Video 14: Kalshi Trading Bot Version 5
Kalshi Trading Bot v5 is the next iteration of Kalshi Trading Bot v4. It keeps the Version 4 backend API execution, multi-asset support, entry window, and delta filter, then adds tighter entry and risk controls for Kalshi's 15-minute crypto markets.
Version 5 includes separate paper-trading and live-trading scripts. Start with paper mode and confirm that the settings and behavior match your plan before using real funds.
Latest Nightshark Version Required
This code requires July 27, 2026 or newer version of Nightshark. If you downloaded Nightshark before July 27, 2026, you need to re-download it from the website and follow this tutorial.
Download Latest Nightshark
Paper-Trading Code
Paper mode reads live Kalshi market data but does not submit orders. It simulates fills at the observed entry and exit prices, updates balance and PnL streams, and records settlement when a position is held through the end of its market.
; ======================================
; KALSHI v5 PAPER TRADING CONFIGURATION
; ======================================
initialBalance := 1000 ; paper trading starting balance (USD)
timeDelay := 8 ; activation window in remaining minutes (max 15)
EntryRange := [0.75, 0.85] ; inclusive entry range: [Min, Max]
Exit := 0.40 ; stop loss when entered side price < this value
TakeProfitPts := 0.10 ; take profit at paper fill price + these points; 1 holds winners to resolution
Delta := 0 ; min |open15m - live price| required alongside EntryRange
assets := ["BTC"] ; Options ["ETH"], ["SOL"], ["XRP"], ["DOGE"], ["HYPE"], ["BNB"]
orderSize := 1 ; exact number of paper contracts per entry
Pings := 1 ; one-second stop-loss confirmation checks; 0 exits immediately
;=================
;DAILY TARGETS
;=================
Daily_Profit_Target := 400 ; stop after closed-trade PnL is greater than this; 0 disables
Daily_Loss_Target := -600 ; stop after closed-trade PnL is less than this negative value; 0 disables
; =============================================================
; Kalshi Market Data Config (paper trading — no live orders)
; DO NOT TOUCH BELOW VALUES UNLESS YOU KNOW WHAT YOU ARE DOING
; =============================================================
pollIntervalMs := 700
pollJitterMaxMs := 250
marketRefreshMs := 5000 ; refresh market/session metadata less often; orderbook still refreshes every loop
priceRefreshMs := 1500 ; throttle live underlying-price calls used by LogStream
kalshiApiBase := "https://api.elections.kalshi.com"
assetSeriesMap := { "BTC": "KXBTC15M", "ETH": "KXETH15M", "SOL": "KXSOL15M", "XRP": "KXXRP15M", "DOGE": "KXDOGE15M", "HYPE": "KXHYPE15M", "BNB": "KXBNB15M" }
settingsValid := true
initialBalanceValid := IsNumericStr(initialBalance) && (initialBalance + 0) > 0
if (!initialBalanceValid) {
Log("ERROR: initialBalance is '" initialBalance "'. It needs to be a number greater than zero, for example 1000.")
settingsValid := false
}
EntryMin := ""
EntryMax := ""
entryRangeShapeValid := (IsObject(EntryRange) && EntryRange.Length() = 2)
if (!entryRangeShapeValid) {
Log("ERROR: EntryRange must be [Min, Max], for example [0.60, 0.70]. Both values need to be decimals between 0 and 1.")
settingsValid := false
} else {
entryMinRaw := EntryRange[1]
entryMaxRaw := EntryRange[2]
entryMinValid := IsNumericStr(entryMinRaw) && (entryMinRaw + 0) > 0 && (entryMinRaw + 0) < 1
entryMaxValid := IsNumericStr(entryMaxRaw) && (entryMaxRaw + 0) > 0 && (entryMaxRaw + 0) < 1
if (!entryMinValid) {
Log("ERROR: EntryRange Min is '" entryMinRaw "'. It needs to be a decimal between 0 and 1, for example 0.60.")
settingsValid := false
} else {
EntryMin := entryMinRaw + 0
}
if (!entryMaxValid) {
Log("ERROR: EntryRange Max is '" entryMaxRaw "'. It needs to be a decimal between 0 and 1, for example 0.70.")
settingsValid := false
} else {
EntryMax := entryMaxRaw + 0
}
if (entryMinValid && entryMaxValid && EntryMin > EntryMax) {
Log("ERROR: EntryRange Min " EntryMin " is greater than Max " EntryMax ". Put the smaller decimal first, for example [0.60, 0.70].")
settingsValid := false
}
}
exitValid := IsNumericStr(Exit) && (Exit + 0) > 0 && (Exit + 0) < 1
if (!exitValid) {
Log("ERROR: Exit is '" Exit "'. It needs to be a decimal between 0 and 1, for example 0.40.")
settingsValid := false
}
takeProfitPtsValid := IsNumericStr(TakeProfitPts) && (TakeProfitPts + 0) > 0 && (TakeProfitPts + 0) <= 1
if (!takeProfitPtsValid) {
Log("ERROR: TakeProfitPts is '" TakeProfitPts "'. It needs to be greater than 0 and no more than 1, for example 0.10 or 1.")
settingsValid := false
}
timeDelayValid := IsNumericStr(timeDelay) && (timeDelay + 0) > 0 && (timeDelay + 0) <= 15
if (!timeDelayValid) {
Log("ERROR: timeDelay is '" timeDelay "'. It needs to be greater than zero and no more than 15 minutes.")
settingsValid := false
}
orderSizeText := Trim(orderSize)
orderSizeValid := RegExMatch(orderSizeText, "^\d+(\.\d{1,2})?$") && (orderSize + 0) > 0
if (!orderSizeValid) {
Log("ERROR: orderSize is '" orderSize "'. Set it to a positive contract count with no more than two decimal places, for example 1 or 5.50.")
settingsValid := false
}
dailyProfitTargetValid := IsNumericStr(Daily_Profit_Target) && (Daily_Profit_Target + 0) >= 0
if (!dailyProfitTargetValid) {
Log("ERROR: Daily_Profit_Target is '" Daily_Profit_Target "'. Use a positive dollar amount, or 0 to disable it.")
settingsValid := false
}
dailyLossTargetValid := IsNumericStr(Daily_Loss_Target) && (Daily_Loss_Target + 0) <= 0
if (!dailyLossTargetValid) {
Log("ERROR: Daily_Loss_Target is '" Daily_Loss_Target "'. Use a negative dollar amount, or 0 to disable it.")
settingsValid := false
}
pingsText := Trim(Pings)
pingsValid := RegExMatch(pingsText, "^\d+$")
if (!pingsValid) {
Log("ERROR: Pings is '" Pings "'. Use a whole number of confirmation checks, for example 0, 1, or 2.")
settingsValid := false
}
if (!settingsValid) {
Log("ERROR: Fix the settings listed above and restart the script. Stopping now.")
stopCode()
return
}
if ((TakeProfitPts + 0) = 1)
Log("TakeProfitPts = 1, winners will be held to resolution")
; Strategy state.
positions := {}
assetPhase := {} ; WAIT_WINDOW | MONITORING | IN_POSITION | STOPPED_OUT | TOOK_PROFIT
assetSessionQuarter := {}
assetLastPriceLogTick := {}
assetSnapshotCache := {}
assetMarketRefreshTick := {}
assetPriceCache := {}
assetPriceRefreshTick := {}
assetMarketLogStreamVisible := {}
paperSettlementLastCheckTick := {}
pendingPaperSettlements := {}
; Paper account state.
paperBalance := initialBalance + 0
paperWins := 0
paperLosses := 0
paperGrossProfit := 0
paperGrossLoss := 0
paperTradeCount := 0
Log("Kalshi PAPER TRADING Started | EntryRange: [" EntryMin ", " EntryMax "] | Contracts: " PaperFormatSize(orderSize) " | Exit: " Exit " | TakeProfitPts: " TakeProfitPts " | Pings: " Pings " | Daily targets: " Daily_Profit_Target "/" Daily_Loss_Target " | Delta: " Delta " | Window: last " timeDelay "m | InitialBalance: " Fmt2(initialBalance))
UpdatePaperAccountLogStream()
loop {
for _, asset in assets {
snapshot := GetKalshiMarketSnapshot(asset)
if !IsObject(snapshot) {
HideKalshiMarketLogStream(asset)
if (PositionSessionEnded(asset))
MarkHeldToResolution(asset)
noDataKey := asset "|NO_DATA_" CurrentQuarterIndex()
if !IsObject(logOnceKeys)
logOnceKeys := {}
if !logOnceKeys.HasKey(noDataKey) {
logOnceKeys[noDataKey] := true
Log(asset " Waiting for Kalshi market data")
}
continue
}
up := snapshot.up
down := snapshot.down
minsLeft := SnapshotMinutesLeft(snapshot)
if (minsLeft = "")
minsLeft := MinutesRemainingInQuarter()
inEntryWindow := (minsLeft > 0 && minsLeft <= timeDelay)
sessionKey := (snapshot.marketTicker != "") ? snapshot.marketTicker : ((snapshot.closeTime != "") ? snapshot.closeTime : CurrentQuarterIndex())
if (PositionSessionEnded(asset, snapshot)) {
HideKalshiMarketLogStream(asset)
MarkHeldToResolution(asset)
continue
}
if (!assetSessionQuarter.HasKey(asset) || assetSessionQuarter[asset] != sessionKey) {
HideKalshiMarketLogStream(asset)
assetSessionQuarter[asset] := sessionKey
assetPhase[asset] := "WAIT_WINDOW"
assetLastPriceLogTick[asset] := 0
LogOnceReset(asset)
Log(asset " New Kalshi paper session (" snapshot.marketTicker ")")
continue
}
if IsObject(positions[asset]) {
pos := positions[asset]
current := (pos.side = "UP") ? up : down
positions[asset].lastMark := current + 0
assetPhase[asset] := "IN_POSITION"
UpdateKalshiLogStream(asset, snapshot)
exitReason := ""
exitPhase := ""
exitWaitMessage := ""
takeProfitTarget := pos.HasKey("takeProfitTarget") ? pos.takeProfitTarget + 0 : (pos.entry + TakeProfitPts)
if (current < Exit) {
confirmedStopPrice := current
if (ConfirmKalshiPaperStopLoss(asset, pos, confirmedStopPrice)) {
current := confirmedStopPrice
exitReason := "exit_below_" Exit
exitPhase := "STOPPED_OUT"
exitWaitMessage := asset " Stopped out, waiting for next session"
Log(asset " Stop-loss confirmed @ " Fmt(current) " < " Fmt(Exit))
}
} else if (takeProfitTarget <= 1 && current >= takeProfitTarget) {
exitReason := "take_profit_at_" takeProfitTarget
exitPhase := "TOOK_PROFIT"
exitWaitMessage := asset " Take profit completed, waiting for next session"
Log(asset " Take-profit triggered @ " Fmt(current) " >= " Fmt(takeProfitTarget) " (fill " Fmt(pos.entry) " + " Fmt(TakeProfitPts) ")")
}
if (exitReason != "") {
RecordPaperTrade(asset, pos.side, pos.entry, current, pos.size, exitReason)
Log(asset " Paper position closed")
positions.Delete(asset)
assetPhase[asset] := exitPhase
HideKalshiMarketLogStream(asset)
LogOnce(asset, exitPhase, exitWaitMessage)
CheckPaperDailyPnlTargets()
}
continue
}
if (assetPhase[asset] = "STOPPED_OUT") {
HideKalshiMarketLogStream(asset)
LogOnce(asset, "STOPPED_OUT", asset " Stopped out, waiting for next session")
continue
}
if (assetPhase[asset] = "TOOK_PROFIT") {
HideKalshiMarketLogStream(asset)
LogOnce(asset, "TOOK_PROFIT", asset " Take profit completed, waiting for next session")
continue
}
if (assetPhase[asset] = "BUY_FAILED") {
HideKalshiMarketLogStream(asset)
LogOnce(asset, "BUY_FAILED", asset " Paper buy failed earlier, waiting for next session")
continue
}
if (!inEntryWindow) {
HideKalshiMarketLogStream(asset)
if (minsLeft <= 0)
LogOnce(asset, "SESSION_ENDED", asset " End of session, waiting for new Kalshi market")
else
LogOnce(asset, "WAIT_WINDOW", asset " Waiting for last " timeDelay " minutes")
assetPhase[asset] := "WAIT_WINDOW"
continue
}
if (!assetPhase.HasKey(asset) || assetPhase[asset] != "MONITORING") {
assetPhase[asset] := "MONITORING"
Log(asset " Monitoring Kalshi paper entry range [" Fmt(EntryMin) ", " Fmt(EntryMax) "] | Delta >= " Delta)
}
LiveDelta := UpdateKalshiLogStream(asset, snapshot)
side := ""
entryPrice := ""
upInEntryRange := (up >= EntryMin && up <= EntryMax)
downInEntryRange := (down >= EntryMin && down <= EntryMax)
if (upInEntryRange || downInEntryRange) {
if (LiveDelta != "" && LiveDelta >= Delta) {
if (upInEntryRange && (!downInEntryRange || up >= down)) {
side := "UP"
entryPrice := up
} else {
side := "DOWN"
entryPrice := down
}
} else {
LogOnce(asset, "DELTA_LOW", asset " LiveDelta " FmtOrNA(LiveDelta) " < Delta " Delta ", skipping entry")
}
} else {
LogOnce(asset, "PRICE_OUT_OF_RANGE", asset " UP " Fmt(up) " / DOWN " Fmt(down) " outside entry range [" Fmt(EntryMin) ", " Fmt(EntryMax) "]")
}
if (side = "")
continue
Log(asset " " side " triggered @ " Fmt(entryPrice) " — placing paper order")
if (!PaperBuyPosition(asset, side, entryPrice)) {
assetPhase[asset] := "BUY_FAILED"
HideKalshiMarketLogStream(asset)
LogOnce(asset, "BUY_FAILED", asset " Paper buy failed, waiting for next session")
continue
}
fillPrice := entryPrice + 0
takeProfitTarget := fillPrice + (TakeProfitPts + 0)
positions[asset] := { side: side, entry: fillPrice, takeProfitTarget: takeProfitTarget, ticker: snapshot.marketTicker, sessionKey: sessionKey, quarterIndex: CurrentQuarterIndex(), size: orderSize + 0, lastMark: fillPrice }
assetPhase[asset] := "IN_POSITION"
assetLastPriceLogTick[asset] := 0
Log(asset " Paper position confirmed | fill: " Fmt(fillPrice) " | size: " PaperFormatSize(orderSize))
if (takeProfitTarget > 1)
Log(asset " TP target " Fmt(takeProfitTarget) " > 1; no TP exit—hold for resolution")
else
Log(asset " Monitoring stop-loss < " Fmt(Exit) " | take-profit >= " Fmt(takeProfitTarget) " (fill + " Fmt(TakeProfitPts) ")")
}
ProcessPendingPaperSettlements()
UpdatePaperAccountLogStream()
Random, pollJitterMs, 0, %pollJitterMaxMs%
sleepMs := pollIntervalMs + pollJitterMs
if (sleepMs > 0)
Sleep %sleepMs%
}
LogOnce(asset, reason, msg) {
global logOnceKeys
if !IsObject(logOnceKeys)
logOnceKeys := {}
key := asset "|" reason
if (logOnceKeys.HasKey(key))
return
logOnceKeys[key] := true
Log(msg)
}
LogOnceReset(asset) {
global logOnceKeys
if !IsObject(logOnceKeys)
return
toRemove := []
for k, _ in logOnceKeys {
if (InStr(k, asset "|") = 1)
toRemove.Push(k)
}
for _, k in toRemove
logOnceKeys.Delete(k)
}
PositionSessionEnded(asset, snapshot := "") {
global positions
if !IsObject(positions[asset])
return false
pos := positions[asset]
if (IsObject(snapshot) && snapshot.marketTicker != "" && pos.HasKey("ticker") && pos.ticker != "" && snapshot.marketTicker != pos.ticker)
return true
if (pos.HasKey("quarterIndex") && CurrentQuarterIndex() != pos.quarterIndex)
return true
return false
}
MarkHeldToResolution(asset) {
global positions, assetPhase, pendingPaperSettlements
if !IsObject(positions[asset])
return true
pos := positions[asset]
pos.asset := asset
settlementKey := (pos.HasKey("ticker") && pos.ticker != "") ? pos.ticker : asset "|" A_TickCount
pendingPaperSettlements[settlementKey] := pos
Log(asset " " pos.side " held to resolution | settlement pending")
positions.Delete(asset)
ClearKalshiMarketCache(asset)
assetPhase[asset] := "WAIT_WINDOW"
return true
}
ProcessPendingPaperSettlements() {
global pendingPaperSettlements
if !IsObject(pendingPaperSettlements)
return
resolvedKeys := []
for settlementKey, pos in pendingPaperSettlements {
if !IsObject(pos)
continue
settlePrice := GetKalshiPaperSettlementPrice(settlementKey, pos)
if (settlePrice = "")
continue
asset := pos.HasKey("asset") ? pos.asset : "Kalshi"
lastMark := pos.HasKey("lastMark") ? pos.lastMark + 0 : pos.entry + 0
Log(asset " " pos.side " settlement confirmed @ " Fmt(settlePrice) " (last price " Fmt(lastMark) ")")
RecordPaperTrade(asset, pos.side, pos.entry, settlePrice, pos.size, "held_to_resolution")
resolvedKeys.Push(settlementKey)
}
for _, settlementKey in resolvedKeys
pendingPaperSettlements.Delete(settlementKey)
if (resolvedKeys.Length() > 0)
CheckPaperDailyPnlTargets()
}
ConfirmKalshiPaperStopLoss(asset, pos, ByRef confirmedPrice) {
global Pings, Exit, positions
pingCount := Floor(Pings + 0)
if (pingCount <= 0)
return true
Log(asset " Stop-loss candidate @ " Fmt(confirmedPrice) " | waiting for " pingCount " confirmation ping(s)")
Loop, %pingCount% {
Sleep 1000
freshSnapshot := GetKalshiMarketSnapshot(asset)
if (!IsObject(freshSnapshot) || (pos.HasKey("ticker") && freshSnapshot.marketTicker != pos.ticker)) {
Log(asset " Stop-loss confirmation reset: fresh market price unavailable")
return false
}
pingPrice := (pos.side = "UP") ? freshSnapshot.up : freshSnapshot.down
if (pingPrice = "") {
Log(asset " Stop-loss confirmation reset: fresh side price unavailable")
return false
}
positions[asset].lastMark := pingPrice + 0
confirmedPrice := pingPrice + 0
if (confirmedPrice >= Exit) {
Log("PING " A_Index " : " asset " Stop-loss reset: price rebounded to " Fmt(confirmedPrice))
return false
}
Log("PING " A_Index " : " asset " Stop-loss remained below Exit @ " Fmt(confirmedPrice))
}
return true
}
PaperHasOpenExposure() {
global positions, pendingPaperSettlements
for _, pos in positions {
if IsObject(pos)
return true
}
for _, pos in pendingPaperSettlements {
if IsObject(pos)
return true
}
return false
}
CheckPaperDailyPnlTargets() {
global Daily_Profit_Target, Daily_Loss_Target
if (PaperHasOpenExposure())
return false
pnl := ComputePaperLivePnl()
UpdatePaperAccountLogStream()
if ((Daily_Profit_Target + 0) > 0 && pnl > (Daily_Profit_Target + 0)) {
Log("Daily profit target reached | PnL " FmtPnl(pnl) " > " FmtPnl(Daily_Profit_Target) " | stopping bot")
stopCode()
return true
}
if ((Daily_Loss_Target + 0) < 0 && pnl < (Daily_Loss_Target + 0)) {
Log("Daily loss target reached | PnL " FmtPnl(pnl) " < " FmtPnl(Daily_Loss_Target) " | stopping bot")
stopCode()
return true
}
return false
}
GetKalshiPaperSettlementPrice(settlementKey, pos) {
global kalshiApiBase, paperSettlementLastCheckTick
if !IsObject(pos) || !pos.HasKey("ticker") || pos.ticker = ""
return ""
nowTick := A_TickCount
if (paperSettlementLastCheckTick.HasKey(settlementKey) && (nowTick - paperSettlementLastCheckTick[settlementKey]) < 2000)
return ""
paperSettlementLastCheckTick[settlementKey] := nowTick
url := kalshiApiBase "/trade-api/v2/markets/" pos.ticker "?_=" nowTick
body := HttpGet(url)
if (body = "")
return ""
result := JsonField(body, "result")
StringLower, result, result
if (result = "yes")
yesSettle := 1
else if (result = "no")
yesSettle := 0
else
return ""
paperSettlementLastCheckTick.Delete(settlementKey)
return (pos.side = "UP") ? yesSettle : 1 - yesSettle
}
UpdateKalshiLogStream(asset, snapshot) {
if !IsObject(snapshot)
return ""
priceObj := GetCachedKalshiPriceObj(asset)
livePrice := (IsObject(priceObj) && priceObj.HasKey("price") && priceObj.price > 0) ? priceObj.price : ""
openPrice := (IsObject(priceObj) && priceObj.HasKey("open15m") && priceObj.open15m > 0) ? priceObj.open15m : ""
LiveDelta := ""
if (livePrice != "" && openPrice != "")
LiveDelta := Abs(openPrice - livePrice)
LogMonitoringStream(asset, snapshot, livePrice, openPrice, LiveDelta)
return LiveDelta
}
LogMonitoringStream(asset, snapshot, livePrice := "", openPrice := "", LiveDelta := "") {
global assetMarketLogStreamVisible
if !IsObject(snapshot)
return
if (livePrice != "")
LogStream(asset, FmtOrNA(livePrice))
else
LogStream(asset, "n/a")
LogStream("OPEN PRICE", FmtOrNA(openPrice))
LogStream("up", FmtOrNA(snapshot.up))
LogStream("down", FmtOrNA(snapshot.down))
LogStream("LIVE DELTA", FmtLiveDeltaOrNA(LiveDelta))
assetMarketLogStreamVisible[asset] := true
}
UpdatePaperAccountLogStream() {
global paperWins, paperLosses, paperGrossProfit, paperGrossLoss, paperTradeCount
LogStream("LIVE PNL", FmtPnl(ComputePaperLivePnl()))
LogStream("BALANCE", Fmt2(ComputePaperEquity()))
LogStream("WINS", paperWins "/" paperTradeCount)
LogStream("AVG PROFIT", (paperWins > 0) ? Fmt2(paperGrossProfit / paperWins) : "n/a")
LogStream("AVG LOSS", (paperLosses > 0) ? Fmt2(paperGrossLoss / paperLosses) : "n/a")
}
HideKalshiMarketLogStream(asset) {
global assetMarketLogStreamVisible
if (!assetMarketLogStreamVisible.HasKey(asset) || !assetMarketLogStreamVisible[asset])
return
LogStreamRemove(asset)
LogStreamRemove("OPEN PRICE")
LogStreamRemove("up")
LogStreamRemove("down")
LogStreamRemove("LIVE DELTA")
assetMarketLogStreamVisible[asset] := false
}
GetCachedKalshiPriceObj(asset) {
global assetPriceCache, assetPriceRefreshTick, priceRefreshMs
nowTick := A_TickCount
if (assetPriceCache.HasKey(asset) && assetPriceRefreshTick.HasKey(asset)) {
if ((nowTick - assetPriceRefreshTick[asset]) < priceRefreshMs)
return assetPriceCache[asset]
}
priceObj := GetKalshiPrice(asset)
assetPriceRefreshTick[asset] := nowTick
if (IsObject(priceObj) && priceObj.HasKey("price") && priceObj.price > 0) {
assetPriceCache[asset] := priceObj
return priceObj
}
if (assetPriceCache.HasKey(asset))
return assetPriceCache[asset]
return ""
}
GetCachedKalshiAssetPrice(asset) {
obj := GetCachedKalshiPriceObj(asset)
if (IsObject(obj) && obj.HasKey("price"))
return obj.price
return ""
}
FmtOrNA(price) {
if (price = "")
return "n/a"
return Fmt(price)
}
FmtLiveDeltaOrNA(value) {
if (value = "")
return "n/a"
value := value + 0
if (Abs(value) >= 1)
return Round(value, 2)
return Round(value, 4)
}
Fmt(price) {
return Round(price + 0, 2)
}
Fmt2(value) {
return Format("{:.2f}", value + 0)
}
FmtPnl(value) {
if (value = "")
return "n/a"
value := Round(value + 0, 2)
if (value > 0)
return "+" Format("{:.2f}", value)
return Format("{:.2f}", value)
}
PaperFormatSize(size) {
value := Round((size + 0) * 100) / 100.0
text := Format("{:.2f}", value)
while (InStr(text, ".") && SubStr(text, StrLen(text), 1) = "0")
text := SubStr(text, 1, StrLen(text) - 1)
if (SubStr(text, StrLen(text), 1) = ".")
text := SubStr(text, 1, StrLen(text) - 1)
return text
}
PaperBuyPosition(asset, side, price) {
global paperBalance, orderSize
cost := (price + 0) * (orderSize + 0)
if (cost > paperBalance) {
Log(asset " Paper buy rejected: cost " Fmt2(cost) " exceeds cash balance " Fmt2(paperBalance))
Log("Not enough paper balance left to place trades. Stopping script.")
stopCode()
return false
}
paperBalance -= cost
Log(asset " Paper " side " filled @ " Fmt(price) " | size " PaperFormatSize(orderSize) " | cost " Fmt2(cost) " | cash " Fmt2(paperBalance))
return true
}
RecordPaperTrade(asset, side, entryPrice, exitPrice, size, reason) {
global paperBalance, paperWins, paperLosses, paperGrossProfit, paperGrossLoss, paperTradeCount
proceeds := (exitPrice + 0) * (size + 0)
pnl := ((exitPrice + 0) - (entryPrice + 0)) * (size + 0)
paperBalance += proceeds
paperTradeCount++
if (pnl > 0) {
paperWins++
paperGrossProfit += pnl
} else {
paperLosses++
paperGrossLoss += Abs(pnl)
}
Log(asset " Paper " side " closed @ " Fmt(exitPrice) " | entry " Fmt(entryPrice) " | size " PaperFormatSize(size) " | PnL " FmtPnl(pnl) " | cash " Fmt2(paperBalance) " | " reason)
}
ComputePaperEquity() {
global paperBalance, positions, pendingPaperSettlements
equity := paperBalance + 0
for _, pos in positions {
if !IsObject(pos)
continue
mark := pos.HasKey("lastMark") ? pos.lastMark + 0 : pos.entry + 0
equity += mark * (pos.size + 0)
}
for _, pos in pendingPaperSettlements {
if !IsObject(pos)
continue
mark := pos.HasKey("lastMark") ? pos.lastMark + 0 : pos.entry + 0
equity += mark * (pos.size + 0)
}
return equity
}
ComputePaperLivePnl() {
global initialBalance
return ComputePaperEquity() - (initialBalance + 0)
}
CurrentUtcNowAhk() {
nowUtc := A_NowUTC
if (nowUtc != "")
return nowUtc
out := Trim(RunAndCapture("powershell -NoProfile -Command ""[DateTime]::UtcNow.ToString('yyyyMMddHHmmss')"""))
if RegExMatch(out, "^\d{14}$")
return out
return ""
}
RunAndCapture(command) {
return RunCMD(command, A_ScriptDir)
}
MinutesRemainingInQuarter() {
utc := CurrentUtcNowAhk()
if (utc = "") {
; Fallback to local clock if UTC unavailable
currentMinute := A_Min + 0
remaining := 15 - Mod(currentMinute, 15)
remaining := remaining - ((A_Sec + 0) / 60.0)
return remaining
}
mm := SubStr(utc, 11, 2) + 0
ss := SubStr(utc, 13, 2) + 0
remaining := 15 - Mod(mm, 15) - (ss / 60.0)
return remaining
}
IsXMinRemaining(x) {
return (MinutesRemainingInQuarter() <= x)
}
CurrentQuarterIndex() {
utc := CurrentUtcNowAhk()
if (utc = "") {
totalMinutes := (A_Hour + 0) * 60 + (A_Min + 0)
return Floor(totalMinutes / 15)
}
hh := SubStr(utc, 9, 2) + 0
mm := SubStr(utc, 11, 2) + 0
totalMinutes := hh * 60 + mm
return Floor(totalMinutes / 15)
}
SnapshotMinutesLeft(snapshot) {
if !IsObject(snapshot)
return ""
if (snapshot.HasKey("closeTime") && snapshot.closeTime != "") {
minsLeft := MinutesUntilIsoUtc(snapshot.closeTime)
if (minsLeft != "")
return minsLeft
}
if (snapshot.HasKey("minutesLeft"))
return snapshot.minutesLeft
return ""
}
IsSnapshotExpired(snapshot, cutoffMinutes := 0) {
minsLeft := SnapshotMinutesLeft(snapshot)
return (minsLeft != "" && minsLeft <= cutoffMinutes)
}
ClearKalshiMarketCache(asset) {
global assetSnapshotCache, assetMarketRefreshTick
if (assetSnapshotCache.HasKey(asset))
assetSnapshotCache.Delete(asset)
if (assetMarketRefreshTick.HasKey(asset))
assetMarketRefreshTick.Delete(asset)
}
GetKalshiMarketSnapshot(asset, maxRetries := 4) {
global assetSeriesMap, assetSnapshotCache, assetMarketRefreshTick, marketRefreshMs
if !assetSeriesMap.HasKey(asset)
return false
series := assetSeriesMap[asset]
nowTick := A_TickCount
if (assetSnapshotCache.HasKey(asset) && assetMarketRefreshTick.HasKey(asset)) {
cached := assetSnapshotCache[asset]
if (IsObject(cached) && (nowTick - assetMarketRefreshTick[asset]) < marketRefreshMs) {
if (IsSnapshotExpired(cached, 0.5)) {
ClearKalshiMarketCache(asset)
} else {
if (RefreshKalshiBestAsks(cached))
return cached
return false
}
}
}
attempt := 1
while (attempt <= maxRetries) {
url := "https://api.elections.kalshi.com/trade-api/v2/markets?series_ticker=" series "&status=open&limit=1&_=" A_TickCount "-" attempt
body := HttpGet(url)
if (body != "") {
marketTicker := GetFirstNonEmptyJsonField(body, ["ticker"])
yesPrice := GetKalshiDollarPrice(body, "yes_ask_dollars", "yes_ask")
noPrice := GetKalshiDollarPrice(body, "no_ask_dollars", "no_ask")
closeIso := GetFirstNonEmptyJsonField(body, ["close_time", "expected_expiration_time", "expiration_time", "settlement_time"])
minsLeft := MinutesUntilIsoUtc(closeIso)
; Skip markets that already closed or close in < 30 seconds (stale/expired)
if (minsLeft != "" && minsLeft < 0.5) {
if (attempt < maxRetries) {
Sleep 200
attempt++
continue
}
}
if (marketTicker != "") {
obj := {}
obj.up := (yesPrice != "") ? yesPrice + 0 : ""
obj.down := (noPrice != "") ? noPrice + 0 : ""
obj.minutesLeft := minsLeft
obj.closeTime := closeIso
obj.marketTicker := marketTicker
assetSnapshotCache[asset] := obj
assetMarketRefreshTick[asset] := nowTick
if (RefreshKalshiBestAsks(obj) || (obj.up != "" && obj.down != ""))
return obj
}
}
if (attempt < maxRetries)
Sleep 200
attempt++
}
if (assetSnapshotCache.HasKey(asset)) {
cached := assetSnapshotCache[asset]
if IsObject(cached) {
if (IsSnapshotExpired(cached, 0.5)) {
ClearKalshiMarketCache(asset)
return false
}
if (RefreshKalshiBestAsks(cached))
return cached
}
}
return false
}
RefreshKalshiBestAsks(snapshot) {
if !IsObject(snapshot) || snapshot.marketTicker = ""
return false
url := "https://api.elections.kalshi.com/trade-api/v2/markets/" snapshot.marketTicker "/orderbook?depth=1&_=" A_TickCount
body := HttpGet(url)
if (body = "")
return false
yesBid := GetOrderbookBestBid(body, "yes_dollars")
noBid := GetOrderbookBestBid(body, "no_dollars")
updated := false
if (noBid != "") {
snapshot.up := Round(1 - (noBid + 0), 4)
updated := true
}
if (yesBid != "") {
snapshot.down := Round(1 - (yesBid + 0), 4)
updated := true
}
return updated
}
GetOrderbookBestBid(json, sideField) {
pattern := """" sideField """\s*:\s*\[\s*\[\s*""?(-?\d+(?:\.\d+)?)"
if RegExMatch(json, pattern, m)
return m1
return ""
}
GetKalshiDollarPrice(json, dollarField, centsField := "") {
val := GetFirstNonEmptyJsonField(json, [dollarField])
if (val != "")
return val
if (centsField != "") {
val := GetFirstNonEmptyJsonField(json, [centsField])
if (val != "" && IsNumericStr(val))
return (val + 0) / 100.0
}
return ""
}
GetFirstNonEmptyJsonField(json, fields, skipZero := false) {
for _, field in fields {
val := JsonField(json, field)
if (val != "") {
if (skipZero && IsNumericStr(val) && (val + 0) = 0)
continue
return val
}
}
return ""
}
IsNumericStr(s) {
s := Trim(s)
return RegExMatch(s, "^-?\d+(\.\d+)?$")
}
JsonField(json, field) {
pattern := """" field """\s*:\s*(""([^""]*)""|[^,}\s][^,}\r\n]*)"
result := ""
pos := 1
while (pos := RegExMatch(json, pattern, m, pos)) {
val := Trim(m1)
val := Trim(val, """")
if (val != "")
result := val
pos += StrLen(m)
}
return result
}
MinutesUntilIsoUtc(iso) {
ts := IsoUtcToAhk(iso)
if (ts = "")
return ""
nowUtc := CurrentUtcNowAhk()
if (nowUtc = "")
return ""
diff := ts
EnvSub, diff, %nowUtc%, Seconds
return diff / 60.0
}
IsoUtcToAhk(iso) {
if (iso = "")
return ""
if !RegExMatch(iso, "O)^(\d{4})-(\d{2})-(\d{2})T(\d{2}):(\d{2}):(\d{2})", m)
return ""
return m1 m2 m3 m4 m5 m6
}
Live-Trading Setup
Credentials Filenames
API Key
apikeyPrivate Key
privatekeyLive-Trading Code
; ====================================
; KALSHI v5 LIVE TRADING CONFIGURATION
; ====================================
timeDelay := 8 ; activation window in minutes
EntryRange := [0.80, 0.93] ; inclusive entry range: [Min, Max]
Exit := 0.40 ; stop/exit when entered side price < 40c
TakeProfitPts := 0.10 ; take profit at confirmed fill price + these points; 1 holds winners to resolution
Delta := 0 ; min |open15m - price| required alongside EntryRange
assets := ["BTC"] ; Options ["ETH"] ,["SOL"] ,["XRP"] , ["HYPE"] , ["BNB"] , ["DOGE"]
orderSize := 1 ; number of contracts for trade
Pings := 0 ; one-second stop-loss confirmation checks; 0 exits immediately
;=================
;DAILY TARGETS
;=================
Daily_Profit_Target := 400 ; stop after closed-trade PnL is greater than this; 0 disables
Daily_Loss_Target := -200 ; stop after closed-trade PnL is less than this negative value; 0 disables
; =============================================================
; Kalshi Order API Config
; DO NOT TOUCH BELOW VALUES UNLESS YOU KNOW WHAT YOU ARE DOING
; =============================================================
settingsValid := true
EntryMin := ""
EntryMax := ""
entryRangeShapeValid := (IsObject(EntryRange) && EntryRange.Length() = 2)
if (!entryRangeShapeValid) {
Log("ERROR: EntryRange must be [Min, Max], for example [0.60, 0.70]. Both values need to be decimals between 0 and 1.")
settingsValid := false
} else {
entryMinRaw := EntryRange[1]
entryMaxRaw := EntryRange[2]
entryMinValid := IsNumericStr(entryMinRaw) && (entryMinRaw + 0) > 0 && (entryMinRaw + 0) < 1
entryMaxValid := IsNumericStr(entryMaxRaw) && (entryMaxRaw + 0) > 0 && (entryMaxRaw + 0) < 1
if (!entryMinValid) {
Log("ERROR: EntryRange Min is '" entryMinRaw "'. It needs to be a decimal between 0 and 1, for example 0.60.")
settingsValid := false
} else {
EntryMin := entryMinRaw + 0
}
if (!entryMaxValid) {
Log("ERROR: EntryRange Max is '" entryMaxRaw "'. It needs to be a decimal between 0 and 1, for example 0.70.")
settingsValid := false
} else {
EntryMax := entryMaxRaw + 0
}
if (entryMinValid && entryMaxValid && EntryMin > EntryMax) {
Log("ERROR: EntryRange Min " EntryMin " is greater than Max " EntryMax ". Put the smaller decimal first, for example [0.60, 0.70].")
settingsValid := false
}
}
exitValid := IsNumericStr(Exit) && (Exit + 0) > 0 && (Exit + 0) < 1
if (!exitValid) {
Log("ERROR: Exit is '" Exit "'. It needs to be a decimal between 0 and 1, for example 0.40.")
settingsValid := false
}
takeProfitPtsValid := IsNumericStr(TakeProfitPts) && (TakeProfitPts + 0) > 0 && (TakeProfitPts + 0) <= 1
if (!takeProfitPtsValid) {
Log("ERROR: TakeProfitPts is '" TakeProfitPts "'. It needs to be greater than 0 and no more than 1, for example 0.10 or 1.")
settingsValid := false
}
dailyProfitTargetValid := IsNumericStr(Daily_Profit_Target) && (Daily_Profit_Target + 0) >= 0
if (!dailyProfitTargetValid) {
Log("ERROR: Daily_Profit_Target is '" Daily_Profit_Target "'. Use a positive dollar amount, or 0 to disable it.")
settingsValid := false
}
dailyLossTargetValid := IsNumericStr(Daily_Loss_Target) && (Daily_Loss_Target + 0) <= 0
if (!dailyLossTargetValid) {
Log("ERROR: Daily_Loss_Target is '" Daily_Loss_Target "'. Use a negative dollar amount, or 0 to disable it.")
settingsValid := false
}
pingsText := Trim(Pings)
pingsValid := RegExMatch(pingsText, "^\d+$")
if (!pingsValid) {
Log("ERROR: Pings is '" Pings "'. Use a whole number of confirmation checks, for example 0, 1, or 2.")
settingsValid := false
}
if (!settingsValid) {
Log("ERROR: Fix the settings listed above and restart the script. Stopping now.")
stopCode()
return
}
if ((TakeProfitPts + 0) = 1)
Log("TakeProfitPts = 1, winners will be held to resolution")
enableLiveOrders := true
pollIntervalMs := 700
marketRefreshMs := 5000 ; refresh market/session metadata less often; orderbook still refreshes every loop
priceRefreshMs := 1500 ; throttle live asset price calls used only for LogStream
restDelay := 2000 ; ms to let order rest before checking position
entryDiff := 0.02 ; added to price on BUY orders (aggressive entry)
exitDiff := 0.02 ; subtracted from price on SELL orders (aggressive exit)
kalshiApiBase := "https://api.elections.kalshi.com"
assetSeriesMap := { "BTC": "KXBTC15M", "ETH": "KXETH15M", "SOL": "KXSOL15M", "XRP": "KXXRP15M", "DOGE": "KXDOGE15M", "HYPE": "KXHYPE15M", "BNB": "KXBNB15M" }
kalshiApiKeyId := ""
kalshiApiKeyFile := "reactions/apikey.json"
kalshiPrivateKeyFile := "reactions/privatekey.json"
kalshiPrivateKeyPath := ""
kalshiApiKeyResolvedPath := ""
kalshiPrivateKeyResolvedPath := ""
kalshiKeyPassphrase := ""
kalshiSignerPath := ""
; Track one open position per asset.
positions := {}
assetPhase := {} ; WAIT_WINDOW | MONITORING | IN_POSITION | STOPPED_OUT | TOOK_PROFIT
assetSessionQuarter := {} ; quarter index currently tracked per asset
assetLastPriceLogTick := {} ; throttled logging control
assetSnapshotCache := {}
assetMarketRefreshTick := {}
assetPriceCache := {}
assetPriceRefreshTick := {}
kalshiLastOrderResult := {}
; Live PnL for trades opened by this script run.
kalshiRealizedPnl := 0
kalshiWins := 0
kalshiTradeCount := 0
kalshiHasUntrackedPosition := false
kalshiDailyTargetCheckPending := false
pendingKalshiSettlements := {}
pendingKalshiClosedTrades := {}
kalshiSettlementLastCheckTick := {}
LoadKalshiCredentialsFromFiles()
if (kalshiSignerPath = "")
kalshiSignerPath := FindNightSharkSigner()
Log("Application Started | EntryRange: [" EntryMin ", " EntryMax "] | Exit: " Exit " | TakeProfitPts: " TakeProfitPts " | Pings: " Pings " | Daily targets: " Daily_Profit_Target "/" Daily_Loss_Target " | Delta: " Delta " | Window: last " timeDelay "m")
StartupCredentialCheck()
UpdateKalshiPnlLogStreams()
loop {
for _, asset in assets {
snapshot := GetKalshiMarketSnapshot(asset)
if !IsObject(snapshot) {
if (PositionSessionEnded(asset))
MarkHeldToResolution(asset)
else if IsObject(positions[asset])
positions[asset].lastMark := ""
noDataKey := asset "|NO_DATA_" CurrentQuarterIndex()
if !IsObject(logOnceKeys)
logOnceKeys := {}
if !logOnceKeys.HasKey(noDataKey) {
logOnceKeys[noDataKey] := true
Log(asset " Waiting for market data")
}
continue
}
up := snapshot.up
down := snapshot.down
; Recompute minsLeft live from closeTime so cached snapshots reflect real elapsed time
minsLeft := SnapshotMinutesLeft(snapshot)
if (minsLeft = "")
minsLeft := MinutesRemainingInQuarter()
inEntryWindow := (minsLeft > 0 && minsLeft <= timeDelay)
sessionKey := (snapshot.marketTicker != "") ? snapshot.marketTicker : ((snapshot.closeTime != "") ? snapshot.closeTime : CurrentQuarterIndex())
if (PositionSessionEnded(asset, snapshot)) {
MarkHeldToResolution(asset)
continue
}
if (!assetSessionQuarter.HasKey(asset) || assetSessionQuarter[asset] != sessionKey) {
assetSessionQuarter[asset] := sessionKey
assetPhase[asset] := "WAIT_WINDOW"
assetLastPriceLogTick[asset] := 0
LogOnceReset(asset)
Log(asset " New session (" snapshot.marketTicker ")")
kalshiHasUntrackedPosition := false
if (snapshot.marketTicker != "" && HasExistingPosition(snapshot.marketTicker)) {
assetPhase[asset] := "HAS_POSITION"
kalshiHasUntrackedPosition := true
}
continue
}
if IsObject(positions[asset]) {
TryReconcileKalshiEntry(asset)
pos := positions[asset]
current := (pos.side = "UP") ? up : down
currentBid := KalshiSnapshotPositionBid(snapshot, pos.side, pos.size)
positions[asset].lastMark := (currentBid != "") ? currentBid + 0 : ""
assetPhase[asset] := "IN_POSITION"
UpdateKalshiLogStream(asset, snapshot)
exitReason := ""
exitPhase := ""
exitWaitMessage := ""
takeProfitTarget := pos.HasKey("takeProfitTarget") ? pos.takeProfitTarget + 0 : (pos.entry + TakeProfitPts)
if (current < Exit) {
confirmedStopPrice := current
if (ConfirmKalshiLiveStopLoss(asset, pos, confirmedStopPrice)) {
current := confirmedStopPrice
exitReason := "exit_below_" Exit
exitPhase := "STOPPED_OUT"
exitWaitMessage := asset " Stopped out, waiting for next session"
Log(asset " Stop-loss confirmed @ " Fmt(current) " < " Fmt(Exit))
}
} else if (KalshiPositionAccountingReady(pos) && takeProfitTarget <= 1 && current >= takeProfitTarget) {
exitReason := "take_profit_at_" takeProfitTarget
exitPhase := "TOOK_PROFIT"
exitWaitMessage := asset " Take profit completed, waiting for next session"
Log(asset " Take-profit triggered @ " Fmt(current) " >= " Fmt(takeProfitTarget) " (fill " Fmt(pos.entry) " + " Fmt(TakeProfitPts) ")")
}
if (exitReason != "") {
sellConfirmed := false
exitOrderIds := []
exitResponseSummary := NewKalshiFillSummary()
loop, 4 {
if (A_Index > 1) {
freshSnap := GetKalshiMarketSnapshot(asset)
if IsObject(freshSnap)
current := (pos.side = "UP") ? freshSnap.up : freshSnap.down
}
sellResult := SellPosition(asset, pos.side, current, exitReason)
AccumulateKalshiLastOrderFill(exitOrderIds, exitResponseSummary)
if (sellResult) {
Log(asset " Position closed")
sellConfirmed := true
break
}
if (A_Index < 4) {
Log(asset " Exit retry " A_Index "/3 | " KalshiLastOrderApiSummary())
Sleep 1000
}
}
if (!sellConfirmed) {
Log(asset " Exit order failed after 4 attempts | " KalshiLastOrderApiSummary())
assetPhase[asset] := "IN_POSITION"
} else {
QueueOrRecordKalshiClosedTrade(asset, pos, exitOrderIds, exitResponseSummary, exitReason)
positions.Delete(asset)
assetPhase[asset] := exitPhase
LogOnce(asset, exitPhase, exitWaitMessage)
}
}
continue
}
if (assetPhase[asset] = "STOPPED_OUT") {
LogOnce(asset, "STOPPED_OUT", asset " Stopped out, waiting for next session")
continue
}
if (assetPhase[asset] = "TOOK_PROFIT") {
LogOnce(asset, "TOOK_PROFIT", asset " Take profit completed, waiting for next session")
continue
}
if (assetPhase[asset] = "BUY_FAILED") {
LogOnce(asset, "BUY_FAILED", asset " Buy failed earlier, waiting for next session")
continue
}
if (assetPhase[asset] = "HAS_POSITION") {
LogOnce(asset, "HAS_POSITION", asset " Existing position, waiting for next session")
continue
}
; --- Waiting for entry window ---
if (!inEntryWindow) {
if (minsLeft <= 0)
LogOnce(asset, "SESSION_ENDED", asset " End of session, waiting for new market")
else
LogOnce(asset, "WAIT_WINDOW", asset " Waiting for last " timeDelay " minutes")
assetPhase[asset] := "WAIT_WINDOW"
continue
}
; --- Entry window open: monitoring prices ---
if (!assetPhase.HasKey(asset) || assetPhase[asset] != "MONITORING") {
assetPhase[asset] := "MONITORING"
Log(asset " Monitoring Kalshi entry range [" Fmt(EntryMin) ", " Fmt(EntryMax) "] | Delta >= " Delta)
}
; Live price + LiveDelta (|open15m - price|) is only needed once a current session is ready to monitor.
LiveDelta := UpdateKalshiLogStream(asset, snapshot)
side := ""
entryPrice := ""
upInEntryRange := (up >= EntryMin && up <= EntryMax)
downInEntryRange := (down >= EntryMin && down <= EntryMax)
if (upInEntryRange || downInEntryRange) {
if (LiveDelta != "" && LiveDelta >= Delta) {
if (upInEntryRange && (!downInEntryRange || up >= down)) {
side := "UP"
entryPrice := up
} else {
side := "DOWN"
entryPrice := down
}
} else {
LogOnce(asset, "DELTA_LOW", asset " LiveDelta " FmtOrNA(LiveDelta) " < Delta " Delta ", skipping entry")
}
} else {
LogOnce(asset, "PRICE_OUT_OF_RANGE", asset " UP " Fmt(up) " / DOWN " Fmt(down) " outside entry range [" Fmt(EntryMin) ", " Fmt(EntryMax) "]")
}
if (side = "")
continue
if !CanPlaceOrderNow(asset) {
LogOnce(asset, "NO_CREDS", asset " Missing credentials, cannot place orders")
continue
}
existingPositionSize := GetKalshiPositionSize(snapshot.marketTicker, 3)
if (existingPositionSize = "") {
LogOnce(asset, "POSITION_CHECK_FAILED", asset " Position check unavailable; entry paused")
continue
}
if (existingPositionSize > 0) {
assetPhase[asset] := "HAS_POSITION"
kalshiHasUntrackedPosition := true
Log(asset " Existing position found, waiting for next session")
continue
}
Log(asset " " side " triggered @ " Fmt(entryPrice) " — placing order")
buyConfirmed := false
loop, 4 {
if (A_Index > 1 && HasExistingPosition(snapshot.marketTicker)) {
Log(asset " Position detected before retry " A_Index ", skipping")
buyConfirmed := true
break
}
if (A_Index > 1) {
freshSnap := GetKalshiMarketSnapshot(asset)
if IsObject(freshSnap)
entryPrice := (side = "UP") ? freshSnap.up : freshSnap.down
}
if (entryPrice < EntryMin || entryPrice > EntryMax) {
Log(asset " Entry retry canceled: " side " price " Fmt(entryPrice) " outside [" Fmt(EntryMin) ", " Fmt(EntryMax) "]")
break
}
if BuyPosition(asset, snapshot.marketTicker, side, entryPrice) {
buyConfirmed := true
break
}
if (KalshiResultValue(kalshiLastOrderResult, "fatal", false))
break
if (A_Index < 4) {
Log(asset " Entry retry " A_Index "/3 | " KalshiLastOrderApiSummary())
Sleep 1000
}
}
if (buyConfirmed) {
kalshiHasUntrackedPosition := false
orderId := KalshiResultValue(kalshiLastOrderResult, "orderId", "")
fillSummary := KalshiLastOrderFillSummary()
accountingReady := KalshiFillSummaryReady(fillSummary)
fillPrice := accountingReady ? fillSummary.price + 0 : ""
fillPriceSource := accountingReady ? fillSummary.source : ""
if (!accountingReady) {
fillPrice := entryPrice + 0
fillPriceSource := "detected price fallback"
Log("WARN: " asset " Exact entry fills/fees are still pending; PnL and take-profit will wait for reconciliation")
}
confirmedPositionSize := KalshiResultValue(kalshiLastOrderResult, "positionSize", "")
posSize := accountingReady ? fillSummary.size + 0 : confirmedPositionSize
if (posSize = "" || posSize <= 0)
posSize := GetKalshiPositionSize(snapshot.marketTicker, 3)
if (posSize = "" || posSize <= 0)
posSize := orderSize + 0
entryFees := accountingReady ? fillSummary.fees + 0 : 0
takeProfitTarget := (fillPrice + 0) + (TakeProfitPts + 0)
initialMark := KalshiSnapshotPositionBid(snapshot, side, posSize)
positions[asset] := { side: side, entry: fillPrice + 0, entryFees: entryFees, size: posSize, expectedSize: posSize, accountingReady: accountingReady, entryOrderId: orderId, takeProfitTarget: takeProfitTarget, ticker: snapshot.marketTicker, quarterIndex: CurrentQuarterIndex(), lastMark: initialMark }
assetPhase[asset] := "IN_POSITION"
assetLastPriceLogTick[asset] := 0
if (accountingReady)
Log(asset " Position confirmed | fill " Fmt(fillPrice) " | size " KalshiFormatSize(posSize) " | entry fees " FmtMoney(entryFees) " (" fillPriceSource ")")
else
Log(asset " Position confirmed | exact fill accounting pending")
if (!accountingReady)
Log(asset " Waiting for exact entry accounting before enabling take-profit")
else if (takeProfitTarget > 1)
Log(asset " TP target " Fmt(takeProfitTarget) " > 1; no TP exit—hold for resolution")
else
Log(asset " Monitoring stop-loss < " Fmt(Exit) " | take-profit >= " Fmt(takeProfitTarget) " (fill + " Fmt(TakeProfitPts) ")")
} else if (!KalshiResultValue(kalshiLastOrderResult, "fatal", false)) {
assetPhase[asset] := "BUY_FAILED"
Log(asset " Entry order not filled after 4 attempts, skipping session | " KalshiLastOrderApiSummary())
}
}
ProcessPendingKalshiAccounting()
if (kalshiDailyTargetCheckPending)
RunPendingKalshiDailyTargetCheck()
UpdateKalshiPnlLogStreams()
Random, pollJitterMs, 0, 250
sleepMs := pollIntervalMs + pollJitterMs
Sleep %sleepMs%
}
LogOnce(asset, reason, msg) {
global logOnceKeys
if !IsObject(logOnceKeys)
logOnceKeys := {}
key := asset "|" reason
if (logOnceKeys.HasKey(key))
return
logOnceKeys[key] := true
Log(msg)
}
LogOnceReset(asset) {
global logOnceKeys
if !IsObject(logOnceKeys)
return
toRemove := []
for k, _ in logOnceKeys {
if (InStr(k, asset "|") = 1)
toRemove.Push(k)
}
for _, k in toRemove
logOnceKeys.Delete(k)
}
PositionSessionEnded(asset, snapshot := "") {
global positions
if !IsObject(positions[asset])
return false
pos := positions[asset]
if (IsObject(snapshot) && snapshot.marketTicker != "" && pos.HasKey("ticker") && pos.ticker != "" && snapshot.marketTicker != pos.ticker)
return true
if (pos.HasKey("quarterIndex") && CurrentQuarterIndex() != pos.quarterIndex)
return true
return false
}
MarkHeldToResolution(asset) {
global positions, assetPhase, pendingKalshiSettlements
if !IsObject(positions[asset])
return
pos := positions[asset]
pos.asset := asset
pos.lastMark := ""
settlementKey := (pos.HasKey("ticker") && pos.ticker != "") ? pos.ticker : asset "|" A_TickCount
pendingKalshiSettlements[settlementKey] := pos
Log(asset " " pos.side " held to resolution | PnL settlement pending")
positions.Delete(asset)
ClearKalshiMarketCache(asset)
assetPhase[asset] := "WAIT_WINDOW"
}
ConfirmKalshiLiveStopLoss(asset, pos, ByRef confirmedPrice) {
global Pings, Exit, positions
pingCount := Floor(Pings + 0)
if (pingCount <= 0)
return true
Log(asset " Stop-loss candidate @ " Fmt(confirmedPrice) " | waiting for " pingCount " confirmation ping(s)")
Loop, %pingCount% {
Sleep 1000
freshSnapshot := GetKalshiMarketSnapshot(asset)
if (!IsObject(freshSnapshot) || (pos.HasKey("ticker") && freshSnapshot.marketTicker != pos.ticker)) {
Log(asset " Stop-loss confirmation reset: fresh market price unavailable")
return false
}
pingPrice := (pos.side = "UP") ? freshSnapshot.up : freshSnapshot.down
if (pingPrice = "") {
Log(asset " Stop-loss confirmation reset: fresh side price unavailable")
return false
}
confirmedPrice := pingPrice + 0
currentBid := KalshiSnapshotPositionBid(freshSnapshot, pos.side, pos.size)
if IsObject(positions[asset])
positions[asset].lastMark := (currentBid != "") ? currentBid + 0 : ""
if (confirmedPrice >= Exit) {
Log("PING " A_Index " : " asset " Stop-loss reset: price rebounded to " Fmt(confirmedPrice))
return false
}
Log("PING " A_Index " : " asset " Stop-loss remained below Exit @ " Fmt(confirmedPrice))
}
return true
}
UpdateKalshiLogStream(asset, snapshot) {
if !IsObject(snapshot)
return ""
priceObj := GetCachedKalshiPriceObj(asset)
livePrice := (IsObject(priceObj) && priceObj.HasKey("price") && priceObj.price > 0) ? priceObj.price : ""
LiveDelta := ""
if (livePrice != "" && IsObject(priceObj) && priceObj.HasKey("open15m") && priceObj.open15m > 0)
LiveDelta := Abs(priceObj.open15m - livePrice)
LogMonitoringStream(asset, snapshot, livePrice, LiveDelta)
return LiveDelta
}
LogMonitoringStream(asset, snapshot, livePrice := "", LiveDelta := "") {
if !IsObject(snapshot)
return
if (livePrice != "")
LogStream(asset, FmtOrNA(livePrice))
else
LogStream(asset, "n/a")
LogStream("up", FmtOrNA(snapshot.up))
LogStream("down", FmtOrNA(snapshot.down))
LogStream("LIVE DELTA", FmtLiveDeltaOrNA(LiveDelta))
}
GetCachedKalshiPriceObj(asset) {
global assetPriceCache, assetPriceRefreshTick, priceRefreshMs
nowTick := A_TickCount
if (assetPriceCache.HasKey(asset) && assetPriceRefreshTick.HasKey(asset)) {
if ((nowTick - assetPriceRefreshTick[asset]) < priceRefreshMs)
return assetPriceCache[asset]
}
priceObj := GetKalshiPrice(asset)
assetPriceRefreshTick[asset] := nowTick
if (IsObject(priceObj) && priceObj.HasKey("price") && priceObj.price > 0) {
assetPriceCache[asset] := priceObj
return priceObj
}
if (assetPriceCache.HasKey(asset))
return assetPriceCache[asset]
return ""
}
GetCachedKalshiAssetPrice(asset) {
obj := GetCachedKalshiPriceObj(asset)
if (IsObject(obj) && obj.HasKey("price"))
return obj.price
return ""
}
FmtOrNA(price) {
if (price = "")
return "n/a"
return Fmt(price)
}
FmtLiveDeltaOrNA(value) {
if (value = "")
return "n/a"
value := value + 0
if (Abs(value) >= 1)
return Round(value, 2)
return Round(value, 4)
}
Fmt(price) {
return Round(price + 0, 2)
}
FmtMoney(value) {
return Format("{:.4f}", value + 0)
}
FmtPnl(value) {
if (value = "")
return "n/a"
value := Round(value + 0, 4)
if (value > 0)
return "+" Format("{:.4f}", value)
return Format("{:.4f}", value)
}
KalshiFormatSize(size) {
value := Round((size + 0) * 100) / 100.0
text := Format("{:.2f}", value)
while (InStr(text, ".") && SubStr(text, StrLen(text), 1) = "0")
text := SubStr(text, 1, StrLen(text) - 1)
if (SubStr(text, StrLen(text), 1) = ".")
text := SubStr(text, 1, StrLen(text) - 1)
return text
}
BuyPosition(asset, marketTicker, side, price) {
global orderSize
return PlaceKalshiOrder("BUY", marketTicker, side, price, orderSize)
}
SellPosition(asset, side, price, reason, clientOrderId := "") {
global positions, orderSize
if !IsObject(positions[asset]) || !positions[asset].HasKey("ticker")
return true
size := positions[asset].HasKey("size") ? positions[asset].size + 0 : orderSize
return PlaceKalshiOrder("SELL", positions[asset].ticker, side, price, size, clientOrderId)
}
HasExistingPosition(marketTicker) {
size := GetKalshiPositionSize(marketTicker)
return (size != "" && size > 0)
}
GetKalshiPositionSize(marketTicker, maxAttempts := 1) {
if (marketTicker = "")
return ""
attempt := 1
while (attempt <= maxAttempts) {
res := KalshiSignedRequest("GET", "/trade-api/v2/portfolio/positions?ticker=" marketTicker)
if IsObject(res) && (res.status = 200) {
qty := JsonField(res.body, "position_fp")
if (qty = "")
return 0
return Abs(qty + 0)
}
if (attempt < maxAttempts)
Sleep 150
attempt++
}
return ""
}
GetKalshiAverageFillPrice(marketTicker, contractSide, orderId := "") {
summary := GetKalshiOrderFillSummary(orderId, contractSide)
if (!KalshiFillSummaryReady(summary))
return ""
return summary.price + 0
}
NewKalshiFillSummary() {
return { size: 0, notional: 0, price: "", fees: 0, feesKnown: true, source: "" }
}
GetKalshiOrderFillSummary(orderId, contractSide, maxAttempts := 1) {
if (orderId = "")
return NewKalshiFillSummary()
attempt := 1
while (attempt <= maxAttempts) {
summary := NewKalshiFillSummary()
cursor := ""
page := 1
pagesComplete := true
while (page <= 100) {
endpoint := "/trade-api/v2/portfolio/fills?limit=1000&order_id=" orderId
if (cursor != "")
endpoint .= "&cursor=" KalshiQueryEncode(cursor)
res := KalshiSignedRequest("GET", endpoint)
if !IsObject(res) || (res.status != 200) {
pagesComplete := false
break
}
pageSummary := ExtractKalshiFillSummary(res.body, contractSide, orderId)
AccumulateKalshiFillSummary(summary, pageSummary)
nextCursor := JsonField(res.body, "cursor")
if (nextCursor = "")
break
if (nextCursor = cursor) {
pagesComplete := false
break
}
cursor := nextCursor
page++
}
if (page > 100)
pagesComplete := false
if (pagesComplete && summary.size > 0)
return summary
if (attempt < maxAttempts)
Sleep 150
attempt++
}
return NewKalshiFillSummary()
}
ExtractKalshiFillSummary(json, contractSide, orderId := "") {
summary := NewKalshiFillSummary()
sawFeeField := false
scanPos := 1
while (matchPos := RegExMatch(json, "\{[^{}]*\}", fillJson, scanPos)) {
scanPos := matchPos + StrLen(fillJson)
if (JsonField(fillJson, "fill_id") = "")
continue
if (orderId != "" && JsonField(fillJson, "order_id") != orderId)
continue
count := GetFirstNonEmptyJsonField(fillJson, ["count_fp", "count"])
if (!IsNumericStr(count) || (count + 0) <= 0)
continue
if (contractSide = "UP")
fillPrice := GetKalshiDollarPrice(fillJson, "yes_price_dollars", "yes_price")
else
fillPrice := GetKalshiDollarPrice(fillJson, "no_price_dollars", "no_price")
if (fillPrice = "") {
legacyPriceField := (contractSide = "UP") ? "yes_price_fixed" : "no_price_fixed"
fillPrice := GetFirstNonEmptyJsonField(fillJson, [legacyPriceField])
}
if (!IsNumericStr(fillPrice) || (fillPrice + 0) <= 0)
continue
fee := JsonField(fillJson, "fee_cost")
if (IsNumericStr(fee)) {
sawFeeField := true
summary.fees += fee + 0
}
summary.notional += (fillPrice + 0) * (count + 0)
summary.size += count + 0
}
if (summary.size > 0) {
summary.price := summary.notional / summary.size
summary.feesKnown := sawFeeField
summary.source := "Kalshi fills API"
}
return summary
}
KalshiFillSummaryReady(summary) {
return IsObject(summary) && summary.size > 0 && summary.price != "" && summary.feesKnown
}
AccumulateKalshiFillSummary(target, source) {
if !IsObject(target) || !IsObject(source) || source.size <= 0
return
target.size += source.size + 0
target.notional += source.notional + 0
target.fees += source.fees + 0
target.feesKnown := target.feesKnown && source.feesKnown
target.price := target.notional / target.size
if (target.source = "")
target.source := source.source
}
KalshiLastOrderFillSummary() {
global kalshiLastOrderResult
if IsObject(kalshiLastOrderResult) && kalshiLastOrderResult.HasKey("fillSummary") && IsObject(kalshiLastOrderResult.fillSummary)
return kalshiLastOrderResult.fillSummary
return NewKalshiFillSummary()
}
AccumulateKalshiLastOrderFill(orderIds, targetSummary) {
global kalshiLastOrderResult
orderId := KalshiResultValue(kalshiLastOrderResult, "orderId", "")
if (orderId != "") {
for _, existingId in orderIds {
if (existingId = orderId)
return
}
orderIds.Push(orderId)
}
AccumulateKalshiFillSummary(targetSummary, KalshiLastOrderFillSummary())
}
KalshiPositionAccountingReady(pos) {
return IsObject(pos) && pos.HasKey("accountingReady") && pos.accountingReady
&& pos.HasKey("entry") && pos.HasKey("entryFees") && pos.HasKey("size") && pos.size > 0
}
ReconcileKalshiPositionObject(pos, force := false) {
global TakeProfitPts
if (KalshiPositionAccountingReady(pos))
return true
if !IsObject(pos) || !pos.HasKey("entryOrderId") || pos.entryOrderId = ""
return false
nowTick := A_TickCount
if (!force && pos.HasKey("accountingLastCheckTick") && (nowTick - pos.accountingLastCheckTick) < 2000)
return false
pos.accountingLastCheckTick := nowTick
summary := GetKalshiOrderFillSummary(pos.entryOrderId, pos.side, force ? 3 : 1)
if (!KalshiFillSummaryReady(summary))
return false
expectedSize := pos.HasKey("expectedSize") ? pos.expectedSize + 0 : pos.size + 0
if (summary.size < (expectedSize - 0.000001))
return false
pos.entry := summary.price + 0
pos.entryFees := summary.fees + 0
pos.size := summary.size + 0
pos.takeProfitTarget := pos.entry + (TakeProfitPts + 0)
pos.accountingReady := true
return true
}
TryReconcileKalshiEntry(asset) {
global positions
if !IsObject(positions[asset]) || KalshiPositionAccountingReady(positions[asset])
return true
if (ReconcileKalshiPositionObject(positions[asset])) {
Log(asset " Exact entry accounting confirmed | fill " Fmt(positions[asset].entry) " | size " KalshiFormatSize(positions[asset].size) " | fees " FmtMoney(positions[asset].entryFees))
return true
}
return false
}
GetKalshiOrdersFillSummary(orderIds, contractSide, fallbackSummary := "") {
apiSummary := NewKalshiFillSummary()
for _, orderId in orderIds {
orderSummary := GetKalshiOrderFillSummary(orderId, contractSide, 2)
AccumulateKalshiFillSummary(apiSummary, orderSummary)
}
if (KalshiFillSummaryReady(apiSummary) && (!KalshiFillSummaryReady(fallbackSummary) || apiSummary.size >= (fallbackSummary.size - 0.000001)))
return apiSummary
if (KalshiFillSummaryReady(fallbackSummary))
return fallbackSummary
if (apiSummary.size > 0)
return apiSummary
return IsObject(fallbackSummary) ? fallbackSummary : NewKalshiFillSummary()
}
KalshiClosedFillSummaryReady(pos, exitSummary) {
if (!KalshiPositionAccountingReady(pos) || !KalshiFillSummaryReady(exitSummary))
return false
return (exitSummary.size + 0) >= ((pos.size + 0) - 0.000001)
}
QueueOrRecordKalshiClosedTrade(asset, pos, orderIds, responseSummary, reason) {
global pendingKalshiClosedTrades
ReconcileKalshiPositionObject(pos, true)
exitSummary := GetKalshiOrdersFillSummary(orderIds, pos.side, responseSummary)
if (KalshiClosedFillSummaryReady(pos, exitSummary)) {
RecordKalshiClosedTrade(asset, pos, exitSummary, reason)
return true
}
pendingKey := (pos.HasKey("ticker") ? pos.ticker : asset) "|" A_TickCount
pendingKalshiClosedTrades[pendingKey] := { asset: asset, pos: pos, orderIds: orderIds, responseSummary: responseSummary, reason: reason }
Log(asset " Position is closed; exact exit fills/fees are pending before PnL is booked")
return false
}
RecordKalshiClosedTrade(asset, pos, exitSummary, reason) {
global kalshiRealizedPnl, kalshiWins, kalshiTradeCount, kalshiDailyTargetCheckPending
size := pos.size + 0
exitPrice := exitSummary.price + 0
entryFees := pos.entryFees + 0
exitFees := exitSummary.fees + 0
pnl := (exitPrice - (pos.entry + 0)) * size - entryFees - exitFees
kalshiRealizedPnl += pnl
kalshiTradeCount++
if (pnl > 0)
kalshiWins++
kalshiDailyTargetCheckPending := true
Log(asset " Live " pos.side " closed | entry " Fmt(pos.entry) " | exit fill " Fmt(exitPrice) " | size " KalshiFormatSize(size) " | fees " FmtMoney(entryFees + exitFees) " | net PnL " FmtPnl(pnl) " | " reason)
}
ProcessPendingKalshiClosedTrades() {
global pendingKalshiClosedTrades
resolvedKeys := []
for pendingKey, pending in pendingKalshiClosedTrades {
if !IsObject(pending) || !IsObject(pending.pos)
continue
pos := pending.pos
if (!ReconcileKalshiPositionObject(pos))
continue
exitSummary := GetKalshiOrdersFillSummary(pending.orderIds, pos.side, pending.responseSummary)
if (!KalshiClosedFillSummaryReady(pos, exitSummary))
continue
RecordKalshiClosedTrade(pending.asset, pos, exitSummary, pending.reason)
resolvedKeys.Push(pendingKey)
}
for _, pendingKey in resolvedKeys
pendingKalshiClosedTrades.Delete(pendingKey)
}
ProcessPendingKalshiSettlements() {
global pendingKalshiSettlements, kalshiApiBase, kalshiSettlementLastCheckTick
resolvedKeys := []
for settlementKey, pos in pendingKalshiSettlements {
if !IsObject(pos) || !ReconcileKalshiPositionObject(pos)
continue
nowTick := A_TickCount
if (kalshiSettlementLastCheckTick.HasKey(settlementKey) && (nowTick - kalshiSettlementLastCheckTick[settlementKey]) < 2000)
continue
kalshiSettlementLastCheckTick[settlementKey] := nowTick
body := HttpGet(kalshiApiBase "/trade-api/v2/markets/" pos.ticker "?_=" nowTick)
result := JsonField(body, "result")
StringLower, result, result
if (result != "yes" && result != "no")
continue
yesSettle := (result = "yes") ? 1 : 0
settlePrice := (pos.side = "UP") ? yesSettle : 1 - yesSettle
settleSummary := NewKalshiFillSummary()
settleSummary.size := pos.size + 0
settleSummary.price := settlePrice
settleSummary.notional := settlePrice * settleSummary.size
settleSummary.fees := 0
settleSummary.feesKnown := true
settleSummary.source := "Kalshi settlement result"
RecordKalshiClosedTrade(pos.asset, pos, settleSummary, "held_to_resolution")
resolvedKeys.Push(settlementKey)
kalshiSettlementLastCheckTick.Delete(settlementKey)
}
for _, settlementKey in resolvedKeys
pendingKalshiSettlements.Delete(settlementKey)
}
ProcessPendingKalshiAccounting() {
ProcessPendingKalshiClosedTrades()
ProcessPendingKalshiSettlements()
}
KalshiSnapshotPositionBid(snapshot, side, size := "") {
if !IsObject(snapshot)
return ""
bidField := (side = "UP") ? "upBid" : "downBid"
bidSizeField := (side = "UP") ? "upBidSize" : "downBidSize"
if (!snapshot.HasKey(bidField) || snapshot[bidField] = "")
return ""
if (size != "") {
if (!snapshot.HasKey(bidSizeField) || snapshot[bidSizeField] = "" || snapshot[bidSizeField] < ((size + 0) - 0.000001))
return ""
}
if (snapshot[bidField] != "")
return snapshot[bidField] + 0
return ""
}
ComputeKalshiLivePnl() {
global kalshiRealizedPnl, positions, pendingKalshiSettlements, pendingKalshiClosedTrades, kalshiHasUntrackedPosition
if (kalshiHasUntrackedPosition)
return ""
if (IsObject(pendingKalshiClosedTrades) && pendingKalshiClosedTrades.Count() > 0)
return ""
; Open trades are marked at the executable bid and include fees already charged.
; An exit fee is not estimated; it is booked from the actual exit fills once paid.
pnl := kalshiRealizedPnl + 0
for _, pos in positions {
if !IsObject(pos) || !KalshiPositionAccountingReady(pos)
return ""
mark := pos.HasKey("lastMark") ? pos.lastMark : ""
if (mark = "")
return ""
pnl += ((mark + 0) - (pos.entry + 0)) * (pos.size + 0) - (pos.entryFees + 0)
}
for _, pos in pendingKalshiSettlements {
if !IsObject(pos) || !KalshiPositionAccountingReady(pos)
return ""
mark := pos.HasKey("lastMark") ? pos.lastMark : ""
if (mark = "")
return ""
pnl += ((mark + 0) - (pos.entry + 0)) * (pos.size + 0) - (pos.entryFees + 0)
}
return pnl
}
UpdateKalshiPnlLogStreams() {
global kalshiWins, kalshiTradeCount
LogStream("LIVE PNL", FmtPnl(ComputeKalshiLivePnl()))
LogStream("WINS", kalshiWins "/" kalshiTradeCount)
}
KalshiHasOpenExposure() {
global positions, pendingKalshiSettlements, pendingKalshiClosedTrades
for _, pos in positions {
if IsObject(pos)
return true
}
for _, pos in pendingKalshiSettlements {
if IsObject(pos)
return true
}
for _, pending in pendingKalshiClosedTrades {
if IsObject(pending)
return true
}
return false
}
RunPendingKalshiDailyTargetCheck() {
global kalshiDailyTargetCheckPending, Daily_Profit_Target, Daily_Loss_Target
if (!kalshiDailyTargetCheckPending || KalshiHasOpenExposure())
return false
pnl := ComputeKalshiLivePnl()
if (pnl = "") {
kalshiDailyTargetCheckPending := false
return false
}
kalshiDailyTargetCheckPending := false
UpdateKalshiPnlLogStreams()
if ((Daily_Profit_Target + 0) > 0 && pnl > (Daily_Profit_Target + 0)) {
Log("Daily profit target reached | PnL " FmtPnl(pnl) " > " FmtPnl(Daily_Profit_Target) " | stopping bot")
stopCode()
return true
}
if ((Daily_Loss_Target + 0) < 0 && pnl < (Daily_Loss_Target + 0)) {
Log("Daily loss target reached | PnL " FmtPnl(pnl) " < " FmtPnl(Daily_Loss_Target) " | stopping bot")
stopCode()
return true
}
return false
}
PlaceKalshiOrder(action, marketTicker, side, price, size, clientOrderId := "") {
global enableLiveOrders, kalshiApiKeyId, kalshiPrivateKeyPath, restDelay, entryDiff, exitDiff, kalshiLastOrderResult
kalshiLastOrderResult := { action: action, ticker: marketTicker, side: side, apiAction: "", apiSide: "", cents: "", price: "", contractCents: "", fillPrice: "", fillSummary: NewKalshiFillSummary(), positionSize: "", timeInForce: "", size: size, status: "", body: "", orderId: "", clientOrderId: clientOrderId, reason: "not submitted" }
if (!enableLiveOrders) {
kalshiLastOrderResult.reason := "live orders disabled"
return true
}
if (kalshiApiKeyId = "" || kalshiPrivateKeyPath = "") {
kalshiLastOrderResult.reason := "missing API credentials"
return false
}
if (marketTicker = "") {
kalshiLastOrderResult.reason := "missing market ticker"
return false
}
isBuy := (ToLower(action) = "buy")
contractPrice := price + 0
if (isBuy)
contractPrice := contractPrice + entryDiff
else
contractPrice := 0.01 ; IoC+reduce_only: sell at any price, exchange fills at best bid
contractCents := KalshiClampCents(Round(contractPrice * 100))
apiAction := ToLower(action)
apiSide := KalshiEventOrderSide(apiAction, side)
apiCents := KalshiEventOrderCents(apiAction, side, contractCents)
priceText := KalshiFixedPriceFromCents(apiCents)
countText := KalshiFixedCount(size)
timeInForce := isBuy ? "good_till_canceled" : "immediate_or_cancel"
reduceOnly := isBuy ? "false" : "true"
if (clientOrderId = "")
clientOrderId := BuildClientOrderId(marketTicker, apiAction, apiSide)
kalshiLastOrderResult.apiAction := apiAction
kalshiLastOrderResult.apiSide := apiSide
kalshiLastOrderResult.cents := apiCents
kalshiLastOrderResult.price := priceText
kalshiLastOrderResult.contractCents := contractCents
kalshiLastOrderResult.timeInForce := timeInForce
kalshiLastOrderResult.clientOrderId := clientOrderId
payload := "{"
. """ticker"":""" marketTicker ""","
. """side"":""" apiSide ""","
. """count"":""" countText ""","
. """price"":""" priceText ""","
. """time_in_force"":""" timeInForce ""","
. """self_trade_prevention_type"":""taker_at_cross"","
. """post_only"":false,"
. """cancel_order_on_pause"":false,"
. """reduce_only"":" reduceOnly ","
. """client_order_id"":""" clientOrderId """"
. "}"
res := KalshiSignedRequest("POST", "/trade-api/v2/portfolio/events/orders", payload)
if !IsObject(res) {
kalshiLastOrderResult.fatal := true
kalshiLastOrderResult.reason := "order submission outcome unknown"
Log("ERROR: " marketTicker " Order submission returned no response. Stopping to prevent an ambiguous order from being duplicated.")
stopCode()
return false
}
kalshiLastOrderResult.status := res.status
kalshiLastOrderResult.body := res.body
orderId := JsonField(res.body, "order_id")
kalshiLastOrderResult.orderId := orderId
responseFillCount := JsonField(res.body, "fill_count")
responseAverageFillPrice := JsonField(res.body, "average_fill_price")
if (IsNumericStr(responseFillCount) && (responseFillCount + 0) > 0 && IsNumericStr(responseAverageFillPrice)) {
; V2 orders quote the YES book. DOWN/NO contract prices are complementary.
contractFillPrice := (side = "UP") ? responseAverageFillPrice + 0 : 1 - (responseAverageFillPrice + 0)
if (contractFillPrice > 0 && contractFillPrice < 1) {
kalshiLastOrderResult.fillPrice := contractFillPrice
responseSummary := NewKalshiFillSummary()
responseSummary.size := responseFillCount + 0
responseSummary.price := contractFillPrice
responseSummary.notional := contractFillPrice * responseSummary.size
responseAverageFee := JsonField(res.body, "average_fee_paid")
responseSummary.feesKnown := IsNumericStr(responseAverageFee)
responseSummary.fees := responseSummary.feesKnown ? (responseAverageFee + 0) * responseSummary.size : 0
responseSummary.source := "Kalshi order response"
kalshiLastOrderResult.fillSummary := responseSummary
}
}
if (res.status = 401 || res.status = 403) {
kalshiLastOrderResult.reason := "auth rejected"
return false
}
if (res.status != 201 && res.status != 200) {
if (res.status >= 500) {
kalshiLastOrderResult.fatal := true
kalshiLastOrderResult.reason := "order submission outcome ambiguous (HTTP " res.status ")"
Log("ERROR: " marketTicker " Kalshi returned HTTP " res.status " for order submission. Stopping because execution status is ambiguous.")
stopCode()
return false
}
kalshiLastOrderResult.reason := "order rejected"
return false
}
if (orderId = "") {
kalshiLastOrderResult.fatal := true
kalshiLastOrderResult.reason := "accepted order response missing order ID"
Log("ERROR: " marketTicker " Kalshi accepted an order without returning an order ID. Stopping because fills cannot be reconciled safely.")
stopCode()
return false
}
kalshiLastOrderResult.reason := "order accepted"
if (isBuy)
Sleep %restDelay%
else
Sleep 150
; A GTC entry may be only partly filled. Freeze the executed quantity by
; canceling every remaining contract before accepting its cost basis.
if (isBuy && orderId != "") {
remainingBefore := GetKalshiOrderRemainingCount(orderId, remainingQueryOk)
cancelNeeded := !remainingQueryOk || remainingBefore > 0.000001
if (cancelNeeded) {
cancelConfirmed := CancelKalshiOrder(orderId)
Sleep 500
remainingAfter := GetKalshiOrderRemainingCount(orderId, remainingAfterQueryOk)
remainderClosed := (remainingAfterQueryOk && remainingAfter <= 0.000001) || cancelConfirmed
if (!remainderClosed) {
kalshiLastOrderResult.fatal := true
kalshiLastOrderResult.reason := "entry remainder cancellation could not be verified"
Log("ERROR: " marketTicker " Entry order may still be resting. PnL accounting cannot safely continue; verify/cancel order " orderId " in Kalshi.")
stopCode()
return false
}
}
}
positionSize := GetKalshiPositionSize(marketTicker, 3)
if (positionSize = "") {
kalshiLastOrderResult.fatal := true
kalshiLastOrderResult.reason := "position confirmation unavailable"
Log("ERROR: " marketTicker " Position could not be verified after order " orderId ". Stopping to prevent duplicate orders and inaccurate PnL.")
stopCode()
return false
}
responseFillSummary := kalshiLastOrderResult.fillSummary
if (isBuy && positionSize <= 0 && IsObject(responseFillSummary) && responseFillSummary.size > 0) {
Sleep 500
positionSize := GetKalshiPositionSize(marketTicker, 5)
if (positionSize = "" || positionSize <= 0) {
kalshiLastOrderResult.fatal := true
kalshiLastOrderResult.reason := "reported entry fills not visible in position"
Log("ERROR: " marketTicker " Kalshi reported entry fills, but the resulting position could not be verified. Stopping to prevent duplicate orders and inaccurate PnL.")
stopCode()
return false
}
}
hasPos := positionSize > 0
kalshiLastOrderResult.positionSize := positionSize
kalshiLastOrderResult.positionOpen := hasPos ? "yes" : "no"
if (isBuy && !hasPos && orderId != "") {
kalshiLastOrderResult.reason := "not filled; resting order closed"
}
if (isBuy) {
if (hasPos && kalshiLastOrderResult.reason = "order accepted")
kalshiLastOrderResult.reason := "position confirmed"
else if (!hasPos && kalshiLastOrderResult.reason = "order accepted")
kalshiLastOrderResult.reason := "position not confirmed"
} else {
if (hasPos)
kalshiLastOrderResult.reason := "position still open after IoC sell"
else
kalshiLastOrderResult.reason := "position closed"
}
if (orderId != "") {
apiFillSummary := GetKalshiOrderFillSummary(orderId, side, 2)
currentFillSummary := kalshiLastOrderResult.fillSummary
if (KalshiFillSummaryReady(apiFillSummary) && (!KalshiFillSummaryReady(currentFillSummary) || apiFillSummary.size >= (currentFillSummary.size - 0.000001)))
kalshiLastOrderResult.fillSummary := apiFillSummary
}
if (isBuy && hasPos) {
currentFillSummary := kalshiLastOrderResult.fillSummary
if (!IsObject(currentFillSummary) || currentFillSummary.size < (positionSize - 0.000001)) {
if !IsObject(currentFillSummary)
currentFillSummary := NewKalshiFillSummary()
currentFillSummary.feesKnown := false
currentFillSummary.source := "incomplete entry fills"
kalshiLastOrderResult.fillSummary := currentFillSummary
}
}
return (isBuy ? hasPos : !hasPos)
}
KalshiEventOrderSide(apiAction, contractSide) {
; V2 quotes everything from the YES book: bid=buy YES, ask=sell YES.
if (apiAction = "buy")
return (contractSide = "UP") ? "bid" : "ask"
return (contractSide = "UP") ? "ask" : "bid"
}
KalshiEventOrderCents(apiAction, contractSide, contractCents) {
contractCents := KalshiClampCents(contractCents)
if (contractSide = "UP")
return contractCents
return KalshiClampCents(100 - contractCents)
}
KalshiClampCents(cents) {
cents := Round(cents + 0)
if (cents < 1)
return 1
if (cents > 99)
return 99
return cents
}
KalshiFixedPriceFromCents(cents) {
cents := KalshiClampCents(cents)
return "0." KalshiPad2(cents) "00"
}
KalshiFixedCount(size) {
countCents := Round((size + 0) * 100)
whole := Floor(countCents / 100)
frac := Mod(countCents, 100)
return whole "." KalshiPad2(frac)
}
KalshiPad2(n) {
n := Round(n + 0)
if (n < 10)
return "0" n
return n
}
KalshiLastOrderApiSummary() {
global kalshiLastOrderResult
if !IsObject(kalshiLastOrderResult)
return "API no order attempt recorded"
action := KalshiResultValue(kalshiLastOrderResult, "action", "ORDER")
side := KalshiResultValue(kalshiLastOrderResult, "side", "")
apiSide := KalshiResultValue(kalshiLastOrderResult, "apiSide", "")
ticker := KalshiResultValue(kalshiLastOrderResult, "ticker", "")
cents := KalshiResultValue(kalshiLastOrderResult, "cents", "")
price := KalshiResultValue(kalshiLastOrderResult, "price", "")
contractCents := KalshiResultValue(kalshiLastOrderResult, "contractCents", "")
timeInForce := KalshiResultValue(kalshiLastOrderResult, "timeInForce", "")
size := KalshiResultValue(kalshiLastOrderResult, "size", "")
status := KalshiResultValue(kalshiLastOrderResult, "status", "")
body := KalshiResultValue(kalshiLastOrderResult, "body", "")
orderId := KalshiResultValue(kalshiLastOrderResult, "orderId", "")
clientOrderId := KalshiResultValue(kalshiLastOrderResult, "clientOrderId", "")
reason := KalshiResultValue(kalshiLastOrderResult, "reason", "")
orderText := action
if (side != "")
orderText .= " " side
if (apiSide != "")
orderText .= " -> " apiSide
if (ticker != "")
orderText .= " " ticker
if (price != "")
orderText .= " @" price
else if (cents != "")
orderText .= " @" cents "c"
if (size != "")
orderText .= " x" size
if (timeInForce != "")
orderText .= " " timeInForce
if (contractCents != "" && contractCents != cents)
orderText .= " contract@" contractCents "c"
if (status = "")
apiText := "API no response"
else
apiText := "API HTTP " status
includeBody := (status != 200 && status != 201)
apiMessage := KalshiApiMessage(body, includeBody)
if (apiMessage != "")
apiText .= " " apiMessage
if (orderId != "")
apiText .= " order_id=" KalshiShortLogText(orderId, 28)
if (reason != "")
apiText .= " | " reason
if (clientOrderId != "")
apiText .= " | cid=" KalshiShortLogText(clientOrderId, 36)
return orderText " | " apiText
}
KalshiApiMessage(body, includeBodyFallback := true) {
body := Trim(body)
if (body = "")
return ""
code := JsonField(body, "code")
message := JsonField(body, "message")
detail := JsonField(body, "detail")
errorText := JsonField(body, "error")
if (code != "" && message != "")
return "code=" KalshiCompactLogText(code, 40) " msg=" KalshiCompactLogText(message, 140)
if (message != "")
return "msg=" KalshiCompactLogText(message, 160)
if (detail != "")
return "detail=" KalshiCompactLogText(detail, 160)
if (errorText != "")
return "error=" KalshiCompactLogText(errorText, 160)
if (includeBodyFallback)
return "body=" KalshiCompactLogText(body, 180)
return ""
}
KalshiResultValue(result, key, fallback := "") {
if IsObject(result) && result.HasKey(key)
return result[key]
return fallback
}
KalshiShortLogText(s, maxLen := 36) {
return KalshiCompactLogText(s, maxLen)
}
KalshiCompactLogText(s, maxLen := 160) {
s := Trim(JsonUnescape(s))
s := StrReplace(s, "`r", " ")
s := StrReplace(s, "`n", " ")
s := StrReplace(s, A_Tab, " ")
s := RegExReplace(s, "\s+", " ")
if (StrLen(s) > maxLen)
return SubStr(s, 1, maxLen - 3) "..."
return s
}
CancelKalshiOrder(orderId) {
if (orderId = "")
return false
res := KalshiSignedRequest("DELETE", "/trade-api/v2/portfolio/events/orders/" orderId)
return IsObject(res) && (res.status = 200 || res.status = 204)
}
GetKalshiOrderRemainingCount(orderId, ByRef queryOk) {
queryOk := false
if (orderId = "")
return ""
; Kalshi's read endpoint still uses /portfolio/orders for V2-created orders.
res := KalshiSignedRequest("GET", "/trade-api/v2/portfolio/orders/" orderId)
if !IsObject(res) || (res.status != 200)
return ""
remaining := GetFirstNonEmptyJsonField(res.body, ["remaining_count_fp", "remaining_count"])
if (!IsNumericStr(remaining))
return ""
queryOk := true
return remaining + 0
}
LoadKalshiCredentialsFromFiles() {
global kalshiApiKeyId, kalshiApiKeyFile, kalshiPrivateKeyPath, kalshiPrivateKeyFile, kalshiApiKeyResolvedPath, kalshiPrivateKeyResolvedPath
kalshiApiKeyId := ""
kalshiApiKeyResolvedPath := ResolveCredentialPath(kalshiApiKeyFile)
if (kalshiApiKeyResolvedPath != "") {
FileRead, apiRaw, %kalshiApiKeyResolvedPath%
apiCode := JsonField(apiRaw, "code")
if (apiCode != "")
kalshiApiKeyId := Trim(JsonUnescape(apiCode))
}
kalshiPrivateKeyPath := ""
kalshiPrivateKeyResolvedPath := ResolveCredentialPath(kalshiPrivateKeyFile)
if (kalshiPrivateKeyResolvedPath != "") {
FileRead, keyRaw, %kalshiPrivateKeyResolvedPath%
keyCode := JsonField(keyRaw, "code")
if (keyCode != "") {
pemText := JsonUnescape(keyCode)
tempBase := A_Temp
if (tempBase = "")
tempBase := A_ScriptDir
tempPem := tempBase "\kalshi_ahk\privatekey_runtime.pem"
FileCreateDir, % tempBase "\kalshi_ahk"
FileDelete, %tempPem%
FileAppend, %pemText%, %tempPem%
kalshiPrivateKeyPath := tempPem
}
}
}
StartupCredentialCheck() {
global enableLiveOrders, kalshiApiKeyId, kalshiPrivateKeyPath, kalshiSignerPath
apiReady := (kalshiApiKeyId != "")
keyReady := (kalshiPrivateKeyPath != "" && FileExist(kalshiPrivateKeyPath))
signerOut := RunAndCapture(QuoteForCmd(kalshiSignerPath) " version")
signerReady := InStr(signerOut, "NightShark Signer")
if (apiReady && keyReady && signerReady) {
res := KalshiSignedRequest("GET", "/trade-api/v2/portfolio/balance")
if IsObject(res) && (res.status = 200) {
Log("Credentials processed successfully")
return
}
if IsObject(res) && (res.status = 401 || res.status = 403) {
Log("ERROR: API key or private key is incorrect (HTTP " res.status ")")
Log("Please fix your API key / private key and restart.")
stopCode()
}
Log("WARNING: Could not verify credentials (HTTP " (IsObject(res) ? res.status : "no response") ")")
Log("Please paste below link in browser to watch fix video")
Log("https://youtu.be/Es0vvpzyND4")
stopCode()
}
if (!apiReady)
Log("ERROR: API key not loaded")
if (!keyReady)
Log("ERROR: Private key not loaded")
if (!signerReady)
Log("ERROR: NightShark signer not found")
Log("Please fix API credentials. Stopping script.")
stopCode()
}
ResolveCredentialPath(pathSpec) {
if (pathSpec = "")
return ""
if FileExist(pathSpec)
return pathSpec
normalized := StrReplace(pathSpec, "\", "/")
if FileExist(normalized)
return normalized
relative := normalized
while (SubStr(relative, 1, 1) = "/" || SubStr(relative, 1, 1) = "\")
relative := SubStr(relative, 2)
fromScriptDir := A_ScriptDir "/" relative
if FileExist(fromScriptDir)
return fromScriptDir
fromScriptDirBackslash := StrReplace(fromScriptDir, "/", "\")
if FileExist(fromScriptDirBackslash)
return fromScriptDirBackslash
return ""
}
JsonUnescape(s) {
s := StrReplace(s, "\/", "/")
s := StrReplace(s, "\n", "`n")
s := StrReplace(s, "\r", "`r")
s := StrReplace(s, "\t", A_Tab)
s := StrReplace(s, Chr(92) Chr(34), Chr(34))
s := StrReplace(s, Chr(92) Chr(92), Chr(92))
return s
}
KalshiSignedRequest(method, endpointPath, bodyJson := "") {
global kalshiApiBase, kalshiApiKeyId
timestamp := CurrentTimeMillis()
signPath := endpointPath
if InStr(signPath, "?")
signPath := SubStr(signPath, 1, InStr(signPath, "?") - 1)
signature := SignKalshiMessage(timestamp method signPath)
if (signature = "")
return false
url := kalshiApiBase endpointPath
global httpSignedObj
if !IsObject(httpSignedObj)
httpSignedObj := ComObjCreate("WinHttp.WinHttpRequest.5.1")
http := httpSignedObj
http.Option(9) := 2048 | 8192
http.Open(method, url, false)
http.SetTimeouts(1000, 1000, 3000, 5000)
http.SetRequestHeader("User-Agent", "Mozilla/5.0")
http.SetRequestHeader("Cache-Control", "no-cache, no-store")
http.SetRequestHeader("Pragma", "no-cache")
http.SetRequestHeader("KALSHI-ACCESS-KEY", kalshiApiKeyId)
http.SetRequestHeader("KALSHI-ACCESS-TIMESTAMP", timestamp)
http.SetRequestHeader("KALSHI-ACCESS-SIGNATURE", signature)
http.SetRequestHeader("Content-Type", "application/json")
try {
if (bodyJson != "")
http.Send(bodyJson)
else
http.Send()
} catch e {
httpSignedObj := ""
return false
}
obj := {}
obj.status := http.Status
obj.body := http.ResponseText
return obj
}
SignKalshiMessage(message) {
global kalshiPrivateKeyPath, kalshiKeyPassphrase, kalshiSignerPath
if (kalshiPrivateKeyPath = "" || !FileExist(kalshiPrivateKeyPath))
return ""
passArg := ""
if (kalshiKeyPassphrase != "")
passArg := " --passphrase " QuoteForCmd(kalshiKeyPassphrase)
signCmd := QuoteForCmd(kalshiSignerPath)
. " sign --key "
. QuoteForCmd(kalshiPrivateKeyPath)
. " --message "
. QuoteForCmd(message)
. passArg
out := Trim(RunAndCapture(signCmd))
if (SubStr(out, 1, 6) = "ERROR:")
return ""
return out
}
BuildClientOrderId(ticker, action, side) {
nowUtc := CurrentUtcNowAhk()
if (nowUtc = "")
nowUtc := A_Now
Random, r, 100000, 999999
marketToken := RegExReplace(ticker, "^KX([A-Z0-9]+)15M.*$", "$1")
if (marketToken = ticker || marketToken = "")
marketToken := SubStr(RegExReplace(ticker, "[^A-Za-z0-9]", ""), 1, 12)
clientOrderId := marketToken "-" action "-" side "-" nowUtc "-" A_TickCount "-" r
return SubStr(clientOrderId, 1, 64)
}
CurrentTimeMillis() {
epoch := CurrentUtcNowAhk()
if (epoch = "")
return ""
EnvSub, epoch, 19700101000000, Seconds
return epoch * 1000
}
CurrentUtcNowAhk() {
nowUtc := A_NowUTC
if (nowUtc != "")
return nowUtc
out := Trim(RunAndCapture("powershell -NoProfile -Command ""[DateTime]::UtcNow.ToString('yyyyMMddHHmmss')"""))
if RegExMatch(out, "^\d{14}$")
return out
return ""
}
QuoteForCmd(s) {
s := StrReplace(s, """", "\""")
return """" s """"
}
RunAndCapture(command) {
return RunCMD(command, A_ScriptDir)
}
ToLower(s) {
StringLower, out, s
return out
}
FindNightSharkSigner() {
candidates := [ A_ScriptDir "\nightshark-signer.exe"
, A_ScriptDir "/nightshark-signer.exe"
, A_WorkingDir "\nightshark-signer.exe"
, A_WorkingDir "/nightshark-signer.exe" ]
for _, p in candidates {
if FileExist(p)
return p
}
return A_ScriptDir "\nightshark-signer.exe"
}
CanPlaceOrderNow(asset) {
global enableLiveOrders, kalshiApiKeyId, kalshiPrivateKeyPath
if (!enableLiveOrders)
return true
if (kalshiApiKeyId != "" && kalshiPrivateKeyPath != "" && FileExist(kalshiPrivateKeyPath))
return true
return false
}
ShouldLogPrice(asset, minIntervalMs) {
global assetLastPriceLogTick
nowTick := A_TickCount
if !assetLastPriceLogTick.HasKey(asset) {
assetLastPriceLogTick[asset] := nowTick
return true
}
if ((nowTick - assetLastPriceLogTick[asset]) >= minIntervalMs) {
assetLastPriceLogTick[asset] := nowTick
return true
}
return false
}
MinutesRemainingInQuarter() {
utc := CurrentUtcNowAhk()
if (utc = "") {
; Fallback to local clock if UTC unavailable
currentMinute := A_Min + 0
remaining := 15 - Mod(currentMinute, 15)
remaining := remaining - ((A_Sec + 0) / 60.0)
return remaining
}
mm := SubStr(utc, 11, 2) + 0
ss := SubStr(utc, 13, 2) + 0
remaining := 15 - Mod(mm, 15) - (ss / 60.0)
return remaining
}
IsXMinRemaining(x) {
return (MinutesRemainingInQuarter() <= x)
}
CurrentQuarterIndex() {
utc := CurrentUtcNowAhk()
if (utc = "") {
totalMinutes := (A_Hour + 0) * 60 + (A_Min + 0)
return Floor(totalMinutes / 15)
}
hh := SubStr(utc, 9, 2) + 0
mm := SubStr(utc, 11, 2) + 0
totalMinutes := hh * 60 + mm
return Floor(totalMinutes / 15)
}
SnapshotMinutesLeft(snapshot) {
if !IsObject(snapshot)
return ""
if (snapshot.HasKey("closeTime") && snapshot.closeTime != "") {
minsLeft := MinutesUntilIsoUtc(snapshot.closeTime)
if (minsLeft != "")
return minsLeft
}
if (snapshot.HasKey("minutesLeft"))
return snapshot.minutesLeft
return ""
}
IsSnapshotExpired(snapshot, cutoffMinutes := 0) {
minsLeft := SnapshotMinutesLeft(snapshot)
return (minsLeft != "" && minsLeft <= cutoffMinutes)
}
ClearKalshiMarketCache(asset) {
global assetSnapshotCache, assetMarketRefreshTick
if (assetSnapshotCache.HasKey(asset))
assetSnapshotCache.Delete(asset)
if (assetMarketRefreshTick.HasKey(asset))
assetMarketRefreshTick.Delete(asset)
}
GetKalshiMarketSnapshot(asset, maxRetries := 4) {
global assetSeriesMap, assetSnapshotCache, assetMarketRefreshTick, marketRefreshMs
if !assetSeriesMap.HasKey(asset)
return false
series := assetSeriesMap[asset]
nowTick := A_TickCount
if (assetSnapshotCache.HasKey(asset) && assetMarketRefreshTick.HasKey(asset)) {
cached := assetSnapshotCache[asset]
if (IsObject(cached) && (nowTick - assetMarketRefreshTick[asset]) < marketRefreshMs) {
if (IsSnapshotExpired(cached, 0.5)) {
ClearKalshiMarketCache(asset)
} else {
if (RefreshKalshiBestAsks(cached))
return cached
return false
}
}
}
attempt := 1
while (attempt <= maxRetries) {
url := "https://api.elections.kalshi.com/trade-api/v2/markets?series_ticker=" series "&status=open&limit=1&_=" A_TickCount "-" attempt
body := HttpGet(url)
if (body != "") {
marketTicker := GetFirstNonEmptyJsonField(body, ["ticker"])
yesPrice := GetKalshiDollarPrice(body, "yes_ask_dollars", "yes_ask")
noPrice := GetKalshiDollarPrice(body, "no_ask_dollars", "no_ask")
yesBidPrice := GetKalshiDollarPrice(body, "yes_bid_dollars", "yes_bid")
noBidPrice := GetKalshiDollarPrice(body, "no_bid_dollars", "no_bid")
yesBidSize := GetFirstNonEmptyJsonField(body, ["yes_bid_size_fp"])
noBidSize := GetFirstNonEmptyJsonField(body, ["no_bid_size_fp"])
closeIso := GetFirstNonEmptyJsonField(body, ["close_time", "expected_expiration_time", "expiration_time", "settlement_time"])
minsLeft := MinutesUntilIsoUtc(closeIso)
; Skip markets that already closed or close in < 30 seconds (stale/expired)
if (minsLeft != "" && minsLeft < 0.5) {
if (attempt < maxRetries) {
Sleep 200
attempt++
continue
}
}
if (marketTicker != "") {
obj := {}
obj.up := (yesPrice != "") ? yesPrice + 0 : ""
obj.down := (noPrice != "") ? noPrice + 0 : ""
obj.upBid := (yesBidPrice != "") ? yesBidPrice + 0 : ""
obj.downBid := (noBidPrice != "") ? noBidPrice + 0 : ""
obj.upBidSize := IsNumericStr(yesBidSize) ? yesBidSize + 0 : ""
obj.downBidSize := IsNumericStr(noBidSize) ? noBidSize + 0 : ""
obj.minutesLeft := minsLeft
obj.closeTime := closeIso
obj.marketTicker := marketTicker
assetSnapshotCache[asset] := obj
assetMarketRefreshTick[asset] := nowTick
if (RefreshKalshiBestAsks(obj) || (obj.up != "" && obj.down != ""))
return obj
}
}
if (attempt < maxRetries)
Sleep 200
attempt++
}
if (assetSnapshotCache.HasKey(asset)) {
cached := assetSnapshotCache[asset]
if IsObject(cached) {
if (IsSnapshotExpired(cached, 0.5)) {
ClearKalshiMarketCache(asset)
return false
}
if (RefreshKalshiBestAsks(cached))
return cached
}
}
return false
}
RefreshKalshiBestAsks(snapshot) {
if !IsObject(snapshot) || snapshot.marketTicker = ""
return false
url := "https://api.elections.kalshi.com/trade-api/v2/markets/" snapshot.marketTicker "/orderbook?depth=1&_=" A_TickCount
body := HttpGet(url)
if (body = "")
return false
yesLevel := GetOrderbookBestLevel(body, "yes_dollars")
noLevel := GetOrderbookBestLevel(body, "no_dollars")
yesBid := IsObject(yesLevel) ? yesLevel.price : ""
noBid := IsObject(noLevel) ? noLevel.price : ""
updated := false
; Do not carry a stale liquidation mark when one side has no current bid.
snapshot.upBid := ""
snapshot.downBid := ""
snapshot.upBidSize := ""
snapshot.downBidSize := ""
if (noBid != "") {
snapshot.up := Round(1 - (noBid + 0), 4)
snapshot.downBid := noBid + 0
snapshot.downBidSize := noLevel.size + 0
updated := true
}
if (yesBid != "") {
snapshot.down := Round(1 - (yesBid + 0), 4)
snapshot.upBid := yesBid + 0
snapshot.upBidSize := yesLevel.size + 0
updated := true
}
return updated
}
GetOrderbookBestBid(json, sideField) {
level := GetOrderbookBestLevel(json, sideField)
if IsObject(level)
return level.price
return ""
}
GetOrderbookBestLevel(json, sideField) {
; The request uses depth=1, so the sole returned pair is the executable top level.
pattern := """" sideField """\s*:\s*\[\s*\[\s*""?(-?\d+(?:\.\d+)?)""?\s*,\s*""?(-?\d+(?:\.\d+)?)"
if RegExMatch(json, pattern, m)
return { price: m1 + 0, size: m2 + 0 }
return ""
}
GetKalshiDollarPrice(json, dollarField, centsField := "") {
val := GetFirstNonEmptyJsonField(json, [dollarField])
if (val != "")
return val
if (centsField != "") {
val := GetFirstNonEmptyJsonField(json, [centsField])
if (val != "" && IsNumericStr(val))
return (val + 0) / 100.0
}
return ""
}
GetFirstNonEmptyJsonField(json, fields, skipZero := false) {
for _, field in fields {
val := JsonField(json, field)
if (val != "") {
if (skipZero && IsNumericStr(val) && (val + 0) = 0)
continue
return val
}
}
return ""
}
KalshiQueryEncode(value) {
value := StrReplace(value, "%", "%25")
value := StrReplace(value, "+", "%2B")
value := StrReplace(value, "/", "%2F")
value := StrReplace(value, "=", "%3D")
value := StrReplace(value, "&", "%26")
value := StrReplace(value, "?", "%3F")
value := StrReplace(value, "#", "%23")
value := StrReplace(value, " ", "%20")
return value
}
IsNumericStr(s) {
s := Trim(s)
return RegExMatch(s, "^-?\d+(\.\d+)?$")
}
JsonField(json, field) {
pattern := """" field """\s*:\s*(""([^""]*)""|[^,}\s][^,}\r\n]*)"
result := ""
pos := 1
while (pos := RegExMatch(json, pattern, m, pos)) {
val := Trim(m1)
val := Trim(val, """")
if (val != "")
result := val
pos += StrLen(m)
}
return result
}
MinutesUntilIsoUtc(iso) {
ts := IsoUtcToAhk(iso)
if (ts = "")
return ""
nowUtc := CurrentUtcNowAhk()
if (nowUtc = "")
return ""
diff := ts
EnvSub, diff, %nowUtc%, Seconds
return diff / 60.0
}
IsoUtcToAhk(iso) {
if (iso = "")
return ""
if !RegExMatch(iso, "O)^(\d{4})-(\d{2})-(\d{2})T(\d{2}):(\d{2}):(\d{2})", m)
return ""
return m1 m2 m3 m4 m5 m6
}