""" Kalshi Speed Bot — WebSocket-driven, single-model (qwen3.5:4b-mlx), split-second decisions. """ import os, sys, json, time, sqlite3, base64, threading, re from datetime import datetime, timezone from collections import deque import requests import websocket from cryptography.hazmat.primitives import serialization, hashes from cryptography.hazmat.primitives.asymmetric import padding # ── Config ── KALSHI_REST = "https://api.elections.kalshi.com/trade-api/v2" KALSHI_WS = "wss://external-api-ws.kalshi.com/trade-api/ws/v2" OLLAMA_URL = "http://localhost:11434" MODEL = "qwen3.5:4b-mlx" # ── Auth (RSA-PSS-SHA256, same as existing bot) ── KEY_PATH = os.path.expanduser("~/kalshi-bot/kalshi_private_key.pem") KEY_ID = "28d5876b" with open(KEY_PATH, "rb") as f: PK = serialization.load_pem_private_key(f.read(), password=None) def sign(method, path): ts = str(int(time.time() * 1000)) msg = (ts + method.upper() + path.split("?")[0]).encode() sig = PK.sign(msg, padding.PSS(mgf=padding.MGF1(hashes.SHA256()), salt_length=padding.PSS.DIGEST_LENGTH), hashes.SHA256()) return { "KALSHI-ACCESS-KEY": KEY_ID, "KALSHI-ACCESS-SIGNATURE": base64.b64encode(sig).decode(), "KALSHI-ACCESS-TIMESTAMP": ts, } def kx(method, path, body=None): h = sign(method, path) h["Content-Type"] = "application/json" r = requests.request(method, KALSHI_REST + path, headers=h, json=body, timeout=10) return r.json() if r.status_code in (200,201) else {"error": r.status_code, "text": r.text[:200]} # ── Market Utils ── def get_open_markets(): """Get currently open 15-min crypto markets.""" r = requests.get(f"{KALSHI_REST}/markets?status=open&limit=100", timeout=10) if r.status_code != 200: return [] markets = r.json().get("markets", []) return [m for m in markets if "15M" in m.get("ticker","") and m.get("ticker","").startswith("KX")] def get_ticker(market_ticker): r = requests.get(f"{KALSHI_REST}/markets/{market_ticker}", timeout=5) m = r.json().get("market", r.json()) return m # ── Fast LLM Vote ── def fast_vote(context: str) -> tuple[str, float, str]: """Single call to qwen3.5:4b-mlx. Returns (UP|DOWN|SKIP, confidence, why).""" prompt = f"""Crypto 15-min binary. {context} Vote UP DOWN or SKIP. Respond ONLY with JSON: {{"vote":"UP|DOWN|SKIP","conf":0.0-1.0,"why":"<10 words>"}}""" try: r = requests.post(f"{OLLAMA_URL}/api/generate", json={"model": MODEL, "prompt": prompt, "stream": False, "options": {"temperature": 0.15, "num_predict": 40}}, timeout=8, proxies={"http": None, "https": None}) txt = r.json().get("response", "") s, e = txt.find("{"), txt.rfind("}")+1 d = json.loads(txt[s:e]) if s >= 0 else {} v = str(d.get("vote", "SKIP")).upper() if v not in ("UP", "DOWN", "SKIP"): v = "SKIP" return v, float(d.get("conf", 0.5)), str(d.get("why", ""))[:80] except Exception as e: return "SKIP", 0.0, f"llm_err:{e}"[:40] # ── Indicators ── def compute_rsi(prices, period=14): if len(prices) < period + 1: return 50.0 gains = [max(prices[i] - prices[i-1], 0) for i in range(1, len(prices))] losses = [max(prices[i-1] - prices[i], 0) for i in range(1, len(prices))] avg_gain = sum(gains[-period:]) / period avg_loss = sum(losses[-period:]) / period if avg_loss == 0: return 100.0 return 100.0 - (100.0 / (1.0 + avg_gain / avg_loss)) # ── WebSocket Client ── class SpeedBot: def __init__(self, coin="DOGE", dry_run=True, max_spend=50): self.coin = coin.upper() self.dry_run = dry_run self.max_spend = max_spend self.prices = deque(maxlen=60) # 5 min at 1 tick/sec self.last_decision = 0 self.decision_cooldown = 120 # seconds between LLM calls self.ws = None self.running = False self.db = sqlite3.connect(os.path.expanduser(f"~/kalshi-bot/speed_{coin.lower()}.db")) self._init_db() def _init_db(self): self.db.execute("CREATE TABLE IF NOT EXISTS ticks (ts REAL, price REAL, volume INTEGER)") self.db.execute("CREATE TABLE IF NOT EXISTS decisions (ts REAL, ticker TEXT, vote TEXT, conf REAL, why TEXT, action TEXT)") self.db.commit() def on_open(self, ws): print(f"[speed-{self.coin}] WebSocket connected") # Subscribe to ticker for this coin's markets sub = { "type": "subscribe", "channels": ["ticker"], "params": {"market_tickers": []} # All markets initially } ws.send(json.dumps(sub)) def on_message(self, ws, raw): try: msg = json.loads(raw) except json.JSONDecodeError: return msg_type = msg.get("type", "") if msg_type == "subscribed": sids = msg.get("sids", []) print(f"[speed-{self.coin}] Subscribed: {sids}") # Update subscription to only our coin's markets markets = get_open_markets() our_markets = [m["ticker"] for m in markets if self.coin in m.get("ticker", "")] if our_markets and sids: update = { "type": "update_subscription", "sids": sids, "params": {"action": "add_markets", "market_tickers": our_markets} } ws.send(json.dumps(update)) print(f"[speed-{self.coin}] Targeting: {our_markets}") elif msg_type == "ticker": self._process_ticker(msg) def _process_ticker(self, msg): ticker = msg.get("market_ticker", "") if self.coin not in ticker: return price = float(msg.get("last_price", 0) or 0) if price <= 0: return self.prices.append(price) self.db.execute("INSERT INTO ticks VALUES (?,?,?)", (time.time(), price, msg.get("volume", 0) or 0)) self.db.commit() # Check decision cooldown now = time.time() if now - self.last_decision < self.decision_cooldown: return # Need enough data if len(self.prices) < 20: return self.last_decision = now self._decide(ticker, price) def _decide(self, ticker, price): prices = list(self.prices) rsi14 = compute_rsi(prices) # Compute momentum over last 5 prices if len(prices) >= 6: short_ma = sum(prices[-3:]) / 3 long_ma = sum(prices[-6:]) / 6 mom = (short_ma / long_ma - 1) * 100 else: mom = 0 # Gate: RSI extremes with momentum confirmation if rsi14 > 92 and mom < 0: vote, conf, why = "DOWN", 0.85, "RSI extreme+fading" elif rsi14 < 8 and mom > 0: vote, conf, why = "UP", 0.85, "RSI oversold+bouncing" elif rsi14 > 85 or rsi14 < 15: # Borderline — skip, let LLM handle next cycle return else: # Build compact context ctx = f"coin={self.coin} price={price:.2f} RSI14={rsi14:.1f} 5tick_mom={mom:+.2f}%" vote, conf, why = fast_vote(ctx) # Minimum confidence if conf < 0.55: self.db.execute("INSERT INTO decisions VALUES (?,?,?,?,?,?)", (time.time(), ticker, vote, conf, why, "SKIP_low_conf")) self.db.commit() return # Execute side = "yes" if vote == "UP" else "no" order = { "ticker": ticker, "client_order_id": f"speed_{int(time.time())}", "side": side, "type": "market", "count": 1, "buy_max_cost": self.max_spend, } if self.dry_run: print(f"[speed-{self.coin}] DRY {vote} {ticker} @ {price:.2f} | RSI={rsi14:.1f} mom={mom:+.2f}% | {why}") else: result = kx("POST", "/portfolio/orders", order) action = f"{side}_order_{result.get('order_id','err')}" print(f"[speed-{self.coin}] LIVE {vote} {ticker} {result}") self.db.execute("INSERT INTO decisions VALUES (?,?,?,?,?,?)", (time.time(), ticker, vote, conf, why, "DRY" if self.dry_run else f"LIVE_{side}")) self.db.commit() def on_error(self, ws, error): print(f"[speed-{self.coin}] WS error: {error}") def on_close(self, ws, code, msg): print(f"[speed-{self.coin}] WS closed: {code} {msg}") self.running = False def run(self): self.running = True print(f"[speed-{self.coin}] Starting speed bot (dry_run={self.dry_run}, model={MODEL})") while self.running: try: self.ws = websocket.WebSocketApp( KALSHI_WS, header=self._ws_headers(), on_open=self.on_open, on_message=self.on_message, on_error=self.on_error, on_close=self.on_close, ) self.ws.run_forever(ping_interval=30, ping_timeout=10) except Exception as e: print(f"[speed-{self.coin}] Reconnecting in 5s: {e}") time.sleep(5) def _ws_headers(self): ts = str(int(time.time() * 1000)) path = "/trade-api/ws/v2" msg = f"{ts}GET{path}".encode() sig = base64.b64encode(hmac.HMAC(KEY, msg, hashlib.sha256).digest()).decode() return { "KALSHI-ACCESS-KEY": KEY_ID, "KALSHI-ACCESS-SIGNATURE": sig, "KALSHI-ACCESS-TIMESTAMP": ts, } if __name__ == "__main__": import argparse ap = argparse.ArgumentParser() ap.add_argument("--coin", default="DOGE") ap.add_argument("--dry", action="store_true", default=True) ap.add_argument("--live", dest="dry", action="store_false") ap.add_argument("--max", type=int, default=50, help="Max spend cents per trade") args = ap.parse_args() bot = SpeedBot(coin=args.coin, dry_run=args.dry, max_spend=args.max) bot.run()