feat(market): parse is_block_trade on public trades#48
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Kalshi's 2026-05-29 changelog adds is_block_trade to GET /markets/trades responses (public trade responses now flag block trades + support filtering by block status). Block trades are large negotiated prints routed off the central order book, so trade-flow / microstructure consumers should be able to distinguish them from order-book activity. - Add PublicTrade::is_block_trade (defaults false; absent on older payloads, so backward/forward compatible). - Extract the inline get_trades body parser into a testable api_detail::parse_trades_response, matching the existing parse_deposits_response / parse_withdrawals_response convention. - test_response_parsers.cpp covers the flag (present->true, absent-> false) plus the other PublicTrade fields. Verified locally: make build && make test (164/164) && make lint green.
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Upstream API sync — Kalshi changelog 2026-05-29
Kalshi's 2026-05-29 changelog adds
is_block_tradetoGET /markets/trades(and/historical/trades): "public trade responses now identify block trades and support filtering by block status." Block trades are large negotiated prints routed off the central order book, so trade-flow / microstructure consumers should be able to distinguish them from order-book activity.Changes
PublicTrade::is_block_trade— defaultsfalse; absent on older payloads, so backward/forward compatible (no behavioural change for existing consumers).get_tradesbody parser into a testableapi_detail::parse_trades_response, matching the existingparse_deposits_response/parse_withdrawals_responseconvention. Previously the public-trades parse was inline and untested.test_response_parsers.cpp::TradesParseBlockTradeFlagcovers present→true, absent→false, plus the otherPublicTradefields.Verification
make build && make test && make lintall green locally — 164/164 tests pass, format check + cpp_auto_audit clean.Notes
tradeframe does not currently carry the field, per the captured production frame intest_ws_parser.cpp); WS sync deferred until upstream adds it there.get_endpoint_costs().