Fix Polymarket ws user message (#2963)

The ws message can contain a single message (which is not wrapped in a list).

See https://docs.polymarket.com/developers/CLOB/websocket/user-channel

Author: thefabus

nautilus_trader/adapters/polymarket/execution.py

@@ -961,6 +961,8 @@ def _handle_ws_message(self, raw: bytes) -> None:
                 )
 
             ws_message = self._decoder_user_msg.decode(raw)
+            if not isinstance(ws_message, list):
+                ws_message = [ws_message]
             for msg in ws_message:
                 if isinstance(msg, PolymarketUserOrder):
                     self._handle_ws_order_msg(msg, wait_for_ack=True)

nautilus_trader/adapters/polymarket/websocket/types.py

@@ -30,4 +30,6 @@
     | PolymarketTrade
     | PolymarketTickSizeChange
 ]
-USER_WS_MESSAGE: Final = list[PolymarketUserOrder | PolymarketUserTrade]
+USER_WS_MESSAGE: Final = (
+    list[PolymarketUserOrder | PolymarketUserTrade] | PolymarketUserOrder | PolymarketUserTrade
+)

tests/integration_tests/adapters/polymarket/test_parsing.py

@@ -28,6 +28,7 @@
 from nautilus_trader.adapters.polymarket.schemas.book import PolymarketTrade
 from nautilus_trader.adapters.polymarket.schemas.user import PolymarketUserOrder
 from nautilus_trader.adapters.polymarket.schemas.user import PolymarketUserTrade
+from nautilus_trader.adapters.polymarket.websocket.types import USER_WS_MESSAGE
 from nautilus_trader.model.data import OrderBookDeltas
 from nautilus_trader.model.data import TradeTick
 from nautilus_trader.model.enums import AggressorSide
@@ -184,6 +185,31 @@ def test_parse_order_placement() -> None:
     assert isinstance(msg, PolymarketUserOrder)
 
 
+@pytest.mark.parametrize("wrap_list", [False, True])
+def test_parse_user_ws_message(wrap_list: bool) -> None:
+    # Arrange
+    data = pkgutil.get_data(
+        "tests.integration_tests.adapters.polymarket.resources.ws_messages",
+        "order_placement.json",
+    )
+    assert data
+
+    decoder = msgspec.json.Decoder(USER_WS_MESSAGE)
+
+    if wrap_list:
+        data = b"[" + data + b"]"
+
+    # Act
+    msg = decoder.decode(data)
+
+    # Assert
+    if wrap_list:
+        assert isinstance(msg, list)
+        assert isinstance(msg[0], PolymarketUserOrder)
+    else:
+        assert isinstance(msg, PolymarketUserOrder)
+
+
 def test_parse_order_cancel() -> None:
     # Arrange
     data = pkgutil.get_data(