#include "kalshi/models.hpp"
#include <array>
#include <cstdint>
#include <optional>
#include <string>
#include <string_view>
#include <variant>
#include <vector>

Go to the source code of this file.

Classes
struct	kalshi::ws::Subscription
	A handle for one channel subscription. More...

struct	kalshi::ws::Update< T >
	One data frame. `msg` holds the channel's payload. More...

struct	kalshi::ws::Cfbenchmarks5HzIndexList
	The index IDs recently observed on the 5Hz stream, sent in response to an indexlist action. More...

struct	kalshi::ws::CfbenchmarksAvgData
	Trailing 60-second average metadata. More...

struct	kalshi::ws::CfbenchmarksIndexList
	The set of available CF Benchmarks index IDs, sent in response to an indexlist action. More...

struct	kalshi::ws::CfbenchmarksValue
	Real-time CF Benchmarks index value with trailing 60-second and quarter-hour averages. More...

struct	kalshi::ws::CfbenchmarksValue5Hz
	Real-time CF Benchmarks index value at up to 5 updates per second. More...

struct	kalshi::ws::EventFeeUpdate
	Emitted when an event-level fee override is set or cleared. More...

struct	kalshi::ws::EventLifecycle
	Event creation notification. More...

struct	kalshi::ws::Fill
	Private fill information for authenticated user. More...

struct	kalshi::ws::LifecycleAdditionalMetadata
	Optional - This key will be emitted when the market is created. More...

struct	kalshi::ws::MarketLifecycleV2PriceRangesItem

struct	kalshi::ws::MarketLifecycleV2
	Market lifecycle events (created, activated, deactivated, close_date_updated, determined, settled, price_level_structure_updated) More...

struct	kalshi::ws::MarketMetadataUpdated
	Updated strike information or yes subtitle. More...

struct	kalshi::ws::MarketPosition
	Real-time position updates for authenticated user. More...

struct	kalshi::ws::MultivariateMarketLifecycle
	Multivariate market lifecycle events (created, activated, deactivated, close_date_updated, determined, settled) More...

struct	kalshi::ws::OrderGroupUpdates
	Order group lifecycle and limit updates for authenticated user. More...

struct	kalshi::ws::OrderbookDelta
	Update to be applied to the current order book view. More...

struct	kalshi::ws::OrderbookSnapshot
	Complete view of the order book's aggregated price levels. More...

struct	kalshi::ws::PythUnderlyingList
	Recently streamed Pyth underlying tickers. More...

struct	kalshi::ws::PythValue
	Deduplicated real-time Pyth price for an underlying ticker. More...

struct	kalshi::ws::QuoteAccepted
	Notification when a quote is accepted. More...

struct	kalshi::ws::QuoteCreated
	Notification when a quote is created on an RFQ. More...

struct	kalshi::ws::QuoteExecuted
	Notification when a quote is executed and orders are placed. More...

struct	kalshi::ws::RfqCreatedMveSelectedLegsItem

struct	kalshi::ws::RfqCreated
	Notification when an RFQ is created. More...

struct	kalshi::ws::RfqDeleted
	Notification when an RFQ is deleted. More...

struct	kalshi::ws::SubscribeParams
	Options for subscribe; the client sets the channel. More...

struct	kalshi::ws::Ticker
	Market price ticker information. More...

struct	kalshi::ws::Trade
	Public trade information. More...

struct	kalshi::ws::UpdateSubscriptionParams
	Options for update_subscription; the client sets the subscription. More...

struct	kalshi::ws::UserOrder
	Real-time order updates for authenticated user. More...

struct	kalshi::ws::Subscribed
	The server confirmed a subscription. More...

struct	kalshi::ws::Unsubscribed
	The server ended a subscription after `unsubscribe`. More...

struct	kalshi::ws::Updated
	An `update_subscription` succeeded. More...

struct	kalshi::ws::ListedSubscription
	One entry of a `list_subscriptions` reply. More...

struct	kalshi::ws::SubscriptionList
	The reply to `list_subscriptions`; `id` is the command's ID. More...

Namespaces
namespace	kalshi

namespace	kalshi::ws

Typedefs
using	kalshi::ws::Message = std::variant< Update< OrderbookSnapshot >, Update< OrderbookDelta >, Update< Ticker >, Update< Trade >, Update< Fill >, Update< MarketPosition >, Update< EventLifecycle >, Update< EventFeeUpdate >, Update< MultivariateMarketLifecycle >, Update< RfqCreated >, Update< RfqDeleted >, Update< QuoteCreated >, Update< QuoteAccepted >, Update< QuoteExecuted >, Update< OrderGroupUpdates >, Update< UserOrder >, Update< CfbenchmarksValue >, Update< CfbenchmarksIndexList >, Update< CfbenchmarksValue5Hz >, Update< Cfbenchmarks5HzIndexList >, Update< PythValue >, Update< PythUnderlyingList >, Update< MarketMetadataUpdated >, Update< MarketLifecycleV2 >, Subscribed, Unsubscribed, Updated, SubscriptionList >
	Everything WebSocketClient delivers to on_message.

Enumerations
enum class	kalshi::ws::Channel : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::OrderbookDelta , kalshi::ws::Ticker , kalshi::ws::Trade , kalshi::ws::Fill , kalshi::ws::MarketPositions , kalshi::ws::MarketLifecycleV2 , kalshi::ws::MultivariateMarketLifecycle , kalshi::ws::Communications , kalshi::ws::OrderGroupUpdates , kalshi::ws::UserOrders , kalshi::ws::CfbenchmarksValue , kalshi::ws::CfbenchmarksValue5hz , kalshi::ws::PythValue }
	A WebSocket channel. More...

enum class	kalshi::ws::CollateralReturnType : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::MECNET , kalshi::ws::DIRECNET , kalshi::ws::Unset }
	Collateral return type, MECNET or DIRECNET of the event. More...

enum class	kalshi::ws::FeeTypeOverride : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::Quadratic , kalshi::ws::QuadraticWithMakerFees , kalshi::ws::QuadraticWithComboMakerFees , kalshi::ws::Flat , kalshi::ws::MarginMarketMakerProgramFees }
	Event fee type override. More...

enum class	kalshi::ws::LifecyclePriceLevelStructure : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::BandedCentiCent , kalshi::ws::Unset , kalshi::ws::LinearCent , kalshi::ws::DeciCent , kalshi::ws::TaperedDeciCent , kalshi::ws::CenterWholeEdgeHalfCent , kalshi::ws::CenterWholeEdgeQuintCent , kalshi::ws::CenterHalfEdgeHalfCent , kalshi::ws::CenterHalfEdgeQuintCent , kalshi::ws::CenterHalfEdgeDeciCent , kalshi::ws::CenterQuintEdgeQuintCent , kalshi::ws::CenterQuintEdgeDeciCent , kalshi::ws::CenterCentiEdgeCentiCent , kalshi::ws::CenterDeciEdgeCentiCent }
	Optional - The market price level structure on creation or price_level_structure_updated events. More...

enum class	kalshi::ws::MarketLifecycleV2EventType : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::Created , kalshi::ws::Deactivated , kalshi::ws::Activated , kalshi::ws::CloseDateUpdated , kalshi::ws::Determined , kalshi::ws::Settled , kalshi::ws::PriceLevelStructureUpdated }
	Field to annotate which of the event type this event is for. More...

enum class	kalshi::ws::MultivariateMarketLifecycleEventType : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::Created , kalshi::ws::Deactivated , kalshi::ws::Activated , kalshi::ws::CloseDateUpdated , kalshi::ws::Determined , kalshi::ws::Settled }
	Field to annotate which of the event type this event is for. More...

enum class	kalshi::ws::OrderAction : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::Buy , kalshi::ws::Sell , kalshi::ws::SellPartial , kalshi::ws::SellToClose , kalshi::ws::Unset }
	Deprecated. More...

enum class	kalshi::ws::OrderGroupUpdatesEventType : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::Created , kalshi::ws::Triggered , kalshi::ws::Reset , kalshi::ws::Deleted , kalshi::ws::LimitUpdated }
	Order group event type. More...

enum class	kalshi::ws::UpdateAction : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::AddMarkets , kalshi::ws::DeleteMarkets , kalshi::ws::GetSnapshot , kalshi::ws::SubscribeIndices , kalshi::ws::UnsubscribeIndices , kalshi::ws::Indexlist , kalshi::ws::SubscribeUnderlyings , kalshi::ws::UnsubscribeUnderlyings , kalshi::ws::UnderlyingList }

enum class	kalshi::ws::UserFilter : std::uint8_t { kalshi::ws::Unknown , kalshi::ws::Unset , kalshi::ws::Self }
	Communications channel only. More...

Functions
constexpr std::string_view	kalshi::ws::to_string (Channel value) noexcept

constexpr std::string_view	kalshi::ws::to_string (CollateralReturnType value) noexcept

constexpr std::string_view	kalshi::ws::to_string (FeeTypeOverride value) noexcept

constexpr std::string_view	kalshi::ws::to_string (LifecyclePriceLevelStructure value) noexcept

constexpr std::string_view	kalshi::ws::to_string (MarketLifecycleV2EventType value) noexcept

constexpr std::string_view	kalshi::ws::to_string (MultivariateMarketLifecycleEventType value) noexcept

constexpr std::string_view	kalshi::ws::to_string (OrderAction value) noexcept

constexpr std::string_view	kalshi::ws::to_string (OrderGroupUpdatesEventType value) noexcept

constexpr std::string_view	kalshi::ws::to_string (UpdateAction value) noexcept

constexpr std::string_view	kalshi::ws::to_string (UserFilter value) noexcept

constexpr std::string_view	kalshi::ws::error_code_name (std::int64_t code) noexcept
	Kalshi's name for a WebSocket error code, or an empty string for codes this SDK version does not know.

Classes

Namespaces

Typedefs

Enumerations

Functions