Files
Kalshi_Polymarket/data
Casey Judice 36dd29b549 Map XRP/ETH below-pairs + harden Kalshi quote handling
Populate the XRP and ETH MINMON (below) pairs that were silently NO PAIR:
they were never mapped to Polymarket's "dip to" markets (and two ETH pairs
pointed at the now-resolved dip-to-2000). Map each to the nearest live Poly
strike; leave strikes with no comparable Poly market (ETH $250, below Poly's
$400 floor) as NO PAIR.

Also fix two correctness gaps surfaced while investigating:
- Settled/finalized Kalshi markets returned stale 1.0/0.0 sentinel prices and
  were scored as live; now reported as NO KALSHI (timely as month-end monthly
  contracts settle).
- A Kalshi ask of exactly $1.00 means "no resting offer" (real asks are 1-99c);
  it was treated as a tradeable quote, producing phantom BAD BASIS rows at
  -100%. Drop it at the source so no fake leg enters the arb math.
- When both venues are live but no opposite-side hedge can be built, report
  NO ARB instead of the misleading NO DATA.

No real arb affected (a $1.00 leg can never be profitable); ARB count holds
at 3 and phantom BAD BASIS rows dropped 16 to 9.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-29 17:44:43 -04:00
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