kalshi-python-sync 3.6.0__tar.gz → 3.8.0__tar.gz

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: kalshi_python_sync
-Version: 3.6.0
+Version: 3.8.0
 Summary: Manually defined OpenAPI spec for endpoints being migrated to spec-first approach
 Home-page: https://github.com/Kalshi/exchange-infra
 Author: OpenAPI Generator community
@@ -28,8 +28,8 @@ Complete API for the Kalshi trading platform including all handlers for SDK gene
 
 This Python package is automatically generated by the [OpenAPI Generator](https://openapi-generator.tech) project:
 
-- API version: 3.6.0
-- Package version: 3.6.0
+- API version: 3.8.0
+- Package version: 3.8.0
 - Generator version: 7.17.0
 - Build package: org.openapitools.codegen.languages.PythonClientCodegen
 For more information, please visit []()

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/README.md

@@ -3,8 +3,8 @@ Complete API for the Kalshi trading platform including all handlers for SDK gene
 
 This Python package is automatically generated by the [OpenAPI Generator](https://openapi-generator.tech) project:
 
-- API version: 3.6.0
-- Package version: 3.6.0
+- API version: 3.8.0
+- Package version: 3.8.0
 - Generator version: 7.17.0
 - Build package: org.openapitools.codegen.languages.PythonClientCodegen
 For more information, please visit []()

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/kalshi_python_sync/__init__.py

@@ -7,13 +7,13 @@
 
     Manually defined OpenAPI spec for endpoints being migrated to spec-first approach
 
-    The version of the OpenAPI document: 3.6.0
+    The version of the OpenAPI document: 3.8.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.
 """  # noqa: E501
 
-__version__ = "3.6.0"
+__version__ = "3.8.0"
 
 # import apis into sdk package
 from kalshi_python_sync.api.account_api import AccountApi
@@ -22,6 +22,7 @@ from kalshi_python_sync.api.communications_api import CommunicationsApi
 from kalshi_python_sync.api.events_api import EventsApi
 from kalshi_python_sync.api.exchange_api import ExchangeApi
 from kalshi_python_sync.api.fcm_api import FcmApi
+from kalshi_python_sync.api.historical_api import HistoricalApi
 from kalshi_python_sync.api.incentive_programs_api import IncentiveProgramsApi
 from kalshi_python_sync.api.live_data_api import LiveDataApi
 from kalshi_python_sync.api.market_api import MarketApi
@@ -69,12 +70,14 @@ from kalshi_python_sync.models.apply_subaccount_transfer_request import ApplySub
 from kalshi_python_sync.models.associated_event import AssociatedEvent
 from kalshi_python_sync.models.batch_cancel_orders_individual_response import BatchCancelOrdersIndividualResponse
 from kalshi_python_sync.models.batch_cancel_orders_request import BatchCancelOrdersRequest
+from kalshi_python_sync.models.batch_cancel_orders_request_order import BatchCancelOrdersRequestOrder
 from kalshi_python_sync.models.batch_cancel_orders_response import BatchCancelOrdersResponse
 from kalshi_python_sync.models.batch_create_orders_individual_response import BatchCreateOrdersIndividualResponse
 from kalshi_python_sync.models.batch_create_orders_request import BatchCreateOrdersRequest
 from kalshi_python_sync.models.batch_create_orders_response import BatchCreateOrdersResponse
 from kalshi_python_sync.models.batch_get_market_candlesticks_response import BatchGetMarketCandlesticksResponse
 from kalshi_python_sync.models.bid_ask_distribution import BidAskDistribution
+from kalshi_python_sync.models.bid_ask_distribution_historical import BidAskDistributionHistorical
 from kalshi_python_sync.models.cancel_order_response import CancelOrderResponse
 from kalshi_python_sync.models.create_api_key_request import CreateApiKeyRequest
 from kalshi_python_sync.models.create_api_key_response import CreateApiKeyResponse
@@ -114,9 +117,11 @@ from kalshi_python_sync.models.get_exchange_announcements_response import GetExc
 from kalshi_python_sync.models.get_exchange_schedule_response import GetExchangeScheduleResponse
 from kalshi_python_sync.models.get_fills_response import GetFillsResponse
 from kalshi_python_sync.models.get_filters_by_sports_response import GetFiltersBySportsResponse
+from kalshi_python_sync.models.get_historical_cutoff_response import GetHistoricalCutoffResponse
 from kalshi_python_sync.models.get_incentive_programs_response import GetIncentiveProgramsResponse
 from kalshi_python_sync.models.get_live_data_response import GetLiveDataResponse
 from kalshi_python_sync.models.get_live_datas_response import GetLiveDatasResponse
+from kalshi_python_sync.models.get_market_candlesticks_historical_response import GetMarketCandlesticksHistoricalResponse
 from kalshi_python_sync.models.get_market_candlesticks_response import GetMarketCandlesticksResponse
 from kalshi_python_sync.models.get_market_orderbook_response import GetMarketOrderbookResponse
 from kalshi_python_sync.models.get_market_response import GetMarketResponse
@@ -160,6 +165,7 @@ from kalshi_python_sync.models.lookup_tickers_for_market_in_multivariate_event_c
 from kalshi_python_sync.models.maintenance_window import MaintenanceWindow
 from kalshi_python_sync.models.market import Market
 from kalshi_python_sync.models.market_candlestick import MarketCandlestick
+from kalshi_python_sync.models.market_candlestick_historical import MarketCandlestickHistorical
 from kalshi_python_sync.models.market_candlesticks_response import MarketCandlesticksResponse
 from kalshi_python_sync.models.market_metadata import MarketMetadata
 from kalshi_python_sync.models.market_position import MarketPosition
@@ -174,6 +180,7 @@ from kalshi_python_sync.models.orderbook import Orderbook
 from kalshi_python_sync.models.orderbook_count_fp import OrderbookCountFp
 from kalshi_python_sync.models.percentile_point import PercentilePoint
 from kalshi_python_sync.models.price_distribution import PriceDistribution
+from kalshi_python_sync.models.price_distribution_historical import PriceDistributionHistorical
 from kalshi_python_sync.models.price_range import PriceRange
 from kalshi_python_sync.models.quote import Quote
 from kalshi_python_sync.models.rfq import RFQ
@@ -216,6 +223,7 @@ class KalshiClient(ApiClient):
         self._events_api = EventsApi(self)
         self._exchange_api = ExchangeApi(self)
         self._fcm_api = FcmApi(self)
+        self._historical_api = HistoricalApi(self)
         self._incentive_programs_api = IncentiveProgramsApi(self)
         self._live_data_api = LiveDataApi(self)
         self._market_api = MarketApi(self)
@@ -266,6 +274,7 @@ class KalshiClient(ApiClient):
             '_events_api',
             '_exchange_api',
             '_fcm_api',
+            '_historical_api',
             '_incentive_programs_api',
             '_live_data_api',
             '_market_api',

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/kalshi_python_sync/api/__init__.py

@@ -7,6 +7,7 @@ from kalshi_python_sync.api.communications_api import CommunicationsApi
 from kalshi_python_sync.api.events_api import EventsApi
 from kalshi_python_sync.api.exchange_api import ExchangeApi
 from kalshi_python_sync.api.fcm_api import FcmApi
+from kalshi_python_sync.api.historical_api import HistoricalApi
 from kalshi_python_sync.api.incentive_programs_api import IncentiveProgramsApi
 from kalshi_python_sync.api.live_data_api import LiveDataApi
 from kalshi_python_sync.api.market_api import MarketApi

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/kalshi_python_sync/api/account_api.py

@@ -5,7 +5,7 @@
 
     Manually defined OpenAPI spec for endpoints being migrated to spec-first approach
 
-    The version of the OpenAPI document: 3.6.0
+    The version of the OpenAPI document: 3.8.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/kalshi_python_sync/api/api_keys_api.py

@@ -5,7 +5,7 @@
 
     Manually defined OpenAPI spec for endpoints being migrated to spec-first approach
 
-    The version of the OpenAPI document: 3.6.0
+    The version of the OpenAPI document: 3.8.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/kalshi_python_sync/api/communications_api.py

@@ -5,7 +5,7 @@
 
     Manually defined OpenAPI spec for endpoints being migrated to spec-first approach
 
-    The version of the OpenAPI document: 3.6.0
+    The version of the OpenAPI document: 3.8.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.
@@ -15,7 +15,7 @@ from pydantic import validate_call, Field, StrictFloat, StrictStr, StrictInt, St
 from typing import Any, Dict, List, Optional, Tuple, Union
 from typing_extensions import Annotated
 
-from pydantic import Field, StrictStr
+from pydantic import Field, StrictInt, StrictStr
 from typing import Any, Dict, Optional
 from typing_extensions import Annotated
 from kalshi_python_sync.models.accept_quote_request import AcceptQuoteRequest
@@ -2877,6 +2877,7 @@ class CommunicationsApi:
         cursor: Any = None,
         event_ticker: Any = None,
         market_ticker: Any = None,
+        subaccount: Any = None,
         limit: Any = None,
         status: Any = None,
         creator_user_id: Any = None,
@@ -2891,6 +2892,8 @@ class CommunicationsApi:
         :type event_ticker: str
         :param market_ticker: Filter by market ticker
         :type market_ticker: str
+        :param subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, returns results across all subaccounts.
+        :type subaccount: int
         :param limit: Parameter to specify the number of results per page. Defaults to 100.
         :type limit: int
         :param status: Filter RFQs by status
@@ -2924,6 +2927,7 @@ class CommunicationsApi:
             cursor=cursor,
             event_ticker=event_ticker,
             market_ticker=market_ticker,
+            subaccount=subaccount,
             limit=limit,
             status=status,
             creator_user_id=creator_user_id,
@@ -2955,6 +2959,7 @@ class CommunicationsApi:
         cursor: Annotated[Optional[StrictStr], Field(description="Pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page.")] = None,
         event_ticker: Annotated[Optional[StrictStr], Field(description="Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).")] = None,
         market_ticker: Annotated[Optional[StrictStr], Field(description="Filter by market ticker")] = None,
+        subaccount: Annotated[Optional[StrictInt], Field(description="Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, returns results across all subaccounts.")] = None,
         limit: Annotated[Optional[Annotated[int, Field(le=100, strict=True, ge=1)]], Field(description="Parameter to specify the number of results per page. Defaults to 100.")] = None,
         status: Annotated[Optional[StrictStr], Field(description="Filter RFQs by status")] = None,
         creator_user_id: Annotated[Optional[StrictStr], Field(description="Filter RFQs by creator user ID")] = None,
@@ -2981,6 +2986,8 @@ class CommunicationsApi:
         :type event_ticker: str
         :param market_ticker: Filter by market ticker
         :type market_ticker: str
+        :param subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, returns results across all subaccounts.
+        :type subaccount: int
         :param limit: Parameter to specify the number of results per page. Defaults to 100.
         :type limit: int
         :param status: Filter RFQs by status
@@ -3013,6 +3020,7 @@ class CommunicationsApi:
             cursor=cursor,
             event_ticker=event_ticker,
             market_ticker=market_ticker,
+            subaccount=subaccount,
             limit=limit,
             status=status,
             creator_user_id=creator_user_id,
@@ -3044,6 +3052,7 @@ class CommunicationsApi:
         cursor: Annotated[Optional[StrictStr], Field(description="Pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page.")] = None,
         event_ticker: Annotated[Optional[StrictStr], Field(description="Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).")] = None,
         market_ticker: Annotated[Optional[StrictStr], Field(description="Filter by market ticker")] = None,
+        subaccount: Annotated[Optional[StrictInt], Field(description="Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, returns results across all subaccounts.")] = None,
         limit: Annotated[Optional[Annotated[int, Field(le=100, strict=True, ge=1)]], Field(description="Parameter to specify the number of results per page. Defaults to 100.")] = None,
         status: Annotated[Optional[StrictStr], Field(description="Filter RFQs by status")] = None,
         creator_user_id: Annotated[Optional[StrictStr], Field(description="Filter RFQs by creator user ID")] = None,
@@ -3070,6 +3079,8 @@ class CommunicationsApi:
         :type event_ticker: str
         :param market_ticker: Filter by market ticker
         :type market_ticker: str
+        :param subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, returns results across all subaccounts.
+        :type subaccount: int
         :param limit: Parameter to specify the number of results per page. Defaults to 100.
         :type limit: int
         :param status: Filter RFQs by status
@@ -3102,6 +3113,7 @@ class CommunicationsApi:
             cursor=cursor,
             event_ticker=event_ticker,
             market_ticker=market_ticker,
+            subaccount=subaccount,
             limit=limit,
             status=status,
             creator_user_id=creator_user_id,
@@ -3128,6 +3140,7 @@ class CommunicationsApi:
         cursor,
         event_ticker,
         market_ticker,
+        subaccount,
         limit,
         status,
         creator_user_id,
@@ -3165,6 +3178,10 @@ class CommunicationsApi:
             
             _query_params.append(('market_ticker', market_ticker))
             
+        if subaccount is not None:
+            
+            _query_params.append(('subaccount', subaccount))
+            
         if limit is not None:
             
             _query_params.append(('limit', limit))

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/kalshi_python_sync/api/events_api.py

@@ -5,7 +5,7 @@
 
     Manually defined OpenAPI spec for endpoints being migrated to spec-first approach
 
-    The version of the OpenAPI document: 3.6.0
+    The version of the OpenAPI document: 3.8.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.
@@ -51,11 +51,11 @@ class EventsApi:
     ) -> GetEventResponse:
         """Get Event
 
-         Endpoint for getting data about an event by its ticker.  An event represents a real-world occurrence that can be traded on, such as an election, sports game, or economic indicator release. Events contain one or more markets where users can place trades on different outcomes.
+        Endpoint for getting data about an event by its ticker. An event represents a real-world occurrence that can be traded on, such as an election, sports game, or economic indicator release. Events contain one or more markets where users can place trades on different outcomes. All events are accessible through this endpoint, even if their associated markets are older than the historical cutoff. 
 
         :param event_ticker: Event ticker (required)
         :type event_ticker: str
-        :param with_nested_markets: If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response.
+        :param with_nested_markets: If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response. Historical markets settled before the historical cutoff will not be included.
         :type with_nested_markets: bool
         :param _request_timeout: timeout setting for this request. If one
                                  number provided, it will be total request
@@ -111,7 +111,7 @@ class EventsApi:
     def get_event_with_http_info(
         self,
         event_ticker: Annotated[StrictStr, Field(description="Event ticker")],
-        with_nested_markets: Annotated[Optional[StrictBool], Field(description="If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response.")] = None,
+        with_nested_markets: Annotated[Optional[StrictBool], Field(description="If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response. Historical markets settled before the historical cutoff will not be included.")] = None,
         _request_timeout: Union[
             None,
             Annotated[StrictFloat, Field(gt=0)],
@@ -127,11 +127,11 @@ class EventsApi:
     ) -> ApiResponse[GetEventResponse]:
         """Get Event
 
-         Endpoint for getting data about an event by its ticker.  An event represents a real-world occurrence that can be traded on, such as an election, sports game, or economic indicator release. Events contain one or more markets where users can place trades on different outcomes.
+        Endpoint for getting data about an event by its ticker. An event represents a real-world occurrence that can be traded on, such as an election, sports game, or economic indicator release. Events contain one or more markets where users can place trades on different outcomes. All events are accessible through this endpoint, even if their associated markets are older than the historical cutoff. 
 
         :param event_ticker: Event ticker (required)
         :type event_ticker: str
-        :param with_nested_markets: If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response.
+        :param with_nested_markets: If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response. Historical markets settled before the historical cutoff will not be included.
         :type with_nested_markets: bool
         :param _request_timeout: timeout setting for this request. If one
                                  number provided, it will be total request
@@ -186,7 +186,7 @@ class EventsApi:
     def get_event_without_preload_content(
         self,
         event_ticker: Annotated[StrictStr, Field(description="Event ticker")],
-        with_nested_markets: Annotated[Optional[StrictBool], Field(description="If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response.")] = None,
+        with_nested_markets: Annotated[Optional[StrictBool], Field(description="If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response. Historical markets settled before the historical cutoff will not be included.")] = None,
         _request_timeout: Union[
             None,
             Annotated[StrictFloat, Field(gt=0)],
@@ -202,11 +202,11 @@ class EventsApi:
     ) -> RESTResponseType:
         """Get Event
 
-         Endpoint for getting data about an event by its ticker.  An event represents a real-world occurrence that can be traded on, such as an election, sports game, or economic indicator release. Events contain one or more markets where users can place trades on different outcomes.
+        Endpoint for getting data about an event by its ticker. An event represents a real-world occurrence that can be traded on, such as an election, sports game, or economic indicator release. Events contain one or more markets where users can place trades on different outcomes. All events are accessible through this endpoint, even if their associated markets are older than the historical cutoff. 
 
         :param event_ticker: Event ticker (required)
         :type event_ticker: str
-        :param with_nested_markets: If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response.
+        :param with_nested_markets: If true, markets are included within the event object. If false (default), markets are returned as a separate top-level field in the response. Historical markets settled before the historical cutoff will not be included.
         :type with_nested_markets: bool
         :param _request_timeout: timeout setting for this request. If one
                                  number provided, it will be total request
@@ -937,16 +937,17 @@ class EventsApi:
         status: Any = None,
         series_ticker: Any = None,
         min_close_ts: Any = None,
+        min_updated_ts: Any = None,
     ) -> GetEventsResponse:
         """Get Events
 
-        Get all events. This endpoint excludes multivariate events. To retrieve multivariate events, use the GET /events/multivariate endpoint. 
+        Get all events. This endpoint excludes multivariate events. To retrieve multivariate events, use the GET /events/multivariate endpoint. All events are accessible through this endpoint, even if their associated markets are older than the historical cutoff. 
 
         :param limit: Parameter to specify the number of results per page. Defaults to 200. Maximum value is 200.
         :type limit: int
         :param cursor: Parameter to specify the pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page.
         :type cursor: str
-        :param with_nested_markets: Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event.
+        :param with_nested_markets: Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event. Historical markets settled before the historical cutoff will not be included.
         :type with_nested_markets: bool
         :param with_milestones: If true, includes related milestones as a field alongside events.
         :type with_milestones: bool
@@ -956,6 +957,8 @@ class EventsApi:
         :type series_ticker: str
         :param min_close_ts: Filter events with at least one market with close timestamp greater than this Unix timestamp (in seconds).
         :type min_close_ts: int
+        :param min_updated_ts: Filter events with metadata updated after this Unix timestamp (in seconds). Use this to efficiently poll for changes.
+        :type min_updated_ts: int
         :param _request_timeout: timeout setting for this request. If one
                                  number provided, it will be total request
                                  timeout. It can also be a pair (tuple) of
@@ -987,6 +990,7 @@ class EventsApi:
             status=status,
             series_ticker=series_ticker,
             min_close_ts=min_close_ts,
+            min_updated_ts=min_updated_ts,
             _request_auth=None,
             _content_type=None,
             _headers=None,
@@ -1015,11 +1019,12 @@ class EventsApi:
         self,
         limit: Annotated[Optional[Annotated[int, Field(le=200, strict=True, ge=1)]], Field(description="Parameter to specify the number of results per page. Defaults to 200. Maximum value is 200.")] = None,
         cursor: Annotated[Optional[StrictStr], Field(description="Parameter to specify the pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page.")] = None,
-        with_nested_markets: Annotated[Optional[StrictBool], Field(description="Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event.")] = None,
+        with_nested_markets: Annotated[Optional[StrictBool], Field(description="Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event. Historical markets settled before the historical cutoff will not be included.")] = None,
         with_milestones: Annotated[Optional[StrictBool], Field(description="If true, includes related milestones as a field alongside events.")] = None,
         status: Annotated[Optional[StrictStr], Field(description="Filter by event status. Possible values are 'open', 'closed', 'settled'. Leave empty to return events with any status.")] = None,
         series_ticker: Annotated[Optional[StrictStr], Field(description="Filter by series ticker")] = None,
         min_close_ts: Annotated[Optional[StrictInt], Field(description="Filter events with at least one market with close timestamp greater than this Unix timestamp (in seconds).")] = None,
+        min_updated_ts: Annotated[Optional[StrictInt], Field(description="Filter events with metadata updated after this Unix timestamp (in seconds). Use this to efficiently poll for changes.")] = None,
         _request_timeout: Union[
             None,
             Annotated[StrictFloat, Field(gt=0)],
@@ -1035,13 +1040,13 @@ class EventsApi:
     ) -> ApiResponse[GetEventsResponse]:
         """Get Events
 
-        Get all events. This endpoint excludes multivariate events. To retrieve multivariate events, use the GET /events/multivariate endpoint. 
+        Get all events. This endpoint excludes multivariate events. To retrieve multivariate events, use the GET /events/multivariate endpoint. All events are accessible through this endpoint, even if their associated markets are older than the historical cutoff. 
 
         :param limit: Parameter to specify the number of results per page. Defaults to 200. Maximum value is 200.
         :type limit: int
         :param cursor: Parameter to specify the pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page.
         :type cursor: str
-        :param with_nested_markets: Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event.
+        :param with_nested_markets: Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event. Historical markets settled before the historical cutoff will not be included.
         :type with_nested_markets: bool
         :param with_milestones: If true, includes related milestones as a field alongside events.
         :type with_milestones: bool
@@ -1051,6 +1056,8 @@ class EventsApi:
         :type series_ticker: str
         :param min_close_ts: Filter events with at least one market with close timestamp greater than this Unix timestamp (in seconds).
         :type min_close_ts: int
+        :param min_updated_ts: Filter events with metadata updated after this Unix timestamp (in seconds). Use this to efficiently poll for changes.
+        :type min_updated_ts: int
         :param _request_timeout: timeout setting for this request. If one
                                  number provided, it will be total request
                                  timeout. It can also be a pair (tuple) of
@@ -1081,6 +1088,7 @@ class EventsApi:
             status=status,
             series_ticker=series_ticker,
             min_close_ts=min_close_ts,
+            min_updated_ts=min_updated_ts,
             _request_auth=_request_auth,
             _content_type=_content_type,
             _headers=_headers,
@@ -1109,11 +1117,12 @@ class EventsApi:
         self,
         limit: Annotated[Optional[Annotated[int, Field(le=200, strict=True, ge=1)]], Field(description="Parameter to specify the number of results per page. Defaults to 200. Maximum value is 200.")] = None,
         cursor: Annotated[Optional[StrictStr], Field(description="Parameter to specify the pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page.")] = None,
-        with_nested_markets: Annotated[Optional[StrictBool], Field(description="Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event.")] = None,
+        with_nested_markets: Annotated[Optional[StrictBool], Field(description="Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event. Historical markets settled before the historical cutoff will not be included.")] = None,
         with_milestones: Annotated[Optional[StrictBool], Field(description="If true, includes related milestones as a field alongside events.")] = None,
         status: Annotated[Optional[StrictStr], Field(description="Filter by event status. Possible values are 'open', 'closed', 'settled'. Leave empty to return events with any status.")] = None,
         series_ticker: Annotated[Optional[StrictStr], Field(description="Filter by series ticker")] = None,
         min_close_ts: Annotated[Optional[StrictInt], Field(description="Filter events with at least one market with close timestamp greater than this Unix timestamp (in seconds).")] = None,
+        min_updated_ts: Annotated[Optional[StrictInt], Field(description="Filter events with metadata updated after this Unix timestamp (in seconds). Use this to efficiently poll for changes.")] = None,
         _request_timeout: Union[
             None,
             Annotated[StrictFloat, Field(gt=0)],
@@ -1129,13 +1138,13 @@ class EventsApi:
     ) -> RESTResponseType:
         """Get Events
 
-        Get all events. This endpoint excludes multivariate events. To retrieve multivariate events, use the GET /events/multivariate endpoint. 
+        Get all events. This endpoint excludes multivariate events. To retrieve multivariate events, use the GET /events/multivariate endpoint. All events are accessible through this endpoint, even if their associated markets are older than the historical cutoff. 
 
         :param limit: Parameter to specify the number of results per page. Defaults to 200. Maximum value is 200.
         :type limit: int
         :param cursor: Parameter to specify the pagination cursor. Use the cursor value returned from the previous response to get the next page of results. Leave empty for the first page.
         :type cursor: str
-        :param with_nested_markets: Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event.
+        :param with_nested_markets: Parameter to specify if nested markets should be included in the response. When true, each event will include a 'markets' field containing a list of Market objects associated with that event. Historical markets settled before the historical cutoff will not be included.
         :type with_nested_markets: bool
         :param with_milestones: If true, includes related milestones as a field alongside events.
         :type with_milestones: bool
@@ -1145,6 +1154,8 @@ class EventsApi:
         :type series_ticker: str
         :param min_close_ts: Filter events with at least one market with close timestamp greater than this Unix timestamp (in seconds).
         :type min_close_ts: int
+        :param min_updated_ts: Filter events with metadata updated after this Unix timestamp (in seconds). Use this to efficiently poll for changes.
+        :type min_updated_ts: int
         :param _request_timeout: timeout setting for this request. If one
                                  number provided, it will be total request
                                  timeout. It can also be a pair (tuple) of
@@ -1175,6 +1186,7 @@ class EventsApi:
             status=status,
             series_ticker=series_ticker,
             min_close_ts=min_close_ts,
+            min_updated_ts=min_updated_ts,
             _request_auth=_request_auth,
             _content_type=_content_type,
             _headers=_headers,
@@ -1203,6 +1215,7 @@ class EventsApi:
         status,
         series_ticker,
         min_close_ts,
+        min_updated_ts,
         _request_auth,
         _content_type,
         _headers,
@@ -1253,6 +1266,10 @@ class EventsApi:
             
             _query_params.append(('min_close_ts', min_close_ts))
             
+        if min_updated_ts is not None:
+            
+            _query_params.append(('min_updated_ts', min_updated_ts))
+            
         # process the header parameters
         # process the form parameters
         # process the body parameter

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/kalshi_python_sync/api/exchange_api.py

@@ -5,7 +5,7 @@
 
     Manually defined OpenAPI spec for endpoints being migrated to spec-first approach
 
-    The version of the OpenAPI document: 3.6.0
+    The version of the OpenAPI document: 3.8.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.

{kalshi_python_sync-3.6.0 → kalshi_python_sync-3.8.0}/kalshi_python_sync/api/fcm_api.py

@@ -5,7 +5,7 @@
 
     Manually defined OpenAPI spec for endpoints being migrated to spec-first approach
 
-    The version of the OpenAPI document: 3.6.0
+    The version of the OpenAPI document: 3.8.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.