Kalshi Order Book Watcher - Websockets for Real-Time Data in Python

Learn to build a real-time order book watcher for Kalshi prediction markets using Python websockets in this 25-minute tutorial. Start by exploring what you'll build through a live demo, including a terminal user interface (TUI) version with keyboard shortcuts and observations of Super Bowl prop bet order books. Set up your Kalshi API key and install the necessary Python dependencies before diving into websocket implementation. Begin with a simple unauthenticated websocket connection, then progress to authenticating your websocket connection and subscribing to specific channels. Understand the structure of subscribe messages and learn what happens during the subscription process. Distinguish between order book snapshots and order book deltas, then implement an OrderBook class to maintain local state of the order book data. Stream raw OrderBook dictionaries and process them for display, culminating in a fully functional real-time order book monitoring system for Kalshi markets.