Rust service that connects to Kalshi's websocket, keeps an in-memory order book for every market it follows, and writes snapshots and price-level updates to an SBE binary file. It spreads markets across many sockets, reconnects on its own, keeps a standby connection per market group to avoid gaps, checks sequence numbers, and parses prices as fixed-point integers. Ships an inspector tool and a latency write-up. Needs a Kalshi API key; data collection only, no trading.
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Kalshi order book collector in Rust with standby websockets is an advanced-level data & analytics project for Kalshi, published by anointingbabajide and built with Rust, websockets, SBE binary format and Kalshi API. Its source dates from Oct 23, 2026 and was last updated Oct 23, 2026. Data and analytics projects collect, store and visualize prediction-market data: historical prices, order books, trades and resolutions.
Rust service that connects to Kalshi's websocket, keeps an in-memory order book for every market it follows, and writes snapshots and price-level updates to an SBE binary file. It spreads markets across many sockets, reconnects on its own, keeps a standby connection per market group to avoid gaps, checks sequence numbers, and parses prices as fixed-point integers. Ships an inspector tool and a latency write-up. Needs a Kalshi API key; data collection only, no trading. See the source for setup, usage and current status.
Tools: RustwebsocketsSBE binary format+1
Difficulty: advanced
Platforms: Kalshi
Rust service that connects to Kalshi's websocket, keeps an in-memory order book for every market it follows, and writes snapshots and price-level updates to an SBE binary file. It spreads markets across many sockets, reconnects on its own, keeps a standby connection per market group to avoid gaps, checks sequence numbers, and parses prices as fixed-point integers. Ships an inspector tool and a latency write-up. Needs a Kalshi API key; data collection only, no trading. It is listed under Data & analytics in this directory.
According to its source, it works with Kalshi.
The source lists: Rust, websockets, SBE binary format, Kalshi API.
It was published by anointingbabajide. The public source is at github.com/anointingbabajide/Kalshi-orderbook-collector.
This directory rates it advanced (beginner, intermediate or advanced).
It had 0 GitHub stars as of Oct 24, 2026.
The repository was last updated on Oct 23, 2026, as checked on Oct 24, 2026. Check the source for current status.
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