WS: stale orderbook frames mutate local book before subscription-existence check #255

Summary

Frames arriving with an old sid after resubscribe_one tears down the book and assigns a new sid (or after a server-initiated unsubscribe reaped the sub) still get applied to the local OrderbookManager. A stale snapshot can re-create a book under the old sid index and a stale delta can mutate the freshly-resynced book under the same ticker, producing inconsistent state that the consumer's get(ticker) reads.

Location

• kalshi/ws/client.py:322-336 — apply happens before sid check
• kalshi/ws/dispatch.py:240-243 — sid routing check (downstream)

Evidence

# client.py _process_frame:
if msg_type == "orderbook_snapshot" and self._orderbook_mgr:
    snapshot = OrderbookSnapshotMessage.model_validate(data)
    self._orderbook_mgr._apply_snapshot_inplace(snapshot, sid=snapshot.sid)
    pre_validated = snapshot
elif msg_type == "orderbook_delta" and self._orderbook_mgr:
    delta = OrderbookDeltaMessage.model_validate(data)
    self._orderbook_mgr._apply_delta_inplace(delta)
# Apply happens BEFORE dispatch.py:240-243 which drops unknown sid.

Recommended fix

Gate the orderbook-apply on self._sub_mgr.get_subscription_by_sid(sid) is not None before validating + mutating. Stale-sid frames should hit the dispatcher's existing debug-log path and short-circuit without touching the book.

Severity & category

medium / correctness, ws