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A prediction-position message is sent when your position in a market changes. It reports the current state of that position, not a delta.

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Access

Requires an API key with the read scope. Send an authenticate frame; there is no separate subscribe for the private stream.

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Fields

Positions are keyed by market and outcome together. A market in which you hold both YES and NO reports two separate positions. Key your local state on the (eventMarketId, outcome) pair, not on eventMarketId alone, or the second message will overwrite the first.

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Example

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Notes

  • Snapshot, not delta. qty is the position after the change, so replace your stored value rather than adding to it.
  • realizedPnl covers closed quantity only. Unrealized P&L is yours to compute, from avgEntryPrice against a current quote from Market Ticker.
  • costBasis is derived as qty × avgEntryPrice at publish time, not a running sum of what you historically paid.
  • realizedPnl is in cents and can be negative.
  • A position that goes to zero is reported with qty: 0 rather than being omitted, so you can clear it from your local state.
  • Positions are published as the engine settles matches, so a single order crossing several resting orders may produce one position update rather than one per fill. Do not expect a 1:1 correspondence with fills.