Get KLSI orderbook

Retrieve orderbook snapshots for a Kalshi market. The orderbook shows all open buy and sell orders at different price levels.

Understanding the Response

• bid_side: Array of 101 values representing buy order quantities at price levels from $0.00 to$1.00 in increments of $0.01 (1 cent). Index 0 =$0.00, index 1 = $0.01, ..., index 100 =$1.00.
• ask_side: Array of 101 values representing sell order quantities at the same price levels.
• snapshot_time: When this orderbook snapshot was captured

Use Cases

• Calculate best bid/ask prices and spreads
• Analyze market depth and liquidity
• Build real-time trading visualizations

Example

Code sample:

• curl -X GET "https://api.delphiterminal.co/api/v1/klsi/KXBTC-26FEB01/orderbook?limit=100" \
• -H "X-API-Key: YOUR_API_KEY"

GET /api/v1/klsi/{klsi_id}/orderbook

200

[
  {
    "snapshot_time": "2023-11-07T05:31:56Z",
    "exchange": "<string>",
    "market_id": "<string>",
    "bid_side": [
      123
    ],
    "ask_side": [
      123
    ],
    "original_last_update": "2023-11-07T05:31:56Z"
  }
]

Authorizations

X-API-Key · string · header · required

Your API key (get one from the test-key endpoint above)

Path Parameters

klsi_id · string · required

Kalshi market ID

Query Parameters

limit · integer · default: 10

Maximum number of rows to return (default: 10 in docs, max: 10000). Use a higher limit in your code.

cursor · string

Pagination cursor for next page

Response

200 - application/json

Orderbook snapshots

snapshot_time · string<date-time>

exchange · string

market_id · string

bid_side · number[]

ask_side · number[]

original_last_update · string<date-time>