The Connect API provides real-time streaming for market data, order updates, and position changes using the Connect protocol.
Why Connect?Connect is a modern RPC protocol that works over HTTP/1.1, HTTP/2, and HTTP/3. It provides the benefits of gRPC (streaming, strong typing) while remaining compatible with standard HTTP tooling.
When to Use Connect
| Use Case | Recommended API |
|---|
| Real-time market data | Connect Streaming |
| Order execution updates | Connect Streaming |
| Position changes | Connect Streaming |
| Trade capture reports | Connect Streaming |
| Request/response queries | REST API |
| Historical data queries | REST API |
Available Streams
| Service | Stream | Description |
|---|
| Market Data | CreateMarketDataSubscription | Real-time L2 order book updates |
| Orders | CreateOrderSubscription | Order status and execution updates |
| Positions | CreatePositionSubscription | Position and balance changes |
| Drop Copy | CreateDropCopySubscription | Execution feed for all accounts |
| Drop Copy | CreateTradeCaptureReportSubscription | Trade capture reports |
| Drop Copy | CreatePositionChangeSubscription | Position change events |
| Drop Copy | CreateInstrumentStateChangeSubscription | Instrument state changes |
Connect vs REST vs gRPC
| Feature | REST | Connect | gRPC |
|---|
| Protocol | HTTP/1.1 | HTTP/1.1, HTTP/2 | HTTP/2 |
| Streaming | No | Yes | Yes |
| Browser support | Yes | Yes | Limited |
| Code generation | Optional | Yes | Yes |
| Debugging | Easy | Easy | Requires tools |
RecommendationUse REST for simple queries and one-off requests. Use Connect for real-time streaming when you need live updates. Use gRPC if you’re already integrated with gRPC tooling.
Quick Start
import requests
import json
# Connect streaming uses Server-Sent Events (SSE)
# The endpoint is the same as gRPC but over HTTP
BASE_URL = "https://api.preprod.polymarketexchange.com"
def stream_market_data(token: str, symbols: list[str]):
"""Stream market data updates for given symbols."""
headers = {
"Authorization": f"Bearer {token}",
"Content-Type": "application/json",
"Accept": "application/connect+json"
}
payload = {
"symbols": symbols,
"depth": 5
}
# Connect streaming endpoint
url = f"{BASE_URL}/polymarket.v1.MarketDataSubscriptionAPI/CreateMarketDataSubscription"
with requests.post(url, headers=headers, json=payload, stream=True) as response:
for line in response.iter_lines():
if line:
data = json.loads(line)
print(f"Update: {data}")
Next Steps
