Connect API Overview

Real-time streaming via Connect protocol

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

Recommendation

Use 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

Authentication

Learn how to authenticate Connect streams

Market Data Stream

Subscribe to real-time order book updates

Order Stream

Get real-time order and execution updates

Position Stream

Monitor position and balance changes