Kalshi.Client.Websocket 1.0.0

dotnet add package Kalshi.Client.Websocket --version 1.0.0
                    
NuGet\Install-Package Kalshi.Client.Websocket -Version 1.0.0
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="Kalshi.Client.Websocket" Version="1.0.0" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="Kalshi.Client.Websocket" Version="1.0.0" />
                    
Directory.Packages.props
<PackageReference Include="Kalshi.Client.Websocket" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add Kalshi.Client.Websocket --version 1.0.0
                    
#r "nuget: Kalshi.Client.Websocket, 1.0.0"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package Kalshi.Client.Websocket@1.0.0
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=Kalshi.Client.Websocket&version=1.0.0
                    
Install as a Cake Addin
#tool nuget:?package=Kalshi.Client.Websocket&version=1.0.0
                    
Install as a Cake Tool

Logo

Kalshi websocket API client

NuGet version Nuget downloads CI build

This is a C# implementation of the Kalshi websocket API v2:

Kalshi requires authenticated websocket connection headers for public and private websocket channels. The client defaults to Kalshi's dedicated Trade API websocket hosts:

  • production: wss://external-api-ws.kalshi.com/trade-api/ws/v2
  • demo: wss://external-api-ws.demo.kalshi.co/trade-api/ws/v2

The older shared hosts are exposed as KalshiValues.SharedTradeWebsocketApiUrl and KalshiValues.SharedDemoTradeWebsocketApiUrl.

License

Apache License 2.0

Features

  • installation via NuGet (Kalshi.Client.Websocket)
  • targets netstandard2.0, netstandard2.1, net6.0, net7.0, net8.0, net9.0, net10.0
  • built on Websocket.Client 5.5.0
  • RSA-PSS authentication header helper for Kalshi websocket handshakes
  • typed subscribe, unsubscribe, update-subscription, and list-subscriptions requests
  • typed streams for public market data and private account channels
  • decimal/integer/string-enum parsing for websocket values
  • file communicator for replay/backtesting and data collection pipelines
  • unit and integration tests, including replay data seeded from public Kalshi REST market/orderbook data

Usage

Connect and subscribe to public market data:

using var rsa = RSA.Create();
rsa.ImportFromPem(File.ReadAllText("kalshi-private-key.pem"));

var auth = KalshiAuthentication.FromRsaPrivateKey("api-key-id", rsa);
using var communicator = new KalshiWebsocketCommunicator(KalshiValues.TradeWebsocketApiUrl, auth);
using var client = new KalshiWebsocketClient(communicator);

client.Streams.OrderbookSnapshotStream.Subscribe(snapshot =>
{
    Console.WriteLine($"Book {snapshot.Message.MarketTicker}: yes={snapshot.Message.Yes?.Length ?? 0}, no={snapshot.Message.No?.Length ?? 0}");
});

client.Streams.TickerStream.Subscribe(ticker =>
{
    Console.WriteLine($"Ticker {ticker.Message.MarketTicker}: bid={ticker.Message.YesBid}, ask={ticker.Message.YesAsk}");
});

await communicator.Start();

client.Send(SubscribeRequest.Orderbook(1, "KXEXAMPLE-YES", sendInitialSnapshot: true));
client.Send(SubscribeRequest.Ticker(2, "KXEXAMPLE-YES"));
client.Send(SubscribeRequest.Trades(3, "KXEXAMPLE-YES"));

Update and unsubscribe:

client.Send(new UpdateSubscriptionRequest(
    id: 4,
    subscriptionId: 2,
    action: KalshiSubscriptionAction.AddMarkets,
    marketTickers: new[] { "KXEXAMPLE-NO" }));

client.Send(new UpdateSubscriptionRequest(
    id: 5,
    subscriptionIds: new[] { 2L },
    action: KalshiSubscriptionAction.GetSnapshot,
    marketTickers: new[] { "KXEXAMPLE-YES" }));

client.Send(new ListSubscriptionsRequest(6));
client.Send(new UnsubscribeRequest(7, new[] { 2L, 3L }));

Run the sample:

$env:KALSHI_API_KEY_ID = "your-key-id"
$env:KALSHI_PRIVATE_KEY_PATH = "C:\keys\kalshi-private-key.pem"
$env:KALSHI_MARKET_TICKER = "KXEXAMPLE-YES"
dotnet run --project test_integration/Kalshi.Client.Websocket.Sample

If the environment variables are not set, the sample replays the included public fixture.

Capture raw websocket messages for replay tests:

$env:KALSHI_API_KEY_ID = "your-key-id"
$env:KALSHI_PRIVATE_KEY_PATH = "C:\keys\kalshi-private-key.pem"
$env:KALSHI_MARKET_TICKER = "KXEXAMPLE-YES"
$env:KALSHI_CAPTURE_FILE = "artifacts\captures\kalshi-live.txt"
$env:KALSHI_CAPTURE_SECONDS = "30"
dotnet run --project test_integration/Kalshi.Client.Websocket.Sample --configuration Release

More examples:

  • integration tests (link)
  • console sample (link)

API Coverage

Commands
Command Covered
subscribe yes
unsubscribe yes
update_subscription yes
list_subscriptions yes
Public market data
Type Covered
orderbook_snapshot yes
orderbook_delta yes
ticker yes
trade yes
market_lifecycle_v2 yes
event_lifecycle yes
multivariate_market_lifecycle yes
multivariate_lookup yes
Private/account data
Type Covered
fill yes
market_position yes
user_order yes
order_group_updates yes
rfq_created yes
rfq_deleted yes
quote_created yes
quote_accepted yes
quote_executed yes

Reconnecting

There is a built-in reconnection which invokes after 1 minute (default) of not receiving any messages from the server. It is possible to configure that timeout via communicator.ReconnectTimeout. There is also a stream ReconnectionHappened which sends information about the reconnection type.

You need to resubscribe after reconnection happens. Subscribe to communicator.ReconnectionHappened and send the same subscription request again from that handler.

Backtesting

The library is prepared for backtesting and data collection. The dependency between Client and Communicator is via abstraction IKalshiCommunicator. There are two communicator implementations:

  • KalshiWebsocketCommunicator - realtime communication with Kalshi websocket API v2
  • KalshiFileCommunicator - simulated communication, raw data are loaded from files and streamed

Usage:

var communicator = new KalshiFileCommunicator
{
    FileNames = new[] { "data/kalshi_public_replay.txt" },
    Delimiter = ";;"
};

using var client = new KalshiWebsocketClient(communicator);
client.Streams.OrderbookSnapshotStream.Subscribe(snapshot =>
{
    // do something with snapshots
});

await communicator.Start();

Multi-threading

Observables from Reactive Extensions are single threaded by default. Your code inside subscriptions is called synchronously as soon as a message comes from the websocket API. If your subscription handler takes a long time, it blocks the receiving method, buffers messages, and can eventually lose messages.

Handle messages on another thread when your processing is expensive:

client
    .Streams
    .OrderbookDeltaStream
    .ObserveOn(TaskPoolScheduler.Default)
    .Subscribe(delta => { /* process */ });

If you need parallel processing while preserving order for a stream, use synchronization:

private static readonly object Gate = new object();

client
    .Streams
    .OrderbookDeltaStream
    .ObserveOn(TaskPoolScheduler.Default)
    .Synchronize(Gate)
    .Subscribe(delta => { /* process */ });

Pull Requests are welcome!

Product Compatible and additional computed target framework versions.
.NET net5.0 was computed.  net5.0-windows was computed.  net6.0 is compatible.  net6.0-android was computed.  net6.0-ios was computed.  net6.0-maccatalyst was computed.  net6.0-macos was computed.  net6.0-tvos was computed.  net6.0-windows was computed.  net7.0 is compatible.  net7.0-android was computed.  net7.0-ios was computed.  net7.0-maccatalyst was computed.  net7.0-macos was computed.  net7.0-tvos was computed.  net7.0-windows was computed.  net8.0 is compatible.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed.  net9.0 is compatible.  net9.0-android was computed.  net9.0-browser was computed.  net9.0-ios was computed.  net9.0-maccatalyst was computed.  net9.0-macos was computed.  net9.0-tvos was computed.  net9.0-windows was computed.  net10.0 is compatible.  net10.0-android was computed.  net10.0-browser was computed.  net10.0-ios was computed.  net10.0-maccatalyst was computed.  net10.0-macos was computed.  net10.0-tvos was computed.  net10.0-windows was computed. 
.NET Core netcoreapp2.0 was computed.  netcoreapp2.1 was computed.  netcoreapp2.2 was computed.  netcoreapp3.0 was computed.  netcoreapp3.1 was computed. 
.NET Standard netstandard2.0 is compatible.  netstandard2.1 is compatible. 
.NET Framework net461 was computed.  net462 was computed.  net463 was computed.  net47 was computed.  net471 was computed.  net472 was computed.  net48 was computed.  net481 was computed. 
MonoAndroid monoandroid was computed. 
MonoMac monomac was computed. 
MonoTouch monotouch was computed. 
Tizen tizen40 was computed.  tizen60 was computed. 
Xamarin.iOS xamarinios was computed. 
Xamarin.Mac xamarinmac was computed. 
Xamarin.TVOS xamarintvos was computed. 
Xamarin.WatchOS xamarinwatchos was computed. 
Compatible target framework(s)
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Version Downloads Last Updated
1.0.0 100 5/20/2026

Initial Kalshi websocket client with authenticated connection headers, typed subscription requests, typed market/private streams, file replay, examples, and tests.