@newyorkcompute/kalshi-core 0.2.0 → 0.3.0

package/dist/format.test.js.map

@@ -1 +1 @@
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package/dist/index.d.ts

@@ -10,4 +10,5 @@ export { createRateLimiter, isRateLimitError, type RateLimiter, type RateLimiter
 export * from "./types.js";
 export { withTimeout, TimeoutError } from "./with-timeout.js";
 export { validateOrder, type OrderValidationInput, type OrderValidationResult, } from "./validate-order.js";
+export { KalshiWsClient, generateWsAuthHeaders, generateSignedWsUrl, type KalshiWsConfig, type KalshiWsEventHandlers, type SubscriptionChannel, type ConnectionState, type ActiveSubscriptions, type OrderbookDeltaMessage, type TickerMessage, type TradeMessage, type FillMessage, type WsMessage, WS_ENDPOINTS, } from "./websocket/index.js";
 //# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAGH,OAAO,EACL,KAAK,YAAY,EACjB,iBAAiB,EACjB,cAAc,EACd,eAAe,EACf,eAAe,EACf,eAAe,EACf,kBAAkB,EAClB,eAAe,EACf,eAAe,GAChB,MAAM,aAAa,CAAC;AAGrB,OAAO,EACL,WAAW,EACX,cAAc,EACd,aAAa,EACb,iBAAiB,EACjB,mBAAmB,EACnB,kBAAkB,EAClB,YAAY,EACZ,eAAe,EACf,QAAQ,EACR,SAAS,GACV,MAAM,aAAa,CAAC;AAGrB,OAAO,EACL,SAAS,EACT,QAAQ,EACR,UAAU,EACV,aAAa,EACb,aAAa,EACb,SAAS,GACV,MAAM,YAAY,CAAC;AAGpB,OAAO,EACL,iBAAiB,EACjB,gBAAgB,EAChB,KAAK,WAAW,EAChB,KAAK,iBAAiB,EACtB,KAAK,gBAAgB,GACtB,MAAM,mBAAmB,CAAC;AAG3B,cAAc,YAAY,CAAC;AAG3B,OAAO,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AAG9D,OAAO,EACL,aAAa,EACb,KAAK,oBAAoB,EACzB,KAAK,qBAAqB,GAC3B,MAAM,qBAAqB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAGH,OAAO,EACL,KAAK,YAAY,EACjB,iBAAiB,EACjB,cAAc,EACd,eAAe,EACf,eAAe,EACf,eAAe,EACf,kBAAkB,EAClB,eAAe,EACf,eAAe,GAChB,MAAM,aAAa,CAAC;AAGrB,OAAO,EACL,WAAW,EACX,cAAc,EACd,aAAa,EACb,iBAAiB,EACjB,mBAAmB,EACnB,kBAAkB,EAClB,YAAY,EACZ,eAAe,EACf,QAAQ,EACR,SAAS,GACV,MAAM,aAAa,CAAC;AAGrB,OAAO,EACL,SAAS,EACT,QAAQ,EACR,UAAU,EACV,aAAa,EACb,aAAa,EACb,SAAS,GACV,MAAM,YAAY,CAAC;AAGpB,OAAO,EACL,iBAAiB,EACjB,gBAAgB,EAChB,KAAK,WAAW,EAChB,KAAK,iBAAiB,EACtB,KAAK,gBAAgB,GACtB,MAAM,mBAAmB,CAAC;AAG3B,cAAc,YAAY,CAAC;AAG3B,OAAO,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AAG9D,OAAO,EACL,aAAa,EACb,KAAK,oBAAoB,EACzB,KAAK,qBAAqB,GAC3B,MAAM,qBAAqB,CAAC;AAG7B,OAAO,EACL,cAAc,EACd,qBAAqB,EACrB,mBAAmB,EACnB,KAAK,cAAc,EACnB,KAAK,qBAAqB,EAC1B,KAAK,mBAAmB,EACxB,KAAK,eAAe,EACpB,KAAK,mBAAmB,EACxB,KAAK,qBAAqB,EAC1B,KAAK,aAAa,EAClB,KAAK,YAAY,EACjB,KAAK,WAAW,EAChB,KAAK,SAAS,EACd,YAAY,GACb,MAAM,sBAAsB,CAAC"}

package/dist/index.js

@@ -17,4 +17,6 @@ export * from "./types.js";
 export { withTimeout, TimeoutError } from "./with-timeout.js";
 // Validation
 export { validateOrder, } from "./validate-order.js";
+// WebSocket (real-time data)
+export { KalshiWsClient, generateWsAuthHeaders, generateSignedWsUrl, WS_ENDPOINTS, } from "./websocket/index.js";
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,gBAAgB;AAChB,OAAO,EAEL,iBAAiB,EACjB,cAAc,EACd,eAAe,EACf,eAAe,EACf,eAAe,EACf,kBAAkB,EAClB,eAAe,EACf,eAAe,GAChB,MAAM,aAAa,CAAC;AAErB,uBAAuB;AACvB,OAAO,EACL,WAAW,EACX,cAAc,EACd,aAAa,EACb,iBAAiB,EACjB,mBAAmB,EACnB,kBAAkB,EAClB,YAAY,EACZ,eAAe,EACf,QAAQ,EACR,SAAS,GACV,MAAM,aAAa,CAAC;AAErB,kBAAkB;AAClB,OAAO,EACL,SAAS,EACT,QAAQ,EACR,UAAU,EACV,aAAa,EACb,aAAa,EACb,SAAS,GACV,MAAM,YAAY,CAAC;AAEpB,gBAAgB;AAChB,OAAO,EACL,iBAAiB,EACjB,gBAAgB,GAIjB,MAAM,mBAAmB,CAAC;AAE3B,QAAQ;AACR,cAAc,YAAY,CAAC;AAE3B,YAAY;AACZ,OAAO,EAAE,WAAW,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AAE9D,aAAa;AACb,OAAO,EACL,aAAa,GAGd,MAAM,qBAAqB,CAAC;AAE7B,6BAA6B;AAC7B,OAAO,EACL,cAAc,EACd,qBAAqB,EACrB,mBAAmB,EAWnB,YAAY,GACb,MAAM,sBAAsB,CAAC"}

package/dist/websocket/auth.d.ts

@@ -0,0 +1,28 @@
+/**
+ * Kalshi WebSocket Authentication
+ *
+ * Handles signature generation for authenticated WebSocket connections.
+ * Uses the same RSA-PSS signing as the REST API.
+ */
+/**
+ * Generate authentication headers for WebSocket connection
+ *
+ * @param apiKeyId - Your Kalshi API key ID
+ * @param privateKey - Your private key in PEM format
+ * @param timestamp - Unix timestamp in milliseconds
+ * @returns Headers object for WebSocket connection
+ */
+export declare function generateWsAuthHeaders(apiKeyId: string, privateKey: string, timestamp?: number): Record<string, string>;
+/**
+ * Generate a signed WebSocket URL with auth params
+ *
+ * Some WebSocket implementations don't support custom headers,
+ * so we can pass auth as query parameters instead.
+ *
+ * @param baseUrl - WebSocket endpoint URL
+ * @param apiKeyId - Your Kalshi API key ID
+ * @param privateKey - Your private key in PEM format
+ * @returns Full WebSocket URL with auth parameters
+ */
+export declare function generateSignedWsUrl(baseUrl: string, apiKeyId: string, privateKey: string): string;
+//# sourceMappingURL=auth.d.ts.map

package/dist/websocket/auth.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"auth.d.ts","sourceRoot":"","sources":["../../src/websocket/auth.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAIH;;;;;;;GAOG;AACH,wBAAgB,qBAAqB,CACnC,QAAQ,EAAE,MAAM,EAChB,UAAU,EAAE,MAAM,EAClB,SAAS,GAAE,MAAmB,GAC7B,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAqBxB;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,mBAAmB,CACjC,OAAO,EAAE,MAAM,EACf,QAAQ,EAAE,MAAM,EAChB,UAAU,EAAE,MAAM,GACjB,MAAM,CAUR"}

package/dist/websocket/auth.js

@@ -0,0 +1,55 @@
+/**
+ * Kalshi WebSocket Authentication
+ *
+ * Handles signature generation for authenticated WebSocket connections.
+ * Uses the same RSA-PSS signing as the REST API.
+ */
+import * as crypto from 'crypto';
+/**
+ * Generate authentication headers for WebSocket connection
+ *
+ * @param apiKeyId - Your Kalshi API key ID
+ * @param privateKey - Your private key in PEM format
+ * @param timestamp - Unix timestamp in milliseconds
+ * @returns Headers object for WebSocket connection
+ */
+export function generateWsAuthHeaders(apiKeyId, privateKey, timestamp = Date.now()) {
+    // The message to sign for WebSocket is typically the timestamp
+    const timestampStr = timestamp.toString();
+    // Create signature using RSA-PSS with SHA-256
+    const sign = crypto.createSign('RSA-SHA256');
+    sign.update(timestampStr);
+    sign.end();
+    // Sign with PSS padding
+    const signature = sign.sign({
+        key: privateKey,
+        padding: crypto.constants.RSA_PKCS1_PSS_PADDING,
+        saltLength: crypto.constants.RSA_PSS_SALTLEN_DIGEST,
+    }, 'base64');
+    return {
+        'KALSHI-ACCESS-KEY': apiKeyId,
+        'KALSHI-ACCESS-SIGNATURE': signature,
+        'KALSHI-ACCESS-TIMESTAMP': timestampStr,
+    };
+}
+/**
+ * Generate a signed WebSocket URL with auth params
+ *
+ * Some WebSocket implementations don't support custom headers,
+ * so we can pass auth as query parameters instead.
+ *
+ * @param baseUrl - WebSocket endpoint URL
+ * @param apiKeyId - Your Kalshi API key ID
+ * @param privateKey - Your private key in PEM format
+ * @returns Full WebSocket URL with auth parameters
+ */
+export function generateSignedWsUrl(baseUrl, apiKeyId, privateKey) {
+    const timestamp = Date.now();
+    const headers = generateWsAuthHeaders(apiKeyId, privateKey, timestamp);
+    const url = new URL(baseUrl);
+    url.searchParams.set('api_key', headers['KALSHI-ACCESS-KEY']);
+    url.searchParams.set('signature', headers['KALSHI-ACCESS-SIGNATURE']);
+    url.searchParams.set('timestamp', headers['KALSHI-ACCESS-TIMESTAMP']);
+    return url.toString();
+}
+//# sourceMappingURL=auth.js.map

package/dist/websocket/auth.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"auth.js","sourceRoot":"","sources":["../../src/websocket/auth.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAEH,OAAO,KAAK,MAAM,MAAM,QAAQ,CAAC;AAEjC;;;;;;;GAOG;AACH,MAAM,UAAU,qBAAqB,CACnC,QAAgB,EAChB,UAAkB,EAClB,YAAoB,IAAI,CAAC,GAAG,EAAE;IAE9B,+DAA+D;IAC/D,MAAM,YAAY,GAAG,SAAS,CAAC,QAAQ,EAAE,CAAC;IAE1C,8CAA8C;IAC9C,MAAM,IAAI,GAAG,MAAM,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC;IAC7C,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;IAC1B,IAAI,CAAC,GAAG,EAAE,CAAC;IAEX,wBAAwB;IACxB,MAAM,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC;QAC1B,GAAG,EAAE,UAAU;QACf,OAAO,EAAE,MAAM,CAAC,SAAS,CAAC,qBAAqB;QAC/C,UAAU,EAAE,MAAM,CAAC,SAAS,CAAC,sBAAsB;KACpD,EAAE,QAAQ,CAAC,CAAC;IAEb,OAAO;QACL,mBAAmB,EAAE,QAAQ;QAC7B,yBAAyB,EAAE,SAAS;QACpC,yBAAyB,EAAE,YAAY;KACxC,CAAC;AACJ,CAAC;AAED;;;;;;;;;;GAUG;AACH,MAAM,UAAU,mBAAmB,CACjC,OAAe,EACf,QAAgB,EAChB,UAAkB;IAElB,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IAC7B,MAAM,OAAO,GAAG,qBAAqB,CAAC,QAAQ,EAAE,UAAU,EAAE,SAAS,CAAC,CAAC;IAEvE,MAAM,GAAG,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,CAAC;IAC7B,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,SAAS,EAAE,OAAO,CAAC,mBAAmB,CAAC,CAAC,CAAC;IAC9D,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,OAAO,CAAC,yBAAyB,CAAC,CAAC,CAAC;IACtE,GAAG,CAAC,YAAY,CAAC,GAAG,CAAC,WAAW,EAAE,OAAO,CAAC,yBAAyB,CAAC,CAAC,CAAC;IAEtE,OAAO,GAAG,CAAC,QAAQ,EAAE,CAAC;AACxB,CAAC"}

package/dist/websocket/auth.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=auth.test.d.ts.map

package/dist/websocket/auth.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"auth.test.d.ts","sourceRoot":"","sources":["../../src/websocket/auth.test.ts"],"names":[],"mappings":""}

package/dist/websocket/auth.test.js

@@ -0,0 +1,56 @@
+import { describe, it, expect, vi } from 'vitest';
+// Mock crypto module since we can't use real RSA keys in tests easily
+vi.mock('crypto', async () => {
+    const actual = await vi.importActual('crypto');
+    return {
+        ...actual,
+        createSign: vi.fn(() => ({
+            update: vi.fn().mockReturnThis(),
+            end: vi.fn().mockReturnThis(),
+            sign: vi.fn(() => 'mocked-signature-base64'),
+        })),
+    };
+});
+import { generateWsAuthHeaders, generateSignedWsUrl } from './auth.js';
+describe('WebSocket Auth', () => {
+    describe('generateWsAuthHeaders', () => {
+        it('generates all required headers', () => {
+            const headers = generateWsAuthHeaders('test-api-key', 'fake-private-key');
+            expect(headers).toHaveProperty('KALSHI-ACCESS-KEY');
+            expect(headers).toHaveProperty('KALSHI-ACCESS-SIGNATURE');
+            expect(headers).toHaveProperty('KALSHI-ACCESS-TIMESTAMP');
+        });
+        it('uses the provided API key', () => {
+            const headers = generateWsAuthHeaders('my-api-key-123', 'fake-key');
+            expect(headers['KALSHI-ACCESS-KEY']).toBe('my-api-key-123');
+        });
+        it('uses the provided timestamp', () => {
+            const timestamp = 1703721600000; // Fixed timestamp
+            const headers = generateWsAuthHeaders('test-key', 'fake-key', timestamp);
+            expect(headers['KALSHI-ACCESS-TIMESTAMP']).toBe('1703721600000');
+        });
+        it('returns a signature', () => {
+            const headers = generateWsAuthHeaders('test-key', 'fake-key');
+            expect(headers['KALSHI-ACCESS-SIGNATURE']).toBeDefined();
+            expect(headers['KALSHI-ACCESS-SIGNATURE'].length).toBeGreaterThan(0);
+        });
+    });
+    describe('generateSignedWsUrl', () => {
+        it('appends auth parameters to URL', () => {
+            const url = generateSignedWsUrl('wss://api.example.com/ws', 'test-api-key', 'fake-key');
+            expect(url).toContain('api_key=test-api-key');
+            expect(url).toContain('signature=');
+            expect(url).toContain('timestamp=');
+        });
+        it('preserves the base URL', () => {
+            const url = generateSignedWsUrl('wss://api.elections.kalshi.com/trade-api/ws/v2', 'test-key', 'fake-key');
+            expect(url.startsWith('wss://api.elections.kalshi.com/trade-api/ws/v2')).toBe(true);
+        });
+        it('properly encodes parameters', () => {
+            const url = generateSignedWsUrl('wss://api.example.com/ws', 'test+key', 'fake-key');
+            // URL should properly encode the + character
+            expect(url).toContain('api_key=test%2Bkey');
+        });
+    });
+});
+//# sourceMappingURL=auth.test.js.map

package/dist/websocket/auth.test.js.map

@@ -0,0 +1 @@
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package/dist/websocket/client.d.ts

@@ -0,0 +1,95 @@
+/**
+ * Kalshi WebSocket Client
+ *
+ * Provides real-time market data streaming from Kalshi.
+ * Features:
+ * - Automatic reconnection with exponential backoff
+ * - Subscription management
+ * - Event-based message handling
+ * - Connection health monitoring
+ */
+import { type KalshiWsConfig, type KalshiWsEventHandlers, type SubscriptionChannel, type ConnectionState } from './types.js';
+/**
+ * Kalshi WebSocket Client
+ *
+ * @example
+ * ```typescript
+ * const client = new KalshiWsClient({
+ *   apiKeyId: 'your-api-key',
+ *   privateKey: 'your-private-key',
+ * });
+ *
+ * client.on('ticker', (data) => {
+ *   console.log('Price update:', data.market_ticker, data.yes_bid);
+ * });
+ *
+ * await client.connect();
+ * client.subscribe(['ticker'], ['KXBTC-25JAN03']);
+ * ```
+ */
+export declare class KalshiWsClient {
+    private config;
+    private ws;
+    private handlers;
+    private state;
+    private reconnectAttempts;
+    private commandId;
+    private pingTimer;
+    private pongTimer;
+    private subscriptions;
+    constructor(config: KalshiWsConfig);
+    /**
+     * Get current connection state
+     */
+    get connectionState(): ConnectionState;
+    /**
+     * Check if connected
+     */
+    get isConnected(): boolean;
+    /**
+     * Register event handlers
+     */
+    on<K extends keyof KalshiWsEventHandlers>(event: K, handler: KalshiWsEventHandlers[K]): void;
+    /**
+     * Connect to WebSocket server
+     */
+    connect(): Promise<void>;
+    /**
+     * Disconnect from WebSocket server
+     */
+    disconnect(): void;
+    /**
+     * Subscribe to channels for specific market tickers
+     *
+     * @param channels - Channels to subscribe to
+     * @param marketTickers - Market tickers (not needed for 'fill' channel)
+     */
+    subscribe(channels: SubscriptionChannel[], marketTickers?: string[]): void;
+    /**
+     * Unsubscribe from channels
+     */
+    unsubscribe(channels: SubscriptionChannel[], marketTickers?: string[]): void;
+    /**
+     * Add markets to existing subscription
+     */
+    addMarkets(channels: SubscriptionChannel[], marketTickers: string[]): void;
+    /**
+     * Remove markets from existing subscription
+     */
+    removeMarkets(channels: SubscriptionChannel[], marketTickers: string[]): void;
+    /**
+     * Get currently subscribed tickers for a channel
+     */
+    getSubscribedTickers(channel: SubscriptionChannel): string[];
+    private send;
+    private handleMessage;
+    private handleClose;
+    private scheduleReconnect;
+    private resubscribeAll;
+    private updateLocalSubscriptions;
+    private startPingPong;
+    private stopPingPong;
+    private setPongTimeout;
+    private clearPongTimeout;
+}
+//# sourceMappingURL=client.d.ts.map

package/dist/websocket/client.d.ts.map

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