Feat: Kalshi WebSocket client for live orderbook

2026-03-17 05:51:02 +00:00 · 2026-03-15 13:08:30 -07:00
parent 0599b05ffe
commit 807e065436
1 changed files with 119 additions and 0 deletions
--- a/lib/kalshi/websocket.js
+++ b/lib/kalshi/websocket.js
@@ -0,0 +1,119 @@
+import WebSocket from 'ws';
+import { signRequest } from './auth.js';
+import { EventEmitter } from 'events';
+
+const WS_URL = 'wss://api.elections.kalshi.com/trade-api/ws/v2';
+
+export class KalshiWS extends EventEmitter {
+  constructor() {
+    super();
+    this.ws = null;
+    this.subscribedTickers = new Set();
+    this.alive = false;
+    this.reconnectTimer = null;
+    this.pingInterval = null;
+  }
+
+  connect() {
+    if (this.ws) this.disconnect();
+
+    const path = '/trade-api/ws/v2';
+    const headers = signRequest('GET', path);
+
+    this.ws = new WebSocket(WS_URL, { headers });
+
+    this.ws.on('open', () => {
+      console.log('[WS] Connected to Kalshi');
+      this.alive = true;
+      this._startPing();
+      // Resubscribe to any tickers we were watching
+      for (const ticker of this.subscribedTickers) {
+        this._sendSubscribe(ticker);
+      }
+      this.emit('connected');
+    });
+
+    this.ws.on('message', (raw) => {
+      try {
+        const msg = JSON.parse(raw.toString());
+        this._handleMessage(msg);
+      } catch (e) {
+        console.error('[WS] Parse error:', e.message);
+      }
+    });
+
+    this.ws.on('close', (code) => {
+      console.log(`[WS] Disconnected (code: ${code}). Reconnecting in 3s...`);
+      this.alive = false;
+      this._stopPing();
+      this._scheduleReconnect();
+    });
+
+    this.ws.on('error', (err) => {
+      console.error('[WS] Error:', err.message);
+    });
+  }
+
+  subscribeTicker(ticker) {
+    this.subscribedTickers.add(ticker);
+    if (this.alive) this._sendSubscribe(ticker);
+  }
+
+  unsubscribeTicker(ticker) {
+    this.subscribedTickers.delete(ticker);
+    if (this.alive) {
+      this.ws.send(JSON.stringify({
+        id: Date.now(),
+        cmd: 'unsubscribe',
+        params: { channels: ['orderbook_delta', 'ticker'], market_tickers: [ticker] }
+      }));
+    }
+  }
+
+  disconnect() {
+    this._stopPing();
+    clearTimeout(this.reconnectTimer);
+    if (this.ws) {
+      this.ws.removeAllListeners();
+      this.ws.close();
+      this.ws = null;
+    }
+    this.alive = false;
+  }
+
+  _sendSubscribe(ticker) {
+    this.ws.send(JSON.stringify({
+      id: Date.now(),
+      cmd: 'subscribe',
+      params: { channels: ['orderbook_delta', 'ticker'], market_tickers: [ticker] }
+    }));
+  }
+
+  _handleMessage(msg) {
+    const { type } = msg;
+    if (type === 'orderbook_snapshot' || type === 'orderbook_delta') {
+      this.emit('orderbook', msg);
+    } else if (type === 'ticker') {
+      this.emit('ticker', msg);
+    } else if (type === 'subscribed') {
+      console.log(`[WS] Subscribed to: ${msg.msg?.channels || 'unknown'}`);
+    }
+  }
+
+  _startPing() {
+    this.pingInterval = setInterval(() => {
+      if (this.alive && this.ws?.readyState === WebSocket.OPEN) {
+        this.ws.ping();
+      }
+    }, 15000);
+  }
+
+  _stopPing() {
+    clearInterval(this.pingInterval);
+  }
+
+  _scheduleReconnect() {
+    clearTimeout(this.reconnectTimer);
+    this.reconnectTimer = setTimeout(() => this.connect(), 3000);
+  }
+}