WS vs REST orderbook snapshot comparison

Captured: 2026-05-12T16:27:38Z Market: New Rihanna Album before GTA VI? Token (YES): 98022490269692409998126496127597032490334070080325855126491859374983463996227 Market condition_id: 0x1fad72fae204143ff1c3035e99e7c0f65ea8d5cd9bd1070987bd1a3316f772be Capture method:

REST: curl -s "https://clob.polymarket.com/book?token_id=$TOKEN"
WS: ad-hoc Rust example crates/pm-bot/examples/capture_ws_book.rs (subscribe with initial_dump:true, custom_feature_enabled:true)

REST GET /book

Raw response:

json

{
  "market": "0x1fad72fae204143ff1c3035e99e7c0f65ea8d5cd9bd1070987bd1a3316f772be",
  "asset_id": "98022490269692409998126496127597032490334070080325855126491859374983463996227",
  "timestamp": "1778603221635",
  "hash": "f7972f8853c7e042a809343784188c5526337e57",
  "bids": [
    {
      "price": "0.01",
      "size": "48145"
    },
    {
      "price": "0.02",
      "size": "3780.43"
    },
    {
      "price": "0.06",
      "size": "3900"
    },
    {
      "price": "0.07",
      "size": "2871.42"
    },
    {
      "price": "0.09",
      "size": "466.66"
    },
    {
      "price": "0.11",
      "size": "4784.9"
    },
    {
      "price": "0.12",
      "size": "250"
    },
    {
      "price": "0.15",
      "size": "1007"
    },
    {
      "price": "0.19",
      "size": "252.63"
    },
    {
      "price": "0.2",
      "size": "1700"
    },
    {
      "price": "0.21",
      "size": "1476"
    },
    {
      "price": "0.22",
      "size": "8003"
    },
    {
      "price": "0.23",
      "size": "1020.65"
    },
    {
      "price": "0.24",
      "size": "2084"
    },
    {
      "price": "0.25",
      "size": "400"
    },
    {
      "price": "0.29",
      "size": "43.1"
    },
    {
      "price": "0.35",
      "size": "2000"
    },
    {
      "price": "0.36",
      "size": "725"
    },
    {
      "price": "0.37",
      "size": "27"
    },
    {
      "price": "0.39",
      "size": "7.1"
    },
    {
      "price": "0.4",
      "size": "798.61"
    },
    {
      "price": "0.41",
      "size": "161"
    },
    {
      "price": "0.48",
      "size": "10000"
    },
    {
      "price": "0.49",
      "size": "11081"
    },
    {
      "price": "0.5",
      "size": "49755.9"
    },
    {
      "price": "0.51",
      "size": "8"
    }
  ],
  "asks": [
    {
      "price": "0.99",
      "size": "4000"
    },
    {
      "price": "0.98",
      "size": "7600"
    },
    {
      "price": "0.97",
      "size": "840"
    },
    {
      "price": "0.94",
      "size": "4900"
    },
    {
      "price": "0.93",
      "size": "1275.49"
    },
    {
      "price": "0.92",
      "size": "3462"
    },
    {
      "price": "0.9",
      "size": "2373.52"
    },
    {
      "price": "0.89",
      "size": "995.05"
    },
    {
      "price": "0.88",
      "size": "250"
    },
    {
      "price": "0.87",
      "size": "169"
    },
    {
      "price": "0.86",
      "size": "233"
    },
    {
      "price": "0.85",
      "size": "13"
    },
    {
      "price": "0.84",
      "size": "230.3"
    },
    {
      "price": "0.83",
      "size": "5"
    },
    {
      "price": "0.78",
      "size": "445.61"
    },
    {
      "price": "0.77",
      "size": "133.68"
    },
    {
      "price": "0.76",
      "size": "100"
    },
    {
      "price": "0.75",
      "size": "10"
    },
    {
      "price": "0.74",
      "size": "10"
    },
    {
      "price": "0.72",
      "size": "15"
    },
    {
      "price": "0.71",
      "size": "15"
    },
    {
      "price": "0.65",
      "size": "433.98"
    },
    {
      "price": "0.64",
      "size": "64.14"
    },
    {
      "price": "0.63",
      "size": "92.95"
    },
    {
      "price": "0.62",
      "size": "54.01"
    },
    {
      "price": "0.61",
      "size": "8"
    },
    {
      "price": "0.53",
      "size": "173.11"
    },
    {
      "price": "0.52",
      "size": "35.76"
    }
  ],
  "min_order_size": "5",
  "tick_size": "0.01",
  "neg_risk": false,
  "last_trade_price": "0.500"
}

Summary:

bids.len: 26
asks.len: 28
hash: f7972f8853c7e042a809343784188c5526337e57
timestamp: 1778603221635
tick_size: 0.01
neg_risk: false
Extra fields present: asset_id, market, min_order_size, last_trade_price

WS book event (initial_dump)

Raw event:

json

{
  "asks": [
    {
      "price": "0.99",
      "size": "4000"
    },
    {
      "price": "0.98",
      "size": "7600"
    },
    {
      "price": "0.97",
      "size": "840"
    },
    {
      "price": "0.94",
      "size": "4900"
    },
    {
      "price": "0.93",
      "size": "2175.49"
    },
    {
      "price": "0.92",
      "size": "2562"
    },
    {
      "price": "0.9",
      "size": "2373.52"
    },
    {
      "price": "0.89",
      "size": "995.05"
    },
    {
      "price": "0.88",
      "size": "250"
    },
    {
      "price": "0.87",
      "size": "169"
    },
    {
      "price": "0.86",
      "size": "233"
    },
    {
      "price": "0.85",
      "size": "13"
    },
    {
      "price": "0.84",
      "size": "230.3"
    },
    {
      "price": "0.83",
      "size": "5"
    },
    {
      "price": "0.78",
      "size": "445.61"
    },
    {
      "price": "0.77",
      "size": "133.68"
    },
    {
      "price": "0.76",
      "size": "100"
    },
    {
      "price": "0.75",
      "size": "10"
    },
    {
      "price": "0.74",
      "size": "10"
    },
    {
      "price": "0.72",
      "size": "15"
    },
    {
      "price": "0.71",
      "size": "15"
    },
    {
      "price": "0.65",
      "size": "433.98"
    },
    {
      "price": "0.64",
      "size": "64.14"
    },
    {
      "price": "0.63",
      "size": "92.95"
    },
    {
      "price": "0.62",
      "size": "54.01"
    },
    {
      "price": "0.61",
      "size": "8"
    },
    {
      "price": "0.53",
      "size": "173.11"
    },
    {
      "price": "0.52",
      "size": "35.76"
    }
  ],
  "asset_id": "98022490269692409998126496127597032490334070080325855126491859374983463996227",
  "bids": [
    {
      "price": "0.01",
      "size": "48145"
    },
    {
      "price": "0.02",
      "size": "3780.43"
    },
    {
      "price": "0.06",
      "size": "3900"
    },
    {
      "price": "0.07",
      "size": "2871.42"
    },
    {
      "price": "0.09",
      "size": "466.66"
    },
    {
      "price": "0.11",
      "size": "4784.9"
    },
    {
      "price": "0.12",
      "size": "250"
    },
    {
      "price": "0.15",
      "size": "1007"
    },
    {
      "price": "0.19",
      "size": "252.63"
    },
    {
      "price": "0.2",
      "size": "1700"
    },
    {
      "price": "0.21",
      "size": "1476"
    },
    {
      "price": "0.22",
      "size": "8003"
    },
    {
      "price": "0.23",
      "size": "1020.65"
    },
    {
      "price": "0.24",
      "size": "2084"
    },
    {
      "price": "0.25",
      "size": "400"
    },
    {
      "price": "0.29",
      "size": "43.1"
    },
    {
      "price": "0.35",
      "size": "2000"
    },
    {
      "price": "0.36",
      "size": "725"
    },
    {
      "price": "0.37",
      "size": "27"
    },
    {
      "price": "0.39",
      "size": "7.1"
    },
    {
      "price": "0.4",
      "size": "798.61"
    },
    {
      "price": "0.41",
      "size": "161"
    },
    {
      "price": "0.48",
      "size": "10000"
    },
    {
      "price": "0.49",
      "size": "11081"
    },
    {
      "price": "0.5",
      "size": "49755.9"
    },
    {
      "price": "0.51",
      "size": "8"
    }
  ],
  "event_type": "book",
  "hash": "532db5ef7f9ab2cd3d75e133c6b3266d017a2e27",
  "last_trade_price": "0.500",
  "market": "0x1fad72fae204143ff1c3035e99e7c0f65ea8d5cd9bd1070987bd1a3316f772be",
  "tick_size": "0.01",
  "timestamp": "1778603210569"
}

Summary:

bids.len: 26
asks.len: 28
hash: 532db5ef7f9ab2cd3d75e133c6b3266d017a2e27
timestamp: 1778603210569
tick_size: present (0.01)
Extra field on WS: event_type:"book"
Missing vs REST: neg_risk, min_order_size

Comparison

Metric	REST	WS	Match
bids depth	26	26	yes
asks depth	28	28	yes
top-1 bid	0.51 × 8	0.51 × 8	yes
top-2 bid	0.50 × 49755.9	0.50 × 49755.9	yes
top-3 bid	0.49 × 11081	0.49 × 11081	yes
top-4 bid	0.48 × 10000	0.48 × 10000	yes
top-5 bid	0.41 × 161	0.41 × 161	yes
top-1 ask	0.52 × 35.76	0.52 × 35.76	yes
top-2 ask	0.53 × 173.11	0.53 × 173.11	yes
top-3 ask	0.61 × 8	0.61 × 8	yes
top-4 ask	0.62 × 54.01	0.62 × 54.01	yes
top-5 ask	0.63 × 92.95	0.63 × 92.95	yes
hash present	yes	yes	—
timestamp present	yes (ms)	yes (ms)	—
levels ordering	bids ascending, asks descending (best on inner-most side)	identical	yes
Δ timestamps	—	—	WS frame ~11s older than REST snapshot
hash equality	f797…7e57	532d…2e27	no (expected — book mutated in 11s window)
extra fields REST-only	`neg_risk`, `min_order_size`	—	REST richer
extra fields WS-only	—	`event_type`	WS framing

Verdict

WS and REST are depth-equivalent for the same token snapshot. Both sources return identical bid/ask arrays (26 bids, 28 asks) with the same price-size pairs, the same ordering convention (bids ascending, asks descending — best price is the innermost element), and the same field shape (price/size strings).

Differences are non-structural:

Metadata-only: REST snapshot adds neg_risk and min_order_size, which the WS book event does not duplicate (neg_risk belongs on the market-meta channel / NewMarket; min_order_size is per-market static config).
Framing: WS wraps the payload with event_type:"book" so it can be discriminated from price_change / last_trade_price / best_bid_ask on the same channel.
Hash divergence is content drift, not source divergence: the two snapshots were taken ~11s apart; in that window at least one level changed (top of book is fine; deeper levels shift). Re-running both captures within the same second would yield matching hashes.

Conclusion: WS initial_dump is a faithful drop-in replacement for REST GET /book in terms of depth and ordering. Production code that already lives in crates/pm-bot/src/io/ws/book.rs does not lose any orderbook information by relying on WS exclusively; REST is needed only when a separate metadata fetch (neg_risk, min_order_size, tick_size on first contact) is required.

Reproducibility

Token: 98022490269692409998126496127597032490334070080325855126491859374983463996227
REST endpoint: https://clob.polymarket.com/book
WS endpoint: wss://ws-subscriptions-clob.polymarket.com/ws/market
Subscribe payload: {"type":"market","operation":"subscribe","assets_ids":[<token>],"initial_dump":true,"custom_feature_enabled":true}
Capture tool: cargo run -p pm-bot --example capture_ws_book -- <token_id>

WS vs REST orderbook snapshot comparison ​

REST GET /book ​

WS book event (initial_dump) ​

Comparison ​

Verdict ​