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multi-threading is going to create an issue with shared resources - especially around memory - unless you are passing messages between threads which gets more expensive
multi-threading is going to create an issue with shared resources - especially around memory - unless you are passing messages between threads which gets more expensive
correct - but I am not really understanding your comment - are you saying they should just create a thread for each event/market? That's a pretty big deployment
correct - but I am not really understanding your comment - are you saying they should just create a thread for each event/market? That's a pretty big deployment
hourly stock market indexes have 400 markets. There are some others from time to time that have more than BTC as well.
hourly stock market indexes have 400 markets. There are some others from time to time that have more than BTC as well.
great way to go to jail - self-trading is still illegal - Kalshi handes it for you on your account - you trade on your wife's account then your only contact will be the tear stained letters you exchange behind bars
great way to go to jail - self-trading is still illegal - Kalshi handes it for you on your account - you trade on your wife's account then your only contact will be the tear stained letters you exchange behind bars
not sure - I don't use it - I have WS data if I want it. Also, you note for V1 that you only need that. If you foresee needing more data for a V2+ product then now is the time to start grabbing it
not sure - I don't use it - I have WS data if I want it. Also, you note for V1 that you only need that. If you foresee needing more data for a V2+ product then now is the time to start grabbing it
single or multi-thread? If its single then your issue is that you need to multi-thread. If its multi - then I would start with looking at possible contention issues over accessing shared memory - more threads are not always better
single or multi-thread? If its single then your issue is that you need to multi-thread. If its multi - then I would start with looking at possible contention issues over accessing shared memory - more threads are not always better
closing prices or settlement prices? Settlement will be in the get markets response
closing prices or settlement prices? Settlement will be in the get markets response
It's possible it is an issue on the Kalshi end as well - the message sent seems to indicate it is a backpressure issue (which is not the same as a Kalshi issue). It could be that transformation overhead to push into JSON creates a backlog, but the most obvious cause is backpressure - the unpacking and handoff of a firehose of data like that alone will almost certainly create issues for any language on any infra - even without any extra steps - just because there are no extra steps in code doesn't mean the steps the libraries involved take are overheadless. There are measurements for backpressure at the kernel and socket level but I am guessing no one that assumes they don't have backpressure are doing those.
It's possible it is an issue on the Kalshi end as well - the message sent seems to indicate it is a backpressure issue (which is not the same as a Kalshi issue). It could be that transformation overhead to push into JSON creates a backlog, but the most obvious cause is backpressure - the unpacking and handoff of a firehose of data like that alone will almost certainly create issues for any language on any infra - even without any extra steps - just because there are no extra steps in code doesn't mean the steps the libraries involved take are overheadless. There are measurements for backpressure at the kernel and socket level but I am guessing no one that assumes they don't have backpressure are doing those.
refactor may do a lot - I've found that a refactor had much more effect than faster infra - easy to write a lot of code as you are figuring it out and then not go back to optimize later
refactor may do a lot - I've found that a refactor had much more effect than faster infra - easy to write a lot of code as you are figuring it out and then not go back to optimize later
for me, yes but I was inching there anyway. I don't really see much of an improvement from metal instances over vCPUs though
for me, yes but I was inching there anyway. I don't really see much of an improvement from metal instances over vCPUs though
that has nothing to do with backpressure
that has nothing to do with backpressure
no
no
Yeah - that was a big leap for me
Yeah - that was a big leap for me
25 - its a bit overkill - I could get by with less but I find it is cheaper to pay a little more in infra costs than in the costs of missed trades
25 - its a bit overkill - I could get by with less but I find it is cheaper to pay a little more in infra costs than in the costs of missed trades
I'm not having an issue - granted I have been paranoid about this and have structured everything in such a way to make sure I am good. Also, if Kalshi was having issues, they would have anounced they are deprecating the one channel for all tickers option.
I'm not having an issue - granted I have been paranoid about this and have structured everything in such a way to make sure I am good. Also, if Kalshi was having issues, they would have anounced they are deprecating the one channel for all tickers option.
multiple WS threads subscribed to tickers rather than one to all - likely one to all orderbook deltas will lead to missed updates since your thread won't keep up with the volume
multiple WS threads subscribed to tickers rather than one to all - likely one to all orderbook deltas will lead to missed updates since your thread won't keep up with the volume
One thing I would say that a lot of people miss when starting out is just building out logging on the orderbook WS - if you want to get real tracking of data over time, I would build that out first and start logging the state of the orderbook - its gonna give you the granularity you need. You will want to shard your orderbook WS to make sure you aren't missing messages.
One thing I would say that a lot of people miss when starting out is just building out logging on the orderbook WS - if you want to get real tracking of data over time, I would build that out first and start logging the state of the orderbook - its gonna give you the granularity you need. You will want to shard your orderbook WS to make sure you aren't missing messages.
Can I just add that I am "so shocked" that people are having backpressure when they insisted they didn't when I pointed out they were making assumptions about how backpressure manifests? Just a quick gloat and "told ya so"
Can I just add that I am "so shocked" that people are having backpressure when they insisted they didn't when I pointed out they were making assumptions about how backpressure manifests? Just a quick gloat and "told ya so"
not necessarily the end of the world but you are going to need more raw power and distribute to more threads for some things than others will
not necessarily the end of the world but you are going to need more raw power and distribute to more threads for some things than others will
I don't think number of tickers is a good indicator of backpressure issues. The primary factors are going to be coding language, message velocity (not all tickers are as active as others), and other tasks over one thread. Anyone that is using Python and comparing themselves to others here are gonna find that their capacity simply isn't as much per thread as they see from others.
I don't think number of tickers is a good indicator of backpressure issues. The primary factors are going to be coding language, message velocity (not all tickers are as active as others), and other tasks over one thread. Anyone that is using Python and comparing themselves to others here are gonna find that their capacity simply isn't as much per thread as they see from others.
I bet blocking is an issue - you aren't factoring in that reading the data and posting it to a queue both use up a decent amount of processor time when done at scale. If you are unpacking the messages and then shoving them into a queue you are unpacking them from binary to JSON and then repacking them from JSON to binary. Depending on how your queue is setup, posting to that can be a big drag on performance as well (possibly not with the right setup)
I bet blocking is an issue - you aren't factoring in that reading the data and posting it to a queue both use up a decent amount of processor time when done at scale. If you are unpacking the messages and then shoving them into a queue you are unpacking them from binary to JSON and then repacking them from JSON to binary. Depending on how your queue is setup, posting to that can be a big drag on performance as well (possibly not with the right setup)
I don’t really see noticeable peaks in latency measured off of it when the exchange is laggy. I find WS ping latency to be a better gauge of exchange lag - granted you need to have fast infra on your end to make sure the lag is not you rather than Kalshi
I don’t really see noticeable peaks in latency measured off of it when the exchange is laggy. I find WS ping latency to be a better gauge of exchange lag - granted you need to have fast infra on your end to make sure the lag is not you rather than Kalshi
If it helps, I’ve found the ts supplied isn’t great for measuring lag if that’s what you are using it for
If it helps, I’ve found the ts supplied isn’t great for measuring lag if that’s what you are using it for
maybe - really the error code tells you that you are TOO FAR behind - you won't get it if you are simply behind - backpressure is a weird mess
maybe - really the error code tells you that you are TOO FAR behind - you won't get it if you are simply behind - backpressure is a weird mess
you most likely didn't get an error at all on backpressure unless you were too far behind. My guess would be that they just reduced the buffer size on what they will keep for you and now trigger a kill earlier. Connections being behind creates a lot of overhead for them when done at scale
you most likely didn't get an error at all on backpressure unless you were too far behind. My guess would be that they just reduced the buffer size on what they will keep for you and now trigger a kill earlier. Connections being behind creates a lot of overhead for them when done at scale
Ok, I'll admit, I've had multiple screeds
Ok, I'll admit, I've had multiple screeds
https://discord.com/channels/871819895443189862/927686720990892032/1494430508078334002
https://discord.com/channels/871819895443189862/927686720990892032/1494430508078334002
As to the skipped sequences, you wouldn't get them - backpressure just stops the messages being sent, when they start back up, they are either delayed messages or they send an update as a new snapshot to catch you up - on your end you don't see that it is delayed - they handle all that for you on the server end - I had a long screed about this before - backpressure exists without obvious symptoms.
As to the skipped sequences, you wouldn't get them - backpressure just stops the messages being sent, when they start back up, they are either delayed messages or they send an update as a new snapshot to catch you up - on your end you don't see that it is delayed - they handle all that for you on the server end - I had a long screed about this before - backpressure exists without obvious symptoms.
agree it would be nice to have official documentation on errors.
agree it would be nice to have official documentation on errors.
near impossible - you can approximate it but not know for sure
near impossible - you can approximate it but not know for sure
seems so - if it is that is really nice
seems so - if it is that is really nice
looks a lot like a backpressure issue - you cannot handle the amount of messages it is sending. If so, its nice they send a message since there is no other way to know for sure. Solution: you will likely need to multi-thread, get faster infra, or optimize code that is blocking
looks a lot like a backpressure issue - you cannot handle the amount of messages it is sending. If so, its nice they send a message since there is no other way to know for sure. Solution: you will likely need to multi-thread, get faster infra, or optimize code that is blocking
they will - you probably have 2-3 years before that, but they will see a crackdown - there are enough other opposing interested parties to make opposition bipartisan (assuming the members of one party are allowed to have their own thoughts) - direct regulatory capture can only last so long. I had hoped the prediction market experiment would work but real long term changes do usually require compromise - lack of compromise creates reactive measures on power shifts.
they will - you probably have 2-3 years before that, but they will see a crackdown - there are enough other opposing interested parties to make opposition bipartisan (assuming the members of one party are allowed to have their own thoughts) - direct regulatory capture can only last so long. I had hoped the prediction market experiment would work but real long term changes do usually require compromise - lack of compromise creates reactive measures on power shifts.
Or do this as a side project when you have a job and then eventually quit your job
Or do this as a side project when you have a job and then eventually quit your job
remember - don't discourage mistakes - they make some of us money
remember - don't discourage mistakes - they make some of us money
Not necessarily true - even the most volatile markets have less volatile moments, there are many markets that have specifc volatile moments that can be managed in advance, and there are many markets with rarer volatile moments that. There is a lot of volume available in those instances. Just because your strategy does not fit, does not mean that there are not strategies that can achieve that volume on advanced limits. I will agree that rate limits serve as a limiting factor in volume but it is not an absolutely barring factor. Capital is likely the biggest factor in relation to both volume traded and a need for higher API limits - there are many markets where a couple hundred grand can get snapped up pretty quick. If you arent that well capitalzed then it is likely best to allocate capital to the biggest returns as you build up your overall capital - by the time you are able to spread your wings to less profitable markets then the tiers should start opening to you.
Not necessarily true - even the most volatile markets have less volatile moments, there are many markets that have specifc volatile moments that can be managed in advance, and there are many markets with rarer volatile moments that. There is a lot of volume available in those instances. Just because your strategy does not fit, does not mean that there are not strategies that can achieve that volume on advanced limits. I will agree that rate limits serve as a limiting factor in volume but it is not an absolutely barring factor. Capital is likely the biggest factor in relation to both volume traded and a need for higher API limits - there are many markets where a couple hundred grand can get snapped up pretty quick. If you arent that well capitalzed then it is likely best to allocate capital to the biggest returns as you build up your overall capital - by the time you are able to spread your wings to less profitable markets then the tiers should start opening to you.
I don't plan on having more now but it was an "I'm an idiot" moment when I found it
I don't plan on having more now but it was an "I'm an idiot" moment when I found it
I've never had more than 3k resting orders - but that limitation was due to a bug in my code thats been there for years which I finally found last week
I've never had more than 3k resting orders - but that limitation was due to a bug in my code thats been there for years which I finally found last week
how many did you have? Even then, there was decent volume
how many did you have? Even then, there was decent volume
I always suspected you were the source of all of our woes 😀
I always suspected you were the source of all of our woes 😀
My bet is someone tried to camp a 1 cent no on all MVEs - which would lead to other headaches as well
My bet is someone tried to camp a 1 cent no on all MVEs - which would lead to other headaches as well
Maybe that is one of the causes of certain exchange issues - one user gets their 300k resting orders force cancelled after a single fill drops their cash and that will pretty much stop everything.
Maybe that is one of the causes of certain exchange issues - one user gets their 300k resting orders force cancelled after a single fill drops their cash and that will pretty much stop everything.
I'm assuming they have had issues with spamming by some users - you can still have a lot of resting order volume without having a huge amount of orders - 200k actual orders would clog up the system and would be functionally impossible to manage at anything short of an institutional rate limit.
I'm assuming they have had issues with spamming by some users - you can still have a lot of resting order volume without having a huge amount of orders - 200k actual orders would clog up the system and would be functionally impossible to manage at anything short of an institutional rate limit.
Who's on first
Who's on first
back in the early days of the real v1, markets had both a ticker and an id - you had to use one or the other for specific operations - it was "fun"
back in the early days of the real v1, markets had both a ticker and an id - you had to use one or the other for specific operations - it was "fun"
is the 200k open resting order maximum a new thing? Just saw it perusing the documentation. Not looking to have that many orders outstanding, just curious.
is the 200k open resting order maximum a new thing? Just saw it perusing the documentation. Not looking to have that many orders outstanding, just curious.
more of a v2.v1 - they need v2.v2 - there was a day when the actual v1 was a thing - simpler times
more of a v2.v1 - they need v2.v2 - there was a day when the actual v1 was a thing - simpler times
https://docs.kalshi.com/api-reference/orders/create-order-v2
https://docs.kalshi.com/api-reference/orders/create-order-v2
They really should have required at least one V2 trade to be eligible for the new automatic Advanced grant endpoint.
They really should have required at least one V2 trade to be eligible for the new automatic Advanced grant endpoint.
switch to V2
switch to V2
Kalshi