+ i\^RIHt^RIHt^RIHt^RIHt^RIH t H t H t H t H t HtHt^RIHt^RIHtHt^RIHtHtHtHtHtHtHtHtHtHt]'d ^R I H!t!^R I"H#t#!R R 4t$R #)) annotations) TYPE_CHECKING) urlencode)Order)ActionSide OrderType OrderStatus TimeInForceSelfTradePreventionPositionCountFilter) DataFrameList)normalize_tickernormalize_tickers) OrderModel BalanceModel PositionModel FillModelSettlementModelQueuePositionModelOrderGroupModelSubaccountModelSubaccountBalanceModelSubaccountTransferModel) KalshiClient)Marketc\]tRt^tRtRRltRRlt]P3RRRRR RR RR R R R RRRRRRRRRRRR/ RRlllt RR/RRllt RRRRRRRRRRRRRR/RRllt RRlt R RRRR!RR"RR#RR$^dR%RR&R /R'R(llt R)R*ltRRR!RR+RR$^dR%RR&R /R,R-lltRRR.RR"RR#RR$^dR%RR&R /R/R0lltR1R2ltR3R4ltR5R6ltR7RR!R/R8R9lltRRR!RR$^dR%RR&R /R:R;lltR<R=ltR>R?ltR@RAltRBRCltRDREltRFRGltRHRIltRJRKltRLRMltRNROltR$^dR%RR&R /RPRQllt RRt!R#)S Portfolioz6Authenticated user's portfolio and trading operations.c V^8dQhRRRR/#)clientrreturnNone)formats"Y/home/wkmabra/.openclaw/workspace/venv/lib/python3.14/site-packages/pykalshi/portfolio.py __annotate__Portfolio.__annotate__s|c WnR#N_client)selfr!s&&r&__init__Portfolio.__init__s r)cV^8dQhRR/#)r r"rr$)r%s"r&r'r(s11\1r)c dVPPR4p\P!V4#)z+Get portfolio balance. Values are in cents.z/portfolio/balance)r-getrmodel_validate)r.datas& r& get_balancePortfolio.get_balances(|| 45**400r) yes_priceNno_priceclient_order_id time_in_force post_onlyF reduce_only expiration_ts buy_max_costself_trade_preventionorder_group_id subaccountcancel_order_on_pausec$`V^8dQhRRRRRRRRR R R R R R RRRRRRRRRR RR RRRRRR RRRR/#)r tickerz str | Marketactionrsidercountint order_typer r8 int | Noner9r: str | Noner;zTimeInForce | Noner<boolr=r>r?r@zSelfTradePrevention | NonerArBrCz bool | Noner"rr$)r%s"r&r'r(sU*U*U*U* U*  U*  U*U*U*$U**U*U*U*"U*!U* :!U*"##U*$%U*& +'U*( )U*r)c  VeVe \R4hVf%Vf!V\P8Xd \R4hVe ^dV, p\V\4'dVP 4M VP pRVRVPRVPRVRVP/pVeVVR&VeVVR &V eV PVR &V 'dR VR &V 'dR VR &V eV VR&V eV VR&VeVPVR&VeVVR&VeVVR&VeVVR&VPPRV4p\P!VR,4p\VPV4#)atPlace an order on a market. Args: ticker: Market ticker string or Market object. action: BUY or SELL. side: YES or NO. count: Number of contracts. order_type: LIMIT or MARKET. yes_price: Price in cents (1-99) for the YES side. no_price: Price in cents (1-99) for the NO side. Converted to yes_price internally (yes_price = 100 - no_price). client_order_id: Idempotency key. Resubmitting returns existing order. time_in_force: GTC (default), IOC (immediate-or-cancel), FOK (fill-or-kill). post_only: If True, reject order if it would take liquidity. Essential for market makers. reduce_only: If True, only reduce existing position, never increase. expiration_ts: Unix timestamp when order auto-cancels. buy_max_cost: Maximum total cost in cents. Protects against slippage. self_trade_prevention: Behavior on self-cross (CANCEL_RESTING or CANCEL_INCOMING). order_group_id: Link to an order group for OCO/bracket strategies. subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). cancel_order_on_pause: If True, cancel order if market is paused. 'Specify yes_price or no_price, not both*Limit orders require yes_price or no_pricerErFrGrHtyper8r:r;Tr<r=r>r?self_trade_prevention_typerArBrC/portfolio/ordersorder) ValueErrorr LIMIT isinstancestrupperrEvaluer-postrr4r)r.rErFrGrHrJr8r9r:r;r<r=r>r?r@rArBrC ticker_str order_dataresponsemodels&&&&&&$$$$$$$$$$$$ r& place_orderPortfolio.place_ordersV  X%9FG G  !1jIOO6SIJ J  hI'1&#'>'>V\\^FMM  j fll DJJ U J$$    &/J{ #  &,;J( )  $*7*=*=J ' &*J{ # (,J} %  $*7J '  #)5J~ & ,7L7R7RJ3 4  %+9J' (  !'1J| $ ,2GJ. /<<$$%8*E))(7*;<T\\5))r)c$V^8dQhRRRRRR/#)r order_idrXrBrKr"rr$)r%s"r&r'r(us!**S**u*r)c RV 2pVe VRV 2, pVPPV4p\P!VR,4p\ VPV4#)zCancel a resting order. Args: order_id: ID of the order to cancel. subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). Returns: The canceled Order with updated status. /portfolio/orders/z ?subaccount=rT)r-deleterr4r)r.rcrBendpointr^r_s&&$ r& cancel_orderPortfolio.cancel_orderusa(z2  ! ,zl3 3H<<&&x0))(7*;<T\\5))r)rHrErFrGc<V^8dQhRRRRRRRRRRRR R R R R RR/ #)r rcrXrHrKr8r9rBrErLrFz Action | NonerGz Side | Noner"rr$)r%s"r&r'r(sd:*:*:* :*  :*  :*:*:*:*:* :*r)c  VeVe \R4hVe ^dV, p\V4pVe Ve VeVfdVPV4p T;'g V PpT;'g V PpT;'g V P pVf V P pRTR\V\4'd VPMTR\V\4'd VPMTRV/p VeW:R&VeWZR&RV 9dRV 9d \R4hVPPR V R 2V 4p \P!V R ,4p \VPV 4#) aAmend a resting order's price or count. Args: order_id: ID of the order to amend. count: New total contract count. yes_price: New YES price in cents. no_price: New NO price in cents. Converted to yes_price internally. subaccount: Subaccount number (0 for primary, 1-32 for subaccounts). ticker: Market ticker (fetched from order if not provided). action: Order action (fetched from order if not provided). side: Order side (fetched from order if not provided). rOrErFrGrHr8rBz:Must specify at least one of count, yes_price, or no_pricerez/amendrT)rUr get_orderrErFrGremaining_countrWrrZrr-r[rr4r) r.rcrHr8r9rBrErFrGoriginalbodyr^r_s &&$$$$$$$ r& amend_orderPortfolio.amend_ordersX2  X%9FG G  hI!&) >V^t|u}~~h/H..xF..xF((8==D} 00 f j&@&@fllf *T4"8"8DJJd U    )   !!+  $ ;d#:YZ Z<<$$'9(6%JDQ))(7*;<T\\5))r)c$V^8dQhRRRRRR/#)r rcrX reduce_byrIr"rr$)r%s"r&r'r(s! * *s *s *u *r)c VPPRV R2RV/4p\P!VR,4p\ VPV4#)zDecrease the remaining count of a resting order. Args: order_id: ID of the order to decrease. reduce_by: Number of contracts to reduce by. rez /decreasersrT)r-r[rr4r)r.rcrsr^r_s&&& r&decrease_orderPortfolio.decrease_ordersS<<$$  ) 4{I6N ))(7*;<T\\5))r)status event_tickermin_tsmax_tslimitcursor fetch_allc<V^8dQhRRRRRRRRRRR R R RR R RR/ #)r rwzOrderStatus | NonerErLrxryrKrzr{rIr|r}rMr"DataFrameList[Order]r$)r%s"r&r'r(sq&^&^#&^ &^ ! &^  &^&^&^&^&^ &^r)c aRTRVe VPMRR\V4R\V4RVRVRV/V Cp SPPR R W4p \ V3R lV 44#) atGet list of orders. Args: status: Filter by order status (resting, canceled, executed). ticker: Filter by market ticker. event_ticker: Filter by event ticker (supports comma-separated, max 10). min_ts: Filter orders after this Unix timestamp. max_ts: Filter orders before this Unix timestamp. limit: Maximum results per page (default 100, max 200). cursor: Pagination cursor for fetching next page. fetch_all: If True, automatically fetch all pages. **extra_params: Additional API parameters (e.g., subaccount). See https://docs.kalshi.com/api-reference/orders/get-orders r{rwNrErxryrzr|rSordersc3x<"TF/p\SP\P!V44xK1 R#5ir+)rr-rr4).0dr.s& r& 'Portfolio.get_orders..s-]X\STU4<<1J1J11MNNX\s7:)rZrr- paginated_getr) r.rwrErxryrzr{r|r} extra_paramsparamsr5s f$$$$$$$$, r& get_ordersPortfolio.get_orderss}8 U f&8flld &v. ,\: f f f    ||))*=x[]X\]]]r)c V^8dQhRRRR/#)r rcrXr"rr$)r%s"r&r'r(s**#*%*r)c VPPRV 24p\P!VR,4p\ VPV4#)zGet a single order by ID.rerT)r-r3rr4r)r.rcr^r_s&& r&rlPortfolio.get_ordersD<<##&8 $CD))(7*;<T\\5))r) count_filterc4V^8dQhRRRRRRRRRRR R R R /#) r rErLrxrzPositionCountFilter | Noner{rIr|r}rMr"zDataFrameList[PositionModel]r$)r%s"r&r'r(s[LLL! L 1 L  LLL &Lr)c RTR\V4R\V4RVe VPMRRV/VCpVPPRRW4p \ R V 44#) aGet portfolio positions. Args: ticker: Filter by specific market ticker. event_ticker: Filter by event ticker (supports comma-separated, max 10). count_filter: Filter positions with non-zero values (POSITION or TOTAL_TRADED). limit: Maximum positions per page (default 100, max 1000). cursor: Pagination cursor for fetching next page. fetch_all: If True, automatically fetch all pages. **extra_params: Additional API parameters (e.g., subaccount). r{rErxrNr|z/portfolio/positionsmarket_positionsc3N"TFp\P!V4xK R#5ir+)rr4)rps& r&r*Portfolio.get_positions..sKd]99!<.@sG$QY55a88$rrr-rr) r.rErcryrzr{r|r}rrr5s &$$$$$$$, r& get_fillsPortfolio.get_fillsse2 U &v.  f f f   ||))*.s% 9  - -b 1 19rqueue_positions)joinrrrr-r3r)r.rrxrrgr^s&$$ r&get_queue_positionsPortfolio.get_queue_positionss '*xx0A.0Q'RF# $ %5l%CF> "6 "1Yv%6$78H<<##H- ll#4b9   r)c 0V^8dQhRRRRRRRRRRR R /#) r rErLrxr{rIr|r}rMr"zDataFrameList[SettlementModel]r$)r%s"r&r'r(sPNNN! N  N  NN (Nr)c RVR\V4R\V4RV/VCpVPPRRWu4p\RV44#)aAGet settlement records for resolved positions. Args: ticker: Filter by market ticker. event_ticker: Filter by event ticker. limit: Maximum settlements per page (default 100). cursor: Pagination cursor. fetch_all: If True, automatically fetch all pages. **extra_params: Additional API parameters. r{rErxr|z/portfolio/settlements settlementsc3N"TFp\P!V4xK R#5ir+)rr4)rss& r&r,Portfolio.get_settlements..sM1_;;A>>rr) r.rErxr{r|r}rrr5s &$$$$$, r&get_settlementsPortfolio.get_settlementssb* U &v. ,\: f    ||))*BMSYeMMMMr)cV^8dQhRR/#)r r"rIr$)r%s"r&r'r(s<<~>N$OP'--h77r)c V^8dQhRRRR/#r rArXr"r#r$)r%s"r&r'r(sRR#R$Rr)c FVPPRV R2/4R#)z=Manually trigger an order group, cancelling all orders in it.rz/triggerNr-putr.rAs&&r&trigger_order_groupPortfolio.trigger_order_groups! 3N3C8LbQr)cV^8dQhRR/#)r r"zDataFrameList[OrderGroupModel]r$)r%s"r&r'r(s  "@ r)c |VPPR4p\RVPR.444#)zList all order groups.z/portfolio/order_groupsc3N"TFp\P!V4xK R#5ir+)rr4)rogs& r&r-Portfolio.get_order_groups..s% 6  * *2 . .6r order_groupsr-r3rrs& r&get_order_groupsPortfolio.get_order_groupss<<<##$=> ll>26   r)c V^8dQhRRRR/#rr$)r%s"r&r'r(sPPPPr)c FVPPRV R2/4R#)zReset matched contract counter for an order group. Use this to re-enable the group after it has been triggered, allowing orders to continue matching up to the contracts_limit again. rz/resetNrrs&&r&reset_order_groupPortfolio.reset_order_groups# 3N3C6JBOr)c$V^8dQhRRRRRR/#)r rArXrrIr"r#r$)r%s"r&r'r(s-RRRR  Rr)c NRV/pVPPRV R2V4R#)aDUpdate the contracts limit for an order group. If the new limit would immediately trigger the group (because current matched contracts exceed it), all orders are cancelled and the group is triggered. Args: order_group_id: ID of the order group. contracts_limit: New maximum contracts for 15-second rolling window. rrz/limitNr)r.rArros&&& r&update_order_group_limit"Portfolio.update_order_group_limits-(9 3N3C6JDQr)cV^8dQhRR/#)r r"rr$)r%s"r&r'r(s T T? Tr)c VPPR/4p\P!VP RV44#)zCreate a new numbered subaccount. Subaccounts allow strategy isolation - run multiple bots with separate capital pools under one API key. Returns: Created SubaccountModel with ID and number. z/portfolio/subaccountsrB)r-r[rr4r3rs& r&create_subaccountPortfolio.create_subaccounts7<<$$%=rB--hll<.RSSr)c(V^8dQhRRRRRRRR/#)r from_subaccount_idrXto_subaccount_idamountrIr"rr$)r%s"r&r'r(%s8ZZZZ Z ! Zr)c RVRVRV/pVPPRV4p\P!VP RV44#)zTransfer funds between subaccounts. Args: from_subaccount_id: Source subaccount ID. to_subaccount_id: Destination subaccount ID. amount: Amount to transfer in cents. Returns: Transfer record. rrrz/portfolio/subaccounts/transfertransfer)r-r[rr4r3)r.rrrror^s&&&& r&transfer_between_subaccounts&Portfolio.transfer_between_subaccounts%sQ" !"4  0 f  <<$$%FM&55hll:x6XYYr)cV^8dQhRR/#)r r"z%DataFrameList[SubaccountBalanceModel]r$)r%s"r&r'r(=s  )N r)c |VPPR4p\RVPR.444#)z!Get balances for all subaccounts.z/portfolio/subaccounts/balancesc3N"TFp\P!V4xK R#5ir+)rr4)rbs& r&r4Portfolio.get_subaccount_balances..@s% 1 # 1 1! 4 41rbalancesrrs& r&get_subaccount_balances!Portfolio.get_subaccount_balances=s<<<##$EF \\*b1   r)c(V^8dQhRRRRRRRR/#) r r{rIr|rLr}rMr"z&DataFrameList[SubaccountTransferModel]r$)r%s"r&r'r(Es:VVV V  V 0Vr)c pRVRV/VCpVPPRRWS4p\RV44#)aGet transfer history between subaccounts. Args: limit: Maximum results per page (default 100). cursor: Pagination cursor for fetching next page. fetch_all: If True, automatically fetch all pages. **extra_params: Additional API parameters. r{r|z /portfolio/subaccounts/transfers transfersc3N"TFp\P!V4xK R#5ir+)rr4)rts& r&r5Portfolio.get_subaccount_transfers..Ys!UPT14CCAFFPTr)r-rr)r.r{r|r}rrr5s&$$$, r&get_subaccount_transfers"Portfolio.get_subaccount_transfersEsF 5(FClC||)) . V UPTUUUr)r,)"__name__ __module__ __qualname____firstlineno____doc__r/r6r rVr`rhrprurrlrrrrrrrrrrrrrrrrr r__static_attributes__r$r)r&rrs@1!* U*!%U* $U*'+U*-1U* U*"U*%)U*$(U* =A!U*"&*#U*$"&%U*&.2'U*U*n*d*":*! :* !% :* $ :*"&:*":*!%:*!:*x *&^&*&^" &^ $( &^ " &^"&^&^"&^ &^P* L"L$( L 48 L  L"L LB"H""H $ "H " "H " "H"H""H "HL %D%*   ,0 $(  BN"N$( N  N " N N<<8.8R PR( TZ0 VV" V  VVr)rN)% __future__rtypingr urllib.parserrrenumsrrr r r r r dataframer_utilsrrmodelsrrrrrrrrrrr!rmarketsrrr$r)r&r!sH" "nnn$7 $F VF Vr)