Kalshi ETH Staking Yield Trader#

This is a template. The default signal uses a static 4% staking yield as a price floor -- remix it with live Lido/Rocket Pool yield data, validator queue depth, or MEV reward estimates. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview#

ETH staking yields approximately 4% APR, creating a fundamental floor for ETH price. Rational stakers will not sell below the yield-implied value. This skill computes that floor for each market's time horizon and trades when Kalshi prices imply ETH below the floor.

Key advantages:

• Fundamental floor -- staking yield provides a minimum return that supports price
• Time-adjusted -- yield floor scales with days to market resolution
• Conservative model -- only accounts for yield, not price appreciation upside

Signal Logic#

Yield Floor Model#

1. Fetch active ETH price markets from Kalshi
2. Extract price target from each market question
3. Compute yield floor: floor = base_price * (1 + yield% * days/365)
4. Compute fair probability based on target vs floor relationship
5. Trade when |fair - market| >= entry_edge

Example (with defaults, base=$3500, yield=4%)#

MarketTargetDaysFloorFair PMarket PActionETH above $3000$300030$351185%72%BUY YESETH above $4000$400030$351140%45%HoldETH above $5000$500030$351115%28%BUY NO

Conviction-Based Sizing#

• conviction = min(|edge| / entry_edge, 2.0) / 2.0
• size = max($5.00, conviction * MAX_POSITION_USD)

Remix Ideas#

• Live yield API: Pull real-time staking yield from Lido/Rocket Pool
• Validator queue depth: Queue length affects future yield expectations
• MEV rewards: Include MEV as additional yield component
• Macro overlay: Adjust floor based on Fed rate decisions

Risk Parameters#

ParameterDefaultNotesEntry edge8%Min model-vs-market divergence to tradeExit threshold45%Sell when position price reaches thisMax position size$5.00 USDCPer marketMax trades per run3Rate limitingStaking yield4.0%Annual staking yield assumptionBase ETH price$3500Current ETH price baseline

Installation & Setup#

bash

clawhub install kalshi-eth-staking-yield-trader

Requires: SIMMER_API_KEY and SOLANA_PRIVATE_KEY environment variables.

Cron Schedule#

Cron is set to null -- the skill does not run on a schedule until you configure it in the Simmer UI.

Safety & Execution Mode#

The skill defaults to dry-run mode. Real trades only execute when --live is passed explicitly.

ScenarioModeFinancial riskpython trader.pyDry runNoneCron / automatonDry runNonepython trader.py --liveLive (Kalshi via DFlow)Real USDC

The automaton cron is set to null -- it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.

Required Credentials#

VariableRequiredNotesSIMMER_API_KEYYesTrading authority. Treat as a high-value credential.SOLANA_PRIVATE_KEYYesBase58-encoded Solana private key for live trading.

Tunables (Risk Parameters)#

VariableDefaultPurposeSIMMER_ETH_STAKE_ENTRY_EDGE``0.08Min divergence to trigger tradeSIMMER_ETH_STAKE_EXIT_THRESHOLD``0.45Sell position when price reaches this levelSIMMER_ETH_STAKE_MAX_POSITION_USD``5.00Max USDC per tradeSIMMER_ETH_STAKE_MAX_TRADES_PER_RUN``3Max trades per execution cycleSIMMER_ETH_STAKE_SLIPPAGE_MAX``0.15Max slippage before skipping (15%)SIMMER_ETH_STAKE_MIN_LIQUIDITY``0Min market liquidity USD (0 = disabled)SIMMER_ETH_STAKE_YIELD_PCT``4.0Annual staking yield assumptionSIMMER_ETH_STAKE_BASE_PRICE``3500Current ETH price baseline

Dependency#

simmer-sdk is published on PyPI by Simmer Markets.

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk
• Publisher: hello@simmer.markets

Review the source before providing live credentials if you require full auditability.