Create AUTHENTICATION.md

docs/AUTHENTICATION.md

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+# API authentication guide
+
+This guide explains how to authenticate with the Kalshi API.
+
+## Creating credentials
+
+1. Log in to your Kalshi account.
+2. Generate an API key ID and download your private key.
+
+## Setting environment variables
+
+- `KALSHI_API_KEY_ID` — your API key ID.
+- `KALSHI_PRIVATE_KEY_PATH` — absolute path to the PEM file.
+- `KALSHI_API_HOST` — optional, override for demo or production.
+
+## Python usage
+
+Load your credentials:
+
+```python
+from kalshi_python import KalshiClient, Configuration
+
+cfg = Configuration(host=os.getenv("KALSHI_API_HOST"))
+cfg.api_key_id = os.getenv("KALSHI_API_KEY_ID")
+with open(os.getenv("KALSHI_PRIVATE_KEY_PATH")) as f:
+    cfg.private_key_pem = f.read()
+client = KalshiClient(cfg)