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>
- 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>