kalshi

package module
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README

kalshi

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Package kalshi provides a Go implementation of the Kalshi API.

go get github.com/ammario/kalshi

Supports:

  • Streaming market data feed
  • All core API endpoints
  • Rate-limits
  • Cursor-based pagination

Basic Usage

See the _test.go files for more examples.

func main() {
  client := New(kalshi.APIProdURL)
  ctx := context.Background()
  err := client.Login(
    ctx,
    "jill@live.com", "hunter12",
  )
  if err != nil {
    panic(err)
  }
  defer client.Logout(ctx)

  // Get all S&P 500 markets.
  markets, err := client.Markets(ctx, kalshi.MarketsRequest{
    SeriesTicker: "INX"
  })
  if err != nil {
    panic(err)
  }

  for _, market := range markets {
    fmt.Println("found market", market)
  }
}

Endpoint Support

Markets

kalshi supports all Market endpoints.

Endpoint Support Status
GetSeries ✅
GetEvent ✅
GetMarkets ✅
GetTrades ✅
GetMarket ✅
GetMarketHistory ✅
GetMarketOrderbook ✅
GetSeries ✅
Exchange

kalshi supports all Exchange endpoints.

Endpoint Support Status
GetExchangeStatus ✅
Auth

kalshi supports all Auth endpoints.

Endpoint Support Status
Login ✅
Logout ✅
Portfolio

kalshi has mixed support for Portfolio endpoints.

Endpoint Support Status
GetBalance ✅
GetFills ✅
GetOrders ✅
CreateOrder ✅
GetOrder ✅
CancelOrder ✅
BatchCreateOrders ❌
BatchCancelOrders ❌
DecreaseOrder ✅
GetPositions ✅
GetPortolioSettlements ✅
Market Data Feed

Market Data Feed is supported, although it hasn't been thoroughly tested. You may open a feed through (*Client).OpenFeed().

Documentation

Overview

Package kalshi implements a Go client for the Kalshi API.

Index

Constants

View Source 
const (
	APIDemoURL = "https://demo-api.kalshi.co/trade-api/v2/"
	APIProdURL = "https://trading-api.kalshi.com/trade-api/v2/"
)

Variables

This section is empty.

Functions

This section is empty.

Types

type Cents 

type Cents int

func (Cents) String added in v0.3.0 

func (c Cents) String() string

type Client 

type Client struct {
	// BaseURL is one of APIDemoURL or APIProdURL.
	BaseURL string

	// See https://trading-api.readme.io/reference/tiers-and-rate-limits.
	WriteRatelimit *rate.Limiter
	ReadRateLimit  *rate.Limiter
	// contains filtered or unexported fields
}

Client must be instantiated via New.

func New 

func New(baseURL string) *Client

New creates a new Kalshi client. Login must be called to authenticate the the client before any other request.

func (*Client) Balance 

func (c *Client) Balance(ctx context.Context) (Cents, error)

Balance is described here: https://trading-api.readme.io/reference/getbalance.

func (*Client) CancelOrder 

func (c *Client) CancelOrder(ctx context.Context, orderID string) (*Order, error)

CancelOrder is described here: https://trading-api.readme.io/reference/cancelorder.

func (*Client) CreateOrder 

func (c *Client) CreateOrder(ctx context.Context, req CreateOrderRequest) (*Order, error)

CreateOrder is described here: https://trading-api.readme.io/reference/createorder.

func (*Client) DecreaseOrder 

func (c *Client) DecreaseOrder(ctx context.Context, orderID string, req DecreaseOrderRequest) (*Order, error)

DecreaseOrder is described here: https://trading-api.readme.io/reference/decreaseorder.

func (*Client) Event 

func (c *Client) Event(ctx context.Context, event string) (*EventResponse, error)

Event is described here: https://trading-api.readme.io/reference/getevent.

func (*Client) Events 

func (c *Client) Events(ctx context.Context, req EventsRequest) (*EventsResponse, error)

Events is described here: https://trading-api.readme.io/reference/getevents.

func (*Client) ExchangeStatus 

func (c *Client) ExchangeStatus(ctx context.Context) (*ExchangeStatusResponse, error)

ExchangeStatus is described here: https://trading-api.readme.io/reference/getexchangestatus.

func (*Client) Fills 

func (c *Client) Fills(ctx context.Context, req FillsRequest) (*FillsResponse, error)

Fills is described here: https://trading-api.readme.io/reference/getfills.

func (*Client) Login 

func (c *Client) Login(ctx context.Context, req LoginRequest) (*LoginResponse, error)

Login is described here: https://trading-api.readme.io/reference/login.

The Client will stay authenticated after Login is called since it stores the token in the cookie state.

func (*Client) Logout 

func (c *Client) Logout(ctx context.Context) error

Logout is described here: https://trading-api.readme.io/reference/logout.

func (*Client) Market 

func (c *Client) Market(ctx context.Context, ticker string) (*Market, error)

Market is described here: https://trading-api.readme.io/reference/getmarket.

func (*Client) MarketHistory 

func (c *Client) MarketHistory(
	ctx context.Context,
	ticker string,
	req MarketHistoryRequest,
) (*MarketHistoryResponse, error)

func (*Client) MarketOrderBook 

func (c *Client) MarketOrderBook(ctx context.Context, ticker string) (*OrderBook, error)

MarketOrderBook is described here: https://trading-api.readme.io/reference/getmarketorderbook.

func (*Client) Markets 

func (c *Client) Markets(
	ctx context.Context,
	req MarketsRequest,
) (*MarketsResponse, error)

Markets is described here: https://trading-api.readme.io/reference/getmarkets.

func (*Client) OpenFeed added in v0.2.0 

func (c *Client) OpenFeed(ctx context.Context) (*Feed, error)

OpenFeed creates a new market data streaming connection. OpenFeed is described in more detail here: https://trading-api.readme.io/reference/introduction. WARNING: OpenFeed has not been thoroughly tested.

func (*Client) Order 

func (c *Client) Order(ctx context.Context, orderID string) (*Order, error)

Order is described here: https://trading-api.readme.io/reference/getorder.

func (*Client) Orders 

func (c *Client) Orders(ctx context.Context, req OrdersRequest) (*OrdersResponse, error)

Orders is described here: https://trading-api.readme.io/reference/getorders

func (*Client) Positions 

func (c *Client) Positions(ctx context.Context, req PositionsRequest) (*PositionsResponse, error)

Positions is described here: https://trading-api.readme.io/reference/getpositions.

func (*Client) Series 

func (c *Client) Series(ctx context.Context, seriesTicker string) (*Series, error)

Series is described here: https://trading-api.readme.io/reference/getseries.

func (*Client) Settlements 

func (c *Client) Settlements(ctx context.Context, req SettlementsRequest) (*SettlementsResponse, error)

Settlements is described here: https://trading-api.readme.io/reference/getportfoliosettlements.

func (*Client) Trades 

func (c *Client) Trades(
	ctx context.Context,
	req TradesRequest,
) (*TradesResponse, error)

Trades is described here: https://trading-api.readme.io/reference/gettrades.

type CreateOrderRequest 

type CreateOrderRequest struct {
	Action        OrderAction `json:"action,omitempty"`
	BuyMaxCost    Cents       `json:"buy_max_cost,omitempty"`
	Count         int         `json:"count,omitempty"`
	Expiration    *Timestamp  `json:"expiration_ts,omitempty"`
	NoPrice       Cents       `json:"no_price,omitempty"`
	YesPrice      Cents       `json:"yes_price,omitempty"`
	Ticker        string      `json:"ticker,omitempty"`
	ClientOrderID string      `json:"client_order_id,omitempty"`
	Type          OrderType   `json:"type"`
	Side          Side        `json:"side"`
}

CreateOrderRequest is described here: https://trading-api.readme.io/reference/createorder.

func (*CreateOrderRequest) Price added in v0.4.0 

func (o *CreateOrderRequest) Price() Cents

func (*CreateOrderRequest) SetPrice added in v0.3.1 

func (c *CreateOrderRequest) SetPrice(p Cents)

SetPrice sets the price of the order based on its side.

func (*CreateOrderRequest) String 

func (c *CreateOrderRequest) String() string

String returns a human-readable representation of the order.

type CursorRequest 

type CursorRequest struct {
	Limit  int    `url:"limit,omitempty"`
	Cursor string `url:"cursor,omitempty"`
}

type CursorResponse 

type CursorResponse struct {
	Cursor string `json:"cursor"`
}

type DecreaseOrderRequest 

type DecreaseOrderRequest struct {
	ReduceBy int `json:"reduce_by,omitempty"`
	ReduceTo int `json:"reduce_to,omitempty"`
}

DecreaseOrder is described here: https://trading-api.readme.io/reference/decreaseorder.

type Event 

type Event struct {
	Category          string    `json:"category"`
	EventTicker       string    `json:"event_ticker"`
	MutuallyExclusive bool      `json:"mutually_exclusive"`
	SeriesTicker      string    `json:"series_ticker"`
	StrikeDate        time.Time `json:"strike_date"`
	StrikePeriod      string    `json:"strike_period"`
	SubTitle          string    `json:"sub_title"`
	Title             string    `json:"title"`
}

Event is described here: https://trading-api.readme.io/reference/getevents.

type EventPosition 

type EventPosition struct {
	EventExposure     Cents  `json:"event_exposure"`
	EventTicker       string `json:"event_ticker"`
	FeesPaid          Cents  `json:"fees_paid"`
	RealizedPnl       Cents  `json:"realized_pnl"`
	RestingOrderCount int    `json:"resting_order_count"`
	TotalCost         Cents  `json:"total_cost"`
}

EventPosition is described here: https://trading-api.readme.io/reference/getpositions.

type EventResponse 

type EventResponse struct {
	Event   Event    `json:"event"`
	Markets []Market `json:"markets"`
}

EventResponse is described here: https://trading-api.readme.io/reference/getevent.

type EventsRequest 

type EventsRequest struct {
	CursorRequest
	// Status is one of "open", "closed", or "settled".
	Status       string `url:"status,omitempty"`
	SeriesTicker string `url:"series_ticker,omitempty"`
}

EventsRequest is described here: https://trading-api.readme.io/reference/getevents.

type EventsResponse 

type EventsResponse struct {
	CursorResponse
	Events []Event `json:"events"`
}

EventsResponse is described here: https://trading-api.readme.io/reference/getevents.

type ExchangeStatusResponse 

type ExchangeStatusResponse struct {
	ExchangeActive bool `json:"exchange_active,omitempty"`
	TradingActive  bool `json:"trading_active,omitempty"`
}

ExchangeStatusResponse is described here: https://trading-api.readme.io/reference/getexchangestatus.

type Feed 

type Feed struct {
	// contains filtered or unexported fields
}

Feed is a websocket connection to the Kalshi streaming API. Feed is described in more detail here: https://trading-api.readme.io/reference/introduction. WARNING: Feed has not been thoroughly tested.

func (*Feed) Book 

func (s *Feed) Book(ctx context.Context, marketTicker string, feed chan<- *StreamOrderBook) error

Book instantiates a streaming order book feed for market.

func (*Feed) Close 

func (f *Feed) Close() error

type Fill 

type Fill struct {
	Action      OrderAction `json:"action"`
	Count       int         `json:"count"`
	CreatedTime time.Time   `json:"created_time"`
	IsTaker     bool        `json:"is_taker"`
	NoPrice     Cents       `json:"no_price"`
	OrderID     string      `json:"order_id"`
	Side        Side        `json:"side"`
	Ticker      string      `json:"ticker"`
	TradeID     string      `json:"trade_id"`
	YesPrice    Cents       `json:"yes_price"`
}

Fill is described here: https://trading-api.readme.io/reference/getfills.

type FillsRequest 

type FillsRequest struct {
	CursorRequest
	Ticker  string    `url:"ticker,omitempty"`
	OrderID string    `url:"order_id,omitempty"`
	MinTS   Timestamp `url:"min_ts,omitempty"`
	MaxTS   Timestamp `url:"max_ts,omitempty"`
}

FillsRequest is described here: https://trading-api.readme.io/reference/getfills.

type FillsResponse 

type FillsResponse struct {
	CursorResponse
	Fills []Fill `json:"fills"`
}

FillsResponse is described here: https://trading-api.readme.io/reference/getfills.

type LoginRequest 

type LoginRequest struct {
	Email    string `json:"email,omitempty"`
	Password string `json:"password,omitempty"`
}

LoginRequest is described here: https://trading-api.readme.io/reference/login.

type LoginResponse 

type LoginResponse struct {
	Token  string `json:"token,omitempty"`
	UserID string `json:"user_id,omitempty"`
}

LoginResponse is described here: https://trading-api.readme.io/reference/login.

type Market 

type Market struct {
	Ticker          string    `json:"ticker"`
	EventTicker     string    `json:"event_ticker"`
	Subtitle        string    `json:"subtitle"`
	OpenTime        time.Time `json:"open_time"`
	CloseTime       time.Time `json:"close_time"`
	ExpirationTime  time.Time `json:"expiration_time"`
	Status          string    `json:"status"`
	YesBid          Cents     `json:"yes_bid"`
	YesAsk          Cents     `json:"yes_ask"`
	NoBid           Cents     `json:"no_bid"`
	NoAsk           Cents     `json:"no_ask"`
	LastPrice       Cents     `json:"last_price"`
	PreviousYesBid  Cents     `json:"previous_yes_bid"`
	PreviousYesAsk  Cents     `json:"previous_yes_ask"`
	PreviousPrice   Cents     `json:"previous_price"`
	Volume          int       `json:"volume"`
	Volume24H       int       `json:"volume_24h"`
	Liquidity       Cents     `json:"liquidity"`
	OpenInterest    int       `json:"open_interest"`
	Result          string    `json:"result"`
	CanCloseEarly   bool      `json:"can_close_early"`
	ExpirationValue string    `json:"expiration_value"`
	Category        string    `json:"category"`
	RiskLimit       Cents     `json:"risk_limit_cents"`
	StrikeType      string    `json:"strike_type"`
	FloorStrike     float64   `json:"floor_strike,omitempty"`
	CapStrike       float64   `json:"cap_strike,omitempty"`
}

Market is described here: https://trading-api.readme.io/reference/getmarkets.

func (*Market) EstimateReturn added in v0.4.0 

func (m *Market) EstimateReturn(p *MarketPosition) Cents

EstimateReturn shows the estimated return for an open position.

func (*Market) NoMidPrice added in v0.4.0 

func (m *Market) NoMidPrice() Cents

func (*Market) YesMidPrice added in v0.4.0 

func (m *Market) YesMidPrice() Cents

type MarketHistory 

type MarketHistory struct {
	NoAsk        Cents     `json:"no_ask"`
	NoBid        Cents     `json:"no_bid"`
	OpenInterest int       `json:"open_interest"`
	Ts           Timestamp `json:"ts"`
	Volume       int       `json:"volume"`
	YesAsk       Cents     `json:"yes_ask"`
	YesBid       Cents     `json:"yes_bid"`
	YesPrice     Cents     `json:"yes_price"`
}

MarketHistory is described here: https://trading-api.readme.io/reference/getmarkethistory.

type MarketHistoryRequest 

type MarketHistoryRequest struct {
	CursorRequest
	MinTS Timestamp `json:"min_ts,omitempty"`
	MaxTS Timestamp `json:"max_ts,omitempty"`
}

MarketHistoryRequest is described here: https://trading-api.readme.io/reference/getmarkethistory.

type MarketHistoryResponse 

type MarketHistoryResponse struct {
	CursorResponse
	History []MarketHistory `json:"history"`
	Ticker  string          `json:"ticker"`
}

MarketHistoryResponse is described here: https://trading-api.readme.io/reference/getmarkethistory.

type MarketPosition 

type MarketPosition struct {
	// Fees paid on fill orders, in cents.
	FeesPaid Cents `json:"fees_paid"`
	// Number of contracts bought in this market. Negative means NO contracts and positive means YES contracts.
	Position int `json:"position"`
	// Locked in profit and loss, in cents.
	RealizedPnl Cents `json:"realized_pnl"`
	// Aggregate size of resting orders in contract units.
	RestingOrdersCount int `json:"resting_orders_count"`
	// Unique identifier for the market.
	Ticker string `json:"ticker"`
	// Total spent on this market in cents.
	TotalTraded Cents `json:"total_traded"`
	// Cost of the aggregate market position in cents.
	MarketExposure Cents `json:"market_exposure"`
}

MarketPosition is described here: https://trading-api.readme.io/reference/getpositions.

func (*MarketPosition) AvgPrice added in v0.4.0 

func (p *MarketPosition) AvgPrice() Cents

func (*MarketPosition) String added in v0.4.0 

func (p *MarketPosition) String() string

type MarketsRequest 

type MarketsRequest struct {
	CursorRequest
	EventTicker  string `url:"event_ticker,omitempty"`
	SeriesTicker string `url:"series_ticker,omitempty"`
	MaxCloseTs   int    `url:"max_close_ts,omitempty"`
	MinCloseTs   int    `url:"min_close_ts,omitempty"`
	// Status is one of "open", "closed", and "settled"
	Status  string   `url:"status,omitempty"`
	Tickers []string `url:"status,omitempty"`
}

MarketsRequest is described here: https://trading-api.readme.io/reference/getmarkets.

type MarketsResponse 

type MarketsResponse struct {
	Markets []Market `json:"markets,omitempty"`
	CursorResponse
}

MarketsResponse is described here: https://trading-api.readme.io/reference/getmarkets.

type Order 

type Order struct {
	Action           OrderAction `json:"action"`
	ClientOrderID    string      `json:"client_order_id"`
	CloseCancelCount int         `json:"close_cancel_count"`
	CreatedTime      *Time       `json:"created_time"`
	DecreaseCount    int         `json:"decrease_count"`
	ExpirationTime   *Time       `json:"expiration_time"`
	FccCancelCount   int         `json:"fcc_cancel_count"`
	LastUpdateTime   *Time       `json:"last_update_time"`
	MakerFillCount   int         `json:"maker_fill_count"`
	NoPrice          Cents       `json:"no_price"`
	OrderID          string      `json:"order_id"`
	PlaceCount       int         `json:"place_count"`
	QueuePosition    int         `json:"queue_position"`
	RemainingCount   int         `json:"remaining_count"`
	Side             Side        `json:"side"`
	Status           OrderStatus `json:"status"`
	TakerFees        Cents       `json:"taker_fees"`
	TakerFillCost    Cents       `json:"taker_fill_cost"`
	TakerFillCount   int         `json:"taker_fill_count"`
	Ticker           string      `json:"ticker"`
	Type             OrderType   `json:"type"`
	UserID           string      `json:"user_id"`
	YesPrice         Cents       `json:"yes_price"`
}

Order is described here: https://trading-api.readme.io/reference/getorders.

func (*Order) Price added in v0.3.1 

func (o *Order) Price() Cents

type OrderAction added in v0.3.0 

type OrderAction string
const (
	Buy  OrderAction = "buy"
	Sell OrderAction = "sell"
)

type OrderBook 

type OrderBook struct {
	YesBids OrderBookBids `json:"yes"`
	NoBids  OrderBookBids `json:"no"`
}

OrderBook is a snapshot of the order book.

Make sure you understand the market structure before using this struct. A central feature of the Kalshi contract model is that a No bid corresponds to a Yes ask of the complementary price and vice versa. That is, a No bid at 40 cents is equivalent to a Yes ask at 60 cents. This OrderBook type is a a list of bids on either side.

Detailed documentation can be found here: https://trading-api.readme.io/reference/getmarketorderbook.

func (OrderBook) BestNoOffer added in v0.3.0 

func (b OrderBook) BestNoOffer(quantity int) (Cents, bool)

BestNoOffer returns the best average asking price for No contracts given a desired quantity.

func (OrderBook) BestYesOffer added in v0.3.0 

func (b OrderBook) BestYesOffer(quantity int) (Cents, bool)

BestYesOffer returns the best average asking price for Yes contracts given a desired quantity.

func (OrderBook) NoLiquidity added in v0.3.0 

func (b OrderBook) NoLiquidity() Cents

NoLiquidity returns the total sum required to buy all available No contracts on the market.

func (OrderBook) NoOffersUnderLimit added in v0.3.0 

func (b OrderBook) NoOffersUnderLimit(limit Cents) int

NoOffersUnderLimit is the quantity of No contracts available to be taken at a price less than or equal to the given limit.

func (OrderBook) NoTotalOffers added in v0.3.0 

func (b OrderBook) NoTotalOffers() int

NoTotalOffers is the quantity of total No contracts available to be taken.

func (OrderBook) YesLiquidity added in v0.3.0 

func (b OrderBook) YesLiquidity() Cents

YesLiquidity returns the total sum required to buy all available Yes contracts on the market.

func (OrderBook) YesOffersUnderLimit added in v0.3.0 

func (b OrderBook) YesOffersUnderLimit(limit Cents) int

YesOffersUnderLimit is the quantity of Yes contracts available to be taken at a price less than or equal to the given limit.

func (OrderBook) YesTotalOffers added in v0.3.0 

func (b OrderBook) YesTotalOffers() int

YesTotalOffers is the quantity of total Yes contracts available to be taken.

type OrderBookBid added in v0.3.0 

type OrderBookBid struct {
	Price    Cents
	Quantity int
}

OrderBookBid represents the aggregate quantity of all resting Bids at a given price.

func (OrderBookBid) MarshalJSON added in v0.3.0 

func (o OrderBookBid) MarshalJSON() ([]byte, error)

func (*OrderBookBid) UnmarshalJSON added in v0.3.0 

func (o *OrderBookBid) UnmarshalJSON(b []byte) error

type OrderBookBids added in v0.3.0 

type OrderBookBids []OrderBookBid

type OrderStatus added in v0.3.0 

type OrderStatus string
const (
	Resting  OrderStatus = "resting"
	Canceled OrderStatus = "canceled"
	Executed OrderStatus = "executed"
	Pending  OrderStatus = "pending"
)

type OrderType added in v0.3.0 

type OrderType string
const (
	MarketOrder OrderType = "market"
	LimitOrder  OrderType = "limit"
)

type OrdersRequest 

type OrdersRequest struct {
	Ticker string      `url:"ticker,omitempty"`
	Status OrderStatus `url:"status,omitempty"`
}

OrdersRequest is described here: https://trading-api.readme.io/reference/getorders

type OrdersResponse 

type OrdersResponse struct {
	CursorResponse
	Orders []Order `json:"orders"`
}

Orders is described here: https://trading-api.readme.io/reference/getorders.

type PositionsRequest 

type PositionsRequest struct {
	CursorRequest
	Limit            int              `url:"limit,omitempty"`
	SettlementStatus SettlementStatus `url:"settlement_status,omitempty"`
	Ticker           string           `url:"ticker,omitempty"`
	EventTicker      string           `url:"event_ticker,omitempty"`
}

Position is described here: https://trading-api.readme.io/reference/getpositions.

type PositionsResponse 

type PositionsResponse struct {
	CursorResponse
	EventPositions  []EventPosition  `json:"event_positions"`
	MarketPositions []MarketPosition `json:"market_positions"`
}

PositionsResponse is described here: https://trading-api.readme.io/reference/getpositions.

type Series 

type Series struct {
	Frequency string `json:"frequency"`
	Ticker    string `json:"ticker"`
	Title     string `json:"title"`
}

Series is described here: https://trading-api.readme.io/reference/getseries.

type Settlement 

type Settlement struct {
	MarketResult string    `json:"market_result"`
	NoCount      int       `json:"no_count"`
	NoTotalCost  int       `json:"no_total_cost"`
	Revenue      int       `json:"revenue"`
	SettledTime  time.Time `json:"settled_time"`
	Ticker       string    `json:"ticker"`
	YesCount     int       `json:"yes_count"`
	YesTotalCost int       `json:"yes_total_cost"`
}

Settlement is described here: https://trading-api.readme.io/reference/getportfoliosettlements.

type SettlementStatus added in v0.3.0 

type SettlementStatus string
const (
	StatusAll       SettlementStatus = "all"
	StatusSettled   SettlementStatus = "settled"
	StatusUnsettled SettlementStatus = "unsettled"
)

type SettlementsRequest 

type SettlementsRequest struct {
	CursorRequest
}

PortfolioSettlements is described here: https://trading-api.readme.io/reference/getportfoliosettlements.

type SettlementsResponse added in v0.2.0 

type SettlementsResponse struct {
	CursorResponse
	Settlements []Settlement `json:"settlements"`
}

SettlementsResponse is described here: https://trading-api.readme.io/reference/getportfoliosettlements.

type Side 

type Side string

Side is either Yes or No. 

const (
	Yes Side = "yes"
	No  Side = "no"
)

func SideBool 

func SideBool(yes bool) Side

SideBool turns a Yes bool into a Side.

type StreamOrderBook 

type StreamOrderBook struct {
	OrderBook
	LoadedAt time.Time
	// MarketID is included so multiple streaming order books can be multiplexed
	// onto one channel.
	MarketID string
}

StreamOrderBook is sent by the streaming connection.

type Time 

type Time struct {
	time.Time
}

Time is a time.Time that tolerates additional '"' characters. Kalshi API endpoints use both RFC3339 and POSIX timestamps.

func (*Time) UnmarshalJSON 

func (t *Time) UnmarshalJSON(b []byte) error

type Timestamp added in v0.2.0 

type Timestamp time.Time

Timestamp represents a POSIX Timestamp in seconds.

func ExpireAfter added in v0.3.0 

func ExpireAfter(duration time.Duration) *Timestamp

ExpireAfter is a helper function for creating an expiration timestamp some duration after the current time.

func OrderExecuteImmediateOrCancel added in v0.3.0 

func OrderExecuteImmediateOrCancel() *Timestamp

When passed to `CreateOrder`, the order will attempt to partially or completely fill and the remaining unfilled quantity will be cancelled. This is also known as Immediate-or-Cancel (IOC).

func OrderGoodTillCanceled added in v0.3.0 

func OrderGoodTillCanceled() *Timestamp

When passed to `CreateOrder`, the order won't expire until explicitly cancelled. This is also known as Good 'Till Cancelled (GTC). This function just returns `nil`.

func (Timestamp) MarshalJSON added in v0.2.0 

func (t Timestamp) MarshalJSON() ([]byte, error)

func (Timestamp) Time added in v0.2.0 

func (t Timestamp) Time() time.Time

func (*Timestamp) UnmarshalJSON added in v0.2.0 

func (t *Timestamp) UnmarshalJSON(b []byte) error

type Trade 

type Trade struct {
	Count       int       `json:"count"`
	CreatedTime time.Time `json:"created_time"`
	NoPrice     Cents     `json:"no_price"`
	TakerSide   Side      `json:"taker_side"`
	Ticker      string    `json:"ticker"`
	TradeID     string    `json:"trade_id"`
	YesPrice    Cents     `json:"yes_price"`
}

Trade is described here: https://trading-api.readme.io/reference/gettrades.

type TradesRequest 

type TradesRequest struct {
	CursorRequest
	Ticker string `url:"ticker,omitempty"`
	MinTS  int    `url:"min_ts,omitempty"`
	MaxTS  int    `url:"max_ts,omitempty"`
}

TradesRequest is described here: https://trading-api.readme.io/reference/gettrades.

type TradesResponse 

type TradesResponse struct {
	CursorResponse
	Trades []Trade `json:"trades,omitempty"`
}

TradesResponse is described here: https://trading-api.readme.io/reference/gettrades.

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