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.