removed Ticker, Trade, and MarketLifeCycle ticker constraints for str…

examples/orderbook_aggregator.rs

@@ -19,11 +19,44 @@ use std::time::Duration;
 use tokio::time::timeout;
 
 use kalshi_trade_rs::{
-    GetMarketsParams, KalshiClient, MarketFilterStatus, OrderbookAggregator,
+    GetMarketsParams, KalshiClient, MarketFilterStatus, OrderbookAggregator, OrderbookLadder,
     auth::KalshiConfig,
     ws::{Channel, KalshiStreamClient},
 };
 
+fn print_ladder(ladder: &OrderbookLadder) {
+    println!("\n=== {} ===", ladder.ticker);
+    println!("{:<6} {:>8}  {:<8}", "PRICE", "YES QTY", "NO QTY");
+    println!("{}", "-".repeat(26));
+
+    // Collect all price points from both sides
+    let mut prices: Vec<i64> = ladder
+        .yes_levels
+        .keys()
+        .chain(ladder.no_levels.keys())
+        .copied()
+        .collect();
+    prices.sort_unstable();
+    prices.dedup();
+
+    for price in prices.iter().rev() {
+        let yes_qty = ladder.yes_levels.get(price).copied().unwrap_or(0);
+        let no_qty = ladder.no_levels.get(price).copied().unwrap_or(0);
+        let yes_str = if yes_qty > 0 {
+            yes_qty.to_string()
+        } else {
+            "-".to_string()
+        };
+        let no_str = if no_qty > 0 {
+            no_qty.to_string()
+        } else {
+            "-".to_string()
+        };
+        println!("{:<6} {:>8}  {:<8}", price, yes_str, no_str);
+    }
+    println!();
+}
+
 #[tokio::main]
 async fn main() -> Result<(), Box<dyn std::error::Error>> {
     // Load .env file
@@ -178,31 +211,18 @@ async fn main() -> Result<(), Box<dyn std::error::Error>> {
             }
         }
 
-        // Pull-based: Print summary every 5 seconds
+        // Pull-based: Print full orderbook ladder every 5 seconds
         if last_summary_time.elapsed() > Duration::from_secs(5) {
             last_summary_time = std::time::Instant::now();
-            println!("\n--- Orderbook Summary ---");
             for ticker in &market_tickers {
-                if let Some(summary) = aggregator.summary(ticker) {
-                    if summary.initialized {
-                        println!(
-                            "{}: bid={:?} ask={:?} spread={:?}¢ mid={:.1}¢ yes_liq={} no_liq={}",
-                            ticker,
-                            summary.best_bid,
-                            summary.best_ask,
-                            summary.spread,
-                            summary.midpoint.unwrap_or(0.0),
-                            summary.total_yes_liquidity,
-                            summary.total_no_liquidity
-                        );
-                    } else {
-                        println!("{}: waiting for snapshot...", ticker);
+                match aggregator.full_book(ticker) {
+                    Some(ladder) if aggregator.is_initialized(ticker) => {
+                        print_ladder(&ladder);
                     }
-                } else {
-                    println!("{}: not tracked", ticker);
+                    Some(_) => println!("{}: waiting for snapshot...", ticker),
+                    None => println!("{}: not tracked", ticker),
                 }
             }
-            println!("-------------------------\n");
         }
     }
 

examples/stream_firehose.rs

@@ -0,0 +1,158 @@
+//! Example: Stream ticker data from Kalshi WebSocket API.
+//!
+//! This example demonstrates how to connect to the Kalshi WebSocket API
+//! and subscribe to all Ticker, Trade, MarketLifecycle, and Multivariate markets
+//!
+//! # Usage
+//!
+//! Set the following environment variables:
+//! - `KALSHI_API_KEY_ID`: Your Kalshi API key ID
+//! - `KALSHI_PRIVATE_KEY_PATH`: Path to your RSA private key PEM file
+//! - `KALSHI_ENV`: "demo" or "prod" (defaults to "demo")
+//!
+//! Then run:
+//! ```bash
+//! cargo run --example stream_firehose
+//! ```
+
+use std::time::Duration;
+use kalshi_trade_rs::{Channel, KalshiConfig, KalshiStreamClient, StreamMessage};
+use tokio::time::timeout;
+
+#[tokio::main]
+async fn main() -> Result<(), Box<dyn std::error::Error>> {
+    // Load .env file
+    dotenvy::dotenv().ok();
+
+    // Initialize tracing for logs
+    tracing_subscriber::fmt()
+        .with_env_filter(
+            tracing_subscriber::EnvFilter::from_default_env()
+                .add_directive("kalshi_trade_rs=debug".parse()?),
+        )
+        .init();
+
+    // Load configuration from environment
+    let config = KalshiConfig::from_env()?;
+
+    println!(
+        "Connecting to Kalshi {:?} environment...",
+        config.environment
+    );
+
+    // Connect to WebSocket
+    let client = KalshiStreamClient::connect(&config).await?;
+    let mut handle = client.handle();
+
+    println!("\nConnected! Subscribing to ticker updates...");
+
+    handle.subscribe(Channel::Ticker, &[]).await?;
+    handle.subscribe(Channel::Trade, &[]).await?;
+    handle.subscribe(Channel::MarketLifecycle, &[]).await?;
+    handle.subscribe(Channel::Multivariate, &[]).await?;
+
+    println!("Subscribed to all Ticker, Trade, MarketLifecycle, and Multivariate markets",);
+
+    println!("Waiting for updates (Ctrl+C to exit)...\n");
+
+    // Process updates for 60 seconds or until interrupted
+    let deadline = Duration::from_secs(60);
+    let start = std::time::Instant::now();
+
+    loop {
+        if start.elapsed() > deadline {
+            println!("\nReached time limit, shutting down...");
+            break;
+        }
+
+        match timeout(Duration::from_secs(5), handle.update_receiver.recv()).await {
+            Ok(Ok(update)) => match &update.msg {
+                StreamMessage::Closed { reason } => {
+                    println!("[CLOSED] {}", reason);
+                    break;
+                }
+                StreamMessage::ConnectionLost { reason, .. } => {
+                    println!("[CONNECTION LOST] {}", reason);
+                    break;
+                }
+                StreamMessage::Ticker(ticker) => {
+                    println!(
+                        "[TICKER] {} | price: {}¢ | bid: {}¢ | ask: {}¢ | vol: {}",
+                        ticker.market_ticker,
+                        ticker.price,
+                        ticker.yes_bid,
+                        ticker.yes_ask,
+                        ticker.volume
+                    );
+                }
+                StreamMessage::Trade(trade) => {
+                    println!(
+                        "[TRADE]  {} | {} contracts @ {}¢ | taker: {:?}",
+                        trade.market_ticker, trade.count, trade.yes_price, trade.taker_side
+                    );
+                },
+                StreamMessage::MarketLifecycle(lifecycle) => {
+                    println!(
+                        "[LIFECYCLE] {} | event={:?} | open={:?} | close={:?} | result={:?}",
+                        lifecycle.market_ticker,
+                        lifecycle.event_type,
+                        lifecycle.open_ts,
+                        lifecycle.close_ts,
+                        lifecycle.result
+                    );
+                    if let Some(meta) = &lifecycle.additional_metadata {
+                        println!("            name={:?} | title={:?}", meta.name, meta.title);
+                    }
+                }
+                StreamMessage::MultivariateLookup(mv) => {
+                    println!(
+                        "[MULTIVARIATE] collection={} | event={} | market={}",
+                        mv.collection_ticker, mv.event_ticker, mv.market_ticker
+                    );
+                    for leg in &mv.selected_markets {
+                        println!(
+                            "  leg: market={:?} | side={:?}",
+                            leg.market_ticker, leg.side
+                        );
+                    }
+                },
+                StreamMessage::MarketPosition(pos) => {
+                    println!(
+                        "[POSITION] {} | position={:?} | cost={:?} | pnl={:?}",
+                        pos.market_ticker.as_deref().unwrap_or("?"),
+                        pos.position,
+                        pos.position_cost,
+                        pos.realized_pnl
+                    );
+                }
+                _ => {
+                    println!("[OTHER]  {:?}", update.msg);
+                }
+            },
+            Ok(Err(tokio::sync::broadcast::error::RecvError::Lagged(n))) => {
+                println!("[WARN] Dropped {} messages (slow consumer)", n);
+            }
+            Ok(Err(tokio::sync::broadcast::error::RecvError::Closed)) => {
+                println!("[ERROR] Channel closed");
+                break;
+            }
+            Err(_) => {
+                // Timeout - no messages in 5 seconds
+                println!("[INFO] No updates in last 5 seconds...");
+            }
+        }
+    }
+
+    // Unsubscribe and shut down
+    println!("Unsubscribing...");
+    handle.unsubscribe_all(Channel::Ticker).await?;
+    handle.unsubscribe_all(Channel::Trade).await?;
+    handle.unsubscribe_all(Channel::MarketLifecycle).await?;
+    handle.unsubscribe_all(Channel::Multivariate).await?;
+
+    println!("Shutting down...");
+    client.shutdown().await?;
+
+    println!("Done!");
+    Ok(())
+}

src/lib.rs

@@ -99,5 +99,6 @@ pub use batch::{
 
 // Re-export orderbook aggregation types
 pub use orderbook::{
-    OrderbookAggregator, OrderbookDelta, OrderbookSummary, OrderbookUpdate, SequenceGap,
+    OrderbookAggregator, OrderbookDelta, OrderbookLadder, OrderbookSummary, OrderbookUpdate,
+    SequenceGap,
 };

src/orderbook/aggregator.rs

@@ -1,6 +1,6 @@
 //! Orderbook aggregator for maintaining live orderbook state.
 
-use std::collections::HashMap;
+use std::collections::{BTreeMap, HashMap};
 use std::sync::{Arc, RwLock};
 
 use tokio::sync::broadcast;
@@ -70,6 +70,17 @@ pub struct SequenceGap {
     pub received: i64,
 }
 
+/// The full orderbook ladder for a market.
+#[derive(Debug, Clone)]
+pub struct OrderbookLadder {
+    /// Market ticker.
+    pub ticker: String,
+    /// YES side price levels: price_cents -> quantity, sorted ascending.
+    pub yes_levels: BTreeMap<i64, i64>,
+    /// NO side price levels: price_cents -> quantity, sorted ascending.
+    pub no_levels: BTreeMap<i64, i64>,
+}
+
 /// Default channel capacity for update broadcasts.
 const DEFAULT_UPDATE_CAPACITY: usize = 1024;
 
@@ -358,6 +369,21 @@ impl OrderbookAggregator {
             .unwrap_or(0)
     }
 
+    /// Get the full orderbook ladder for a market.
+    ///
+    /// Returns all YES and NO price levels with their quantities.
+    /// Returns `None` if the market is not being tracked.
+    pub fn full_book(&self, ticker: &str) -> Option<OrderbookLadder> {
+        let state = self.state.read().expect("state lock poisoned");
+        let orderbook = state.get(ticker)?;
+
+        Some(OrderbookLadder {
+            ticker: ticker.to_string(),
+            yes_levels: orderbook.yes_levels().clone(),
+            no_levels: orderbook.no_levels().clone(),
+        })
+    }
+
     /// Get the list of tracked markets.
     pub fn tracked_markets(&self) -> Vec<String> {
         let state = self.state.read().expect("state lock poisoned");

src/orderbook/mod.rs

@@ -76,5 +76,6 @@ mod aggregator;
 mod state;
 
 pub use aggregator::{
-    OrderbookAggregator, OrderbookDelta, OrderbookSummary, OrderbookUpdate, SequenceGap,
+    OrderbookAggregator, OrderbookDelta, OrderbookLadder, OrderbookSummary, OrderbookUpdate,
+    SequenceGap,
 };

src/orderbook/state.rs

@@ -175,13 +175,11 @@ impl OrderbookState {
     }
 
     /// Get all YES levels (price -> quantity).
-    #[allow(dead_code)]
     pub fn yes_levels(&self) -> &BTreeMap<i64, i64> {
         &self.yes_levels
     }
 
     /// Get all NO levels (price -> quantity).
-    #[allow(dead_code)]
     pub fn no_levels(&self) -> &BTreeMap<i64, i64> {
         &self.no_levels
     }

src/ws/channel.rs

@@ -40,10 +40,7 @@ impl Channel {
     /// require market tickers. Market data channels like `OrderbookDelta`,
     /// `Ticker`, and `Trade` require at least one market ticker.
     pub fn requires_market_ticker(&self) -> bool {
-        matches!(
-            self,
-            Self::OrderbookDelta | Self::Ticker | Self::Trade | Self::MarketLifecycle
-        )
+        matches!(self, Self::OrderbookDelta)
     }
 
     /// Returns the wire format name for this channel.