Kalshi歴史データ：価格、結果、オーダーブック＆ダウンロード

import io
import pandas as pd
import requests

def fetch(name):
    r = requests.get(f"https://depthfeed.com/samples/kalshi/{name}", timeout=60)
    r.raise_for_status()
    return io.BytesIO(r.content)

books = pd.read_parquet(fetch("kalshi-sample-books.parquet"))
markets = pd.read_csv(fetch("kalshi-sample-markets.csv"))

books = books[books.yes_prices.str.len().gt(0) & books.no_prices.str.len().gt(0)].copy()
books["best_yes_bid"] = books.yes_prices.apply(max)
books["yes_ask"] = 1 - books.no_prices.apply(max)  # a no bid at p is a yes offer at 1 - p
books["spread"] = books.yes_ask - books.best_yes_bid

print(books.groupby("ticker").spread.median())
print(markets[["ticker", "result", "settled_price"]])

# Markets in one series, with results once settled
curl -s "https://api.depthfeed.com/v3/kalshi/markets?series=KXHIGHNY&limit=5" \
  -H "Authorization: Bearer df_your_key"

# 1-minute candles for one market
curl -s "https://api.depthfeed.com/v3/kalshi/<exact_market_ticker>/candles" \
  -H "Authorization: Bearer df_your_key"

# Recorded yes and no books for the same market
curl -s "https://api.depthfeed.com/v3/kalshi/<exact_market_ticker>/snapshots?include_orderbook=true" \
  -H "Authorization: Bearer df_your_key"