Polymarket RTDS trade listener (aiohttp)

listen.py

#!/usr/bin/env python3
"""Polymarket RTDS trade listener (aiohttp)."""
import asyncio, json, sys
from datetime import datetime
import aiohttp

URI = "wss://ws-live-data.polymarket.com"
SLUG = sys.argv[1] if len(sys.argv) > 1 else None


def ts():
    return datetime.now().strftime("%H:%M:%S")


async def main():
    while True:
        try:
            async with aiohttp.ClientSession() as session:
                async with session.ws_connect(URI) as ws:
                    await ws.send_str("ping")
                    print(f"[{ts()}] ping →")

                    sub = {"topic": "activity", "type": "orders_matched"}
                    if SLUG:
                        sub["filters"] = json.dumps({"market_slug": SLUG}, separators=(",", ":"))

                    await ws.send_str(json.dumps({
                        "action": "subscribe",
                        "subscriptions": [sub],
                    }))
                    print(f"[{ts()}] Connected — filter: {SLUG or 'all'}")

                    ping = asyncio.create_task(keep_alive(ws))
                    try:
                        async for msg in ws:
                            if msg.type == aiohttp.WSMsgType.TEXT:
                                raw = msg.data
                                if raw == "pong":
                                    print(f"[{ts()}] ← pong")
                                    continue
                                print(f"[{ts()}] {raw}")
                            elif msg.type in (aiohttp.WSMsgType.CLOSED, aiohttp.WSMsgType.ERROR):
                                break
                    finally:
                        ping.cancel()
        except (aiohttp.ClientError, OSError) as e:
            print(f"[{ts()}] Disconnected ({e}), reconnecting in 2s...")
            await asyncio.sleep(2)


async def keep_alive(ws):
    while True:
        await asyncio.sleep(10)
        await ws.send_str("ping")
        print(f"[{ts()}] ping →")


asyncio.run(main())