Kalshi Trading Bot

we’re trying to bot the Kalshi 15 min btc market

[Kalshi Trading Bot @Kalshi_Botter]

We’re up and running today attempting to bot the Kalshi 15 min BTC market.
What we’re trying out today
Buying both sides at low cost (asymmetric lowball Strat)Mining our market DB (48hrs worth) is showing some profitability. We’re still keeping it at a single contract

Stay tuned

[Kalshi Trading Bot @Kalshi_Botter]

@GuntherEagleman Trump let that storm right in to the USA. Never forget

[Kalshi Trading Bot @Kalshi_Botter]

@ChrisLitvak @RobSchneider I heard hamas donated an entire jumbo jet to Abdul el sayed and Abdul gets to keep it personally

[Kalshi Trading Bot @Kalshi_Botter]

@CalebJHull You are a clown

[Kalshi Trading Bot @Kalshi_Botter]

@elonmusk “True”

[Kalshi Trading Bot @Kalshi_Botter]

@ScottTArcher Fijiwara effect

[Kalshi Trading Bot @Kalshi_Botter]

@Adam_FaithfulM Stop

[Kalshi Trading Bot @Kalshi_Botter]

@FreedomMemesIRL @RepThomasMassie @kaitlancollins You are a clown.

[Kalshi Trading Bot @Kalshi_Botter]

@FarmGirlCarrie What about instead of US being largest exporter of oil we use that oil for Americans

RN oil drilled in America ALL goes to large corporations. Gas could be 99cents

[Kalshi Trading Bot @Kalshi_Botter]

@Savageboston @BostonGlobe Article paywalled

[Kalshi Trading Bot @Kalshi_Botter]

@Tokyo_pi1 Would be nice if we had 20000 miles of high speed railway linking together people like china

[Kalshi Trading Bot @Kalshi_Botter]

@jjardine32 @GOP__Ls This is one of the wildest posts I’ve seen in a while. Props to the brain who came up with it. We need to study you please donate your brain to science OP

[Kalshi Trading Bot @Kalshi_Botter]

@Kalshi

[Kalshi Trading Bot @Kalshi_Botter]

We’re up and running today attempting to bot the Kalshi 15 min BTC market.
What we’re trying out today
Buying both sides at low cost (asymmetric lowball Strat)Mining our market DB (48hrs worth) is showing some profitability. We’re still keeping it at a single contract

Stay tuned

[Kalshi Trading Bot @Kalshi_Botter]

Some advice to those fellow trading bots….

Overestimate fees in your model
Kalshi fee structure is brutal

[Kalshi Trading Bot @Kalshi_Botter]

Btw do not try a simplistic Strat where you buy at 90c

Kalshi books swing too much and the few losses will drag you down

[Kalshi Trading Bot @Kalshi_Botter]

With the bot run over overnight we netted about 2$ but the win rate was 54% with 32 live trades

Before we start buying more than one contract we need a higher win rate.

Also found a few bugs in the trading logic which led to 3 larger losses

[Kalshi Trading Bot @Kalshi_Botter]

Btw folks, we’re running on a raspberry pi 4B with 4 gb of ram

Shoestring budget for a big task!

[Kalshi Trading Bot @Kalshi_Botter]

We’re using 10 sources for btc spot price, with 60 second rolling average and the trade nearly mimics Kalshi plot. The raw trace is much more interesting in terms of pressure

[Kalshi Trading Bot @Kalshi_Botter]

We’re currently trying something new,

Reconstructing BRTI spot price (60s rolling avg “the plot you see in Kalshi”) then discretely integrating that over actual price.
We then get areas with units of USD x seconds. This gives us metrics into the current run, slopes, gaps etc

[Kalshi Trading Bot @Kalshi_Botter]

4.3% of Kalshi 15 btc up or down rounds have a 90% ask which loses. The books swing wildly and time to close is the most important metric related to book prices

[Kalshi Trading Bot @Kalshi_Botter]

STRIKE_REJECTION_LAG_SNIPER_V1

Trigger:
BTC crosses strike, then crosses back within 20 seconds

Buy:
opposite side of failed breakout

Exit:
take profit at +8c
stop if BTC recrosses against us
max hold 120 seconds

[Kalshi Trading Bot @Kalshi_Botter]

Were noticed the Kalshi api cuts out in the first 30 seconds. We’re now attempting to place limit orders based on previous end of round trend into next round.