high-throughput-paired-basis-maker
CommunityBacktest first, then hedge paired Kalshi trades.
Finance & Accounting#risk management#hedging#orderbook#kalshi#trade intent#paired trading#basis backtest
Authorterraleiloa
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Run a paired-market basis strategy on Kalshi that prevents live trade intents unless a mandatory backtest gate passes, helping you avoid entering hedged positions without first validating historical basis behavior.
Core Features & Use Cases
- Paired-market basis backtesting: Builds correlated pairs from Kalshi
/eventsand replays stateful basis dynamics across both legs. - Backtest-first trade gating: Blocks trade mode by default when backtest return is non-positive, with additional minimum fill-event gating for robustness.
- Hedged trade-intent generation: Emits two-leg paired trade intents designed to express basis dislocations with risk caps.
- On-demand live preparation: Supports live execution only after required Kalshi credentials are present and
--yes-liveis provided, and includes pre-trade orderbook checks guidance.
Quick Start
Run the default paired-market backtest immediately and show results by executing: cd ~/.config/seren/skills/kalshi-high-throughput-paired-basis-maker && source .venv/bin/activate && python3 scripts/agent.py --config config.json
Dependency Matrix
Required Modules
requestspython-dotenvpython-dateutilcryptography
Components
scripts
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: high-throughput-paired-basis-maker Download link: https://github.com/terraleiloa/seren-skills/archive/main.zip#high-throughput-paired-basis-maker Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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