2 Commits

Author SHA1 Message Date
Casey Judice dfdfe8414d IBKR daily scanner: correct YES+NO conid schema + discover helper
Earlier ibkr.py assumed each strike = one conid (buy=Yes / sell=No). The
IBKR ForecastEx CP API actually exposes each strike as TWO separate conids
(YES = right=CALL, NO = right=PUT). Local symbol shape is
CFBTC_MMDDYYHH_<strike>_<YES|NO> e.g. CFBTC_05242616_71000_YES means
4pm ET May 24 2026, $71,000 YES side.

- data/ibkr_contracts.example.json: per entry now has yes_conid + no_conid
  + strike + close_iso + label (one row per strike).
- arb/daily.py: snapshots both conids in one batch; yes_ask/no_ask come
  directly from each side's ask (no more 1-bid derivation).
- scripts/discover_ibkr.py: walks /iserver/secdef/strikes + secdef/info to
  print the full YES/NO ladder for a given underlying + month + maturity.
  Filters by maturityDate so it doesn't mix expiries.

End-to-end verified: 3 sample strikes pair cleanly to KXBTCD-26MAY2416
(IBKR $71K -> Kalshi T70999.99 etc.). Live prices still pending the
user's ForecastEx market-data subscription / strikes closer to spot.

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-24 10:19:26 -04:00
Casey Judice b1f18ca9f1 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>
2026-05-23 16:16:53 -04:00