Kalshi Eth Staking Yield Trader

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name: kalshi-eth-staking-yield-trader description: Trades ETH price markets on Kalshi using the 4% staking yield as a fundamental price floor. When markets underprice ETH relative to the yield-implied floor, buy YES. Requires SIMMER_API_KEY and simmer-sdk. metadata: author: Diagnostikon owner: Diagnostikon version: "1.0.0" displayName: Kalshi ETH Staking Yield Trader difficulty: advanced homepage: "https://simmer.markets/skills" repository: "https://github.com/SpartanLabsXyz/simmer-sdk" requires_env: "SIMMER_API_KEY" requires_pip: "simmer-sdk" default_mode: "paper" live_flag: "--live"

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Kalshi ETH Staking Yield Trader

> This is a template. > The default signal uses a static 4% staking yield as a price floor -- remix it with live Lido/Rocket Pool yield data, validator queue depth, or MEV reward estimates. > The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

ETH staking yields approximately 4% APR, creating a fundamental floor for ETH price. Rational stakers will not sell below the yield-implied value. This skill computes that floor for each market's time horizon and trades when Kalshi prices imply ETH below the floor.

Key advantages:

Fundamental floor -- staking yield provides a minimum return that supports price

Time-adjusted -- yield floor scales with days to market resolution

Conservative model -- only accounts for yield, not price appreciation upside

Signal Logic

Yield Floor Model

1. Fetch active ETH price markets from Kalshi 2. Extract price target from each market question 3. Compute yield floor: floor = base_price * (1 + yield% * days/365) 4. Compute fair probability based on target vs floor relationship 5. Trade when |fair - market| >= entry_edge

Example (with defaults, base=$3500, yield=4%)

| Market | Target | Days | Floor | Fair P | Market P | Action | |--------|--------|------|-------|--------|----------|--------| | ETH above $3000 | $3000 | 30 | $3511 | 85% | 72% | BUY YES | | ETH above $4000 | $4000 | 30 | $3511 | 40% | 45% | Hold | | ETH above $5000 | $5000 | 30 | $3511 | 15% | 28% | BUY NO |

Conviction-Based Sizing

conviction = min(|edge| / entry_edge, 2.0) / 2.0

size = max($5.00, conviction * MAX_POSITION_USD)

Remix Ideas

Live yield API: Pull real-time staking yield from Lido/Rocket Pool

Validator queue depth: Queue length affects future yield expectations

MEV rewards: Include MEV as additional yield component

Macro overlay: Adjust floor based on Fed rate decisions

Risk Parameters

| Parameter | Default | Notes | |-----------|---------|-------| | Entry edge | 8% | Min model-vs-market divergence to trade | | Exit threshold | 45% | Sell when position price reaches this | | Max position size | $5.00 USDC | Per market | | Max trades per run | 3 | Rate limiting | | Staking yield | 4.0% | Annual staking yield assumption | | Base ETH price | $3500 | Current ETH price baseline |

Installation & Setup

clawhub install kalshi-eth-staking-yield-trader

Requires: SIMMER_API_KEY and SOLANA_PRIVATE_KEY environment variables.

Cron Schedule

Cron is set to null -- the skill does not run on a schedule until you configure it in the Simmer UI.

Safety & Execution Mode

The skill defaults to dry-run mode. Real trades only execute when --live is passed explicitly.

| Scenario | Mode | Financial risk | |----------|------|----------------| | python trader.py | Dry run | None | | Cron / automaton | Dry run | None | | python trader.py --live | Live (Kalshi via DFlow) | Real USDC |

The automaton cron is set to null -- it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.

Required Credentials

| Variable | Required | Notes | |----------|----------|-------| | SIMMER_API_KEY | Yes | Trading authority. Treat as a high-value credential. | | SOLANA_PRIVATE_KEY | Yes | Base58-encoded Solana private key for live trading. |

Tunables (Risk Parameters)

| Variable | Default | Purpose | |----------|---------|---------| | SIMMER_ETH_STAKE_ENTRY_EDGE | 0.08 | Min divergence to trigger trade | | SIMMER_ETH_STAKE_EXIT_THRESHOLD | 0.45 | Sell position when price reaches this level | | SIMMER_ETH_STAKE_MAX_POSITION_USD | 5.00 | Max USDC per trade | | SIMMER_ETH_STAKE_MAX_TRADES_PER_RUN | 3 | Max trades per execution cycle | | SIMMER_ETH_STAKE_SLIPPAGE_MAX | 0.15 | Max slippage before skipping (15%) | | SIMMER_ETH_STAKE_MIN_LIQUIDITY | 0 | Min market liquidity USD (0 = disabled) | | SIMMER_ETH_STAKE_YIELD_PCT | 4.0 | Annual staking yield assumption | | SIMMER_ETH_STAKE_BASE_PRICE | 3500 | Current ETH price baseline |

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

PyPI: https://pypi.org/project/simmer-sdk/

GitHub: https://github.com/SpartanLabsXyz/simmer-sdk

Publisher: hello@simmer.markets

Review the source before providing live credentials if you require full auditability.