Perf: header merge allocates a fresh 4-way dict per retry attempt #262

Summary

On every request and every retry attempt, four dicts are merged into a new dict literal. Only auth_headers actually changes between attempts (fresh timestamp); the other three are loop-invariant. Per request the surplus is ~3 dict copies — small per call but allocated in the per-request hot path used by every resource method.

Location

• kalshi/_base_client.py:213-225 — sync
• kalshi/_base_client.py:391-405 — async

Evidence

config_extra = self._config.extra_headers or {}
per_call_extra = extra_headers or {}
body_headers = headers or {}

for attempt in range(self._config.max_retries + 1):
    auth_headers = self._auth.sign_request(method.upper(), sign_path) if self._auth else {}
    merged_headers = {
        **config_extra,
        **per_call_extra,
        **body_headers,
        **auth_headers,
    }

Recommended fix

Build base = {**config_extra, **per_call_extra, **body_headers} once before the retry loop, then merged = {**base, **auth_headers} per attempt — saves N-1 merges over retries and is also clearer about which layer changes.

Severity & category

medium / performance