#!/usr/bin/env python3 """ Improved Bot - Stop loss + trailing stops + tighter entries """ import os, json, time from datetime import datetime, timezone os.environ['KALSHI_API_KEY_ID'] = '81fe00fc-27b2-48ca-85f8-9c37ec1dc82f' os.environ['KALSHI_PRIVATE_KEY_PATH'] = '/home/wkmabra/.openclaw/workspace/kalshi_private_key' from pykalshi import KalshiClient, MarketStatus SERIES = 'KXETH15M' STATE_FILE = 'eth_state.json' HIST_FILE = 'eth_history.json' SIZE = 0.015 # 1.5% MIN_PROFIT = 0.01 # 1% STOP_LOSS = 0.12 # 12% stop loss TAKE_PROFIT = 0.90 # 90c take profit MOMENTUM_THRESHOLD = 0.05 # 5% momentum required ENTRY_FLOOR = 0.72 # minimum entry price ABS_STOP = 0.06 # absolute stop in dollars TRAIL_TRIGGER = 0.04 # move stop to breakeven after +4c TRAIL_GAP = 0.02 # trail 2c behind DAILY_LOSS_LIMIT = -20.0 # stop entering for the day if hit SKIP_CLOSE_MINUTES = {30, 45} prices = {} def main(): try: with open(HIST_FILE) as f: history = json.load(f) except: history = [] pnl = sum(t.get('pnl', 0) for t in history) balance = 1500 + pnl position = None last_ticker = None print(f"Starting - Balance: ${balance}") client = KalshiClient() while True: try: # daily loss guard today = datetime.now(timezone.utc).date().isoformat() daily_pnl = sum(t.get('pnl', 0) for t in history if t.get('time', '')[:10] == today) daily_limit_hit = daily_pnl <= DAILY_LOSS_LIMIT markets = client.get_markets(series_ticker=SERIES, status=MarketStatus.OPEN, limit=3) if not markets: time.sleep(5) continue m = markets[0] mid = m.yes_ask / 100 if m.yes_ask else 0 now = datetime.now(timezone.utc) close = datetime.fromisoformat(m.close_time.replace('Z', '+00:00')) close_min = close.minute left = int((close - now).total_seconds()) # Track price if m.ticker not in prices: prices[m.ticker] = [] prices[m.ticker].append({'time': now, 'price': mid}) if len(prices[m.ticker]) > 5: prices[m.ticker] = prices[m.ticker][-5:] # Calculate momentum momentum = 0 if len(prices[m.ticker]) >= 2: first = prices[m.ticker][0]['price'] if first > 0: momentum = (mid - first) / first # New market - reset if last_ticker and m.ticker != last_ticker: last_ticker = None # Exit logic if position and position['ticker'] == m.ticker: pct = (mid - position['entry']) / position['entry'] # Trailing stop setup/update if mid >= position['entry'] + TRAIL_TRIGGER: trail = position.get('trail') new_trail = mid - TRAIL_GAP if trail is None or new_trail > trail: position['trail'] = new_trail # Trailing stop hit if position.get('trail') and mid <= position['trail']: pnl = (mid - position['entry']) * position['contracts'] balance += position['cost'] + pnl position['exit'] = mid position['pnl'] = pnl history.append(position) with open(HIST_FILE, 'w') as f: json.dump(history, f, default=str) print(f"TRAIL STOP: ${pnl:.0f} | Balance: ${balance:.0f}") position = None last_ticker = m.ticker # Hard stop: absolute drop elif mid <= position['entry'] - ABS_STOP: pnl = (mid - position['entry']) * position['contracts'] balance += position['cost'] + pnl position['exit'] = mid position['pnl'] = pnl history.append(position) with open(HIST_FILE, 'w') as f: json.dump(history, f, default=str) print(f"HARD STOP: ${pnl:.0f} | Balance: ${balance:.0f}") position = None last_ticker = m.ticker # Stop loss: -20% elif pct <= -STOP_LOSS: pnl = (mid - position['entry']) * position['contracts'] balance += position['cost'] + pnl position['exit'] = mid position['pnl'] = pnl history.append(position) with open(HIST_FILE, 'w') as f: json.dump(history, f, default=str) print(f"STOP LOSS: ${pnl:.0f} | Balance: ${balance:.0f}") position = None last_ticker = m.ticker # Take profit: 80c+ elif mid >= TAKE_PROFIT: pnl = (mid - position['entry']) * position['contracts'] balance += position['cost'] + pnl position['exit'] = mid position['pnl'] = pnl history.append(position) with open(HIST_FILE, 'w') as f: json.dump(history, f, default=str) print(f"TAKE PROFIT: ${pnl:.0f} | Balance: ${balance:.0f}") position = None last_ticker = m.ticker # Time-based exit: 2min left if profit elif left <= 120 and pct > MIN_PROFIT: pnl = (mid - position['entry']) * position['contracts'] balance += position['cost'] + pnl position['exit'] = mid position['pnl'] = pnl history.append(position) with open(HIST_FILE, 'w') as f: json.dump(history, f, default=str) print(f"EXIT TIME: {'WIN' if pnl > 0 else 'LOSS'} ${pnl:.0f} | Balance: ${balance:.0f}") position = None last_ticker = m.ticker # Entry: stricter rules if (not position and m.ticker != last_ticker and 180 < left <= 480 and # 3-8 min before close mid >= ENTRY_FLOOR and # entry floor close_min not in SKIP_CLOSE_MINUTES and momentum > MOMENTUM_THRESHOLD and # 5%+ momentum not daily_limit_hit): # daily loss guard contracts = int(balance * SIZE / mid) if contracts >= 1: cost = contracts * mid balance -= cost position = { 'ticker': m.ticker, 'entry': mid, 'contracts': contracts, 'cost': cost, 'time': datetime.now().isoformat() } last_ticker = m.ticker print(f"ENTER {m.ticker} @ {mid*100:.0f}c ${cost:.0f} | {left}s | Momentum: {momentum*100:.0f}%") with open(STATE_FILE, 'w') as f: json.dump({'balance': balance, 'trades': [position] if position else []}, f, default=str) time.sleep(2) except Exception as e: print(f"Error: {e}") time.sleep(5) if __name__ == '__main__': main()