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I use wss://rpc-mainnet.maticvigil.com/v1/MY-APP-ID as my polygon dApp provider, however I cannot subscribe on newBlockHeaders event with the following error:

Error: The current provider doesn't support subscriptions: HDWalletProvider
    at Timeout._onTimeout (...\node_modules\web3-core-subscriptions\lib\subscription.js:174:24)
    at listOnTimeout (internal/timers.js:554:17)
    at processTimers (internal/timers.js:497:7) null

I've already seen this link, but it does not make sense for my case (since I already use websocket RPC provider).

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There is an issue in HDWalletProvider in which you can attach a ws provider but it does not believe it allows event subscriptions. See 1.

Thanks to mikec on that issue page, the following workaround works:

const nodeIP = 'ws://192.168.1.xxx:xxxx';
const wsProvider = new Web3.providers.WebsocketProvider(nodeIP);
HDWalletProvider.prototype.on = wsProvider.on.bind(wsProvider);
let provider = new HDWalletProvider({privateKeys: [privateKey], providerOrUrl: wsProvider});
const web3 = new Web3(provider);

But, there is not yet any official solution.

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