feat(communications): RFQ batch endpoints; release 22.3.0

CHANGELOG.md

@@ -2,6 +2,38 @@
 
 All notable changes to kalshi-sdk will be documented in this file.
 
+## 22.3.0 — 2026-10-22
+
+Reconciles nightly spec drift (#553). Maps the ten core RFQ batch
+endpoints added upstream.
+
+### Added
+
+- Communications **`rfq_batches`** (sync + async) —
+  `client.communications.rfq_batches`. Backs
+  `/communications/rfq_batches`: `list()` / `list_all()` (cursor
+  paginated, max 20 per page), `get()`, `create()`, `delete()`,
+  `accept()`, `best_quotes()`. Nested
+  **`rfq_batches.quotes`**: `list()` (not paginated), `create()`,
+  `delete()`, `confirm()`. Auth required. Create sizes every child via
+  `contracts` (`contracts_fp` on the wire) or `target_cost`
+  (`target_cost_dollars`). Batch-quote bids use `yes_bid` / `no_bid`
+  (no `_dollars` suffix); accept `min_bids` use Python name `bid`,
+  serialized as `bid_dollars`. (Closes #553).
+
+- Optional **`QuoteExecutedPayload.rfq_batch_id`** — set when the
+  executed quote is a child of an RFQ batch.
+
+### Changed
+
+- Re-vendored `specs/` (OpenAPI 3.34.0 still, plus AsyncAPI and Klear
+  SCM). Besides RFQ batches the upstream changes are description,
+  example, vendor-extension, and response-side additive optional
+  fields (`IntraExchangeInstanceTransfer.client_transfer_id`, perps
+  `ExchangeStatus` / `MarginMarket` extras, WS `batch_communications`
+  and `pyth_value` channels). Those additive fields and new WS
+  channels are not mapped in this release.
+
 ## 22.2.0 — 2026-10-20
 
 ### Added

CLAUDE.md

@@ -122,8 +122,8 @@ tests/
 
 ## API Reference
 
-- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.34.0, 118 operations; 117 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)
+- OpenAPI spec: https://docs.kalshi.com/openapi.yaml (v3.34.0, 128 operations; 127 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 (16 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
 - Auth: RSA-PSS / SHA256 / MGF1(SHA256) / salt_length=DIGEST_LENGTH / base64

README.md

@@ -11,7 +11,7 @@ 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 (117 mapped of 118 operations across 19 resources, OpenAPI v3.34.0) and WebSocket API (12 typed `subscribe_*` channels + escape-hatch).
+- **Full coverage** of the Kalshi REST API (127 mapped of 128 operations across 19 resources, OpenAPI v3.34.0) and WebSocket API (12 typed `subscribe_*` channels + escape-hatch).
 - **Perps (margin) API**: standalone `PerpsClient` / `AsyncPerpsClient` + `PerpsWebSocket` for the perpetual-futures exchange (50 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.

docs/index.md

@@ -3,7 +3,7 @@
 A professional, spec-first Python SDK for the [Kalshi](https://kalshi.com) prediction
 markets API.
 
-- **Full REST coverage** — 117 mapped of 118 operations across 19 resources
+- **Full REST coverage** — 127 mapped of 128 operations across 19 resources
   (OpenAPI v3.34.0), 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`

docs/reference.md

@@ -60,6 +60,12 @@ every exception class.
 
 ::: kalshi.models.communications.AcceptBlockTradeProposalRequest
 
+::: kalshi.models.communications.CreateRFQBatchRequest
+
+::: kalshi.models.communications.CreateRFQBatchQuoteRequest
+
+::: kalshi.models.communications.AcceptRFQBatchRequest
+
 ::: kalshi.models.multivariate.CreateMarketInMultivariateEventCollectionRequest
 
 ::: kalshi.models.order_groups.CreateOrderGroupRequest

docs/resources/communications.md

@@ -32,6 +32,16 @@ Auth required throughout.
 | `block_trade_proposals.list(...)` / `block_trade_proposals.list_all(...)` | `GET /communications/block-trade-proposals` |
 | `block_trade_proposals.create(...)` | `POST /communications/block-trade-proposals` |
 | `block_trade_proposals.accept(block_trade_proposal_id, *, subtrader_id=None, subaccount=None)` | `POST /communications/block-trade-proposals/{block_trade_proposal_id}/accept` |
+| `rfq_batches.list(...)` / `rfq_batches.list_all(...)` | `GET /communications/rfq_batches` |
+| `rfq_batches.get(rfq_batch_id)` | `GET /communications/rfq_batches/{rfq_batch_id}` |
+| `rfq_batches.create(...)` | `POST /communications/rfq_batches` |
+| `rfq_batches.delete(rfq_batch_id)` | `DELETE /communications/rfq_batches/{rfq_batch_id}` |
+| `rfq_batches.accept(rfq_batch_id, *, accepted_side, min_bids)` | `PUT /communications/rfq_batches/{rfq_batch_id}/accept` |
+| `rfq_batches.best_quotes(rfq_batch_id)` | `GET /communications/rfq_batches/{rfq_batch_id}/best_quotes` |
+| `rfq_batches.quotes.list(rfq_batch_id)` | `GET /communications/rfq_batches/{rfq_batch_id}/quotes` |
+| `rfq_batches.quotes.create(rfq_batch_id, ...)` | `POST /communications/rfq_batches/{rfq_batch_id}/quotes` |
+| `rfq_batches.quotes.delete(rfq_batch_id, batch_quote_id)` | `DELETE /communications/rfq_batches/{rfq_batch_id}/quotes/{batch_quote_id}` |
+| `rfq_batches.quotes.confirm(rfq_batch_id, batch_quote_id)` | `PUT /communications/rfq_batches/{rfq_batch_id}/quotes/{batch_quote_id}/confirm` |
 
 `get_id()` returns your `participant_id` — the value you'll pass as
 `quote_creator_user_id` / `rfq_creator_user_id` when filtering lists. It stays
@@ -211,6 +221,61 @@ client.communications.block_trade_proposals.accept(proposal_id)
     `_dollars` / `_fp` aliasing applies. `price_centi_cents` and `centicount`
     must each be `>= 1`.
 
+## RFQ batches (v22.3.0)
+
+`client.communications.rfq_batches` backs `/communications/rfq_batches` —
+request quotes on several combo markets at once. Makers quote the whole
+batch; each child is accepted from whichever maker quotes it best on your
+side. Accepting fills every child or none.
+
+```python
+# Create a batch of two combos, sized the same way.
+resp = client.communications.rfq_batches.create(
+    children=[
+        {"market_ticker": "COMBO-A"},
+        {"market_ticker": "COMBO-B"},
+    ],
+    contracts="10.00",
+    rest_remainder=True,
+)
+batch_id = resp.rfq_batch.id
+
+# Maker: quote every child.
+quote = client.communications.rfq_batches.quotes.create(
+    batch_id,
+    quotes=[
+        {"rfq_id": resp.rfq_batch.rfqs[0].id, "yes_bid": "0.56", "no_bid": "0.44"},
+        {"rfq_id": resp.rfq_batch.rfqs[1].id, "yes_bid": "0.50", "no_bid": "0.50"},
+    ],
+    rest_remainder=True,
+)
+
+# Requester: read the best bid on each child (makers are not identified).
+best = client.communications.rfq_batches.best_quotes(batch_id)
+accepted = client.communications.rfq_batches.accept(
+    batch_id,
+    accepted_side="yes",
+    min_bids=[
+        {"rfq_id": q.rfq_id, "bid": q.yes_bid}
+        for q in best.best_quotes.rfqs
+        if q.yes_bid is not None
+    ],
+)
+
+# Winning maker confirms the children it won.
+client.communications.rfq_batches.quotes.confirm(batch_id, quote.id)
+```
+
+`list()` / `list_all()` are cursor-paginated (max 20 batches per page).
+`quotes.list()` is not paginated — it returns the batch quotes visible to
+you on that one batch.
+
+Prices on create-quote entries use `yes_bid` / `no_bid` (no `_dollars`
+suffix), matching `quotes.create()`. Accept `min_bids` use Python name
+`bid`, serialized as `bid_dollars`. Batch create sizes every child via
+`contracts` (`contracts_fp` on the wire) or `target_cost`
+(`target_cost_dollars`).
+
 ## Migrating from v2.x
 
 | v2.x (deprecated) | v3.0.0 (canonical) |
@@ -248,6 +313,14 @@ client.communications.block_trade_proposals.accept(proposal_id)
     options:
       heading_level: 3
 
+::: kalshi.resources.communications.RFQBatchesResource
+    options:
+      heading_level: 3
+
+::: kalshi.resources.communications.RFQBatchQuotesResource
+    options:
+      heading_level: 3
+
 ::: kalshi.resources.communications.AsyncCommunicationsResource
     options:
       heading_level: 3
@@ -263,3 +336,11 @@ client.communications.block_trade_proposals.accept(proposal_id)
 ::: kalshi.resources.communications.AsyncBlockTradeProposalsResource
     options:
       heading_level: 3
+
+::: kalshi.resources.communications.AsyncRFQBatchesResource
+    options:
+      heading_level: 3
+
+::: kalshi.resources.communications.AsyncRFQBatchQuotesResource
+    options:
+      heading_level: 3

kalshi/__init__.py

@@ -28,6 +28,8 @@
     RFQ,
     AcceptBlockTradeProposalRequest,
     AcceptQuoteRequest,
+    AcceptRFQBatchRequest,
+    AcceptRFQBatchResponse,
     AccountApiLimits,
     AccountApiUsageLevelVolumeGoal,
     AccountApiUsageLevelVolumeProgress,
@@ -68,6 +70,11 @@
     CreateOrderV2Response,
     CreateQuoteRequest,
     CreateQuoteResponse,
+    CreateRFQBatchChild,
+    CreateRFQBatchQuoteRequest,
+    CreateRFQBatchQuoteResponse,
+    CreateRFQBatchRequest,
+    CreateRFQBatchResponse,
     CreateRFQRequest,
     CreateRFQResponse,
     CreateSubaccountRequest,
@@ -110,6 +117,10 @@
     GetOrderGroupResponse,
     GetQuoteResponse,
     GetQuotesResponse,
+    GetRFQBatchBestQuotesResponse,
+    GetRFQBatchesResponse,
+    GetRFQBatchQuotesResponse,
+    GetRFQBatchResponse,
     GetRFQResponse,
     GetRFQsResponse,
     GetStructuredTargetResponse,
@@ -161,6 +172,14 @@
     QuoteStatusLiteral,
     RateLimit,
     RestingMarginReservationLiteral,
+    RFQBatch,
+    RFQBatchAcceptLimit,
+    RFQBatchBestQuote,
+    RFQBatchBestQuotes,
+    RFQBatchQuote,
+    RFQBatchQuoteEntry,
+    RfqBatchQuoteStatusLiteral,
+    RfqBatchStatusLiteral,
     RfqStatusLiteral,
     Schedule,
     ScopeList,
@@ -208,9 +227,13 @@
 from kalshi.resources.communications import (
     AsyncBlockTradeProposalsResource,
     AsyncQuotesResource,
+    AsyncRFQBatchesResource,
+    AsyncRFQBatchQuotesResource,
     AsyncRFQsResource,
     BlockTradeProposalsResource,
     QuotesResource,
+    RFQBatchesResource,
+    RFQBatchQuotesResource,
     RFQsResource,
 )
 from kalshi.types import NullableList, StrictInt
@@ -219,6 +242,8 @@
     "RFQ",
     "AcceptBlockTradeProposalRequest",
     "AcceptQuoteRequest",
+    "AcceptRFQBatchRequest",
+    "AcceptRFQBatchResponse",
     "AccountApiLimits",
     "AccountApiUsageLevelVolumeGoal",
     "AccountApiUsageLevelVolumeProgress",
@@ -237,6 +262,8 @@
     "AsyncKlearClient",
     "AsyncPerpsClient",
     "AsyncQuotesResource",
+    "AsyncRFQBatchQuotesResource",
+    "AsyncRFQBatchesResource",
     "AsyncRFQsResource",
     "AuthRequiredError",
     "Balance",
@@ -267,6 +294,11 @@
     "CreateOrderV2Response",
     "CreateQuoteRequest",
     "CreateQuoteResponse",
+    "CreateRFQBatchChild",
+    "CreateRFQBatchQuoteRequest",
+    "CreateRFQBatchQuoteResponse",
+    "CreateRFQBatchRequest",
+    "CreateRFQBatchResponse",
     "CreateRFQRequest",
     "CreateRFQResponse",
     "CreateSubaccountRequest",
@@ -313,6 +345,10 @@
     "GetOrderGroupResponse",
     "GetQuoteResponse",
     "GetQuotesResponse",
+    "GetRFQBatchBestQuotesResponse",
+    "GetRFQBatchQuotesResponse",
+    "GetRFQBatchResponse",
+    "GetRFQBatchesResponse",
     "GetRFQResponse",
     "GetRFQsResponse",
     "GetStructuredTargetResponse",
@@ -390,9 +426,19 @@
     "Quote",
     "QuoteStatusLiteral",
     "QuotesResource",
+    "RFQBatch",
+    "RFQBatchAcceptLimit",
+    "RFQBatchBestQuote",
+    "RFQBatchBestQuotes",
+    "RFQBatchQuote",
+    "RFQBatchQuoteEntry",
+    "RFQBatchQuotesResource",
+    "RFQBatchesResource",
     "RFQsResource",
     "RateLimit",
     "RestingMarginReservationLiteral",
+    "RfqBatchQuoteStatusLiteral",
+    "RfqBatchStatusLiteral",
     "RfqStatusLiteral",
     "Schedule",
     "ScopeList",
@@ -431,4 +477,4 @@
     "Withdrawal",
 ]
 
-__version__ = "22.2.0"
+__version__ = "22.3.0"

kalshi/_contract_map.py

@@ -230,6 +230,52 @@ class ContractEntry:
         sdk_model="kalshi.models.communications.AcceptBlockTradeProposalRequest",
         spec_schema="AcceptBlockTradeProposalRequest",
     ),
+    # RFQ batches. Response items + request bodies, matching Quote/RFQ and
+    # CreateQuoteRequest/AcceptQuoteRequest. List/create wrappers omitted.
+    ContractEntry(
+        sdk_model="kalshi.models.communications.RFQBatch",
+        spec_schema="RFQBatch",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.RFQBatchQuote",
+        spec_schema="RFQBatchQuote",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.RFQBatchBestQuote",
+        spec_schema="RFQBatchBestQuote",
+        notes="bid/contracts fields use short names with _dollars/_fp aliases",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.RFQBatchBestQuotes",
+        spec_schema="RFQBatchBestQuotes",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.CreateRFQBatchRequest",
+        spec_schema="CreateRFQBatchRequest",
+        notes="Uses serialization_alias for contracts_fp / target_cost_dollars",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.CreateRFQBatchQuoteRequest",
+        spec_schema="CreateRFQBatchQuoteRequest",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.AcceptRFQBatchRequest",
+        spec_schema="AcceptRFQBatchRequest",
+        notes="bid serializes as bid_dollars",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.CreateRFQBatchChild",
+        spec_schema="CreateRFQBatchChild",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.RFQBatchQuoteEntry",
+        spec_schema="RFQBatchQuoteEntry",
+    ),
+    ContractEntry(
+        sdk_model="kalshi.models.communications.RFQBatchAcceptLimit",
+        spec_schema="RFQBatchAcceptLimit",
+        notes="bid serializes as bid_dollars",
+    ),
     ContractEntry(
         sdk_model="kalshi.models.subaccounts.SubaccountBalance",
         spec_schema="SubaccountBalance",