meisel参与话题 1消息总数 15

whomp 2026-07-08 08:19:22 ↗ Kalshi

Are you saying order books can be entirely invalid for other reasons?

Are you saying order books can be entirely invalid for other reasons?

whomp 2026-07-08 08:06:19 ↗ Kalshi

Thanks!

Thanks!

whomp 2026-07-08 08:05:41 ↗ Kalshi

And maybe don’t crash if a price comes in that doesn’t match the expected price level structure, since a change may be occurring

And maybe don’t crash if a price comes in that doesn’t match the expected price level structure, since a change may be occurring

whomp 2026-07-08 08:04:51 ↗ Kalshi

I see, and it sounds like along with that, there aren’t great guarantees around the ordering of order book updates with respect to the structure change

I see, and it sounds like along with that, there aren’t great guarantees around the ordering of order book updates with respect to the structure change

whomp 2026-07-08 08:03:05 ↗ Kalshi

I assume “no” was in response to my last sentence? Do you have any strategies you can recommend?

I assume “no” was in response to my last sentence? Do you have any strategies you can recommend?

whomp 2026-07-08 07:00:07 ↗ Kalshi

Hi, so I see that we can get updated for `price_level_structure_updated` events, but how can we avoid race conditions between that and the orderbook delta updates that use the old/new price-level structures, especially if they arrive via different subscriptions? E.g., does Kalshi pause trading and wait a reasonable amount of time for people to request a snapshot of the orderbook after the update message is sent?

Hi, so I see that we can get updated for `price_level_structure_updated` events, but how can we avoid race conditions between that and the orderbook delta updates that use the old/new price-level structures, especially if they arrive via different subscriptions? E.g., does Kalshi pause trading and wait a reasonable amount of time for people to request a snapshot of the orderbook after the update message is sent?

whomp 2026-06-20 00:54:44 ↗ Kalshi

I don't understand sequence number gaps in the live delta websocket API. Because that API uses TCP, it seems like sequence number gaps can only happen if there's either: - A bug on Kalshi's end - A bug in my application layer - Kalshi knowingly sending out a message after a gap for some reason The third option seems the most likely, but then, why would Kalshi send a delta at all if it can't be reliably be applied? Why wouldn't it either send full books or an error message like "sorry, we can't send any more updates in that seqnum stream, you'll have to refetch whole books to start applying deltas again"? Do people get value from deltas after seqnum gaps?

I don't understand sequence number gaps in the live delta websocket API. Because that API uses TCP, it seems like sequence number gaps can only happen if there's either: - A bug on Kalshi's end - A bug in my application layer - Kalshi knowingly sending out a message after a gap for some reason The third option seems the most likely, but then, why would Kalshi send a delta at all if it can't be reliably be applied? Why wouldn't it either send full books or an error message like "sorry, we can't send any more updates in that seqnum stream, you'll have to refetch whole books to start applying deltas again"? Do people get value from deltas after seqnum gaps?

meisel 2026-06-16 01:41:47 ↗ Kalshi 社区出现假冒 Kalshi 支持账户诈骗，管理员封禁

I've received invites to chat by like 4 "Kalshi support channel" accounts, including one by you <@1497934052282466485> . They all look like scams? Why would Kalshi have 4 different support accounts

I've received invites to chat by like 4 "Kalshi support channel" accounts, including one by you <@1497934052282466485> . They all look like scams? Why would Kalshi have 4 different support accounts

meisel 2026-06-16 01:32:39 ↗ Kalshi

Do you know what DC they use at least? Is it AWS?

Do you know what DC they use at least? Is it AWS?

meisel 2026-06-16 00:45:14 ↗ Kalshi

I do plan to use WebSockets, but I also want to minimize latency due to being farther away from the DC

I do plan to use WebSockets, but I also want to minimize latency due to being farther away from the DC

meisel 2026-06-16 00:38:51 ↗ Kalshi

Hi, how can I minimize my latency to Kalshi? E.g., is there a specific data center they operate in that I can get a VPS in?

Hi, how can I minimize my latency to Kalshi? E.g., is there a specific data center they operate in that I can get a VPS in?

meisel 2026-06-15 07:45:15 ↗ Kalshi

If you mean Kalshi’s own historical data API, it does not have all the same data

If you mean Kalshi’s own historical data API, it does not have all the same data

meisel 2026-06-15 07:40:49 ↗ Kalshi

Well, hopefully it’d have an API for me to pick and choose 🙂

Well, hopefully it’d have an API for me to pick and choose 🙂

meisel 2026-06-15 07:28:59 ↗ Kalshi

Thanks. Yeah it seems to be fairly pricey and not sure if it includes full deltas

Thanks. Yeah it seems to be fairly pricey and not sure if it includes full deltas

meisel 2026-06-15 06:27:48 ↗ Kalshi

Hi, are there any third-party providers for all possible Kalshi historical data? As in, all the deltas from streaming Kalshi updates across all the bets, for as far back as possible.

Hi, are there any third-party providers for all possible Kalshi historical data? As in, all the deltas from streaming Kalshi updates across all the bets, for as far back as possible.