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El Jimmy 2026-06-13 07:09:06 Kalshi

Follow-up on the CLV question, tested the candlestick endpoint on a settled game market. 1-min candles, fully dense (+,-)90 min around game start, price retrievable retroactively. No WS logging needed for my use case.

Follow-up on the CLV question, tested the candlestick endpoint on a settled game market. 1-min candles, fully dense (+,-)90 min around game start, price retrievable retroactively. No WS logging needed for my use case.

El Jimmy 2026-06-13 02:37:42 Kalshi

Checked a settled game market, last_price persists (0.01, not overwritten) but in-game trading makes it useless for CLV. Going to test candlesticks for price at game start instead.

Checked a settled game market, last_price persists (0.01, not overwritten) but in-game trading makes it useless for CLV. Going to test candlesticks for price at game start instead.

El Jimmy 2026-06-13 02:20:15 Kalshi

lmao fair. That’s exactly the v1 answer I needed. Poll get-market near close, grab last_price, done. Thanks!

lmao fair. That’s exactly the v1 answer I needed. Poll get-market near close, grab last_price, done. Thanks!

El Jimmy 2026-06-13 02:19:09 Kalshi

That’s a nice middle ground, lighter than full book logging. I’ll test the candlestick endpoint first and use trades WS if it’s too sparse. Thanks! 🙏🏼

That’s a nice middle ground, lighter than full book logging. I’ll test the candlestick endpoint first and use trades WS if it’s too sparse. Thanks! 🙏🏼

El Jimmy 2026-06-13 02:09:42 Kalshi

That’s a good point on not being able to backfill. I’ll stand up a lightweight snapshot logger first so the history accrues while I build. Appreciate you flagging it.<:blob_thumbs_up:1377135777884016670>

That’s a good point on not being able to backfill. I’ll stand up a lightweight snapshot logger first so the history accrues while I build. Appreciate you flagging it.<:blob_thumbs_up:1377135777884016670>

El Jimmy 2026-06-13 01:55:58 Kalshi

Closing. I need the last traded price before close to score CLV on entries (settlement I’ve got, like you said). Is the candlestick/history endpoint reliable enough to pull that after the fact, or does it get sparse on low-volume markets? Trying to figure out if I can skip the snapshot job entirely for v1.

Closing. I need the last traded price before close to score CLV on entries (settlement I’ve got, like you said). Is the candlestick/history endpoint reliable enough to pull that after the fact, or does it get sparse on low-volume markets? Trying to figure out if I can skip the snapshot job entirely for v1.

El Jimmy 2026-06-13 01:30:05 Kalshi

This is super helpful, thanks. Quick follow-up: for v1 I mostly need closing prices on markets my users actually traded (for CLV), not full book history. Would you just poll those markets near close, or is there a candlestick/history endpoint that makes snapshots unnecessary? Trying to avoid building the full WS logging stack before I’ve validated the product.

This is super helpful, thanks. Quick follow-up: for v1 I mostly need closing prices on markets my users actually traded (for CLV), not full book history. Would you just poll those markets near close, or is there a candlestick/history endpoint that makes snapshots unnecessary? Trying to avoid building the full WS logging stack before I’ve validated the product.

El Jimmy 2026-06-13 01:08:57 Kalshi

Hey all 👋 New here. I’m building my first app on the Kalshi API — a tracker focused on discipline rather than just P&L: auto-sync fills via read-only key, flag chase patterns (re-entry within X min of a settled loss), CLV vs. close, that kind of thing. Couple questions for anyone who’s built on the API: 1. Any gotchas with the fills/portfolio endpoints I should know before I start? Rate limits, pagination weirdness, etc. 2. Is there a clean way to get closing prices for settled markets, or do I need to snapshot the order book myself before close? Happy to share concept screenshots if anyone’s curious. Appreciate any pointers 🙏

Hey all 👋 New here. I’m building my first app on the Kalshi API — a tracker focused on discipline rather than just P&L: auto-sync fills via read-only key, flag chase patterns (re-entry within X min of a settled loss), CLV vs. close, that kind of thing. Couple questions for anyone who’s built on the API: 1. Any gotchas with the fills/portfolio endpoints I should know before I start? Rate limits, pagination weirdness, etc. 2. Is there a clean way to get closing prices for settled markets, or do I need to snapshot the order book myself before close? Happy to share concept screenshots if anyone’s curious. Appreciate any pointers 🙏