Merge pull request #27 from pbeets/feat/batch1-api-updates

feat: batch API updates — subaccounts, _fp fields, model enrichments

Author: pbeets

CHANGELOG.md

@@ -15,15 +15,64 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
   limit (PUT `/portfolio/order_groups/{id}/limit`).
 - New `get_api_limits()` endpoint to retrieve API tier and rate limits
   (GET `/account/limits`).
-- `contracts_limit_fp` fixed-point string field on `CreateOrderGroupRequest`,
-  `UpdateOrderGroupLimitRequest`, `GetOrderGroupResponse`, and `OrderGroupSummary`.
-  The integer `contracts_limit` field is now optional (provide one or both).
 - New `OrderGroupUpdates` WebSocket channel for order group lifecycle events
   (`OrderGroupUpdateData`, `OrderGroupEventType`).
-- Fixed-point `_fp` fields added to WebSocket message types: `delta_fp` on
+- Subaccount support across order operations: `cancel_order_for_subaccount()`,
+  `delete_order_group_for_subaccount()`, `reset_order_group_for_subaccount()`,
+  `trigger_order_group_for_subaccount()` convenience methods on `KalshiClient`.
+  Optional `subaccount` field added to `CreateOrderRequest`, `AmendOrderRequest`,
+  `DecreaseOrderRequest`, and `CreateOrderGroupRequest`.
+- Per-order subaccount support in batch cancels via new `BatchCancelOrderItem`
+  type and `BatchCancelOrdersRequest::with_orders()`. New
+  `cancel_orders_with_items()` method on `BatchManager`.
+- `subaccount_number` field on `Order` and `Fill` response types.
+- Subaccount support for RFQ/Quote operations: `subaccount` field on
+  `CreateRfqRequest` and `CreateQuoteRequest`.
+- `target_cost_dollars` field on `CreateRfqRequest`, `Rfq`, and `Quote` as a
+  dollar-denominated fixed-point string (replaces deprecated
+  `target_cost_centi_cents`).
+- `side` and `expires_in_seconds` on `CreateRfqRequest`; `side` and `expires_ts`
+  on `Rfq` and `Quote` response types.
+- Partial acceptance support: `contracts` field on `AcceptQuoteRequest` and
+  `CreateQuoteRequest`.
+- Fixed-point `_fp` fields on REST API types: `count_fp` on `CreateOrderRequest`
+  and `AmendOrderRequest`, `reduce_by_fp`/`reduce_to_fp` on
+  `DecreaseOrderRequest`, `queue_position_fp` on `QueuePosition` and
+  `OrderQueuePositionResponse`, `contracts_fp` on `CreateRfqRequest`/`Rfq`/`Quote`,
+  `contracts_limit_fp` on `CreateOrderGroupRequest`/`UpdateOrderGroupLimitRequest`/
+  `GetOrderGroupResponse`/`OrderGroupSummary`.
+- Fixed-point `_fp` fields on WebSocket message types: `delta_fp` on
   `OrderbookDeltaData`, `volume_fp`/`open_interest_fp` on `TickerData`,
   `count_fp` on `TradeData`, `count_fp`/`post_position_fp` on `FillData`,
   and `position_fp`/`volume_fp` on `MarketPositionData`.
+- `Settled` variant for `MarketStatus` enum and `Scalar` variant for
+  `MarketResult` enum.
+- Integer cent price fields on `Market`: `yes_bid`, `yes_ask`, `no_bid`,
+  `no_ask`, `last_price`, `previous_yes_bid`, `previous_yes_ask`,
+  `previous_price`, `notional_value`, `liquidity`.
+- Market metadata fields: `category`, `response_price_units`, `risk_limit_cents`,
+  `tick_size`, `updated_time`, `cap_count`, `fractional_trading_enabled`,
+  `settlement_value`, `expiration_value`.
+- `min_updated_ts` filter on `GetMarketsParams` for querying markets by metadata
+  update time.
+- `name` and `subaccount` fields on `CreateOrderGroupRequest`; `name`, `status`,
+  `created_time` on `OrderGroupSummary`.
+- `fee_cost` on `Fill` for exchange fee cost as a fixed-point dollar string.
+- `market_result` and `total_cost` on `MarketPosition`.
+- `status` field on `Event`, `Milestone`, and `StructuredTarget`.
+- Series metadata fields: `category`, `status`, `tags`, `settlement_sources`
+  (now typed as `Vec<SettlementSource>`), `contract_url`, `contract_terms_url`,
+  `product_metadata`, `fee_type`, `fee_multiplier`, `additional_prohibitions`.
+- `client_transfer_id` on `TransferBetweenSubaccountsRequest` for idempotent
+  transfers.
+- Multivariate collection enrichments: new `CollectionEvent` and
+  `AssociatedEvent` types; `events`, `open_date`, `close_date`,
+  `associated_events`, `is_ordered`, `size_min`, `size_max`,
+  `functional_description` fields on `MultivariateEventCollection`.
+- Selected-market support for multivariate lookups: `selected_markets` field and
+  `with_selected_markets()` constructor on `CreateMarketInCollectionRequest` and
+  `LookupTickersRequest`.
+- `lookback_seconds` filter on `GetLookupHistoryParams`.
 
 ### Fixed
 
@@ -34,15 +83,49 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Changed
 
+- **Breaking:** `AmendOrderRequest::new()` no longer requires `client_order_id`
+  and `updated_client_order_id` — these are now optional. Use
+  `AmendOrderRequest::with_client_order_ids()` for the previous behavior.
+- **Breaking:** `BatchCancelOrdersRequest::ids` is now `Option<Vec<String>>`.
+  Existing code using `.ids` directly must unwrap. Use
+  `BatchCancelOrdersRequest::with_orders()` for the new per-order subaccount
+  format.
+- **Breaking:** `Rfq::target_cost_dollars()` renamed to
+  `Rfq::target_cost_as_dollars()` to avoid conflict with the new
+  `target_cost_dollars` field.
+- **Breaking:** `Quote::rfq_target_cost_dollars()` renamed to
+  `Quote::rfq_target_cost_as_dollars()`.
+- **Breaking:** `CreateMarketInCollectionRequest::variables` and
+  `LookupTickersRequest::variables` changed from `HashMap` to `Option<HashMap>`
+  to support the new `selected_markets` alternative.
 - **Breaking:** Removed `initialized` field from `OrderbookSummary`. The
   aggregator now guarantees that summaries are only produced for fully
   initialized orderbooks, making the field redundant. Remove any
   `summary.initialized` checks from your code.
+- `CreateRfqRequest::with_target_cost_dollars()` now sends the dollar amount via
+  the `target_cost_dollars` field instead of converting to centi-cents.
 - `Channel::requires_market_ticker()` now returns `true` only for
   `OrderbookDelta`. Other market data channels (`Ticker`, `Trade`,
   `MarketLifecycle`, `Multivariate`) support subscribing with an empty ticker
   list to receive updates for all markets.
 
+### Deprecated
+
+- `CreateOrderRequest::sell_position_floor()` — use `reduce_only` instead. Only
+  accepts value of 0.
+- `Rfq::target_cost_as_dollars()` and `Quote::rfq_target_cost_as_dollars()` —
+  use the `target_cost_dollars` / `rfq_target_cost_dollars` fields directly.
+- `BatchCancelOrdersRequest::new()` and `try_new()` — use `with_orders()` /
+  `try_with_orders()` for per-order subaccount support.
+- `target_cost_centi_cents` on RFQ/Quote types — use `target_cost_dollars`
+  instead.
+- `Order.queue_position` — always returns 0; use the `get_order_queue_position`
+  endpoint instead.
+- `Fill.price` and `Trade.price` — use `yes_price` / `no_price` instead.
+- `Fill.trade_id`, `Fill.market_ticker`, `Fill.ts` — legacy field names.
+- `Event.category` — use series-level category instead.
+- `MarketPosition.resting_orders_count` — deprecated by the API.
+
 ## [0.2.0] - 2026-01-18
 
 ### Added

examples/batch_orders.rs

@@ -10,9 +10,9 @@
 //! Run with: cargo run --example batch_orders
 
 use kalshi_trade_rs::{
-    Action, BatchCancelOrdersRequest, BatchCreateOrdersRequest, CreateOrderRequest,
-    GetMarketsParams, KalshiClient, KalshiConfig, MarketFilterStatus, OrderType, Side, TimeInForce,
-    cents_to_dollars,
+    Action, BatchCancelOrderItem, BatchCancelOrdersRequest, BatchCreateOrdersRequest,
+    CreateOrderRequest, GetMarketsParams, KalshiClient, KalshiConfig, MarketFilterStatus,
+    OrderType, Side, TimeInForce, cents_to_dollars,
 };
 use std::time::{SystemTime, UNIX_EPOCH};
 
@@ -171,7 +171,11 @@ async fn main() -> Result<(), Box<dyn std::error::Error>> {
         println!("=== Batch Cancel Orders ===");
         println!("Canceling {} orders...", successful_order_ids.len());
 
-        let cancel_request = BatchCancelOrdersRequest::new(successful_order_ids.clone());
+        let cancel_items: Vec<BatchCancelOrderItem> = successful_order_ids
+            .iter()
+            .map(BatchCancelOrderItem::new)
+            .collect();
+        let cancel_request = BatchCancelOrdersRequest::with_orders(cancel_items);
         let cancel_response = client.batch_cancel_orders(cancel_request).await?;
 
         println!("\nBatch cancel results:");

examples/rfq_verify.rs

@@ -99,8 +99,9 @@ async fn main() -> Result<(), Box<dyn std::error::Error>> {
                     let size = match rfq.contracts {
                         Some(c) if c > 0 => format!("{} contracts", c),
                         _ => rfq
-                            .target_cost_dollars()
-                            .map(|d| format!("${:.2} target", d))
+                            .target_cost_dollars
+                            .as_deref()
+                            .map(|d| format!("${} target", d))
                             .unwrap_or_else(|| "unknown size".to_string()),
                     };
                     println!(

examples/trading.rs

@@ -175,7 +175,7 @@ async fn main() -> Result<(), Box<dyn std::error::Error>> {
         .as_nanos();
     let new_client_order_id = format!("example-amended-{}", ts);
 
-    let amend_request = AmendOrderRequest::new(
+    let amend_request = AmendOrderRequest::with_client_order_ids(
         &market.ticker,
         Side::Yes,
         Action::Buy,

src/api/order_groups.rs

@@ -42,26 +42,59 @@ pub async fn list_order_groups(
 }
 
 /// Deletes an order group and cancels all orders within it.
-pub async fn delete_order_group(http: &HttpClient, order_group_id: &str) -> Result<()> {
-    let path = format!("/portfolio/order_groups/{}", encode_id(order_group_id));
+pub async fn delete_order_group(
+    http: &HttpClient,
+    order_group_id: &str,
+    subaccount: Option<i32>,
+) -> Result<()> {
+    let path = match subaccount {
+        Some(sub) => format!(
+            "/portfolio/order_groups/{}?subaccount={}",
+            encode_id(order_group_id),
+            sub
+        ),
+        None => format!("/portfolio/order_groups/{}", encode_id(order_group_id)),
+    };
     http.delete(&path).await
 }
 
 /// Resets the matched contracts counter to zero, re-enabling order placement.
-pub async fn reset_order_group(http: &HttpClient, order_group_id: &str) -> Result<()> {
-    let path = format!(
-        "/portfolio/order_groups/{}/reset",
-        encode_id(order_group_id)
-    );
+pub async fn reset_order_group(
+    http: &HttpClient,
+    order_group_id: &str,
+    subaccount: Option<i32>,
+) -> Result<()> {
+    let path = match subaccount {
+        Some(sub) => format!(
+            "/portfolio/order_groups/{}/reset?subaccount={}",
+            encode_id(order_group_id),
+            sub
+        ),
+        None => format!(
+            "/portfolio/order_groups/{}/reset",
+            encode_id(order_group_id)
+        ),
+    };
     http.put_empty_json(&path).await
 }
 
 /// Triggers an order group, cancelling all orders within it.
-pub async fn trigger_order_group(http: &HttpClient, order_group_id: &str) -> Result<()> {
-    let path = format!(
-        "/portfolio/order_groups/{}/trigger",
-        encode_id(order_group_id)
-    );
+pub async fn trigger_order_group(
+    http: &HttpClient,
+    order_group_id: &str,
+    subaccount: Option<i32>,
+) -> Result<()> {
+    let path = match subaccount {
+        Some(sub) => format!(
+            "/portfolio/order_groups/{}/trigger?subaccount={}",
+            encode_id(order_group_id),
+            sub
+        ),
+        None => format!(
+            "/portfolio/order_groups/{}/trigger",
+            encode_id(order_group_id)
+        ),
+    };
     http.put_empty_json(&path).await
 }
 

src/api/orders.rs

@@ -24,8 +24,15 @@ pub async fn get_order(http: &HttpClient, order_id: &str) -> Result<OrderRespons
     http.get(&path).await
 }
 
-pub async fn cancel_order(http: &HttpClient, order_id: &str) -> Result<CancelOrderResponse> {
-    let path = format!("/portfolio/orders/{}", order_id);
+pub async fn cancel_order(
+    http: &HttpClient,
+    order_id: &str,
+    subaccount: Option<i32>,
+) -> Result<CancelOrderResponse> {
+    let path = match subaccount {
+        Some(sub) => format!("/portfolio/orders/{}?subaccount={}", order_id, sub),
+        None => format!("/portfolio/orders/{}", order_id),
+    };
     http.delete_with_response(&path).await
 }
 

src/batch.rs

@@ -47,8 +47,8 @@ use crate::{
     KalshiClient,
     error::{Error, MAX_BATCH_SIZE, Result},
     models::{
-        BatchCancelOrderResult, BatchCancelOrdersRequest, BatchCreateOrdersRequest,
-        BatchOrderResult, CreateOrderRequest, Order,
+        BatchCancelOrderItem, BatchCancelOrderResult, BatchCancelOrdersRequest,
+        BatchCreateOrdersRequest, BatchOrderResult, CreateOrderRequest, Order,
     },
 };
 
@@ -510,6 +510,7 @@ impl<'a> BatchManager<'a> {
             }
 
             // Send the batch with retry logic
+            #[allow(deprecated)]
             let request = BatchCancelOrdersRequest::new(chunk.to_vec());
             let client = self.client;
             match self
@@ -538,6 +539,65 @@ impl<'a> BatchManager<'a> {
             error: None,
         }
     }
+
+    /// Cancel multiple orders with per-order subaccount support.
+    ///
+    /// Like [`cancel_orders`](Self::cancel_orders) but accepts
+    /// [`BatchCancelOrderItem`] entries, allowing each cancellation to target
+    /// a different subaccount.
+    pub async fn cancel_orders_with_items(
+        &self,
+        items: Vec<BatchCancelOrderItem>,
+    ) -> BatchOperationResult<AggregatedCancelResponse> {
+        if items.is_empty() {
+            return BatchOperationResult {
+                completed: AggregatedCancelResponse { orders: vec![] },
+                error: None,
+            };
+        }
+
+        let mut all_results = Vec::with_capacity(items.len());
+
+        for chunk in items.chunks(MAX_BATCH_SIZE) {
+            let cost = chunk.len() as f64 * CANCEL_ORDER_COST;
+
+            let wait_time = {
+                let mut limiter = self.rate_limiter.lock().await;
+                limiter.consume(cost)
+            };
+
+            if !wait_time.is_zero() {
+                tokio::time::sleep(wait_time).await;
+            }
+
+            let request = BatchCancelOrdersRequest::with_orders(chunk.to_vec());
+            let client = self.client;
+            match self
+                .execute_with_retry(|| {
+                    let req = request.clone();
+                    async move { client.batch_cancel_orders(req).await }
+                })
+                .await
+            {
+                Ok(response) => all_results.extend(response.orders),
+                Err(e) => {
+                    return BatchOperationResult {
+                        completed: AggregatedCancelResponse {
+                            orders: all_results,
+                        },
+                        error: Some(e),
+                    };
+                }
+            }
+        }
+
+        BatchOperationResult {
+            completed: AggregatedCancelResponse {
+                orders: all_results,
+            },
+            error: None,
+        }
+    }
 }
 
 /// Check if an API error message indicates a transient/retryable error.
@@ -792,6 +852,7 @@ mod tests {
                 self_trade_prevention_type: None,
                 order_group_id: None,
                 cancel_order_on_pause: None,
+                subaccount_number: None,
             }
         }