kalshi-python-sync 3.7.0__tar.gz → 3.9.0__tar.gz

{kalshi_python_sync-3.7.0 → kalshi_python_sync-3.9.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: kalshi_python_sync
-Version: 3.7.0
+Version: 3.9.0
 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: 3.7.0
-- Package version: 3.7.0
+- API version: 3.9.0
+- Package version: 3.9.0
 - Generator version: 7.17.0
 - Build package: org.openapitools.codegen.languages.PythonClientCodegen
 For more information, please visit []()

{kalshi_python_sync-3.7.0 → kalshi_python_sync-3.9.0}/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: 3.7.0
-- Package version: 3.7.0
+- API version: 3.9.0
+- Package version: 3.9.0
 - Generator version: 7.17.0
 - Build package: org.openapitools.codegen.languages.PythonClientCodegen
 For more information, please visit []()

{kalshi_python_sync-3.7.0 → kalshi_python_sync-3.9.0}/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: 3.7.0
+    The version of the OpenAPI document: 3.9.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.
 """  # noqa: E501
 
-__version__ = "3.7.0"
+__version__ = "3.9.0"
 
 # import apis into sdk package
 from kalshi_python_sync.api.account_api import AccountApi
@@ -151,6 +151,7 @@ from kalshi_python_sync.models.get_settlements_response import GetSettlementsRes
 from kalshi_python_sync.models.get_structured_target_response import GetStructuredTargetResponse
 from kalshi_python_sync.models.get_structured_targets_response import GetStructuredTargetsResponse
 from kalshi_python_sync.models.get_subaccount_balances_response import GetSubaccountBalancesResponse
+from kalshi_python_sync.models.get_subaccount_netting_response import GetSubaccountNettingResponse
 from kalshi_python_sync.models.get_subaccount_transfers_response import GetSubaccountTransfersResponse
 from kalshi_python_sync.models.get_tags_for_series_categories_response import GetTagsForSeriesCategoriesResponse
 from kalshi_python_sync.models.get_trades_response import GetTradesResponse
@@ -176,7 +177,6 @@ from kalshi_python_sync.models.order import Order
 from kalshi_python_sync.models.order_group import OrderGroup
 from kalshi_python_sync.models.order_queue_position import OrderQueuePosition
 from kalshi_python_sync.models.order_status import OrderStatus
-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
@@ -194,10 +194,12 @@ from kalshi_python_sync.models.settlement_source import SettlementSource
 from kalshi_python_sync.models.sport_filter_details import SportFilterDetails
 from kalshi_python_sync.models.structured_target import StructuredTarget
 from kalshi_python_sync.models.subaccount_balance import SubaccountBalance
+from kalshi_python_sync.models.subaccount_netting_config import SubaccountNettingConfig
 from kalshi_python_sync.models.subaccount_transfer import SubaccountTransfer
 from kalshi_python_sync.models.ticker_pair import TickerPair
 from kalshi_python_sync.models.trade import Trade
 from kalshi_python_sync.models.update_order_group_limit_request import UpdateOrderGroupLimitRequest
+from kalshi_python_sync.models.update_subaccount_netting_request import UpdateSubaccountNettingRequest
 from kalshi_python_sync.models.weekly_schedule import WeeklySchedule
 
 

{kalshi_python_sync-3.7.0 → kalshi_python_sync-3.9.0}/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: 3.7.0
+    The version of the OpenAPI document: 3.9.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.

{kalshi_python_sync-3.7.0 → kalshi_python_sync-3.9.0}/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: 3.7.0
+    The version of the OpenAPI document: 3.9.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.

{kalshi_python_sync-3.7.0 → kalshi_python_sync-3.9.0}/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: 3.7.0
+    The version of the OpenAPI document: 3.9.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.
@@ -2233,7 +2233,7 @@ class CommunicationsApi:
 
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :type event_ticker: str
         :param market_ticker: Filter by market ticker
         :type market_ticker: str
@@ -2308,7 +2308,7 @@ class CommunicationsApi:
     def get_quotes_with_http_info(
         self,
         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,
+        event_ticker: Annotated[Optional[StrictStr], Field(description="Event ticker to filter by. Only a single event ticker is supported.")] = None,
         market_ticker: Annotated[Optional[StrictStr], Field(description="Filter by market ticker")] = None,
         limit: Annotated[Optional[Annotated[int, Field(le=500, strict=True, ge=1)]], Field(description="Parameter to specify the number of results per page. Defaults to 500.")] = None,
         status: Annotated[Optional[StrictStr], Field(description="Filter quotes by status")] = None,
@@ -2335,7 +2335,7 @@ class CommunicationsApi:
 
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :type event_ticker: str
         :param market_ticker: Filter by market ticker
         :type market_ticker: str
@@ -2409,7 +2409,7 @@ class CommunicationsApi:
     def get_quotes_without_preload_content(
         self,
         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,
+        event_ticker: Annotated[Optional[StrictStr], Field(description="Event ticker to filter by. Only a single event ticker is supported.")] = None,
         market_ticker: Annotated[Optional[StrictStr], Field(description="Filter by market ticker")] = None,
         limit: Annotated[Optional[Annotated[int, Field(le=500, strict=True, ge=1)]], Field(description="Parameter to specify the number of results per page. Defaults to 500.")] = None,
         status: Annotated[Optional[StrictStr], Field(description="Filter quotes by status")] = None,
@@ -2436,7 +2436,7 @@ class CommunicationsApi:
 
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :type event_ticker: str
         :param market_ticker: Filter by market ticker
         :type market_ticker: str
@@ -2888,11 +2888,11 @@ class CommunicationsApi:
 
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :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.
+        :param subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, defaults to all subaccounts.
         :type subaccount: int
         :param limit: Parameter to specify the number of results per page. Defaults to 100.
         :type limit: int
@@ -2957,9 +2957,9 @@ class CommunicationsApi:
     def get_rfqs_with_http_info(
         self,
         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,
+        event_ticker: Annotated[Optional[StrictStr], Field(description="Event ticker to filter by. Only a single event ticker is supported.")] = 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,
+        subaccount: Annotated[Optional[StrictInt], Field(description="Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, defaults to 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,
@@ -2982,11 +2982,11 @@ class CommunicationsApi:
 
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :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.
+        :param subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, defaults to all subaccounts.
         :type subaccount: int
         :param limit: Parameter to specify the number of results per page. Defaults to 100.
         :type limit: int
@@ -3050,9 +3050,9 @@ class CommunicationsApi:
     def get_rfqs_without_preload_content(
         self,
         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,
+        event_ticker: Annotated[Optional[StrictStr], Field(description="Event ticker to filter by. Only a single event ticker is supported.")] = 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,
+        subaccount: Annotated[Optional[StrictInt], Field(description="Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, defaults to 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,
@@ -3075,11 +3075,11 @@ class CommunicationsApi:
 
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :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.
+        :param subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). If omitted, defaults to all subaccounts.
         :type subaccount: int
         :param limit: Parameter to specify the number of results per page. Defaults to 100.
         :type limit: int

{kalshi_python_sync-3.7.0 → kalshi_python_sync-3.9.0}/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: 3.7.0
+    The version of the OpenAPI document: 3.9.0
     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-3.7.0 → kalshi_python_sync-3.9.0}/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: 3.7.0
+    The version of the OpenAPI document: 3.9.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.

{kalshi_python_sync-3.7.0 → kalshi_python_sync-3.9.0}/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: 3.7.0
+    The version of the OpenAPI document: 3.9.0
     Generated by OpenAPI Generator (https://openapi-generator.tech)
 
     Do not edit the class manually.
@@ -59,7 +59,7 @@ class FcmApi:
         :type subtrader_id: str
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :type event_ticker: str
         :param ticker: Filter by market ticker
         :type ticker: str
@@ -132,7 +132,7 @@ class FcmApi:
         self,
         subtrader_id: Annotated[StrictStr, Field(description="Restricts the response to orders for a specific subtrader (FCM members only)")],
         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,
+        event_ticker: Annotated[Optional[StrictStr], Field(description="Event ticker to filter by. Only a single event ticker is supported.")] = None,
         ticker: Annotated[Optional[StrictStr], Field(description="Filter by market ticker")] = None,
         min_ts: Annotated[Optional[StrictInt], Field(description="Restricts the response to orders after a timestamp, formatted as a Unix Timestamp")] = None,
         max_ts: Annotated[Optional[StrictInt], Field(description="Restricts the response to orders before a timestamp, formatted as a Unix Timestamp")] = None,
@@ -159,7 +159,7 @@ class FcmApi:
         :type subtrader_id: str
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :type event_ticker: str
         :param ticker: Filter by market ticker
         :type ticker: str
@@ -231,7 +231,7 @@ class FcmApi:
         self,
         subtrader_id: Annotated[StrictStr, Field(description="Restricts the response to orders for a specific subtrader (FCM members only)")],
         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,
+        event_ticker: Annotated[Optional[StrictStr], Field(description="Event ticker to filter by. Only a single event ticker is supported.")] = None,
         ticker: Annotated[Optional[StrictStr], Field(description="Filter by market ticker")] = None,
         min_ts: Annotated[Optional[StrictInt], Field(description="Restricts the response to orders after a timestamp, formatted as a Unix Timestamp")] = None,
         max_ts: Annotated[Optional[StrictInt], Field(description="Restricts the response to orders before a timestamp, formatted as a Unix Timestamp")] = None,
@@ -258,7 +258,7 @@ class FcmApi:
         :type subtrader_id: str
         :param cursor: 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 event_ticker: Event ticker of desired positions. Multiple event tickers can be provided as a comma-separated list (maximum 10).
+        :param event_ticker: Event ticker to filter by. Only a single event ticker is supported.
         :type event_ticker: str
         :param ticker: Filter by market ticker
         :type ticker: str