[Audit] 2026-05-21 multi-reviewer SDK sweep — 34-issue umbrella #224

Audit: 2026-05-21 multi-reviewer SDK sweep

This umbrella tracks the 34 issues opened from a parallel-reviewer audit of v2.3.0 spanning security, HTTP transport + concurrency, WebSocket subsystem, models + types + Decimal, resource API surface, performance hot paths, test coverage + contract drift, and docs + DX.

Goal: harden the SDK against the workloads it markets to — real-time orderbook streaming, automated trading, integration into production trading systems.

Reviewer outputs are captured in this orchestrator's agent:// artifacts (one per reviewer). All evidence is cross-referenced inline in each child issue with file:line + verbatim code excerpts.

Tier 1 — Critical / High (release-blocking class)

Correctness or money-impact defects on the hot paths. These should land before the next minor release.

• WS: orderbook permanently desyncs after a sequence gap (no resnapshot) #189 — [critical] WS: orderbook permanently desyncs after a sequence gap (no resnapshot)
• Page.to_dataframe / Page.to_polars silently corrupt Decimal columns (str instead of Decimal) #190 — [critical] Page.to_dataframe / to_polars silently corrupt Decimal columns
• DollarDecimal serialization can emit scientific notation (Kalshi may reject) #191 — DollarDecimal serialization can emit scientific notation
• Retry: include Cloudflare 5xx (520–524) and 408 in RETRYABLE_STATUS_CODES #192 — Retry: include Cloudflare 5xx (520–524) and 408 in RETRYABLE_STATUS_CODES
• Retry: cap total wall-clock budget; no per-request deadline today (~180s worst case) #193 — Retry: cap total wall-clock budget (no per-request deadline today; ~180s worst case)
• Orders: V1 batch_create / batch_cancel must return typed per-leg responses (partial-success defect) #194 — Orders: V1 batch_create / batch_cancel must return typed per-leg responses (breaking)
• WS: generic subscribe() silently drops unknown params keys #195 — WS: generic subscribe() silently drops unknown params keys
• WS: server-side seq reset silently dispatches subsequent messages (no gap fired) #196 — WS: server-side seq reset silently dispatches subsequent messages
• WS: reconnect should fast-fail on permanent close codes (1008, 4001…) #197 — WS: reconnect should fast-fail on permanent close codes (1008, 4001…)
• WS: count/size/timestamp payload fields typed as raw str (should be Decimal/datetime) #198 — WS: count/size/timestamp payload fields typed as raw str (should be Decimal/datetime)
• WS: orderbook snapshot rebuilt and discarded on every frame (hot-path waste) #199 — WS: orderbook snapshot rebuilt and discarded on every frame (perf hot path)
• Docs: migration guide missing v2.1→v2.3 sections + self-contradicting list_all() cap #200 — Docs: migration guide missing v2.1→v2.3 + self-contradicting list_all() cap

Tier 2 — Medium (next minor)

Important correctness, consistency, and DX gaps.

• Error mapping: 422 / 409 / 408 / 410 fall through to bare KalshiError (+ tests for fallback) #201 — Error mapping: 422/409/408/410 fall through to bare KalshiError (+ tests)
• Config: validate base_url includes /trade-api/v2 path component (silent sign-path corruption) #202 — Config: validate base_url includes /trade-api/v2 path component
• Errors: cap _map_error response body buffering (memory + log volume) #203 — Errors: cap _map_error body buffering (memory + log volume)
• Errors: add KalshiTimeoutError + KalshiPoolExhaustedError (typed timeout semantics) #204 — Errors: add KalshiTimeoutError + KalshiPoolExhaustedError
• WS: order_group_updates sequence gap has no recovery path (consumer silently misses events) #205 — WS: order_group_updates sequence gap has no recovery path
• WS: unsubscribe leaks orderbook state (long-running sub/unsub cycles grow memory) #206 — WS: unsubscribe leaks orderbook state
• WS: ERROR backpressure strategy silently terminates consumer iterator (no programmatic signal) #207 — WS: ERROR backpressure strategy silently terminates iterator
• WS: expose ws_ping_interval / ws_close_timeout via KalshiConfig (currently hardcoded) #208 — WS: expose ws_ping_interval / ws_close_timeout via KalshiConfig
• WS: pluggable JSON loader/dumper hook (orjson opt-in) for recv/send hot path #209 — WS: pluggable JSON loader/dumper (orjson opt-in) for hot path
• Auth: KalshiClient.close() shouldn't shut down externally-provided KalshiAuth executor #210 — Auth: KalshiClient.close() shouldn't shut externally-provided KalshiAuth executor
• Resources: URL-encode user-supplied path segments (urllib.parse.quote) #211 — Resources: URL-encode user-supplied path segments
• Resources: validate "limit" ranges client-side per spec bounds #214 — Resources: validate limit ranges client-side per spec bounds
• Errors: KalshiSequenceGapError + KalshiSubscriptionError lack channel / sid / seq context #213 — Errors: KalshiSequenceGapError + KalshiSubscriptionError lack channel/sid context
• Errors: AuthRequiredError message omits KALSHI_PRIVATE_KEY_PATH #215 — Errors: AuthRequiredError message omits KALSHI_PRIVATE_KEY_PATH
• Types: _coerce_decimal silently accepts bool → cryptic InvalidOperation #216 — Types: _coerce_decimal silently accepts bool → cryptic InvalidOperation
• Auth: support passphrase-protected PEMs (currently forces plaintext key on disk) #217 — Auth: optional passphrase-protected PEM support
• Docs: README/websockets.md disagree on WS channel count + README method names are wrong #218 — Docs: README/websockets.md disagree on WS channel count + wrong method names
• Testing: parametrize phantom-kwarg behavioral test across all Request models #219 — Testing: parametrize phantom-kwarg behavioral test across all Request models

Tier 3 — Polish bundles (opportunistic)

Each is a small atomic refactor; bundled to keep the issue tracker focused.

• Polish bundle: HTTP transport DX (http2 extra, per-request headers, Retry-After date form, trailing-slash signing, RecordingTransport headers, extra_headers docs) #220 — Polish bundle: HTTP transport DX (http2 extra, per-request headers, Retry-After HTTP-date, trailing-slash signing, RecordingTransport headers, extra_headers docs)
• Polish bundle: WS small items (Full Jitter reconnect, side Literal, populate_by_name, AwareDatetime, sentinel idempotence) #221 — Polish bundle: WS small items (Full Jitter reconnect, side Literal, populate_by_name, AwareDatetime, sentinel idempotence)
• Polish bundle: docs cleanup (env-vars NameError, stale AUDIT doc, kalshi_python_async ref, limits default, cancel idempotency docs, WS perf section, events.get default) #222 — Polish bundle: docs cleanup (env-vars NameError, stale AUDIT doc, kalshi_python_async ref, limits default, cancel idempotency docs, WS perf section, events.get default)
• Polish bundle: perf + testing (cursor guard O(1), model_dump_json bytes, bench scripts, from_env precedence test, integration env isolation, KalshiAuth.close terminality) #223 — Polish bundle: perf + testing (cursor guard O(1), model_dump_json bytes, bench scripts, from_env precedence test, integration env isolation, KalshiAuth.close terminality)

Suggested release plan

1. Patch (v2.3.1) — WS: orderbook permanently desyncs after a sequence gap (no resnapshot) #189 (orderbook resync) + Page.to_dataframe / Page.to_polars silently corrupt Decimal columns (str instead of Decimal) #190 (DataFrame Decimal) + DollarDecimal serialization can emit scientific notation (Kalshi may reject) #191 (scientific notation). These three are user-money-impact and have small, non-breaking fixes.
2. Minor (v2.4.0) — bulk of Tier 1 (Retry: include Cloudflare 5xx (520–524) and 408 in RETRYABLE_STATUS_CODES #192, Retry: cap total wall-clock budget; no per-request deadline today (~180s worst case) #193, WS: generic subscribe() silently drops unknown params keys #195–Docs: migration guide missing v2.1→v2.3 sections + self-contradicting list_all() cap #200) + non-breaking Tier 2 (most of M*/D*).
3. Major (v3.0.0) — Orders: V1 batch_create / batch_cancel must return typed per-leg responses (partial-success defect) #194 (V1 batch endpoints, breaking) + any opportunistic Tier 2 with breaking shape.
4. Polish bundles — fold into v2.4 / v3.0 wherever a bundle item naturally co-occurs with a tracked issue.

Source

Identified during the 2026-05-21 parallel-reviewer audit (8 subagents: security/auth, HTTP transport + concurrency, WebSocket, models + types, resources, performance hot paths, tests + contract drift, docs + DX).