drm-exchange-kalshi

Kalshi exchange implementation for dr-manhattan.

Overview

This crate provides a complete Kalshi integration including:

• REST API: Fetch markets, create/cancel orders, manage positions
• Authentication: RSA-PSS signature-based authentication

Installation

[dependencies]
drm-exchange-kalshi = "0.1"

Quick Start

use drm_core::Exchange;
use drm_exchange_kalshi::{Kalshi, KalshiConfig};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    // Public API (limited endpoints)
    let exchange = Kalshi::with_default_config()?;
    
    // Fetch markets
    let markets = exchange.fetch_markets(None).await?;
    for market in markets.iter().take(5) {
        println!("{}: {:?}", market.question, market.prices);
    }
    
    Ok(())
}

Authentication

Kalshi uses RSA-PSS signatures for authentication. You need:

1. An API key ID (from your Kalshi account)
2. An RSA private key (PEM format)

Generating RSA Keys

# Generate RSA private key
openssl genpkey -algorithm RSA -out kalshi_private_key.pem -pkeyopt rsa_keygen_bits:4096

# Extract public key (upload this to Kalshi)
openssl rsa -pubout -in kalshi_private_key.pem -out kalshi_public_key.pem

Configuration

use drm_exchange_kalshi::{Kalshi, KalshiConfig};

// From file path
let config = KalshiConfig::new()
    .with_api_key_id("your-api-key-id")
    .with_private_key_path("/path/to/kalshi_private_key.pem");

// Or from PEM string
let config = KalshiConfig::new()
    .with_api_key_id("your-api-key-id")
    .with_private_key_pem(include_str!("../kalshi_private_key.pem"));

let exchange = Kalshi::new(config)?;

// Now you can create orders, fetch positions, etc.

Demo Environment

use drm_exchange_kalshi::{Kalshi, KalshiConfig};

let config = KalshiConfig::demo()
    .with_api_key_id("demo-api-key-id")
    .with_private_key_path("/path/to/demo_private_key.pem");

let exchange = Kalshi::new(config)?;

Features

API Notes

Market Identifiers

Kalshi uses ticker strings as market identifiers (e.g., "INXD-24DEC31-B5000").

Prices

• Kalshi prices are in cents (1-99)
• This library converts them to decimals (0.01-0.99) for consistency with other exchanges

Orders

use drm_core::{Exchange, OrderSide};
use std::collections::HashMap;

// Create a limit order to buy Yes at $0.55
let order = exchange.create_order(
    "INXD-24DEC31-B5000",  // ticker
    "Yes",                  // outcome (Yes or No)
    OrderSide::Buy,         // action
    0.55,                   // price in decimal (55 cents)
    10.0,                   // size (number of contracts)
    HashMap::new(),
).await?;

Part of dr-manhattan-rust

This crate is part of the dr-manhattan-rust project, a Rust port of guzus/dr-manhattan.

License

MIT