Account balance, positions, settlements, and total resting order value. Auth required throughout.
| Method | Endpoint |
|---|---|
balance(*, subaccount=None, exchange_index=None) |
GET /portfolio/balance |
positions(*, ...) |
GET /portfolio/positions |
settlements(...) / settlements_all(...) |
GET /portfolio/settlements |
fills(...) / fills_all(...) |
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 |
withdrawals(*, limit, cursor) / withdrawals_all(*, limit, max_pages) |
GET /portfolio/withdrawals |
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).
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.
resp = client.portfolio.positions(
limit=200,
count_filter="position", # only return rows with non-zero `position` (etc.)
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 filters which fields the response includes a row for —
filtering by "position" returns only markets where your position is non-zero.
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.
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 = client.portfolio.total_resting_order_value()
print(total.total_value)!!! warning "FCM members only"
Non-FCM accounts get a 403 (mapped to KalshiAuthError). Demo mirrors
production behavior here.
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.
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.
::: kalshi.resources.portfolio.PortfolioResource options: heading_level: 3
::: kalshi.resources.portfolio.AsyncPortfolioResource options: heading_level: 3