Reconcile OpenAPI 3.30.0 spec drift (v15.0.0)

CHANGELOG.md

@@ -2,6 +2,70 @@
 
 All notable changes to kalshi-sdk will be documented in this file.
 
+## 15.0.0 — 2026-09-20
+
+Reconciles upstream OpenAPI **3.29.0 → 3.30.0** plus matching perps, Klear,
+and AsyncAPI updates after nightly contract failures (Closes #515,
+Closes #517). **Breaking** for constructors of `Series`,
+`GetTargetBalanceAllocationResponse`, `MarginMarket`, and WS
+`QuoteCreatedPayload` / `QuoteAcceptedPayload` that omit newly required
+fields.
+
+### Changed (breaking)
+
+- **`Series.categories`** (`list[str]`, required) — discovery categories
+  the series belongs to. The `category` filter on `series.list()` matches
+  any entry. Live list callers are unaffected; tests/mocks that construct
+  `Series` must pass `categories`.
+- **`GetTargetBalanceAllocationResponse.resting_margin_reservation`**
+  (`"max"` / `"sum"`, required). The GET now echoes the reservation policy
+  previously write-only on `set_target_balance_allocation`.
+- **Perps** `MarginMarket.underlying_multiplier` (`str`, required) —
+  underlying units per contract-size unit.
+- **WS** `QuoteCreatedPayload.rfq_creator_id` and
+  `QuoteAcceptedPayload.rfq_creator_id` (`str`, required). Live stream
+  callers are unaffected; tests/mocks that construct these payloads must
+  pass the creator id.
+
+### Added
+
+- **FCM subtrader admin** on `client.fcm`:
+  `list_subtraders()` / `create_subtrader(subtrader_suffix=...)`,
+  `blocked_categories(subtrader_id=)` /
+  `update_blocked_categories(subtrader_id=, category=, blocked=)`,
+  `event_contract_daily_cap(subtrader_id=)` /
+  `update_event_contract_daily_cap(subtrader_id=, limit=)` /
+  `delete_event_contract_daily_cap(subtrader_id=)`.
+- Optional **`CreateRFQRequest.target_cost_excludes_fees`** (and the same
+  field on `RFQ` / `Quote` responses) — sizes quotes against the target
+  cost as principal only, with taker fees charged on top.
+- Optional **`historical.fills` / `fills_all` / `orders` / `orders_all`**
+  `min_ts=` query (mirrors `historical.trades`).
+- Optional **`MarginMarket.product_metadata`**.
+- **Klear** `estimate_maintenance_margin_metadata(asset_class=, date=)`,
+  `funding_estimate_by_asset_class()`, `funding_schedule(asset_class=)`.
+- Optional **`id`** on orderbook snapshot envelopes (core + perps) when
+  the snapshot is a `get_snapshot` reply.
+- Perps WS `UpdateSubscriptionAction.get_snapshot` — request a fresh
+  orderbook snapshot without changing the subscription.
+
+### Changed (non-breaking)
+
+- Perps WS `ListSubscriptionsResponse.id` is optional (spec dropped it
+  from required). `OkMsg` accepts optional `index_ids` /
+  `underlying_tickers` on subscribed-indices / subscribed-underlyings
+  acks.
+
+### Spec notes
+
+- Core OpenAPI `info.version` **3.30.0** (paths 99; 116 operations;
+  115 mapped). Still unimplemented on the core client:
+  `POST /portfolio/intra_exchange_instance_transfer`.
+- AsyncAPI still 15 channels. 12 typed `subscribe_*` helpers.
+- Perps OpenAPI: 48 operations.
+- Perps SCM OpenAPI: 24 → 27 operations. Still unimplemented:
+  `GET /margin/large_trader_positions` (surveillance).
+
 ## 14.0.0 — 2026-09-06
 
 Reconciles upstream OpenAPI **3.29.0** content drift plus matching perps,

CLAUDE.md

@@ -122,7 +122,7 @@ tests/
 
 ## API Reference
 
-- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.29.0, 109 operations; 108 mapped in the core SDK — `POST /portfolio/intra_exchange_instance_transfer` is implemented on `PerpsClient.transfers.transfer_instance` and left unimplemented on the core client)
+- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.30.0, 116 operations; 115 mapped in the core SDK — `POST /portfolio/intra_exchange_instance_transfer` is implemented on `PerpsClient.transfers.transfer_instance` and left unimplemented on the core client)
 - AsyncAPI spec: https://docs.kalshi.com/asyncapi.yaml (15 WebSocket channels; 12 typed `subscribe_*` + escape-hatch)
 - Base URL: https://api.elections.kalshi.com/trade-api/v2
 - Demo URL: https://demo-api.kalshi.co/trade-api/v2
@@ -144,24 +144,25 @@ Reference issues from PRs via `Closes #N` so the issue closes on merge.
 <!-- gitnexus:start -->
 # GitNexus — Code Intelligence
 
-This project is indexed by GitNexus as **kalshi-python-sdk** (13553 symbols, 29700 relationships, 300 execution flows). Use the GitNexus MCP tools to understand code, assess impact, and navigate safely.
+This project is indexed by GitNexus as **kalshi-python-sdk** (12128 symbols, 23376 relationships, 300 execution flows). Use the GitNexus MCP tools to understand code, assess impact, and navigate safely.
 
-> If any GitNexus tool warns the index is stale, run `npx gitnexus analyze` in terminal first.
+> Index stale? Run `node .gitnexus/run.cjs analyze` from the project root — it auto-selects an available runner. No `.gitnexus/run.cjs` yet? `npx gitnexus analyze` (npm 11 crash → `npm i -g gitnexus`; #1939).
 
 ## Always Do
 
-- **MUST run impact analysis before editing any symbol.** Before modifying a function, class, or method, run `gitnexus_impact({target: "symbolName", direction: "upstream"})` and report the blast radius (direct callers, affected processes, risk level) to the user.
-- **MUST run `gitnexus_detect_changes()` before committing** to verify your changes only affect expected symbols and execution flows.
+- **MUST run impact analysis before editing any symbol.** Before modifying a function, class, or method, run `impact({target: "symbolName", direction: "upstream"})` and report the blast radius (direct callers, affected processes, risk level) to the user.
+- **MUST run `detect_changes()` before committing** to verify your changes only affect expected symbols and execution flows. For regression review, compare against the default branch: `detect_changes({scope: "compare", base_ref: "main"})`.
 - **MUST warn the user** if impact analysis returns HIGH or CRITICAL risk before proceeding with edits.
-- When exploring unfamiliar code, use `gitnexus_query({query: "concept"})` to find execution flows instead of grepping. It returns process-grouped results ranked by relevance.
-- When you need full context on a specific symbol — callers, callees, which execution flows it participates in — use `gitnexus_context({name: "symbolName"})`.
+- When exploring unfamiliar code, use `query({search_query: "concept"})` to find execution flows instead of grepping. It returns process-grouped results ranked by relevance.
+- When you need full context on a specific symbol — callers, callees, which execution flows it participates in — use `context({name: "symbolName"})`.
+- For security review, `explain({target: "fileOrSymbol"})` lists taint findings (source→sink flows; needs `analyze --pdg`).
 
 ## Never Do
 
-- NEVER edit a function, class, or method without first running `gitnexus_impact` on it.
+- NEVER edit a function, class, or method without first running `impact` on it.
 - NEVER ignore HIGH or CRITICAL risk warnings from impact analysis.
-- NEVER rename symbols with find-and-replace — use `gitnexus_rename` which understands the call graph.
-- NEVER commit changes without running `gitnexus_detect_changes()` to check affected scope.
+- NEVER rename symbols with find-and-replace — use `rename` which understands the call graph.
+- NEVER commit changes without running `detect_changes()` to check affected scope.
 
 ## Resources
 

README.md

@@ -11,8 +11,8 @@ A professional, spec-first Python SDK for the [Kalshi](https://kalshi.com) predi
 [![License: MIT](https://img.shields.io/badge/license-MIT-blue.svg)](LICENSE)
 [![Type checked: mypy strict](https://img.shields.io/badge/mypy-strict-blue.svg)](https://mypy.readthedocs.io/)
 
-- **Full coverage** of the Kalshi REST API (108 mapped of 109 operations across 19 resources, OpenAPI v3.29.0) and WebSocket API (12 typed `subscribe_*` channels + escape-hatch).
-- **Perps (margin) API**: standalone `PerpsClient` / `AsyncPerpsClient` + `PerpsWebSocket` for the perpetual-futures exchange (48 REST operations, 6 WS channels), plus a `KlearClient` for the Self-Clearing-Member "Klear" settlement API (23 operations). See [Perps (margin) trading](#perps-margin-trading).
+- **Full coverage** of the Kalshi REST API (115 mapped of 116 operations across 19 resources, OpenAPI v3.30.0) and WebSocket API (12 typed `subscribe_*` channels + escape-hatch).
+- **Perps (margin) API**: standalone `PerpsClient` / `AsyncPerpsClient` + `PerpsWebSocket` for the perpetual-futures exchange (48 REST operations, 6 WS channels), plus a `KlearClient` for the Self-Clearing-Member "Klear" settlement API (26 of 27 operations). See [Perps (margin) trading](#perps-margin-trading).
 - **FIX protocol**: an async-first FIX engine (FIXT.1.1 / FIX50SP2) for both products — order-entry, drop-copy, market-data, post-trade (prediction), and RFQ (prediction) sessions (plus order-group management over the order-entry session) with typed message models, sequence recovery, and order-book / settlement reassembly. `from kalshi import FixClient` / `MarginFixClient`. See [FIX protocol](#fix-protocol-low-latency-trading).
 - **V2 event-market orders**: `create_v2` / `amend_v2` / `decrease_v2` / `cancel_v2` / `cancel_all_v2` plus batched variants on `/portfolio/events/orders/*` — the only order-write surface.
 - **Funding & cost introspection**: `portfolio.deposits()`, `portfolio.withdrawals()`, `account.endpoint_costs()`.

ROADMAP.md

@@ -2,6 +2,13 @@
 
 ## Shipped
 
+- **v15.0.0 (2026-09-20)** — Spec-drift reconcile (#515 / #517). OpenAPI
+  3.29.0 → 3.30.0. **Breaking:** `Series.categories`,
+  `GetTargetBalanceAllocationResponse.resting_margin_reservation`,
+  `MarginMarket.underlying_multiplier`, WS quote created/accepted
+  `rfq_creator_id` required. Additive: FCM subtrader admin, RFQ
+  `target_cost_excludes_fees`, historical fills/orders `min_ts`, Klear
+  maintenance-margin metadata + funding estimate/schedule.
 - **v14.0.0 (2026-09-06)** — Spec-drift reconcile (#510 / #511). OpenAPI
   3.29.0 content + perps/Klear/AsyncAPI. **Breaking:** perps WS
   `MarginFillPayload` / `MarginUserOrderPayload` require `order_source`.

docs/index.md

@@ -3,8 +3,8 @@
 A professional, spec-first Python SDK for the [Kalshi](https://kalshi.com) prediction
 markets API.
 
-- **Full REST coverage** — 108 mapped of 109 operations across 19 resources
-  (OpenAPI v3.29.0), every kwarg drift-tested against the spec.
+- **Full REST coverage** — 115 mapped of 116 operations across 19 resources
+  (OpenAPI v3.30.0), every kwarg drift-tested against the spec.
 - **V2 event-market orders** — new `create_v2` / `amend_v2` / `decrease_v2` /
   `cancel_v2` / `cancel_all_v2` family on `/portfolio/events/orders/*`. Legacy `/portfolio/orders`
   keeps working; deprecation no earlier than May 6, 2026.
@@ -18,7 +18,7 @@ markets API.
 - **Perps (margin) API** — standalone `PerpsClient` / `AsyncPerpsClient` +
   `PerpsWebSocket` for the perpetual-futures exchange (48 REST operations, 6 WS
   channels), and a `KlearClient` for the Self-Clearing-Member settlement API
-  (23 operations, Bearer token auth). See [Perps](perps.md).
+  (26 of 27 operations, Bearer token auth). See [Perps](perps.md).
 - **FIX protocol** — a hand-rolled, async-first FIX engine (FIXT.1.1 / FIX50SP2)
   for both products: order-entry, drop-copy, market-data, post-trade (prediction),
   and RFQ (prediction) sessions — plus order-group management over the order-entry

docs/migration.md

@@ -1,5 +1,51 @@
 # Migration
 
+## v14.0 → v15.0.0
+
+Reconciles upstream OpenAPI **3.29.0 → 3.30.0** plus matching perps, Klear,
+and AsyncAPI updates (Closes #515, Closes #517). **Breaking** only for code
+that constructs `Series`, `GetTargetBalanceAllocationResponse`,
+`MarginMarket`, or WS quote created/accepted payloads without the new
+required fields.
+
+### Response model field changes
+
+- **`Series.categories`** — required `list[str]`.
+- **`GetTargetBalanceAllocationResponse.resting_margin_reservation`** —
+  required `"max"` / `"sum"`.
+- **Perps** `MarginMarket.underlying_multiplier` — required `str`.
+- **WS** `QuoteCreatedPayload.rfq_creator_id` and
+  `QuoteAcceptedPayload.rfq_creator_id` — required `str`.
+
+```python
+# Before (constructors / test fixtures):
+# Series(..., category="Politics")
+# GetTargetBalanceAllocationResponse(allocations=[...])
+# MarginMarket(..., contract_size="1.000000")
+# QuoteCreatedPayload(..., quote_creator_id="u2")
+
+# After:
+Series(..., category="Politics", categories=["Politics"])
+GetTargetBalanceAllocationResponse(allocations=[...], resting_margin_reservation="sum")
+MarginMarket(..., contract_size="1.000000", underlying_multiplier="1")
+QuoteCreatedPayload(..., quote_creator_id="u2", rfq_creator_id="u1")
+```
+
+Live list / stream callers are unaffected.
+
+### Added (non-breaking)
+
+- `fcm.list_subtraders()` / `create_subtrader()` / blocked-categories /
+  event-contract daily cap
+- `communications.rfqs.create(..., target_cost_excludes_fees=)`
+- `historical.fills(..., min_ts=)` / `orders(..., min_ts=)`
+- Klear `estimate_maintenance_margin_metadata` /
+  `funding_estimate_by_asset_class` / `funding_schedule`
+- Perps WS `update_subscription(..., action="get_snapshot")`
+
+See the [changelog](https://github.com/TexasCoding/kalshi-python-sdk/blob/main/CHANGELOG.md)
+for the full list.
+
 ## v13.0 → v14.0.0
 
 Reconciles upstream OpenAPI **3.29.0** content drift plus matching perps,

docs/perps.md

@@ -244,6 +244,14 @@ returns a ticker → centicents map at a settlement cycle.
 margins a hypothetical portfolio. Optional `date=` (YYYY-MM-DD) and
 `clearing_type=` (`"FCM"` / `"SelfClearing"`) select the matrix day and
 clearing arrangement.
+`klear.margin.estimate_maintenance_margin_metadata(asset_class="Crypto", date=...)`
+returns the matrices, liquidation configs, and subgroups that feed that
+estimate.
+
+`klear.margin.funding_estimate_by_asset_class()` returns the next-funding
+estimate keyed by asset class.
+`klear.margin.funding_schedule(asset_class="Crypto")` returns a cron
+expression evaluated in US Eastern Time.
 
 `klear.margin.member_funding_payments(funding_time=...)` returns the
 member's funding payments for one funding execution (distinct from the

docs/resources/communications.md

@@ -48,6 +48,7 @@ rfq = client.communications.rfqs.create(
     market_ticker="KXPRES-24-DJT",
     contracts=500,
     rest_remainder=True,
+    target_cost_excludes_fees=True,  # optional; principal-only target cost
 )
 print(rfq.rfq.rfq_id)
 

docs/resources/fcm.md

@@ -13,6 +13,13 @@ calls come back 401/403. Auth required throughout.
 | `orders(*, subtrader_id=None, client_order_ids=None, ...)` | `GET /fcm/orders` |
 | `orders_all(*, subtrader_id=None, client_order_ids=None, ...)` | walks `orders` |
 | `positions(*, subtrader_id, ...)` | `GET /fcm/positions` |
+| `list_subtraders()` | `GET /fcm/subtraders` |
+| `create_subtrader(*, subtrader_suffix)` | `POST /fcm/subtraders` |
+| `blocked_categories(*, subtrader_id)` | `GET /fcm/subtraders/blocked_categories` |
+| `update_blocked_categories(*, subtrader_id, category, blocked)` | `PUT /fcm/subtraders/blocked_categories` |
+| `event_contract_daily_cap(*, subtrader_id=None)` | `GET /fcm/subtraders/event_contract_daily_cap` |
+| `update_event_contract_daily_cap(*, subtrader_id, limit)` | `PUT /fcm/subtraders/event_contract_daily_cap` |
+| `delete_event_contract_daily_cap(*, subtrader_id)` | `DELETE /fcm/subtraders/event_contract_daily_cap` |
 
 ## List orders
 
@@ -66,6 +73,25 @@ for mp in client.fcm.positions_all(subtrader_id="st_alpha", settlement_status="u
 `settlement_status` is the FCM-specific kwarg that does **not** exist on
 `portfolio.positions()`.
 
+## Subtrader admin
+
+List and create subtraders, block event categories, and set a daily
+event-contract notional cap. POST/PUT/DELETE are never retried.
+
+```python
+owned = client.fcm.list_subtraders()
+created = client.fcm.create_subtrader(subtrader_suffix="desk1")
+client.fcm.update_blocked_categories(
+    subtrader_id=created.subtrader_id, category="Politics", blocked=True
+)
+client.fcm.update_event_contract_daily_cap(
+    subtrader_id=created.subtrader_id, limit="10000.00"
+)
+```
+
+`create_subtrader` composes the full id server-side as
+`{account_id}_{suffix}` (suffix is 1–16 ASCII alphanumeric characters).
+
 ## Reference
 
 ::: kalshi.resources.fcm.FcmResource

docs/resources/historical.md

@@ -67,10 +67,10 @@ trades = client.historical.trades(
 Both require auth — these are your own trade history.
 
 ```python
-for fill in client.historical.fills_all(ticker="KXPRES-24-DJT"):
+for fill in client.historical.fills_all(ticker="KXPRES-24-DJT", min_ts=1_600_000_000):
     print(fill.fill_id, fill.price, fill.count)
 
-for order in client.historical.orders_all(status="executed"):
+for order in client.historical.orders_all(ticker="KXPRES-24-DJT", min_ts=1_600_000_000):
     print(order.order_id, order.client_order_id)
 ```
 

docs/resources/portfolio.md

@@ -230,6 +230,7 @@ Per-shard sweepable-balance targets. POST is never retried.
 from kalshi import TargetBalanceAllocationInput
 
 current = client.portfolio.target_balance_allocation()
+print(current.resting_margin_reservation)  # "max" or "sum"
 client.portfolio.set_target_balance_allocation(
     allocations=[TargetBalanceAllocationInput(exchange_index=0, percent=100)]
 )

docs/resources/series.md

@@ -27,7 +27,7 @@ all_series = client.series.list(
     include_volume=True,
 )
 for s in all_series:
-    print(s.series_ticker, s.title)
+    print(s.ticker, s.title, s.category, s.categories)
 ```
 
 ## Get one series

kalshi/__init__.py

@@ -55,6 +55,8 @@
     Candlestick,
     CreateApiKeyRequest,
     CreateApiKeyResponse,
+    CreateFCMSubtraderRequest,
+    CreateFCMSubtraderResponse,
     CreateMarketInMultivariateEventCollectionRequest,
     CreateMarketResponse,
     CreateOrderGroupRequest,
@@ -82,6 +84,7 @@
     ExchangeIndexStatus,
     ExchangeInstanceLiteral,
     ExchangeStatus,
+    FCMSubtrader,
     Fill,
     ForecastPercentilesPoint,
     GenerateApiKeyRequest,
@@ -90,6 +93,8 @@
     GetBlockTradeProposalsResponse,
     GetCommunicationsIDResponse,
     GetEventLiveDataResponse,
+    GetFCMEventContractDailyCapResponse,
+    GetFCMSubtraderBlockedCategoriesResponse,
     GetFiltersBySportsResponse,
     GetGameStatsResponse,
     GetIncentiveProgramsResponse,
@@ -117,6 +122,7 @@
     IndexedBalance,
     IntraExchangeInstanceTransfer,
     IntraExchangeInstanceTransferStatusLiteral,
+    ListFCMSubtradersResponse,
     LiveData,
     MaintenanceWindow,
     Market,
@@ -172,6 +178,9 @@
     TimeInForceLiteral,
     TotalRestingOrderValue,
     Trade,
+    UpdateFCMEventContractDailyCapRequest,
+    UpdateFCMSubtraderBlockedCategoriesRequest,
+    UpdateFCMSubtraderBlockedCategoriesResponse,
     UpdateOrderGroupLimitRequest,
     UpdateSubaccountNettingRequest,
     UserDataTimestamp,
@@ -240,6 +249,8 @@
     "Candlestick",
     "CreateApiKeyRequest",
     "CreateApiKeyResponse",
+    "CreateFCMSubtraderRequest",
+    "CreateFCMSubtraderResponse",
     "CreateMarketInMultivariateEventCollectionRequest",
     "CreateMarketResponse",
     "CreateOrderGroupRequest",
@@ -267,6 +278,7 @@
     "ExchangeIndexStatus",
     "ExchangeInstanceLiteral",
     "ExchangeStatus",
+    "FCMSubtrader",
     "Fill",
     "FixClient",
     "FixConfig",
@@ -279,6 +291,8 @@
     "GetBlockTradeProposalsResponse",
     "GetCommunicationsIDResponse",
     "GetEventLiveDataResponse",
+    "GetFCMEventContractDailyCapResponse",
+    "GetFCMSubtraderBlockedCategoriesResponse",
     "GetFiltersBySportsResponse",
     "GetGameStatsResponse",
     "GetIncentiveProgramsResponse",
@@ -328,6 +342,7 @@
     "KlearAuth",
     "KlearClient",
     "KlearConfig",
+    "ListFCMSubtradersResponse",
     "LiveData",
     "MaintenanceWindow",
     "MarginFixClient",
@@ -391,6 +406,9 @@
     "TimeInForceLiteral",
     "TotalRestingOrderValue",
     "Trade",
+    "UpdateFCMEventContractDailyCapRequest",
+    "UpdateFCMSubtraderBlockedCategoriesRequest",
+    "UpdateFCMSubtraderBlockedCategoriesResponse",
     "UpdateOrderGroupLimitRequest",
     "UpdateSubaccountNettingRequest",
     "UserDataTimestamp",
@@ -403,4 +421,4 @@
     "Withdrawal",
 ]
 
-__version__ = "14.0.0"
+__version__ = "15.0.0"