdateEvent): event is TickSizeChangeEvent {
     return event?.event_type === 'tick_size_change';
-}
+}