Kalshi AI Trading Bot Guide
This guide shows how to use Nightshark's AI Mode to analyze Kalshi's 15-minute crypto markets and turn each model response into a paper or live trade. Choose the AI model, cost, and instructions in AI Mode, then use the script settings below to control the assets, order size, decision timing, and daily limits.
Latest Nightshark Version Required
This code requires September 21, 2026 or newer version of Nightshark. If you downloaded Nightshark before September 21, 2026, you need to re-download it from the website and follow this tutorial.
Download Latest NightsharkHow the bot works
The bot requests one AI decision for each 15-minute market when the configured timeDelay is reached. The model returns UP, DOWN, or SKIP. The decision is cached for that market, and an UP or DOWN position is held through resolution.
The main strategy settings are shared by both scripts:
assetsselects one or more supported markets: BTC, ETH, SOL, XRP, DOGE, HYPE, or BNB.orderSizesets the simulated paper size or the number of live contracts.timeDelaycontrols when the AI request is made, from 15 minutes remaining down to just before the market closes.Obey_modeluses the model's direction when set toYESand trades the opposite direction when set toNO.Max_daily_profitandMax_daily_Lossstop new trading after settled strategy PnL reaches either limit. Use0to disable a limit.
Configure the model, cost, and instructions in AI Mode before pressing Run. Start with paper trading so you can review the model's decisions and the bot's behavior without submitting live orders.
Paper-Trading Code
Paper mode reads live market data and simulates entries without placing real Kalshi orders. Paste the complete script into Nightshark's Code editor.
;=====================================================================
; KALSHI AI PAPER STRATEGY
;======================================================================
assets := ["BTC"] ; BTC, ETH, SOL, XRP, DOGE, HYPE, BNB
orderSize := 300 ; Simulated contracts per trade
timeDelay := 15 ; Request AI when this many minutes remain; 15 = session start
Obey_model := "YES" ; YES trades the model direction; NO trades the opposite
Max_daily_profit := 400 ; Stop after settled agent PnL reaches this; 0 disables
Max_daily_Loss := -200 ; Stop after settled agent PnL reaches this; 0 disables
; ==================== Startup and validation ====================
model := ns_ai_model_name()
modelDisplayName := ns_ai_model_display_name()
modelProvider := ns_ai_provider()
aiBackendReady := ns_ai_backend_health_check()
settingsValid := true
pollIntervalMs := 700
marketRefreshMs := 5000
priceRefreshMs := 1500
balanceRefreshMs := 60000
if (Trim(model) = "") {
Log("ERROR: Select a model in AI Mode, then restart this script.")
settingsValid := false
}
if (modelProvider = "") {
Log("ERROR: The selected model does not include provider metadata. Reload AI Mode and select the model again.")
settingsValid := false
}
if (!aiBackendReady) {
Log("ERROR: The NightShark AI backend is unavailable.")
settingsValid := false
}
if (!IsObject(assets) || assets.Length() = 0) {
Log("ERROR: assets must contain at least one supported asset, for example [""BTC""] or [""BTC"", ""ETH""].")
settingsValid := false
} else {
for assetIndex, configuredAsset in assets {
configuredAsset := Trim(configuredAsset)
StringUpper, configuredAsset, configuredAsset
if !RegExMatch(configuredAsset, "^(BTC|ETH|SOL|XRP|DOGE|HYPE|BNB)$") {
Log("ERROR: assets contains unsupported value '" configuredAsset "'. Supported assets: BTC, ETH, SOL, XRP, DOGE, HYPE, BNB.")
settingsValid := false
} else {
assets[assetIndex] := configuredAsset
}
}
}
orderSizeValid := IsNumericStr(orderSize) && (orderSize + 0) > 0
if (!orderSizeValid) {
Log("ERROR: orderSize is '" orderSize "'. It needs to be a positive number of contracts, for example 1 or 2.5.")
settingsValid := false
}
timeDelayValid := IsNumericStr(timeDelay) && (timeDelay + 0) > 0 && (timeDelay + 0) <= 15
if (!timeDelayValid) {
Log("ERROR: timeDelay is '" timeDelay "'. Use a number greater than 0 and no more than 15 minutes.")
settingsValid := false
}
obeyModelValue := Trim(Obey_model)
StringUpper, obeyModelValue, obeyModelValue
if (obeyModelValue != "YES" && obeyModelValue != "NO") {
Log("ERROR: Obey_model is '" Obey_model "'. Use either ""YES"" or ""NO"".")
settingsValid := false
} else {
Obey_model := obeyModelValue
}
maxDailyProfitValid := IsNumericStr(Max_daily_profit) && (Max_daily_profit + 0) >= 0
if (!maxDailyProfitValid) {
Log("ERROR: Max_daily_profit is '" Max_daily_profit "'. Use a positive dollar amount, or 0 to disable it.")
settingsValid := false
}
maxDailyLossValid := IsNumericStr(Max_daily_Loss) && (Max_daily_Loss + 0) <= 0
if (!maxDailyLossValid) {
Log("ERROR: Max_daily_Loss is '" Max_daily_Loss "'. Use a negative dollar amount, or 0 to disable it.")
settingsValid := false
}
if (!settingsValid) {
Log("ERROR: Fix the settings listed above and restart the script. Stopping now.")
stopCode()
return
}
; ==================== Market configuration and state ====================
kalshiApiBase := "https://api.elections.kalshi.com"
assetSeriesMap := { "BTC": "KXBTC15M", "ETH": "KXETH15M", "SOL": "KXSOL15M", "XRP": "KXXRP15M", "DOGE": "KXDOGE15M", "HYPE": "KXHYPE15M", "BNB": "KXBNB15M" }
; Track one open position per asset.
positions := {}
assetPhase := {} ; WAIT_AI_WINDOW | READY_TO_ENTER | IN_POSITION | failure states
assetSessionQuarter := {} ; quarter index currently tracked per asset
assetLastPriceLogTick := {} ; throttled logging control
assetSnapshotCache := {}
assetMarketRefreshTick := {}
assetPriceCache := {}
assetPriceRefreshTick := {}
kalshiLastOrderResult := {}
kalshiShardFundingSessionStatus := {}
pendingModelOutcomeAudits := {}
modelOutcomeAuditLastCheckTick := {}
; Paper PnL for simulated trades opened by this script run.
kalshiRealizedPnl := 0
kalshiWins := 0
kalshiTradeCount := 0
kalshiHasUntrackedPosition := false
kalshiAverageEntryFillNotional := 0
kalshiAverageEntryFillSize := 0
kalshiAverageEntryFillOrderIds := {}
pendingKalshiSettlements := {}
pendingKalshiClosedTrades := {}
kalshiSettlementLastCheckTick := {}
dailyPnlLimitTriggered := false
Log("Application Started | PAPER MODE | " FormatAssetList(assets) " 15-minute AI direction strategy | provider: " modelProvider " | model: " modelDisplayName " | Obey model: " Obey_model " | AI request at " timeDelay "m remaining | order size: " KalshiFormatSize(orderSize) " | Agent PnL limits: " FmtPnl(Max_daily_profit) "/" FmtPnl(Max_daily_Loss))
Log("PAPER MODE | current-ask simulated fills | no live orders")
UpdateKalshiPnlLogStreams()
; ==================== Strategy loop ====================
; Request one AI decision per market; SKIP stays flat, UP/DOWN enter and hold to resolution.
loop {
if (dailyPnlLimitTriggered) {
Sleep 250
continue
}
ProcessPendingKalshiAccounting()
if (CheckMaxDailyPnlAtSessionEnd()) {
Sleep 250
continue
}
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()
ns_log_once(asset, noDataKey, asset " Waiting for market data")
continue
}
up := snapshot.up
down := snapshot.down
; Recompute from closeTime so cached market metadata still uses live time.
minsLeft := SnapshotMinutesLeft(snapshot)
if (minsLeft = "")
minsLeft := MinutesRemainingInQuarter()
sessionKey := (snapshot.marketTicker != "") ? snapshot.marketTicker : ((snapshot.closeTime != "") ? snapshot.closeTime : CurrentQuarterIndex())
if (PositionSessionEnded(asset, snapshot)) {
MarkHeldToResolution(asset)
continue
}
if (!assetSessionQuarter.HasKey(asset) || assetSessionQuarter[asset] != sessionKey) {
if (KalshiDailyPnlLimitsEnabled() && KalshiSessionAccountingPending()) {
ns_log_once(asset, "PNL_SETTLEMENT_WAIT", asset " Waiting for prior-session PnL settlement before starting the next session")
continue
}
assetSessionQuarter[asset] := sessionKey
assetPhase[asset] := "WAIT_AI_WINDOW"
assetLastPriceLogTick[asset] := 0
ns_log_once_reset(asset)
Log(asset " New PAPER session (" snapshot.marketTicker ", shard " snapshot.exchangeIndex ")")
LogStreamYellow("AI SIGNAL", "n/a")
UpdateAgentPositionLogStream(asset)
kalshiHasUntrackedPosition := false
}
if IsObject(positions[asset]) {
pos := positions[asset]
currentBid := KalshiSnapshotPositionBid(snapshot, pos.side, pos.size)
positions[asset].lastMark := (currentBid != "") ? currentBid + 0 : ""
assetPhase[asset] := "IN_POSITION"
UpdateKalshiLogStream(asset, snapshot)
continue
}
if (assetPhase[asset] = "BUY_FAILED") {
ns_log_once(asset, "BUY_FAILED", asset " Buy failed earlier, waiting for next session")
continue
}
if (assetPhase[asset] = "AI_FAILED") {
ns_log_once(asset, "AI_FAILED", asset " " modelProvider " analysis failed, waiting for next session")
continue
}
if (assetPhase[asset] = "SETTLEMENT_PENDING" || assetPhase[asset] = "SESSION_ENDED") {
ns_log_once(asset, "SESSION_ENDED", asset " Session ended, waiting for the next market")
continue
}
if (assetPhase[asset] = "WAIT_AI_WINDOW") {
if (minsLeft = "") {
ns_log_once(asset, "AI_WINDOW_TIME_MISSING", asset " Waiting for the session clock before requesting AI analytics")
continue
}
if (minsLeft <= 0) {
assetPhase[asset] := "SESSION_ENDED"
ns_log_once(asset, "SESSION_ENDED", asset " Session ended before the AI analytics request")
continue
}
if (minsLeft > (timeDelay + 0)) {
ns_log_once(asset, "WAIT_AI_WINDOW", asset " Waiting to request AI analytics at " timeDelay " minutes remaining")
continue
}
Log(asset " Requesting AI analytics with " FmtMinutes(minsLeft) " minutes remaining")
aiDecision := ns_ai_request_once(asset, sessionKey, snapshot.closeTime)
if !IsObject(aiDecision) {
if (ns_ai_fatal_stop_requested())
return
assetPhase[asset] := "AI_FAILED"
Log(asset " " modelProvider " analysis unavailable; skipping this session")
continue
}
RegisterModelOutcomeAudit(aiDecision.provider, asset, sessionKey, snapshot, aiDecision)
assetPhase[asset] := "READY_TO_ENTER"
LogStreamYellow("AI SIGNAL", aiDecision.direction)
UpdateAgentPositionLogStream(asset, aiDecision)
}
aiDecision := ns_ai_cached_decision(asset, sessionKey)
if !IsObject(aiDecision) {
assetPhase[asset] := "AI_FAILED"
ns_log_once(asset, "AI_DECISION_MISSING", asset " " modelProvider " decision missing; skipping this session")
continue
}
if (aiDecision.direction = "SKIP") {
assetPhase[asset] := "AI_SKIPPED"
UpdateKalshiLogStream(asset, snapshot)
ns_log_once(asset, "AI_SKIPPED", asset " AI chose SKIP | no PAPER order | " aiDecision.reason)
continue
}
; Only explicit entry decisions may reach the order block.
if (aiDecision.direction != "UP" && aiDecision.direction != "DOWN") {
assetPhase[asset] := "AI_FAILED"
ns_log_once(asset, "AI_INVALID", asset " Invalid AI decision; no PAPER order")
continue
}
; The model-provider request can take time, so refresh the Kalshi quote before
; using the selected side's current ask.
freshSnap := GetKalshiMarketSnapshot(asset)
if !IsObject(freshSnap) {
ns_log_once(asset, "FRESH_QUOTE_MISSING", asset " Fresh Kalshi quote unavailable; entry will retry")
continue
}
if (freshSnap.marketTicker != sessionKey) {
assetPhase[asset] := "SESSION_ENDED"
Log(asset " Market changed before entry; no PAPER order placed for " sessionKey)
continue
}
snapshot := freshSnap
up := snapshot.up
down := snapshot.down
UpdateKalshiLogStream(asset, snapshot)
modelDirection := aiDecision.direction
side := ResolveModelTradeDirection(modelDirection)
if (side = "") {
assetPhase[asset] := "AI_FAILED"
Log(asset " Could not resolve trade direction from model signal " modelDirection " with Obey_model=" Obey_model)
continue
}
entryPrice := (side = "UP") ? up : down
if (entryPrice = "" || entryPrice <= 0 || entryPrice >= 1) {
ns_log_once(asset, "ENTRY_QUOTE_MISSING", asset " Current " side " ask unavailable; entry will retry when a quote appears")
continue
}
Log(asset " " ns_ai_provider(aiDecision) " " ns_ai_model_display_name(aiDecision) " chose " modelDirection " | Obey_model=" Obey_model " | trade side=" side " | current ask " Fmt(entryPrice) " — placing PAPER order")
fillPrice := entryPrice + 0
posSize := orderSize + 0
entryFees := 0
paperOrderId := "PAPER-" snapshot.marketTicker "-" side "-" A_TickCount
initialMark := KalshiSnapshotPositionBid(snapshot, side, posSize)
positions[asset] := { side: side, entry: fillPrice, entryFees: entryFees, size: posSize, expectedSize: posSize, accountingReady: true, entryOrderId: paperOrderId, ticker: snapshot.marketTicker, exchangeIndex: snapshot.exchangeIndex, quarterIndex: CurrentQuarterIndex(), lastMark: initialMark }
RecordKalshiEntryFillForAverage(positions[asset])
MarkModelOutcomeAuditOrderPlaced(asset, sessionKey, paperOrderId, side)
positions[asset].aiDirection := modelDirection
positions[asset].tradeDirection := side
positions[asset].obeyModel := Obey_model
positions[asset].aiModel := aiDecision.model
assetPhase[asset] := "IN_POSITION"
assetLastPriceLogTick[asset] := 0
UpdateKalshiLogStream(asset, snapshot)
Log(asset " PAPER position confirmed | fill " Fmt(fillPrice) " | size " KalshiFormatSize(posSize) " | simulated entry fees " FmtMoney(entryFees) " (current ask)")
Log(asset " Holding PAPER " side " to market resolution")
}
ProcessPendingKalshiAccounting()
UpdateKalshiPnlLogStreams()
CheckMaxDailyPnlAtSessionEnd()
Random, pollJitterMs, 0, 250
sleepMs := pollIntervalMs + pollJitterMs
Sleep %sleepMs%
}
return
; ==================== Position, settlement and PnL helpers ====================
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 " PAPER " pos.side " held to resolution | PnL settlement pending")
positions.Delete(asset)
UpdateAgentPositionLogStream(asset)
ClearKalshiMarketCache(asset)
assetPhase[asset] := "SETTLEMENT_PENDING"
}
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 != "")
LogStreamYellow(asset, FmtOrNA(livePrice))
else
LogStreamYellow(asset, "n/a")
LogStreamYellow("up", FmtOrNA(snapshot.up))
LogStreamYellow("down", FmtOrNA(snapshot.down))
LogStreamYellow("LIVE DELTA", FmtLiveDeltaOrNA(LiveDelta))
LogStreamYellow("AVERAGE FILL", FmtAverageFillOrNA(GetKalshiAverageFillForLogStream()))
sessionKey := snapshot.HasKey("marketTicker") ? snapshot.marketTicker : ""
aiDecision := ns_ai_cached_decision(asset, sessionKey)
if IsObject(aiDecision)
LogStreamYellow("AI SIGNAL", aiDecision.direction)
else
LogStreamYellow("AI SIGNAL", "n/a")
UpdateAgentPositionLogStream(asset, aiDecision)
}
GetKalshiAverageFillForLogStream() {
global kalshiAverageEntryFillNotional, kalshiAverageEntryFillSize
if (kalshiAverageEntryFillSize <= 0)
return ""
return kalshiAverageEntryFillNotional / kalshiAverageEntryFillSize
}
UpdateAgentPositionLogStream(asset, aiDecision := "") {
global positions
positionValue := ""
if IsObject(positions[asset]) && positions[asset].HasKey("side") {
side := positions[asset].side
if (side = "UP" || side = "DOWN")
positionValue := side
}
if (positionValue = "" && IsObject(aiDecision) && aiDecision.direction = "SKIP")
positionValue := "SKIP"
if (positionValue = "")
LogStreamRemove("POSITION")
else
LogStreamYellow("POSITION", positionValue)
}
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 ""
}
ResolveModelTradeDirection(modelDirection) {
global Obey_model
if (modelDirection = "SKIP")
return "SKIP"
if (modelDirection != "UP" && modelDirection != "DOWN")
return ""
if (Obey_model = "YES")
return modelDirection
return (modelDirection = "UP") ? "DOWN" : "UP"
}
FmtOrNA(price) {
if (price = "")
return "n/a"
return Fmt(price)
}
FmtAverageFillOrNA(price) {
if (price = "")
return "n/a"
return Format("{:.4f}", price + 0)
}
FmtLiveDeltaOrNA(value) {
if (value = "")
return "n/a"
value := value + 0
if (Abs(value) >= 1)
return Round(value, 2)
return Round(value, 4)
}
FmtMinutes(value) {
if (value = "")
return "n/a"
return Round(value + 0, 2)
}
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
}
NewKalshiFillSummary() {
return { size: 0, notional: 0, price: "", fees: 0, feesKnown: true, source: "" }
}
KalshiPositionAccountingReady(pos) {
return IsObject(pos) && pos.HasKey("accountingReady") && pos.accountingReady
&& pos.HasKey("entry") && pos.HasKey("entryFees") && pos.HasKey("size") && pos.size > 0
}
RecordKalshiEntryFillForAverage(pos) {
global kalshiAverageEntryFillNotional, kalshiAverageEntryFillSize, kalshiAverageEntryFillOrderIds
if !KalshiPositionAccountingReady(pos)
return false
orderId := pos.HasKey("entryOrderId") ? pos.entryOrderId : ""
if (orderId = "" || kalshiAverageEntryFillOrderIds.HasKey(orderId))
return false
fillSize := pos.size + 0
kalshiAverageEntryFillNotional += (pos.entry + 0) * fillSize
kalshiAverageEntryFillSize += fillSize
kalshiAverageEntryFillOrderIds[orderId] := true
return true
}
ReconcileKalshiPositionObject(pos, force := false) {
if !KalshiPositionAccountingReady(pos)
return false
RecordKalshiEntryFillForAverage(pos)
return true
}
RecordKalshiClosedTrade(asset, pos, exitSummary, reason) {
global kalshiRealizedPnl, kalshiWins, kalshiTradeCount
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++
Log(asset " PAPER " pos.side " closed | entry " Fmt(pos.entry) " | exit fill " Fmt(exitPrice) " | size " KalshiFormatSize(size) " | simulated fees " FmtMoney(entryFees + exitFees) " | net PnL " FmtPnl(pnl) " | " reason)
}
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() {
ProcessPendingKalshiSettlements()
ProcessPendingModelOutcomeAudits()
}
RegisterModelOutcomeAudit(provider, asset, sessionKey, snapshot, decision) {
global pendingModelOutcomeAudits, Obey_model
if (sessionKey = "" || !IsObject(decision))
return false
if (decision.direction = "SKIP") {
Log("MODEL DECISION AUDIT | provider=" provider " | model=" decision.model " | asset=" asset " | market=" sessionKey " | decision=SKIP | trade_status=NO_ORDER_PLACED | reason=" decision.reason)
return true
}
auditKey := asset "|" sessionKey
if (pendingModelOutcomeAudits.HasKey(auditKey))
return true
ticker := IsObject(snapshot) && snapshot.HasKey("marketTicker") ? snapshot.marketTicker : ""
if (ticker = "" && RegExMatch(sessionKey, "i)^KX"))
ticker := sessionKey
closeTime := IsObject(snapshot) && snapshot.HasKey("closeTime") ? snapshot.closeTime : ""
pendingModelOutcomeAudits[auditKey] := { provider: provider
, asset: asset
, sessionKey: sessionKey
, ticker: ticker
, closeTime: closeTime
, quarterIndex: CurrentQuarterIndex()
, model: decision.model
, predictedDirection: decision.direction
, tradeDirection: ""
, orderPlaced: false
, orderId: "" }
Log("MODEL PREDICTION AUDIT | provider=" provider " | model=" decision.model " | asset=" asset " | market=" ticker " | predicted_direction=" decision.direction " | obey_model=" Obey_model " | planned_trade_direction=" ResolveModelTradeDirection(decision.direction))
return true
}
MarkModelOutcomeAuditOrderPlaced(asset, sessionKey, orderId := "", tradeDirection := "") {
global pendingModelOutcomeAudits
auditKey := asset "|" sessionKey
if (!pendingModelOutcomeAudits.HasKey(auditKey))
return false
pendingModelOutcomeAudits[auditKey].orderPlaced := true
pendingModelOutcomeAudits[auditKey].orderId := orderId
pendingModelOutcomeAudits[auditKey].tradeDirection := tradeDirection
return true
}
ProcessPendingModelOutcomeAudits() {
global pendingModelOutcomeAudits, modelOutcomeAuditLastCheckTick, kalshiApiBase
resolvedKeys := []
for auditKey, audit in pendingModelOutcomeAudits {
if !IsObject(audit)
continue
sessionEnded := false
if (audit.closeTime != "") {
minutesLeft := MinutesUntilIsoUtc(audit.closeTime)
if (minutesLeft != "")
sessionEnded := minutesLeft <= 0
}
if (!sessionEnded)
sessionEnded := CurrentQuarterIndex() != audit.quarterIndex
if (!sessionEnded)
continue
tradeDirection := audit.HasKey("tradeDirection") && audit.tradeDirection != "" ? audit.tradeDirection : "NONE"
if (audit.ticker = "") {
tradeStatus := audit.orderPlaced ? (InStr(audit.orderId, "PAPER-") = 1 ? "PAPER_ORDER_PLACED" : "ORDER_PLACED") : "NO_ORDER_PLACED"
Log("MODEL OUTCOME AUDIT | provider=" audit.provider " | model=" audit.model " | asset=" audit.asset " | market=n/a | predicted_direction=" audit.predictedDirection " | trade_direction=" tradeDirection " | trade_status=" tradeStatus " | market_outcome=UNAVAILABLE | prediction_result=UNAVAILABLE | reason=missing_market_ticker")
resolvedKeys.Push(auditKey)
continue
}
nowTick := A_TickCount
if (modelOutcomeAuditLastCheckTick.HasKey(auditKey) && (nowTick - modelOutcomeAuditLastCheckTick[auditKey]) < 5000)
continue
modelOutcomeAuditLastCheckTick[auditKey] := nowTick
body := HttpGet(kalshiApiBase "/trade-api/v2/markets/" audit.ticker "?_audit=" nowTick)
result := JsonField(body, "result")
StringLower, result, result
if (result != "yes" && result != "no")
continue
marketDirection := (result = "yes") ? "UP" : "DOWN"
predictionResult := (audit.predictedDirection = marketDirection) ? "MATCH" : "MISS"
tradeStatus := audit.orderPlaced ? (InStr(audit.orderId, "PAPER-") = 1 ? "PAPER_ORDER_PLACED" : "ORDER_PLACED") : "NO_ORDER_PLACED"
auditLog := "MODEL OUTCOME AUDIT | provider=" audit.provider " | model=" audit.model " | asset=" audit.asset " | market=" audit.ticker " | predicted_direction=" audit.predictedDirection " | trade_direction=" tradeDirection " | trade_status=" tradeStatus " | market_outcome=" marketDirection " | kalshi_result=" result " | prediction_result=" predictionResult
if (audit.orderId != "")
auditLog .= " | order_id=" audit.orderId
Log(auditLog)
resolvedKeys.Push(auditKey)
modelOutcomeAuditLastCheckTick.Delete(auditKey)
}
for _, auditKey in resolvedKeys
pendingModelOutcomeAudits.Delete(auditKey)
}
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 ""
; Paper trades fill at the observed ask, are marked at the executable bid,
; and use zero simulated entry/settlement fees.
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
}
KalshiSessionAccountingPending() {
global pendingKalshiSettlements, pendingKalshiClosedTrades
return (IsObject(pendingKalshiSettlements) && pendingKalshiSettlements.Count() > 0)
|| (IsObject(pendingKalshiClosedTrades) && pendingKalshiClosedTrades.Count() > 0)
}
KalshiHasOpenOrUnsettledExposure() {
global positions, pendingKalshiSettlements, pendingKalshiClosedTrades, kalshiHasUntrackedPosition
if (kalshiHasUntrackedPosition)
return true
for _, pos in positions {
if IsObject(pos)
return true
}
if (KalshiSessionAccountingPending())
return true
return false
}
KalshiDailyPnlLimitsEnabled() {
global Max_daily_profit, Max_daily_Loss
return (Max_daily_profit + 0) > 0 || (Max_daily_Loss + 0) < 0
}
CheckMaxDailyPnlAtSessionEnd() {
global Max_daily_profit, Max_daily_Loss, dailyPnlLimitTriggered
if (dailyPnlLimitTriggered)
return true
if (!KalshiDailyPnlLimitsEnabled() || KalshiHasOpenOrUnsettledExposure())
return false
livePnl := ComputeKalshiLivePnl()
if (livePnl = "")
return false
limitName := ""
limitValue := ""
if ((Max_daily_profit + 0) > 0 && livePnl >= (Max_daily_profit + 0)) {
limitName := "Max_daily_profit"
limitValue := Max_daily_profit + 0
} else if ((Max_daily_Loss + 0) < 0 && livePnl <= (Max_daily_Loss + 0)) {
limitName := "Max_daily_Loss"
limitValue := Max_daily_Loss + 0
}
if (limitName = "")
return false
dailyPnlLimitTriggered := true
UpdateKalshiPnlLogStreams()
Log("Agent daily PnL limit reached | " limitName "=" FmtPnl(limitValue) " | agent PnL=" FmtPnl(livePnl) " | no active positions | stopping script")
stopCode()
return true
}
UpdateKalshiPnlLogStreams() {
global kalshiWins, kalshiTradeCount, balanceRefreshMs
LogStreamYellow("LIVE PNL", FmtPnl(ComputeKalshiLivePnl()))
LogStreamYellow("WINS", kalshiWins "/" kalshiTradeCount)
ns_ai_refresh_balance_logstream(balanceRefreshMs)
}
NormalizeKalshiExchangeIndex(exchangeIndex) {
exchangeIndex := Trim(exchangeIndex)
if !RegExMatch(exchangeIndex, "^-?\d+$")
return -1
exchangeIndex += 0
return (exchangeIndex >= -1) ? exchangeIndex : -1
}
; ==================== Market data and formatting helpers ====================
CurrentUtcNowAhk() {
nowUtc := A_NowUTC
if (nowUtc != "")
return nowUtc
out := Trim(RunCMD("powershell -NoProfile -Command ""[DateTime]::UtcNow.ToString('yyyyMMddHHmmss')""", A_ScriptDir))
if RegExMatch(out, "^\d{14}$")
return out
return ""
}
FormatAssetList(assetList) {
if !IsObject(assetList)
return ""
assetText := ""
for _, asset in assetList
assetText .= (assetText = "" ? "" : ", ") asset
return assetText
}
MinutesRemainingInQuarter() {
utc := CurrentUtcNowAhk()
if (utc = "") {
currentMinute := A_Min + 0
remaining := 15 - Mod(currentMinute, 15)
return remaining - ((A_Sec + 0) / 60.0)
}
mm := SubStr(utc, 11, 2) + 0
ss := SubStr(utc, 13, 2) + 0
return 15 - Mod(mm, 15) - (ss / 60.0)
}
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"])
exchangeIndex := GetFirstNonEmptyJsonField(body, ["exchange_index"])
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
obj.exchangeIndex := NormalizeKalshiExchangeIndex(exchangeIndex)
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
}
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 ""
}
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
Live mode submits real Kalshi orders. Add your Kalshi API key and private key to Nightshark using these filenames, matching the credential fields used in Video 14:
API Key
apikeyPrivate Key
privatekeyUse paper mode first
Live trading uses real funds. Confirm your AI instructions, selected model, asset list, order size, timing, and daily limits in paper mode before running the live script.
Live-Trading Code
Paste the complete script into Nightshark's Code editor after the credential files are configured.
;======================================================
; KALSHI AI LIVE STRATEGY
;=======================================================
assets := ["BTC"] ; BTC, ETH, SOL, XRP, DOGE, HYPE, BNB
orderSize := 1 ; Live contracts per trade
timeDelay := 15 ; Request AI when this many minutes remain; 15 = session start
Obey_model := "YES" ; YES trades the model direction; NO trades the opposite
Max_daily_profit := 400 ; Stop after settled agent PnL reaches this; 0 disables
Max_daily_Loss := -200 ; Stop after settled agent PnL reaches this; 0 disables
; ==================== Startup and validation ====================
model := ns_ai_model_name()
modelDisplayName := ns_ai_model_display_name()
modelProvider := ns_ai_provider()
aiBackendReady := ns_ai_backend_health_check()
settingsValid := true
pollIntervalMs := 700
marketRefreshMs := 5000
priceRefreshMs := 1500
balanceRefreshMs := 60000
if (Trim(model) = "") {
Log("ERROR: Select a model in AI Mode, then restart this script.")
settingsValid := false
}
if (modelProvider = "") {
Log("ERROR: The selected model does not include provider metadata. Reload AI Mode and select the model again.")
settingsValid := false
}
if (!aiBackendReady) {
Log("ERROR: The NightShark AI backend is unavailable.")
settingsValid := false
}
if (!IsObject(assets) || assets.Length() = 0) {
Log("ERROR: assets must contain at least one supported asset, for example [""BTC""] or [""BTC"", ""ETH""].")
settingsValid := false
} else {
for assetIndex, configuredAsset in assets {
configuredAsset := Trim(configuredAsset)
StringUpper, configuredAsset, configuredAsset
if !RegExMatch(configuredAsset, "^(BTC|ETH|SOL|XRP|DOGE|HYPE|BNB)$") {
Log("ERROR: assets contains unsupported value '" configuredAsset "'. Supported assets: BTC, ETH, SOL, XRP, DOGE, HYPE, BNB.")
settingsValid := false
} else {
assets[assetIndex] := configuredAsset
}
}
}
orderSizeValid := IsNumericStr(orderSize) && (orderSize + 0) > 0
if (!orderSizeValid) {
Log("ERROR: orderSize is '" orderSize "'. It needs to be a positive number of contracts, for example 1 or 2.5.")
settingsValid := false
}
timeDelayValid := IsNumericStr(timeDelay) && (timeDelay + 0) > 0 && (timeDelay + 0) <= 15
if (!timeDelayValid) {
Log("ERROR: timeDelay is '" timeDelay "'. Use a number greater than 0 and no more than 15 minutes.")
settingsValid := false
}
obeyModelValue := Trim(Obey_model)
StringUpper, obeyModelValue, obeyModelValue
if (obeyModelValue != "YES" && obeyModelValue != "NO") {
Log("ERROR: Obey_model is '" Obey_model "'. Use either ""YES"" or ""NO"".")
settingsValid := false
} else {
Obey_model := obeyModelValue
}
maxDailyProfitValid := IsNumericStr(Max_daily_profit) && (Max_daily_profit + 0) >= 0
if (!maxDailyProfitValid) {
Log("ERROR: Max_daily_profit is '" Max_daily_profit "'. Use a positive dollar amount, or 0 to disable it.")
settingsValid := false
}
maxDailyLossValid := IsNumericStr(Max_daily_Loss) && (Max_daily_Loss + 0) <= 0
if (!maxDailyLossValid) {
Log("ERROR: Max_daily_Loss is '" Max_daily_Loss "'. Use a negative dollar amount, or 0 to disable it.")
settingsValid := false
}
if (!settingsValid) {
Log("ERROR: Fix the settings listed above and restart the script. Stopping now.")
stopCode()
return
}
; ==================== Market configuration and state ====================
enableLiveOrders := true
restDelay := 2000
entryDiff := 0.02
exitDiff := 0.02
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 := {}
assetSessionQuarter := {}
assetLastPriceLogTick := {}
assetSnapshotCache := {}
assetMarketRefreshTick := {}
assetPriceCache := {}
assetPriceRefreshTick := {}
kalshiLastOrderResult := {}
kalshiShardFundingSessionStatus := {}
kalshiShardPendingTransfers := {} ; retained across market changes until reconciled
kalshiAggregateBalanceSnapshot := ""
kalshiBalanceNextRequestTick := 0
kalshiBalanceRetryCount := 0
pendingModelOutcomeAudits := {}
modelOutcomeAuditLastCheckTick := {}
kalshiRealizedPnl := 0
kalshiWins := 0
kalshiTradeCount := 0
kalshiHasUntrackedPosition := false
kalshiUntrackedPositionAssets := {}
kalshiAverageEntryFillNotional := 0
kalshiAverageEntryFillSize := 0
kalshiAverageEntryFillOrderIds := {}
pendingKalshiSettlements := {}
pendingKalshiClosedTrades := {}
kalshiSettlementLastCheckTick := {}
dailyPnlLimitTriggered := false
LoadKalshiCredentialsFromFiles()
if (kalshiSignerPath = "")
kalshiSignerPath := FindNightSharkSigner()
Log("Application Started | LIVE MODE | " FormatAssetList(assets) " 15-minute AI direction strategy | provider: " modelProvider " | model: " modelDisplayName " | Obey model: " Obey_model " | AI request at " timeDelay "m remaining | order size: " KalshiFormatSize(orderSize) " | Agent PnL limits: " FmtPnl(Max_daily_profit) "/" FmtPnl(Max_daily_Loss))
if (!StartupCredentialCheck())
return
UpdateKalshiPnlLogStreams()
; ==================== Strategy loop ====================
; Request one AI decision per market; SKIP stays flat, UP/DOWN enter and hold to resolution.
loop {
if (dailyPnlLimitTriggered) {
Sleep 250
continue
}
ProcessPendingKalshiAccounting()
if (CheckMaxDailyPnlAtSessionEnd()) {
Sleep 250
continue
}
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()
ns_log_once(asset, noDataKey, asset " Waiting for market data")
continue
}
up := snapshot.up
down := snapshot.down
; Recompute from closeTime so cached market metadata still uses live time.
minsLeft := SnapshotMinutesLeft(snapshot)
if (minsLeft = "")
minsLeft := MinutesRemainingInQuarter()
sessionKey := (snapshot.marketTicker != "") ? snapshot.marketTicker : ((snapshot.closeTime != "") ? snapshot.closeTime : CurrentQuarterIndex())
if (PositionSessionEnded(asset, snapshot)) {
MarkHeldToResolution(asset)
continue
}
if (!assetSessionQuarter.HasKey(asset) || assetSessionQuarter[asset] != sessionKey) {
if (KalshiDailyPnlLimitsEnabled() && KalshiSessionAccountingPending()) {
ns_log_once(asset, "PNL_SETTLEMENT_WAIT", asset " Waiting for prior-session PnL settlement before starting the next session")
continue
}
assetSessionQuarter[asset] := sessionKey
assetPhase[asset] := "WAIT_FUNDING"
assetLastPriceLogTick[asset] := 0
ns_log_once_reset(asset)
Log(asset " New LIVE session (" snapshot.marketTicker ", shard " snapshot.exchangeIndex ")")
LogStream("AI SIGNAL", "n/a")
UpdateAgentPositionLogStream(asset)
SetKalshiUntrackedPosition(asset, false)
continue
}
if IsObject(positions[asset]) {
TryReconcileKalshiEntry(asset)
pos := positions[asset]
currentBid := KalshiSnapshotPositionBid(snapshot, pos.side, pos.size)
positions[asset].lastMark := (currentBid != "") ? currentBid + 0 : ""
assetPhase[asset] := "IN_POSITION"
UpdateKalshiLogStream(asset, snapshot)
continue
}
if (assetPhase[asset] = "BUY_FAILED") {
ns_log_once(asset, "BUY_FAILED", asset " Buy failed earlier, waiting for next session")
continue
}
if (assetPhase[asset] = "HAS_POSITION") {
ns_log_once(asset, "HAS_POSITION", asset " Existing position, waiting for next session")
continue
}
if (assetPhase[asset] = "FUNDING_FAILED") {
ns_log_once(asset, "FUNDING_FAILED", asset " Funding request rejected; live entry is paused")
continue
}
if (assetPhase[asset] = "AI_FAILED") {
ns_log_once(asset, "AI_FAILED", asset " " modelProvider " analysis failed, waiting for next session")
continue
}
if (assetPhase[asset] = "SETTLEMENT_PENDING" || assetPhase[asset] = "SESSION_ENDED") {
ns_log_once(asset, "SESSION_ENDED", asset " Session ended, waiting for the next market")
continue
}
if (assetPhase[asset] = "WAIT_FUNDING") {
if (minsLeft = "") {
ns_log_once(asset, "FUNDING_TIME_MISSING", asset " Waiting for the session clock before funding")
continue
}
if (minsLeft <= 0) {
assetPhase[asset] := "SESSION_ENDED"
ns_log_once(asset, "FUNDING_WINDOW_ENDED", asset " Market closed while waiting for funding")
continue
}
fundingFailed := false
if (!EnsureKalshiShardFunding(asset, snapshot.exchangeIndex, fundingFailed)) {
if (fundingFailed)
assetPhase[asset] := "FUNDING_FAILED"
continue
}
; An unavailable position read must not be treated as a flat account.
existingPositionSize := GetKalshiPositionSize(snapshot.marketTicker, 1, snapshot.exchangeIndex)
if (existingPositionSize = "") {
ns_log_once(asset, "FUNDING_POSITION_WAIT", asset " Funding ready; waiting for existing-position check")
continue
}
if (existingPositionSize > 0) {
assetPhase[asset] := "HAS_POSITION"
SetKalshiUntrackedPosition(asset, true)
Log(asset " Existing position found; no new AI order will be placed this session")
} else {
assetPhase[asset] := "WAIT_AI_WINDOW"
Log(asset " Shard funding ready")
}
; Refresh the market and session clock before requesting AI analytics.
continue
}
if (assetPhase[asset] = "WAIT_AI_WINDOW") {
if (minsLeft = "") {
ns_log_once(asset, "AI_WINDOW_TIME_MISSING", asset " Waiting for the session clock before requesting AI analytics")
continue
}
if (minsLeft <= 0) {
assetPhase[asset] := "SESSION_ENDED"
ns_log_once(asset, "SESSION_ENDED", asset " Session ended before the AI analytics request")
continue
}
if (minsLeft > (timeDelay + 0)) {
ns_log_once(asset, "WAIT_AI_WINDOW", asset " Waiting to request AI analytics at " timeDelay " minutes remaining")
continue
}
Log(asset " Requesting AI analytics with " FmtMinutes(minsLeft) " minutes remaining")
aiDecision := ns_ai_request_once(asset, sessionKey, snapshot.closeTime)
if !IsObject(aiDecision) {
if (ns_ai_fatal_stop_requested())
return
assetPhase[asset] := "AI_FAILED"
Log(asset " " modelProvider " analysis unavailable; skipping this session")
continue
}
RegisterModelOutcomeAudit(aiDecision.provider, asset, sessionKey, snapshot, aiDecision)
assetPhase[asset] := "READY_TO_ENTER"
LogStream("AI SIGNAL", aiDecision.direction)
UpdateAgentPositionLogStream(asset, aiDecision)
}
aiDecision := ns_ai_cached_decision(asset, sessionKey)
if !IsObject(aiDecision) {
assetPhase[asset] := "AI_FAILED"
ns_log_once(asset, "AI_DECISION_MISSING", asset " " modelProvider " decision missing; skipping this session")
continue
}
if (aiDecision.direction = "SKIP") {
assetPhase[asset] := "AI_SKIPPED"
UpdateKalshiLogStream(asset, snapshot)
ns_log_once(asset, "AI_SKIPPED", asset " AI chose SKIP | no live order | " aiDecision.reason)
continue
}
; Only explicit entry decisions may reach the order block.
if (aiDecision.direction != "UP" && aiDecision.direction != "DOWN") {
assetPhase[asset] := "AI_FAILED"
ns_log_once(asset, "AI_INVALID", asset " Invalid AI decision; no live order")
continue
}
freshSnap := GetKalshiMarketSnapshot(asset)
if !IsObject(freshSnap) {
ns_log_once(asset, "FRESH_QUOTE_MISSING", asset " Fresh Kalshi quote unavailable; entry will retry")
continue
}
if (freshSnap.marketTicker != sessionKey) {
assetPhase[asset] := "SESSION_ENDED"
Log(asset " Market changed before entry; no live order placed for " sessionKey)
continue
}
snapshot := freshSnap
up := snapshot.up
down := snapshot.down
UpdateKalshiLogStream(asset, snapshot)
modelDirection := aiDecision.direction
side := ResolveModelTradeDirection(modelDirection)
if (side = "") {
assetPhase[asset] := "AI_FAILED"
Log(asset " Could not resolve trade direction from model signal " modelDirection " with Obey_model=" Obey_model)
continue
}
entryPrice := (side = "UP") ? up : down
if (entryPrice = "" || entryPrice <= 0 || entryPrice >= 1) {
ns_log_once(asset, "ENTRY_QUOTE_MISSING", asset " Current " side " ask unavailable; entry will retry when a quote appears")
continue
}
if !CanPlaceOrderNow(asset) {
ns_log_once(asset, "NO_CREDS", asset " Missing credentials; live entry is paused")
continue
}
existingPositionSize := GetKalshiPositionSize(snapshot.marketTicker, 3, snapshot.exchangeIndex)
if (existingPositionSize = "") {
ns_log_once(asset, "POSITION_CHECK_FAILED", asset " Position check unavailable; live entry is paused")
continue
}
if (existingPositionSize > 0) {
assetPhase[asset] := "HAS_POSITION"
SetKalshiUntrackedPosition(asset, true)
Log(asset " Existing position found; no new order will be placed this session")
continue
}
Log(asset " " ns_ai_provider(aiDecision) " " ns_ai_model_display_name(aiDecision) " chose " modelDirection " | Obey_model=" Obey_model " | trade side=" side " | current ask " Fmt(entryPrice) " — placing LIVE order")
buyConfirmed := false
loop, 4 {
if (A_Index > 1 && HasExistingPosition(snapshot.marketTicker, snapshot.exchangeIndex)) {
Log(asset " Position detected before retry " A_Index "; skipping duplicate order")
buyConfirmed := true
break
}
if (A_Index > 1) {
freshSnap := GetKalshiMarketSnapshot(asset)
if (!IsObject(freshSnap) || freshSnap.marketTicker != sessionKey) {
Log(asset " Entry retry canceled: market changed or quote is unavailable")
break
}
snapshot := freshSnap
entryPrice := (side = "UP") ? snapshot.up : snapshot.down
}
if (entryPrice = "" || entryPrice <= 0 || entryPrice >= 1) {
Log(asset " Entry retry canceled: current " side " ask is unavailable")
break
}
if BuyPosition(asset, snapshot.marketTicker, side, entryPrice, snapshot.exchangeIndex) {
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) {
SetKalshiUntrackedPosition(asset, false)
orderId := KalshiResultValue(kalshiLastOrderResult, "orderId", "")
fillSummary := KalshiLastOrderFillSummary()
accountingReady := KalshiFillSummaryReady(fillSummary)
fillPrice := accountingReady ? fillSummary.price + 0 : entryPrice + 0
fillPriceSource := accountingReady ? fillSummary.source : "detected price fallback"
if (!accountingReady)
Log("WARN: " asset " Exact entry fills/fees are pending; live PnL will wait for reconciliation")
confirmedPositionSize := KalshiResultValue(kalshiLastOrderResult, "positionSize", "")
posSize := accountingReady ? fillSummary.size + 0 : confirmedPositionSize
if (posSize = "" || posSize <= 0)
posSize := GetKalshiPositionSize(snapshot.marketTicker, 3, snapshot.exchangeIndex)
if (posSize = "" || posSize <= 0)
posSize := orderSize + 0
entryFees := accountingReady ? fillSummary.fees + 0 : 0
initialMark := KalshiSnapshotPositionBid(snapshot, side, posSize)
positions[asset] := { side: side, entry: fillPrice, entryFees: entryFees, size: posSize, expectedSize: posSize, accountingReady: accountingReady, entryOrderId: orderId, ticker: snapshot.marketTicker, exchangeIndex: snapshot.exchangeIndex, quarterIndex: CurrentQuarterIndex(), lastMark: initialMark }
RecordKalshiEntryFillForAverage(positions[asset])
MarkModelOutcomeAuditOrderPlaced(asset, sessionKey, orderId, side)
positions[asset].aiDirection := modelDirection
positions[asset].tradeDirection := side
positions[asset].obeyModel := Obey_model
positions[asset].aiModel := aiDecision.model
assetPhase[asset] := "IN_POSITION"
assetLastPriceLogTick[asset] := 0
UpdateKalshiLogStream(asset, snapshot)
if (accountingReady)
Log(asset " LIVE position confirmed | fill " Fmt(fillPrice) " | size " KalshiFormatSize(posSize) " | entry fees " FmtMoney(entryFees) " (" fillPriceSource ")")
else
Log(asset " LIVE position confirmed | exact fill accounting pending")
Log(asset " Holding LIVE " side " to market resolution")
} else if (!KalshiResultValue(kalshiLastOrderResult, "fatal", false)) {
assetPhase[asset] := "BUY_FAILED"
Log(asset " Entry order not filled after 4 attempts; skipping session | " KalshiLastOrderApiSummary())
}
}
ProcessPendingKalshiAccounting()
UpdateKalshiPnlLogStreams()
CheckMaxDailyPnlAtSessionEnd()
Random, pollJitterMs, 0, 250
sleepMs := pollIntervalMs + pollJitterMs
Sleep %sleepMs%
}
return
; ==================== Position, settlement and PnL helpers ====================
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 " LIVE " pos.side " held to resolution | PnL settlement pending")
positions.Delete(asset)
UpdateAgentPositionLogStream(asset)
ClearKalshiMarketCache(asset)
assetPhase[asset] := "SETTLEMENT_PENDING"
}
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))
LogStream("AVERAGE FILL", FmtAverageFillOrNA(GetKalshiAverageFillForLogStream()))
sessionKey := snapshot.HasKey("marketTicker") ? snapshot.marketTicker : ""
aiDecision := ns_ai_cached_decision(asset, sessionKey)
if IsObject(aiDecision)
LogStream("AI SIGNAL", aiDecision.direction)
else
LogStream("AI SIGNAL", "n/a")
UpdateAgentPositionLogStream(asset, aiDecision)
}
GetKalshiAverageFillForLogStream() {
global kalshiAverageEntryFillNotional, kalshiAverageEntryFillSize
if (kalshiAverageEntryFillSize <= 0)
return ""
return kalshiAverageEntryFillNotional / kalshiAverageEntryFillSize
}
UpdateAgentPositionLogStream(asset, aiDecision := "") {
global positions
positionValue := ""
if IsObject(positions[asset]) && positions[asset].HasKey("side") {
side := positions[asset].side
if (side = "UP" || side = "DOWN")
positionValue := side
}
if (positionValue = "" && IsObject(aiDecision) && aiDecision.direction = "SKIP")
positionValue := "SKIP"
if (positionValue = "")
LogStreamRemove("POSITION")
else
LogStream("POSITION", positionValue)
}
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 ""
}
ResolveModelTradeDirection(modelDirection) {
global Obey_model
if (modelDirection = "SKIP")
return "SKIP"
if (modelDirection != "UP" && modelDirection != "DOWN")
return ""
if (Obey_model = "YES")
return modelDirection
return (modelDirection = "UP") ? "DOWN" : "UP"
}
FmtOrNA(price) {
if (price = "")
return "n/a"
return Fmt(price)
}
FmtAverageFillOrNA(price) {
if (price = "")
return "n/a"
return Format("{:.4f}", price + 0)
}
FmtLiveDeltaOrNA(value) {
if (value = "")
return "n/a"
value := value + 0
if (Abs(value) >= 1)
return Round(value, 2)
return Round(value, 4)
}
FmtMinutes(value) {
if (value = "")
return "n/a"
return Round(value + 0, 2)
}
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, exchangeIndex := -1) {
global orderSize
return PlaceKalshiOrder("BUY", marketTicker, side, price, orderSize, "", exchangeIndex)
}
HasExistingPosition(marketTicker, exchangeIndex := "") {
size := GetKalshiPositionSize(marketTicker, 1, exchangeIndex)
return (size != "" && size > 0)
}
GetKalshiPositionSize(marketTicker, maxAttempts := 1, exchangeIndex := "") {
if (marketTicker = "")
return ""
endpoint := "/trade-api/v2/portfolio/positions?ticker=" marketTicker
if (exchangeIndex != "")
endpoint .= "&exchange_index=" NormalizeKalshiExchangeIndex(exchangeIndex)
attempt := 1
while (attempt <= maxAttempts) {
res := KalshiSignedRequest("GET", endpoint)
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 ""
}
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()
}
KalshiPositionAccountingReady(pos) {
return IsObject(pos) && pos.HasKey("accountingReady") && pos.accountingReady
&& pos.HasKey("entry") && pos.HasKey("entryFees") && pos.HasKey("size") && pos.size > 0
}
RecordKalshiEntryFillForAverage(pos) {
global kalshiAverageEntryFillNotional, kalshiAverageEntryFillSize, kalshiAverageEntryFillOrderIds
if !KalshiPositionAccountingReady(pos)
return false
orderId := pos.HasKey("entryOrderId") ? pos.entryOrderId : ""
if (orderId = "" || kalshiAverageEntryFillOrderIds.HasKey(orderId))
return false
fillSize := pos.size + 0
kalshiAverageEntryFillNotional += (pos.entry + 0) * fillSize
kalshiAverageEntryFillSize += fillSize
kalshiAverageEntryFillOrderIds[orderId] := true
return true
}
ReconcileKalshiPositionObject(pos, force := false) {
if (KalshiPositionAccountingReady(pos)) {
RecordKalshiEntryFillForAverage(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.accountingReady := true
RecordKalshiEntryFillForAverage(pos)
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
}
RecordKalshiClosedTrade(asset, pos, exitSummary, reason) {
global kalshiRealizedPnl, kalshiWins, kalshiTradeCount
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++
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)
}
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() {
ProcessPendingKalshiSettlements()
ProcessPendingModelOutcomeAudits()
}
RegisterModelOutcomeAudit(provider, asset, sessionKey, snapshot, decision) {
global pendingModelOutcomeAudits, Obey_model
if (sessionKey = "" || !IsObject(decision))
return false
if (decision.direction = "SKIP") {
Log("MODEL DECISION AUDIT | provider=" provider " | model=" decision.model " | asset=" asset " | market=" sessionKey " | decision=SKIP | trade_status=NO_ORDER_PLACED | reason=" decision.reason)
return true
}
auditKey := asset "|" sessionKey
if (pendingModelOutcomeAudits.HasKey(auditKey))
return true
ticker := IsObject(snapshot) && snapshot.HasKey("marketTicker") ? snapshot.marketTicker : ""
if (ticker = "" && RegExMatch(sessionKey, "i)^KX"))
ticker := sessionKey
closeTime := IsObject(snapshot) && snapshot.HasKey("closeTime") ? snapshot.closeTime : ""
pendingModelOutcomeAudits[auditKey] := { provider: provider
, asset: asset
, sessionKey: sessionKey
, ticker: ticker
, closeTime: closeTime
, quarterIndex: CurrentQuarterIndex()
, model: decision.model
, predictedDirection: decision.direction
, tradeDirection: ""
, orderPlaced: false
, orderId: "" }
Log("MODEL PREDICTION AUDIT | provider=" provider " | model=" decision.model " | asset=" asset " | market=" ticker " | predicted_direction=" decision.direction " | obey_model=" Obey_model " | planned_trade_direction=" ResolveModelTradeDirection(decision.direction))
return true
}
MarkModelOutcomeAuditOrderPlaced(asset, sessionKey, orderId := "", tradeDirection := "") {
global pendingModelOutcomeAudits
auditKey := asset "|" sessionKey
if (!pendingModelOutcomeAudits.HasKey(auditKey))
return false
pendingModelOutcomeAudits[auditKey].orderPlaced := true
pendingModelOutcomeAudits[auditKey].orderId := orderId
pendingModelOutcomeAudits[auditKey].tradeDirection := tradeDirection
return true
}
ProcessPendingModelOutcomeAudits() {
global pendingModelOutcomeAudits, modelOutcomeAuditLastCheckTick, kalshiApiBase
resolvedKeys := []
for auditKey, audit in pendingModelOutcomeAudits {
if !IsObject(audit)
continue
sessionEnded := false
if (audit.closeTime != "") {
minutesLeft := MinutesUntilIsoUtc(audit.closeTime)
if (minutesLeft != "")
sessionEnded := minutesLeft <= 0
}
if (!sessionEnded)
sessionEnded := CurrentQuarterIndex() != audit.quarterIndex
if (!sessionEnded)
continue
tradeDirection := audit.HasKey("tradeDirection") && audit.tradeDirection != "" ? audit.tradeDirection : "NONE"
if (audit.ticker = "") {
tradeStatus := audit.orderPlaced ? "ORDER_PLACED" : "NO_ORDER_PLACED"
Log("MODEL OUTCOME AUDIT | provider=" audit.provider " | model=" audit.model " | asset=" audit.asset " | market=n/a | predicted_direction=" audit.predictedDirection " | trade_direction=" tradeDirection " | trade_status=" tradeStatus " | market_outcome=UNAVAILABLE | prediction_result=UNAVAILABLE | reason=missing_market_ticker")
resolvedKeys.Push(auditKey)
continue
}
nowTick := A_TickCount
if (modelOutcomeAuditLastCheckTick.HasKey(auditKey) && (nowTick - modelOutcomeAuditLastCheckTick[auditKey]) < 5000)
continue
modelOutcomeAuditLastCheckTick[auditKey] := nowTick
body := HttpGet(kalshiApiBase "/trade-api/v2/markets/" audit.ticker "?_audit=" nowTick)
result := JsonField(body, "result")
StringLower, result, result
if (result != "yes" && result != "no")
continue
marketDirection := (result = "yes") ? "UP" : "DOWN"
predictionResult := (audit.predictedDirection = marketDirection) ? "MATCH" : "MISS"
tradeStatus := audit.orderPlaced ? "ORDER_PLACED" : "NO_ORDER_PLACED"
auditLog := "MODEL OUTCOME AUDIT | provider=" audit.provider " | model=" audit.model " | asset=" audit.asset " | market=" audit.ticker " | predicted_direction=" audit.predictedDirection " | trade_direction=" tradeDirection " | trade_status=" tradeStatus " | market_outcome=" marketDirection " | kalshi_result=" result " | prediction_result=" predictionResult
if (audit.orderId != "")
auditLog .= " | order_id=" audit.orderId
Log(auditLog)
resolvedKeys.Push(auditKey)
modelOutcomeAuditLastCheckTick.Delete(auditKey)
}
for _, auditKey in resolvedKeys
pendingModelOutcomeAudits.Delete(auditKey)
}
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 ""
; Live trades are marked at the executable bid and include charged entry fees.
; Settlement does not add an exit fee.
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
}
KalshiSessionAccountingPending() {
global pendingKalshiSettlements, pendingKalshiClosedTrades
return (IsObject(pendingKalshiSettlements) && pendingKalshiSettlements.Count() > 0)
|| (IsObject(pendingKalshiClosedTrades) && pendingKalshiClosedTrades.Count() > 0)
}
SetKalshiUntrackedPosition(asset, hasPosition) {
global kalshiUntrackedPositionAssets, kalshiHasUntrackedPosition
if !IsObject(kalshiUntrackedPositionAssets)
kalshiUntrackedPositionAssets := {}
if (hasPosition)
kalshiUntrackedPositionAssets[asset] := true
else if (kalshiUntrackedPositionAssets.HasKey(asset))
kalshiUntrackedPositionAssets.Delete(asset)
kalshiHasUntrackedPosition := kalshiUntrackedPositionAssets.Count() > 0
}
KalshiHasOpenOrUnsettledExposure() {
global positions, pendingKalshiSettlements, pendingKalshiClosedTrades, kalshiHasUntrackedPosition
if (kalshiHasUntrackedPosition)
return true
for _, pos in positions {
if IsObject(pos)
return true
}
if (KalshiSessionAccountingPending())
return true
return false
}
KalshiDailyPnlLimitsEnabled() {
global Max_daily_profit, Max_daily_Loss
return (Max_daily_profit + 0) > 0 || (Max_daily_Loss + 0) < 0
}
CheckMaxDailyPnlAtSessionEnd() {
global Max_daily_profit, Max_daily_Loss, dailyPnlLimitTriggered
if (dailyPnlLimitTriggered)
return true
if (!KalshiDailyPnlLimitsEnabled() || KalshiHasOpenOrUnsettledExposure())
return false
livePnl := ComputeKalshiLivePnl()
if (livePnl = "")
return false
limitName := ""
limitValue := ""
if ((Max_daily_profit + 0) > 0 && livePnl >= (Max_daily_profit + 0)) {
limitName := "Max_daily_profit"
limitValue := Max_daily_profit + 0
} else if ((Max_daily_Loss + 0) < 0 && livePnl <= (Max_daily_Loss + 0)) {
limitName := "Max_daily_Loss"
limitValue := Max_daily_Loss + 0
}
if (limitName = "")
return false
dailyPnlLimitTriggered := true
UpdateKalshiPnlLogStreams()
Log("Agent daily PnL limit reached | " limitName "=" FmtPnl(limitValue) " | agent PnL=" FmtPnl(livePnl) " | no active positions | stopping script")
stopCode()
return true
}
UpdateKalshiPnlLogStreams() {
global kalshiWins, kalshiTradeCount, balanceRefreshMs
LogStream("LIVE PNL", FmtPnl(ComputeKalshiLivePnl()))
LogStream("WINS", kalshiWins "/" kalshiTradeCount)
availableCredit := ns_ai_refresh_balance_logstream(balanceRefreshMs)
if (availableCredit != "")
LogStream("CREDITS", availableCredit)
}
PlaceKalshiOrder(action, marketTicker, side, price, size, clientOrderId := "", exchangeIndex := -1) {
global enableLiveOrders, kalshiApiKeyId, kalshiPrivateKeyPath, restDelay, entryDiff, exitDiff, kalshiLastOrderResult
exchangeIndex := NormalizeKalshiExchangeIndex(exchangeIndex)
kalshiLastOrderResult := { action: action, ticker: marketTicker, exchangeIndex: exchangeIndex, 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
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 ","
. """exchange_index"":" exchangeIndex ","
. """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)) {
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
if (isBuy && orderId != "") {
remainingBefore := GetKalshiOrderRemainingCount(orderId, remainingQueryOk, exchangeIndex)
cancelNeeded := !remainingQueryOk || remainingBefore > 0.000001
if (cancelNeeded) {
cancelConfirmed := CancelKalshiOrder(orderId, exchangeIndex)
Sleep 500
remainingAfter := GetKalshiOrderRemainingCount(orderId, remainingAfterQueryOk, exchangeIndex)
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. Verify/cancel order " orderId " in Kalshi.")
stopCode()
return false
}
}
}
positionSize := GetKalshiPositionSize(marketTicker, 3, exchangeIndex)
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) {
Loop, 3 {
Log("WARN: " marketTicker " Entry fills reported but position is not visible; retry " A_Index "/3 in 2 seconds")
Sleep 2000
positionSize := GetKalshiPositionSize(marketTicker, 3, exchangeIndex)
if (positionSize != "" && positionSize > 0) {
Log(marketTicker " Position verified on retry " A_Index "/3 | size " KalshiFormatSize(positionSize))
break
}
}
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.")
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) {
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", "")
exchangeIndex := KalshiResultValue(kalshiLastOrderResult, "exchangeIndex", "")
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 (exchangeIndex != "")
orderText .= " shard=" exchangeIndex
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"
apiText := (status = "") ? "API no response" : "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
}
NormalizeKalshiExchangeIndex(exchangeIndex) {
exchangeIndex := Trim(exchangeIndex)
if !RegExMatch(exchangeIndex, "^-?\d+$")
return -1
exchangeIndex += 0
return (exchangeIndex >= -1) ? exchangeIndex : -1
}
KalshiBalanceDollarsFromBody(body) {
balanceDollars := JsonField(body, "balance_dollars")
if !IsNumericStr(balanceDollars)
return ""
return balanceDollars + 0
}
GetKalshiBalanceSnapshot(exchangeIndex := "", maxAttempts := 1, forceRefresh := false) {
global kalshiAggregateBalanceSnapshot
snapshot := { ok: false, balance: "", status: "", body: "", userMissing: false, retryable: true, balances: {} }
endpoint := "/trade-api/v2/portfolio/balance"
if (exchangeIndex != "") {
exchangeIndex := NormalizeKalshiExchangeIndex(exchangeIndex)
if (exchangeIndex < 0) {
snapshot.retryable := false
return snapshot
}
endpoint .= "?exchange_index=" exchangeIndex
}
; Startup and funding checks share the same short-lived aggregate read.
if (!forceRefresh && IsObject(kalshiAggregateBalanceSnapshot) && (A_TickCount - kalshiAggregateBalanceSnapshot.tick) < 1100) {
if (exchangeIndex = "")
return kalshiAggregateBalanceSnapshot.Clone()
if kalshiAggregateBalanceSnapshot.balances.HasKey(exchangeIndex) {
snapshot.ok := true
snapshot.status := 200
snapshot.balance := kalshiAggregateBalanceSnapshot.balances[exchangeIndex]
return snapshot
}
}
attempt := 1
while (attempt <= maxAttempts) {
; KalshiSignedRequest paces every balance GET, including scoped reads.
res := KalshiSignedRequest("GET", endpoint)
if IsObject(res) {
snapshot.status := res.status
snapshot.body := res.body
snapshot.retryable := (res.status = 0 || res.status = 200 || res.status = 408 || res.status = 429 || res.status >= 500)
if (res.status = 200) {
balanceDollars := KalshiBalanceDollarsFromBody(res.body)
if (balanceDollars != "") {
snapshot.ok := true
snapshot.balance := balanceDollars + 0
snapshot.tick := A_TickCount
if (exchangeIndex = "") {
snapshot.balances := KalshiBalanceBreakdown(res.body)
kalshiAggregateBalanceSnapshot := snapshot.Clone()
}
return snapshot
}
}
errorCode := JsonField(res.body, "code")
if (exchangeIndex != "" && InStr(errorCode, "user_not_found") = 1) {
snapshot.ok := true
snapshot.balance := 0
snapshot.userMissing := true
return snapshot
}
if (!snapshot.retryable)
break
}
; The shared request scheduler supplies spacing and exponential backoff.
attempt++
}
return snapshot
}
KalshiBalanceBreakdown(body) {
balances := {}
if !RegExMatch(body, """balance_breakdown""\s*:\s*\[([^\]]*)\]", breakdown)
return balances
pos := 1
while (pos := RegExMatch(breakdown1, "\{[^{}]*\}", item, pos)) {
exchangeIndex := JsonField(item, "exchange_index")
balance := JsonField(item, "balance") ; breakdown balances are dollar strings
if (RegExMatch(exchangeIndex, "^\d+$") && IsNumericStr(balance))
balances[exchangeIndex + 0] := balance + 0
pos += StrLen(item)
}
return balances
}
KalshiBalanceForShard(aggregate, exchangeIndex) {
if (IsObject(aggregate) && aggregate.ok && aggregate.balances.HasKey(exchangeIndex))
return { ok: true, balance: aggregate.balances[exchangeIndex], status: 200 }
; Older responses or an unprovisioned shard may have no breakdown entry.
return GetKalshiBalanceSnapshot(exchangeIndex, 1)
}
KalshiFundingReadFailed(asset, exchangeIndex, snapshot, state, ByRef permanentFailure) {
permanentFailure := IsObject(snapshot) && !snapshot.retryable
if (permanentFailure)
state.status := "FAILED"
status := (IsObject(snapshot) && snapshot.status != "") ? snapshot.status : "no response"
ns_log_once(asset, "FUNDING_READ_" exchangeIndex "_" status, asset " Balance read " (permanentFailure ? "rejected" : "unavailable; will retry") " | shard " exchangeIndex " | HTTP " status)
return false
}
EnsureKalshiShardFunding(asset, destinationExchangeIndex, ByRef permanentFailure := false) {
global enableLiveOrders, kalshiShardFundingSessionStatus, kalshiShardPendingTransfers
global kalshiBalanceNextRequestTick, kalshiAggregateBalanceSnapshot
permanentFailure := false
if (!enableLiveOrders)
return true
destinationExchangeIndex := NormalizeKalshiExchangeIndex(destinationExchangeIndex)
if (destinationExchangeIndex = 0)
return true
if (destinationExchangeIndex != 2) {
permanentFailure := true
ns_log_once(asset, "INVALID_SHARD", "ERROR: " asset " Market provided unsupported exchange shard " destinationExchangeIndex "; expected shard 0 or 2")
return false
}
; Consolidate exchange 0 into exchange 2 only once during this script run.
; A temporary balance error must not permanently cache a failed transfer.
fundingTransferKey := "0>2"
if !kalshiShardFundingSessionStatus.HasKey(fundingTransferKey)
kalshiShardFundingSessionStatus[fundingTransferKey] := { status: "WAIT_FUNDING", retryTick: 0 }
state := kalshiShardFundingSessionStatus[fundingTransferKey]
if (state.status = "READY")
return true
if (state.status = "FAILED") {
permanentFailure := true
return false
}
if (A_TickCount < state.retryTick)
return false
; Defer in the strategy loop instead of blocking other assets during backoff.
cacheFresh := IsObject(kalshiAggregateBalanceSnapshot) && (A_TickCount - kalshiAggregateBalanceSnapshot.tick) < 1100
if (A_TickCount < kalshiBalanceNextRequestTick && (!cacheFresh || kalshiShardPendingTransfers.HasKey(2)))
return false
Random, fundingJitter, 0, 500
state.retryTick := A_TickCount + 5000 + fundingJitter
; Retain the same transfer across asset retries and market/session changes.
if kalshiShardPendingTransfers.HasKey(2)
return ReconcileKalshiShardTransfer(asset, 2, state, permanentFailure)
aggregate := GetKalshiBalanceSnapshot("", 1)
if (!aggregate.ok)
return KalshiFundingReadFailed(asset, "all", aggregate, state, permanentFailure)
source := KalshiBalanceForShard(aggregate, 0)
if (!source.ok)
return KalshiFundingReadFailed(asset, 0, source, state, permanentFailure)
; The API uses centicents. Floor to avoid transferring more than is available.
transferCenticents := Floor(((source.balance + 0) * 10000) + 0.000001)
if (transferCenticents <= 0) {
state.status := "READY"
return true
}
transferDollars := transferCenticents / 10000.0
destination := KalshiBalanceForShard(aggregate, 2)
if (!destination.ok)
return KalshiFundingReadFailed(asset, 2, destination, state, permanentFailure)
confirmationTargetDollars := (destination.balance + 0) + transferDollars
clientTransferId := NewKalshiTransferId()
if (clientTransferId = "") {
state.status := "FAILED"
permanentFailure := true
Log("ERROR: " asset " Could not create a duplicate-prevention ID for the shard transfer")
return false
}
payload := "{"
. """source"":""event_contract"","
. """destination"":""event_contract"","
. """client_transfer_id"":""" clientTransferId ""","
. """amount"":" transferCenticents ","
. """source_exchange_shard"":0,"
. """destination_exchange_shard"":2,"
. """source_subaccount"":0,"
. """destination_subaccount"":0"
. "}"
pending := { transferId: "", clientTransferId: clientTransferId, payload: payload, historyCursor: "", attempted: false, transferDollars: transferDollars, targetDollars: confirmationTargetDollars }
; Store before POST: a timeout may occur after Kalshi accepted the transfer.
kalshiShardPendingTransfers[2] := pending
return SubmitKalshiShardTransfer(asset, 2, state, pending, permanentFailure)
}
SubmitKalshiShardTransfer(asset, exchangeIndex, state, pending, ByRef permanentFailure) {
global kalshiShardPendingTransfers
wasAttempted := pending.attempted
pending.attempted := true
res := KalshiSignedRequest("POST", "/trade-api/v2/portfolio/intra_exchange_instance_transfer", pending.payload)
if (IsObject(res) && res.status = 200) {
pending.transferId := JsonField(res.body, "transfer_id")
Log(asset " One-time exchange 0 -> 2 transfer requested | $" FmtMoney(pending.transferDollars) " | client_transfer_id=" pending.clientTransferId " | transfer_id=" pending.transferId)
} else if (IsObject(res) && (res.status = 401 || res.status = 403)) {
if (!wasAttempted)
kalshiShardPendingTransfers.Delete(exchangeIndex)
state.status := "FAILED"
permanentFailure := true
Log("ERROR: " asset " Exchange 0 -> 2 transfer unauthorized | HTTP " res.status " " KalshiApiMessage(res.body))
} else if (!IsObject(res) || res.status = 0 || res.status = 408 || res.status = 409 || res.status >= 500 || wasAttempted) {
; Any retry keeps the exact payload and client ID, including after a 409.
ns_log_once(asset, "TRANSFER_AMBIGUOUS_" pending.clientTransferId, asset " Transfer outcome pending; will reconcile before another transfer")
} else {
; A definitive first rejection did not create a transfer.
kalshiShardPendingTransfers.Delete(exchangeIndex)
permanentFailure := (res.status != 429 && !InStr(JsonField(res.body, "code"), "insufficient"))
if (permanentFailure)
state.status := "FAILED"
ns_log_once(asset, "TRANSFER_REJECTED_" res.status, asset " Exchange 0 -> 2 transfer rejected | HTTP " res.status " " KalshiApiMessage(res.body) (permanentFailure ? "" : " | will retry"))
}
return false
}
ReconcileKalshiShardTransfer(asset, exchangeIndex, state, ByRef permanentFailure) {
global kalshiShardPendingTransfers
pending := kalshiShardPendingTransfers[exchangeIndex]
aggregate := GetKalshiBalanceSnapshot("", 1, true)
if (!aggregate.ok)
return KalshiFundingReadFailed(asset, "all", aggregate, state, permanentFailure)
destination := KalshiBalanceForShard(aggregate, exchangeIndex)
if (!destination.ok)
return KalshiFundingReadFailed(asset, exchangeIndex, destination, state, permanentFailure)
transferComplete := false
historyExhausted := false
if (pending.transferId != "") {
res := KalshiSignedRequest("GET", "/trade-api/v2/portfolio/intra_exchange_instance_transfers/" KalshiQueryEncode(pending.transferId))
if (IsObject(res) && res.status = 200)
transferComplete := (JsonField(res.body, "status") = "complete")
} else {
; Recover a lost POST response by its client ID. Scan one page per retry.
endpoint := "/trade-api/v2/portfolio/intra_exchange_instance_transfers?limit=100"
if (pending.historyCursor != "")
endpoint .= "&cursor=" KalshiQueryEncode(pending.historyCursor)
res := KalshiSignedRequest("GET", endpoint)
if (IsObject(res) && res.status = 200) {
pos := 1
while (pos := RegExMatch(res.body, "\{[^{}]*\}", item, pos)) {
if (JsonField(item, "client_transfer_id") = pending.clientTransferId) {
pending.transferId := JsonField(item, "transfer_id")
transferComplete := (JsonField(item, "status") = "complete")
break
}
pos += StrLen(item)
}
pending.historyCursor := JsonField(res.body, "cursor")
historyExhausted := (pending.transferId = "" && pending.historyCursor = "")
}
}
; A completed transfer remains one-time even if another bot has spent funds
; before this balance read. Order submission still enforces available funds.
if (transferComplete)
kalshiShardPendingTransfers.Delete(exchangeIndex)
targetReached := (destination.balance + 0) >= (pending.targetDollars - 0.000001)
if (transferComplete || targetReached) {
state.status := "READY"
Log(asset " One-time exchange 0 -> 2 transfer confirmed | $" FmtMoney(destination.balance) " available on exchange 2")
return true
}
if (historyExhausted) {
; Kalshi deduplicates this UUID. Reuse only the exact original request.
return SubmitKalshiShardTransfer(asset, exchangeIndex, state, pending, permanentFailure)
}
ns_log_once(asset, "TRANSFER_PENDING_" pending.clientTransferId, asset " Transfer pending confirmation; will retry without creating another transfer")
return false
}
NewKalshiTransferId() {
VarSetCapacity(guid, 16, 0)
if (DllCall("ole32\CoCreateGuid", "Ptr", &guid) != 0)
return ""
VarSetCapacity(guidText, 78, 0)
if (!DllCall("ole32\StringFromGUID2", "Ptr", &guid, "Ptr", &guidText, "Int", 39))
return ""
return Trim(StrGet(&guidText, "UTF-16"), "{}")
}
KalshiScheduleNextBalanceRead(status) {
global kalshiBalanceNextRequestTick, kalshiBalanceRetryCount
delayMs := 1100
if (status = 0 || status = 408 || status = 429 || status >= 500) {
kalshiBalanceRetryCount := Min(kalshiBalanceRetryCount + 1, 5)
Random, balanceJitter, 0, 250
delayMs := (1100 * (2 ** (kalshiBalanceRetryCount - 1))) + balanceJitter
if (status = 429)
Log("Balance read rate-limited; retrying after " Round(delayMs / 1000.0, 2) " seconds")
} else {
kalshiBalanceRetryCount := 0
}
kalshiBalanceNextRequestTick := A_TickCount + delayMs
}
CancelKalshiOrder(orderId, exchangeIndex := -1) {
if (orderId = "")
return false
exchangeIndex := NormalizeKalshiExchangeIndex(exchangeIndex)
res := KalshiSignedRequest("DELETE", "/trade-api/v2/portfolio/events/orders/" orderId "?exchange_index=" exchangeIndex)
return IsObject(res) && (res.status = 200 || res.status = 204)
}
GetKalshiOrderRemainingCount(orderId, ByRef queryOk, exchangeIndex := -1) {
queryOk := false
if (orderId = "")
return ""
exchangeIndex := NormalizeKalshiExchangeIndex(exchangeIndex)
res := KalshiSignedRequest("GET", "/trade-api/v2/portfolio/orders/" orderId "?exchange_index=" exchangeIndex)
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 kalshiApiKeyId, kalshiPrivateKeyPath, kalshiSignerPath
apiReady := (kalshiApiKeyId != "")
keyReady := (kalshiPrivateKeyPath != "" && FileExist(kalshiPrivateKeyPath))
signerOut := RunAndCapture(QuoteForCmd(kalshiSignerPath) " version")
signerReady := InStr(signerOut, "NightShark Signer")
if (apiReady && keyReady && signerReady) {
snapshot := GetKalshiBalanceSnapshot("", 3, true)
if (snapshot.ok) {
Log("Credentials processed successfully | aggregate balance $" FmtMoney(snapshot.balance))
return true
}
if (snapshot.status = 401 || snapshot.status = 403) {
Log("ERROR: API key or private key is incorrect (HTTP " snapshot.status ")")
Log("Please fix your API key / private key and restart.")
} else {
Log("ERROR: Startup balance unavailable after retries | HTTP " snapshot.status " | stopping before live trading")
}
stopCode()
return false
}
if (!apiReady)
Log("ERROR: API key not loaded")
if (!keyReady)
Log("ERROR: Private key not loaded")
if (!signerReady)
Log("ERROR: NightShark signer not found")
Log("Please fix API credentials. Stopping script.")
stopCode()
return false
}
ResolveCredentialPath(pathSpec) {
if (pathSpec = "")
return ""
if FileExist(pathSpec)
return pathSpec
normalized := StrReplace(pathSpec, "\", "/")
if FileExist(normalized)
return normalized
relative := normalized
while (SubStr(relative, 1, 1) = "/" || SubStr(relative, 1, 1) = "\")
relative := SubStr(relative, 2)
fromScriptDir := A_ScriptDir "/" relative
if FileExist(fromScriptDir)
return fromScriptDir
fromScriptDirBackslash := StrReplace(fromScriptDir, "/", "\")
if FileExist(fromScriptDirBackslash)
return fromScriptDirBackslash
return ""
}
JsonUnescape(s) {
s := StrReplace(s, "\/", "/")
s := StrReplace(s, "\n", "`n")
s := StrReplace(s, "\r", "`r")
s := StrReplace(s, "\t", A_Tab)
s := StrReplace(s, Chr(92) Chr(34), Chr(34))
s := StrReplace(s, Chr(92) Chr(92), Chr(92))
return s
}
KalshiSignedRequest(method, endpointPath, bodyJson := "") {
global kalshiApiBase, kalshiApiKeyId, kalshiBalanceNextRequestTick, kalshiAggregateBalanceSnapshot
isBalanceRead := (method = "GET" && RegExMatch(endpointPath, "^/trade-api/v2/portfolio/balance(?:\?|$)"))
if (isBalanceRead) {
waitMs := kalshiBalanceNextRequestTick - A_TickCount
if (waitMs > 0)
Sleep %waitMs%
kalshiAggregateBalanceSnapshot := ""
} else if (method != "GET") {
kalshiAggregateBalanceSnapshot := ""
}
; Sign after waiting, so the timestamp stays fresh during a rate-limit backoff.
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 := ""
if (isBalanceRead)
KalshiScheduleNextBalanceRead(0)
return false
}
res := { status: http.Status, body: http.ResponseText }
if (isBalanceRead)
KalshiScheduleNextBalanceRead(res.status)
return res
}
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.*$", "$1")
if (marketToken = ticker || marketToken = "")
marketToken := SubStr(RegExReplace(ticker, "[^A-Za-z0-9]", ""), 1, 12)
clientOrderId := marketToken "-" action "-" side "-" nowUtc "-" A_TickCount "-" r
return SubStr(clientOrderId, 1, 64)
}
CurrentTimeMillis() {
epoch := CurrentUtcNowAhk()
if (epoch = "")
return ""
EnvSub, epoch, 19700101000000, Seconds
return epoch * 1000
}
QuoteForCmd(s) {
s := StrReplace(s, """", "\""")
return """" s """"
}
RunAndCapture(command) {
return RunCMD(command, A_ScriptDir)
}
ToLower(s) {
StringLower, out, s
return out
}
FindNightSharkSigner() {
candidates := [ A_ScriptDir "\nightshark-signer.exe"
, A_ScriptDir "/nightshark-signer.exe"
, A_WorkingDir "\nightshark-signer.exe"
, A_WorkingDir "/nightshark-signer.exe" ]
for _, p in candidates {
if FileExist(p)
return p
}
return A_ScriptDir "\nightshark-signer.exe"
}
CanPlaceOrderNow(asset) {
global enableLiveOrders, kalshiApiKeyId, kalshiPrivateKeyPath
if (!enableLiveOrders)
return true
return (kalshiApiKeyId != "" && kalshiPrivateKeyPath != "" && FileExist(kalshiPrivateKeyPath))
}
; ==================== Market data and formatting helpers ====================
CurrentUtcNowAhk() {
nowUtc := A_NowUTC
if (nowUtc != "")
return nowUtc
out := Trim(RunCMD("powershell -NoProfile -Command ""[DateTime]::UtcNow.ToString('yyyyMMddHHmmss')""", A_ScriptDir))
if RegExMatch(out, "^\d{14}$")
return out
return ""
}
FormatAssetList(assetList) {
if !IsObject(assetList)
return ""
assetText := ""
for _, asset in assetList
assetText .= (assetText = "" ? "" : ", ") asset
return assetText
}
MinutesRemainingInQuarter() {
utc := CurrentUtcNowAhk()
if (utc = "") {
currentMinute := A_Min + 0
remaining := 15 - Mod(currentMinute, 15)
return remaining - ((A_Sec + 0) / 60.0)
}
mm := SubStr(utc, 11, 2) + 0
ss := SubStr(utc, 13, 2) + 0
return 15 - Mod(mm, 15) - (ss / 60.0)
}
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"])
exchangeIndex := GetFirstNonEmptyJsonField(body, ["exchange_index"])
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
obj.exchangeIndex := NormalizeKalshiExchangeIndex(exchangeIndex)
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
}
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
}