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Intro / Overview
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Kalshi Order Book Watcher - Websockets for Real-Time Data in Python
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- 1 Intro / Overview
- 2 Orderbook watcher demo, what we’re building
- 3 TUI version with keyboard shortcuts
- 4 Super Bowl prop bet order book observations
- 5 Getting and setting up Kalshi API key
- 6 Installing python dependencies
- 7 A simple unauthenticated websocket
- 8 How to authenticate the websocket connection
- 9 Subscribing to websocket channels
- 10 The structure of the subscribe message
- 11 What happens when you subscribe
- 12 Order book snapshots vs order book deltas
- 13 OrderBook class for storing local state of order book
- 14 Streaming the raw OrderBook dictionaries
- 15 Processing and displaying the OrderBook data
- 16 What’s next, what now
