Kalshi Fed Futures Arb Trader

v1.0.1

Compares CME FedWatch implied rate probabilities to Kalshi Fed rate decision market prices and trades when divergence exceeds threshold. Requires SIMMER_API_...

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by@diagnostikon

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Best for remote or guided setup. Copy the exact prompt, then paste it into OpenClaw for diagnostikon/kalshi-fed-futures-arb-trader.

Previewing Install & Setup.

Prompt PreviewInstall & Setup

Install the skill "Kalshi Fed Futures Arb Trader" (diagnostikon/kalshi-fed-futures-arb-trader) from ClawHub.
Skill page: https://clawhub.ai/diagnostikon/kalshi-fed-futures-arb-trader
Keep the work scoped to this skill only.
After install, inspect the skill metadata and help me finish setup.
Use only the metadata you can verify from ClawHub; do not invent missing requirements.
Ask before making any broader environment changes.

Command Line

CLI Commands

Use the direct CLI path if you want to install manually and keep every step visible.

OpenClaw CLI

Bare skill slug

openclaw skills install kalshi-fed-futures-arb-trader

ClawHub CLI

Package manager switcher

npx clawhub@latest install kalshi-fed-futures-arb-trader

Security Scan

Capability signals

CryptoRequires wallet

These labels describe what authority the skill may exercise. They are separate from suspicious or malicious moderation verdicts.

VirusTotal

Benign

View report →

OpenClaw

Benign

high confidence

✓

Purpose & Capability

Name/description claim to compare CME FedWatch probabilities to Kalshi markets and place trades. The code and metadata require simmer-sdk, a Simmer API key, and a Solana private key for live execution — all expected for a trading skill that discovers markets and executes on-chain orders via a trading SDK.

ℹ

Instruction Scope

SKILL.md and trader.py keep scope to market discovery, pricing comparison, and trade execution. The skill can import Kalshi markets into the user's Simmer account and execute live trades when run with --live. Minor inconsistency: top SKILL.md metadata lists only SIMMER_API_KEY as required_env while other sections and clawhub.json show both SIMMER_API_KEY and SOLANA_PRIVATE_KEY are required for live trading. The skill optionally integrates with a trade journal (local or skills.tradejournal), which is benign but worth auditing if you care about where trade logs go.

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Install Mechanism

No custom install script; dependency is a PyPI package (simmer-sdk) declared in clawhub.json and SKILL.md. Using a PyPI package is a common approach but increases risk if you don't trust the package publisher — review the simmer-sdk source before supplying live credentials.

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Credentials

The skill requires SIMMER_API_KEY and SOLANA_PRIVATE_KEY. Both are sensitive and appropriate for a tool that programmatically trades via a Simmer SDK and signs transactions on Solana. Ensure you understand the privileges associated with those credentials; do not provide production private keys until you audit the SDK and code. No other unrelated secrets or envs are requested.

✓

Persistence & Privilege

always is false and autostart is false; the automaton entrypoint exists but will not run automatically. The skill does not request elevated platform privileges or permanent always-on inclusion.

Assessment

This skill appears coherent for algorithmic arbitrage between CME FedWatch-implied probabilities and Kalshi markets. Before installing or providing credentials: 1) Review the simmer-sdk PyPI package and its GitHub source to ensure it behaves as expected. 2) Test in dry-run mode only (the default) and keep the --live flag off until you've audited code and behavior. 3) Treat SOLANA_PRIVATE_KEY as highly sensitive — consider using a limited testnet key or an account with minimal funds for initial tests, and rotate keys if you later use production funds. 4) Note the skill can import markets into your Simmer account and place live trades when explicitly run with --live; confirm you want that behavior. 5) The SKILL.md has a small metadata inconsistency (required_env at top vs later text); confirm both SIMMER_API_KEY and SOLANA_PRIVATE_KEY are intended before supplying secrets.

Like a lobster shell, security has layers — review code before you run it.

latestvk9742y515z09yfwpjk9bvxbj8s84a2qg

100downloads

0stars

2versions

Updated 3w ago

v1.0.1

MIT-0

Kalshi Fed Futures Arb Trader

This is a template.
The default signal uses static CME FedWatch probabilities -- remix it with live FedWatch scraping, OIS curve extraction, or SOFR futures-implied paths.
The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

CME FedWatch Tool derives rate-cut probabilities from fed funds futures -- a deep, institutional market. Kalshi lists the same events as prediction markets. This skill compares the two and trades when Kalshi diverges from the futures-implied fair value.

Key advantages:

Futures are the institutional benchmark -- deep liquidity and professional pricing
Kalshi retail flow creates mispricing -- especially around FOMC meetings
Multiple meetings -- signals across the entire rate path

Signal Logic

FedWatch Arbitrage Model

Load CME FedWatch implied probabilities per FOMC meeting
Fetch Kalshi Fed rate decision markets
Match markets to meetings and detect direction (cut vs hike)
Compute edge: fair_yes - market_price
Trade when |edge| >= entry_edge

Example (with defaults)

Meeting	FedWatch P(cut)	Kalshi P	Edge	Action
Jun 2026	35%	25%	+10%	BUY YES
Sep 2026	68%	70%	-2%	Hold
Dec 2026	82%	65%	+17%	BUY YES

Remix Ideas

Live FedWatch scraper: Auto-refresh from CME website
OIS curve extraction: Derive probabilities from overnight index swaps
SOFR futures: Use SOFR futures strips for higher precision
Cross-meeting consistency: Enforce temporal monotonicity across meetings

Risk Parameters

Parameter	Default	Notes
Entry edge	8%	Min FedWatch-vs-Kalshi 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-fed-futures-arb-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_FED_FUT_ENTRY_EDGE`	`0.08`	Min divergence between FedWatch and market to trigger trade
`SIMMER_FED_FUT_EXIT_THRESHOLD`	`0.45`	Sell position when price reaches this level
`SIMMER_FED_FUT_MAX_POSITION_USD`	`5.00`	Max USDC per trade
`SIMMER_FED_FUT_MAX_TRADES_PER_RUN`	`3`	Max trades per execution cycle
`SIMMER_FED_FUT_SLIPPAGE_MAX`	`0.15`	Max slippage before skipping (0.15 = 15%)
`SIMMER_FED_FUT_MIN_LIQUIDITY`	`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: hello@simmer.markets

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

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