Fix WebSocket connection header parameter in KalshiWebSocketClient

clients.py

@@ -189,7 +189,7 @@ async def connect(self):
         """Establishes a WebSocket connection using authentication."""
         host = self.WS_BASE_URL + self.url_suffix
         auth_headers = self.request_headers("GET", self.url_suffix)
-        async with websockets.connect(host, additional_headers=auth_headers) as websocket:
+        async with websockets.connect(host, extra_headers=auth_headers) as websocket:
             self.ws = websocket
             await self.on_open()
             await self.handler()

env.example

@@ -0,0 +1,9 @@
+# Kalshi API Credentials
+# 1. Replace the placeholder values with your actual keys.
+# 2. Rename this file to .env
+
+# Your API Key ID from your Kalshi profile
+PROD_KEYID=your_api_key_id_here
+
+# The absolute path to your private key .pem file
+PROD_KEYFILE=/path/to/your/private_key.pem

fetch_open_markets.py

@@ -0,0 +1,280 @@
+#!/usr/bin/env python3
+"""
+Kalshi Market Scanner - Find Best Market Making Opportunities
+Fetches all open events and their markets, analyzes bid-ask spreads
+
+Usage: python fetch_open_markets.py
+"""
+
+import os
+import sys
+from dotenv import load_dotenv
+from cryptography.hazmat.primitives import serialization
+from clients import KalshiHttpClient, Environment
+
+load_dotenv()
+
+def format_money(value):
+    """Format cents to dollars"""
+    try:
+        return f"${float(value)/100:.2f}"
+    except:
+        return "$0.00"
+
+def setup_client():
+    """Setup Kalshi client"""
+    try:
+        with open(os.getenv('PROD_KEYFILE'), "rb") as f:
+            private_key = serialization.load_pem_private_key(f.read(), password=None)
+
+        client = KalshiHttpClient(
+            key_id=os.getenv('PROD_KEYID'),
+            private_key=private_key,
+            environment=Environment.PROD
+        )
+        return client
+    except Exception as e:
+        print(f"❌ Setup error: {e}")
+        return None
+
+def get_open_events(client):
+    """Get all open events"""
+    try:
+        print("🔍 Fetching open events...")
+        response = client.get("/trade-api/v2/events?status=open")
+        events = response.get('events', [])
+        print(f"✅ Found {len(events)} open events")
+        return events
+    except Exception as e:
+        print(f"❌ Error getting events: {e}")
+        return []
+
+def get_markets_for_event(client, event_ticker):
+    """Get all markets for a specific event using the markets endpoint"""
+    try:
+        print(f"   🔍 Fetching markets for event: {event_ticker}")
+
+        # Use the markets endpoint with event_ticker filter
+        response = client.get(f"/trade-api/v2/markets?event_ticker={event_ticker}&status=open")
+        markets = response.get('markets', [])
+
+        print(f"   ✅ Found {len(markets)} markets for {event_ticker}")
+        return markets
+
+    except Exception as e:
+        print(f"   ❌ Error getting markets for event {event_ticker}: {e}")
+        return []
+
+def analyze_market_opportunity(market):
+    """Analyze a market for trading opportunities"""
+    ticker = market.get('ticker', 'N/A')
+    title = market.get('title', 'N/A')
+
+    yes_bid = market.get('yes_bid', 0)
+    yes_ask = market.get('yes_ask', 0)
+    no_bid = market.get('no_bid', 0) 
+    no_ask = market.get('no_ask', 0)
+
+    volume = market.get('volume', 0)
+    open_interest = market.get('open_interest', 0)
+
+    # Calculate spreads
+    yes_spread = yes_ask - yes_bid if yes_ask > 0 and yes_bid > 0 else 0
+    no_spread = no_ask - no_bid if no_ask > 0 and no_bid > 0 else 0
+
+    # Check if there are gaps (no current bids/asks) - good for market making
+    yes_gap = yes_bid == 0 or yes_ask == 0
+    no_gap = no_bid == 0 or no_ask == 0
+
+    # Market making opportunity score
+    opportunity_score = 0
+    opportunity_reasons = []
+
+    # Wide spreads are good for market making
+    if yes_spread >= 3:  # 3¢ or more spread
+        opportunity_score += yes_spread
+        opportunity_reasons.append(f"YES spread: {format_money(yes_spread)}")
+
+    if no_spread >= 3:
+        opportunity_score += no_spread  
+        opportunity_reasons.append(f"NO spread: {format_money(no_spread)}")
+
+    # Gaps in the market are excellent opportunities
+    if yes_gap:
+        opportunity_score += 10
+        opportunity_reasons.append("YES side has gaps")
+
+    if no_gap:
+        opportunity_score += 10
+        opportunity_reasons.append("NO side has gaps")
+
+    # Volume indicates activity
+    if volume > 100:
+        opportunity_score += 5
+        opportunity_reasons.append(f"High volume: {volume}")
+
+    return {
+        'ticker': ticker,
+        'title': title,
+        'yes_bid': yes_bid,
+        'yes_ask': yes_ask,
+        'no_bid': no_bid,
+        'no_ask': no_ask,
+        'yes_spread': yes_spread,
+        'no_spread': no_spread,
+        'yes_gap': yes_gap,
+        'no_gap': no_gap,
+        'volume': volume,
+        'open_interest': open_interest,
+        'opportunity_score': opportunity_score,
+        'opportunity_reasons': opportunity_reasons
+    }
+
+def scan_all_markets(client):
+    """Scan all open markets directly"""
+    print("🚀 Starting comprehensive market scan...")
+
+    # Get all open events first
+    events = get_open_events(client)
+
+    if not markets:
+        print("❌ No open markets found")
+        return []
+
+    all_opportunities = []
+
+    print(f"\n🔍 Analyzing {len(markets)} markets for opportunities...")
+
+    # Analyze each market
+    for i, market in enumerate(markets, 1):
+        if i % 100 == 0:  # Progress indicator
+            print(f"   � Processed {i}/{len(markets)} markets...")
+
+        opportunity = analyze_market_opportunity(market)
+
+        # Add event info from market data
+        opportunity['event_ticker'] = market.get('event_ticker', 'N/A')
+        opportunity['event_title'] = market.get('event_title', 'N/A')
+
+        all_opportunities.append(opportunity)
+
+    print(f"\n✅ Analysis complete!")
+    print(f"   Total markets analyzed: {len(markets)}")
+
+    return all_opportunities
+
+def display_best_opportunities(opportunities, limit=20):
+    """Display the best market making opportunities"""
+
+    # Sort by opportunity score (highest first)
+    sorted_opportunities = sorted(opportunities, key=lambda x: x['opportunity_score'], reverse=True)
+
+    # Filter out markets with no opportunity
+    good_opportunities = [opp for opp in sorted_opportunities if opp['opportunity_score'] > 0]
+
+    print(f"\n🎯 TOP {min(limit, len(good_opportunities))} MARKET MAKING OPPORTUNITIES")
+    print("=" * 100)
+
+    if not good_opportunities:
+        print("❌ No good market making opportunities found")
+        print("💡 Try looking for:")
+        print("   - Markets with wide bid-ask spreads (3¢+)")
+        print("   - Markets with missing bids or asks")
+        print("   - Markets with recent activity")
+        return
+
+    for i, opp in enumerate(good_opportunities[:limit], 1):
+        print(f"\n{i}. {opp['ticker']}")
+        print(f"   📝 {opp['title'][:80]}...")
+        print(f"   🏛️  Event: {opp['event_ticker']}")
+
+        # Current market state
+        print(f"   💰 YES: {format_money(opp['yes_bid'])} × {format_money(opp['yes_ask'])} (spread: {format_money(opp['yes_spread'])})")
+        print(f"   💰 NO:  {format_money(opp['no_bid'])} × {format_money(opp['no_ask'])} (spread: {format_money(opp['no_spread'])})")
+
+        # Opportunity details
+        print(f"   📊 Volume: {opp['volume']}, Open Interest: {opp['open_interest']}")
+        print(f"   🎯 Opportunity Score: {opp['opportunity_score']}")
+
+        if opp['opportunity_reasons']:
+            print(f"   ✨ Reasons: {', '.join(opp['opportunity_reasons'])}")
+
+        # Market making suggestions
+        suggestions = []
+
+        if opp['yes_gap'] and opp['yes_bid'] == 0:
+            suggestions.append(f"Place YES bid at 1¢-5¢")
+        elif opp['yes_spread'] >= 3:
+            mid_price = (opp['yes_bid'] + opp['yes_ask']) // 2
+            suggestions.append(f"YES bid: {format_money(mid_price-1)}, ask: {format_money(mid_price+1)}")
+
+        if opp['no_gap'] and opp['no_bid'] == 0:
+            suggestions.append(f"Place NO bid at 1¢-5¢")
+        elif opp['no_spread'] >= 3:
+            mid_price = (opp['no_bid'] + opp['no_ask']) // 2
+            suggestions.append(f"NO bid: {format_money(mid_price-1)}, ask: {format_money(mid_price+1)}")
+
+        if suggestions:
+            print(f"   💡 Suggestions: {' | '.join(suggestions)}")
+
+def save_opportunities_to_file(opportunities, filename="market_opportunities.txt"):
+    """Save opportunities to a text file"""
+    try:
+        with open(filename, 'w') as f:
+            f.write("KALSHI MARKET MAKING OPPORTUNITIES\n")
+            f.write("=" * 50 + "\n\n")
+
+            # Sort by opportunity score
+            sorted_opportunities = sorted(opportunities, key=lambda x: x['opportunity_score'], reverse=True)
+            good_opportunities = [opp for opp in sorted_opportunities if opp['opportunity_score'] > 0]
+
+            for i, opp in enumerate(good_opportunities, 1):
+                f.write(f"{i}. {opp['ticker']}\n")
+                f.write(f"   Title: {opp['title']}\n")
+                f.write(f"   Event: {opp['event_ticker']}\n")
+                f.write(f"   YES: {format_money(opp['yes_bid'])} × {format_money(opp['yes_ask'])} (spread: {format_money(opp['yes_spread'])})\n")
+                f.write(f"   NO:  {format_money(opp['no_bid'])} × {format_money(opp['no_ask'])} (spread: {format_money(opp['no_spread'])})\n")
+                f.write(f"   Volume: {opp['volume']}, Open Interest: {opp['open_interest']}\n")
+                f.write(f"   Opportunity Score: {opp['opportunity_score']}\n")
+                if opp['opportunity_reasons']:
+                    f.write(f"   Reasons: {', '.join(opp['opportunity_reasons'])}\n")
+                f.write("\n")
+
+        print(f"\n💾 Results saved to {filename}")
+    except Exception as e:
+        print(f"❌ Error saving to file: {e}")
+
+def main():
+    """Main function"""
+    print("🔍 KALSHI MARKET SCANNER")
+    print("=" * 40)
+    print("Finding the best market making opportunities...")
+
+    # Setup client
+    client = setup_client()
+    if not client:
+        sys.exit(1)
+
+    print("✅ Connected to Kalshi Production")
+
+    # Scan all markets
+    opportunities = scan_all_markets(client)
+
+    if not opportunities:
+        print("❌ No markets found")
+        sys.exit(1)
+
+    # Display best opportunities
+    display_best_opportunities(opportunities)
+
+    # Save to file
+    save_opportunities_to_file(opportunities)
+
+    print(f"\n💡 Next steps:")
+    print(f"   1. Pick a market with good opportunity score")
+    print(f"   2. Use market_maker.py to place bid/ask orders")
+    print(f"   3. Or use simple_order.py for single orders")
+    print(f"   4. Monitor and adjust your prices")
+
+if __name__ == "__main__":
+    main()