Streaming Best Practices

# Short deadline on a streaming RPC. Cancels during replay.
stub.CreateDropCopySubscription(
    request,
    metadata=metadata,
    timeout=10,  # seconds — too short for replay
)

# One stream per order. CreateDropCopySubscription has no order id.
for order_id in open_orders:
    stub.CreateDropCopySubscription(request, metadata=metadata)

import time
import grpc
from polymarket.v1 import dropcopy_pb2
from polymarket.v1 import dropcopy_pb2_grpc

# last_token: bytes persisted after the previous batch was applied
# persist_resume_token / refresh_auth_metadata / apply_batch: your code

def run_dropcopy(stub, metadata, last_token: bytes, apply_batch):
    request = dropcopy_pb2.CreateDropCopySubscriptionRequest(
        resume_token=last_token or b"",
        symbols=[],  # whole firm
    )
    # No per-RPC timeout. The stream is the session.
    stream = stub.CreateDropCopySubscription(request, metadata=metadata)
    for response in stream:
        apply_batch(response.executions)          # durable write + dedup execution.id
        if response.resume_token:
            last_token = bytes(response.resume_token)
            persist_resume_token(last_token)      # only after apply succeeded
    return last_token

def connect_forever(stub, metadata, last_token: bytes, apply_batch):
    backoff = 1
    while True:
        try:
            last_token = run_dropcopy(stub, metadata, last_token, apply_batch)
            backoff = 1
        except grpc.RpcError as e:
            if e.code() == grpc.StatusCode.UNAUTHENTICATED:
                metadata = refresh_auth_metadata()
                continue
            if e.code() != grpc.StatusCode.UNAVAILABLE:
                raise
            time.sleep(backoff)
            backoff = min(backoff * 2, 30)