Window Fair Value
workflow.run_window_fair_valueTheoretical fair value for a time-windowed crypto up/down contract (the shape ADI Predictstreet and Kalshi-style daily crypto markets use: pays out based on whether the settlement price finishes at/above or below a reference price pinned at window open, by a fixed close time): a cash-or-nothing digital option, priced with the standard N(d2) formula. Use this when there's no live market price to read (e.g. a venue's contract has real terms but zero trading volume) instead of a live-market odds tool. Volatility is a required manual input; there is no live implied-vol market on these contracts to pull it from. Use when user asks "what should this up/down contract be worth?" or "what's the fair probability BTC finishes above $X in N minutes?". Returns: d1, d2, probAbovePct, probBelowPct, fairPriceAboveCents, fairPriceBelowCents (cents convention, directly comparable to how these venues quote a contract).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| currentPrice | Yes | Current spot price of the coin, in USD. | |
| volatilityPct | Yes | Annualized volatility, in percentage points (e.g. 50 for 50%). Required; no live source for this on these contracts. | |
| minutesToClose | Yes | Minutes remaining until the window closes/settles. | |
| referencePrice | Yes | The reference/pinned price the contract resolves against (the window's open price, or a stated strike). | |
| riskFreeRatePct | No | Risk-free rate in percentage points. Default 0: negligible for these short windows. |