Document top-200 collector scope

README.md

@@ -14,9 +14,13 @@ This public dataset contains live Kalshi order-book snapshots and derived state
 after every `orderbook_delta` message for a research universe refreshed every
 10 minutes.
 
-The universe is the union of open markets whose series appears in the bot's
-allowlist or blocklist and the 200 highest-volume open markets over a rolling
-48-hour public-trade window.
+The current universe is the 200 highest-volume open markets over a rolling
+48-hour public-trade window. It is spread by volume across four websocket
+connections of 50 markets each, then periodically rebalanced using observed
+per-market delta traffic.
+
+Early files used an expanded allowlist/blocklist union. Per-record
+`selection_sources` and `universe` records identify that historical scope.
 
 ## Files