publicdotcom-cli 1.3.6__tar.gz → 1.3.8__tar.gz

{publicdotcom_cli-1.3.6 → publicdotcom_cli-1.3.8}/CHANGELOG.md

@@ -5,6 +5,65 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [1.3.8] - 2026-10-29
+
+### Added
+- `MARKET_ON_CLOSE` and `LIMIT_ON_CLOSE` order types. `orderType` is passed through
+  from the request file, so `order place`, `order place-multileg`, `order replace`,
+  `order preflight-single` and `order preflight-multi` accept them as-is. New sample
+  `examples/order.single-leg.limit-on-close.json`.
+- `dayTradeBuyingPower` in the `portfolio show` buying-power object.
+- `marketIdentificationCode` on each trade returned by `order get` / `order search`.
+- `event-contracts details` adds a Floor Strike column when any outcome reports a
+  `floorStrike`.
+
+### Changed
+- Regenerated `_generated/` from the updated `spec.yaml`:
+  - The seven order-type enums gain `MARKET_ON_CLOSE` and `LIMIT_ON_CLOSE`.
+  - `GatewayStopLoss.stop_price` is now optional (the spec makes it required unless the
+    stop-loss is trailing). The CLI still requires `--stop-loss-stop` for a flag-built
+    stop-loss: trailing stop-losses are not exposed until the spec adds the trailing
+    fields.
+  - `GatewayBuyingPower.day_trade_buying_power` is added. The spec marks it required,
+    but the vendored model treats it as optional so responses that omit it still parse.
+  - New optional `GatewayTrade.market_identification_code` and
+    `EventOutcomeApiGatewayDto.floor_strike`.
+  - `get_order` and `search_orders` handle the documented `400 Invalid account ID.`
+    response.
+  - The generator's unrelated churn (`typing_extensions.Self`, `enum.StrEnum`) was
+    reverted, and the changed files were kept in the vendored `TypeVar` /
+    `(str, Enum)` style so the package keeps supporting Python 3.10.
+
+## [1.3.7] - 2026-10-08
+
+### Added
+- `public event-contracts` command group covering the three new event-contract
+  discovery endpoints:
+  - `event-contracts categories` — `GET /userapigateway/eventcontract/summary/categories`;
+    renders an Event Categories table (category, subcategories, frequencies).
+  - `event-contracts summary` — `POST /userapigateway/eventcontract/summary`, with
+    `--sort` (`VOLUME` default, `EXPIRATION`, `RECENTLY_ADDED`), `--category`,
+    `--subcategory`, `--next-token`, `--include-resolved/--no-include-resolved`,
+    `--created-within-days`, repeatable `--event-symbol` and `--frequency`, and
+    `--resolution-start` / `--resolution-end`. Sort and frequency values are validated
+    client-side. When any filter flag is given the `filters` object is sent with both of
+    its spec-required lists (a missing one defaults to `eventSymbols: []` or
+    `frequencies: ["ALL"]`). Renders an Events table plus the `nextToken` to page with.
+  - `event-contracts details EVENT_SYMBOL [--no-all-outcomes]` —
+    `GET /userapigateway/eventcontract/details/{eventSymbol}`; prints the event header
+    and an Outcomes table with YES/NO bid/ask and probability.
+  - All three print raw JSON with `--json`.
+- README "Event Contracts" section.
+
+### Changed
+- Regenerated `_generated/` from the updated `spec.yaml`:
+  - New `api/event_contracts` package (`get_event_summary`, `get_event_categories`,
+    `get_event_details`) and 21 `ComHellopublicHoldingsystemEventcontractservice…`
+    models/enums.
+  - The generator's unrelated churn (`typing_extensions.Self`, `enum.StrEnum`) was
+    reverted, and the new files were normalized to the vendored `TypeVar` /
+    `(str, Enum)` style so the package keeps supporting Python 3.10.
+
 ## [1.3.6] - 2026-09-28
 
 ### Added

{publicdotcom_cli-1.3.6 → publicdotcom_cli-1.3.8}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.5
 Name: publicdotcom-cli
-Version: 1.3.6
+Version: 1.3.8
 Summary: Command-line client for the Public.com Trading API
 Project-URL: Homepage, https://github.com/publicdotcom/publicdotcom-cli
 Project-URL: Repository, https://github.com/publicdotcom/publicdotcom-cli
@@ -194,11 +194,20 @@ public historicdata bars EQUITY AAPL DAY --aggregation FIVE_MINUTES
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
 public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
 public historicdata event-contract-bars KALSHI.KXBALANCESHEET-EO26-EVENT WEEK --symbol KALSHI.KXBALANCESHEET-EO26-6.6.Y-EVENTCONTRACT
+public event-contracts categories
+public event-contracts summary --category Economics --sort EXPIRATION
+public event-contracts details KALSHI.KXBALANCESHEET-EO26
 public taxlots list
 public taxlots symbol AAPL
 public taxlots csv --output taxlots.csv
 ```
 
+`portfolio show` prints the account's portfolio as JSON. Its `buyingPower` object carries
+`buyingPower`, `cashOnlyBuyingPower`, `optionsBuyingPower` and `dayTradeBuyingPower`
+(buying power available for day trading; equal to `buyingPower` when the account is not
+enabled for day-trade buying power). The CLI treats `dayTradeBuyingPower` as optional, so
+responses that omit it still parse.
+
 ## Historic Bar Data
 
 Fetch OHLCV bar data for a symbol over a given time period. The first argument is the instrument type (`EQUITY`, `CRYPTO`, `OPTION`, `INDEX`, or `EVENTCONTRACT`):
@@ -252,6 +261,8 @@ are measured back from now, or from the event's close time once it has stopped t
 Bars start at the first period with a price, so align charts by timestamp rather than
 index; symbols with no data in the period are omitted from the response.
 
+To find events and their contract symbols, see [Event Contracts](#event-contracts).
+
 Trading requests use JSON files so the exact payload is visible before submission:
 
 ```bash
@@ -267,6 +278,16 @@ Trading commands prompt before submitting order placement, replacement, or cance
 requests. Use `--yes` only when your automation has already performed equivalent
 validation and approval.
 
+`orderType` accepts `MARKET`, `LIMIT`, `STOP`, `STOP_LIMIT`, `MARKET_ON_CLOSE` and
+`LIMIT_ON_CLOSE` in `order place`, `order place-multileg`, `order replace` and both
+preflight commands. `LIMIT_ON_CLOSE` takes a `limitPrice` like `LIMIT`. The CLI passes
+`orderType` through as written and the API validates it. See `examples/order.single-leg.limit-on-close.json` for a sample.
+
+```bash
+public order preflight-single --file examples/order.single-leg.limit-on-close.json
+public order place --file examples/order.single-leg.limit-on-close.json
+```
+
 Order payloads accept optional fields beyond the basics shown above. For example,
 `useMargin` controls buying power on `order place` and `order place-multileg`: set it to
 `false` to evaluate the order against cash-only buying power instead of margin. When
@@ -298,7 +319,9 @@ public order place --file examples/order.single-leg.market-buy.json \
 `--order-class`, `--take-profit-limit`, `--stop-loss-stop` and `--stop-loss-limit`
 override `orderClass`, `takeProfit` and `stopLoss` in the request file. A bracket class
 needs at least one exit leg, and exit legs need a bracket class — the CLI checks both
-before submitting.
+before submitting. `--stop-loss-limit` requires `--stop-loss-stop`: the spec now marks
+`stopLoss.stopPrice` as optional for trailing stop-losses, but the spec does not yet
+define the trailing fields, so the CLI only supports price-based stop-losses.
 
 | Class | Meaning |
 |---|---|
@@ -345,14 +368,55 @@ public --json order search --security-type MULTI_LEG_INSTRUMENT
 repeated. `--status`, `--side`, `--security-type` (including `EVENTCONTRACT`) and
 `--open-close` accept the values from the API spec, case-insensitively;
 `--created-after` and `--created-before` are ISO 8601 timestamps. Each order includes
-`trades` (each with `tradeId`, `price`, `quantity`, `side`, `timestamp`), `filledAt`,
-`replacedAt`, `lastModified` and `equityMarketSession`.
+`trades` (each with `tradeId`, `price`, `quantity`, `side`, `timestamp` and, when
+reported, `marketIdentificationCode`), `filledAt`,
+`replacedAt`, `lastModified` and `equityMarketSession`. An account ID the API does not
+recognize returns HTTP 400 (`Invalid account ID.`) from both commands.
 
 `order get ORDER_ID` returns a single order in that same shape. Both commands only cover
 orders created within the last 30 days. The 1.3.5 `order get-v2` command is now a
 deprecated, hidden alias for `order get` (the separate v2 endpoints were removed from the
 API) and will be dropped in a future release.
 
+## Event Contracts
+
+Browse prediction-market events and their YES/NO contracts. Start with the categories,
+list events, then drill into one:
+
+```bash
+public event-contracts categories
+public event-contracts summary --category Economics --sort EXPIRATION
+public event-contracts details KALSHI.KXBALANCESHEET-EO26
+```
+
+`event-contracts categories` lists each category with its subcategories and the
+frequency filters it supports. Use a category value with `summary --category`.
+
+`event-contracts summary` returns up to 100 events per page, showing each event's
+`eventSymbol`, title, category, volume, resolution time and status. Options:
+
+- `--sort` — `VOLUME` (default), `EXPIRATION`, or `RECENTLY_ADDED`.
+- `--category`, `--subcategory` — limit to a category or subcategory.
+- `--include-resolved` / `--no-include-resolved` — include or exclude resolved events.
+- `--created-within-days N` — only events created within the last N days.
+- `--event-symbol SYMBOL` — only these events (repeat, or comma-separate).
+- `--frequency FREQ` — `ALL`, `ONCE`, `FIFTEEN_MINUTES`, `ONE_HOUR`, `ONE_DAY`,
+  `ONE_WEEK`, `ONE_MONTH`, or `ONE_YEAR` (repeatable).
+- `--resolution-start`, `--resolution-end` — ISO 8601 resolution-time window.
+- `--next-token TOKEN` — fetch the next page; the token is printed under the table (and
+  is `nextToken` in `--json` output).
+
+The API requires both an event-symbol list and a frequency list whenever any of the
+`--event-symbol`, `--frequency`, `--resolution-start` or `--resolution-end` filters is
+used, so the CLI fills in the missing one with no symbols or with `ALL` frequencies.
+
+`event-contracts details EVENT_SYMBOL` shows the event's exchange, category, volume and
+CFTC contract-terms link, then one row per outcome with its state, trading mode, YES
+probability, YES/NO bid and ask, volume and close time. A Floor Strike column is added
+when any outcome reports a `floorStrike`. Pass `--no-all-outcomes` for a
+short list of up to 8 outcomes; use `--json` for the full payload (rules, timeline,
+settlement, resolution sources). An unknown `EVENT_SYMBOL` returns HTTP 400 (code `7004`).
+
 ## Tax Lots
 
 Inspect unrealized tax lots for the configured (or `--account-id`) account:

{publicdotcom_cli-1.3.6 → publicdotcom_cli-1.3.8}/README.md

@@ -156,11 +156,20 @@ public historicdata bars EQUITY AAPL DAY --aggregation FIVE_MINUTES
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
 public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
 public historicdata event-contract-bars KALSHI.KXBALANCESHEET-EO26-EVENT WEEK --symbol KALSHI.KXBALANCESHEET-EO26-6.6.Y-EVENTCONTRACT
+public event-contracts categories
+public event-contracts summary --category Economics --sort EXPIRATION
+public event-contracts details KALSHI.KXBALANCESHEET-EO26
 public taxlots list
 public taxlots symbol AAPL
 public taxlots csv --output taxlots.csv
 ```
 
+`portfolio show` prints the account's portfolio as JSON. Its `buyingPower` object carries
+`buyingPower`, `cashOnlyBuyingPower`, `optionsBuyingPower` and `dayTradeBuyingPower`
+(buying power available for day trading; equal to `buyingPower` when the account is not
+enabled for day-trade buying power). The CLI treats `dayTradeBuyingPower` as optional, so
+responses that omit it still parse.
+
 ## Historic Bar Data
 
 Fetch OHLCV bar data for a symbol over a given time period. The first argument is the instrument type (`EQUITY`, `CRYPTO`, `OPTION`, `INDEX`, or `EVENTCONTRACT`):
@@ -214,6 +223,8 @@ are measured back from now, or from the event's close time once it has stopped t
 Bars start at the first period with a price, so align charts by timestamp rather than
 index; symbols with no data in the period are omitted from the response.
 
+To find events and their contract symbols, see [Event Contracts](#event-contracts).
+
 Trading requests use JSON files so the exact payload is visible before submission:
 
 ```bash
@@ -229,6 +240,16 @@ Trading commands prompt before submitting order placement, replacement, or cance
 requests. Use `--yes` only when your automation has already performed equivalent
 validation and approval.
 
+`orderType` accepts `MARKET`, `LIMIT`, `STOP`, `STOP_LIMIT`, `MARKET_ON_CLOSE` and
+`LIMIT_ON_CLOSE` in `order place`, `order place-multileg`, `order replace` and both
+preflight commands. `LIMIT_ON_CLOSE` takes a `limitPrice` like `LIMIT`. The CLI passes
+`orderType` through as written and the API validates it. See `examples/order.single-leg.limit-on-close.json` for a sample.
+
+```bash
+public order preflight-single --file examples/order.single-leg.limit-on-close.json
+public order place --file examples/order.single-leg.limit-on-close.json
+```
+
 Order payloads accept optional fields beyond the basics shown above. For example,
 `useMargin` controls buying power on `order place` and `order place-multileg`: set it to
 `false` to evaluate the order against cash-only buying power instead of margin. When
@@ -260,7 +281,9 @@ public order place --file examples/order.single-leg.market-buy.json \
 `--order-class`, `--take-profit-limit`, `--stop-loss-stop` and `--stop-loss-limit`
 override `orderClass`, `takeProfit` and `stopLoss` in the request file. A bracket class
 needs at least one exit leg, and exit legs need a bracket class — the CLI checks both
-before submitting.
+before submitting. `--stop-loss-limit` requires `--stop-loss-stop`: the spec now marks
+`stopLoss.stopPrice` as optional for trailing stop-losses, but the spec does not yet
+define the trailing fields, so the CLI only supports price-based stop-losses.
 
 | Class | Meaning |
 |---|---|
@@ -307,14 +330,55 @@ public --json order search --security-type MULTI_LEG_INSTRUMENT
 repeated. `--status`, `--side`, `--security-type` (including `EVENTCONTRACT`) and
 `--open-close` accept the values from the API spec, case-insensitively;
 `--created-after` and `--created-before` are ISO 8601 timestamps. Each order includes
-`trades` (each with `tradeId`, `price`, `quantity`, `side`, `timestamp`), `filledAt`,
-`replacedAt`, `lastModified` and `equityMarketSession`.
+`trades` (each with `tradeId`, `price`, `quantity`, `side`, `timestamp` and, when
+reported, `marketIdentificationCode`), `filledAt`,
+`replacedAt`, `lastModified` and `equityMarketSession`. An account ID the API does not
+recognize returns HTTP 400 (`Invalid account ID.`) from both commands.
 
 `order get ORDER_ID` returns a single order in that same shape. Both commands only cover
 orders created within the last 30 days. The 1.3.5 `order get-v2` command is now a
 deprecated, hidden alias for `order get` (the separate v2 endpoints were removed from the
 API) and will be dropped in a future release.
 
+## Event Contracts
+
+Browse prediction-market events and their YES/NO contracts. Start with the categories,
+list events, then drill into one:
+
+```bash
+public event-contracts categories
+public event-contracts summary --category Economics --sort EXPIRATION
+public event-contracts details KALSHI.KXBALANCESHEET-EO26
+```
+
+`event-contracts categories` lists each category with its subcategories and the
+frequency filters it supports. Use a category value with `summary --category`.
+
+`event-contracts summary` returns up to 100 events per page, showing each event's
+`eventSymbol`, title, category, volume, resolution time and status. Options:
+
+- `--sort` — `VOLUME` (default), `EXPIRATION`, or `RECENTLY_ADDED`.
+- `--category`, `--subcategory` — limit to a category or subcategory.
+- `--include-resolved` / `--no-include-resolved` — include or exclude resolved events.
+- `--created-within-days N` — only events created within the last N days.
+- `--event-symbol SYMBOL` — only these events (repeat, or comma-separate).
+- `--frequency FREQ` — `ALL`, `ONCE`, `FIFTEEN_MINUTES`, `ONE_HOUR`, `ONE_DAY`,
+  `ONE_WEEK`, `ONE_MONTH`, or `ONE_YEAR` (repeatable).
+- `--resolution-start`, `--resolution-end` — ISO 8601 resolution-time window.
+- `--next-token TOKEN` — fetch the next page; the token is printed under the table (and
+  is `nextToken` in `--json` output).
+
+The API requires both an event-symbol list and a frequency list whenever any of the
+`--event-symbol`, `--frequency`, `--resolution-start` or `--resolution-end` filters is
+used, so the CLI fills in the missing one with no symbols or with `ALL` frequencies.
+
+`event-contracts details EVENT_SYMBOL` shows the event's exchange, category, volume and
+CFTC contract-terms link, then one row per outcome with its state, trading mode, YES
+probability, YES/NO bid and ask, volume and close time. A Floor Strike column is added
+when any outcome reports a `floorStrike`. Pass `--no-all-outcomes` for a
+short list of up to 8 outcomes; use `--json` for the full payload (rules, timeline,
+settlement, resolution sources). An unknown `EVENT_SYMBOL` returns HTTP 400 (code `7004`).
+
 ## Tax Lots
 
 Inspect unrealized tax lots for the configured (or `--account-id`) account:

publicdotcom_cli-1.3.8/examples/order.single-leg.limit-on-close.json

@@ -0,0 +1,13 @@
+{
+  "instrument": {
+    "symbol": "AAPL",
+    "type": "EQUITY"
+  },
+  "orderSide": "BUY",
+  "orderType": "LIMIT_ON_CLOSE",
+  "expiration": {
+    "timeInForce": "DAY"
+  },
+  "quantity": "1",
+  "limitPrice": "227.50"
+}

{publicdotcom_cli-1.3.6 → publicdotcom_cli-1.3.8}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "publicdotcom-cli"
-version = "1.3.6"
+version = "1.3.8"
 description = "Command-line client for the Public.com Trading API"
 readme = "README.md"
 requires-python = ">=3.10"

{publicdotcom_cli-1.3.6 → publicdotcom_cli-1.3.8}/src/publicdotcom_cli/__init__.py

@@ -1,3 +1,3 @@
 """Command-line tools for the Public API."""
 
-__version__ = "1.3.6"
+__version__ = "1.3.8"

publicdotcom_cli-1.3.8/src/publicdotcom_cli/_generated/api/event_contracts/get_event_categories.py

@@ -0,0 +1,148 @@
+from http import HTTPStatus
+from typing import Any
+
+import httpx
+
+from ... import errors
+from ...client import AuthenticatedClient, Client
+from ...models.com_hellopublic_holdingsystem_eventcontractservice_api_dto_response_event_category_list_dto import (
+    ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto,
+)
+from ...types import Response
+
+
+def _get_kwargs() -> dict[str, Any]:
+
+    _kwargs: dict[str, Any] = {
+        "method": "get",
+        "url": "/userapigateway/eventcontract/summary/categories",
+    }
+
+    return _kwargs
+
+
+def _parse_response(
+    *, client: AuthenticatedClient | Client, response: httpx.Response
+) -> ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto | None:
+    if response.status_code == 200:
+        response_200 = ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto.from_dict(
+            response.json()
+        )
+
+        return response_200
+
+    if client.raise_on_unexpected_status:
+        raise errors.UnexpectedStatus(response.status_code, response.content)
+    else:
+        return None
+
+
+def _build_response(
+    *, client: AuthenticatedClient | Client, response: httpx.Response
+) -> Response[ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto]:
+    return Response(
+        status_code=HTTPStatus(response.status_code),
+        content=response.content,
+        headers=response.headers,
+        parsed=_parse_response(client=client, response=response),
+    )
+
+
+def sync_detailed(
+    *,
+    client: AuthenticatedClient | Client,
+) -> Response[ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto]:
+    """Get Event Categories
+
+     Returns the event categories that can be used to browse event contracts, with each category's
+    subcategories and the frequency filters it supports. Use a returned category value as the category
+    input to Get Event Summary.
+
+    Raises:
+        errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
+        httpx.TimeoutException: If the request takes longer than Client.timeout.
+
+    Returns:
+        Response[ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto]
+    """
+
+    kwargs = _get_kwargs()
+
+    response = client.get_httpx_client().request(
+        **kwargs,
+    )
+
+    return _build_response(client=client, response=response)
+
+
+def sync(
+    *,
+    client: AuthenticatedClient | Client,
+) -> ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto | None:
+    """Get Event Categories
+
+     Returns the event categories that can be used to browse event contracts, with each category's
+    subcategories and the frequency filters it supports. Use a returned category value as the category
+    input to Get Event Summary.
+
+    Raises:
+        errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
+        httpx.TimeoutException: If the request takes longer than Client.timeout.
+
+    Returns:
+        ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto
+    """
+
+    return sync_detailed(
+        client=client,
+    ).parsed
+
+
+async def asyncio_detailed(
+    *,
+    client: AuthenticatedClient | Client,
+) -> Response[ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto]:
+    """Get Event Categories
+
+     Returns the event categories that can be used to browse event contracts, with each category's
+    subcategories and the frequency filters it supports. Use a returned category value as the category
+    input to Get Event Summary.
+
+    Raises:
+        errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
+        httpx.TimeoutException: If the request takes longer than Client.timeout.
+
+    Returns:
+        Response[ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto]
+    """
+
+    kwargs = _get_kwargs()
+
+    response = await client.get_async_httpx_client().request(**kwargs)
+
+    return _build_response(client=client, response=response)
+
+
+async def asyncio(
+    *,
+    client: AuthenticatedClient | Client,
+) -> ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto | None:
+    """Get Event Categories
+
+     Returns the event categories that can be used to browse event contracts, with each category's
+    subcategories and the frequency filters it supports. Use a returned category value as the category
+    input to Get Event Summary.
+
+    Raises:
+        errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
+        httpx.TimeoutException: If the request takes longer than Client.timeout.
+
+    Returns:
+        ComHellopublicHoldingsystemEventcontractserviceApiDtoResponseEventCategoryListDto
+    """
+
+    return (
+        await asyncio_detailed(
+            client=client,
+        )
+    ).parsed