> This is a template.
> The default signal uses the 100% sum constraint on price bins -- remix it with implied distribution fitting, volatility smile analysis, or cross-venue arbitrage.
> The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.
Kalshi ETH price markets are structured as mutually exclusive bins (e.g., "ETH above $3000", "ETH $2500-$3000") that must sum to exactly 100%. When retail flow pushes individual bins out of alignment, the sum deviates from 100% and creates structural arbitrage.
Key advantages:
sum_tolerance from 100%, flag the groupfair = current / total_sum|fair - market| >= entry_edge| Bin | Market P | Fair P (normalized) | Edge | Action |
|---|---|---|---|---|
| ----- | ---------- | ------------------- | ------ | -------- |
| ETH $2000-$2500 | 25% | 23.1% | -1.9% | Hold |
| ETH $2500-$3000 | 35% | 32.4% | -2.6% | Hold |
| ETH $3000-$3500 | 30% | 27.8% | -2.2% | Hold |
| ETH above $3500 | 18% | 16.7% | -1.3% | Hold |
| Sum | 108% | 100% | Overpriced |
conviction = min(|edge| / entry_edge, 2.0) / 2.0size = max($5.00, conviction * MAX_POSITION_USD)| Parameter | Default | Notes |
|---|---|---|
| ----------- | --------- | ------- |
| Entry edge | 8% | Min per-bin edge 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 |
| Sum tolerance | 5% | Min sum deviation to trigger analysis |
| Max slippage | 15% | Skip if slippage exceeds |
| Min liquidity | $0 | Disabled by default |
clawhub install kalshi-eth-bin-distribution-trader
Requires: SIMMER_API_KEY and SOLANA_PRIVATE_KEY environment variables.
Cron is set to null -- the skill does not run on a schedule until you configure it in the Simmer UI.
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.
| Variable | Required | Notes |
|---|---|---|
| ---------- | ---------- | ------- |
SIMMER_API_KEY | Yes | Trading authority -- keep this credential private. |
SOLANA_PRIVATE_KEY | For live | Base58-encoded Solana private key for DFlow transactions. |
All risk parameters are declared in clawhub.json as tunables and adjustable from the Simmer UI without code changes.
| Variable | Default | Purpose |
|---|---|---|
| ---------- | --------- | --------- |
SIMMER_ETH_BINDIST_ENTRY_EDGE | 0.08 | Min per-bin edge to trigger trade |
SIMMER_ETH_BINDIST_EXIT_THRESHOLD | 0.45 | Sell position when price reaches this level |
SIMMER_ETH_BINDIST_MAX_POSITION_USD | 5.00 | Max USDC per trade |
SIMMER_ETH_BINDIST_MAX_TRADES_PER_RUN | 3 | Max trades per execution cycle |
SIMMER_ETH_BINDIST_SLIPPAGE_MAX | 0.15 | Max slippage before skipping (15%) |
SIMMER_ETH_BINDIST_MIN_LIQUIDITY | 0 | Min market liquidity USD (0 = disabled) |
SIMMER_ETH_BINDIST_SUM_TOLERANCE | 0.05 | Min bin sum deviation to trigger analysis |
simmer-sdk is published on PyPI by Simmer Markets.
Review the source before providing live credentials if you require full auditability.
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