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Kalshi Econ Fed Link Trader

该 Skill 读取 Kalshi 上 CPI 分档与美联储利率市场的价格，用静态 CPI-美联储敏感性表推算降息/维持/加息概率，当模型与市场价差超过阈值时按信心度下单。默认纸面运行，需显式 --live 才经 DFlow/Solana 实盘交易。

diagnostikon
diagnostikon
热度 34.19
最近更新 2026-05-11 17:40:12
分类：自动化依赖：代码执行 / 第三方 API应用场景：市场分析 / 财务 / 自动化脚本

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add kalshi-econ-fed-link-trader
Metadata
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

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
SIMMER_ECON_FEDLINK_EXIT_THRESHOLD 0.45 Sell position when price reaches this level
SIMMER_ECON_FEDLINK_MAX_POSITION_USD 5.00 Max USDC per trade
SIMMER_ECON_FEDLINK_MAX_TRADES_PER_RUN 3 Max trades per execution cycle
SIMMER_ECON_FEDLINK_SLIPPAGE_MAX 0.15 Max slippage before skipping (0.15 = 15%)
SIMMER_ECON_FEDLINK_MIN_LIQUIDITY 0 Min market liquidity USD (0 = disabled)

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

Review the source before providing live credentials if you require full auditability.