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Kalshi Fed Data Reaction Trader\r

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This is a template.\r The default signal uses static data sensitivity coefficients -- remix it with live BLS data feeds, real-time CPI nowcasts, or Fed funds futures reactions.\r The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.\r \r

Strategy Overview\r

\r After CPI/jobs data releases, Fed rate probabilities adjust predictably. This skill scans Kalshi CPI bin markets to compute the market-implied CPI, classifies the data regime (high CPI, low CPI, neutral), and adjusts the fair probability of a rate cut accordingly. When the adjustment creates a gap vs. rate cut market prices, it trades.\r \r Key advantages:\r

• Data-driven -- uses market-implied CPI from Kalshi's own CPI bin markets\r
• Predictable reaction function -- high CPI is hawkish, low CPI is dovish\r
• Cross-market information -- extracts signal from CPI markets to trade rate markets\r \r

Signal Logic\r

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Data Sensitivity Model\r

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1. Scan CPI bin markets to compute probability-weighted implied CPI\r
2. Classify regime: high_cpi (>3.5%), low_cpi (\x3C2.5%), or neutral\r
3. Apply sensitivity shift to baseline cut probability (50%)\r
4. Compare adjusted fair probability to rate cut market prices\r
5. Trade when |fair - market| >= entry_edge\r \r

Sensitivity Coefficients\r

\r | Regime | Cut Probability Shift |\r |--------|----------------------|\r | High CPI | -15% (hawkish) |\r | Low CPI | +10% (dovish) |\r | Strong jobs | -10% (hawkish) |\r | Weak jobs | +15% (dovish) |\r \r

Conviction-Based Sizing\r

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• conviction = min(|edge| / entry_edge, 2.0) / 2.0\r
• size = max($1.00, conviction * MAX_POSITION_USD)\r
• Larger edge = larger position, capped at MAX_POSITION_USD\r \r

Risk Parameters\r

\r | Parameter | Default | Notes |\r |-----------|---------|-------|\r | Entry edge | 10% | Min fair-vs-market divergence to trade |\r | Exit threshold | 45% | Sell when position price reaches this |\r | Max position size | $5.00 USDC | Per market |\r | Max trades per run | 3 | Rate limiting |\r | Max slippage | 15% | Skip if slippage exceeds |\r | Min liquidity | $0 | Disabled by default |\r \r

Installation & Setup\r

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clawhub install kalshi-fed-data-reaction-trader\r
```\r
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Requires: `SIMMER_API_KEY` and `SOLANA_PRIVATE_KEY` environment variables.\r
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## Cron Schedule\r
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Cron is set to `null` -- the skill does not run on a schedule until you configure it in the Simmer UI.\r
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## Safety & Execution Mode\r
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**The skill defaults to dry-run mode. Real trades only execute when `--live` is passed explicitly.**\r
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| Scenario | Mode | Financial risk |\r
|----------|------|----------------|\r
| `python trader.py` | Dry run | None |\r
| Cron / automaton | Dry run | None |\r
| `python trader.py --live` | Live (Kalshi via DFlow) | Real USDC |\r
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## Required Credentials\r
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| Variable | Required | Notes |\r
|----------|----------|-------|\r
| `SIMMER_API_KEY` | Yes | Trading authority. Treat as a high-value credential. |\r
| `SOLANA_PRIVATE_KEY` | Yes | Base58-encoded Solana private key for live trading. |\r
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## Tunables (Risk Parameters)\r
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| Variable | Default | Purpose |\r
|----------|---------|---------|\r
| `SIMMER_FED_DATA_ENTRY_EDGE` | `0.10` | Min divergence to trigger trade |\r
| `SIMMER_FED_DATA_EXIT_THRESHOLD` | `0.45` | Sell position when price reaches this level |\r
| `SIMMER_FED_DATA_MAX_POSITION_USD` | `5.00` | Max USDC per trade |\r
| `SIMMER_FED_DATA_MAX_TRADES_PER_RUN` | `3` | Max trades per execution cycle |\r
| `SIMMER_FED_DATA_SLIPPAGE_MAX` | `0.15` | Max slippage before skipping trade |\r
| `SIMMER_FED_DATA_MIN_LIQUIDITY` | `0` | Min market liquidity USD (0 = disabled) |\r
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## Dependency\r
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`simmer-sdk` is published on PyPI by Simmer Markets.\r
- PyPI: https://pypi.org/project/simmer-sdk/\r
- GitHub: https://github.com/SpartanLabsXyz/simmer-sdk\r
- Publisher: [email protected]\r
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Review the source before providing live credentials if you require full auditability.\r