high-throughput-paired-basis-maker

Run a Kalshi paired-market basis strategy with backtest-first trade gating.

2|Updated Feb 25, 2026
One-click install
npx skills add https://github.com/terraleiloa/seren-skills --skill high-throughput-paired-basis-maker
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: high-throughput-paired-basis-maker
Source: https://github.com/terraleiloa/seren-skills/tree/main/kalshi/high-throughput-paired-basis-maker
Command: npx skills add https://github.com/terraleiloa/seren-skills --skill high-throughput-paired-basis-maker

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, python-dotenv, python-dateutil, cryptography, and includes scripts (resource) components.

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

Frequently Asked Questions about high-throughput-paired-basis-maker

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I backtest a paired trading basis strategy on Kalshi?

To backtest a paired trading basis strategy on Kalshi, this solution replays stateful basis dynamics across correlated contract pairs using event-discovered histories, enforcing minimum fill-event gates before evaluating returns.

Can I block live trade intents on Kalshi until a backtest passes?

Yes, you can block live trade intents on Kalshi by using a mandatory backtest-first gate that prevents execution mode when the backtest return is non-positive or minimum fill-event thresholds are not met.

How do I generate hedged trade intents for correlated Kalshi contracts?

You can generate hedged trade intents for correlated Kalshi contracts by identifying relative-value basis dislocations and emitting two-leg paired orders with risk caps to express the spread.

What do I need to run live paired basis execution on Kalshi?

To run live paired basis execution on Kalshi, you need valid Kalshi credentials, the explicit --yes-live execution flag, and pre-trade orderbook checks to validate liquidity before entering positions.

Does paired basis backtesting work with Kalshi event contract histories?

Yes, paired basis backtesting works with Kalshi event contract histories by building correlated pairs directly from Kalshi /events endpoints and replaying stateful basis dynamics across both legs.

Why does my Kalshi paired basis strategy prevent live trading?

Your Kalshi paired basis strategy prevents live trading because the backtest-first gate blocks execution when historical replay returns are non-positive or when the minimum required fill-events threshold is not satisfied.