River Markets Python SDK
Python SDK for the River Markets API.
Installation
pip install rivermarkets
Authentication
The SDK authenticates with Ed25519 request signing. Create an API key in
Settings → API Keys; you'll get a Key ID (UUID) and a base64-encoded
private key (shown once at creation). Pass both to the client — every
request is signed transparently via X-River-Key-Id, X-River-Timestamp,
and X-River-Signature headers.
Usage
from rivermarkets import RiverMarkets
client = RiverMarkets(
key_id="YOUR_KEY_ID",
private_key="YOUR_BASE64_PRIVATE_KEY",
)
# Search markets
results = client.markets.search_markets(q="bitcoin")
# Place an order
order = client.orders.create_order(
subaccount_id="...",
river_id=4552150,
order_type="LIMIT",
time_in_force="GTC",
buy_flag=True,
price=0.50,
qty=10,
)
# Cancel an order
client.orders.cancel_order(order_id="...")
Async
from rivermarkets import AsyncRiverMarkets
client = AsyncRiverMarkets(
key_id="YOUR_KEY_ID",
private_key="YOUR_BASE64_PRIVATE_KEY",
)
results = await client.markets.search_markets(q="bitcoin")
RFQs
Request quotes on a market or a combo, read the quotes makers post, and hit one
side. The same calls work on Kalshi and Polymarket US; pass exchange to pick.
from rivermarkets import RiverMarkets
client = RiverMarkets(key_id="YOUR_KEY_ID", private_key="YOUR_BASE64_PRIVATE_KEY")
subaccount_id = "YOUR_SUBACCOUNT_ID"
# A combo first (Polymarket US combo or Kalshi parlay); single markets skip this.
combo = client.parlays.build_parlay(
subaccount_id=subaccount_id,
exchange="POLYMARKET_US",
legs=[
{"market_ticker": "<market slug>", "side": "yes"},
{"market_ticker": "<market slug>", "side": "no"},
],
)
rfq = client.rfqs.create_rfq(
subaccount_id=subaccount_id,
exchange="POLYMARKET_US",
market_ticker=combo.market_ticker,
contracts=10,
)
# Quotes are YES-space: buy YES at 1 - no_bid_dollars, sell YES at yes_bid_dollars.
quotes = client.rfqs.list_quotes_for_rfq(rfq.id, subaccount_id=subaccount_id, exchange="POLYMARKET_US")
best = next(q for q in quotes.quotes if q.status == "open" and q.no_bid_dollars is not None)
accepted = client.rfqs.accept_quote(
rfq.id,
best.id,
subaccount_id=subaccount_id,
exchange="POLYMARKET_US",
buy_flag=True,
price=round(1 - best.no_bid_dollars, 6),
contracts=best.no_contracts_fp,
)
# accepted.river_order_id is a River order: track it with client.orders.get_order(...)
Makers stream RFQs with client.realtime.rfqs(...) and answer them with
client.rfqs.create_maker_quote(...), then confirm or cancel by river_order_id.
Local fee calculations
The client fetches each market's live fee schedule once and caches it for the lifetime of that client. You can also warm several schedules with one request:
from rivermarkets import RiverMarkets
client = RiverMarkets(
key_id="YOUR_KEY_ID",
private_key="YOUR_BASE64_PRIVATE_KEY",
)
river_id = 4552150
qty = 10
price = 0.50
client.prefetch_fee_schedules([river_id])
taker_fee = client.compute_fee(
river_id=river_id,
qty=qty,
price=price,
is_maker=False,
)
maker_fee = client.compute_fee(
river_id=river_id,
qty=qty,
price=price,
is_maker=True,
)
# Normalize quoted prices to include the per-contract taker fee.
buy_all_in = price + taker_fee / qty
sell_net = price - taker_fee / qty
compute_fee makes no network request after the River ID is cached. Call
clear_fee_schedule_cache(river_id) to force the next calculation to reload
that schedule.
1 maintainer
Metadata
1 maintainer
Release files for rivermarkets 0.16.0
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