mirror of
https://github.com/cjudice-commits/prediction-market-arb.git
synced 2026-07-27 21:47:46 +00:00
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>