Reconcile OpenAPI/AsyncAPI/perps spec drift (v10.0.0)

CHANGELOG.md

@@ -2,6 +2,47 @@
 
 All notable changes to kalshi-sdk will be documented in this file.
 
+## 10.0.0 — 2026-08-06
+
+Reconciles upstream OpenAPI **3.27.0** content drift plus AsyncAPI / perps
+OpenAPI changes (Closes #496, #497). **Breaking** for callers of multivariate
+lookup (REST + WS).
+
+### Removed (breaking)
+
+- **`multivariate_collections.lookup_tickers()`** (sync + async) and models
+  `LookupTickersForMarketInMultivariateEventCollectionRequest` /
+  `LookupTickersResponse`. Upstream deleted
+  `PUT /multivariate_event_collections/{collection_ticker}/lookup` and the
+  matching schemas. `create_market()` remains (still deprecated).
+- **WS `subscribe_multivariate()`** plus `MultivariateMessage` /
+  `MultivariatePayload` / `SelectedMarket`. AsyncAPI removed the
+  `multivariate` channel and `multivariateLookupPayload` schema.
+  `subscribe_multivariate_lifecycle()` is unchanged.
+
+### Added
+
+- **`portfolio.intra_exchange_transfers()`** /
+  **`intra_exchange_transfers_all()`** /
+  **`get_intra_exchange_transfer(transfer_id)`** (sync + async) —
+  `GET /portfolio/intra_exchange_instance_transfers` and
+  `GET /portfolio/intra_exchange_instance_transfers/{transfer_id}`.
+  Model: `IntraExchangeInstanceTransfer` (`amount` is fixed-point dollars).
+  Complements `PerpsClient.transfers.transfer_instance()` (POST create).
+- **`MultivariateEventCollection.exchange_index`** (`int | None`) — optional
+  exchange shard inherited from the collection's series.
+- **Perps** `MarginMarket.long_leverage_estimates` /
+  `short_leverage_estimates` (`dict[str, MultiplierDecimal] | None`).
+
+### Spec notes
+
+- Core OpenAPI `info.version` still **3.27.0** (paths 92→92; 103→104 operations;
+  103 mapped). Still unimplemented on the core client:
+  `POST /portfolio/intra_exchange_instance_transfer` (use
+  `PerpsClient.transfers.transfer_instance()`).
+- AsyncAPI: channels 15→14 (`multivariate` removed).
+- Perps OpenAPI: additive optional leverage side maps on `MarginMarket`.
+
 ## 9.0.0 — 2026-07-31
 
 Syncs upstream core OpenAPI **3.26.0 → 3.27.0** (paths stay 92; 103 operations /

CLAUDE.md

@@ -122,7 +122,7 @@ tests/
 
 ## API Reference
 
-- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.27.0, 103 operations; 102 mapped in the core SDK — `POST /portfolio/intra_exchange_instance_transfer` is currently not available upstream)
+- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.27.0, 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)
 - AsyncAPI spec: https://docs.kalshi.com/asyncapi.yaml (13 WebSocket channels)
 - Base URL: https://api.elections.kalshi.com/trade-api/v2
 - Demo URL: https://demo-api.kalshi.co/trade-api/v2

README.md

@@ -171,13 +171,12 @@ async def main() -> None:
 asyncio.run(main())
 ```
 
-Available channels (12 typed + 2 escape-hatch). Twelve have dedicated
+Available channels (11 typed + 2 escape-hatch). Eleven have dedicated
 `subscribe_*` methods — `subscribe_ticker`, `subscribe_trade`,
 `subscribe_orderbook_delta`, `subscribe_fill`, `subscribe_market_positions`,
 `subscribe_user_orders`, `subscribe_order_group`,
-`subscribe_market_lifecycle`, `subscribe_multivariate`,
-`subscribe_multivariate_lifecycle`, `subscribe_communications`,
-`subscribe_cfbenchmarks_value`. The
+`subscribe_market_lifecycle`, `subscribe_multivariate_lifecycle`,
+`subscribe_communications`, `subscribe_cfbenchmarks_value`. The
 AsyncAPI-declared `control_frames` and `root` channels are reachable
 through the generic `subscribe(channel, ...)` escape hatch. See
 [docs/websockets.md](docs/websockets.md#the-12-channels) for the full

ROADMAP.md

@@ -2,6 +2,13 @@
 
 ## Shipped
 
+- **v10.0.0 (2026-08-06)** — Spec-drift reconcile (#496 / #497). **Breaking:**
+  removed `multivariate_collections.lookup_tickers()` and WS
+  `subscribe_multivariate()` after upstream deleted the REST lookup endpoint
+  and AsyncAPI `multivariate` channel. Additive:
+  `portfolio.intra_exchange_transfers()` / `get_intra_exchange_transfer()`,
+  `MultivariateEventCollection.exchange_index`, perps
+  `MarginMarket.long_leverage_estimates` / `short_leverage_estimates`.
 - **v9.0.0 (2026-07-31)** — OpenAPI sync 3.26.0 → 3.27.0 (#492). **Breaking:**
   removed `subaccounts.transfer_position()` after upstream deleted position
   transfers. Additive: `live_data.get_event()`,

docs/index.md

@@ -3,14 +3,15 @@
 A professional, spec-first Python SDK for the [Kalshi](https://kalshi.com) prediction
 markets API.
 
-- **Full REST coverage** — 102 operations across 19 resources (OpenAPI v3.27.0),
+- **Full REST coverage** — 103 operations across 19 resources (OpenAPI v3.27.0),
   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`
   keeps working; deprecation no earlier than May 6, 2026.
 - **Funding + cost introspection** — `portfolio.deposits()`,
-  `portfolio.withdrawals()`, `account.endpoint_costs()`.
-- **Full WebSocket coverage** — 12 channels with sequence-gap detection, automatic
+  `portfolio.withdrawals()`, `portfolio.intra_exchange_transfers()`,
+  `account.endpoint_costs()`.
+- **Full WebSocket coverage** — 11 channels with sequence-gap detection, automatic
   reconnection (with resubscribe-window frame stashing for high-volume channels),
   backpressure strategies, and an in-memory orderbook builder. Async-only —
   access via `AsyncKalshiClient.ws`.

docs/migration.md

@@ -1,5 +1,45 @@
 # Migration
 
+## v9.0 → v10.0.0
+
+Reconciles upstream OpenAPI **3.27.0** content (paths still 92; +2 GET
+transfer-history ops), AsyncAPI removal of the `multivariate` channel, and
+perps `MarginMarket` leverage side maps (Closes #496, #497). **Breaking** for
+callers of multivariate lookup (REST + WS).
+
+### Removed
+
+- **`multivariate_collections.lookup_tickers()`** (sync + async) and
+  `LookupTickersForMarketInMultivariateEventCollectionRequest` /
+  `LookupTickersResponse`. Upstream deleted
+  `PUT /multivariate_event_collections/{collection_ticker}/lookup`.
+- **WS `subscribe_multivariate()`** and `MultivariateMessage` /
+  `MultivariatePayload`. Use RFQs for new multivariate integrations; lifecycle
+  remains on `subscribe_multivariate_lifecycle()`.
+
+```python
+# No longer available — the upstream REST endpoint and WS channel are gone:
+# client.multivariate_collections.lookup_tickers("MVC-1", selected_markets=[...])
+# await ws.subscribe_multivariate()
+
+# create_market is still present (deprecated; predates RFQs):
+# client.multivariate_collections.create_market(...)
+```
+
+### Added (non-breaking)
+
+- **`portfolio.intra_exchange_transfers()`** /
+  **`intra_exchange_transfers_all()`** /
+  **`get_intra_exchange_transfer(transfer_id)`** — history/detail for
+  event↔margined fund moves. Create transfers still via
+  `PerpsClient.transfers.transfer_instance()`.
+- **`MultivariateEventCollection.exchange_index`** (optional).
+- **Perps** `MarginMarket.long_leverage_estimates` /
+  `short_leverage_estimates` (optional).
+
+See the [changelog](https://github.com/TexasCoding/kalshi-python-sdk/blob/main/CHANGELOG.md)
+for the full list.
+
 ## v8.0 → v9.0.0
 
 Syncs the SDK to core OpenAPI **3.27.0** (and the matching perps / SCM
@@ -713,14 +753,13 @@ for position in client.portfolio.positions_all():
 
 ### Multivariate endpoints emit `DeprecationWarning`
 
-Per #269, `multivariate.lookup_tickers` and `multivariate.create_market`
-(sync + async) carry `@typing_extensions.deprecated` decorators citing
-the spec's "should not be used for new integrations" guidance. Use RFQs
-instead. The endpoints still work; calls just emit a `DeprecationWarning`
-on first use.
+Per #269, `multivariate.create_market` (sync + async) carries a
+`@typing_extensions.deprecated` decorator citing the spec's "should not be
+used for new integrations" guidance. Use RFQs instead. The endpoint still
+works; calls just emit a `DeprecationWarning` on first use.
 
-(`multivariate.lookup_history`, also deprecated here in #269, was removed
-entirely in 6.0.0 — see the [v5 → v6.0.0](#v5-v600) section above.)
+(`multivariate.lookup_history` was removed in 6.0.0;
+`multivariate.lookup_tickers` was removed in 10.0.0 — see the sections above.)
 
 ### `orders.list(event_ticker=...)` accepts lists
 

docs/reference.md

@@ -62,8 +62,6 @@ every exception class.
 
 ::: kalshi.models.multivariate.CreateMarketInMultivariateEventCollectionRequest
 
-::: kalshi.models.multivariate.LookupTickersForMarketInMultivariateEventCollectionRequest
-
 ::: kalshi.models.order_groups.CreateOrderGroupRequest
 
 ::: kalshi.models.order_groups.UpdateOrderGroupLimitRequest

docs/request-models.md

@@ -64,7 +64,6 @@ exposed by each resource method stays in lockstep with the OpenAPI spec.
 | `client.communications.block_trade_proposals.create` | `ProposeBlockTradeRequest` |
 | `client.communications.block_trade_proposals.accept` | `AcceptBlockTradeProposalRequest` |
 | `client.multivariate_collections.create_market` | `CreateMarketInMultivariateEventCollectionRequest` |
-| `client.multivariate_collections.lookup_tickers` | `LookupTickersForMarketInMultivariateEventCollectionRequest` |
 | `client.order_groups.create` | `CreateOrderGroupRequest` |
 | `client.order_groups.update_limit` | `UpdateOrderGroupLimitRequest` |
 | `client.subaccounts.transfer` | `ApplySubaccountTransferRequest` |

docs/resources/multivariate.md

@@ -9,11 +9,18 @@ Public listing, auth-required minting. Attribute name on the client:
 `multivariate_collections`.
 
 !!! warning "Deprecated methods"
-    `create_market()` and `lookup_tickers()` are deprecated — "This endpoint
-    predates RFQs and should not be used for new integrations." Calling them
-    emits a `DeprecationWarning`. Use the
-    [Communications (RFQ/Quote)](communications.md) surface instead. `list()` /
-    `list_all()` / `get()` remain supported.
+    `create_market()` is deprecated — "This endpoint predates RFQs and should
+    not be used for new integrations." Calling it emits a `DeprecationWarning`.
+    Use the [Communications (RFQ/Quote)](communications.md) surface instead.
+    `list()` / `list_all()` / `get()` remain supported.
+
+!!! danger "Removed in 10.0.0"
+    `lookup_tickers()` and the
+    `LookupTickersForMarketInMultivariateEventCollectionRequest` /
+    `LookupTickersResponse` models were removed — Kalshi deleted
+    `PUT /multivariate_event_collections/{ticker}/lookup` from the OpenAPI
+    spec, and the AsyncAPI `multivariate` / `multivariate_lookup` channel
+    with it.
 
 !!! danger "Removed in 6.0.0"
     `lookup_history()` and the `LookupPoint` model were removed — Kalshi deleted
@@ -27,7 +34,6 @@ Public listing, auth-required minting. Attribute name on the client:
 | `list(...)` / `list_all(...)` | `GET /multivariate_event_collections` | no |
 | `get(collection_ticker)` | `GET /multivariate_event_collections/{ticker}` | no |
 | `create_market(collection_ticker, *, selected_markets, with_market_payload=False)` | `POST /multivariate_event_collections/{ticker}` | yes |
-| `lookup_tickers(collection_ticker, *, selected_markets)` | `PUT /multivariate_event_collections/{ticker}/lookup` | yes |
 
 ## List collections
 
@@ -38,7 +44,7 @@ page = client.multivariate_collections.list(
     limit=100,
 )
 for c in page:
-    print(c.collection_ticker, c.title)
+    print(c.collection_ticker, c.title, c.exchange_index)
 ```
 
 ## Select legs
@@ -55,19 +61,6 @@ legs = [
 ]
 ```
 
-## Lookup the auto-generated ticker (no mint)
-
-```python
-resp = client.multivariate_collections.lookup_tickers(
-    "KXWEATHER-SPORTS-COMBO",
-    selected_markets=legs,
-)
-print(resp.market_ticker, resp.event_ticker)
-```
-
-Wire-level note: this endpoint is a `PUT` — unusual for a read operation, but
-matches the OpenAPI spec.
-
 ## Mint a combo market
 
 ```python

docs/resources/portfolio.md

@@ -14,6 +14,8 @@ Auth required throughout.
 | `total_resting_order_value()` | `GET /portfolio/summary/total_resting_order_value` (FCM only) |
 | `deposits(*, limit, cursor)` / `deposits_all(*, limit, max_pages)` | `GET /portfolio/deposits` |
 | `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}` |
 
 `balance()`, `positions()` / `positions_all()`, `settlements()` /
 `settlements_all()`, and `fills()` / `fills_all()` all take an optional
@@ -186,6 +188,29 @@ which is `None` until the transfer settles.
 
 Both `*_all` variants accept `max_pages=N` to bound iteration.
 
+## Intra-exchange instance transfers
+
+New in v10.0.0. History and detail for fund moves between the
+`event_contract` and `margined` exchange instances. **Creating** a transfer
+is still on the perps surface
+(`PerpsClient.transfers.transfer_instance()`); these GETs are on the core
+portfolio API.
+
+```python
+page = client.portfolio.intra_exchange_transfers(limit=50)
+for t in page:
+    print(t.transfer_id, t.source, t.destination, t.amount, t.status)
+
+for t in client.portfolio.intra_exchange_transfers_all():
+    ...
+
+t = client.portfolio.get_intra_exchange_transfer("xfer-...")
+print(t.status, t.created_ts)
+```
+
+`IntraExchangeInstanceTransfer.amount` is a fixed-point dollar
+`DollarDecimal` (not the integer centicents used on the POST create body).
+
 ## Position fields
 
 `MarketPosition` and `EventPosition` use the standard `_dollars` / `_fp`

docs/websockets.md

@@ -29,15 +29,14 @@ SDK's perspective on it.
   on every delta.
 - `on_state_change=` and `on_error=` hooks on the constructor for observability.
 
-## The 12 channels
+## The 11 channels
 
 | SDK method | Wire channel | Message `type` field | Message class | Auth |
 |---|---|---|---|---|
 | `subscribe_ticker` | `ticker` | `ticker` | `TickerMessage` | public |
 | `subscribe_trade` | `trade` | `trade` | `TradeMessage` | public |
 | `subscribe_orderbook_delta` | `orderbook_delta` | `orderbook_snapshot` → `orderbook_delta` | `OrderbookSnapshotMessage` / `OrderbookDeltaMessage` | public |
 | `subscribe_market_lifecycle` | `market_lifecycle_v2` | `market_lifecycle_v2` / `event_fee_update` | `MarketLifecycleMessage` / `EventFeeUpdateMessage` | public |
-| `subscribe_multivariate` | `multivariate` | `multivariate_lookup` | `MultivariateMessage` | public |
 | `subscribe_multivariate_lifecycle` | `multivariate_market_lifecycle` | `multivariate_market_lifecycle` | `MultivariateLifecycleMessage` | public |
 | `subscribe_fill` | `fill` | `fill` | `FillMessage` | private |
 | `subscribe_user_orders` | `user_orders` | `user_order` (singular) | `UserOrdersMessage` | private |
@@ -47,8 +46,8 @@ SDK's perspective on it.
 | `subscribe_cfbenchmarks_value` | `cfbenchmarks_value` | `cfbenchmarks_value` / `cfbenchmarks_value_indexlist` | `CFBenchmarksValueMessage` / `CFBenchmarksIndexListMessage` | private |
 
 The `type` column matters when filtering raw logs — note the singular forms
-for `user_order`, `market_position`, and the `multivariate_lookup` /
-`multivariate` mismatch.
+for `user_order` and `market_position`. The standalone `multivariate` /
+`multivariate_lookup` channel was removed from AsyncAPI (SDK v10.0.0).
 
 !!! warning "Migration (v3.1.0): `event_fee_update` rides `market_lifecycle_v2`"
     Since the v3.20.0 spec sync (SDK v3.1.0) the `market_lifecycle_v2` channel

kalshi/__init__.py

@@ -80,6 +80,7 @@
     EventPosition,
     EventStatusLiteral,
     ExchangeIndexStatus,
+    ExchangeInstanceLiteral,
     ExchangeStatus,
     Fill,
     ForecastPercentilesPoint,
@@ -111,9 +112,9 @@
     IncentiveProgramStatusLiteral,
     IncentiveProgramTypeLiteral,
     IndexedBalance,
+    IntraExchangeInstanceTransfer,
+    IntraExchangeInstanceTransferStatusLiteral,
     LiveData,
-    LookupTickersForMarketInMultivariateEventCollectionRequest,
-    LookupTickersResponse,
     MaintenanceWindow,
     Market,
     MarketCandlesticks,
@@ -253,6 +254,7 @@
     "EventPosition",
     "EventStatusLiteral",
     "ExchangeIndexStatus",
+    "ExchangeInstanceLiteral",
     "ExchangeStatus",
     "Fill",
     "FixClient",
@@ -288,6 +290,8 @@
     "IncentiveProgramStatusLiteral",
     "IncentiveProgramTypeLiteral",
     "IndexedBalance",
+    "IntraExchangeInstanceTransfer",
+    "IntraExchangeInstanceTransferStatusLiteral",
     "KalshiAuth",
     "KalshiAuthError",
     "KalshiBackpressureError",
@@ -311,8 +315,6 @@
     "KlearClient",
     "KlearConfig",
     "LiveData",
-    "LookupTickersForMarketInMultivariateEventCollectionRequest",
-    "LookupTickersResponse",
     "MaintenanceWindow",
     "MarginFixClient",
     "Market",
@@ -379,4 +381,4 @@
     "Withdrawal",
 ]
 
-__version__ = "9.0.0"
+__version__ = "10.0.0"