Skill: diagnostikon/kalshi-econ-fed-link-trader (version 1.0.1)

--- name: kalshi-econ-fed-link-trader description: Cross-market strategy that uses CPI bin prices to estimate CPI level, then adjusts Fed rate market positions via a sensitivity model. High CPI means Fed less likely to cut. Requires SIMMER_API_KEY and simmer-sdk. metadata: author: Diagnostikon owner: Diagnostikon version: "1.0.0" displayName: Kalshi Econ Fed Link 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 Econ Fed Link Trader > **This is a template.** > The default signal uses a static CPI-to-Fed sensitivity table -- remix it with live CME FedWatch data, yield curve signals, or Taylor Rule models. > The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha. ## Strategy Overview CPI data and Fed rate decisions are deeply linked. This skill reads CPI bin market prices to estimate the current CPI level, then uses a DATA_SENSITIVITY table to compute fair probabilities for Fed rate cut/hold/hike markets. When the Fed market price diverges from the model, trade the edge. Key advantages: - **Cross-market signal** -- uses information from one market type to trade another - **Fundamental economic linkage** -- CPI-to-Fed is the most documented macro relationship - **DATA_SENSITIVITY table** -- calibrated from historical Fed reaction function - **No external data needed** -- all inputs come from Kalshi market prices ## Signal Logic ### CPI-to-Fed Linkage Model 1. Scan CPI bin markets and extract probability-weighted expected CPI level 2. Look up model Fed probabilities from DATA_SENSITIVITY table 3. Interpolate between table entries for precise CPI levels 4. Compare model probability to Fed market price 5. Trade when `|model - market| >= entry_edge` ### DATA_SENSITIVITY Table | CPI Level | P(Cut) | P(Hold) | P(Hike) | |-----------|--------|---------|---------| | 1.0% | 85% | 12% | 3% | | 2.0% | 55% | 38% | 7% | | 2.5% | 20% | 65% | 15% | | 3.0% | 5% | 55% | 40% | | 4.0% | 1% | 24% | 75% | | 5.0% | 0% | 10% | 90% | ### 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 ### Remix Ideas - **CME FedWatch**: Compare model to CME futures-implied Fed probabilities - **Yield curve signal**: Add 2y-10y spread as additional Fed predictor - **Taylor Rule**: Replace sensitivity table with formal Taylor Rule computation - **Real-time CPI nowcast**: Use Cleveland Fed nowcast instead of bin prices ## Risk Parameters | Parameter | Default | Notes | |-----------|---------|-------| | Entry edge | 10% | Min model-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-econ-fed-link-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_ECON_FEDLINK_ENTRY_EDGE` | `0.10` | Min divergence between model 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 | | [REDACTED_SECRET] | `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: clean | static analysis: clean | VirusTotal: clean | SkillSpector: suspicious (CRITICAL)