screen_markets
Indicator-based market screener. The middle layer between raw price scan and LLM thesis edges. Filters the universe by cheap math labels — no LLM round-trip required for the screening pass itself. Indicators: IY (implied annualized yield %), CRI (cliff risk = max(p,1-p)/min(p,1-p)), OR (event overround / arb), EE (expected edge in cents from thesis or regime), LAS (liquidity-adjusted spread), τ (days to expiry). Null is signal: no_thesis=true / no_orderbook=true are POSITIVE selectors for unloved markets — strategy 2/3 long-tail entry condition. Free-tier and rate-limited; API keys unlock higher limits.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| sort | No | Sort field. Default: iy | |
| limit | No | Default 50, max 200 | |
| order | No | Default: desc | |
| venue | No | ||
| ee_min | No | Minimum expected edge in cents (requires thesis or regime row). | |
| iy_max | No | ||
| iy_min | No | Minimum implied yield, annualized %. Try 200 for long-tail. | |
| or_max | No | ||
| or_min | No | Minimum event overround. 0.05 = 105¢ field (book-maker margin or arb). | |
| cri_max | No | Maximum cliff risk = max(p,1-p)/min(p,1-p). 1=balanced, ∞=cliff. | |
| cri_min | No | ||
| keyword | No | Substring filter on title. | |
| las_max | No | Maximum liquidity-adjusted spread (spread/mid). Try 0.05. | |
| category | No | crypto, political, financial, sports, etc — kalshi-supplied category from snapshot blob | |
| no_thesis | No | POSITIVE selector — only markets WITHOUT a thesis (unloved long tail). | |
| has_thesis | No | Only markets covered by an active public thesis. | |
| no_orderbook | No | POSITIVE selector — only markets WITHOUT recent orderbook attention. | |
| tau_max_days | No | Maximum days to expiry. | |
| tau_min_days | No | ||
| has_orderbook | No | Only markets with cached orderbook (last 6h regime row). |