sentient-trader-mcp

Autonomous Kalshi BTC prediction market trader — MCP server for Claude Code

Give Claude Code full authority to analyze Kalshi BTC options markets and place real trades on your behalf. The engine uses a Markov chain momentum signal with empirically-tuned gates (timing, vol regime, Hurst exponent, price cap) to identify high-probability entries.

Backtest (30 days, $200 start): +397% return · 82% win rate · 5% max drawdown

Install

pip install sentient-trader-mcp

Configure

Create ~/.sentient-trader/config.env:

KALSHI_API_KEY=your-kalshi-api-key-id
KALSHI_PRIVATE_KEY_PATH=~/.kalshi/private_key.pem

Or set environment variables directly.

You need a Kalshi account with API access and an RSA key pair.
Generate keys in Kalshi → Settings → API.

Register with Claude Code

claude mcp add -s user sentient-trader -- python -m sentient_trader_mcp

Use it

Open Claude Code and type /trade — Claude will:

1. Check the active KXBTC15M market
2. Run the full Markov signal
3. Place a real order if all gates pass
4. Report balance and P&L

Or ask directly:

• "What's the current market signal?"
• "Check my Kalshi balance"
• "Show my open positions"

Tools

The Signal

Markov chain momentum — a 9-state model of 5-min BTC price changes. Chapman-Kolmogorov propagation over T steps gives P(BTC above strike at expiry).

Gates (all must pass to trade):

• Markov gap ≥ 11pp from 50% — model must be ≥61% confident
• Markov persistence ≥ 82% — momentum state must be self-reinforcing
• Garman-Klass vol ≤ 1.25× reference — skip chaotic windows
• Hurst exponent ≥ 0.50 — trending regime only, not mean-reverting
• Timing: 6–9 min (standard) or 3–12 min (65–73¢ golden zone)
• Entry price ≤ 72¢ — above this the market is efficiently priced

Kelly sizing (tiered by price zone):

• 65–73¢: 35% Kelly · 73–79¢: 12% Kelly · 79–85¢: 8% Kelly

Blocked UTC hours: 11:00 and 18:00 (empirically -40pp to -57pp margin)

Overridable Parameters

Set via environment variables:

MARKOV_MIN_GAP=0.11
MIN_PERSIST=0.82
MAX_ENTRY_PRICE=72
MAX_VOL_MULT=1.25
MIN_HURST=0.50

Disclaimer

This places real orders with real money on a regulated prediction market exchange. Use at your own risk. Nothing here is financial advice. Start with analyze_signal in read-only mode before enabling live trading.

License

MIT