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Markets

Operate on Kalshi markets — the leaf-level YES/NO contracts. List, fetch a single market, pull its orderbook, get candlesticks (single or bulk), list recent trades.

Quick reference

Method Endpoint Auth
list(...) GET /markets no
list_all(...) walks list no
get(ticker) GET /markets/{ticker} no
orderbook(ticker, depth=None) GET /markets/{ticker}/orderbook yes
candlesticks(series_ticker, ticker, *, start_ts, end_ts, period_interval, ...) GET /series/{series_ticker}/markets/{ticker}/candlesticks no
bulk_candlesticks(*, market_tickers, ...) GET /markets/candlesticks no
bulk_orderbooks(*, tickers) GET /markets/orderbooks yes
list_trades(...) GET /markets/trades no
list_all_trades(...) walks list_trades no

!!! warning "Orderbook endpoints require auth" orderbook() and bulk_orderbooks() raise AuthRequiredError on an unauthenticated client. The rest of the market-data surface is public.

List markets

page = client.markets.list(
    status="open",                 # MarketStatusLiteral
    series_ticker="KXPRES",
    event_ticker="KXPRES-24",
    tickers=["KXPRES-24-DJT", "KXPRES-24-KH"],  # or "KXPRES-24-DJT,KXPRES-24-KH"
    min_close_ts=1_700_000_000,
    max_close_ts=1_800_000_000,
    mve_filter="exclude",          # MveFilterLiteral
    limit=200,
)
for market in page:
    print(market.ticker, market.yes_bid, market.yes_ask)

tickers accepts a list[str] or a comma-joined string — the SDK comma-joins for the wire (this endpoint uses comma-join form, not the explode form used by bulk_orderbooks).

All seven *_ts filters (min_created_ts, max_created_ts, min_updated_ts, min_close_ts, max_close_ts, min_settled_ts, max_settled_ts) are Unix-second ints.

list_all(...) walks cursors and returns an iterator — see Pagination.

Get one market

market = client.markets.get("KXPRES-24-DJT")
print(market.status, market.yes_bid, market.yes_ask, market.volume)

Orderbook (single)

ob = client.markets.orderbook("KXPRES-24-DJT", depth=20)
print(ob.yes[:5])   # list[OrderbookLevel], best-first
print(ob.no[:5])

depth is the number of price levels per side (default unbounded). Wire keys orderbook_fp.yes_dollars / no_dollars are normalized to ob.yes / ob.no of type Decimal.

Bulk orderbooks

books = client.markets.bulk_orderbooks(tickers=["KXPRES-24-DJT", "KXPRES-24-KH"])
for ob in books:
    print(ob.market_ticker, ob.yes[0])
  • Cap: 100 tickers per call.
  • Wire format: explode (?tickers=a&tickers=b). The SDK builds this for you regardless of whether you pass list[str] or a comma-joined string.
  • Auth required.

Candlesticks

candles = client.markets.candlesticks(
    series_ticker="KXPRES",
    ticker="KXPRES-24-DJT",
    start_ts=1_700_000_000,
    end_ts=1_700_100_000,
    period_interval=60,            # seconds: 60, 3600, 86400
    include_latest_before_start=True,
)
for c in candles:                      # list[Candlestick]
    print(c.end_period_ts, c.yes_bid)

include_latest_before_start includes the most recent candle before start_ts for seamless rendering.

Bulk candlesticks

batches = client.markets.bulk_candlesticks(
    market_tickers=["KXPRES-24-DJT", "KXPRES-24-KH"],   # 1–100 tickers
    start_ts=1_700_000_000,
    end_ts=1_700_100_000,
    period_interval=3600,
)
for batch in batches:                # list[MarketCandlesticks]
    print(batch.market_ticker, len(batch.candlesticks))

Comma-joined wire form (?market_tickers=a,b,c). 100-ticker cap.

List trades

page = client.markets.list_trades(
    ticker="KXPRES-24-DJT",
    min_ts=1_700_000_000,
    max_ts=1_700_100_000,
    is_block_trade=False,   # omit for all trades; True = only block, False = only non-block
    limit=200,
)
for trade in page:
    print(trade.trade_id, trade.taker_side, trade.yes_price, trade.count, trade.is_block_trade)

is_block_trade (SDK v3.1.0; OpenAPI v3.20.0) filters by whether a trade is a block trade. Omit it to return all trades. Each Trade also carries an is_block_trade: bool.

!!! warning "Deprecated since v3.0.0" list_trades_all is the legacy name; it still works but emits DeprecationWarning and will be removed in a future release. Use list_all_trades instead — see [#349][issue-349].

[issue-349]: https://github.com/TexasCoding/kalshi-python-sdk/issues/349

Reference

::: kalshi.resources.markets.MarketsResource options: heading_level: 3

::: kalshi.resources.markets.AsyncMarketsResource options: heading_level: 3