Polymarket CLOB WebSocket in Python — Real-Time Order Book Without Polling

Short summary

Build a real-time local order book for Polymarket trading using Python WebSockets instead of polling—this reduces latency from polling intervals to network round-trip (~90ms from US). The code maintains a local book with snapshots and deltas, but your true "real-time" floor is determined by geographic distance to the server: 1.2ms from Amsterdam versus 88ms from US-East.

• •WebSocket feeds provide real-time order book updates compared to stale polling intervals
• •Local book structure applies snapshots and deltas for sub-100ms latency
• •Geographic distance to server determines true latency floor (1.2ms Amsterdam vs 88ms US)

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