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[FIX] Market Settlement / Post-Trade (prediction) #429

Description

@TexasCoding

Scope

FIX Market Settlement / Post-Tradeprediction only. Read-only settlement-report stream on KalshiPT (port 8231), plus the ReceiveSettlementReports opt-in on KalshiRT.

Messages

MarketSettlementReport (UMS) with the nested NoMarketSettlementPartyIDs group (containing NoCollateralAmountChanges + NoMiscFees).

Work

  • Typed MarketSettlementReport model incl. nested groups; tags 20105–20110, MarketResult (20107: yes/no/scalar), SettlementPrice (730), ClearingBusinessDate (715), LastFragment (893).
  • PT session wiring + the ReceiveSettlementReports (20127) logon option (RT/PT only; default on PT).
  • Multi-fragment report reassembly.

Acceptance

Golden fixtures for UMS incl. the nested-group decode and multi-fragment reassembly; PT session stream test against the mock acceptor. ruff + mypy --strict clean.

Dependencies

Foundation #422; repeating-group support (nested). Part of #402.

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