rtds: subscribe_raw serializes filters as a JSON object for non-chainlink topics; RTDS rejects with "Invalid request body" (TWAP topics silently unusable)

[CHANGGELY]

Summary

SubscriptionManager::subscribe / subscribe_raw silently fail for every RTDS topic whose
filters are not special-cased by the SDK's manual Serialize impl. For non-chainlink topics
(e.g. crypto_prices_twap_sixty), filters is serialized as a JSON object instead of a
compact JSON string. The RTDS service rejects the whole subscribe frame with
{"message": "Invalid request body"}, and that reply is dropped by the SDK's message parser,
so callers see a "healthy" connection with zero updates and no error.

This makes crypto_prices_twap_sixty / crypto_prices_twap_thirty unusable through the 0.7.0
SDK and — because nothing surfaces the rejection — very hard to diagnose.

Environment

• polymarket_client_sdk_v2 0.7.0 (crates.io), subscribe_raw path
• Endpoint: wss://ws-live-data.polymarket.com
• Observed against the production RTDS service

Root cause

src/rtds/types/request.rs, impl Serialize for Subscription:

if self.topic == "crypto_prices_chainlink" {
    // Chainlink: emit filters as string, e.g. "{\"symbol\":\"btc/usd\"}"
    map.serialize_entry("filters", filters)?;
} else if let Ok(json_value) = serde_json::from_str::<Value>(filters) {
    // Other topics: parse and emit as raw JSON, e.g. ["btcusdt","ethusdt"]
    map.serialize_entry("filters", &json_value)?;
}

{"symbol":"btc/usd"} is valid JSON, so for crypto_prices_twap_sixty it is emitted as a raw
object:

{"action":"subscribe","subscriptions":[{"topic":"crypto_prices_twap_sixty","type":"update","filters":{"symbol":"btc/usd"}}]}

The RTDS docs require the compact JSON string form
(filters must use the exact compact JSON form shown above, with one lowercase symbol and no spaces, such as {"symbol":"btc/usd"}), i.e.:

{"action":"subscribe","subscriptions":[{"topic":"crypto_prices_twap_sixty","type":"update","filters":"{\"symbol\":\"btc/usd\"}"}]}

Minimal reproduction (no SDK, Node 22+ has a global WebSocket)

const cases = [
  { name: "filters as compact JSON string", filters: JSON.stringify({ symbol: "btc/usd" }) },
  { name: "filters as JSON object (what 0.7.0 emits)", filters: { symbol: "btc/usd" } },
];
for (const c of cases) {
  const ws = new WebSocket("wss://ws-live-data.polymarket.com");
  ws.onopen = () => ws.send(JSON.stringify({
    action: "subscribe",
    subscriptions: [{ topic: "crypto_prices_twap_sixty", type: "update", filters: c.filters }],
  }));
  let n = 0;
  ws.onmessage = (ev) => { n++; if (n === 1) console.log(c.name, "first frame:", String(ev.data).slice(0, 120)); };
  setTimeout(() => { console.log(c.name, "frames in 15s:", n); ws.close(); }, 15000);
}

Observed output against production RTDS:

filters as compact JSON string first frame: {"connection_id":"…","payload":{"full_accuracy_value":"…","symbol":"btc/usd","timestamp":…,"value":"79765.74…","window_s":60},…}
filters as compact JSON string frames in 15s: 14
filters as JSON object (what 0.7.0 emits) first frame: {"message": "Invalid request body", "connectionId":"…", "requestId":"…"}
filters as JSON object (what 0.7.0 emits) frames in 15s: 1

As a control, crypto_prices_chainlink (string form via the SDK special case) streams normally.

Impact

• crypto_prices_twap_sixty / crypto_prices_twap_thirty cannot be consumed at all through
  subscribe_raw in 0.7.0, and the failure is silent: the socket stays ESTABLISHED, the
  application-level PING/PONG heartbeat keeps working, and no error ever reaches the caller.
• Anyone wiring the new TWAP resolution source (see feat(rtds): chainlink twap price streams #105) will hit this.

Suggested fix

• Serialize filters as the compact JSON string for all RTDS topics (the object/array form
  only makes sense for crypto_prices, which expects a JSON array — that one can keep the
  special case), or gate the object form on topic == "crypto_prices" only.
• Consider surfacing server-level Invalid request body replies to subscribers (or at least
  logging them) so subscription rejections are not fully silent.

Related: #90 (SubscriptionManager refcount identity ignores filters — same area of the
subscription path, different failure mode).