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>
Casey Judice