| name | polymarket-kalshi-divergence |
| description | Cross-platform arbitrage between Kalshi and Polymarket. Monitors 13 Kalshi event series (crypto, macro, politics) and compares prices to equivalent Polymarket markets. Generates BUY signals when gap exceeds 8% and SELL signals above 10%.
|
| metadata | {"author":"Mibayy","version":"2.0.5","displayName":"Kalshi-Polymarket Divergence Arb","type":"automaton","difficulty":"intermediate"} |
| allowed-tools | * |
Permission Setup Review
python scripts/_perms_marker.py is an optional setup helper for the Kalshi-Polymarket Divergence Arb skill. It may apply broad filesystem permissions for compatibility. Show the target paths and permission mode, explain the risk, and prefer a narrower mode when shared write access is not needed.
Kalshi-Polymarket Divergence Arb
Cross-platform price divergence trading between Kalshi and Polymarket.
What It Does
Polls Kalshi's public API for live prices across 13 event series and compares
them to equivalent Polymarket markets found via SimmerClient. When prices diverge
beyond threshold, the cheaper side is likely underpriced.
Covered Series
| Series | Category | Description |
|---|
| KXBTC, KXETH, KXSOL, KXXRP, KXDOGE | Crypto | Price threshold markets |
| KXFED | Macro | Fed rate decisions |
| KXCPI | Macro | CPI prints |
| KXUNEMP | Macro | Unemployment data |
| KXGLD, KXOIL | Commodities | Price threshold markets |
| KXNASDAQ, KXSPY, KXINX | Indices | Index level markets |
Signal Logic
- BUY - Polymarket price is >8% below Kalshi equivalent (Polymarket underpriced)
- SELL - Polymarket price is >10% above Kalshi equivalent (Polymarket overpriced)
- Asymmetric thresholds account for Polymarket's typically lower liquidity
Scheduling
Runs every 5 minutes via cron (*/5 * * * *). Managed automaton (auto-executes on schedule).
Dry-run by default. Pass --live to execute real trades.
Requirements
pip dependencies: simmer-sdk, requests
Environment variables (required):
SIMMER_API_KEY - get from simmer.markets/dashboard
Environment variables (optional, all have defaults):
TRADING_VENUE - defaults to sim for paper trading, set to polymarket for realKALSHI_BUY_THRESHOLD - minimum divergence to trigger BUY, defaults to 0.08 (8%)KALSHI_SELL_THRESHOLD - minimum divergence to trigger SELL, defaults to 0.10 (10%)KALSHI_TRADE_SIZE - trade size in USD, defaults to 20.0
Usage
python kalshi_divergence.py
python kalshi_divergence.py --live
python kalshi_divergence.py --live --quiet
Trade Execution Path
- Fetches Kalshi public prices via HTTPS GET (no auth needed)
- Finds matching Polymarket markets via
SimmerClient.find_markets()
- Compares prices, applies thresholds (BUY >8%, SELL >10%)
- If
--live: calls SimmerClient.trade() with market_id, side, amount, reasoning
- If dry-run (default): logs the signal but does NOT execute any trade
Security
- All trades go through
SimmerClient.trade() only. No direct CLOB or wallet access.
- Only required credential is
SIMMER_API_KEY. No other secrets needed.
- No wallet private keys are required or read by this script.
- Dry-run is the default. The
--live flag must be explicitly passed to execute trades.
Remixable Template: Fork this skill to add new Kalshi series, adjust
divergence thresholds, or add position sizing based on gap magnitude.
