calculate_kalshi_fees
Calculates exact Kalshi taker fees and solves the maximum counterpart NO price needed for positive-EV cross-venue arbitrage at a target net ROI.
Instructions
Solve exact quadratic taker fees and maximum counterpart contract prices for Kalshi. Implements CFTC Rule 40.2 quadratic fee formula: ceil(0.07 * C * P * (1-P)), and solves the closed-form quadratic root solver 0.07P_no^2 - 1.07P_no + K >= 0 for guaranteed positive EV cross-venue arbitrage.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| price | No | Contract price on Kalshi [0.01 - 0.99] to calculate exact taker fee | |
| contracts | No | Number of binary outcome contracts (default: 100) | |
| primary_price | No | Primary leg contract price (e.g. Polymarket YES at 0.48) to solve maximum counterpart NO price on Kalshi for guaranteed net ROI | |
| target_roi_pct | No | Target net ROI percentage after all fees and gas (default: 0.0% for breakeven) | |
| counterpart_venue | No | Venue of counterpart leg (default: 'KALSHI') | KALSHI |