docs: 100% accuracy pass for v4.1.0

docs/perps.md

@@ -89,6 +89,16 @@ Orders create/cancel/decrease/amend are POSTs/DELETEs and are **never retried**.
   record). `MarginMarket.leverage_estimates` maps notional position sizes
   (`"1000"`, `"10000"`, …) to `MultiplierDecimal` leverage, or `None` when margin
   config / price data is unavailable.
+- **Mark prices** (since the v3.21.0 spec sync) — `MarginMarket` carries three
+  optional reference-price objects: `settlement_mark_price`,
+  `liquidation_mark_price`, and `reference_price`, each a nested `TickerPrice`
+  (`TickerPrice | None`). `TickerPrice` is a new model with `price`
+  (`DollarDecimal`, a `FixedPointDollars` USD string) and `ts_ms` (the source
+  timestamp in epoch **milliseconds**, `int`). All three are absent from the spec
+  `required` list, so they are `None` when the upstream price is unavailable.
+- **Subaccounts** (since the v3.21.0 spec sync) — `MarginPosition` (the
+  `portfolio.positions()` rows) carries a **required** `subaccount` (`int`)
+  identifying which subaccount holds the position.
 
 ## Funding mechanics
 

docs/reference.md

@@ -56,6 +56,10 @@ every exception class.
 
 ::: kalshi.models.communications.AcceptQuoteRequest
 
+::: kalshi.models.communications.ProposeBlockTradeRequest
+
+::: kalshi.models.communications.AcceptBlockTradeProposalRequest
+
 ::: kalshi.models.multivariate.CreateMarketInMultivariateEventCollectionRequest
 
 ::: kalshi.models.multivariate.LookupTickersForMarketInMultivariateEventCollectionRequest

docs/request-models.md

@@ -74,6 +74,8 @@ OpenAPI spec.
 | `client.communications.create_rfq` | `CreateRFQRequest` |
 | `client.communications.create_quote` | `CreateQuoteRequest` |
 | `client.communications.accept_quote` | `AcceptQuoteRequest` |
+| `client.communications.block_trade_proposals.create` | `ProposeBlockTradeRequest` |
+| `client.communications.block_trade_proposals.accept` | `AcceptBlockTradeProposalRequest` |
 | `client.multivariate_collections.create_market` | `CreateMarketInMultivariateEventCollectionRequest` |
 | `client.multivariate_collections.lookup_tickers` | `LookupTickersForMarketInMultivariateEventCollectionRequest` |
 | `client.order_groups.create` | `CreateOrderGroupRequest` |

docs/resources/account.md

@@ -10,6 +10,7 @@ Auth required.
 |---|---|
 | `limits()` | `GET /account/limits` |
 | `endpoint_costs()` | `GET /account/endpoint_costs` |
+| `volume_progress()` | `GET /account/api_usage_level/volume_progress` |
 | `upgrade()` | `POST /account/api_usage_level/upgrade` |
 
 ## Read tier limits
@@ -49,6 +50,27 @@ Endpoints not present in `endpoint_costs` use `default_cost`. Batch
 endpoints typically appear here with a per-item multiplier (e.g.
 `POST /portfolio/orders/batched` costs ~10 tokens per order in the batch).
 
+## Volume progress
+
+New in v4.1.0. `volume_progress()` (`GET /account/api_usage_level/volume_progress`)
+returns the latest cron-computed trading-volume snapshots toward the
+volume-based API usage tiers for the predictions (`event_contract`) lane.
+
+```python
+progress = client.account.volume_progress()
+for snapshot in progress.volume_progress:
+    print(snapshot.computed_ts, snapshot.trailing_30d_volume)
+    for goal in snapshot.goals:
+        # earn = volume needed to earn the level; keep = volume to retain it.
+        print(goal.level, goal.earn_volume_goal, goal.keep_volume_goal)
+```
+
+`AccountVolumeProgress.volume_progress` is a list of
+`AccountApiUsageLevelVolumeProgress` snapshots. `computed_ts` is the Unix
+second at which the snapshot was computed; `trailing_30d_volume` and each
+goal's `earn_volume_goal` / `keep_volume_goal` are fixed-point contract counts
+(`Decimal`).
+
 ## API usage-level grants
 
 New in v4.0.0. `AccountApiLimits.grants` is a list of `ApiUsageLevelGrant`

docs/resources/communications.md

@@ -27,8 +27,11 @@ Auth required throughout.
 | `quotes.get(quote_id)` | `GET /communications/quotes/{quote_id}` |
 | `quotes.create(...)` | `POST /communications/quotes` |
 | `quotes.delete(quote_id)` | `DELETE /communications/quotes/{quote_id}` |
-| `quotes.accept(quote_id, *, accepted_side)` | `POST /communications/quotes/{quote_id}/accept` |
-| `quotes.confirm(quote_id)` | `POST /communications/quotes/{quote_id}/confirm` |
+| `quotes.accept(quote_id, *, accepted_side)` | `PUT /communications/quotes/{quote_id}/accept` |
+| `quotes.confirm(quote_id)` | `PUT /communications/quotes/{quote_id}/confirm` |
+| `block_trade_proposals.list(...)` / `block_trade_proposals.list_all(...)` | `GET /communications/block-trade-proposals` |
+| `block_trade_proposals.create(...)` | `POST /communications/block-trade-proposals` |
+| `block_trade_proposals.accept(block_trade_proposal_id, *, subtrader_id=None, subaccount=None)` | `POST /communications/block-trade-proposals/{block_trade_proposal_id}/accept` |
 
 `get_id()` returns your `participant_id` — the value you'll pass as
 `quote_creator_user_id` / `rfq_creator_user_id` when filtering lists. It stays
@@ -114,6 +117,26 @@ for rfq in client.communications.rfqs.list_all(user_filter="self"):
 server-side shorthands like `"organization"` in the future without an SDK
 upgrade.
 
+## Filtering quotes by time (v4.1.0)
+
+`quotes.list()` / `quotes.list_all()` accept `min_ts` and `max_ts` (Unix
+seconds, `int`) to bound results by the quote's last-updated timestamp. They
+compose with the required user-id filter:
+
+```python
+import time
+
+# Quotes you made that were updated in the last hour.
+for q in client.communications.quotes.list_all(
+    user_filter="self",
+    min_ts=int(time.time()) - 3600,
+):
+    print(q.quote_id, q.updated_ts)
+```
+
+`min_ts` / `max_ts` are also accepted by the deprecated `list_quotes` /
+`list_all_quotes` forwarders.
+
 ## Post-only quotes
 
 `quotes.create()` accepts `post_only=True` (added in v2.1.0) to ensure your
@@ -148,6 +171,44 @@ client.communications.quotes.create(
 `open`, `accepted`, `confirmed`, `canceled`. Status filtering accepts these
 literal strings.
 
+## Block trade proposals (v4.1.0)
+
+`client.communications.block_trade_proposals` backs the
+`/communications/block-trade-proposals` API (OpenAPI 3.21.0) — a bilateral
+negotiated trade that both the buyer and seller must accept before it settles.
+
+```python
+# Propose a block trade. The proposer names both sides explicitly.
+resp = client.communications.block_trade_proposals.create(
+    buyer_user_id="user_abc",
+    seller_user_id="user_xyz",
+    market_ticker="KXPRES-24-DJT",
+    price_centi_cents=5600,     # plain int, centi-cents (NOT a _dollars price)
+    centicount=50_000,          # plain int, centicounts (NOT a _fp count)
+    maker_side="yes",
+    expiration_ts="2026-07-01T00:00:00Z",
+)
+proposal_id = resp.block_trade_proposal_id
+
+# List open proposals on a market.
+for proposal in client.communications.block_trade_proposals.list_all(
+    market_ticker="KXPRES-24-DJT", status="open"
+):
+    print(proposal.id, proposal.buyer_accepted, proposal.seller_accepted)
+
+# Accept (the counterparty side). The body is optional — pass subtrader_id
+# or subaccount only if you trade through a sub-trader / subaccount.
+client.communications.block_trade_proposals.accept(proposal_id)
+```
+
+!!! info "Prices are centi-cents, counts are centicounts — plain integers"
+    Unlike the rest of the SDK, `BlockTradeProposal.price_centi_cents` and
+    `.centicount` (and the matching `create()` kwargs) are **plain `int`s** in
+    centi-cents and centicounts respectively — they are *not*
+    `FixedPointDollars` / `_fp` wire fields, so no `Decimal` conversion or
+    `_dollars` / `_fp` aliasing applies. `price_centi_cents` and `centicount`
+    must each be `>= 1`.
+
 ## Migrating from v2.x
 
 | v2.x (deprecated) | v3.0.0 (canonical) |
@@ -181,6 +242,10 @@ literal strings.
     options:
       heading_level: 3
 
+::: kalshi.resources.communications.BlockTradeProposalsResource
+    options:
+      heading_level: 3
+
 ::: kalshi.resources.communications.AsyncCommunicationsResource
     options:
       heading_level: 3
@@ -192,3 +257,7 @@ literal strings.
 ::: kalshi.resources.communications.AsyncQuotesResource
     options:
       heading_level: 3
+
+::: kalshi.resources.communications.AsyncBlockTradeProposalsResource
+    options:
+      heading_level: 3

docs/resources/events.md

@@ -22,6 +22,7 @@ more markets that share a resolution.
 page = client.events.list(
     status="open",                   # EventStatusLiteral
     series_ticker="KXPRES",
+    tickers=["KXPRES-24", "KXSENATE-24"],  # filter to specific event tickers (v4.1.0)
     with_nested_markets=False,
     with_milestones=False,
     min_close_ts=1_700_000_000,
@@ -36,6 +37,11 @@ for event in page:
 `EventStatusLiteral` has values `"unopened" | "open" | "closed" | "settled"`.
 Unlike [`MarketStatusLiteral`](../types.md), there is no `"paused"`.
 
+`tickers` (added in v4.1.0) restricts the result set to specific event
+tickers. Pass a `list[str]` or a single comma-separated string; individual
+tickers must be non-empty and must not contain commas (the list is sent as
+one comma-separated value).
+
 ## Multivariate events
 
 `list_multivariate(...)` returns only events that participate in a