fix: surface websocket and feed hygiene issues

core/api-doc-config.generated.json

@@ -1,5 +1,5 @@
 {
-    "_generated": "Auto-generated by extract-jsdoc.js on 2026-06-08T08:29:02.679Z. Do not edit manually.",
+    "_generated": "Auto-generated by extract-jsdoc.js on 2026-06-08T08:31:38.004Z. Do not edit manually.",
     "methods": {
         "has": {
             "summary": "HTTP verb for the endpoint (e.g. GET, POST). */",

core/src/exchanges/gemini-titan/websocket.ts

@@ -91,8 +91,10 @@ export class GeminiWebSocket {
                     try {
                         const message = JSON.parse(data.toString());
                         this.handleMessage(message);
-                    } catch {
-                        // Ignore unparseable messages
+                    } catch (error) {
+                        logger.warn('[gemini-titan] failed to parse or handle message', {
+                            error: error instanceof Error ? error.message : String(error),
+                        });
                     }
                 });
 
@@ -212,7 +214,7 @@ export class GeminiWebSocket {
         size: number,
         sortOrder: 'asc' | 'desc',
     ): void {
-        const idx = levels.findIndex(l => Math.abs(l.price - price) < 0.0001);
+        const idx = levels.findIndex(l => l.price === price);
 
         if (size === 0) {
             if (idx !== -1) levels.splice(idx, 1);
@@ -267,7 +269,12 @@ export class GeminiWebSocket {
 
         if (!this.isConnected) {
             this.connect().catch((err: unknown) => {
-                logger.warn(`[gemini-titan] connect failed during watchOrderBook('${symbol}'): ${err instanceof Error ? err.message : String(err)}`);
+                logger.warn(`[gemini-titan] connect failed during watchOrderBook('${symbol}')`, {
+                    error: err instanceof Error ? err.message : String(err),
+                });
+                if (!this.isTerminated) {
+                    this.scheduleReconnect();
+                }
             });
         } else {
             this.sendSubscribe([`${symbol}@depth20`]);
@@ -301,7 +308,12 @@ export class GeminiWebSocket {
 
         if (!this.isConnected) {
             this.connect().catch((err: unknown) => {
-                logger.warn(`[gemini-titan] connect failed during watchTrades('${symbol}'): ${err instanceof Error ? err.message : String(err)}`);
+                logger.warn(`[gemini-titan] connect failed during watchTrades('${symbol}')`, {
+                    error: err instanceof Error ? err.message : String(err),
+                });
+                if (!this.isTerminated) {
+                    this.scheduleReconnect();
+                }
             });
         } else {
             this.sendSubscribe([`${symbol}@trade`]);

core/src/exchanges/kalshi/websocket.ts

@@ -480,13 +480,15 @@ export class KalshiWebSocket {
     // The resolver will be fulfilled once the connection is (re)established
     // and data arrives.
     if (!this.isConnected) {
-      this.connect().catch(() => {
-        // Connection failed — scheduleReconnect is already queued via the
-        // close handler, so we intentionally swallow here. The pending
-        // resolver will be resolved when data arrives on the next connection.
+      this.connect().catch((err) => {
+        logger.warn("Kalshi WebSocket connect failed during subscribeToOrderbook", {
+          error: String(err),
+        });
+        if (!this.isTerminated) {
+          this.scheduleReconnect();
+        }
       });
     } else {
-      // Already connected — ensure subscription message is sent
       this.subscribeToOrderbook([ticker]);
     }
 
@@ -519,8 +521,13 @@ export class KalshiWebSocket {
 
     // Attempt connection — if it fails, scheduleReconnect handles recovery.
     if (!this.isConnected) {
-      this.connect().catch(() => {
-        // Swallow — scheduleReconnect will retry. Resolvers stay pending.
+      this.connect().catch((err) => {
+        logger.warn("Kalshi WebSocket connect failed during subscribeToOrderbooks", {
+          error: String(err),
+        });
+        if (!this.isTerminated) {
+          this.scheduleReconnect();
+        }
       });
     } else if (newTickers.length > 0) {
       this.subscribeToOrderbook(newTickers);
@@ -565,8 +572,13 @@ export class KalshiWebSocket {
     }
 
     if (!this.isConnected) {
-      this.connect().catch(() => {
-        // Swallow — scheduleReconnect will retry. Resolvers stay pending.
+      this.connect().catch((err) => {
+        logger.warn("Kalshi WebSocket connect failed during subscribeToTrades", {
+          error: String(err),
+        });
+        if (!this.isTerminated) {
+          this.scheduleReconnect();
+        }
       });
     } else {
       this.subscribeToTrades([ticker]);

core/src/exchanges/opinion/websocket.ts

@@ -242,10 +242,7 @@ export class OpinionWebSocket {
       return;
     }
 
-    const existing = this.orderBooks.get(marketId);
-    const book: OrderBook = existing
-      ? { ...existing }
-      : { bids: [], asks: [], timestamp: Date.now() };
+    const book: OrderBook = this.orderBooks.get(marketId) ?? { bids: [], asks: [], timestamp: Date.now() };
 
     if (side === "bids") {
       book.bids = applyLevelUpdate(book.bids, price, size, "desc");
@@ -333,8 +330,11 @@ export class OpinionWebSocket {
     }
 
     if (!this.isConnected) {
-      this.connect().catch(() => {
-        // Swallow — scheduleReconnect will retry. Resolvers stay pending.
+      this.connect().catch((err) => {
+        logger.warn("Opinion WebSocket connect failed during watchOrderBook", { error: String(err) });
+        if (!this.isTerminated) {
+          this.scheduleReconnect();
+        }
       });
     } else {
       this.sendSubscribe("market.depth.diff", marketId);
@@ -370,8 +370,11 @@ export class OpinionWebSocket {
     }
 
     if (!this.isConnected) {
-      this.connect().catch(() => {
-        // Swallow — scheduleReconnect will retry. Resolvers stay pending.
+      this.connect().catch((err) => {
+        logger.warn("Opinion WebSocket connect failed during watchTrades", { error: String(err) });
+        if (!this.isTerminated) {
+          this.scheduleReconnect();
+        }
       });
     } else {
       this.sendSubscribe("market.last.trade", marketId);
@@ -457,29 +460,32 @@ export class OpinionWebSocket {
 
 /**
  * Apply an absolute-size level update to one side of the book.
- * A size of 0 (or NaN) removes the level. Returns a new sorted array.
+ * A size of 0 (or NaN) removes the level. Mutates the provided array in place
+ * and keeps it sorted.
  */
 function applyLevelUpdate(
-  levels: readonly OrderLevel[],
+  levels: OrderLevel[],
   price: number,
   size: number,
   sortOrder: "asc" | "desc",
 ): OrderLevel[] {
-  const updated = levels.filter(
-    (l) => Math.abs(l.price - price) >= 0.0001,
-  );
+  const idx = levels.findIndex((l) => l.price === price);
+
+  if (idx !== -1) {
+    levels.splice(idx, 1);
+  }
 
   if (!isNaN(size) && size > 0) {
-    updated.push({ price, size });
+    levels.push({ price, size });
   }
 
   if (sortOrder === "desc") {
-    updated.sort((a, b) => b.price - a.price);
+    levels.sort((a, b) => b.price - a.price);
   } else {
-    updated.sort((a, b) => a.price - b.price);
+    levels.sort((a, b) => a.price - b.price);
   }
 
-  return updated;
+  return levels;
 }
 
 /**

core/src/exchanges/polymarket_us/websocket.ts

@@ -22,6 +22,7 @@ import type {
     MarketBook,
 } from 'polymarket-us';
 import { OrderBook, QueuedPromise, Trade } from '../../types';
+import { logger } from '../../utils/logger';
 import { DEFAULT_WATCH_TIMEOUT_MS, withWatchTimeout } from '../../utils/watch-timeout';
 import { fromAmount } from './price';
 import { PolymarketUSNormalizer } from './normalizer';
@@ -124,8 +125,8 @@ export class PolymarketUSWebSocket {
         if (this.socket) {
             try {
                 this.socket.close();
-            } catch {
-                // Ignore close errors.
+            } catch (error) {
+                logger.debug('[polymarket_us] error during socket close', { error: String(error) });
             }
             this.socket = null;
         }

core/src/feeds/binance/binance-feed.ts

@@ -131,7 +131,7 @@ export class BinanceFeed extends BaseDataFeed {
 
     protected watchTickerImpl(symbol: string, callback: (ticker: Ticker) => void): () => void {
         const sub: Subscription = { symbol, callback };
-        this.subscriptions = [...this.subscriptions, sub];
+        this.subscriptions.push(sub);
         this.ensureConnected().catch((err: unknown) => {
             logger.error('[BinanceFeed] initial connect failed in watchTickerImpl', {
                 error: err instanceof Error ? err.message : String(err),
@@ -213,7 +213,10 @@ export class BinanceFeed extends BaseDataFeed {
         let msg: BinanceRelayMessage;
         try {
             msg = JSON.parse(text) as BinanceRelayMessage;
-        } catch {
+        } catch (error) {
+            logger.debug('[BinanceFeed] failed to parse relay message', {
+                error: error instanceof Error ? error.message : String(error),
+            });
             return;
         }
 
@@ -222,7 +225,7 @@ export class BinanceFeed extends BaseDataFeed {
         const event = msg as BinanceRelayTradeEvent;
         const ticker = normalizeTradeToTicker(event);
 
-        this.latestTickers = new Map(this.latestTickers).set(ticker.symbol, ticker);
+        this.latestTickers.set(ticker.symbol, ticker);
 
         for (const sub of this.subscriptions) {
             if (sub.symbol === ticker.symbol) {

core/src/feeds/chainlink/chainlink-feed.ts

@@ -179,7 +179,7 @@ export class ChainlinkFeed extends BaseDataFeed {
 
     protected watchTickerImpl(symbol: string, callback: (ticker: Ticker) => void): () => void {
         const sub: Subscription = { symbol: symbol.toUpperCase(), callback };
-        this.subscriptions = [...this.subscriptions, sub];
+        this.subscriptions.push(sub);
         this.ensureConnected().catch((err: unknown) => {
             logger.error('[ChainlinkFeed] initial connect failed in watchTickerImpl', { error: err instanceof Error ? err.message : String(err) });
         });
@@ -384,7 +384,10 @@ export class ChainlinkFeed extends BaseDataFeed {
         let msg: ChainlinkWsMessage;
         try {
             msg = JSON.parse(text) as ChainlinkWsMessage;
-        } catch {
+        } catch (error) {
+            logger.debug('[ChainlinkFeed] failed to parse relay message', {
+                error: error instanceof Error ? error.message : String(error),
+            });
             return;
         }