Expand description
WebSocket message dispatch for the Polymarket execution client.
Routes user-channel WS messages (order updates and trades) for orders submitted through this
client into Nautilus order events (OrderAccepted / OrderFilled / OrderCanceled /
OrderRejected / OrderExpired), building them from the identity captured at submit
(OrderIdentityRegistry). Order-channel messages drive lifecycle events; trade-channel
messages drive fills, and acceptance is synthesized before a fill or cancel that races ahead.
Messages are emitted once the order is known (accepted, or with a submit in flight), otherwise
buffered until acceptance. Reports are reserved for the generate_* query and reconciliation
methods. Trade fills are deduped via a FIFO cache; maker and taker fills are handled separately
to account for multi-leg maker order matching.