fix: add RFQ callbacks and exact trade quantity types

README.md

@@ -348,6 +348,7 @@ WebSocket methods (`connect()`, `subscribe()`, `close()`) are async and must be
 - `position_update` - Position changes
 - `account_balance_snapshot` - Initial balance
 - `account_balance_update` - Balance changes
+- `rfq_event` - RFQ and quote lifecycle events
 - `heartbeat` - Connection keepalive
 - `error` - Error events
 - `close` - Connection closed
@@ -358,6 +359,30 @@ aliases are retained, and both the named callback and `message` receive the
 original envelope without renaming fields. An empty `error` string no longer
 suppresses a successful data callback.
 
+RFQ subscriptions deliver lifecycle events through `rfq_event` without an initial
+snapshot. Market filters are not supported.
+
+```python
+from polymarket_us.websocket import RFQEvent
+
+
+def on_rfq_event(data: RFQEvent) -> None:
+    event = data["rfqEvent"]
+    created = event.get("rfqCreated")
+    rfq = created["rfq"] if created is not None else None
+    if rfq is not None:
+        print(rfq["id"], rfq.get("qtyDecimal"))
+
+
+private_ws.on("rfq_event", on_rfq_event)
+await private_ws.subscribe_rfq("rfqs-1")
+```
+
+Other event keys are `rfqClosed`, `quoteCreated`, `quoteDeleted`, `quoteAccepted`,
+`quoteConfirmed`, and `quoteExecuted`. Timestamps and nested RFQ/quote objects may
+be null. Portfolio activity trades also expose `qtyDecimal` as an exact decimal
+string; use it instead of the rounded `qty` when fractional quantities matter.
+
 #### Private callback type migration (2.0.0)
 
 `PositionUpdate`, `AccountBalanceSnapshot` and `AccountBalanceUpdate` now describe

examples/websocket_example.py

@@ -5,7 +5,12 @@
 from typing import Any
 
 from polymarket_us import PolymarketUS
-from polymarket_us.websocket import AccountBalanceSnapshot, AccountBalanceUpdate, PositionUpdate
+from polymarket_us.websocket import (
+    AccountBalanceSnapshot,
+    AccountBalanceUpdate,
+    PositionUpdate,
+    RFQEvent,
+)
 
 
 async def main() -> None:
@@ -19,7 +24,7 @@ async def main() -> None:
 
     client = PolymarketUS(key_id=key_id, secret_key=secret_key)
 
-    # Private WebSocket for orders, positions, and balances
+    # Private WebSocket for orders, positions, balances, and RFQs
     private_ws = client.ws.private()
 
     def on_order_snapshot(data: dict[str, Any]) -> None:
@@ -46,6 +51,9 @@ def on_balance_update(data: AccountBalanceUpdate) -> None:
         if after is not None:
             print(f"[Private] Balance: {after.get('currentBalance')} {after.get('currency')}")
 
+    def on_rfq_event(data: RFQEvent) -> None:
+        print(f"[Private] RFQ event: {data['rfqEvent']}")
+
     def on_error(error: Exception) -> None:
         print(f"[Error] {error}")
 
@@ -57,6 +65,7 @@ def on_heartbeat() -> None:
     private_ws.on("position_update", on_position_update)
     private_ws.on("account_balance_snapshot", on_balance_snapshot)
     private_ws.on("account_balance_update", on_balance_update)
+    private_ws.on("rfq_event", on_rfq_event)
     private_ws.on("error", on_error)
     private_ws.on("heartbeat", on_heartbeat)
 
@@ -66,6 +75,7 @@ def on_heartbeat() -> None:
     await private_ws.subscribe_orders("orders-1")
     await private_ws.subscribe_positions("positions-1")
     await private_ws.subscribe_account_balance("balance-1")
+    await private_ws.subscribe_rfq("rfqs-1")
 
     # Markets WebSocket for order book and trades
     markets_ws = client.ws.markets()

polymarket_us/types/__init__.py

@@ -77,6 +77,7 @@
     Trade,
     UserPosition,
 )
+from polymarket_us.types.rfq import RFQ, Quote, QuoteStatus, RFQComboLeg, RFQSide, RFQStatus
 from polymarket_us.types.search import SearchParams, SearchResponse
 from polymarket_us.types.series import (
     GetSeriesListResponse,
@@ -106,6 +107,13 @@
     "ComboLegDetail",
     "ComboLegState",
     "ComboSettlement",
+    # RFQs
+    "RFQ",
+    "Quote",
+    "RFQComboLeg",
+    "RFQSide",
+    "RFQStatus",
+    "QuoteStatus",
     # Events
     "Event",
     "Market",

polymarket_us/types/portfolio.py

@@ -72,6 +72,7 @@ class Trade(TypedDict, total=False):
     updateTime: str
     price: Amount
     qty: str
+    qtyDecimal: str
     isAggressor: bool
     costBasis: Amount
     realizedPnl: Amount

polymarket_us/types/rfq.py

@@ -0,0 +1,77 @@
+"""Private RFQ stream types."""
+
+from typing import Literal, TypedDict
+
+RFQStatus = Literal["RFQ_STATUS_UNSPECIFIED", "RFQ_STATUS_OPEN", "RFQ_STATUS_CLOSED"]
+
+QuoteStatus = Literal[
+    "QUOTE_STATUS_UNDEFINED",
+    "QUOTE_STATUS_ACTIVE",
+    "QUOTE_STATUS_CONFIRMED",
+    "QUOTE_STATUS_DELETED",
+    "QUOTE_STATUS_ACCEPTED",
+    "QUOTE_STATUS_EXECUTED",
+]
+
+RFQSide = Literal["SIDE_UNDEFINED", "SIDE_BUY", "SIDE_SELL"]
+
+
+class _OptionalRFQComboLeg(TypedDict, total=False):
+    settlementPrice: str
+
+
+class RFQComboLeg(_OptionalRFQComboLeg):
+    """A leg in an RFQ's combo market."""
+
+    symbol: str
+    side: RFQSide
+
+
+class _OptionalRFQ(TypedDict, total=False):
+    qtyDecimal: str
+    cashOrderQty: str
+    tickSize: float
+
+
+class RFQ(_OptionalRFQ):
+    """RFQ details emitted by the private stream."""
+
+    id: str
+    symbol: str
+    rfqCreatorUserId: str
+    createdTime: str | None
+    restRemainder: bool
+    status: RFQStatus
+    updatedTime: str | None
+    comboLegs: list[RFQComboLeg]
+
+
+class _OptionalQuote(TypedDict, total=False):
+    rfqCashOrderQty: str
+    rfqCreatorOrderId: str
+    creatorOrderId: str
+
+
+class Quote(_OptionalQuote):
+    """Quote details, including lifecycle timestamps and exact decimal strings."""
+
+    id: str
+    rfqId: str
+    creatorRfqUserId: str
+    symbol: str
+    status: QuoteStatus
+    createdTime: str | None
+    buyPrice: str
+    sellPrice: str
+    restRemainder: bool
+    postOnly: bool
+    rfqCreatorUserId: str
+    buyQtyDecimal: str
+    sellQtyDecimal: str
+    updatedTime: str | None
+    acceptedSide: RFQSide
+    acceptedTime: str | None
+    confirmedTime: str | None
+    confirmationDeadline: str | None
+    executionDeadline: str | None
+    executedTime: str | None

polymarket_us/websocket/__init__.py

@@ -16,6 +16,7 @@
     PositionUpdate,
     PrivateMessage,
     PrivateSubscriptionType,
+    RFQEvent,
     SubscribeRequest,
     Trade,
     UnsubscribeRequest,
@@ -39,6 +40,7 @@
     "PositionUpdate",
     "AccountBalanceSnapshot",
     "AccountBalanceUpdate",
+    "RFQEvent",
     "MarketData",
     "MarketDataLite",
     "Trade",

polymarket_us/websocket/private.py

@@ -9,7 +9,7 @@
 
 
 class PrivateWebSocket(BaseWebSocket):
-    """WebSocket for private data (orders, positions, balances)."""
+    """WebSocket for private data (orders, positions, balances, RFQs)."""
 
     def __init__(self, **kwargs: str) -> None:
         """Initialize private WebSocket."""
@@ -45,6 +45,10 @@ async def subscribe_account_balance(self, request_id: str) -> None:
         """
         await self.subscribe(request_id, "SUBSCRIPTION_TYPE_ACCOUNT_BALANCE")
 
+    async def subscribe_rfq(self, request_id: str) -> None:
+        """Subscribe to RFQ events without a market filter."""
+        await self.subscribe(request_id, "SUBSCRIPTION_TYPE_RFQ")
+
     async def subscribe_all(
         self,
         request_id: str,
@@ -99,3 +103,5 @@ def _handle_message(self, data: str) -> None:
             or "accountBalanceUpdate" in message
         ):
             self._emit("account_balance_update", message)
+        elif "rfqEvent" in message:
+            self._emit("rfq_event", message)

polymarket_us/websocket/types.py

@@ -2,13 +2,14 @@
 
 from typing import Literal, TypedDict
 
-from polymarket_us.types import Amount, Execution, Order, UserBalance, UserPosition
+from polymarket_us.types import RFQ, Amount, Execution, Order, Quote, UserBalance, UserPosition
 
 PrivateSubscriptionType = Literal[
     "SUBSCRIPTION_TYPE_ORDER",
     "SUBSCRIPTION_TYPE_ORDER_SNAPSHOT",
     "SUBSCRIPTION_TYPE_POSITION",
     "SUBSCRIPTION_TYPE_ACCOUNT_BALANCE",
+    "SUBSCRIPTION_TYPE_RFQ",
 ]
 
 MarketSubscriptionType = Literal[
@@ -138,6 +139,47 @@ class AccountBalanceUpdate(TypedDict):
     accountBalancesUpdate: _AccountBalancesUpdate
 
 
+class _RFQChange(TypedDict):
+    rfq: RFQ | None
+
+
+class _QuoteChange(TypedDict):
+    quote: Quote | None
+
+
+class _QuoteAccepted(_QuoteChange):
+    confirmationDeadline: str | None
+
+
+class _QuoteConfirmed(_QuoteChange):
+    executionDeadline: str | None
+
+
+class _QuoteExecuted(_QuoteChange):
+    orderId: str
+    clientOrderId: str
+    executedTime: str | None
+
+
+class _RFQEventPayload(TypedDict, total=False):
+    # The gateway emits only the selected event; unknown future events may be empty.
+    rfqCreated: _RFQChange
+    rfqClosed: _RFQChange
+    quoteCreated: _QuoteChange
+    quoteDeleted: _QuoteChange
+    quoteAccepted: _QuoteAccepted
+    quoteConfirmed: _QuoteConfirmed
+    quoteExecuted: _QuoteExecuted
+
+
+class RFQEvent(TypedDict):
+    """Private RFQ event in the gateway wire format."""
+
+    requestId: str
+    subscriptionType: Literal["SUBSCRIPTION_TYPE_RFQ"]
+    rfqEvent: _RFQEventPayload
+
+
 class _OrderBookLevel(TypedDict):
     px: Amount
     qty: str
@@ -225,6 +267,7 @@ class WebSocketErrorMessage(TypedDict, total=False):
     | PositionUpdate
     | AccountBalanceSnapshot
     | AccountBalanceUpdate
+    | RFQEvent
     | Heartbeat
     | WebSocketErrorMessage
 )

pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "polymarket-us"
-version = "2.0.0"
+version = "2.1.0"
 description = "Polymarket US Python SDK"
 readme = "README.md"
 license = "MIT"

tests/test_portfolio.py

@@ -86,13 +86,20 @@ def test_get_activities_with_auth(
         mock_response = MagicMock()
         mock_response.is_success = True
         mock_response.text = '{"activities": []}'
-        mock_response.json.return_value = {"activities": [{"type": "ACTIVITY_TYPE_TRADE"}]}
+        mock_response.json.return_value = {
+            "activities": [
+                {"type": "ACTIVITY_TYPE_TRADE", "trade": {"qty": "0", "qtyDecimal": "0.0100"}}
+            ]
+        }
         mock_request.return_value = mock_response
 
         response = auth_client.portfolio.activities()
 
         assert "activities" in response
         assert len(response["activities"]) == 1
+        trade = response["activities"][0]["trade"]
+        assert trade["qty"] == "0"
+        assert trade["qtyDecimal"] == "0.0100"
 
     @patch.object(httpx.Client, "request")
     def test_uses_correct_path(self, mock_request: MagicMock, auth_client: PolymarketUS) -> None: