Portfolio

Account balance, positions, settlements, and total resting order value. Auth required throughout.

Quick reference

Method	Endpoint
`balance(*, subaccount=None, exchange_index=None)`	`GET /portfolio/balance`
`positions(*, ..., exchange_index=None)`	`GET /portfolio/positions`
`settlements(...)` / `settlements_all(...)`	`GET /portfolio/settlements`
`fills(...)` / `fills_all(..., exchange_index=None)`	`GET /portfolio/fills`
`total_resting_order_value()`	`GET /portfolio/summary/total_resting_order_value` (FCM only)
`deposits(, limit, cursor)` / `deposits_all(, limit, max_pages)`	`GET /portfolio/deposits`
`credit_history(*, limit, cursor, min_ts, max_ts)` / `credit_history_all(...)`	`GET /portfolio/credit_history`
`exit_triggers(ticker, *, kind, subaccount)`	`GET /portfolio/positions/{ticker}/exit_trigger`
`set_exit_trigger(ticker, *, request, subaccount)`	`PUT /portfolio/positions/{ticker}/exit_trigger` (never retried)
`cancel_exit_trigger(ticker, *, kind, subaccount)`	`DELETE /portfolio/positions/{ticker}/exit_trigger` (never retried)
`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, resting_margin_reservation=None)`	`POST /portfolio/target_balance_allocation`

balance(), positions() / positions_all(), settlements() / settlements_all(), and fills() / fills_all() all take an optional subaccount: int to scope the read to a specific subaccount (omit for the primary account). balance() also takes an optional exchange_index: int (spec v3.24.0) to target a specific exchange shard (defaults to 0 server-side). positions() / positions_all() and fills() / fills_all() take an optional exchange_index filter as of OpenAPI 3.28.0 — omit it to return rows from every shard.

Balance

bal = client.portfolio.balance()
print(bal.balance, bal.balance_dollars, bal.portfolio_value, bal.updated_ts)

Balance.balance and portfolio_value are integer cents. Balance.balance_dollars (required, new in v2.1.0) is the same amount as a DollarDecimal — use whichever shape your code expects without manually dividing by 100.

Balance.balance_breakdown (optional, also new in v2.1.0) splits the total across exchange shards:

if bal.balance_breakdown is not None:
    for shard in bal.balance_breakdown:
        # IndexedBalance.balance is DollarDecimal, not cents — same name
        # as Balance.balance but a different type. See note below.
        print(shard.exchange_index, shard.balance)

!!! warning "Type collision: Balance.balance vs. IndexedBalance.balance" Balance.balance is integer cents. IndexedBalance.balance (inside balance_breakdown) is DollarDecimal (dollars), matching Balance.balance_dollars units. Same field name, different types — be deliberate when iterating the breakdown.

!!! note "Constructing Balance directly" v2.1.0 made balance_dollars required to match spec v3.18.0. Existing code that calls client.portfolio.balance() is unaffected. Code that builds Balance(...) directly (typically in tests/mocks) needs the field added — see Migration.

Positions

resp = client.portfolio.positions(
    limit=200,
    count_filter="position",        # only return rows with non-zero `position` (etc.)
    settlement_status="unsettled",  # "unsettled" (server default) | "settled" | "all"
    ticker="KXPRES-24-DJT",
    event_ticker="KXPRES-24",
)
for mp in resp.market_positions:
    print(mp.ticker, mp.position, mp.realized_pnl)
for ep in resp.event_positions:
    print(ep.event_ticker, ep.event_exposure)

!!! note "positions() does not return Page[T]" It returns PositionsResponse — two parallel lists (market_positions and event_positions) plus its own cursor and has_next. Use positions_all() (sync and async, shipped in v2.5.0) to auto-paginate over market_positions as an iterator of MarketPosition:

```python
for mp in client.portfolio.positions_all(ticker="KXPRES-24-DJT"):
    print(mp.ticker, mp.position, mp.realized_pnl)
```

`event_positions` are intentionally *not* surfaced by `positions_all()`:
they are aggregate roll-ups over the same underlying markets, and page
boundaries cut the aggregate arbitrarily — concatenating across pages
would not recompute a meaningful event-level total. Callers that need
the event view should iterate `positions()` page-by-page:

```python
cursor = None
while True:
    resp = client.portfolio.positions(cursor=cursor)
    for ep in resp.event_positions:
        ...
    if not resp.has_next:
        break
    cursor = resp.cursor
```

count_filter is a comma-separated OR list: "position" (non-zero net contracts, including closed markets awaiting determination) or "total_traded" (any contracts traded, including fully exited positions). Omit it for no count filter.

settlement_status (SettlementStatusLiteral: "unsettled", "settled", "all") filters settlement state, not trading status. Unsettled (the server default) includes closed markets awaiting determination or settlement; those rows may still have non-zero quantities and cost basis. "settled" is unarchived settled positions; "all" is both live states. Archived positions stay on GET /historical/positions.

Settlements

page = client.portfolio.settlements(
    ticker="KXPRES-24-DJT",
    event_ticker="KXPRES-24",
    min_ts=1_700_000_000,
    max_ts=1_800_000_000,
    limit=200,
)
for s in page:
    print(s.ticker, s.settled_at, s.market_result, s.revenue)

# Or:
for s in client.portfolio.settlements_all():
    ...

Standard Page[Settlement] pagination — see Pagination.

Fills

page = client.portfolio.fills(
    ticker="KXPRES-24-DJT",
    min_ts=1_700_000_000,
    max_ts=1_800_000_000,
    limit=200,
)
for f in page:
    print(f.trade_id, f.order_id, f.yes_price, f.count, f.is_taker)

# Or auto-paginate:
for f in client.portfolio.fills_all(ticker="KXPRES-24-DJT"):
    ...

Standard Page[Fill] pagination — see Pagination.

!!! note "Moved from OrdersResource in v3.0.0 (issue #351)" client.orders.fills(...) / client.orders.fills_all(...) still work in v3.0.0 but emit a DeprecationWarning and will be removed in a future release. Update call sites to client.portfolio.fills(...) / client.portfolio.fills_all(...).

Total resting order value

total = client.portfolio.total_resting_order_value()
print(total.total_resting_order_value)  # integer cents
for shard in total.resting_order_value_breakdown:
    # IndexedBalance.balance is DollarDecimal, not cents
    print(shard.exchange_index, shard.balance)

resting_order_value_breakdown is required as of OpenAPI 3.28.0. Direct constructors (tests/mocks) must pass it; an empty list is valid.

!!! warning "FCM members only" Non-FCM accounts get a 403 (mapped to KalshiAuthError). Demo mirrors production behavior here.

Credit history

credit_history returns Page[CreditHistory], newest first. min_ts is inclusive and max_ts is exclusive (credit creation time). limit is 1–1000. credit_type is the spec's type field. amount is a DollarDecimal (amount_dollars on the wire).

page = client.portfolio.credit_history(limit=50)
for credit in page:
    print(credit.credit_id, credit.credit_type, credit.amount, credit.status)

for credit in client.portfolio.credit_history_all():
    ...

Exit triggers

Take-profit / stop-loss brackets on an event-contract position. These routes are hidden in the published OpenAPI (x-excluded) until the feature launches. PUT and DELETE are never retried. Prices are YES prices (DollarDecimal). set_exit_trigger replaces both legs — omit a leg to clear it, and pass at least one of stop_loss_price or take_profit_price.

from decimal import Decimal
from kalshi import SetEventContractExitTriggerRequest

trigger = client.portfolio.set_exit_trigger(
    "HIGHNY-24JAN01-T60",
    request=SetEventContractExitTriggerRequest(stop_loss_price=Decimal("0.5600")),
)
print(trigger.id, trigger.status, trigger.stop_loss_price)

current = client.portfolio.exit_triggers("HIGHNY-24JAN01-T60", kind="bracket")
client.portfolio.cancel_exit_trigger("HIGHNY-24JAN01-T60", kind="bracket")

Deposits and withdrawals

New in v2.1.0. Standard Page[T] pagination — see Pagination.

# Most recent deposits
page = client.portfolio.deposits(limit=50)
for d in page:
    print(d.id, d.status, d.type, d.amount_cents, d.created_ts)

# All deposits
for d in client.portfolio.deposits_all():
    ...

# Withdrawals follow the same shape
for w in client.portfolio.withdrawals_all():
    print(w.id, w.status, w.amount_cents, w.fee_cents)

Deposit and Withdrawal are structurally identical: id, status (PaymentStatusLiteral: "pending" / "applied" / "failed" / "returned"), type (PaymentTypeLiteral: "ach" / "wire" / "crypto" / "debit" / "apm"), amount_cents (int), fee_cents (int), created_ts (int Unix seconds), and finalized_ts: int | None 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. The perps create body accepts an optional client_transfer_id (UUID) for duplicate prevention; omit so the key is not sent.

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).

Target balance allocation

Per-shard sweepable-balance targets. POST is never retried.

from kalshi import TargetBalanceAllocationInput

current = client.portfolio.target_balance_allocation()
print(current.resting_margin_reservation)  # "max" or "sum"
client.portfolio.set_target_balance_allocation(
    allocations=[TargetBalanceAllocationInput(exchange_index=0, percent=100)]
)

Percents are integers 0–100. At most 101 allocation rows. Optional resting_margin_reservation is "max" or "sum" (server defaults to "sum") — collateral an automatic rebalance leaves behind for resting orders.

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 wire-format aliases — on the wire you see total_traded_dollars, market_exposure_dollars, realized_pnl_dollars, fees_paid_dollars, position_fp. The SDK normalizes to short names returning Decimal. realized_pnl is signed. Optional netting_enabled (bool | None) reports whether netting applies to the position's event (None when the server omits the key).

Reference

::: kalshi.resources.portfolio.PortfolioResource options: heading_level: 3

::: kalshi.resources.portfolio.AsyncPortfolioResource options: heading_level: 3

Navigation Menu

Repository navigation

portfolio.md

portfolio.md

Portfolio

Quick reference

Balance

Positions

Settlements

Fills

Total resting order value

Credit history

Exit triggers

Deposits and withdrawals

Intra-exchange instance transfers

Target balance allocation

Position fields

Reference

FilesExpand file tree

portfolio.md

Latest commit

History

portfolio.md

File metadata and controls

Portfolio

Quick reference

Balance

Positions

Settlements

Fills

Total resting order value

Credit history

Exit triggers

Deposits and withdrawals

Intra-exchange instance transfers

Target balance allocation

Position fields

Reference