Kalshi Fed Data Reaction Trader for Openclaw

An automated trading agent that executes Kalshi Fed rate market positions by analyzing market-implied CPI signals and macro data sensitivity.

diagnostikon
v1.0.3
Apr 6, 2026
0
818
0

Install & Download

1. ClawHub CLI

The fastest way to install a skill directly from the registry.

npx clawhub@latest install kalshi-fed-data-reaction-trader

2. Manual Installation

Copy the skill folder to one of these locations

Global
~/.openclaw/skills/
Workspace
<project>/skills/

Priority: Workspace > Local > Bundled

3. Prompt Installation

Copy this prompt to OpenClaw to install it automatically.

Help me install kalshi-fed-data-reaction-trader using Clawhub. If Clawhub is not installed, install it first (npm i -g clawhub).

Prefer to download?

Get the raw skill files in a ZIP archive.

What is Kalshi Fed Data Reaction Trader?

The Kalshi Fed Data Reaction Trader is a sophisticated Openclaw Skills implementation designed to capture alpha during high-impact macro economic events. By scanning Kalshi CPI bin markets, the skill extracts market-implied inflation expectations and compares them against current Fed rate cut probabilities. This cross-market analysis allows the agent to identify pricing gaps and execute trades based on predictable hawkish or dovish reactions to CPI and employment data.

This skill acts as a robust technical framework, handling the complex plumbing of market discovery, risk safeguards, and trade execution. Built on the simmer-sdk, it provides developers with a modular template that can be remixed with real-time BLS data feeds or Fed funds futures to create a highly customized macro trading bot.

Kalshi Fed Data Reaction Trader Use Cases

  • Automating trades in Kalshi Fed rate markets immediately following Bureau of Labor Statistics (BLS) data releases.
  • Hedging macro economic risk by utilizing market-implied CPI signals from bin markets.
  • Executing conviction-based position sizing based on the divergence between fair probability and market price.
  • Arbitraging information gaps between inflation markets and interest rate markets.

How Kalshi Fed Data Reaction Trader Works

  1. The agent scans Kalshi CPI bin markets to calculate a probability-weighted implied CPI value.
  2. It classifies the current economic regime into high CPI, low CPI, or neutral categories based on predefined thresholds.
  3. A data sensitivity model applies probability shifts (e.g., -15% for high CPI) to a baseline 50% rate cut probability.
  4. The skill compares this newly calculated fair probability against the live market prices on Kalshi.
  5. If the divergence (edge) exceeds the user-defined threshold, the agent calculates conviction-based sizing.
  6. The trade is executed via the simmer-sdk, adhering to strict slippage and liquidity safeguards.

Kalshi Fed Data Reaction Trader Setup

To install and configure the Kalshi Fed Data Reaction Trader, follow these steps using Openclaw Skills:

# Install the skill from the hub
clawhub install kalshi-fed-data-reaction-trader

# Set required environment variables
export SIMMER_API_KEY="your_api_key_here"
export SOLANA_PRIVATE_KEY="your_base58_private_key"

# Run in dry-run mode to verify logic
python trader.py

# Execute live trades on Kalshi
python trader.py --live

Kalshi Fed Data Reaction Trader Data Schema & Taxonomy

The skill organizes trading logic and risk parameters through a structured environment variable taxonomy and internal sensitivity tables:

Data Component Format Description
Regime Classification String Categorizes data as high_cpi, low_cpi, or neutral.
Sensitivity Coefficients Table Mapping of macro regimes to probability shifts (e.g., strong jobs = -10%).
Conviction Metric Float Calculated as `min(
Execution Logs Metadata Tracks max trades per run, slippage, and liquidity filters.

Kalshi Fed Data Reaction Trader Advanced Features

  • Multi-market signal extraction using Kalshi bin markets for real-time inflation nowcasting.
  • Conviction-based position sizing that scales trade volume based on the statistical edge identified.
  • Native support for DFlow execution via Solana for low-latency live trading.
  • Customizable risk parameters including entry edge, exit thresholds, and max slippage per execution cycle.
  • Modular architecture allowing for the integration of external BLS data feeds or real-time macro-economic APIs.

SKILL.md


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