Skill: diagnostikon/kalshi-fed-data-reaction-trader (version 1.0.3)

--- name: kalshi-fed-data-reaction-trader description: Trades Fed rate markets on Kalshi based on macro data releases (CPI, jobs). Scans CPI bin markets for implied CPI, adjusts rate cut probabilities using data sensitivity model. Requires SIMMER_API_KEY and simmer-sdk. metadata: author: Diagnostikon owner: Diagnostikon version: "1.0.0" displayName: Kalshi Fed Data Reaction 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 Fed Data Reaction Trader > **This is a template.** > The default signal uses static data sensitivity coefficients -- remix it with live BLS data feeds, real-time CPI nowcasts, or Fed funds futures reactions. > The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha. ## Strategy Overview After CPI/jobs data releases, Fed rate probabilities adjust predictably. This skill scans Kalshi CPI bin markets to compute the market-implied CPI, classifies the data regime (high CPI, low CPI, neutral), and adjusts the fair probability of a rate cut accordingly. When the adjustment creates a gap vs. rate cut market prices, it trades. Key advantages: - **Data-driven** -- uses market-implied CPI from Kalshi's own CPI bin markets - **Predictable reaction function** -- high CPI is hawkish, low CPI is dovish - **Cross-market information** -- extracts signal from CPI markets to trade rate markets ## Signal Logic ### Data Sensitivity Model 1. Scan CPI bin markets to compute probability-weighted implied CPI 2. Classify regime: high_cpi (>3.5%), low_cpi (<2.5%), or neutral 3. Apply sensitivity shift to baseline cut probability (50%) 4. Compare adjusted fair probability to rate cut market prices 5. Trade when `|fair - market| >= entry_edge` ### Sensitivity Coefficients | Regime | Cut Probability Shift | |--------|----------------------| | High CPI | -15% (hawkish) | | Low CPI | +10% (dovish) | | Strong jobs | -10% (hawkish) | | Weak jobs | +15% (dovish) | ### Conviction-Based Sizing - `conviction = min(|edge| / entry_edge, 2.0) / 2.0` - `size = max($1.00, conviction * MAX_POSITION_USD)` - Larger edge = larger position, capped at MAX_POSITION_USD ## 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-fed-data-reaction-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 | ## 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) | Variable | Default | Purpose | |----------|---------|---------| | `SIMMER_FED_DATA_ENTRY_EDGE` | `0.10` | Min divergence to trigger trade | | `SIMMER_FED_DATA_EXIT_THRESHOLD` | `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_FED_DATA_SLIPPAGE_MAX` | `0.15` | Max slippage before skipping trade | | `SIMMER_FED_DATA_MIN_LIQUIDITY` | `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: clean | static analysis: clean | VirusTotal: clean | SkillSpector: suspicious (CRITICAL)