eagL / kalshi analytics

Kalshi analytics, priced the way Kalshi charges

Kalshi is the venue where eagL goes deepest: live order books, its exact fee formula, a pricing model for the crypto series and the actual settlement data for the weather ones. All of it computes on your Mac against your own Kalshi account.

The order book, not the last trade

eagL reads the top eight levels a side of the Kalshi book and computes microprice, depth imbalance, queue imbalance, liquidity elasticity and spread in basis points. On thin event contracts the displayed price and the price you can actually get are often different animals, and the gap is exactly what these numbers measure.

Kalshi's fee, charged the way Kalshi charges it

Kalshi's trading fee depends on price and size, and Kalshi rounds it up to the cent. eagL applies the same formula with the same rounding, at your projected fill VWAP rather than the screen price. A candidate that only works before fees is not a candidate, and eagL rejects it before you see it.

Crypto series with a real model behind them

For Kalshi's crypto strikes and brackets, 14 series across 11 assets, eagL builds its own probability from geometric Brownian motion fit to stored minute candles, then compares that against the market. Once contracts settle, it grades itself with Brier score, log loss and a calibration curve. The model is described in full on the crypto markets page and the methodology page.

Weather series with the settlement data on screen

Kalshi's weather contracts settle on specific airport observations. eagL shows the METAR and TAF for all 25 settlement airports next to the market, blends NWS and Open-Meteo forecasts three to one behind them, and stamps every reading with its age. It deliberately does not price these contracts. How they settle is covered on the weather markets page.

Against the rest of the board

Every Kalshi market, modeled or not, still gets scanned, charged depth and fees, and matched against Polymarket and PredictIt listings of the same event using IDF-weighted title matching behind a numeric gate. Cross-venue spreads that survive are replayed thirty minutes forward before they count, per the arbitrage method.

Your account, your keys

Kalshi credentials live in the macOS keychain and never leave your machine. The build ships read-only and paper-first; live placement sits behind a kill switch you have to throw yourself, and live orders are limit only.