Reconcile OpenAPI 3.29.0 spec drift (v13.0.0)

CHANGELOG.md

@@ -2,6 +2,62 @@
 
 All notable changes to kalshi-sdk will be documented in this file.
 
+## 13.0.0 — 2026-08-28
+
+Reconciles upstream OpenAPI **3.28.0 → 3.29.0**, plus matching perps, Klear,
+and AsyncAPI updates, after nightly contract failures (Closes #507, Closes #508).
+**Breaking** for constructors of `Fill`, `MarketPosition`, `Settlement`,
+and the WS `FillPayload` / `UserOrdersPayload` that omit the new required
+`exchange_index`.
+
+### Changed (breaking)
+
+- **`Fill.exchange_index`**, **`MarketPosition.exchange_index`**, and
+  **`Settlement.exchange_index`** (`int`, required) — which exchange shard
+  produced the row. Live list callers are unaffected; tests/mocks that
+  construct these models must pass the shard (typically `0`).
+
+### Added
+
+- **`live_data.weather(city, *, from_ts, to, last_sec, detailed)`** —
+  `GET /live_data/weather/{city}`. `from_ts` is the spec `from` query
+  (unix milliseconds); named to avoid the Python keyword.
+- **`portfolio.target_balance_allocation()`** /
+  **`portfolio.set_target_balance_allocation(...)`** —
+  get/replace per-shard sweepable-balance targets.
+- **`orders.cancel_all_v2(*, subaccount)`** —
+  `DELETE /portfolio/events/orders` (up to 10,000 resting orders; 204).
+- Optional **`GetApiKeysResponse.api_key_region_expiration_ts`**.
+- Optional **`IncentiveProgram.max_reward_per_account`**.
+- **Perps** exit triggers on a position (sync + async):
+  - `portfolio.cross_exit_triggers` / `set_cross_exit_trigger` /
+    `cancel_cross_exit_triggers`
+  - `portfolio.update_cross_exit_trigger` / `cancel_cross_exit_trigger`
+  - `portfolio.isolated_exit_triggers` / `set_isolated_exit_trigger` /
+    `cancel_isolated_exit_triggers`
+- **Perps** `orders.cancel_all(*, subaccount)` —
+  `DELETE /margin/orders` (up to 10,000 resting margin orders; 204).
+- **Perps FCM** optional `asset_class` on `risk_controls` /
+  `update_risk_controls` / `delete_risk_controls` (mutually exclusive
+  with `market_ticker`).
+- **Klear** `margin.settlement_prices(asset_class, settlement_time)` and
+  `margin.estimate_maintenance_margin(...)`.
+- **Klear** `MarginReport.snapshot_ts` (optional) and report types
+  `maintenance_margin` / `maintenance_margin_aggregate`.
+- **WS** required `exchange_index` on `FillPayload` and `UserOrdersPayload`.
+
+### Spec notes
+
+- Core OpenAPI `info.version` **3.29.0** (paths 95; 108 operations; 107
+  mapped). Still unimplemented on the core client:
+  `POST /portfolio/intra_exchange_instance_transfer` (use
+  `PerpsClient.transfers.transfer_instance()`).
+- AsyncAPI still 14 channels; fill/user-order payloads gained required
+  `exchange_index`.
+- Perps OpenAPI: 38 → 47 operations (exit triggers + cancel-all).
+- Perps SCM OpenAPI: 17 → 19 operations. Still unimplemented:
+  `GET /margin/large_trader_positions` (surveillance).
+
 ## 12.0.0 — 2026-08-16
 
 Reconciles upstream OpenAPI **3.27.0 → 3.28.0**, plus additive perps FCM

CLAUDE.md

@@ -116,13 +116,13 @@ tests/
 
 ## Testing
 
-- pytest + pytest-asyncio + respx (httpx mock); ~1920 tests across unit + contract drift suites.
+- pytest + pytest-asyncio + respx (httpx mock); ~4330 tests across unit + contract drift suites.
 - Use `respx.mock` for HTTP mocking. Generate test RSA keys via conftest.py fixtures.
 - New function → write a test. Bug fix → write a regression test. New error path → write a test that triggers it.
 
 ## API Reference
 
-- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.28.0, 104 operations; 103 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 (v3.29.0, 108 operations; 107 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 (14 WebSocket channels; 11 typed `subscribe_*` + escape-hatch)
 - Base URL: https://api.elections.kalshi.com/trade-api/v2
 - Demo URL: https://demo-api.kalshi.co/trade-api/v2

README.md

@@ -11,10 +11,10 @@ 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 (103 mapped of 104 operations across 19 resources, OpenAPI v3.28.0) and WebSocket API (11 typed `subscribe_*` channels + 2 escape-hatch).
-- **Perps (margin) API**: standalone `PerpsClient` / `AsyncPerpsClient` + `PerpsWebSocket` for the perpetual-futures exchange (38 REST operations, 6 WS channels), plus a `KlearClient` for the Self-Clearing-Member "Klear" settlement API (16 operations). See [Perps (margin) trading](#perps-margin-trading).
+- **Full coverage** of the Kalshi REST API (107 mapped of 108 operations across 19 resources, OpenAPI v3.29.0) and WebSocket API (11 typed `subscribe_*` channels + 2 escape-hatch).
+- **Perps (margin) API**: standalone `PerpsClient` / `AsyncPerpsClient` + `PerpsWebSocket` for the perpetual-futures exchange (47 REST operations, 6 WS channels), plus a `KlearClient` for the Self-Clearing-Member "Klear" settlement API (18 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` plus batched variants on `/portfolio/events/orders/*` — the only order-write surface.
+- **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()`.
 - **Sync and async** clients sharing one transport — no thread-pool wrapping.
 - **Typed end-to-end**: Pydantic v2 models, `mypy --strict` clean, ships `py.typed`. `Literal` types on fixed-enum kwargs.

ROADMAP.md

@@ -2,6 +2,12 @@
 
 ## Shipped
 
+- **v13.0.0 (2026-08-28)** — Spec-drift reconcile (#507 / #508). OpenAPI
+  3.28.0 → 3.29.0. **Breaking:** `Fill` / `MarketPosition` / `Settlement`
+  require `exchange_index`. Additive: weather index, target-balance
+  allocation, cancel-all (event + margin), perps exit triggers, FCM
+  `asset_class` IM caps, Klear settlement prices + maintenance-margin
+  estimate.
 - **v12.0.0 (2026-08-16)** — Spec-drift reconcile (#503). OpenAPI
   3.27.0 → 3.28.0. **Breaking:** `TotalRestingOrderValue` requires
   `resting_order_value_breakdown`. Additive: `exchange_index` query on

docs/index.md

@@ -3,10 +3,10 @@
 A professional, spec-first Python SDK for the [Kalshi](https://kalshi.com) prediction
 markets API.
 
-- **Full REST coverage** — 103 mapped of 104 operations across 19 resources
-  (OpenAPI v3.28.0), every kwarg drift-tested against the spec.
+- **Full REST coverage** — 107 mapped of 108 operations across 19 resources
+  (OpenAPI v3.29.0), every kwarg drift-tested against the spec.
 - **V2 event-market orders** — new `create_v2` / `amend_v2` / `decrease_v2` /
-  `cancel_v2` family on `/portfolio/events/orders/*`. Legacy `/portfolio/orders`
+  `cancel_v2` / `cancel_all_v2` family on `/portfolio/events/orders/*`. Legacy `/portfolio/orders`
   keeps working; deprecation no earlier than May 6, 2026.
 - **Funding + cost introspection** — `portfolio.deposits()`,
   `portfolio.withdrawals()`, `portfolio.intra_exchange_transfers()`,
@@ -16,9 +16,9 @@ markets API.
   channels), backpressure strategies, and an in-memory orderbook builder.
   Async-only — access via `AsyncKalshiClient.ws`.
 - **Perps (margin) API** — standalone `PerpsClient` / `AsyncPerpsClient` +
-  `PerpsWebSocket` for the perpetual-futures exchange (38 REST operations, 6 WS)
+  `PerpsWebSocket` for the perpetual-futures exchange (47 REST operations, 6 WS
   channels), and a `KlearClient` for the Self-Clearing-Member settlement API
-  (16 operations, Bearer token auth). See [Perps](perps.md).
+  (18 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 +1,43 @@
 # Migration
 
+## v12.0 → v13.0.0
+
+Reconciles upstream OpenAPI **3.28.0 → 3.29.0**, plus matching perps, Klear,
+and AsyncAPI updates (Closes #507, Closes #508). **Breaking** only for code
+that constructs `Fill`, `MarketPosition`, or `Settlement` without
+`exchange_index`.
+
+### Response model field changes
+
+- **`Fill.exchange_index`**, **`MarketPosition.exchange_index`**,
+  **`Settlement.exchange_index`** — required `int`. Live
+  `orders.fills()` / `portfolio.positions()` / `portfolio.settlements()`
+  callers are unaffected.
+- **WS** `FillPayload.exchange_index` and `UserOrdersPayload.exchange_index`
+  — required `int` (same constructor impact on fixtures).
+
+```python
+# Before (constructors / test fixtures):
+# Fill(..., outcome_side="yes", book_side="bid")
+
+# After:
+Fill(..., outcome_side="yes", book_side="bid", exchange_index=0)
+```
+
+### Added (non-breaking)
+
+- `live_data.weather(city, *, from_ts, to, last_sec, detailed)`
+- `portfolio.target_balance_allocation()` /
+  `set_target_balance_allocation(...)`
+- `orders.cancel_all_v2(*, subaccount)`
+- Perps exit triggers on `perps.portfolio.*`
+- Perps `orders.cancel_all(*, subaccount)`
+- Perps FCM `asset_class=` on IM-cap methods
+- Klear `settlement_prices()` / `estimate_maintenance_margin()`
+
+See the [changelog](https://github.com/TexasCoding/kalshi-python-sdk/blob/main/CHANGELOG.md)
+for the full list.
+
 ## v11.0 → v12.0.0
 
 Reconciles upstream OpenAPI **3.27.0 → 3.28.0**, plus additive perps FCM

docs/perps.md

@@ -60,9 +60,9 @@ async with AsyncPerpsClient.from_env(demo=True) as perps:
 |---|---|
 | `exchange` | `status()`, `enabled()` (per-member access gate), `risk_parameters()` |
 | `markets` | `list()`, `get()`, `orderbook()`, `candlesticks()` |
-| `orders` | `create()`, `get()`, `list()` / `list_all()`, `cancel()`, `decrease()`, `amend()` |
+| `orders` | `create()`, `get()`, `list()` / `list_all()`, `cancel()`, `cancel_all()`, `decrease()`, `amend()` |
 | `order_groups` | `list()`, `get()`, `create()`, `delete()`, `reset()`, `trigger()`, `update_limit()` |
-| `portfolio` | `positions()`, `fills()` / `fills_all()`, `trades()` / `trades_all()` |
+| `portfolio` | `positions()`, `fills()` / `fills_all()`, `trades()` / `trades_all()`, cross/isolated exit triggers |
 | `margin` | `balance()`, `risk()`, `notional_risk_limit()`, `fee_tiers()`, `api_limits()` |
 | `funding` | `rate_estimate()`, `historical_rates()`, `history()` |
 | `transfers` | `transfer_instance()`, `create_subaccount()`, `transfer_subaccount()` |
@@ -92,6 +92,26 @@ perps.fcm.update_risk_controls(
     market_ticker="BTC-PERP",
 )
 perps.fcm.delete_risk_controls(subtrader_id="user_desk1", market_ticker="BTC-PERP")
+# asset_class is mutually exclusive with market_ticker
+perps.fcm.risk_controls(subtrader_id="user_desk1", asset_class="Crypto")
+```
+
+Exit triggers (stop-loss / take-profit / trailing) sit on a position slot:
+
+```python
+from decimal import Decimal
+from kalshi.perps.models.portfolio import SetCrossExitTriggerRequest
+
+listed = perps.portfolio.cross_exit_triggers("BTC-PERP")
+trig = perps.portfolio.set_cross_exit_trigger(
+    "BTC-PERP",
+    request=SetCrossExitTriggerRequest(
+        kind="bracket",
+        stop_loss_price=Decimal("50000.0000"),
+        take_profit_price=Decimal("70000.0000"),
+    ),
+)
+perps.portfolio.cancel_cross_exit_trigger("BTC-PERP", trig.id)
 ```
 
 ## Value types & timestamps
@@ -218,6 +238,11 @@ next-settlement estimates keyed by asset class. (The singular
 `active_obligation()` / `settlement_estimate()` endpoints were removed upstream
 in the v11.0.0 reconcile.)
 
+`klear.margin.settlement_prices(asset_class="Crypto", settlement_time=...)`
+returns a ticker → centicents map at a settlement cycle.
+`klear.margin.estimate_maintenance_margin(asset_class="Crypto", positions=[...])`
+margins a hypothetical portfolio.
+
 When an `ObligationEntry` inline detail array is capped at 1000 rows, the
 matching `*_truncated` flag is set; page the full set via:
 

docs/resources/live-data.md

@@ -14,6 +14,7 @@ Public — no auth required.
 | `get_event(event_ticker, *, range=None)` | `GET /live_data/events/{event_ticker}` |
 | `batch(milestone_ids, *, include_player_stats=None)` | `GET /live_data/batch` |
 | `game_stats(milestone_id)` | `GET /live_data/milestone/{milestone_id}/game_stats` |
+| `weather(city, *, from_ts, to, last_sec, detailed)` | `GET /live_data/weather/{city}` |
 | `get_typed(milestone_type, milestone_id)` | `GET /live_data/{type}/milestone/{milestone_id}` (legacy) |
 
 ## Get one milestone's live data
@@ -67,6 +68,20 @@ else:
 Other milestone types return `pbp=None`. Each period's `events` is a list of
 loose dicts (no fixed play schema upstream).
 
+## Weather index
+
+```python
+idx = client.live_data.weather("miami", last_sec=3600, detailed=True)
+print(idx.city, idx.units, idx.config_version)
+for point in idx.timeseries:
+    print(point.t, point.status, point.v)
+```
+
+`from_ts` is the spec `from` query (unix milliseconds, inclusive). Named
+`from_ts` to avoid the Python keyword; the wire key is still `from`.
+`last_sec` is mutually exclusive with `from_ts`/`to` per spec. `detailed=True`
+attaches per-station audit readings on every point.
+
 ## Legacy `get_typed`
 
 ```python

docs/resources/orders.md

@@ -15,6 +15,7 @@ Reads stay on `/portfolio/orders/*`.
 | `create_v2(*, request)` | `POST /portfolio/events/orders` | **never** — see [Retries & idempotency](../retries.md) |
 | `batch_create_v2(*, request)` | `POST /portfolio/events/orders/batched` | never |
 | `cancel_v2(order_id, *, subaccount, exchange_index, market_ticker)` | `DELETE /portfolio/events/orders/{order_id}` | never |
+| `cancel_all_v2(*, subaccount)` | `DELETE /portfolio/events/orders` | never |
 | `batch_cancel_v2(*, request)` | `DELETE /portfolio/events/orders/batched` | never |
 | `amend_v2(order_id, *, request, subaccount)` | `POST /portfolio/events/orders/{order_id}/amend` | never |
 | `decrease_v2(order_id, *, request, subaccount)` | `POST /portfolio/events/orders/{order_id}/decrease` | never |

docs/resources/portfolio.md

@@ -16,6 +16,8 @@ Auth required throughout.
 | `withdrawals(*, limit, cursor)` / `withdrawals_all(*, limit, max_pages)` | `GET /portfolio/withdrawals` |
 | `intra_exchange_transfers(...)` / `intra_exchange_transfers_all(...)` | `GET /portfolio/intra_exchange_instance_transfers` |
 | `get_intra_exchange_transfer(transfer_id)` | `GET /portfolio/intra_exchange_instance_transfers/{transfer_id}` |
+| `target_balance_allocation()` | `GET /portfolio/target_balance_allocation` |
+| `set_target_balance_allocation(*, allocations)` | `POST /portfolio/target_balance_allocation` |
 
 `balance()`, `positions()` / `positions_all()`, `settlements()` /
 `settlements_all()`, and `fills()` / `fills_all()` all take an optional
@@ -220,6 +222,25 @@ print(t.status, t.created_ts)
 `IntraExchangeInstanceTransfer.amount` is a fixed-point dollar
 `DollarDecimal` (not the integer centicents used on the POST create body).
 
+## Target balance allocation
+
+Per-shard sweepable-balance targets. POST is never retried.
+
+```python
+from kalshi import TargetBalanceAllocationInput
+
+current = client.portfolio.target_balance_allocation()
+client.portfolio.set_target_balance_allocation(
+    allocations=[TargetBalanceAllocationInput(exchange_index=0, percent=100)]
+)
+```
+
+Percents are integers 0–100. At most 101 allocation rows.
+
+`Fill`, `MarketPosition`, and `Settlement` each carry a required
+`exchange_index` as of OpenAPI 3.29.0 (SDK v13.0.0). Live list callers
+are unaffected; constructors/fixtures must pass it.
+
 ## Position fields
 
 `MarketPosition` and `EventPosition` use the standard `_dollars` / `_fp`

kalshi/__init__.py

@@ -107,6 +107,8 @@
     GetSubaccountBalancesResponse,
     GetSubaccountNettingResponse,
     GetTagsForSeriesCategoriesResponse,
+    GetTargetBalanceAllocationResponse,
+    GetWeatherIndexResponse,
     HistoricalCutoff,
     IncentiveProgram,
     IncentiveProgramStatusLiteral,
@@ -152,6 +154,7 @@
     SelfTradePreventionTypeLiteral,
     Series,
     SeriesFeeChange,
+    SetTargetBalanceAllocationRequest,
     Settlement,
     SettlementSource,
     SettlementStatusLiteral,
@@ -161,6 +164,8 @@
     SubaccountBalance,
     SubaccountNettingConfig,
     SubaccountTransfer,
+    TargetBalanceAllocation,
+    TargetBalanceAllocationInput,
     TickerPair,
     TimeInForceLiteral,
     TotalRestingOrderValue,
@@ -169,6 +174,8 @@
     UpdateSubaccountNettingRequest,
     UserDataTimestamp,
     UserFilterLiteral,
+    WeatherIndexPoint,
+    WeatherIndexStationReading,
     WeeklySchedule,
     Withdrawal,
 )
@@ -285,6 +292,8 @@
     "GetSubaccountBalancesResponse",
     "GetSubaccountNettingResponse",
     "GetTagsForSeriesCategoriesResponse",
+    "GetTargetBalanceAllocationResponse",
+    "GetWeatherIndexResponse",
     "HistoricalCutoff",
     "IncentiveProgram",
     "IncentiveProgramStatusLiteral",
@@ -359,6 +368,7 @@
     "SelfTradePreventionTypeLiteral",
     "Series",
     "SeriesFeeChange",
+    "SetTargetBalanceAllocationRequest",
     "Settlement",
     "SettlementSource",
     "SettlementStatusLiteral",
@@ -369,6 +379,8 @@
     "SubaccountBalance",
     "SubaccountNettingConfig",
     "SubaccountTransfer",
+    "TargetBalanceAllocation",
+    "TargetBalanceAllocationInput",
     "TickerPair",
     "TimeInForceLiteral",
     "TotalRestingOrderValue",
@@ -377,8 +389,10 @@
     "UpdateSubaccountNettingRequest",
     "UserDataTimestamp",
     "UserFilterLiteral",
+    "WeatherIndexPoint",
+    "WeatherIndexStationReading",
     "WeeklySchedule",
     "Withdrawal",
 ]
 
-__version__ = "12.0.0"
+__version__ = "13.0.0"