feat(kalshi): /v1/kalshi/* endpoints - #559
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Adds six endpoints under /v1/kalshi/ backed by the substreams-kalshi v0.4.0 schema (state_platform + state_ohlcv_trades_by_series rollups plus expiration_value as Nullable(Float64)): - GET /v1/kalshi/markets — settled-market snapshots - GET /v1/kalshi/markets/trades — fill-by-fill history (filter required) - GET /v1/kalshi/markets/ohlc — 1m/1h/1d OHLCV bars per ticker - GET /v1/kalshi/markets/settlement — canonical resolution records - GET /v1/kalshi/series — series leaderboard via state_ohlcv_trades_by_series - GET /v1/kalshi/platform — platform-wide aggregate via state_platform Wiring: - dbsConfig: `kalshi` added to the network-type enum and a `kalshiDatabases` map alongside the existing per-type maps. - routes/index: `cacheControl()` applied to /v1/kalshi/*; the six routes mounted in path-specificity order. - zod: kalshiTickerSchema (accepts `.` for strike values), kalshiSeriesSchema, kalshiEventTickerSchema, kalshiIntervalSchema (1m / 1h / 1d — Kalshi's native /markets/candlesticks granularities), kalshiMarketStatusSchema. Notable design calls: - Decimals returned as z.number() (matches polymarket / hyperliquid OHLCV); the µs trade timestamp is the one exception — z.string() per the BigInt-as-string precedent, since 16-digit microseconds-since-epoch will approach JS Number.MAX_SAFE_INTEGER in time. - /platform and /series read state_platform / state_ohlcv_trades_by_series with SETTINGS optimize_aggregation_in_order = 1 — the GROUP BY matches the source AggregatingMergeTree sort key prefix. - /markets/trades requires at least one of ticker / series / start_time (mirrors polymarket activity); returns 400 bad_query_input otherwise. - series_from_ticker(ticker) — the ClickHouse function defined in the substreams schema — is used in ohlc.sql and settlement.sql instead of inline splitByChar, so the parsing rule stays single-sourced. - markets.expiration_value goes through toFloat64OrNull(toString(...)) so the same SQL works against both the legacy String column and the v0.4.0 Nullable(Float64) shape — no follow-up needed once dev1 catches up. Test coverage in routes.sql.spec.ts adds 15 cases mirroring the hyperliquid / polymarket coverage: per-endpoint smoke, key filter combinations, error paths. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Summary
Adds six endpoints under
/v1/kalshi/*backed by the substreams-kalshi v0.4.0 schema:GET /v1/kalshi/marketsmarkets(RMT)GET /v1/kalshi/markets/tradestradesticker/series/start_timeGET /v1/kalshi/markets/ohlcohlcv_tradesviewGET /v1/kalshi/markets/settlementmarket_lifecycleGET /v1/kalshi/seriesstate_ohlcv_trades_by_seriesGET /v1/kalshi/platformohlcv_platformviewPlus the network-type wiring:
dbsConfigacceptstype: kalshiand exposeskalshiDatabases, the routes mount under/v1/kalshi/*withcacheControl(), and 15 cases land inroutes.sql.spec.tsfor per-endpoint smoke + filter combinations + error paths.Why
Kalshi is Phase 1 of the prediction-markets roadmap. The substreams pipeline (firehose-kalshi → substreams-kalshi → sink-sql) produces the schema this PR consumes — v0.4.0 added the
state_platform+state_ohlcv_trades_by_seriesrollups so/platformand/seriesserve flat reads instead of fanning out across every ticker bar at query time.Code references
src/types/zod.ts—kalshiTickerSchema(accepts.for strike values likeKXBTCD-26APR3020-T76299.99),kalshiSeriesSchema,kalshiEventTickerSchema,kalshiIntervalSchema(1m/1h/1d),kalshiMarketStatusSchema.src/config/dbsConfig.ts—'kalshi'added to the network-type enum andkalshiDatabasestoParsedDbsConfig.src/routes/kalshi/— six route handlers + SQL files.src/routes/index.ts—/v1/kalshi/*mounts.src/routes/routes.sql.spec.ts— kalshi suite under the existingSQL queriesdescribe block.Design calls worth flagging:
z.number()(matches polymarket / hyperliquid OHLCV). The exception istrades.timestamp_us— stringified, because 16-digit microseconds-since-epoch eventually approachesNumber.MAX_SAFE_INTEGER. Same precedent as polymarket's UInt256amountfield.series_from_ticker(ticker)— the ClickHouse function defined in the substreams schema — is used inohlc.sqlandsettlement.sqlinstead of inlinesplitByChar, so the parsing rule stays single-sourced./markets/tradesrequires at least one ofticker/series/start_time(returns 400bad_query_inputotherwise) — mirrors polymarket activity, avoids an unbounded full-table sort./platformand/seriesuseSETTINGS optimize_aggregation_in_order = 1since their GROUP BY matches the source AggregatingMergeTree sort-key prefix.markets.expiration_valuegoes throughtoFloat64OrNull(toString(...))— works against both the legacyStringcolumn and the v0.4.0Nullable(Float64)column, so no follow-up is needed once dev1 catches up.🤖 Generated with Claude Code