Crate kalshi_trading 

kalshi-rs

A high-performance Rust client for the Kalshi prediction market API.

Features

• REST API Client - Full coverage of trading and market data endpoints
• WebSocket Client - Real-time orderbook, trades, fills, and lifecycle events
• HFT-Grade Orderbook - Cache-optimized with O(log n) updates
• Async/Await - Built on Tokio for maximum concurrency

Quick Start

use kalshi_trading::{Config, KalshiClient};
use kalshi_trading::types::{CreateOrderRequest, Side, Action};

#[tokio::main]
async fn main() -> Result<(), kalshi_trading::Error> {
    // Create client with API credentials
    let private_key = std::fs::read_to_string("private_key.pem")?;
    let config = Config::new("api-key-id", &private_key);
    let client = KalshiClient::new(config)?;
     
    // Get markets
    let markets = client.rest().get_markets(Some("open"), None, None).await?;
     
    // Place an order (buy 10 Yes contracts at $0.50)
    let order = CreateOrderRequest::limit(
        &markets.markets[0].ticker,
        Side::Yes,
        Action::Buy,
        10,
        5000, // Price in centi-cents ($0.50 = 5000 centi-cents)
    );
    let response = client.rest().create_order(&order).await?;
     
    Ok(())
}

Price Representation

Kalshi uses centi-cents for subpenny precision:

• 100 centi-cents = 1 cent = $0.01
• 5000 centi-cents = 50 cents = $0.50
• 9900 centi-cents = 99 cents = $0.99

Architecture

This crate is organized into several modules:

• client - REST and WebSocket clients for API communication
• types - Request/response types matching the Kalshi API
• orderbook - High-performance orderbook data structure
• config - Configuration and credentials management
• error - Error types for the crate

Performance

This crate is designed for low-latency trading workloads:

• Integer prices (centi-cents) instead of floating point
• FxHashMap for faster hashing of small keys
• parking_lot mutexes (faster than std)
• Minimal allocations in hot paths
• BTreeMap for sorted price levels

Re-exports

pub use config::Config;

pub use error::Error;

Modules

client

API clients for communicating with Kalshi.

config

Configuration and credentials for the Kalshi API client.

error

Error types for the kalshi-rs crate.

orderbook

High-performance orderbook implementation.

types

API types for Kalshi requests and responses.

Structs

KalshiClient

The main Kalshi API client

Type Aliases

Result

Result type alias using the crate’s Error type