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FeedClient missing watchOrderBook in both SDKs despite core IDataFeed declaring it #975

@realfishsam

Description

@realfishsam

Gap

The core IDataFeed interface declares watchOrderBook?(symbol, callback) and lists 'watchOrderBook' as a DataFeedCapability. Neither the TypeScript nor the Python FeedClient exposes this method.

Current state

Core (core/src/feeds/interfaces.ts:14, 37):

// DataFeedCapability union includes:
'watchOrderBook'

// IDataFeed interface declares:
watchOrderBook?(symbol: string, callback: (book: OrderBook) => void): () => void;

TypeScript SDK (sdks/typescript/pmxt/feed-client.ts): methods present — listFeeds, loadMarkets, fetchTicker, fetchTickers, fetchOHLCV, fetchOracleRound, fetchOracleHistory, fetchHistoricalPrices. No watchOrderBook.

Python SDK (sdks/python/pmxt/feed_client.py): same set of methods. No watch_order_book.

Related issues:

Expected behaviour

Both FeedClient implementations should expose watchOrderBook(symbol, callback) / watch_order_book(symbol, callback) that streams live order book updates from the feed sidecar endpoint (e.g. /api/feeds/{feed}/watchOrderBook).

Impact

Real-time order book data from data feeds (Binance, etc.) is inaccessible through either SDK.

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