[Optional] Add WebSocket support

[TS9001]

Real-time trade/price monitoring as alternative to polling in copy trading.

Current: Does not exist.

Scope:

• websocket_client.py — connect to wss://ws-subscriptions-clob.polymarket.com/ws/market and /ws/user
• Heartbeat (10s), subscribe/unsubscribe, reconnection logic
• Integration with PolymarketCopyTrader and possibly more

[TS9001]

CLOB API Integration Notes

Research from multi-inner-market implementation work — context for when WebSocket and CLOB trading support are added.

CLOB vs Gamma API — which to use for what

Task	Primary API	Notes
Market discovery/listing	Gamma (/events, /markets)	Event-level grouping, tags, volume sorting. Polymarket quickstart recommends this.
Market metadata	Gamma (/markets/{id})	Has negRisk, makerBaseFee/takerBaseFee, acceptingOrders, per-market question
Real-time prices & order books	CLOB (/price, /book, /midpoint, /spread)	No auth required. Batch endpoints available (up to 500 token IDs).
Trading	CLOB only (/order, /orders)	Requires Level 2 HMAC API key auth (5 headers).
Order management	CLOB (DELETE /order, /cancel-all, /heartbeat)	Heartbeat keeps orders alive, prevents auto-cancellation.
User positions	Data API (/positions)	Public, no auth.
Trade history (public)	Data API (/trades)	No auth.
Trade history (maker)	CLOB (/trades)	Requires auth. Richer order-matching data.
Fee rates	CLOB (/fee-rate?token_id=X)	Per-token fee rate.

Existing CLOB data models (ready to wire in)

These models already exist in data_models.py, marked with TODO: Use when CLOB API is introduced for real-time trading:

• PolymarketMarket — maps to CLOB /sampling-markets. Has neg_risk, question, maker_base_fee/taker_base_fee, minimum_order_size, minimum_tick_size, accepting_orders, tokens[] with winner field.
• PolymarketRewards — field on PolymarketMarket. Identifies markets with maker incentives (liquidity mining).
• PolymarketMarketWithPrices — extends PolymarketMarket with live token prices + p_yes property.
• PolymarketPriceResponse — single price lookup response.
• MarketsEndpointResponse — paginated wrapper for CLOB /markets.

Neg-risk and multi-inner-market trading

For multi-inner-market events (e.g., "Who wins the election?" → Biden/Trump/RFK), orders must include negRisk: true flag. The negRisk field is now available on both:

• PolymarketGammaMarket.negRisk (Gamma, for discovery)
• PolymarketMarket.neg_risk (CLOB, for trading)

What would need to be built for real-time CLOB trading

1. WebSocket client — wss://ws-subscriptions-clob.polymarket.com/ws/market for live book/price updates
2. Limit order support in ClobManager (currently only create_market_order / FOK)
3. CLOB market fetcher — functions using the existing PolymarketMarket model to get trading params (min_order_size, tick_size, neg_risk, fees)
4. Order tracking / position reconciliation loop
5. Strategy layer — decides when to place/cancel based on agent predictions + live book state