WS: unsubscribe leaks orderbook state (long-running sub/unsub cycles grow memory) #206

Summary

SubscriptionManager.unsubscribe cleans up the subscription dict, sid map, and pushes a sentinel — but it does NOT call OrderbookManager.remove(ticker). There is also no public unsubscribe path on KalshiWebSocket itself that wires orderbook teardown.

A long-running run_forever that periodically rotates orderbook subscriptions (common for market-makers cycling through contract expirations) accumulates _BookState entries for every ticker ever subscribed. Per-ticker memory is small but grows unbounded over weeks of uptime; more importantly, the stale books are still served by OrderbookManager.get() if any caller looks them up — silently returning stale data.

Only _handle_seq_gap and _handle_reconnect call _orderbook_mgr.remove / .clear() — neither is the unsubscribe path.

Location

• kalshi/ws/channels.py:240-260 — SubscriptionManager.unsubscribe
• kalshi/ws/client.py — no public unsubscribe() that touches orderbook state

Evidence

# kalshi/ws/channels.py:240-260
async def unsubscribe(self, client_id: int) -> None:
    sub = self._subscriptions.get(client_id)
    if not sub or sub.server_sid is None:
        return
    ...
    await sub.queue.put_sentinel()
    self._sid_to_client.pop(sub.server_sid, None)
    del self._subscriptions[client_id]
    # ← no orderbook teardown

Recommended fix

Add an orderbook-aware unsubscribe path on KalshiWebSocket that:

1. Looks up sub.params.get('market_tickers', []) for the subscription about to be removed.
2. Calls self._orderbook_mgr.remove(ticker) for each ticker before delegating to SubscriptionManager.unsubscribe.
3. For all-markets orderbook subscriptions (no market_tickers param), tracks which tickers a sid produced snapshots for in OrderbookManager state, then removes all of them.

Same cleanup must run on _handle_server_unsubscribe in dispatch.py (server-initiated unsubscribe) — verify it does, or wire it.

Tests:

• test_unsubscribe_removes_orderbook_state_for_subscribed_tickers
• test_get_after_unsubscribe_returns_None_not_stale_book
• test_long_running_sub_unsub_cycles_do_not_leak (memory assertion over 100 cycles)

Severity & category

medium / correctness, performance, ws