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
/events and 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-live is 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