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IBKR × Kalshi daily-BTC scanner (local-only)
- arb/ibkr.py: Client Portal Gateway client (localhost:5000 over self- signed SSL; auth_status, tickle, snapshot, secdef/search). Distinct NotConnected vs NotAuthed exceptions for graceful UI fallbacks. - arb/daily.py: pairs each user-configured IBKR ForecastEx daily-BTC contract against the Kalshi KXBTCD market closing at the same UTC instant with nearest strike. Reuses arb.calc.evaluate for the worst- case arb math; IBKR slots into the 'pq' position. NO KALSHI status when no matching Kalshi market exists. - data/ibkr_contracts.example.json: template (real file gitignored). - /api/scan/daily route + 'IBKR × Kalshi' tab in the local UI. Tab shows a setup banner explaining what to do when Gateway/contracts aren't configured (vs crashing). - Public Pages dashboard unchanged (positions + IBKR are local-only). 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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{
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"_comment": "Copy to data/ibkr_contracts.json and fill in your own IBKR ForecastEx daily-BTC conids. data/ibkr_contracts.json is git-ignored. Find conids via the IBKR Client Portal Gateway once it's auth'd (search 'BTC' under ForecastEx / event contracts) or copy them from the IBKR Web UI. `close_iso` MUST be the UTC ISO timestamp the IBKR contract settles at (e.g. 5pm ET = 21:00 UTC during EDT). `strike` is the dollar level the contract is 'or above'. Add one entry per IBKR contract you want to watch; the scanner pairs each to the Kalshi KXBTCD market closing at the same instant with nearest strike.",
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"contracts": [
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{
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"asset": "BTC",
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"conid": 12345678,
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"strike": 85000,
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"close_iso": "2026-05-23T21:00:00Z",
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"label": "BTC > $85,000 @ 5pm ET, 5/23"
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},
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{
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"asset": "BTC",
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"conid": 12345679,
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"strike": 86000,
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"close_iso": "2026-05-23T21:00:00Z",
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"label": "BTC > $86,000 @ 5pm ET, 5/23"
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}
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]
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}
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+1
-1
@@ -1,7 +1,7 @@
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{
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"kalshi_fee_rate": 0.07,
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"poly_fee_rate": 0.072,
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"min_net_return": 0.002,
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"min_net_return": 0.001,
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"min_poly_volume": 100.0,
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"min_contracts": 1.0
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}
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