+ iOa0t$Rt^RIHt^RIt^RIt^RIt^RIt^RIt^RI t ^RI H t H t H t ^RIHtHt^RIHtHt] 'd^RIHt]P,!]4tRtRtR t!R R ]4t!R R ]4t!RR]4t!RR]4t!RR]4t !RR]4t!!RR]4t"!RR]4t#]],t$R]R]R]R]R] R]!R ]"R!]#/t%R"]&R#&RRRRRRRRRRRR$R R R!R%/t'R&]&R'&!R(R)4t(R#)*zoReal-time data feed via WebSocket. This module provides streaming market data through Kalshi's WebSocket API. ) annotationsN)AnyCallable TYPE_CHECKING) BaseModel ConfigDict)normalize_tickernormalize_tickers) KalshiClientz.wss://api.elections.kalshi.com/trade-api/ws/v2z(wss://demo-api.kalshi.co/trade-api/ws/v2z/trade-api/ws/v2c]tRt^"t$RtR]R&RtR]R&RtR]R&RtR]R&Rt R]R &Rt R]R &Rt R]R &Rt R]R &Rt R]R &]!RR7tRtR#) TickerMessagezlReal-time market ticker update. Sent when price, volume, or open interest changes for a subscribed market. str market_tickerN int | Nonepriceyes_bidyes_askvolume open_interest dollar_volumedollar_open_interesttsignoreextra)__name__ __module__ __qualname____firstlineno____doc____annotations__rrrrrrrrr model_config__static_attributes__rT/home/wkmabra/.openclaw/workspace/venv/lib/python3.14/site-packages/pykalshi/feed.pyr r "sj E:GZGZFJ $M:$ $M:$'+*+B H-Lr$r cT]tRt^5t$RtR]R&RtR]R&RtR]R&]!RR 7t R t R#) OrderbookSnapshotMessagezFull orderbook state received on initial subscription. Contains all current price levels. After this, you'll receive OrderbookDeltaMessage for incremental updates. r rNzlist[tuple[int, int]] | Noneyesnorrr) rrrrr r!r(r)rr"r#rr$r%r'r'5s/ (,C %,'+B$+H-Lr$r'cV]tRt^Ct$RtR]R&R]R&R]R&R]R&]!RR 7tR tR #) OrderbookDeltaMessagezlIncremental orderbook update. Represents a change at a single price level. Apply to local orderbook state. r rintrdeltasiderrrN) rrrrr r!rr"r#rr$r%r+r+Cs(  J J IH-Lr$r+c]tRt^Qt$RtRtR]R&RtR]R&RtR]R&Rt R]R&Rt R]R &Rt R]R &Rt R]R &Rt R]R &]!R R7tRtR#) TradeMessagezKPublic trade execution. Sent when any trade occurs on subscribed markets. N str | Nonertickertrade_idrcount yes_priceno_price taker_siderrrr)rrrrr rr!r2r3r4r5r6r7rrr"r#rr$r%r0r0Qsc !%M:$FJHjE: Iz Hj!J !B H-Lr$r0c]tRt^ct$RtRtR]R&RtR]R&RtR]R&Rt R]R&Rt R]R&Rt R ]R &Rt R ]R &Rt R ]R &RtR ]R&RtR ]R&]!RR7tRtR#) FillMessagezMUser fill notification (private channel). Sent when your orders are filled. Nr1r3r2order_idr.actionrr4r5r6z bool | Noneis_takerrrrr)rrrrr r3r!r2r:r.r;r4r5r6r<rrr"r#rr$r%r9r9csw  HjFJHjD*FJE: Iz Hj Hk B H-Lr$r9c]tRt^wt$RtR]R&RtR]R&RtR]R&RtR]R&Rt R]R &Rt R]R &Rt R]R &Rt R]R &] !R R7tRtR#)PositionMessagezReal-time position update (private channel). Sent when your position in a market changes (after fills settle). Includes realized P&L and current exposure. r r2Nrpositionmarket_exposure realized_pnl total_tradedresting_orders_count fees_paidrrrr)rrrrr r!r?r@rArBrCrDrrr"r#rr$r%r>r>ws_ KHj"&OZ&#L*##L*#'+*+ Iz B H-Lr$r>cb]tRt^t$RtR]R&RtR]R&RtR]R&RtR]R &] !R R 7t R t R#) MarketLifecycleMessageztMarket lifecycle state change (public channel). Sent when a market's status changes (open, closed, settled, etc.). r rNr1statusresultrrrrr) rrrrr r!rGrHrrr"r#rr$r%rFrFs7 FJFJB H-Lr$rFcT]tRt^t$RtR]R&RtR]R&RtR]R&]!R R 7t R t R#) OrderGroupUpdateMessagezxOrder group lifecycle update (private channel). Sent when an order group's status changes (triggered, canceled, etc.). r order_group_idNr1rGrrrrr) rrrrr r!rGrrr"r#rr$r%rJrJs- FJB H-Lr$rJr2orderbook_snapshotorderbook_deltatradefillmarket_positionmarket_lifecycleorder_group_updatezdict[str, type[BaseModel]]_MESSAGE_MODELSmarket_positionsorder_group_updatesdict[str, str]_TYPE_TO_CHANNELcb]tRt^tRtRRltR.RRlltRRRR/R R lltRRRR/R R lltR Rlt RRlt ] RRl4t ] RRl4t ] RRl4t] RRl4t] RRl4t] RRl4tRRltRR ltR!R"ltR#R$ltR%R&ltR'R(ltR)tR*tR+R,ltR-tR#)/FeedaReal-time streaming data feed via WebSocket. Provides a clean interface to Kalshi's WebSocket API with automatic reconnection, typed message models, and callback-based handling. Usage: feed = client.feed() @feed.on("ticker") def handle_ticker(msg: TickerMessage): print(f"{msg.market_ticker}: {msg.yes_bid}/{msg.yes_ask}") @feed.on("orderbook_delta") def handle_orderbook(msg: OrderbookMessage): if isinstance(msg, OrderbookSnapshotMessage): # Initialize local orderbook pass else: # Apply delta pass feed.subscribe("ticker", market_ticker="KXBTC-26JAN") feed.subscribe("orderbook_delta", market_ticker="KXBTC-26JAN") feed.start() # Runs in background thread # ... do other work ... feed.stop() # Or use as context manager: with client.feed() as feed: feed.on("ticker", my_handler) feed.subscribe("ticker", market_ticker="KXBTC-26JAN") time.sleep(60) Available channels: - "ticker": Market price/volume updates (public) - "trade": Public trade executions (public) - "orderbook_delta": Orderbook snapshots and deltas (requires auth) - "fill": Your order fills (requires auth, no market filter) - "market_positions": Real-time position updates with P&L (requires auth, no market filter) - "market_lifecycle": Market state changes (public) - "order_group_updates": Order group lifecycle changes (requires auth) c V^8dQhRRRR/#)clientr returnNoner)formats"r% __annotate__Feed.__annotate__sVV|VVr$c Wn/Vn.VnRVnRVnRVnRVn\P!^4Vn \P!4Vn \P!4Vn\P!4VnRVnRVnRVn^Vn^VnRVP*9d\,VnR#\.VnR#)zMInitialize the feed. Args: client: Authenticated KalshiClient instance. NFdemo)_client _handlers _active_subs_ws_loop_thread_running itertoolsr4_cmd_id_counter threadingEvent _connectedLock_lock _metrics_lock _connected_at_last_message_at_last_server_ts_message_count_reconnect_countapi_base DEMO_WS_BASEDEFAULT_WS_BASE_ws_url)selfr\s&&r%__init__ Feed.__init__s  46(*7; 04  (q1#//+^^% &^^-,0.2+/#$%&(.'@| o r$Nc$V^8dQhRRRRRR/#)r[channelr handlerzCallable | Noner]rr)r_s"r%r`ra s$%4 r$c aaVe.SPPS.4PV4V#RVV3RllpV#)aRegister a handler for a channel. Can be used as a decorator or called directly: @feed.on("ticker") def handle(msg: TickerMessage): ... # or feed.on("ticker", my_handler) Args: channel: Channel name ("ticker", "orderbook_delta", "trade", "fill", "market_positions"). handler: Optional handler function. If None, returns a decorator. Returns: The handler function (for decorator chaining). c V^8dQhRRRR/#)r[fnrr]r)r_s"r%r`Feed.on..__annotate__#s  ( x r$c^<SPPS.4PV4V#Nre setdefaultappend)rrr|s&r% decoratorFeed.on..decorator#s' NN % %gr 2 9 9" =Ir$r)r|rrrsff& r%onFeed.on sA*   NN % %gr 2 9 9' BN  r$rmarket_tickersc(V^8dQhRRRRRRRR/# r[rr rr1rzlist[str] | Noner]r^r)r_s"r%r`ra)s2!!!" ! ) !  !r$c RV./pVeVP4VR&Ve\V4VR&VP;_uu_4VPP V4RRR4VP 'dVVP P4'd4\P!VPRV4VP 4R#R#R# +'giLy;i)aSubscribe to a channel. Args: channel: Channel name ("ticker", "orderbook_delta", "trade", "fill", "market_positions"). market_ticker: Filter to a single market. market_tickers: Filter to multiple markets. Note: - For "fill" and "market_positions" channels, market filters are ignored (you get all your fills/positions). - Can be called before or after start(). If called after, subscription is sent immediately. channelsNrr subscribe) upperr rqrfrrhrois_setasynciorun_coroutine_threadsafe _send_cmd)r|rrrparamss&&$$ r%rFeed.subscribe)s(#-wi!8  $&3&9&9&;F? #  %'8'HF# $ ZZZ    $ $V , :::$//0022  , ,{F3TZZ 3: Zs C C c(V^8dQhRRRRRRRR/#rr)r_s"r%r`raLs2###" # ) #  #r$c fRV./pVeVP4VR&Ve\V4VR&VP;_uu_4VPUu.uFJpVP R4V.8Xd/VP R4V8XdVP R4V8XdKHVNKL upVnRRR4VP 'dVVP P4'd4\P!VPRV4VP 4R#R#R#uupi +'giL~;i)zUnsubscribe from a channel. Args: channel: Channel name. market_ticker: Single market to unsubscribe from. market_tickers: Multiple markets to unsubscribe from. rNrr unsubscribe) rr rqrfgetrhrorrrr)r|rrrrss&&$$ r%rFeed.unsubscribeLs#-wi!8  $&3&9&9&;F? #  %'8'HF# $ZZZ**!*AEE*%'2o.-?./>A *!D  :::$//0022  , ,}f5tzz 3:!Zs%D ADD"D D  D0 cV^8dQhRR/#r[r]r^r)r_s"r%r`raqs))t)r$c VP;_uu_4VP'd RRR4R#RVnVPP4\P !VP RRR7VnVPP4RRR4VPP^ R7R# +'giL.;i)zStart the feed in a background thread. Blocks briefly (up to 10s) until the initial connection is established. If connection fails, the feed continues retrying in the background. NTz kalshi-feed)targetnamedaemontimeout) rqrjroclearrmThread_runristartwaitr|s&r%r Feed.startqs ZZZ}}}Z!DM OO ! ! #$++yy}TDL LL    R(ZsB<A#B<< C cV^8dQhRR/#rr)r_s"r%r`ras""d"r$c HaSP;_uu_4SP'g RRR4R#RSnRRR4SP'drSP'd`SPP 4'd@V3Rlp\ P !V!4SP4pVP^R7SP'dPSPP 4'd0SPPSPP4SP'd$SPP^R7RSn SPP4RSnR# +'giELM;i \dLi;i)zStop the feed and disconnect.NFc~<"SPP4GRjxL R#L \dR#i;i5ir)rgclose Exceptionrsr%close_wsFeed.stop..close_wss0((..*** s(=+)+=+ :=:=r)rqrjrgrh is_runningrrrHrcall_soon_threadsafestoprijoinrorrs)r|rfuturesf r%r Feed.stops ZZZ===Z"DM 888 tzz'<'<'>'>  55hj$**MF  a ( :::$**//11 JJ + +DJJOO < <<< LL  a  (DL !5ZZ  s"E?E?4F? F  F! F!cV^8dQhRR/#)r[r]boolr)r_s"r%r`ras((d(r$c 6VPP4#)z-Whether the WebSocket is currently connected.)rorrs&r% is_connectedFeed.is_connecteds%%''r$cV^8dQhRR/#r[r]z float | Noner)r_s"r%r`ras 3 3L 3r$c VP;_uu_4VPeVPf RRR4R#VPR,pWP, uuRRR4# +'giR#;i)a Estimated latency in milliseconds based on last message timestamp. Returns None if no messages with timestamps have been received. This measures the difference between the server's timestamp and when we received the message locally. Assumes clocks are synchronized. Ni)rrrurt)r|local_mss& r% latency_msFeed.latency_mss_   ##+t/D/D/L ,,t3H222    sA,$A,, A= cV^8dQhRR/#r[r]r,r)r_s"r%r`ras''3'r$c VP;_uu_4VPuuRRR4# +'giR#;i)z5Total number of messages received since feed started.N)rrrvrs&r%messages_receivedFeed.messages_receiveds(   &&    , = cV^8dQhRR/#rr)r_s"r%r`ras44 4r$c VP;_uu_4VPeVP'g RRR4R#\P!4VP, uuRRR4# +'giR#;i)z@Seconds since connection was established. None if not connected.N)rrrsrtimers&r%uptime_secondsFeed.uptime_secondssW   !!)1B1B1B 99;!3!33   s A1A1%A11 B cV^8dQhRR/#rr)r_s"r%r`ras77L7r$c VP;_uu_4VPf RRR4R#\P!4VP, uuRRR4# +'giR#;i)zASeconds since last message was received. None if no messages yet.N)rrrtrrs&r%seconds_since_last_messageFeed.seconds_since_last_messagesL   $$, 99;!6!66   sA%A A0 cV^8dQhRR/#rr)r_s"r%r`ras)))r$c VP;_uu_4VPuuRRR4# +'giR#;i)zANumber of times the feed has reconnected (0 on first connection).N)rrrwrs&r%reconnect_countFeed.reconnect_counts(   ((   rcV^8dQhRR/#rr)r_s"r%r`rasdr$c  x\P!4Vn\P!VP4VPP VP 44\P!VP4pVFpVP4K V'd0VPP \P!VRR/4VPP4RVnR# \ d!p\PRT4Rp?LRp?ii;i \P!TP4pTFpTP4K T'd0TPP \P!TRR/4TPP4RTni;i)zBackground thread entry point.zFeed loop crashed: %sNreturn_exceptionsT) rnew_event_looprhset_event_looprun_until_complete _connect_looprloggererror all_taskscancelgatherr)r|ependingtasks& r%r Feed._runs9++- tzz*  JJ ) )$*<*<*> ? '' 3G   --NNGDtD JJ   DJ 5 LL0! 4 4 5'' 3G   --NNGDtD JJ   DJs1)C88 D#DD&D##D&&AF9(AF9cV^8dQhRR/#rr)r_s"r%r`ras::T:r$c "^RIpRp^pTP'EdVTP4pTP TP T^^ R7;_uu_4GRjxL pYPnRpTP;_uu_4TPeT;P^, un \P!4TnRRR4TP;_uu_4\TP4pRRR4XFpTPRT4GRjxL K TPP!4\"P%RTP 4TRjxL pTP'T4KTPP/4RTnR# \d \R4hi;iELV +'giL;i +'giL;iLLDRRR4GRjxL EK +GRjxL 'giEK;i \(P*dK\,dp TPP/4RTnTP'gRp ? K\"P1R\3T 4P4T4\(P6!T4GRjxL \9T^,T4pRp ? EKRp ? ii;i5i)z)Main connection loop with auto-reconnect.NzEwebsockets is required for Feed. Install with: pip install websocketsg?)additional_headers ping_interval ping_timeoutrzFeed connected to %sz-Feed disconnected (%s), reconnecting in %.1fs) websockets ImportErrorrj _auth_headersconnectr{rgrrrsrwrrqlistrfrrosetrinfo _dispatchrCancelledErrorrrwarningtypersleepmin) r|rbackoff max_backoffheaderswssubsrraw_msgrs & r%rFeed._connect_loops1    mmm* 8,,.%--LL'."$!# . !H!G+++--9 11Q61-1YY[*, #D$5$56$"&"nn[&AAA#'OO'')KK 6 E)+00gw/" m W  ,+ $B 016))  8%%'}}}CG$$ mmG,,,gk;7 8s+KFK;HF1HG3G3G 0"G3G AG3GG GG34#KF..K1H4 G ?G3 G  G3GG3 H*G-+H0K3H 9G<: H H H KHK&K)K2K33K&K,AK/J20KKKKcV^8dQhRR/#)r[r]rVr)r_s"r%r`ras  ~ r$c ~VPPR\4wrRVPPRVRV/#)z8Generate authentication headers for WebSocket handshake.GETzKALSHI-ACCESS-KEYzKALSHI-ACCESS-SIGNATUREzKALSHI-ACCESS-TIMESTAMP)rd _sign_request _WS_SIGN_PATH api_key_id)r| timestamp signatures& r%rFeed._auth_headerss>#||99%O !8!8 %y %y  r$cV^8dQhRR/#rr)r_s"r%r`ra(s**#*r$c ,\VP4#)z"Get next command ID (thread-safe).)nextrlrs&r%_next_id Feed._next_id(sD(())r$c$V^8dQhRRRRRR/#)r[cmdr rdictr]r^r)r_s"r%r`ra,s!223222r$c "VP'df\P!RVP4RVRV/4pVPP V4GRjxL \ P RW4R#R#L5i)z"Send a command over the WebSocket.idrrNz Sent %s: %s)rgjsondumpsrsendrdebug)r|rrmsgs&&& r%rFeed._send_cmd,s[ 888**dDMMOUC6RSC((--$ $ $ LL 1  $sAA>A<A>c V^8dQhRRRR/#)r[rawz str | bytesr]r^r)r_s"r%r`ra3s.I.I[.IT.Ir$c (\P!4pVP;_uu_4W nV;P^, unRRR4\P !V4pTPR4pT'gR#TPRT4p\T\4'd9TPR4pTe$TP;_uu_4Y`n RRR4\PYD4pTPPT4pT'gR#\ PT4p T 'dT P#T4p MTp TF p T !T 4K R# +'giEL#;i \P \3d\PRT4R#i;i +'giL;i \$d\P'RT4Tp Li;i \$d\P)RT4Ki;i)z0Parse incoming message and dispatch to handlers.NzMalformed message: %.200srrrz$Failed to parse %s, passing raw dictzHandler error on channel %s)rrrrtrvrloadsJSONDecodeError TypeErrorrrr isinstancerrurWrerSmodel_validaterr exception) r|r receive_timedatamsg_typepayloadrrhandlers model_clsparsedrs && r%rFeed._dispatch3syy{    $0 !   1 $   ::c?D 88F# ((5$' gt $ $T"B~'''+-((#&&x:>>%%g. $''1  !"11': FG I O   $$i0  NN6 <  (' ! CXN  ! I  !>H IsM E$E8F0<GG,$ E5 81F-,F-0 G #G)(G),!HHc &VP4V#r)rrs&r% __enter__Feed.__enter__cs  r$c &VP4R#r)r)r|argss&*r%__exit__ Feed.__exit__gs  r$cV^8dQhRR/#)r[r]r r)r_s"r%r`rajsSS#Sr$c VP'dRMRp\VP4pVPpVeRVR R2MRpRV RV RVP V R 2#) connected disconnectedz latency=z.1fmsz)rlenrfrrv)r|rGnlatency latency_strs& r%__repr__ Feed.__repr__jsk $ 1 1 1~ !! "//5<5H '#b1b xvaSt/B/B.CK=PQRRr$)rfrdrlrorsrertrurqrhrvrrrwrjrirgr{r)rrrrr r}rrrrrpropertyrrrrrrrrrrrrr0r4rAr#rr$r%rYrYs*XV8>!%) ! ,0 !F#%) # ,0 #J)""<(( 3 3'' 4477)) (:x *2.I`SSr$rY))__conditional_annotations__r __future__rrrkrloggingrmrtypingrrrpydanticrr_utilsrr r\r getLoggerrrrzryr r r'r+r0r9r>rFrJOrderbookMessagerSr!rWrY)rDs@r%rLsM #  //*7$   8 $C9 " .I.& .y . .I ..9.$.).(.i.& .Y . .i .,.CC m2, \ K.1 /+ +( h W F)*/ $. nSnSr$