Parent
#313
Change contract
When the public Polymarket CLOB WebSocket delivers a price-change delta whose source timestamp is older than the already-applied state for the same token, treat that delta as superseded: do not mutate the cached L2 book, do not broadcast it, and continue processing independent entries in the same batch. Keep malformed fields, invalid depth, and crossed final books fail-closed.
Counterexample
Live public wire capture on 2026-07-29 delivered timestamp 1785305941291 for a token followed by 1785305941290. Current market_updates_from_price_change returns an error for the one-millisecond late delta; the caller reconnects and emits quote_collection_failure for every subscribed token, preventing an otherwise usable source-closed segment from becoming canonical.
Acceptance criteria
Out of scope
Production collector deployment/cutover; ACK Job mutation; uploader retry policy; ResearchSnapshot/evaluator/MCTS; weakening raw canonical or quote-quality policy.
PRD
None. This is a small, already-specified counterexample fix at the existing CLOB payload seam.
Parent
#313
Change contract
When the public Polymarket CLOB WebSocket delivers a price-change delta whose source timestamp is older than the already-applied state for the same token, treat that delta as superseded: do not mutate the cached L2 book, do not broadcast it, and continue processing independent entries in the same batch. Keep malformed fields, invalid depth, and crossed final books fail-closed.
Counterexample
Live public wire capture on 2026-07-29 delivered timestamp
1785305941291for a token followed by1785305941290. Currentmarket_updates_from_price_changereturns an error for the one-millisecond late delta; the caller reconnects and emitsquote_collection_failurefor every subscribed token, preventing an otherwise usable source-closed segment from becoming canonical.Acceptance criteria
ploy-market-datatests and formatting pass.Out of scope
Production collector deployment/cutover; ACK Job mutation; uploader retry policy; ResearchSnapshot/evaluator/MCTS; weakening raw canonical or quote-quality policy.
PRD
None. This is a small, already-specified counterexample fix at the existing CLOB payload seam.