Skill: diagnostikon/kalshi-crypto-correlation-trader (version 1.0.1)

--- name: kalshi-crypto-correlation-trader description: Exploits BTC/ETH correlation (beta=1.3) to trade ETH price-level markets when BTC makes a significant move. ETH tends to lag BTC moves, creating mispricing windows. Requires SIMMER_API_KEY and simmer-sdk. metadata: author: Diagnostikon owner: Diagnostikon version: "1.0.0" displayName: Kalshi Crypto Correlation Trader difficulty: advanced homepage: "https://simmer.markets/skills" repository: "https://github.com/SpartanLabsXyz/simmer-sdk" requires_env: "SIMMER_API_KEY" requires_pip: "simmer-sdk" default_mode: "paper" live_flag: "--live" --- # Kalshi Crypto Correlation Trader > **This is a template.** > The default signal uses a static BTC/ETH beta of 1.3 -- remix it with rolling correlation windows, multi-asset cointegration, or real-time price feed APIs. > The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha. ## Strategy Overview BTC and ETH are highly correlated, but ETH markets on Kalshi lag BTC moves by hours. This skill monitors BTC price-level markets as a leading indicator, computes ETH fair values using beta=1.3, and trades when ETH markets have not yet adjusted. Key advantages: - **Well-documented correlation** -- BTC/ETH beta is stable around 1.3 - **ETH lags BTC** -- retail-dominated Kalshi ETH markets update slowly - **Cross-asset signal** -- uses BTC as a free leading indicator for ETH trades ## Signal Logic ### Correlation Model 1. Fetch BTC and ETH price-level markets 2. Compute BTC sentiment from average market probabilities 3. Apply beta=1.3 to derive ETH fair value adjustment 4. Compare adjusted fair value to ETH market price 5. Trade when `|fair - market| >= entry_edge` ### Remix Ideas - **Rolling beta**: Compute 30-day rolling BTC/ETH beta from price data - **Multi-asset**: Add SOL, AVAX correlations for broader signal - **Real-time feeds**: Use CoinGecko/Binance API for live price correlation - **Regime detection**: Different beta in bull vs bear markets ## Risk Parameters | Parameter | Default | Notes | |-----------|---------|-------| | Entry edge | 10% | Min fair-vs-market divergence to trade | | Exit threshold | 45% | Sell when position price reaches this | | Max position size | $5.00 USDC | Per market | | Max trades per run | 3 | Rate limiting | | Max slippage | 15% | Skip if slippage exceeds | | Min liquidity | $0 | Disabled by default | ## Installation & Setup ```bash clawhub install kalshi-crypto-correlation-trader ``` Requires: `SIMMER_API_KEY` and `SOLANA_PRIVATE_KEY` environment variables. ## Cron Schedule Cron is set to `null` -- the skill does not run on a schedule until you configure it in the Simmer UI. ## Safety & Execution Mode **The skill defaults to dry-run mode. Real trades only execute when `--live` is passed explicitly.** | Scenario | Mode | Financial risk | |----------|------|----------------| | `python trader.py` | Dry run | None | | Cron / automaton | Dry run | None | | `python trader.py --live` | Live (Kalshi via DFlow) | Real USDC | The automaton cron is set to `null` -- it does not run on a schedule until you configure it in the Simmer UI. `autostart: false` means it won't start automatically on install. ## Required Credentials | Variable | Required | Notes | |----------|----------|-------| | `SIMMER_API_KEY` | Yes | Trading authority. Treat as a high-value credential. | | `SOLANA_PRIVATE_KEY` | Yes | Base58-encoded Solana private key for live trading. | ## Tunables (Risk Parameters) All risk parameters are declared in `clawhub.json` as `tunables` and adjustable from the Simmer UI without code changes. | Variable | Default | Purpose | |----------|---------|---------| | `SIMMER_CRYPTO_CORR_ENTRY_EDGE` | `0.10` | Min divergence between fair value and market to trigger trade | | [REDACTED_SECRET] | `0.45` | Sell position when price reaches this level | | [REDACTED_SECRET] | `5.00` | Max USDC per trade | | [REDACTED_SECRET] | `3` | Max trades per execution cycle | | `SIMMER_CRYPTO_CORR_SLIPPAGE_MAX` | `0.15` | Max slippage before skipping (0.15 = 15%) | | [REDACTED_SECRET] | `0` | Min market liquidity USD (0 = disabled) | ## Dependency `simmer-sdk` is published on PyPI by Simmer Markets. - PyPI: https://pypi.org/project/simmer-sdk/ - GitHub: https://github.com/SpartanLabsXyz/simmer-sdk - Publisher: [REDACTED_SECRET] Review the source before providing live credentials if you require full auditability.


Security scan verdicts — ClawScan: suspicious | static analysis: clean | VirusTotal:  | SkillSpector: suspicious (CRITICAL)