kalshi-python-sync 3.8.0__tar.gz → 3.9.0__tar.gz

{kalshi_python_sync-3.8.0 → kalshi_python_sync-3.9.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: kalshi_python_sync
-Version: 3.8.0
+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: 3.8.0
-- Package version: 3.8.0
+- 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-3.8.0 → 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: 3.8.0
-- Package version: 3.8.0
+- 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-3.8.0 → 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: 3.8.0
+    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__ = "3.8.0"
+__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-3.8.0 → 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: 3.8.0
+    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-3.8.0 → 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: 3.8.0
+    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-3.8.0 → 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: 3.8.0
+    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-3.8.0 → 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: 3.8.0
+    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-3.8.0 → 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: 3.8.0
+    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-3.8.0 → 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: 3.8.0
+    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