@alango/dr-manhattan 0.1.2 → 0.1.3

package/README.md

@@ -15,6 +15,7 @@ CCXT-style unified API for prediction markets in TypeScript.
 | [Polymarket](https://polymarket.com) | ✅ | ✅ | Polygon |
 | [Limitless](https://limitless.exchange) | ✅ | ✅ | Base |
 | [Opinion](https://opinion.trade) | ✅ | ❌ | BNB |
+| [Kalshi](https://kalshi.com) | ✅ | ❌ | - |
 
 ## Installation
 
@@ -32,7 +33,7 @@ yarn add @alango/dr-manhattan
 import { createExchange, listExchanges, MarketUtils } from '@alango/dr-manhattan';
 
 // List available exchanges
-console.log(listExchanges()); // ['polymarket', 'limitless', 'opinion']
+console.log(listExchanges()); // ['polymarket', 'limitless', 'opinion', 'kalshi']
 
 // Create exchange instance (no auth required for public data)
 const polymarket = createExchange('polymarket');
@@ -101,6 +102,43 @@ const opinion = new Opinion({
 });
 ```
 
+### Kalshi
+
+```typescript
+import { Kalshi } from '@alango/dr-manhattan';
+
+// With RSA private key file
+const kalshi = new Kalshi({
+  apiKeyId: process.env.KALSHI_API_KEY_ID,
+  privateKeyPath: '/path/to/kalshi_private_key.pem',
+});
+
+// Or with PEM content directly
+const kalshi = new Kalshi({
+  apiKeyId: process.env.KALSHI_API_KEY_ID,
+  privateKeyPem: process.env.KALSHI_PRIVATE_KEY_PEM,
+});
+
+// Demo environment
+const kalshiDemo = new Kalshi({
+  apiKeyId: process.env.KALSHI_API_KEY_ID,
+  privateKeyPath: '/path/to/private_key.pem',
+  demo: true,
+});
+
+// Fetch markets (no auth required)
+const markets = await kalshi.fetchMarkets({ limit: 10 });
+
+// Create order (auth required)
+const order = await kalshi.createOrder({
+  marketId: 'INXD-24DEC31-B5000',
+  outcome: 'Yes',
+  side: OrderSide.BUY,
+  price: 0.55,
+  size: 10,
+});
+```
+
 ## API Reference
 
 ### Exchange Methods

package/dist/index.d.ts

@@ -740,6 +740,57 @@ declare class Limitless extends Exchange {
     };
 }
 
+interface KalshiConfig extends ExchangeConfig {
+    /** API key ID (the public key identifier) */
+    apiKeyId?: string;
+    /** Path to RSA private key PEM file */
+    privateKeyPath?: string;
+    /** RSA private key PEM content (alternative to path) */
+    privateKeyPem?: string;
+    /** Use demo environment */
+    demo?: boolean;
+    /** Custom API URL */
+    apiUrl?: string;
+}
+declare class Kalshi extends Exchange {
+    readonly id = "kalshi";
+    readonly name = "Kalshi";
+    private readonly apiUrl;
+    private readonly apiKeyId;
+    private auth;
+    constructor(config?: KalshiConfig);
+    private isAuthenticated;
+    private ensureAuth;
+    private request;
+    private parseMarket;
+    private parseOrder;
+    private parsePosition;
+    fetchMarkets(params?: FetchMarketsParams): Promise<Market[]>;
+    fetchMarket(marketId: string): Promise<Market>;
+    fetchOrderbook(ticker: string): Promise<Orderbook>;
+    createOrder(params: CreateOrderParams): Promise<Order>;
+    cancelOrder(orderId: string, _marketId?: string): Promise<Order>;
+    fetchOrder(orderId: string, _marketId?: string): Promise<Order>;
+    fetchOpenOrders(marketId?: string): Promise<Order[]>;
+    fetchPositions(marketId?: string): Promise<Position[]>;
+    fetchBalance(): Promise<Record<string, number>>;
+    describe(): {
+        id: string;
+        name: string;
+        has: {
+            fetchMarkets: boolean;
+            fetchMarket: boolean;
+            createOrder: boolean;
+            cancelOrder: boolean;
+            fetchOrder: boolean;
+            fetchOpenOrders: boolean;
+            fetchPositions: boolean;
+            fetchBalance: boolean;
+            websocket: boolean;
+        };
+    };
+}
+
 declare function listExchanges(): string[];
 declare function createExchange(exchangeId: string, config?: ExchangeConfig): Exchange;
 
@@ -761,4 +812,4 @@ declare function clampPrice(price: number, min?: number, max?: number): number;
 declare function formatPrice(price: number, decimals?: number): string;
 declare function formatUsd(amount: number): string;
 
-export { AuthenticationError, Colors, type CreateOrderParams, type DeltaInfo, DrManhattanError, Exchange, type ExchangeCapabilities, type ExchangeConfig, ExchangeError, type FetchMarketsParams, InsufficientFunds, InvalidOrder, Limitless, LimitlessWebSocket, type Market, MarketNotFound, MarketUtils, NetworkError, Opinion, type Order, OrderBookWebSocket, OrderSide, OrderStatus, OrderUtils, type Orderbook, type OrderbookCallback, OrderbookManager, type OrderbookUpdate, OrderbookUtils, type OutcomeToken, Polymarket, PolymarketWebSocket, type Position, PositionUtils, type PriceLevel, RateLimitError, Strategy, type StrategyConfig, StrategyState, type WebSocketConfig, WebSocketState, calculateDelta, clampPrice, createExchange, createLogger, formatPrice, formatUsd, listExchanges, logger, roundToTickSize };
+export { AuthenticationError, Colors, type CreateOrderParams, type DeltaInfo, DrManhattanError, Exchange, type ExchangeCapabilities, type ExchangeConfig, ExchangeError, type FetchMarketsParams, InsufficientFunds, InvalidOrder, Kalshi, Limitless, LimitlessWebSocket, type Market, MarketNotFound, MarketUtils, NetworkError, Opinion, type Order, OrderBookWebSocket, OrderSide, OrderStatus, OrderUtils, type Orderbook, type OrderbookCallback, OrderbookManager, type OrderbookUpdate, OrderbookUtils, type OutcomeToken, Polymarket, PolymarketWebSocket, type Position, PositionUtils, type PriceLevel, RateLimitError, Strategy, type StrategyConfig, StrategyState, type WebSocketConfig, WebSocketState, calculateDelta, clampPrice, createExchange, createLogger, formatPrice, formatUsd, listExchanges, logger, roundToTickSize };

package/dist/index.js

@@ -1,5 +1,7 @@
 import { EventEmitter } from 'events';
 import WebSocket from 'ws';
+import * as crypto from 'crypto';
+import * as fs from 'fs';
 import { Wallet } from 'ethers';
 import { io } from 'socket.io-client';
 import { ClobClient, Side, AssetType } from '@polymarket/clob-client';
@@ -702,6 +704,353 @@ var Strategy = class extends EventEmitter {
     return this.state;
   }
 };
+var BASE_URL = "https://api.elections.kalshi.com/trade-api/v2";
+var DEMO_URL = "https://demo-api.kalshi.co/trade-api/v2";
+function createAuth(privateKeyPem) {
+  return {
+    sign(timestampMs, method, path) {
+      const message = `${timestampMs}${method.toUpperCase()}${path}`;
+      const sign = crypto.createSign("RSA-SHA256");
+      sign.update(message);
+      sign.end();
+      const signature = sign.sign(privateKeyPem, "base64");
+      return signature;
+    }
+  };
+}
+var Kalshi = class extends Exchange {
+  id = "kalshi";
+  name = "Kalshi";
+  apiUrl;
+  apiKeyId;
+  auth = null;
+  constructor(config = {}) {
+    super(config);
+    this.apiUrl = config.apiUrl ?? (config.demo ? DEMO_URL : BASE_URL);
+    this.apiKeyId = config.apiKeyId ?? null;
+    if (config.apiKeyId) {
+      if (config.privateKeyPath) {
+        const pem = fs.readFileSync(config.privateKeyPath, "utf-8");
+        this.auth = createAuth(pem);
+      } else if (config.privateKeyPem) {
+        this.auth = createAuth(config.privateKeyPem);
+      }
+    }
+  }
+  isAuthenticated() {
+    return this.apiKeyId !== null && this.auth !== null;
+  }
+  ensureAuth() {
+    if (!this.isAuthenticated()) {
+      throw new AuthenticationError("Kalshi requires apiKeyId and privateKey for this operation");
+    }
+  }
+  async request(method, path, body) {
+    const url = `${this.apiUrl}${path}`;
+    const headers = {
+      "Content-Type": "application/json",
+      Accept: "application/json"
+    };
+    if (this.isAuthenticated() && this.auth && this.apiKeyId) {
+      const timestampMs = Date.now();
+      const signature = this.auth.sign(timestampMs, method, path);
+      headers["KALSHI-ACCESS-KEY"] = this.apiKeyId;
+      headers["KALSHI-ACCESS-SIGNATURE"] = signature;
+      headers["KALSHI-ACCESS-TIMESTAMP"] = timestampMs.toString();
+    }
+    const fetchOptions = {
+      method,
+      headers,
+      signal: AbortSignal.timeout(this.timeout)
+    };
+    if (body && (method === "POST" || method === "PUT")) {
+      fetchOptions.body = JSON.stringify(body);
+    }
+    const response = await fetch(url, fetchOptions);
+    if (response.status === 429) {
+      throw new NetworkError("Rate limited");
+    }
+    if (response.status === 401 || response.status === 403) {
+      const msg = await response.text();
+      throw new AuthenticationError(`Authentication failed: ${msg}`);
+    }
+    if (response.status === 404) {
+      throw new ExchangeError(`Resource not found: ${path}`);
+    }
+    if (!response.ok) {
+      const msg = await response.text();
+      throw new NetworkError(`HTTP ${response.status}: ${msg}`);
+    }
+    return response.json();
+  }
+  parseMarket(data) {
+    const ticker = data.ticker;
+    if (!ticker) return null;
+    const question = data.title ?? "";
+    const outcomes = ["Yes", "No"];
+    const yesPrice = (data.yes_ask ?? data.yes_bid ?? data.last_price ?? 50) / 100;
+    const noPrice = 1 - yesPrice;
+    const prices = {
+      Yes: yesPrice,
+      No: noPrice
+    };
+    const volume = data.volume ?? 0;
+    const liquidity = data.open_interest ?? 0;
+    let closeTime;
+    const closeTimeStr = data.close_time ?? data.expiration_time;
+    if (closeTimeStr) {
+      const parsed = this.parseDateTime(closeTimeStr);
+      if (parsed) closeTime = parsed;
+    }
+    const description = data.subtitle ?? data.rules_primary ?? "";
+    const tickSize = 0.01;
+    const status = data.status ?? "";
+    const closed = status.toLowerCase() === "closed" || status.toLowerCase() === "settled" || data.result != null;
+    return {
+      id: ticker,
+      question,
+      outcomes,
+      closeTime,
+      volume,
+      liquidity,
+      prices,
+      tickSize,
+      description,
+      metadata: {
+        ...data,
+        ticker,
+        eventTicker: data.event_ticker,
+        closed
+      }
+    };
+  }
+  parseOrder(data) {
+    const orderId = data.order_id ?? "";
+    const marketId = data.ticker ?? "";
+    const action = (data.action ?? "buy").toLowerCase();
+    const side = action === "buy" ? OrderSide.BUY : OrderSide.SELL;
+    const outcomeSide = (data.side ?? "yes").toLowerCase();
+    const outcome = outcomeSide === "yes" ? "Yes" : "No";
+    const statusStr = (data.status ?? "resting").toLowerCase();
+    let status;
+    switch (statusStr) {
+      case "resting":
+      case "active":
+      case "pending":
+        status = OrderStatus.OPEN;
+        break;
+      case "executed":
+      case "filled":
+        status = OrderStatus.FILLED;
+        break;
+      case "canceled":
+      case "cancelled":
+        status = OrderStatus.CANCELLED;
+        break;
+      case "partial":
+        status = OrderStatus.PARTIALLY_FILLED;
+        break;
+      default:
+        status = OrderStatus.OPEN;
+    }
+    const priceCents = data.yes_price ?? data.no_price ?? 0;
+    const price = priceCents / 100;
+    const size = data.count ?? data.remaining_count ?? 0;
+    const filled = data.filled_count ?? 0;
+    let createdAt = /* @__PURE__ */ new Date();
+    if (data.created_time) {
+      const parsed = this.parseDateTime(data.created_time);
+      if (parsed) createdAt = parsed;
+    }
+    let updatedAt;
+    if (data.updated_time) {
+      updatedAt = this.parseDateTime(data.updated_time);
+    }
+    return {
+      id: orderId,
+      marketId,
+      outcome,
+      side,
+      price,
+      size,
+      filled,
+      status,
+      createdAt,
+      updatedAt
+    };
+  }
+  parsePosition(data) {
+    const marketId = data.ticker ?? "";
+    const positionValue = data.position ?? 0;
+    const outcome = positionValue >= 0 ? "Yes" : "No";
+    const size = Math.abs(positionValue);
+    const averagePrice = 0;
+    const currentPrice = 0;
+    return {
+      marketId,
+      outcome,
+      size,
+      averagePrice,
+      currentPrice
+    };
+  }
+  async fetchMarkets(params) {
+    return this.withRetry(async () => {
+      const limit = params?.limit ?? 100;
+      let endpoint = `/markets?limit=${Math.min(limit, 200)}`;
+      if (params?.active !== false) {
+        endpoint += "&status=open";
+      }
+      const response = await this.request("GET", endpoint);
+      const markets = response.markets ?? [];
+      return markets.map((m) => this.parseMarket(m)).filter((m) => m !== null);
+    });
+  }
+  async fetchMarket(marketId) {
+    return this.withRetry(async () => {
+      try {
+        const response = await this.request("GET", `/markets/${marketId}`);
+        const market = this.parseMarket(response.market);
+        if (!market) {
+          throw new MarketNotFound(`Market ${marketId} not found`);
+        }
+        return market;
+      } catch (error) {
+        if (error instanceof ExchangeError && error.message.includes("not found")) {
+          throw new MarketNotFound(`Market ${marketId} not found`);
+        }
+        throw error;
+      }
+    });
+  }
+  async fetchOrderbook(ticker) {
+    this.ensureAuth();
+    return this.withRetry(async () => {
+      const response = await this.request("GET", `/markets/${ticker}/orderbook`);
+      const bids = [];
+      const asks = [];
+      if (response.orderbook.yes) {
+        for (const [priceCents, size] of response.orderbook.yes) {
+          const price = priceCents / 100;
+          bids.push([price, size]);
+        }
+      }
+      if (response.orderbook.no) {
+        for (const [priceCents, size] of response.orderbook.no) {
+          const price = 1 - priceCents / 100;
+          asks.push([price, size]);
+        }
+      }
+      bids.sort((a, b) => b[0] - a[0]);
+      asks.sort((a, b) => a[0] - b[0]);
+      return {
+        bids,
+        asks,
+        timestamp: Date.now(),
+        assetId: ticker,
+        marketId: ticker
+      };
+    });
+  }
+  async createOrder(params) {
+    this.ensureAuth();
+    if (params.price <= 0 || params.price >= 1) {
+      throw new InvalidOrder("Price must be between 0 and 1");
+    }
+    const outcome = params.outcome.toLowerCase();
+    if (outcome !== "yes" && outcome !== "no") {
+      throw new InvalidOrder("Outcome must be 'Yes' or 'No'");
+    }
+    return this.withRetry(async () => {
+      const action = params.side === OrderSide.BUY ? "buy" : "sell";
+      const side = outcome;
+      const priceCents = Math.round(params.price * 100);
+      const body = {
+        ticker: params.marketId,
+        action,
+        side,
+        type: "limit",
+        count: Math.floor(params.size)
+      };
+      if (outcome === "yes") {
+        body.yes_price = priceCents;
+      } else {
+        body.no_price = priceCents;
+      }
+      const response = await this.request(
+        "POST",
+        "/portfolio/orders",
+        body
+      );
+      return this.parseOrder(response.order);
+    });
+  }
+  async cancelOrder(orderId, _marketId) {
+    this.ensureAuth();
+    return this.withRetry(async () => {
+      const response = await this.request(
+        "DELETE",
+        `/portfolio/orders/${orderId}`
+      );
+      return this.parseOrder(response.order);
+    });
+  }
+  async fetchOrder(orderId, _marketId) {
+    this.ensureAuth();
+    return this.withRetry(async () => {
+      const response = await this.request("GET", `/portfolio/orders/${orderId}`);
+      return this.parseOrder(response.order);
+    });
+  }
+  async fetchOpenOrders(marketId) {
+    this.ensureAuth();
+    return this.withRetry(async () => {
+      let endpoint = "/portfolio/orders?status=resting";
+      if (marketId) {
+        endpoint += `&ticker=${marketId}`;
+      }
+      const response = await this.request("GET", endpoint);
+      return (response.orders ?? []).map((o) => this.parseOrder(o));
+    });
+  }
+  async fetchPositions(marketId) {
+    this.ensureAuth();
+    return this.withRetry(async () => {
+      let endpoint = "/portfolio/positions";
+      if (marketId) {
+        endpoint += `?ticker=${marketId}`;
+      }
+      const response = await this.request("GET", endpoint);
+      const positions = (response.market_positions ?? []).map((p) => this.parsePosition(p)).filter((p) => p.size > 0);
+      return positions;
+    });
+  }
+  async fetchBalance() {
+    this.ensureAuth();
+    return this.withRetry(async () => {
+      const response = await this.request("GET", "/portfolio/balance");
+      const balance = (response.available_balance ?? response.balance ?? 0) / 100;
+      return { USD: balance };
+    });
+  }
+  describe() {
+    return {
+      id: this.id,
+      name: this.name,
+      has: {
+        fetchMarkets: true,
+        fetchMarket: true,
+        createOrder: true,
+        cancelOrder: true,
+        fetchOrder: true,
+        fetchOpenOrders: true,
+        fetchPositions: true,
+        fetchBalance: true,
+        websocket: false
+      }
+    };
+  }
+};
 var WS_URL = "wss://ws.limitless.exchange";
 var NAMESPACE = "/markets";
 var LimitlessWebSocket = class extends EventEmitter {
@@ -1045,7 +1394,7 @@ var LimitlessWebSocket = class extends EventEmitter {
 };
 
 // src/exchanges/limitless/index.ts
-var BASE_URL = "https://api.limitless.exchange";
+var BASE_URL2 = "https://api.limitless.exchange";
 var CHAIN_ID = 8453;
 var Limitless = class extends Exchange {
   id = "limitless";
@@ -1061,7 +1410,7 @@ var Limitless = class extends Exchange {
   noTokens = /* @__PURE__ */ new Set();
   constructor(config = {}) {
     super(config);
-    this.host = config.host ?? BASE_URL;
+    this.host = config.host ?? BASE_URL2;
     this.chainId = config.chainId ?? CHAIN_ID;
     if (config.privateKey) {
       this.wallet = new Wallet(config.privateKey);
@@ -1725,7 +2074,7 @@ var Limitless = class extends Exchange {
     };
   }
 };
-var BASE_URL2 = "https://proxy.opinion.trade:8443";
+var BASE_URL3 = "https://proxy.opinion.trade:8443";
 var CHAIN_ID2 = 56;
 var Opinion = class extends Exchange {
   id = "opinion";
@@ -1740,7 +2089,7 @@ var Opinion = class extends Exchange {
     this.apiKey = config.apiKey ?? "";
     this.multiSigAddr = config.multiSigAddr ?? "";
     this.chainId = config.chainId ?? CHAIN_ID2;
-    this.host = config.host ?? BASE_URL2;
+    this.host = config.host ?? BASE_URL3;
     if (config.privateKey) {
       this.wallet = new Wallet(config.privateKey);
     }
@@ -2112,7 +2461,7 @@ var Opinion = class extends Exchange {
     };
   }
 };
-var BASE_URL3 = "https://gamma-api.polymarket.com";
+var BASE_URL4 = "https://gamma-api.polymarket.com";
 var CLOB_URL = "https://clob.polymarket.com";
 var Polymarket = class extends Exchange {
   id = "polymarket";
@@ -2173,7 +2522,7 @@ var Polymarket = class extends Exchange {
   }
   async fetchMarket(marketId) {
     return this.withRetry(async () => {
-      const response = await fetch(`${BASE_URL3}/markets/${marketId}`, {
+      const response = await fetch(`${BASE_URL4}/markets/${marketId}`, {
         signal: AbortSignal.timeout(this.timeout)
       });
       if (response.status === 404) {
@@ -2190,7 +2539,7 @@ var Polymarket = class extends Exchange {
     const slug = this.parseMarketIdentifier(slugOrUrl);
     if (!slug) throw new Error("Empty slug provided");
     return this.withRetry(async () => {
-      const response = await fetch(`${BASE_URL3}/events?slug=${slug}`, {
+      const response = await fetch(`${BASE_URL4}/events?slug=${slug}`, {
         signal: AbortSignal.timeout(this.timeout)
       });
       if (response.status === 404) {
@@ -2566,7 +2915,7 @@ var Polymarket = class extends Exchange {
         closed: String(closed)
       });
       if (tagId) params.set("tag_id", tagId);
-      const response = await fetch(`${BASE_URL3}/markets?${params}`, {
+      const response = await fetch(`${BASE_URL4}/markets?${params}`, {
         signal: AbortSignal.timeout(this.timeout)
       });
       if (!response.ok) {
@@ -2648,7 +2997,7 @@ var Polymarket = class extends Exchange {
   async getTagBySlug(slug) {
     if (!slug) throw new Error("slug must be a non-empty string");
     return this.withRetry(async () => {
-      const response = await fetch(`${BASE_URL3}/tags/slug/${slug}`, {
+      const response = await fetch(`${BASE_URL4}/tags/slug/${slug}`, {
         signal: AbortSignal.timeout(this.timeout)
       });
       if (!response.ok) {
@@ -2823,7 +3172,8 @@ var PolymarketWebSocket = class extends OrderBookWebSocket {
 var exchanges = {
   polymarket: Polymarket,
   opinion: Opinion,
-  limitless: Limitless
+  limitless: Limitless,
+  kalshi: Kalshi
 };
 function listExchanges() {
   return Object.keys(exchanges);
@@ -2873,6 +3223,6 @@ function formatUsd(amount) {
   return `$${amount.toLocaleString("en-US", { minimumFractionDigits: 2, maximumFractionDigits: 2 })}`;
 }
 
-export { AuthenticationError, Colors, DrManhattanError, Exchange, ExchangeError, InsufficientFunds, InvalidOrder, Limitless, LimitlessWebSocket, MarketNotFound, MarketUtils, NetworkError, Opinion, OrderBookWebSocket, OrderSide, OrderStatus, OrderUtils, OrderbookManager, OrderbookUtils, Polymarket, PolymarketWebSocket, PositionUtils, RateLimitError, Strategy, StrategyState, WebSocketState, calculateDelta, clampPrice, createExchange, createLogger, formatPrice, formatUsd, listExchanges, logger, roundToTickSize };
+export { AuthenticationError, Colors, DrManhattanError, Exchange, ExchangeError, InsufficientFunds, InvalidOrder, Kalshi, Limitless, LimitlessWebSocket, MarketNotFound, MarketUtils, NetworkError, Opinion, OrderBookWebSocket, OrderSide, OrderStatus, OrderUtils, OrderbookManager, OrderbookUtils, Polymarket, PolymarketWebSocket, PositionUtils, RateLimitError, Strategy, StrategyState, WebSocketState, calculateDelta, clampPrice, createExchange, createLogger, formatPrice, formatUsd, listExchanges, logger, roundToTickSize };
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