feat: reconcile spec drift #561 (22.5.0)

CHANGELOG.md

@@ -2,6 +2,44 @@
 
 All notable changes to kalshi-sdk will be documented in this file.
 
+## 22.5.0 — 2026-10-29
+
+Reconciles nightly spec drift (#561) against core OpenAPI 3.35.0 and the
+latest perps specs. Additive only. No breaking changes.
+
+### Added
+
+- **Exit triggers** (sync and async): `client.portfolio.exit_triggers(ticker)`
+  (`GET /portfolio/positions/{ticker}/exit_trigger`),
+  `set_exit_trigger` (`PUT`), `cancel_exit_trigger` (`DELETE`), and
+  `client.orders.create_with_exit_trigger`
+  (`POST /portfolio/events/orders/with_exit_trigger`). New models
+  `EventContractExitTrigger`, `SetEventContractExitTriggerRequest`,
+  `AttachedEventContractExitTrigger`, `EventContractExitSlippage`,
+  `CreateOrderWithExitTriggerRequest`. PUT/DELETE/POST are never retried.
+  (Closes #561).
+- **Credit history**: `client.portfolio.credit_history()` and
+  `credit_history_all()` (`GET /portfolio/credit_history`), returning
+  `CreditHistory` with `amount` as `DollarDecimal`. (Closes #561).
+- **Perps market schedules**: `perps.markets.schedules()`
+  (`GET /margin/markets/schedules`), returning
+  `MarginMarketScheduleDetails` / `MarginHolidayWindow`. (Closes #561).
+- **Perps WebSocket `market_lifecycle_v2`** channel:
+  `PerpsWebSocket.subscribe_market_lifecycle`, yielding
+  `MarginMarketLifecycleV2Message`.
+- Optional **`subaccount_type`** (`"cross"`, `"isolated"`,
+  `"auto_rebalance"` or `None`) on `MarginPosition`,
+  `MarginSubaccountBalance`, `MarginRiskPosition` and
+  `MarginFundingHistoryEntry`. The spec marks it required; the SDK keeps it
+  optional (contract exclusion `server_omits_despite_required`) so this
+  stays a minor release. (Closes #561).
+
+### Internal
+
+- Test config: set `asyncio_default_fixture_loop_scope = "function"` and
+  fixed fixture decorator order for pytest-asyncio 1.4.1 / pytest 9.2
+  (#560, closes #559).
+
 ## 22.4.0 — 2026-10-26
 
 Reconciles nightly spec drift (#556, #557). Additive on the RFQ-batch

CLAUDE.md

@@ -122,7 +122,7 @@ tests/
 
 ## API Reference
 
-- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.34.0, 128 operations; 127 mapped in the core SDK — `POST /portfolio/intra_exchange_instance_transfer` is implemented on `PerpsClient.transfers.transfer_instance` and left unimplemented on the core client)
+- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.35.0, 133 operations; 132 mapped in the core SDK — `POST /portfolio/intra_exchange_instance_transfer` is implemented on `PerpsClient.transfers.transfer_instance` and left unimplemented on the core client)
 - AsyncAPI spec: https://docs.kalshi.com/asyncapi.yaml (15 WebSocket channels; 12 typed `subscribe_*` + escape-hatch)
 - Base URL: https://api.elections.kalshi.com/trade-api/v2
 - Demo URL: https://demo-api.kalshi.co/trade-api/v2

README.md

@@ -11,8 +11,8 @@ A professional, spec-first Python SDK for the [Kalshi](https://kalshi.com) predi
 [![License: MIT](https://img.shields.io/badge/license-MIT-blue.svg)](LICENSE)
 [![Type checked: mypy strict](https://img.shields.io/badge/mypy-strict-blue.svg)](https://mypy.readthedocs.io/)
 
-- **Full coverage** of the Kalshi REST API (127 mapped of 128 operations across 19 resources, OpenAPI v3.34.0) and WebSocket API (12 typed `subscribe_*` channels + escape-hatch).
-- **Perps (margin) API**: standalone `PerpsClient` / `AsyncPerpsClient` + `PerpsWebSocket` for the perpetual-futures exchange (50 REST operations, 6 WS channels), plus a `KlearClient` for the Self-Clearing-Member "Klear" settlement API (26 of 27 operations). See [Perps (margin) trading](#perps-margin-trading).
+- **Full coverage** of the Kalshi REST API (132 mapped of 133 operations across 19 resources, OpenAPI v3.35.0) and WebSocket API (12 typed `subscribe_*` channels + escape-hatch).
+- **Perps (margin) API**: standalone `PerpsClient` / `AsyncPerpsClient` + `PerpsWebSocket` for the perpetual-futures exchange (54 REST operations, 6 WS channels), plus a `KlearClient` for the Self-Clearing-Member "Klear" settlement API (26 of 27 operations). See [Perps (margin) trading](#perps-margin-trading).
 - **FIX protocol**: an async-first FIX engine (FIXT.1.1 / FIX50SP2) for both products — order-entry, drop-copy, market-data, post-trade (prediction), and RFQ (prediction) sessions (plus order-group management over the order-entry session) with typed message models, sequence recovery, and order-book / settlement reassembly. `from kalshi import FixClient` / `MarginFixClient`. See [FIX protocol](#fix-protocol-low-latency-trading).
 - **V2 event-market orders**: `create_v2` / `amend_v2` / `decrease_v2` / `cancel_v2` / `cancel_all_v2` plus batched variants on `/portfolio/events/orders/*` — the only order-write surface.
 - **Funding & cost introspection**: `portfolio.deposits()`, `portfolio.withdrawals()`, `account.endpoint_costs()`.
@@ -220,7 +220,7 @@ Resource families on the perps client: `exchange`, `markets`, `orders`,
 Real-time streaming via `PerpsWebSocket` — `subscribe_ticker` (carries
 `funding_rate` + `next_funding_time_ms`), `subscribe_orderbook_delta`,
 `subscribe_trade`, `subscribe_fill`, `subscribe_user_orders`,
-`subscribe_order_group`.
+`subscribe_order_group`, `subscribe_market_lifecycle`.
 
 Prices are `DollarDecimal` (FixedPointDollars, up to 6 decimals); counts are
 `FixedPointCount` (2 decimals, `_fp` wire suffix). REST timestamps are RFC3339;

docs/index.md

@@ -3,8 +3,8 @@
 A professional, spec-first Python SDK for the [Kalshi](https://kalshi.com) prediction
 markets API.
 
-- **Full REST coverage** — 127 mapped of 128 operations across 19 resources
-  (OpenAPI v3.34.0), every kwarg drift-tested against the spec.
+- **Full REST coverage** — 132 mapped of 133 operations across 19 resources
+  (OpenAPI v3.35.0), every kwarg drift-tested against the spec.
 - **V2 event-market orders** — new `create_v2` / `amend_v2` / `decrease_v2` /
   `cancel_v2` / `cancel_all_v2` family on `/portfolio/events/orders/*`. Legacy `/portfolio/orders`
   keeps working; deprecation no earlier than May 6, 2026.
@@ -16,7 +16,7 @@ markets API.
   channels), backpressure strategies, and an in-memory orderbook builder.
   Async-only — access via `AsyncKalshiClient.ws`.
 - **Perps (margin) API** — standalone `PerpsClient` / `AsyncPerpsClient` +
-  `PerpsWebSocket` for the perpetual-futures exchange (50 REST operations, 6 WS
+  `PerpsWebSocket` for the perpetual-futures exchange (54 REST operations, 6 WS
   channels), and a `KlearClient` for the Self-Clearing-Member settlement API
   (26 of 27 operations, Bearer token auth). See [Perps](perps.md).
 - **FIX protocol** — a hand-rolled, async-first FIX engine (FIXT.1.1 / FIX50SP2)

docs/perps.md

@@ -59,7 +59,7 @@ async with AsyncPerpsClient.from_env(demo=True) as perps:
 | Attribute | Endpoints |
 |---|---|
 | `exchange` | `status()`, `enabled()` (per-member access gate), `risk_parameters()` |
-| `markets` | `list()`, `get()`, `orderbook()`, `bulk_orderbooks(*, tickers)`, `candlesticks()` |
+| `markets` | `list()`, `get()`, `orderbook()`, `bulk_orderbooks(*, tickers)`, `candlesticks()`, `schedules(*, tickers)` |
 | `orders` | `create()`, `get()`, `list()` / `list_all()`, `cancel()`, `cancel_all()`, `decrease()`, `amend()` |
 | `order_groups` | `list()`, `get()`, `create()`, `delete()`, `reset()`, `trigger()`, `update_limit()` |
 | `portfolio` | `positions()`, `fills()` / `fills_all()`, `trades()` / `trades_all()`, cross/isolated exit triggers |
@@ -77,8 +77,19 @@ is not a margin market returns 404.
 books = perps.markets.bulk_orderbooks(tickers=["BTC-PERP", "ETH-PERP"])
 for ob in books:
     print(ob.ticker, len(ob.bids), len(ob.asks))
+
+schedules = perps.markets.schedules(tickers=["BTC-PERP", "ETH-PERP"])
+for ticker, details in schedules.items():
+    print(ticker, len(details.kalshi_trading_holidays))
 ```
 
+`markets.schedules(*, tickers)` returns Kalshi trading-holiday closures
+(`GET /margin/markets/schedules`) as a ticker → `MarginMarketScheduleDetails`
+map. `tickers` is required (1–100, each 1–200 characters) and serializes as a
+comma-separated query string. Regular daily and weekend closures are not
+included. Each holiday window's spec field `from` is `start` on
+`MarginHolidayWindow` (`until` is the exclusive end).
+
 The margin order side is `bid` / `ask` (not the prediction API's `yes` / `no`).
 Orders create/cancel/decrease/amend are POSTs/DELETEs and are **never retried**.
 `orders.amend(..., expiration_time=)` is int64 Unix seconds: omit it to keep
@@ -212,7 +223,11 @@ perps.portfolio.cancel_cross_exit_trigger("BTC-PERP", trig.id)
   null while open.
 - **Subaccounts** (since the v3.21.0 spec sync) — `MarginPosition` (the
   `portfolio.positions()` rows) carries a **required** `subaccount` (`int`)
-  identifying which subaccount holds the position.
+  identifying which subaccount holds the position. `subaccount_type`
+  (`"cross"` / `"isolated"` / `"auto_rebalance"`, or `None` when the key is
+  absent) is optional on `MarginPosition`, `MarginSubaccountBalance`,
+  `MarginRiskPosition`, and `MarginFundingHistoryEntry`. The spec marks it
+  required; the SDK keeps it optional so older payloads still parse.
 - **Portfolio hedging** (since the v3.23.0 spec sync) — `MarginPosition` and
   `MarginRiskPosition` carry a **required** `is_portfolio` (`bool`), `True` when
   the position is hedged within a portfolio so its margin is computed at the
@@ -287,16 +302,19 @@ async with ws.connect() as session:
             print(msg.msg.funding_rate.rate, msg.msg.funding_rate.next_funding_time_ms)
 ```
 
-Seven data channels — `orderbook_delta` (snapshot + delta, sequenced), `ticker`,
-`trade`, `fill`, `user_orders`, `order_group_updates`, `corporate_actions`. The
-connection, sequence-gap detection, reconnect, and backpressure machinery are
-reused from the event-contract WS stack (see [WebSocket](websockets.md)); the
-perps orderbook is `bid` / `ask`. The prediction-only channels
-(`market_positions`, `multivariate*`, `communications`, `market_lifecycle_v2`,
+Eight data channels — `orderbook_delta` (snapshot + delta, sequenced), `ticker`,
+`trade`, `fill`, `user_orders`, `order_group_updates`, `corporate_actions`,
+`market_lifecycle_v2`. The connection, sequence-gap detection, reconnect, and
+backpressure machinery are reused from the event-contract WS stack (see
+[WebSocket](websockets.md)); the perps orderbook is `bid` / `ask`. The
+prediction-only channels (`market_positions`, `multivariate*`, `communications`,
 `cfbenchmarks_value`) have no perps counterpart. `corporate_actions` streams
 applied split / final-settlement / ticker-change notices (cash actions are
 REST-only); subscribe with `session.subscribe(channel="corporate_actions")`.
 Upcoming and recent notices are listed by `margin.corporate_actions()`.
+`subscribe_market_lifecycle()` yields `MarginMarketLifecycleV2Message` for
+activation and deactivation of every margin market (`event_type` is
+`activated` or `deactivated`). Ticker filters are not supported on that channel.
 
 ## Self-Clearing-Member "Klear" API
 

docs/reference.md

@@ -36,6 +36,14 @@ every exception class.
 
 ::: kalshi.models.orders.CreateOrderV2Request
 
+::: kalshi.models.orders.CreateOrderWithExitTriggerRequest
+
+::: kalshi.models.portfolio.AttachedEventContractExitTrigger
+
+::: kalshi.models.portfolio.SetEventContractExitTriggerRequest
+
+::: kalshi.models.portfolio.EventContractExitSlippage
+
 ::: kalshi.models.orders.AmendOrderV2Request
 
 ::: kalshi.models.orders.DecreaseOrderV2Request

docs/request-models.md

@@ -52,6 +52,8 @@ exposed by each resource method stays in lockstep with the OpenAPI spec.
 | Resource | Request model |
 |---|---|
 | `client.orders.create_v2` | `CreateOrderV2Request` |
+| `client.orders.create_with_exit_trigger` | `CreateOrderWithExitTriggerRequest` (adds `exit_trigger`: `AttachedEventContractExitTrigger`) |
+| `client.portfolio.set_exit_trigger` | `SetEventContractExitTriggerRequest` (at least one of `stop_loss_price` / `take_profit_price`; nested `EventContractExitSlippage`) |
 | `client.orders.amend_v2` | `AmendOrderV2Request` |
 | `client.orders.decrease_v2` | `DecreaseOrderV2Request` (XOR `reduce_by` / `reduce_to`) |
 | `client.orders.batch_create_v2` | `BatchCreateOrdersV2Request` (wraps `list[CreateOrderV2Request]`) |

docs/resources/orders.md

@@ -13,6 +13,7 @@ Reads stay on `/portfolio/orders/*`.
 | Method | Endpoint | Retry |
 |---|---|---|
 | `create_v2(*, request)` | `POST /portfolio/events/orders` | **never** — see [Retries & idempotency](../retries.md) |
+| `create_with_exit_trigger(*, request)` | `POST /portfolio/events/orders/with_exit_trigger` | never |
 | `batch_create_v2(*, request)` | `POST /portfolio/events/orders/batched` | never |
 | `cancel_v2(order_id, *, subaccount, exchange_index, market_ticker)` | `DELETE /portfolio/events/orders/{order_id}` | never |
 | `cancel_all_v2(*, subaccount)` | `DELETE /portfolio/events/orders` | never |
@@ -30,6 +31,13 @@ V2 uses `BookSideLiteral` (`"bid"` / `"ask"`), a single `price` field
 idempotency key. The surface is **model-only** — every write method takes a
 pre-built request model rather than kwargs.
 
+`create_with_exit_trigger` places that same V2 order with an attached
+take-profit / stop-loss bracket (`CreateOrderWithExitTriggerRequest`, which
+subclasses `CreateOrderV2Request` and adds a required `exit_trigger`). The
+route is hidden in the published spec (`x-excluded`) until event-contract
+TP/SL launches. The POST is never retried. An empty `exit_trigger` object is
+spec-valid; prices on the bracket are YES prices.
+
 ## Place an order
 
 ```python

docs/resources/portfolio.md

@@ -13,6 +13,10 @@ Auth required throughout.
 | `fills(...)` / `fills_all(..., exchange_index=None)` | `GET /portfolio/fills` |
 | `total_resting_order_value()` | `GET /portfolio/summary/total_resting_order_value` (FCM only) |
 | `deposits(*, limit, cursor)` / `deposits_all(*, limit, max_pages)` | `GET /portfolio/deposits` |
+| `credit_history(*, limit, cursor, min_ts, max_ts)` / `credit_history_all(...)` | `GET /portfolio/credit_history` |
+| `exit_triggers(ticker, *, kind, subaccount)` | `GET /portfolio/positions/{ticker}/exit_trigger` |
+| `set_exit_trigger(ticker, *, request, subaccount)` | `PUT /portfolio/positions/{ticker}/exit_trigger` (never retried) |
+| `cancel_exit_trigger(ticker, *, kind, subaccount)` | `DELETE /portfolio/positions/{ticker}/exit_trigger` (never retried) |
 | `withdrawals(*, limit, cursor)` / `withdrawals_all(*, limit, max_pages)` | `GET /portfolio/withdrawals` |
 | `intra_exchange_transfers(...)` / `intra_exchange_transfers_all(...)` | `GET /portfolio/intra_exchange_instance_transfers` |
 | `get_intra_exchange_transfer(transfer_id)` | `GET /portfolio/intra_exchange_instance_transfers/{transfer_id}` |
@@ -176,6 +180,44 @@ constructors (tests/mocks) must pass it; an empty list is valid.
     Non-FCM accounts get a `403` (mapped to `KalshiAuthError`). Demo mirrors
     production behavior here.
 
+## Credit history
+
+`credit_history` returns `Page[CreditHistory]`, newest first. `min_ts` is
+inclusive and `max_ts` is exclusive (credit creation time). `limit` is 1–1000.
+`credit_type` is the spec's `type` field. `amount` is a `DollarDecimal`
+(`amount_dollars` on the wire).
+
+```python
+page = client.portfolio.credit_history(limit=50)
+for credit in page:
+    print(credit.credit_id, credit.credit_type, credit.amount, credit.status)
+
+for credit in client.portfolio.credit_history_all():
+    ...
+```
+
+## Exit triggers
+
+Take-profit / stop-loss brackets on an event-contract position. These routes
+are hidden in the published OpenAPI (`x-excluded`) until the feature launches.
+`PUT` and `DELETE` are never retried. Prices are YES prices (`DollarDecimal`).
+`set_exit_trigger` replaces both legs — omit a leg to clear it, and pass at
+least one of `stop_loss_price` or `take_profit_price`.
+
+```python
+from decimal import Decimal
+from kalshi import SetEventContractExitTriggerRequest
+
+trigger = client.portfolio.set_exit_trigger(
+    "HIGHNY-24JAN01-T60",
+    request=SetEventContractExitTriggerRequest(stop_loss_price=Decimal("0.5600")),
+)
+print(trigger.id, trigger.status, trigger.stop_loss_price)
+
+current = client.portfolio.exit_triggers("HIGHNY-24JAN01-T60", kind="bracket")
+client.portfolio.cancel_exit_trigger("HIGHNY-24JAN01-T60", kind="bracket")
+```
+
 ## Deposits and withdrawals
 
 New in v2.1.0. Standard `Page[T]` pagination — see [Pagination](../pagination.md).

kalshi/__init__.py

@@ -43,6 +43,7 @@
     ApiUsageLevelGrant,
     ApplySubaccountTransferRequest,
     AssociatedEvent,
+    AttachedEventContractExitTrigger,
     Balance,
     BatchCancelOrdersV2Request,
     BatchCancelOrdersV2RequestOrder,
@@ -68,6 +69,7 @@
     CreateOrderGroupResponse,
     CreateOrderV2Request,
     CreateOrderV2Response,
+    CreateOrderWithExitTriggerRequest,
     CreateQuoteRequest,
     CreateQuoteResponse,
     CreateRFQBatchChild,
@@ -79,13 +81,22 @@
     CreateRFQResponse,
     CreateSubaccountRequest,
     CreateSubaccountResponse,
+    CreditHistory,
+    CreditStatusLiteral,
     DailySchedule,
     DecreaseOrderV2Request,
     DecreaseOrderV2Response,
     Deposit,
     EndpointTokenCost,
     Event,
     EventCandlesticks,
+    EventContractExitKindLiteral,
+    EventContractExitSideLiteral,
+    EventContractExitSlippage,
+    EventContractExitSlippageUnitLiteral,
+    EventContractExitStatusLiteral,
+    EventContractExitTrigger,
+    EventContractExitTriggeredLegLiteral,
     EventFeeChange,
     EventLiveData,
     EventMetadata,
@@ -103,6 +114,7 @@
     GetApiKeysResponse,
     GetBlockTradeProposalsResponse,
     GetCommunicationsIDResponse,
+    GetEventContractExitTriggersResponse,
     GetEventLiveDataResponse,
     GetFCMEventContractDailyCapResponse,
     GetFcmFillsResponse,
@@ -186,6 +198,7 @@
     SelfTradePreventionTypeLiteral,
     Series,
     SeriesFeeChange,
+    SetEventContractExitTriggerRequest,
     SetTargetBalanceAllocationRequest,
     Settlement,
     SettlementSource,
@@ -265,6 +278,7 @@
     "AsyncRFQBatchQuotesResource",
     "AsyncRFQBatchesResource",
     "AsyncRFQsResource",
+    "AttachedEventContractExitTrigger",
     "AuthRequiredError",
     "Balance",
     "BatchCancelOrdersV2Request",
@@ -292,6 +306,7 @@
     "CreateOrderGroupResponse",
     "CreateOrderV2Request",
     "CreateOrderV2Response",
+    "CreateOrderWithExitTriggerRequest",
     "CreateQuoteRequest",
     "CreateQuoteResponse",
     "CreateRFQBatchChild",
@@ -303,13 +318,22 @@
     "CreateRFQResponse",
     "CreateSubaccountRequest",
     "CreateSubaccountResponse",
+    "CreditHistory",
+    "CreditStatusLiteral",
     "DailySchedule",
     "DecreaseOrderV2Request",
     "DecreaseOrderV2Response",
     "Deposit",
     "EndpointTokenCost",
     "Event",
     "EventCandlesticks",
+    "EventContractExitKindLiteral",
+    "EventContractExitSideLiteral",
+    "EventContractExitSlippage",
+    "EventContractExitSlippageUnitLiteral",
+    "EventContractExitStatusLiteral",
+    "EventContractExitTrigger",
+    "EventContractExitTriggeredLegLiteral",
     "EventFeeChange",
     "EventLiveData",
     "EventMetadata",
@@ -331,6 +355,7 @@
     "GetApiKeysResponse",
     "GetBlockTradeProposalsResponse",
     "GetCommunicationsIDResponse",
+    "GetEventContractExitTriggersResponse",
     "GetEventLiveDataResponse",
     "GetFCMEventContractDailyCapResponse",
     "GetFCMSubtraderBlockedCategoriesResponse",
@@ -445,6 +470,7 @@
     "SelfTradePreventionTypeLiteral",
     "Series",
     "SeriesFeeChange",
+    "SetEventContractExitTriggerRequest",
     "SetTargetBalanceAllocationRequest",
     "Settlement",
     "SettlementSource",
@@ -477,4 +503,4 @@
     "Withdrawal",
 ]
 
-__version__ = "22.4.0"
+__version__ = "22.5.0"