コンテンツにスキップ

Kalshi Edge Subscriber Connection

By connecting to DoubleZero I agree to the DoubleZero Terms of Use. Please note that the data is for your internal purposes only and may not be retransmitted (see Section 2(e)).

The Kalshi feeds deliver perps and sports market data over the DoubleZero Edge network as UDP multicast. There are four feeds:

  • perps Top of Book (TOB)
  • perps Market by Price (MBP)
  • sports Top of Book (TOB)
  • sports Market by Price (MBP)

Which path should I take?

Two paths. Prefer Edge Connect unless you need to own the decoder.

# Path Best for Effort
1 Edge Connect Agents and apps that want a simple CLI and a normalized JSON WebSocket Lowest
2 Native multicast Building your own decoder against the raw wire Highest

Before any path: purchase the feeds you need at doublezero.xyz/edge/subscribe. By purchasing, you agree to the DoubleZero Terms of Use and Kalshi Terms of Service.

Want an AI to do the install with you? Connect the DoubleZero MCP and ask it to walk you through Kalshi / Edge Connect.

Start here. doublezero-edge-connect is the agent-friendly path: one install command, the host joins DoubleZero, and your app consumes normalized JSON over WebSocket (ws://<host>:8081) instead of decoding binary multicast.

The team evolves Edge Connect to meet the needs of its expanding user base. This is the easiest method of connection, and should be used unless you have a specific technical need.

Short version:

DZ_SECRET=/path/to/keypair.json \
DZ_FEEDS=KALSHI \
DZ_ASSUME_YES=1 \
  curl -fsSL https://get.doublezero.xyz/connect | bash

DZ_SECRET is a DZ_… access token or the path to the Solana keypair JSON that owns your access pass / feed purchase.

Then verify doublezero status (expect BGP Session Up and your Kalshi group) and connect a WebSocket client to :8081.

Full steps, verification, and gotchas: connect the DoubleZero MCP and ask it to walk you through Edge Connect for Kalshi.
WebSocket contract: PROTOCOL.md.

2. Native multicast (advanced)

Deeper technical knowledge required

Native multicast means you join the group yourself and decode the raw Edge wire format on your host. Only the most technically capable users should take this path. You will need to read and understand the specs, starting with market-by-price/spec.md and the rest of edge-feed-spec. Prefer Edge Connect unless you have a hard requirement to own the decoder.

Buy a feed

Identify the lowest-latency device before purchasing:

doublezero latency

Purchase at https://doublezero.xyz/edge/subscribe.

DoubleZero client setup

Follow the setup instructions to install and configure the DoubleZero client. Keep the client current:

sudo apt update && sudo apt install doublezero

Configure the firewall

Allow GRE, BGP, PIM, and the Kalshi feed traffic. Kalshi UDP ports live in 30000–59999: the leading digit is the traffic class (3 market data, 4 reference data, 5 snapshot) and the second digit is the feed, so reference is always market + 10000 and snapshot is always market + 20000. Open the full band on doublezero1 so new channels and feeds do not require another firewall change — see Feed Addresses.

iptables:

sudo iptables -A OUTPUT -p gre -j ACCEPT
sudo iptables -A INPUT -i doublezero1 -s 169.254.0.0/16 -d 169.254.0.0/16 -p tcp --dport 179 -j ACCEPT
sudo iptables -A OUTPUT -o doublezero1 -s 169.254.0.0/16 -d 169.254.0.0/16 -p tcp --dport 179 -j ACCEPT
sudo iptables -A OUTPUT -o doublezero1 -p pim -j ACCEPT
# Kalshi market / reference / snapshot (all feeds)
sudo iptables -A INPUT -i doublezero1 -p udp --dport 30000:59999 -j ACCEPT

UFW:

sudo ufw allow proto gre from any to any
sudo ufw allow in on doublezero1 from 169.254.0.0/16 to 169.254.0.0/16 port 179 proto tcp
sudo ufw allow out on doublezero1 from 169.254.0.0/16 to 169.254.0.0/16 port 179 proto tcp
sudo ufw allow out on doublezero1 proto pim from any to any
# Kalshi market / reference / snapshot (all feeds)
sudo ufw allow in on doublezero1 to any port 30000:59999 proto udp

Subscribe

doublezero connect multicast --subscribe edge-kalshi-perps-tob

Multiple feeds, space-separated:

doublezero connect multicast --subscribe edge-kalshi-perps-tob edge-kalshi-perps-mbp edge-kalshi-sports-tob edge-kalshi-sports-mbp

Example provisioning output:

DoubleZero Service Provisioning
🔗  Start Provisioning User...
Public IP detected: 137.174.145.145 - If you want to use a different IP, you can specify it with `--client-ip x.x.x.x`
    DoubleZero ID: <your dz_id>
🔍  Provisioning User for IP: <your public ip>
    The Device has been selected: <the doublezero device you are connecting to>
    Service provisioned with status: ok
✅  User Provisioned

Wait about 60 seconds, then:

doublezero status

Expect BGP Session Up on the correct DoubleZero network. As a subscriber, your DoubleZero IP matches your Tunnel Src IP.

doublezero user list --client-ip <your ip>

Your feeds appear in the groups column. Inspect group IPs with:

doublezero multicast group list

Decode the wire yourself

Schema version is 3 — discard frames whose version your decoder does not implement. Authoritative layouts: edge-feed-spec, including market-by-price/spec.md.

Every datagram opens with a frame header, followed by one or more application messages packed up to the MTU. Frames are little-endian and fixed-layout.

Field Notes
Schema version 3
Channel ID Demultiplex streams sharing a port
Sequence Monotonic per channel — use for gap detection
Send timestamp Nanoseconds since the Unix epoch
Message count Messages packed into this frame
Reset count Advances per session. An increase means cold-start your state.
Frame length Total bytes

Application messages (TOB)

Type ID Size Port Carries
Heartbeat 0x01 16 B market Liveness while the market is quiet
InstrumentDefinition 0x02 130 B reference Symbol, exponents, tick and lot, expiry
Quote 0x03 60 B market Best bid and ask, price and size, update flags
Trade 0x04 52 B market Price, size, aggressor side, trade ID
ChannelReset 0x05 12 B both Session start or restart
EndOfSession 0x06 12 B both Clean shutdown
ManifestSummary 0x07 24 B reference Active-set fingerprint and instrument count
PerpStats 0x30 124 B sibling Funding, mark and oracle prices, open interest, day volume

Kalshi's source ID in the edge-feed-spec registry is 3. Read price_exponent and qty_exponent from each InstrumentDefinition — do not hardcode them.

MBP feeds use the market-by-price message set. See the market-by-price and reference-data specs in edge-feed-spec.

Delivery is fire-and-forget UDP with no retransmit. Recover missed datagrams from the reference-data cycle (and the snapshot plane on MBP feeds), which is re-emitted on a cadence rather than once.

Feed Addresses

Feed Description Multicast group Market data Reference data Snapshot
edge-kalshi-perps-tob Perps top-of-book 233.84.178.3 31000 41000 —
edge-kalshi-perps-mbp Perps market-by-price 233.84.178.4 32000 42000 52000
edge-kalshi-sports-tob Sports top-of-book 233.84.178.17 33000 + id 43000 + id —
edge-kalshi-sports-mbp Sports market-by-price 233.84.178.20 34000 + id 44000 + id 54000 + id

Port scheme: leading digit is traffic class (3 market, 4 reference, 5 snapshot); second digit is the feed. Reference is market + 10000; snapshot is market + 20000. Perps ports are fixed. Sports ports are base + channel id (for example, id 10 on edge-kalshi-sports-mbp uses 34010 / 44010 / 54010).

The group selects the feed; the port selects market data, reference data, or snapshot within it. Multicast replication happens per source and group, and the fabric never inspects the UDP port, so joining a group delivers everything on that group across your Edge Connect link. The port is a socket filter applied on your own host after the bytes arrive.

Troubleshooting

If you run into an issue not covered here, please reach out over your existing channel before working around it. If you do not have a channel, see Support.

Ensure your client is up to date

Run: sudo apt update && sudo apt install doublezero

No datagrams arriving

  1. Confirm the feed was purchased at https://doublezero.xyz/edge/subscribe. An unpurchased feed delivers no traffic.
  2. Confirm BGP is up: doublezero status should show BGP Session Up on the correct DoubleZero network.
  3. Confirm the subscription is active: doublezero user list --client-ip <your ip> should list the feed under groups.
  4. Confirm the group is joined on the right interface. Multicast arrives on doublezero1, not doublezero0.
  5. Confirm the firewall permits the feed's UDP ports inbound on doublezero1.

Sequence gaps

Sequence is monotonic per channel. A gap means dropped datagrams; the next reference-data cycle restores instrument state.

Frames stop then restart with a new reset count

A publisher restart advances the reset count in the frame header. Discard state from the prior session and cold-start from the next reference-data cycle.

Tunnel not coming up

  1. Verify the daemon is running: sudo systemctl status doublezerod (native path) or that the Edge Connect container is up
  2. Verify firewall rules are in place (GRE, BGP, PIM, and the feed ports on doublezero1)
  3. Check your connection status: doublezero status — expect BGP Session Up on the correct DoubleZero network

The client IP is auto-discovered from your host's public IP. Verify it matches the IP you used when purchasing the feed.

Research reference design

Optional. If you already have a DoubleZero tunnel and subscription on the host and want to record and chart feed data, the research reference design runs multicast → parser → topofbook-bot → ClickHouse → Grafana with Docker Compose:

github.com/malbeclabs/edge-multicast-ref/tree/main/demo

Point .env at your Kalshi group and ports (see Feed Addresses), then:

cd demo
cp .env.example .env
# set DZ_MULTICAST_GROUP, DZ_MARKETDATA_PORT, DZ_REFDATA_PORT, DZ_INTERFACE=doublezero1
docker compose up -d --build

Grafana is typically at http://localhost:3000 on the host. Details and dashboards: the demo README.

This visualizes data you are already receiving. It does not replace feed purchase, subscription, or either connection path above.