Kalshi WebSockets

https://docs.kalshi.com/websockets/
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### RFQ Created message payload

Source: https://docs.kalshi.com/websockets/communications

Example JSON payload for the rfq_created message. Sent when an RFQ is created. Requires authentication. Market specification is ignored. By default, RFQ events are sent for all users; set user_filter to "self" to receive only your own RFQs.

```json
{  
  "type": "rfq_created",  
  "sending_ts_ms": 1669149841234,  
  "sid": 15,  
  "seq": 11,  
  "msg": {  
    "id": "rfq_123",  
    "creator_id": "43fc3733603f4830a8c3b2986011a5f78d67b03b473dbfd3a3847abd85b63a51",  
    "market_ticker": "FED-23DEC-T3.00",  
    "event_ticker": "FED-23DEC",  
    "contracts_fp": "100.00",  
    "created_ts": "2024-12-01T10:00:00Z"  
  }  
}
```

--------------------------------

### Quote Accepted message payload

Source: https://docs.kalshi.com/websockets/communications

Example JSON payload for the quote_accepted message. Sent when a quote is accepted. Requires authentication. Quote events are only sent if you created the quote or the RFQ.

```json
{  
  "type": "quote_accepted",  
  "sending_ts_ms": 1669149841234,  
  "sid": 15,  
  "seq": 14,  
  "msg": {  
    "quote_id": "quote_456",  
    "rfq_id": "rfq_123",  
    "quote_creator_id": "comm_def456",  
    "rfq_creator_id": "comm_abc123",  
    "market_ticker": "FED-23DEC-T3.00",  
    "event_ticker": "FED-23DEC",  
    "yes_bid_dollars": "0.3500",  
    "no_bid_dollars": "0.6500",  
    "accepted_side": "yes",  
    "contracts_accepted_fp": "50.00",  
    "yes_contracts_offered_fp": "100.00",  
    "no_contracts_offered_fp": "200.00",  
    "rfq_target_cost_dollars": "0.3500",  
    "subaccount": 3  
  }  
}
```

--------------------------------

### Pong (Client to Server)

Source: https://docs.kalshi.com/websockets/connection-keep-alive

Client replies to a Ping from Kalshi with a Pong frame (0xA). The message body is an empty string.

```APIDOC
## Pong (Client to Server)

### Description
Client replies to a Ping from Kalshi with a Pong frame (0xA).

### Message
Pong

### Direction
Client to Server

### Frame Type
0xA

### Message Body
- **type** (string) - Required - Empty string.

### Example
```
""
```
```

--------------------------------

### Quote Created message payload

Source: https://docs.kalshi.com/websockets/communications

Example JSON payload for the quote_created message. Sent when a quote is created on an RFQ. Requires authentication. Quote events are only sent if you created the quote or the RFQ.

```json
{  
  "type": "quote_created",  
  "sending_ts_ms": 1669149841234,  
  "sid": 15,  
  "seq": 13,  
  "msg": {  
    "quote_id": "quote_456",  
    "rfq_id": "rfq_123",  
    "quote_creator_id": "comm_def456",  
    "rfq_creator_id": "comm_abc123",  
    "market_ticker": "FED-23DEC-T3.00",  
    "event_ticker": "FED-23DEC",  
    "yes_bid_dollars": "0.3500",  
    "no_bid_dollars": "0.6500",  
    "yes_contracts_offered_fp": "100.00",  
    "no_contracts_offered_fp": "200.00",  
    "rfq_target_cost_dollars": "0.3500",  
    "created_ts": "2024-12-01T10:02:00Z",  
    "subaccount": 3  
  }  
}
```

--------------------------------

### Pong (Server to Client)

Source: https://docs.kalshi.com/websockets/connection-keep-alive

Kalshi responds to a client Ping with a Pong frame (0xA). The message body is an empty string.

```APIDOC
## Pong (Server to Client)

### Description
Kalshi responds to a client Ping with a Pong frame (0xA).

### Message
Pong

### Direction
Server to Client

### Frame Type
0xA

### Message Body
- **type** (string) - Required - Empty string.

### Example
```
""
```
```

--------------------------------

### Enable All Underlyings Mode

Source: https://docs.kalshi.com/websockets/pyth-value

Use this command to receive all available underlyings by setting underlying_tickers to ["all"]. While all-mode is enabled, removing an individual ticker does not exclude it; send unsubscribe_underlyings with ["all"] to disable.

```json
{
  "id": 5,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "subscribe_underlyings",
    "underlying_tickers": ["all"]
  }
}
```

--------------------------------

### RFQ Deleted message payload

Source: https://docs.kalshi.com/websockets/communications

Example JSON payload for the rfq_deleted message. Sent when an RFQ is deleted. Requires authentication. By default, RFQ events are sent for all users; set user_filter to "self" to receive only your own RFQs.

```json
{  
  "type": "rfq_deleted",  
  "sending_ts_ms": 1669149841234,  
  "sid": 15,  
  "seq": 12,  
  "msg": {  
    "id": "rfq_123",  
    "creator_id": "comm_abc123",  
    "market_ticker": "FED-23DEC-T3.00",  
    "event_ticker": "FED-23DEC",  
    "contracts_fp": "100.00",  
    "target_cost_dollars": "0.3500",  
    "deleted_ts": "2024-12-01T10:05:00Z"  
  }  
}
```

--------------------------------

### Discover available indices with update_subscription indexlist

Source: https://docs.kalshi.com/websockets/cfbenchmarks-value

Send this after the subscribed response to discover available index IDs. Replace sid: 1 with the subscription ID returned by the server. The server replies with a cfbenchmarks_value_indexlist message containing the available index IDs in msg.index_ids.

```json
{
  "id": 2,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "indexlist"
  }
}
```

--------------------------------

### Quote Executed message payload

Source: https://docs.kalshi.com/websockets/communications

Example JSON payload for the quote_executed message. Sent when a quote is executed and orders are placed. Requires authentication. Quote events are only sent if you created the quote or the RFQ. Use client_order_id to correlate fill messages with quotes.

```json
{  
  "type": "quote_executed",  
  "sending_ts_ms": 1669149841234,  
  "sid": 15,  
  "seq": 15,  
  "msg": {  
    "quote_id": "quote_456",  
    "rfq_id": "rfq_123",  
    "quote_creator_id": "a1b2c3d4e5f6...",  
    "rfq_creator_id": "f6e5d4c3b2a1...",  
    "order_id": "order_789",  
    "client_order_id": "my_client_order_123",  
    "market_ticker": "FED-23DEC-T3.00",  
    "executed_ts": "2024-12-01T10:05:00Z",  
    "subaccount": 3  
  }  
}
```

--------------------------------

### List Subscriptions Command

Source: https://docs.kalshi.com/websockets/websocket-connection

Lists all active subscriptions. The 'id' is a client-generated request identifier.

```json
{  
  "id": 3,  
  "cmd": "list_subscriptions"  
}
```

--------------------------------

### update_subscription (indexlist)

Source: https://docs.kalshi.com/websockets/cfbenchmarks-value

Sends an update_subscription command with action "indexlist" to discover available index IDs. The server replies with a cfbenchmarks_value_indexlist message containing the available index IDs without modifying the subscription.

```APIDOC
## update_subscription (indexlist)

### Description
Sends an update_subscription command with action "indexlist" to discover available index IDs. The server replies with a cfbenchmarks_value_indexlist message containing the available index IDs without modifying the subscription.

### Method
update_subscription

### Endpoint
WebSocket command: update_subscription

### Parameters
#### Request Body
- **id** (number) - Required - Request identifier
- **cmd** (string) - Required - Must be "update_subscription"
- **params.sid** (number) - Required - Subscription ID returned by the server
- **params.action** (string) - Required - Must be "indexlist"

### Request Example
{
  "id": 2,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "indexlist"
  }
}

### Response
#### Success Response
- **cfbenchmarks_value_indexlist** - Contains available index IDs in msg.index_ids.

#### Response Example
(Not provided in source)
```

--------------------------------

### List Subscriptions Command

Source: https://docs.kalshi.com/websockets/websocket-connection

List all active subscriptions. This command is sent by the client to retrieve the current subscriptions.

```APIDOC
## List Subscriptions Command

### Description
List all active subscriptions.

### Method
Send

### Endpoint
WebSocket

### Parameters
#### Request Body
- **type** (object) - Required - The command object with properties for listing subscriptions.

### Request Example
```json
{
  "type": "list_subscriptions"
}
```

### Response
#### Success Response (200)
- **List Subscriptions Response** (object) - Response containing all active subscriptions.

#### Response Example
```json
{
  "id": 3,
  "type": "ok",
  "sending_ts_ms": 1669149841234,
  "msg": [
    {
      "channel": "orderbook_delta",
      "sid": 1
    },
    {
      "channel": "ticker",
      "sid": 2
    },
    {
      "channel": "fill",
      "sid": 3
    }
  ]
}
```
```

--------------------------------

### Update Subscription - CF Benchmarks Indices

Source: https://docs.kalshi.com/websockets/websocket-connection

Updates a subscription to use CF Benchmarks indices. The 'action' is 'indexlist'.

```json
{  
  "id": 2,  
  "cmd": "update_subscription",  
  "params": {  
    "sid": 1,  
    "action": "indexlist"  
  }  
}
```

--------------------------------

### Subscribe Command

Source: https://docs.kalshi.com/websockets/websocket-connection

Subscribe to one or more channels. This command is sent by the client to initiate a subscription.

```APIDOC
## Subscribe Command

### Description
Subscribe to one or more channels.

### Method
Send

### Endpoint
WebSocket

### Parameters
#### Request Body
- **type** (object) - Required - The command object with properties for subscription.

### Request Example
```json
{
  "type": "subscribe",
  "channels": ["orderbook_delta", "ticker"]
}
```

### Response
#### Success Response (200)
- **Subscribed Response** (object) - Confirmation that subscription was successful.

#### Response Example
```json
{
  "id": 123,
  "type": "subscribed",
  "sending_ts_ms": 1669149841234,
  "msg": {
    "sid": 1,
    "channel": "orderbook_delta"
  }
}
```
```

--------------------------------

### Subscribe to cfbenchmarks_value_5hz

Source: https://docs.kalshi.com/websockets/cfbenchmarks-value-5hz

Subscribe to the CF Benchmarks 5Hz value feed. Optionally seed index_ids to receive value updates immediately. A successful subscribe returns a 'subscribed' response with the assigned sid.

```APIDOC
## [WSS] cfbenchmarks_value_5hz

### Description
Subscribe to the CF Benchmarks 5Hz value feed to receive real-time index value updates at up to 5 updates per second. Requires authentication. Optionally seed `index_ids` to receive value updates immediately.

### Method
WebSocket subscribe

### Endpoint
WSS: cfbenchmarks_value_5hz

### Parameters
#### Request Body
- **index_ids** (array of strings) - Optional - CF Benchmarks index IDs to track, e.g., `["BRTI", "ETHUSD_RTI"]`. Use `["all"]` to receive every index available on this channel. If omitted, no value events flow until indices are added later.
- **market_ticker** / **market_tickers** / **market_id** / **market_ids** - Not supported for this channel.

### Request Example
{
  "action": "subscribe",
  "channel": "cfbenchmarks_value_5hz",
  "index_ids": ["BRTI", "ETHUSD_RTI"]
}

### Response
#### Success Response
- **type** (string) - "subscribed"
- **sid** (integer) - Subscription ID assigned to the stream

#### Response Example
{
  "type": "subscribed",
  "sid": 1
}

### Error Handling
- Missing `index_ids` for `subscribe_indices`/`unsubscribe_indices` returns an `error` with `code: 24` ("Index IDs required").
- Unsupported actions return a standard websocket `error`.
```

--------------------------------

### Update Subscription - Single SID Format

Source: https://docs.kalshi.com/websockets/websocket-connection

Updates a subscription using a single 'sid' instead of an array. The 'action' is 'add_markets'.

```json
{  
  "id": 126,  
  "cmd": "update_subscription",  
  "params": {  
    "sid": 456,  
    "market_tickers": [  
      "NEW-MARKET-3",  
      "NEW-MARKET-4"  
    ],  
    "action": "add_markets"  
  }  
}
```

--------------------------------

### Ping (Client to Server)

Source: https://docs.kalshi.com/websockets/connection-keep-alive

Client sends a Ping frame (0x9) to elicit a Pong response from Kalshi. The message body is an empty string.

```APIDOC
## Ping (Client to Server)

### Description
Client sends a Ping frame (0x9) to elicit a Pong response from Kalshi.

### Message
Ping

### Direction
Client to Server

### Frame Type
0x9

### Message Body
- **type** (string) - Required - Empty string.

### Example
```
""
```

### Response
Kalshi responds with a Pong frame (0xA).
```

--------------------------------

### Ping (Server to Client)

Source: https://docs.kalshi.com/websockets/connection-keep-alive

Kalshi sends a Ping frame (0x9) with body 'heartbeat' every 10 seconds to elicit a Pong response from the client.

```APIDOC
## Ping (Server to Client)

### Description
Kalshi sends a Ping frame (0x9) with body 'heartbeat' every 10 seconds to elicit a Pong response from the client.

### Message
Ping

### Direction
Server to Client

### Frame Type
0x9

### Message Body
- **type** (string) - Required - Value: "heartbeat".

### Example
```
"heartbeat"
```

### Response
Client should respond with a Pong frame (0xA).
```

--------------------------------

### OK Response

Source: https://docs.kalshi.com/websockets/websocket-connection

Generic success response. Contains the subscription ID (sid), sequence number (seq), and a message with market tickers.

```json
{  
  "id": 123,  
  "sid": 456,  
  "seq": 222,  
  "type": "ok",  
  "sending_ts_ms": 1669149841234,  
  "msg": {  
    "market_tickers": [  
      "MARKET-1",  
      "MARKET-2",  
      "MARKET-3"  
    ]  
  }  
}
```

--------------------------------

### multivariate_market_lifecycle

Source: https://docs.kalshi.com/websockets/multivariate-market-and-event-lifecycle

WebSocket message for multivariate market lifecycle events, including creation, activation, deactivation, close date changes, determination, and settlement.

```APIDOC
## WebSocket Message: multivariate_market_lifecycle

### Description
Multivariate market lifecycle events (created, activated, deactivated, close_date_updated, determined, settled).

### Message Type
multivariate_market_lifecycle

### Message Schema
- **type** (string) - The message type, always "multivariate_market_lifecycle".
- **sending_ts_ms** (integer) - Timestamp when the message was sent, in milliseconds.
- **sid** (integer) - Subscription identifier.
- **seq** (integer) - Sequence number of the message.
- **msg** (object) - The message payload.
  - **market_ticker** (string) - The ticker of the market.
  - **exchange_index** (integer) - The exchange index.
  - **open_ts** (integer) - The opening timestamp of the market.
  - **close_ts** (integer) - The closing timestamp of the market.
  - **additional_metadata** (object) - Additional metadata for the market.
    - **name** (string) - The name of the market.
    - **title** (string) - The title of the market.
    - **yes_sub_title** (string) - The subtitle for the YES outcome.
    - **no_sub_title** (string) - The subtitle for the NO outcome.
    - **rules_primary** (string) - Primary rules for the market.
    - **rules_secondary** (string) - Secondary rules for the market.
    - **can_close_early** (boolean) - Whether the market can close early.
    - **event_ticker** (string) - The ticker of the associated event.
    - **expected_expiration_ts** (integer) - The expected expiration timestamp.
  - **event_type** (string) - The lifecycle event type (e.g., "created").

### Example Message
```json
{
  "type": "multivariate_market_lifecycle",
  "sending_ts_ms": 1669149841234,
  "sid": 14,
  "seq": 7,
  "msg": {
    "market_ticker": "KXMVE-TEST-EVENT-M1",
    "exchange_index": 0,
    "open_ts": 1773936000,
    "close_ts": 1774022400,
    "additional_metadata": {
      "name": "MVE One",
      "title": "Market 1",
      "yes_sub_title": "YES 1",
      "no_sub_title": "NO 1",
      "rules_primary": "Rule 1",
      "rules_secondary": "Rule 2",
      "can_close_early": true,
      "event_ticker": "KXMVE-TEST-EVENT",
      "expected_expiration_ts": 1774029600
    },
    "event_type": "created"
  }
}
```
```

--------------------------------

### WSS User Fills

Source: https://docs.kalshi.com/websockets/user-fills

This WebSocket channel provides real-time fill notifications for your orders. It requires authentication and can be filtered by market ticker(s). Updates are sent immediately when your orders are filled.

```APIDOC
## [WSS] User Fills

### Description
This WebSocket channel provides real-time fill notifications for your orders. It requires authentication and can be filtered by market ticker(s). Updates are sent immediately when your orders are filled.

### Method
WSS

### Endpoint
User Fills (WebSocket channel)

### Parameters
#### Query Parameters
- **market_ticker** (string) - Optional - Filter to receive fills for a specific market.
- **market_tickers** (array of strings) - Optional - Filter to receive fills for multiple markets. Omit to receive all your fills.

### Subscription Management
Supports `update_subscription` with `add_markets` / `delete_markets` to modify the subscribed markets.

### Message
#### Fill Update
- **type** (string) - Always "fill".
- **sending_ts_ms** (integer) - Timestamp in milliseconds when the message was sent.
- **sid** (integer) - Subscription identifier.
- **msg** (object) - Fill details.
  - **trade_id** (string) - Unique identifier for the trade.
  - **order_id** (string) - Identifier of the order that was filled.
  - **client_order_id** (string) - Client-provided order identifier.
  - **market_ticker** (string) - Ticker of the market.
  - **exchange_index** (integer) - Exchange index.
  - **is_taker** (boolean) - Whether the order was the taker.
  - **side** (string) - Side of the order (e.g., "yes").
  - **yes_price_dollars** (string) - Price in dollars for the yes side.
  - **count_fp** (string) - Number of contracts filled (fixed point).
  - **fee_cost** (string) - Fee cost in dollars.
  - **action** (string) - Action (e.g., "buy").
  - **ts** (integer) - Timestamp in seconds.
  - **ts_ms** (integer) - Timestamp in milliseconds.
  - **post_position_fp** (string) - Position after the fill (fixed point).
  - **purchased_side** (string) - Side purchased (e.g., "yes").
  - **outcome_side** (string) - Outcome side (e.g., "yes").
  - **book_side** (string) - Book side (e.g., "bid").
  - **subaccount** (integer) - Subaccount identifier.

### Example Message
```json
{
  "type": "fill",
  "sending_ts_ms": 1671899397123,
  "sid": 13,
  "msg": {
    "trade_id": "d91bc706-ee49-470d-82d8-11418bda6fed",
    "order_id": "ee587a1c-8b87-4dcf-b721-9f6f790619fa",
    "client_order_id": "my-order-1",
    "market_ticker": "HIGHNY-22DEC23-B53.5",
    "exchange_index": 2,
    "is_taker": true,
    "side": "yes",
    "yes_price_dollars": "0.7500",
    "count_fp": "278.00",
    "fee_cost": "0.010000",
    "action": "buy",
    "ts": 1671899397,
    "ts_ms": 1671899397000,
    "post_position_fp": "500.00",
    "purchased_side": "yes",
    "outcome_side": "yes",
    "book_side": "bid",
    "subaccount": 3
  }
}
```

### Authentication
API key authentication is required for WebSocket connections. The API key should be provided during the WebSocket handshake.
```

--------------------------------

### List Subscriptions Response

Source: https://docs.kalshi.com/websockets/websocket-connection

Response to a list_subscriptions command. Contains an array of active subscriptions with their channel and sid.

```json
{  
  "id": 3,  
  "type": "ok",  
  "sending_ts_ms": 1669149841234,  
  "msg": [  
    {  
      "channel": "orderbook_delta",  
      "sid": 1  
    },  
    {  
      "channel": "ticker",  
      "sid": 2  
    },  
    {  
      "channel": "fill",  
      "sid": 3  
    }  
  ]  
}
```

--------------------------------

### WSS /communications

Source: https://docs.kalshi.com/websockets/communications

WebSocket endpoint for real-time RFQ and quote notifications. Requires authentication. Supports optional sharding and user filtering.

```APIDOC
## WSS /communications

### Description
Real-time Request for Quote (RFQ) and quote notifications. Requires authentication. Market specification is ignored. Optional sharding for fanout control: `shard_factor` (1-100) and `shard_key` (`0 <= key < shard_factor`). RFQ events (RFQCreated, RFQDeleted) are sent for all users by default; set `user_filter: "self"` to receive only RFQs you created. Quote events (QuoteCreated, QuoteAccepted, QuoteExecuted) are only sent if you created the quote OR you created the RFQ.

### Method
WSS

### Endpoint
/communications

### Authentication
API key authentication required for WebSocket connections. The API key should be provided during the WebSocket handshake.

### Parameters
#### Query Parameters
- **shard_factor** (integer) - Optional - Sharding factor (1-100) for fanout control.
- **shard_key** (integer) - Optional - Shard key, must satisfy `0 <= key < shard_factor`.
- **user_filter** (string) - Optional - Set to "self" to receive only RFQs you created. Omitted or empty keeps the default (all RFQs).

### Messages
#### RFQ Created
Notification when an RFQ is created.

Example:
```json
{
  "type": "rfq_created",
  "sending_ts_ms": 1669149841234,
  "sid": 15,
  "seq": 11,
  "msg": {
    "id": "rfq_123",
    "creator_id": "43fc3733603f4830a8c3b2986011a5f78d67b03b473dbfd3a3847abd85b63a51",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "contracts_fp": "100.00",
    "created_ts": "2024-12-01T10:00:00Z"
  }
}
```

#### RFQ Deleted
Notification when an RFQ is deleted.

Example:
```json
{
  "type": "rfq_deleted",
  "sending_ts_ms": 1669149841234,
  "sid": 15,
  "seq": 12,
  "msg": {
    "id": "rfq_123",
    "creator_id": "comm_abc123",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "contracts_fp": "100.00",
    "target_cost_dollars": "0.3500",
    "deleted_ts": "2024-12-01T10:05:00Z"
  }
}
```

#### Quote Created
Notification when a quote is created on an RFQ.

Example:
```json
{
  "type": "quote_created",
  "sending_ts_ms": 1669149841234,
  "sid": 15,
  "seq": 13,
  "msg": {
    "quote_id": "quote_456",
    "rfq_id": "rfq_123",
    "quote_creator_id": "comm_def456",
    "rfq_creator_id": "comm_abc123",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "yes_bid_dollars": "0.3500",
    "no_bid_dollars": "0.6500",
    "yes_contracts_offered_fp": "100.00",
    "no_contracts_offered_fp": "200.00",
    "rfq_target_cost_dollars": "0.3500",
    "created_ts": "2024-12-01T10:02:00Z",
    "subaccount": 3
  }
}
```

#### Quote Accepted
Notification when a quote is accepted.

Example:
```json
{
  "type": "quote_accepted",
  "sending_ts_ms": 1669149841234,
  "sid": 15,
  "seq": 14,
  "msg": {
    "quote_id": "quote_456",
    "rfq_id": "rfq_123",
    "quote_creator_id": "comm_def456",
    "rfq_creator_id": "comm_abc123",
    "market_ticker": "FED-23DEC-T3.00",
    "event_ticker": "FED-23DEC",
    "yes_bid_dollars": "0.3500",
    "no_bid_dollars": "0.6500",
    "accepted_side": "yes",
    "contracts_accepted_fp": "50.00",
    "yes_contracts_offered_fp": "100.00",
    "no_contracts_offered_fp": "200.00",
    "rfq_target_cost_dollars": "0.3500",
    "subaccount": 3
  }
}
```

#### Quote Executed
Notification when a quote is executed and orders are placed.

Example:
```json
{
  "type": "quote_executed",
  "sending_ts_ms": 1669149841234,
  "sid": 15,
  "seq": 15,
  "msg": {
    "quote_id": "quote_456",
    "rfq_id": "rfq_123",
    "quote_creator_id": "a1b2c3d4e5f6...",
    "rfq_creator_id": "f6e5d4c3b2a1...",
    "order_id": "order_789",
    "client_order_id": "my_client_order_123",
    "market_ticker": "FED-23DEC-T3.00",
    "executed_ts": "2024-12-01T10:05:00Z",
    "subaccount": 3
  }
}
```
```

--------------------------------

### Update Subscription - Add Markets

Source: https://docs.kalshi.com/websockets/websocket-connection

Adds markets to an existing subscription identified by 'sids'. The 'action' field is set to 'add_markets'.

```json
{  
  "id": 124,  
  "cmd": "update_subscription",  
  "params": {  
    "sids": [  
      456  
    ],  
    "market_tickers": [  
      "NEW-MARKET-1",  
      "NEW-MARKET-2"  
    ],  
    "action": "add_markets"  
  }  
}
```

--------------------------------

### subscribe

Source: https://docs.kalshi.com/websockets/cfbenchmarks-value

Subscribes to the cfbenchmarks_value channel, optionally seeding index_ids. A successful subscribe returns a subscribed response with the assigned sid.

```APIDOC
## subscribe

### Description
Subscribes to the cfbenchmarks_value channel, optionally seeding index_ids. A successful subscribe returns a subscribed response with the assigned sid.

### Method
subscribe

### Endpoint
WebSocket command: subscribe

### Parameters
#### Request Body
- **id** (number) - Required - Request identifier
- **cmd** (string) - Required - Must be "subscribe"
- **params.channels** (array of strings) - Required - Must include "cfbenchmarks_value"
- **params.index_ids** (array of strings) - Optional - CF Benchmarks index IDs to subscribe to, e.g., ["BRTI", "ETHUSD_RTI"]. Use ["all"] to receive every available index.

### Request Example
{
  "id": 1,
  "cmd": "subscribe",
  "params": {
    "channels": ["cfbenchmarks_value"],
    "index_ids": ["BNBUSD_RTI", "HYPEUSD_RTI", "SHIBUSD_RTI"]
  }
}

### Response
#### Success Response
- **subscribed** - Confirms subscription with assigned sid.

#### Response Example
(Not provided in source)
```

--------------------------------

### Subscribe to cfbenchmarks_value with index_ids

Source: https://docs.kalshi.com/websockets/cfbenchmarks-value

Subscribe to the cfbenchmarks_value channel with a list of index IDs. The server returns a subscribed response with the assigned sid.

```json
{
  "id": 1,
  "cmd": "subscribe",
  "params": {
    "channels": ["cfbenchmarks_value"],
    "index_ids": ["BNBUSD_RTI", "HYPEUSD_RTI", "SHIBUSD_RTI"]
  }
}
```

--------------------------------

### Update Subscription - Pyth Underlyings

Source: https://docs.kalshi.com/websockets/websocket-connection

Updates a subscription to use Pyth underlyings. The 'action' is 'underlying_list'.

```json
{  
  "id": 2,  
  "cmd": "update_subscription",  
  "params": {  
    "sid": 1,  
    "action": "underlying_list"  
  }  
}
```

--------------------------------

### update_subscription (add_markets)

Source: https://docs.kalshi.com/websockets/websocket-connection

Add markets to an existing subscription.

```APIDOC
## Update Subscription - Add Markets

### Description
Adds markets to an existing subscription.

### Command
update_subscription

### Parameters
#### Params
- **sids** (array of integers) - Required - List of subscription IDs to update.
- **market_tickers** (array of strings) - Required - List of market tickers to add.
- **action** (string) - Required - Must be "add_markets".

### Request Example
{
  "id": 124,
  "cmd": "update_subscription",
  "params": {
    "sids": [
      456
    ],
    "market_tickers": [
      "NEW-MARKET-1",
      "NEW-MARKET-2"
    ],
    "action": "add_markets"
  }
}
```

--------------------------------

### update_subscription (indexlist)

Source: https://docs.kalshi.com/websockets/websocket-connection

Update a subscription to use CF Benchmarks indices.

```APIDOC
## Update Subscription - CF Benchmarks Indices

### Description
Updates a subscription to use CF Benchmarks indices.

### Command
update_subscription

### Parameters
#### Params
- **sid** (integer) - Required - The subscription ID to update.
- **action** (string) - Required - Must be "indexlist".

### Request Example
{
  "id": 2,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "indexlist"
  }
}
```

--------------------------------

### Receive CF Benchmarks 5Hz Index List

Source: https://docs.kalshi.com/websockets/cfbenchmarks-value-5hz

Message received in response to an indexlist action, containing the index IDs recently observed on the 5Hz stream.

```APIDOC
## [WSS] Receive CF Benchmarks 5Hz Index List

### Description
The index IDs recently observed on the 5Hz stream, sent in response to an `indexlist` action.

### Message Type
`cfbenchmarks_value_5hz_indexlist`

### Message Fields
- **type** (string) - "cfbenchmarks_value_5hz_indexlist"
- **sending_ts_ms** (integer) - Timestamp when the message was sent, in milliseconds.
- **id** (integer) - Message ID.
- **sid** (integer) - Subscription ID.
- **seq** (integer) - Sequence number.
- **msg** (object) - Contains the index list.
  - **index_ids** (array of strings) - List of CF Benchmarks index IDs.

### Example Message
{
  "type": "cfbenchmarks_value_5hz_indexlist",
  "sending_ts_ms": 1669149841234,
  "id": 2,
  "sid": 1,
  "seq": 1,
  "msg": {
    "index_ids": ["BRTI", "ETHUSD_RTI"]
  }
}
```

--------------------------------

### WSS user_orders

Source: https://docs.kalshi.com/websockets/user-orders

WebSocket subscription for real-time user order updates. Requires authentication and supports optional market filtering.

```APIDOC
## WSS user_orders

### Description
Real-time order created and updated notifications for the authenticated user. Requires authentication. Market specification is optional via `market_tickers`; omit to receive all orders. Supports `update_subscription` with `add_markets` / `delete_markets` actions. Updates are sent when your orders are created, filled, canceled, or otherwise updated.

### Method
WebSocket

### Endpoint
`user_orders`

### Authentication
API key authentication required for WebSocket connections. The API key should be provided during the WebSocket handshake.

### Parameters
#### Query Parameters
- `market_tickers` (string) - Optional - Market specification; omit to receive all orders.

### Subscription Updates
- `update_subscription` with `add_markets` / `delete_markets` actions.

### Message
#### User Order Update
- `type` (string) - Message type, e.g., `"user_order"`.
- `sending_ts_ms` (integer) - Timestamp when the message was sent, in milliseconds.
- `sid` (integer) - Subscription identifier.
- `msg` (object) - Order update details.
  - `order_id` (string) - Unique order identifier.
  - `user_id` (string) - User identifier.
  - `ticker` (string) - Market ticker.
  - `exchange_index` (integer) - Exchange index.
  - `status` (string) - Order status, e.g., `"resting"`.
  - `side` (string) - Order side, e.g., `"yes"`.
  - `is_yes` (boolean) - Whether the order is for the yes outcome.
  - `outcome_side` (string) - Outcome side, e.g., `"yes"`.
  - `book_side` (string) - Book side, e.g., `"bid"`.
  - `yes_price_dollars` (string) - Price in dollars for yes outcome.
  - `fill_count_fp` (string) - Filled quantity in fixed-point.
  - `remaining_count_fp` (string) - Remaining quantity in fixed-point.
  - `initial_count_fp` (string) - Initial quantity in fixed-point.
  - `taker_fill_cost_dollars` (string) - Taker fill cost in dollars.
  - `maker_fill_cost_dollars` (string) - Maker fill cost in dollars.
  - `taker_fees_dollars` (string) - Taker fees in dollars.
  - `maker_fees_dollars` (string) - Maker fees in dollars.
  - `client_order_id` (string) - Client-provided order identifier.
  - `order_group_id` (string) - Order group identifier.
  - `self_trade_prevention_type` (string) - Self-trade prevention type.
  - `created_time` (string) - Order creation time in ISO 8601 format.
  - `created_ts_ms` (integer) - Order creation timestamp in milliseconds.
  - `expiration_time` (string) - Order expiration time in ISO 8601 format.
  - `expiration_ts_ms` (integer) - Order expiration timestamp in milliseconds.
  - `subaccount_number` (integer) - Subaccount number.

### Message Example
```json
{
  "type": "user_order",
  "sending_ts_ms": 1669149841234,
  "sid": 22,
  "msg": {
    "order_id": "ee587a1c-8b87-4dcf-b721-9f6f790619fa",
    "user_id": "a1b2c3d4-e5f6-7890-abcd-ef1234567890",
    "ticker": "FED-23DEC-T3.00",
    "exchange_index": 2,
    "status": "resting",
    "side": "yes",
    "is_yes": true,
    "outcome_side": "yes",
    "book_side": "bid",
    "yes_price_dollars": "0.3500",
    "fill_count_fp": "0.00",
    "remaining_count_fp": "10.00",
    "initial_count_fp": "10.00",
    "taker_fill_cost_dollars": "0.000000",
    "maker_fill_cost_dollars": "0.000000",
    "taker_fees_dollars": "0.000000",
    "maker_fees_dollars": "0.000000",
    "client_order_id": "my-order-1",
    "order_group_id": "og_123",
    "self_trade_prevention_type": "taker_at_cross",
    "created_time": "2024-12-01T10:00:00Z",
    "created_ts_ms": 1733047200000,
    "expiration_time": "2024-12-01T11:00:00Z",
    "expiration_ts_ms": 1733050800000,
    "subaccount_number": 0
  }
}
```
```

--------------------------------

### Subscribe to Pyth Value with Underlying Tickers

Source: https://docs.kalshi.com/websockets/pyth-value

Use this command to subscribe to the pyth_value channel with specific underlying tickers (gold, oil, natural gas). The response includes a 'subscribed' message with an assigned sid to use in subsequent commands.

```json
{
  "id": 1,
  "cmd": "subscribe",
  "params": {
    "channels": ["pyth_value"],
    "underlying_tickers": [
      "Metal.XAU/USD",
      "Commodities.Index.PYTHOIL/USD",
      "Commodities.Index.NATGAS/USD"
    ]
  }
}
```

--------------------------------

### event_lifecycle

Source: https://docs.kalshi.com/websockets/multivariate-market-and-event-lifecycle

WebSocket message for event lifecycle notifications, including event creation.

```APIDOC
## WebSocket Message: event_lifecycle

### Description
Event creation notification.

### Message Type
event_lifecycle

### Message Schema
- **type** (string) - The message type, always "event_lifecycle".
- **sending_ts_ms** (integer) - Timestamp when the message was sent, in milliseconds.
- **sid** (integer) - Subscription identifier.
- **seq** (integer) - Sequence number of the message.
- **msg** (object) - The message payload.
  - **event_ticker** (string) - The ticker of the event.
  - **exchange_index** (integer) - The exchange index.
  - **title** (string) - The title of the event.
  - **subtitle** (string) - The subtitle of the event.
  - **collateral_return_type** (string) - The collateral return type.
  - **series_ticker** (string) - The ticker of the series.

### Example Message
```json
{
  "type": "event_lifecycle",
  "sending_ts_ms": 1669149841234,
  "sid": 5,
  "seq": 8,
  "msg": {
    "event_ticker": "KXQUICKSETTLE-26JAN25H2150",
    "exchange_index": 0,
    "title": "What will 1+1 equal on Jan 25 at 21:50?",
    "subtitle": "Jan 25 at 21:50",
    "collateral_return_type": "MECNET",
    "series_ticker": "KXQUICKSETTLE"
  }
}
```
```

--------------------------------

### Add Ticker to Subscription

Source: https://docs.kalshi.com/websockets/pyth-value

Use this command to add a ticker (platinum) to an existing subscription. The sid must match the one returned in the subscribe response.

```json
{
  "id": 3,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "subscribe_underlyings",
    "underlying_tickers": ["Metal.XPT/USD"]
  }
}
```

--------------------------------

### Update Subscription - CF Benchmarks Indices

Source: https://docs.kalshi.com/websockets/websocket-connection

Add or remove tracked index IDs, or list available indices, on a cfbenchmarks_value or cfbenchmarks_value_5hz subscription.

```APIDOC
## Update Subscription - CF Benchmarks Indices

### Description
Add or remove tracked index IDs, or list available indices, on a cfbenchmarks_value or cfbenchmarks_value_5hz subscription.

### Method
Send

### Endpoint
WebSocket

### Parameters
#### Request Body
- **type** (object) - Required - The command object with properties for updating indices.

### Request Example
```json
{
  "type": "update_subscription",
  "sid": 1,
  "add_indices": ["INDEX-1"],
  "delete_indices": ["INDEX-2"]
}
```

### Response
#### Success Response (200)
- **Subscribed Indices** (object) - Current CF Benchmarks index filter after an update; all-mode is ["all"].

#### Response Example
```json
{
  "id": 123,
  "type": "ok",
  "sending_ts_ms": 1669149841234,
  "msg": ["INDEX-1"]
}
```
```

--------------------------------

### update_subscription (underlying_list)

Source: https://docs.kalshi.com/websockets/websocket-connection

Update a subscription to use Pyth underlyings.

```APIDOC
## Update Subscription - Pyth Underlyings

### Description
Updates a subscription to use Pyth underlyings.

### Command
update_subscription

### Parameters
#### Params
- **sid** (integer) - Required - The subscription ID to update.
- **action** (string) - Required - Must be "underlying_list".

### Request Example
{
  "id": 2,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "underlying_list"
  }
}
```

--------------------------------

### Discover Recently Streamed Tickers

Source: https://docs.kalshi.com/websockets/pyth-value

Use this command to list tickers observed on the stream within the last two hours without changing the subscription. Read the response in msg.underlying_tickers of the pyth_value_underlying_list message.

```json
{
  "id": 2,
  "cmd": "update_subscription",
  "params": {
    "sid": 1,
    "action": "underlying_list"
  }
}
```
Tokens:
Raw