kalshi-fast-rs

High-performance async Rust client for the Kalshi Trade API.

Highlights

• REST parity with Kalshi Trade API 3.8.0 OpenAPI snapshot (77/77 path+method operations)
• WebSocket parity with current AsyncAPI snapshot, including user_orders
• Deterministic REST resilience: retries, exponential backoff+jitter, 429 Retry-After support
• Builder-based transport controls: timeout, connect timeout, headers, user-agent, proxy, custom reqwest::Client
• Explicit WebSocket lifecycle controls: close() + configurable shutdown_timeout(...)
• Pager/stream/all helpers for cursor endpoints

Installation

cargo add kalshi-fast-rs

REST Quick Start (Builder + Retry)

use std::time::Duration;

use kalshi_fast::{
    KalshiEnvironment, KalshiRestClient, RateLimitConfig, RetryConfig,
};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let client = KalshiRestClient::builder(KalshiEnvironment::demo())
        .with_rate_limit_config(RateLimitConfig { read_rps: 30, write_rps: 15 })
        .with_retry_config(RetryConfig {
            max_retries: 4,
            base_delay: Duration::from_millis(200),
            max_delay: Duration::from_secs(2),
            jitter: 0.2,
            retry_non_idempotent: false,
        })
        .with_timeout(Duration::from_secs(10))
        .with_connect_timeout(Duration::from_secs(3))
        .build()?;

    let status = client.get_exchange_status().await?;
    println!("exchange_active={}", status.exchange_active);
    Ok(())
}

WebSocket V2 Quick Start (user_orders)

use kalshi_fast::{
    KalshiAuth, KalshiEnvironment, KalshiWsClient, WsChannel, WsDataMessage, WsEvent, WsMessage,
    WsReconnectConfig, WsSubscriptionParamsV2,
};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let auth = KalshiAuth::from_pem_file(
        std::env::var("KALSHI_KEY_ID")?,
        std::env::var("KALSHI_PRIVATE_KEY_PATH")?,
    )?;

    let mut ws = KalshiWsClient::connect_authenticated(
        KalshiEnvironment::demo(),
        auth,
        WsReconnectConfig::default(),
    ).await?;

    ws.subscribe_v2(WsSubscriptionParamsV2 {
        channels: vec![WsChannel::UserOrders],
        ..Default::default()
    }).await?;

    while let Ok(event) = ws.next_event_v2().await {
        if let WsEvent::Message(WsMessage::Data(WsDataMessage::UserOrder { msg, .. })) = event {
            println!("order={} ticker={} status={:?}", msg.order_id, msg.ticker, msg.status);
        }
    }

    Ok(())
}

Examples

• examples/rest_retry_config.rs
• examples/rfq_quotes_order_groups.rs
• examples/ws_user_orders_v2.rs
• examples/list_open_markets.rs
• examples/orderbook_stream.rs

Spec Parity Artifacts

• OpenAPI snapshot: docs/specs/kalshi/openapi.yaml
• AsyncAPI snapshot: docs/specs/kalshi/asyncapi.yaml
• Parity report: docs/spec-parity.md
• Regeneration script: scripts/generate_spec_parity.py

Environment Variables

• KALSHI_KEY_ID
• KALSHI_PRIVATE_KEY_PATH
• Optional for some examples: KALSHI_MARKET_TICKER

References

• Kalshi OpenAPI
• Kalshi AsyncAPI
• Kalshi WebSocket Quickstart

License

MIT