Fix WebSocket ts parsing for ISO 8601 timestamps (closes #18)

pykalshi/__init__.py

@@ -4,7 +4,7 @@
 A clean, modular interface for the Kalshi trading API.
 """
 
-__version__ = "1.0.4"
+__version__ = "1.0.5"
 
 import logging
 

pykalshi/afeed.py

@@ -12,6 +12,7 @@
 from ._utils import normalize_tickers
 from .feed import (
     _parse_message,
+    _parse_ts,
     _WS_SIGN_PATH,
     DEFAULT_WS_BASE,
     DEMO_WS_BASE,
@@ -205,9 +206,9 @@ async def __aiter__(self) -> AsyncIterator:
                     # Extract server timestamp
                     payload = data.get("msg", data)
                     if isinstance(payload, dict):
-                        ts = payload.get("ts")
-                        if ts is not None:
-                            self._last_server_ts = int(ts)
+                        parsed_ts = _parse_ts(payload.get("ts"))
+                        if parsed_ts is not None:
+                            self._last_server_ts = parsed_ts
 
                     # Call registered handlers
                     for handler in self._handlers.get(channel, []):

pykalshi/feed.py

@@ -11,9 +11,10 @@
 import logging
 import threading
 import time
-from typing import Any, Callable, Union, TYPE_CHECKING
+from datetime import datetime
+from typing import Annotated, Any, Callable, Union, TYPE_CHECKING
 
-from pydantic import BaseModel, ConfigDict
+from pydantic import BaseModel, BeforeValidator, ConfigDict
 
 from ._utils import normalize_ticker, normalize_tickers
 
@@ -28,6 +29,29 @@
 _WS_SIGN_PATH = "/trade-api/ws/v2"
 
 
+# --- Timestamp parsing ---
+
+
+def _parse_ts(value: Any) -> int | None:
+    """Coerce a Kalshi WebSocket ``ts`` to int milliseconds since epoch.
+
+    Pre-April-2026 Kalshi sent int ms; since then it sends ISO 8601 strings
+    (e.g. ``'2026-04-22T18:31:59.043421Z'``). Accept both; unrecognized
+    values return None rather than raising.
+    """
+    if isinstance(value, int):
+        return value
+    if isinstance(value, str):
+        try:
+            return int(datetime.fromisoformat(value.replace("Z", "+00:00")).timestamp() * 1000)
+        except ValueError:
+            return None
+    return None
+
+
+TsField = Annotated[int | None, BeforeValidator(_parse_ts)]
+
+
 # --- WebSocket Message Models ---
 
 
@@ -46,7 +70,7 @@ class TickerMessage(BaseModel):
     open_interest_fp: str | None = None
     dollar_volume_dollars: str | None = None
     dollar_open_interest_dollars: str | None = None
-    ts: int | None = None
+    ts: TsField = None
 
     model_config = ConfigDict(extra="ignore")
 
@@ -95,7 +119,7 @@ class TradeMessage(BaseModel):
     yes_price_dollars: str | None = None
     no_price_dollars: str | None = None
     taker_side: str | None = None
-    ts: int | None = None
+    ts: TsField = None
 
     model_config = ConfigDict(extra="ignore")
 
@@ -116,7 +140,7 @@ class FillMessage(BaseModel):
     yes_price_dollars: str | None = None
     no_price_dollars: str | None = None
     is_taker: bool | None = None
-    ts: int | None = None
+    ts: TsField = None
 
     model_config = ConfigDict(extra="ignore")
 
@@ -135,7 +159,7 @@ class PositionMessage(BaseModel):
     total_traded_dollars: str | None = None
     resting_orders_count: int | None = None
     fees_paid_dollars: str | None = None
-    ts: int | None = None
+    ts: TsField = None
 
     model_config = ConfigDict(extra="ignore")
 
@@ -146,7 +170,7 @@ class MarketLifecycleMessage(BaseModel):
     market_ticker: str
     status: str | None = None
     result: str | None = None  # Settlement result ("yes" or "no")
-    ts: int | None = None
+    ts: TsField = None
 
     model_config = ConfigDict(extra="ignore")
 
@@ -156,7 +180,7 @@ class OrderGroupUpdateMessage(BaseModel):
 
     order_group_id: str
     status: str | None = None  # "active", "triggered", "canceled"
-    ts: int | None = None
+    ts: TsField = None
 
     model_config = ConfigDict(extra="ignore")
 
@@ -552,10 +576,10 @@ def _dispatch(self, raw: str | bytes) -> None:
 
         payload = data.get("msg", data)
         if isinstance(payload, dict):
-            ts = payload.get("ts")
-            if ts is not None:
+            parsed_ts = _parse_ts(payload.get("ts"))
+            if parsed_ts is not None:
                 with self._metrics_lock:
-                    self._last_server_ts = int(ts)
+                    self._last_server_ts = parsed_ts
 
         handlers = self._handlers.get(channel)
         if not handlers:

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "pykalshi"
-version = "1.0.4"
+version = "1.0.5"
 description = "A typed Python client for the Kalshi prediction markets API with WebSocket streaming, automatic retries, and ergonomic interfaces"
 readme = "README.md"
 license = "MIT"

tests/test_feed.py

@@ -14,9 +14,23 @@
     PositionMessage,
     DEFAULT_WS_BASE,
     DEMO_WS_BASE,
+    _parse_ts,
 )
 
 
+class TestParseTs:
+    """Issue #18: Kalshi switched ts from int ms to ISO 8601 in April 2026."""
+
+    def test_int_passes_through(self):
+        assert _parse_ts(1776882719000) == 1776882719000
+
+    def test_iso_string(self):
+        assert _parse_ts("2026-04-22T18:31:59.043421Z") == 1776882719043
+
+    def test_garbage_returns_none(self):
+        assert _parse_ts("not-a-timestamp") is None
+
+
 class TestFeedCreation:
     """Tests for Feed initialization."""
 
@@ -549,6 +563,11 @@ def test_position_model(self):
         assert msg.realized_pnl_dollars == "2.50"
         assert msg.ts == 1704067200
 
+    def test_ticker_model_accepts_iso_ts(self):
+        """Issue #18: TsField coerces ISO strings so typed models still validate."""
+        msg = TickerMessage(market_ticker="TEST", ts="2026-04-22T18:31:59Z")
+        assert msg.ts == 1776882719000
+
     def test_models_ignore_extra_fields(self):
         """Models ignore unknown fields (forward compatibility)."""
         msg = TickerMessage(
@@ -633,6 +652,19 @@ def test_server_timestamp_extracted(self, client):
 
         assert feed._last_server_ts == server_ts
 
+    def test_server_timestamp_iso_string(self, client):
+        """Issue #18: ISO 8601 ts must not raise (was crashing every message)."""
+        feed = Feed(client)
+        feed.on("ticker", lambda x: None)
+
+        raw = json.dumps({
+            "type": "ticker",
+            "msg": {"market_ticker": "TEST", "ts": "2026-04-22T18:31:59.043421Z"},
+        })
+        feed._dispatch(raw)
+
+        assert feed._last_server_ts == 1776882719043
+
     def test_latency_calculated_from_timestamps(self, client):
         """Latency is calculated when server timestamp is available."""
         import time