@newyorkcompute/kalshi-core 0.2.0 → 0.4.0

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

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

@@ -0,0 +1,358 @@
+/**
+ * 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 WebSocket from 'ws';
+import { WS_ENDPOINTS, } from './types.js';
+import { generateWsAuthHeaders } from './auth.js';
+/** Default configuration values */
+const DEFAULTS = {
+    autoReconnect: true,
+    reconnectDelay: 1000,
+    maxReconnectAttempts: 10,
+    pingInterval: 30000, // 30 seconds
+    pongTimeout: 10000, // 10 seconds
+};
+/**
+ * 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 class KalshiWsClient {
+    config;
+    ws = null;
+    handlers = {};
+    state = 'disconnected';
+    reconnectAttempts = 0;
+    commandId = 0;
+    pingTimer = null;
+    pongTimer = null;
+    subscriptions = {
+        orderbook_delta: new Set(),
+        ticker: new Set(),
+        trade: new Set(),
+        fill: false,
+    };
+    constructor(config) {
+        this.config = {
+            ...config,
+            demo: config.demo ?? false,
+            autoReconnect: config.autoReconnect ?? DEFAULTS.autoReconnect,
+            reconnectDelay: config.reconnectDelay ?? DEFAULTS.reconnectDelay,
+            maxReconnectAttempts: config.maxReconnectAttempts ?? DEFAULTS.maxReconnectAttempts,
+        };
+    }
+    // ===========================================================================
+    // Public API
+    // ===========================================================================
+    /**
+     * Get current connection state
+     */
+    get connectionState() {
+        return this.state;
+    }
+    /**
+     * Check if connected
+     */
+    get isConnected() {
+        return this.state === 'connected';
+    }
+    /**
+     * Register event handlers
+     */
+    on(event, handler) {
+        this.handlers[event] = handler;
+    }
+    /**
+     * Connect to WebSocket server
+     */
+    async connect() {
+        if (this.state === 'connected' || this.state === 'connecting') {
+            return;
+        }
+        this.state = 'connecting';
+        return new Promise((resolve, reject) => {
+            const endpoint = this.config.demo
+                ? WS_ENDPOINTS.demo
+                : WS_ENDPOINTS.production;
+            const headers = generateWsAuthHeaders(this.config.apiKeyId, this.config.privateKey);
+            this.ws = new WebSocket(endpoint, { headers });
+            this.ws.on('open', () => {
+                this.state = 'connected';
+                this.reconnectAttempts = 0;
+                this.startPingPong();
+                this.handlers.onConnect?.();
+                this.resubscribeAll();
+                resolve();
+            });
+            this.ws.on('message', (data) => {
+                this.handleMessage(data);
+            });
+            this.ws.on('close', (code, reason) => {
+                this.handleClose(code, reason.toString());
+            });
+            this.ws.on('error', (error) => {
+                this.handlers.onError?.(error);
+                if (this.state === 'connecting') {
+                    reject(error);
+                }
+            });
+            this.ws.on('pong', () => {
+                this.clearPongTimeout();
+            });
+        });
+    }
+    /**
+     * Disconnect from WebSocket server
+     */
+    disconnect() {
+        this.state = 'disconnected';
+        this.stopPingPong();
+        if (this.ws) {
+            this.ws.close(1000, 'Client disconnect');
+            this.ws = null;
+        }
+    }
+    /**
+     * Subscribe to channels for specific market tickers
+     *
+     * @param channels - Channels to subscribe to
+     * @param marketTickers - Market tickers (not needed for 'fill' channel)
+     */
+    subscribe(channels, marketTickers) {
+        if (!this.ws || this.state !== 'connected') {
+            // Store for later subscription when connected
+            this.updateLocalSubscriptions(channels, marketTickers, 'add');
+            return;
+        }
+        const command = {
+            id: ++this.commandId,
+            cmd: 'subscribe',
+            params: {
+                channels,
+                ...(marketTickers && { market_tickers: marketTickers }),
+            },
+        };
+        this.send(command);
+        this.updateLocalSubscriptions(channels, marketTickers, 'add');
+    }
+    /**
+     * Unsubscribe from channels
+     */
+    unsubscribe(channels, marketTickers) {
+        if (!this.ws || this.state !== 'connected') {
+            this.updateLocalSubscriptions(channels, marketTickers, 'remove');
+            return;
+        }
+        const command = {
+            id: ++this.commandId,
+            cmd: 'unsubscribe',
+            params: {
+                channels,
+                ...(marketTickers && { market_tickers: marketTickers }),
+            },
+        };
+        this.send(command);
+        this.updateLocalSubscriptions(channels, marketTickers, 'remove');
+    }
+    /**
+     * Add markets to existing subscription
+     */
+    addMarkets(channels, marketTickers) {
+        if (!this.ws || this.state !== 'connected') {
+            this.updateLocalSubscriptions(channels, marketTickers, 'add');
+            return;
+        }
+        const command = {
+            id: ++this.commandId,
+            cmd: 'update_subscription',
+            params: {
+                channels,
+                market_tickers: marketTickers,
+                action: 'add_markets',
+            },
+        };
+        this.send(command);
+        this.updateLocalSubscriptions(channels, marketTickers, 'add');
+    }
+    /**
+     * Remove markets from existing subscription
+     */
+    removeMarkets(channels, marketTickers) {
+        if (!this.ws || this.state !== 'connected') {
+            this.updateLocalSubscriptions(channels, marketTickers, 'remove');
+            return;
+        }
+        const command = {
+            id: ++this.commandId,
+            cmd: 'update_subscription',
+            params: {
+                channels,
+                market_tickers: marketTickers,
+                action: 'remove_markets',
+            },
+        };
+        this.send(command);
+        this.updateLocalSubscriptions(channels, marketTickers, 'remove');
+    }
+    /**
+     * Get currently subscribed tickers for a channel
+     */
+    getSubscribedTickers(channel) {
+        if (channel === 'fill')
+            return [];
+        return Array.from(this.subscriptions[channel]);
+    }
+    // ===========================================================================
+    // Private Methods
+    // ===========================================================================
+    send(data) {
+        if (this.ws && this.ws.readyState === WebSocket.OPEN) {
+            this.ws.send(JSON.stringify(data));
+        }
+    }
+    handleMessage(data) {
+        try {
+            const message = JSON.parse(data.toString());
+            switch (message.type) {
+                case 'subscribed':
+                    this.handlers.onSubscribed?.(message.msg.channel, message.msg.market_tickers);
+                    break;
+                case 'error':
+                    this.handlers.onError?.(new Error(`WebSocket error ${message.msg.code}: ${message.msg.message}`));
+                    break;
+                case 'orderbook_snapshot':
+                    this.handlers.onOrderbookSnapshot?.(message.msg);
+                    break;
+                case 'orderbook_delta':
+                    this.handlers.onOrderbookDelta?.(message.msg);
+                    break;
+                case 'ticker':
+                    this.handlers.onTicker?.(message.msg);
+                    break;
+                case 'trade':
+                    this.handlers.onTrade?.(message.msg);
+                    break;
+                case 'fill':
+                    this.handlers.onFill?.(message.msg);
+                    break;
+                // Ignore ok, unsubscribed, and other operational messages
+                default:
+                    break;
+            }
+        }
+        catch (error) {
+            this.handlers.onError?.(error instanceof Error ? error : new Error('Failed to parse message'));
+        }
+    }
+    handleClose(code, reason) {
+        this.stopPingPong();
+        this.handlers.onDisconnect?.(code, reason);
+        if (this.config.autoReconnect &&
+            this.state !== 'disconnected' &&
+            this.reconnectAttempts < this.config.maxReconnectAttempts) {
+            this.scheduleReconnect();
+        }
+        else {
+            this.state = 'disconnected';
+        }
+    }
+    scheduleReconnect() {
+        this.state = 'reconnecting';
+        this.reconnectAttempts++;
+        // Exponential backoff
+        const delay = this.config.reconnectDelay * Math.pow(2, this.reconnectAttempts - 1);
+        setTimeout(() => {
+            if (this.state === 'reconnecting') {
+                this.connect().catch((error) => {
+                    this.handlers.onError?.(error);
+                });
+            }
+        }, delay);
+    }
+    resubscribeAll() {
+        // Resubscribe to all previously active subscriptions
+        const channels = [];
+        const tickers = [];
+        for (const [channel, data] of Object.entries(this.subscriptions)) {
+            if (channel === 'fill') {
+                if (data === true) {
+                    this.subscribe(['fill']);
+                }
+            }
+            else if (data instanceof Set && data.size > 0) {
+                channels.push(channel);
+                tickers.push(...data);
+            }
+        }
+        if (channels.length > 0 && tickers.length > 0) {
+            const uniqueTickers = [...new Set(tickers)];
+            this.subscribe(channels, uniqueTickers);
+        }
+    }
+    updateLocalSubscriptions(channels, tickers, action) {
+        for (const channel of channels) {
+            if (channel === 'fill') {
+                this.subscriptions.fill = action === 'add';
+            }
+            else if (tickers) {
+                for (const ticker of tickers) {
+                    if (action === 'add') {
+                        this.subscriptions[channel].add(ticker);
+                    }
+                    else {
+                        this.subscriptions[channel].delete(ticker);
+                    }
+                }
+            }
+        }
+    }
+    startPingPong() {
+        this.pingTimer = setInterval(() => {
+            if (this.ws && this.ws.readyState === WebSocket.OPEN) {
+                this.ws.ping();
+                this.setPongTimeout();
+            }
+        }, DEFAULTS.pingInterval);
+    }
+    stopPingPong() {
+        if (this.pingTimer) {
+            clearInterval(this.pingTimer);
+            this.pingTimer = null;
+        }
+        this.clearPongTimeout();
+    }
+    setPongTimeout() {
+        this.pongTimer = setTimeout(() => {
+            // No pong received, connection might be dead
+            this.handlers.onError?.(new Error('Pong timeout - connection may be dead'));
+            this.ws?.terminate();
+        }, DEFAULTS.pongTimeout);
+    }
+    clearPongTimeout() {
+        if (this.pongTimer) {
+            clearTimeout(this.pongTimer);
+            this.pongTimer = null;
+        }
+    }
+}
+//# sourceMappingURL=client.js.map

package/dist/websocket/client.js.map

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

@@ -0,0 +1,9 @@
+/**
+ * Kalshi WebSocket Module
+ *
+ * Real-time market data streaming from Kalshi.
+ */
+export { KalshiWsClient } from './client.js';
+export { generateWsAuthHeaders, generateSignedWsUrl } from './auth.js';
+export { type KalshiWsConfig, type KalshiWsEventHandlers, type SubscriptionChannel, type ConnectionState, type ActiveSubscriptions, type OrderbookDeltaMessage, type TickerMessage, type TradeMessage, type FillMessage, type WsMessage, WS_ENDPOINTS, } from './types.js';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/websocket/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,OAAO,EAAE,cAAc,EAAE,MAAM,aAAa,CAAC;AAC7C,OAAO,EAAE,qBAAqB,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AACvE,OAAO,EACL,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,YAAY,CAAC"}

package/dist/websocket/index.js

@@ -0,0 +1,9 @@
+/**
+ * Kalshi WebSocket Module
+ *
+ * Real-time market data streaming from Kalshi.
+ */
+export { KalshiWsClient } from './client.js';
+export { generateWsAuthHeaders, generateSignedWsUrl } from './auth.js';
+export { WS_ENDPOINTS, } from './types.js';
+//# sourceMappingURL=index.js.map

package/dist/websocket/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/websocket/index.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAEH,OAAO,EAAE,cAAc,EAAE,MAAM,aAAa,CAAC;AAC7C,OAAO,EAAE,qBAAqB,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AACvE,OAAO,EAWL,YAAY,GACb,MAAM,YAAY,CAAC"}

package/dist/websocket/types.d.ts

@@ -0,0 +1,172 @@
+/**
+ * Kalshi WebSocket Types
+ *
+ * Message formats for Kalshi's WebSocket API
+ * Based on: https://docs.kalshi.com/websockets
+ */
+/** WebSocket connection configuration */
+export interface KalshiWsConfig {
+    /** API Key ID */
+    apiKeyId: string;
+    /** API Private Key (PEM format) */
+    privateKey: string;
+    /** Use demo environment (default: false) */
+    demo?: boolean;
+    /** Auto-reconnect on disconnect (default: true) */
+    autoReconnect?: boolean;
+    /** Reconnect delay in ms (default: 1000) */
+    reconnectDelay?: number;
+    /** Max reconnect attempts (default: 10) */
+    maxReconnectAttempts?: number;
+}
+/** WebSocket endpoints */
+export declare const WS_ENDPOINTS: {
+    readonly production: "wss://api.elections.kalshi.com/trade-api/ws/v2";
+    readonly demo: "wss://demo-api.kalshi.co/trade-api/ws/v2";
+};
+/** Available subscription channels */
+export type SubscriptionChannel = 'orderbook_delta' | 'ticker' | 'trade' | 'fill';
+/** Subscription command */
+export interface SubscribeCommand {
+    id: number;
+    cmd: 'subscribe';
+    params: {
+        channels: SubscriptionChannel[];
+        market_tickers?: string[];
+    };
+}
+/** Unsubscribe command */
+export interface UnsubscribeCommand {
+    id: number;
+    cmd: 'unsubscribe';
+    params: {
+        channels: SubscriptionChannel[];
+        market_tickers?: string[];
+    };
+}
+/** Update subscription command */
+export interface UpdateSubscriptionCommand {
+    id: number;
+    cmd: 'update_subscription';
+    params: {
+        channels: SubscriptionChannel[];
+        market_tickers: string[];
+        action: 'add_markets' | 'remove_markets';
+    };
+}
+export type WsCommand = SubscribeCommand | UnsubscribeCommand | UpdateSubscriptionCommand;
+/** Base message structure */
+interface BaseMessage {
+    type: string;
+    sid?: number;
+}
+/** Subscription confirmation */
+export interface SubscribedMessage extends BaseMessage {
+    type: 'subscribed';
+    msg: {
+        channel: SubscriptionChannel;
+        market_tickers?: string[];
+    };
+}
+/** Error message */
+export interface ErrorMessage extends BaseMessage {
+    type: 'error';
+    msg: {
+        code: number;
+        message: string;
+    };
+}
+/** Orderbook delta update */
+export interface OrderbookDeltaMessage extends BaseMessage {
+    type: 'orderbook_delta';
+    msg: {
+        market_ticker: string;
+        price: number;
+        delta: number;
+        side: 'yes' | 'no';
+    };
+}
+/** Orderbook snapshot (full state) */
+export interface OrderbookSnapshotMessage extends BaseMessage {
+    type: 'orderbook_snapshot';
+    msg: {
+        market_ticker: string;
+        market_id: string;
+        yes: [number, number][];
+        no: [number, number][];
+    };
+}
+/** Ticker update (market price change) */
+export interface TickerMessage extends BaseMessage {
+    type: 'ticker';
+    msg: {
+        market_ticker: string;
+        yes_bid: number;
+        yes_ask: number;
+        no_bid: number;
+        no_ask: number;
+        last_price: number;
+        volume: number;
+        open_interest: number;
+    };
+}
+/** Trade execution */
+export interface TradeMessage extends BaseMessage {
+    type: 'trade';
+    msg: {
+        market_ticker: string;
+        trade_id: string;
+        price: number;
+        count: number;
+        taker_side: 'yes' | 'no';
+        created_time: string;
+    };
+}
+/** User fill notification (authenticated) */
+export interface FillMessage extends BaseMessage {
+    type: 'fill';
+    msg: {
+        trade_id: string;
+        order_id: string;
+        market_ticker: string;
+        side: 'yes' | 'no';
+        action: 'buy' | 'sell';
+        count: number;
+        price: number;
+        created_time: string;
+    };
+}
+/** All possible server messages */
+export type WsMessage = SubscribedMessage | ErrorMessage | OrderbookDeltaMessage | OrderbookSnapshotMessage | TickerMessage | TradeMessage | FillMessage;
+/** WebSocket event handlers */
+export interface KalshiWsEventHandlers {
+    /** Called when connection is established */
+    onConnect?: () => void;
+    /** Called when connection is closed */
+    onDisconnect?: (code: number, reason: string) => void;
+    /** Called on any error */
+    onError?: (error: Error) => void;
+    /** Called when subscription is confirmed */
+    onSubscribed?: (channel: SubscriptionChannel, tickers?: string[]) => void;
+    /** Called on orderbook snapshot (initial state) */
+    onOrderbookSnapshot?: (data: OrderbookSnapshotMessage['msg']) => void;
+    /** Called on orderbook update */
+    onOrderbookDelta?: (data: OrderbookDeltaMessage['msg']) => void;
+    /** Called on ticker update */
+    onTicker?: (data: TickerMessage['msg']) => void;
+    /** Called on trade */
+    onTrade?: (data: TradeMessage['msg']) => void;
+    /** Called on fill (user's order filled) */
+    onFill?: (data: FillMessage['msg']) => void;
+}
+/** WebSocket connection state */
+export type ConnectionState = 'disconnected' | 'connecting' | 'connected' | 'reconnecting';
+/** Active subscriptions */
+export interface ActiveSubscriptions {
+    orderbook_delta: Set<string>;
+    ticker: Set<string>;
+    trade: Set<string>;
+    fill: boolean;
+}
+export {};
+//# sourceMappingURL=types.d.ts.map

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

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