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Kalshi ETH Bin Distribution Trader

该 Skill 拉取 Kalshi 的 ETH 价格区间市场，按结算日分组并检验各区间概率之和是否偏离 100%，对偏离组做归一化后按边际差下单，并配有最大仓位、滑点、交易次数等风控参数；默认 dry-run，仅在显式传入 --live 时经 DFlow/Solana 执行真实交易。文档自述为模板，alpha 信号需使用者自行补充。

diagnostikon
diagnostikon
热度 36.20
最近更新 2026-05-11 17:39:39
分类：自动化依赖：代码执行 / 第三方 API应用场景：财务 / 市场分析 / 自动化脚本 / 工作流

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-eth-bin-distribution-trader
Metadata
name
kalshi-eth-bin-distribution-trader
description
Trades ETH price bin markets on Kalshi by exploiting the constraint that all bins must sum to 100%. When the sum deviates, identifies mispriced bins and trades toward rebalance. Requires SIMMER_API_KEY and simmer-sdk.
metadata
{"author":"Diagnostikon","owner":"Diagnostikon","version":"1.0.0","displayName":"Kalshi ETH Bin Distribution 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 ETH Bin Distribution Trader

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.

Strategy Overview

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:

  • Mathematical certainty -- bins MUST sum to 100%, deviations are temporary
  • No external data needed -- pure internal consistency check
  • Self-correcting -- market makers eventually re-align bins

Signal Logic

Sum Constraint Model

  1. Fetch all active ETH price bin markets from Kalshi
  2. Group bins by resolution date (weekly, monthly)
  3. Sum probabilities across all bins in each group
  4. If sum deviates > sum_tolerance from 100%, flag the group
  5. Normalize each bin: fair = current / total_sum
  6. Trade bins where |fair - market| >= entry_edge

Example (with defaults)

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-Based Sizing

  • conviction = min(|edge| / entry_edge, 2.0) / 2.0
  • size = max($5.00, conviction * MAX_POSITION_USD)
  • Larger edge = larger position, capped at MAX_POSITION_USD

Remix Ideas

  • Implied volatility fitting: Fit a lognormal distribution to bin prices
  • Cross-venue arb: Compare Kalshi bin structure to Polymarket/Betfair
  • Historical mean reversion: Track how fast bin sums revert to 100%
  • Options-implied distribution: Use ETH options chain for fair bin prices

Risk Parameters

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

Installation & Setup

clawhub install kalshi-eth-bin-distribution-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 -- keep this credential private.
SOLANA_PRIVATE_KEY For live Base58-encoded Solana private key for DFlow transactions.

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_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

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

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