Kalshi Data Collection Pipeline

A robust Python tool for collecting and analyzing market data from Kalshi.

Setup

Prerequisites

• Python 3.8+
• Required packages: Install using pip install -r requirements.txt

Authentication

• Create private_key.pem in project root directory
• Add your Kalshi private key to this file
• Update key_id in configuration

Pipeline Components

Core Scripts

• openeventscollector.py: Fetches open events from Kalshi
• openmarketcollector.py: Collects detailed market data
• processopenevents.py: Processes and formats event data
• processmarketdetails.py: Analyzes and processes market details
• pipelineallkalshi.py: Main pipeline orchestrator

Directory Structure

historical_data/
├── open_events/           # Raw event data
├── open_markets/         # Raw market data
├── openmarketsindividual/  # Individual market details
├── processed_events/     # Processed event data (CSV)
└── processed_markets/    # Processed market data (CSV)

Usage

Run Complete Pipeline

python pipelineallkalshi.py

This will:

• Collect all open events
• Gather market data
• Process events into CSV format
• Process market details with statistics

Output

• JSON files containing raw data
• CSV files with processed data
• Summary statistics for markets

Pipeline Steps

• Event Collection: Fetches current open events
• Market Collection: Gathers detailed market data
• Event Processing: Converts events to structured format
• Market Processing: Analyzes market details and statistics