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Setup

Generate an API key id + RSA private key at kalshi.com/account/profile → API Keys. Put them in .env: 
KALSHI_API_KEY_ID=...
KALSHI_PRIVATE_KEY_PATH=./kalshi-private-key.pem
Then pass them to the constructor: 
import os
from openpx import Exchange

exchange = Exchange("kalshi", {
    "api_key_id":       os.environ["KALSHI_API_KEY_ID"],
    "private_key_path": os.environ["KALSHI_PRIVATE_KEY_PATH"],
})