Browse or filter markets. Kalshi has no free-text search, so use filters like series_ticker, event_ticker, status, or a comma-separated `tickers` list. Returns markets with prices (in dollars), status, and rules_primary.
Get full detail for one market by ticker, including prices, status, and rules_primary/rules_secondary.
Browse events (each groups related markets). Filter by series_ticker/status; set with_nested_markets to include markets inline.
Get an event by ticker, including its settlement_sources and (optionally) nested markets.
List series (recurring market templates) filtered by category/tags.
Get a series by ticker. This is where the legal contract lives: settlement_sources, additional_prohibitions, and the rules PDFs (contract_terms_url, contract_url).
Get the current order book (resting YES and NO bids) for a market. Optional depth (1-100).
Get OHLC price history for a market. Defaults to the last 24h at 60-minute candles; override with period_interval (1/60/1440), lookback_hours, or explicit start_ts/end_ts.
Get recent public trades (executions) for a market.
Deep settlement rules for a market: consolidates the market's rules_primary/rules_secondary/early_close_condition with the event's settlement_sources and the series' additional_prohibitions and rules-PDF links. Start here to understand how a market resolves; call fetch_rules_pdf to read the full legal contract.
Download and extract the text of a market's rules PDF so you can read the exact legal contract terms. Pass a market `ticker` or `series_ticker` (the server resolves the series' contract_terms_url or contract_url) or a direct `url`.
Report which Kalshi environment this server is configured for (demo sandbox vs prod real money), the REST base URL in use, and whether trading credentials are configured. Call this to confirm the environment before trading rather than guessing.
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