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Casey Judice
dfdfe8414d
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>
30 lines
1.3 KiB
JSON
30 lines
1.3 KiB
JSON
{
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"_comment": "Copy to data/ibkr_contracts.json and fill in your own IBKR ForecastEx conids. data/ibkr_contracts.json is git-ignored. IBKR uses TWO conids per strike — one for YES (right=CALL, the 'or above' side) and one for NO (right=PUT). Find them via the included scripts/discover_ibkr.py once your Gateway is auth'd (it walks /iserver/secdef/strikes + /iserver/secdef/info for a given underlying conid + month and prints YES/NO pairs). `close_iso` is the UTC timestamp the contract settles at (e.g. 4pm ET = 20:00:00Z during EDT). The scanner pairs each entry 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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"strike": 71000,
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"yes_conid": 886364930,
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"no_conid": 886364935,
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"close_iso": "2026-05-24T20:00:00Z",
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"label": "BTC > $71,000 @ 4pm ET, 5/24"
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},
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{
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"asset": "BTC",
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"strike": 71500,
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"yes_conid": 886364936,
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"no_conid": 886364941,
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"close_iso": "2026-05-24T20:00:00Z",
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"label": "BTC > $71,500 @ 4pm ET, 5/24"
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},
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{
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"asset": "BTC",
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"strike": 72000,
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"yes_conid": 886364947,
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"no_conid": 886364950,
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"close_iso": "2026-05-24T20:00:00Z",
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"label": "BTC > $72,000 @ 4pm ET, 5/24"
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}
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]
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}
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