The particle nature of dark matter is still unknown, and includes the possibility that dark matter consists of multiple particles interacting via new dark forces. In that case, the Chandrasekhar relation connects the minimum mass of a black hole made of dark matter to the mass of one of the charged dark matter particles. I will present a simple model of dark matter interacting under a dark electromagnetism, and with no non-gravitational interactions with the standard model, which leads to a significant new population of coalescing black hole binaries. I will show how searches for binaries containing sub-solar mass black holes will allow gravitational waves to provide new constraints on the particle physics properties of dark matter.