Skill: diagnostikon/kalshi-crypto-monotonicity-trader (version 1.0.5)

--- name: kalshi-crypto-monotonicity-trader description: Enforces monotonicity constraints on crypto price-level markets on Kalshi. P(BTC > $110k) must always >= P(BTC > $120k). Trades violations by buying underpriced lower-threshold contracts and selling overpriced higher-threshold ones. Requires SIMMER_API_KEY and simmer-sdk. metadata: author: Diagnostikon owner: Diagnostikon version: "1.0.0" displayName: Kalshi Crypto Monotonicity 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 Monotonicity Trader > **This is a template.** > The default signal enforces monotonicity on crypto price-level bins -- remix it with real-time order book data, implied volatility surfaces, or cross-exchange price feeds. > The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha. ## Strategy Overview Crypto price-level markets on Kalshi price "Will BTC be above $X?" for various thresholds. By definition, P(BTC > $110k) >= P(BTC > $120k) because the first event subsumes the second. When the market violates this, we capture the arbitrage by buying the underpriced contract and selling the overpriced one. Key advantages: - **Pure math arbitrage** -- no model or opinion needed, just logical consistency - **Works for BTC and ETH** -- any asset with multiple price-level markets - **Self-correcting** -- violations close quickly, so early detection matters ## Signal Logic ### Monotonicity Check 1. Fetch all crypto price-level markets (BTC above $X, ETH above $Y) 2. Group by asset, sort by price level ascending 3. Verify P(above lower level) >= P(above higher level) for all pairs 4. When violation exceeds `violation_threshold`, generate paired trades ### Example (with defaults) | Market | Level | Market P | Expected | Violation | |--------|-------|----------|----------|-----------| | BTC > $100k | $100,000 | 45% | >= 35% | -- | | BTC > $110k | $110,000 | 35% | >= 20% | -- | | BTC > $120k | $120,000 | 38% | <= 35% | 3% | In the last row, P(>$120k) = 38% > P(>$110k) = 35%, violating monotonicity by 3%. ### Remix Ideas - **Order book depth**: Weight violations by available liquidity at each level - **Implied vol surface**: Use violation patterns to infer mispriced implied volatility - **Cross-exchange arb**: Compare Kalshi levels to Deribit options strikes ## Risk Parameters | Parameter | Default | Notes | |-----------|---------|-------| | Violation threshold | 3% | Min probability gap to trigger 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-monotonicity-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 | |----------|---------|---------| | [REDACTED_SECRET] | `0.03` | Min probability gap between adjacent levels 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_MONO_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)