uge

Public version of the repository with algorithm, trade history, live state, signals, and deployment details anonymized.

A lightweight Rust trading engine for Kalshi prediction markets: an RSA-PSS signed REST client, a 5-second tick loop, a pluggable Strategy trait, per-tick latency and uptime telemetry, outbound-only dashboard publishing, and git-backed state persistence. Ships as a small Docker image with CI on every push.

Architecture

            Kalshi REST API (RSA-PSS signed, pooled connections)
                               │
┌──────────────────────────────▼───────────────────────────────┐
│ engine loop (5 s tick)                                       │
│   scan watchlist slice → poll fills/settles → Strategy       │
│   → validate / cap / dedupe → place or cancel → ledger       │
└───────┬────────────────────┬────────────────────┬────────────┘
        ▼                    ▼                    ▼
   state/ ledger        scan telemetry       uge publish / persist
   (sole writer)        (p95 latency,        (outbound-only, own
                         uptime, errors)      processes; never block)

module	role
main.rs	engine loop, env config, startup adoption of resting orders
strategy.rs	the Strategy trait and the toy ThresholdBid strategy
orders.rs	order lifecycle: validation, notional caps, dedupe, cooldowns, backoff
kalshi.rs	request signing, V2 API surface, per-call latency and error counters
market.rs / ledger.rs	market snapshots; bankroll, positions and settlements
scanlog.rs	per-tick health telemetry with daily rollups and rotation
stats.rs	performance stats re-derived from the settled ledger on demand
subtick.rs	re-samples watched books in the idle tail of each tick
pricelog.rs	delta-only price log, gzip-rotated
publish.rs / persist.rs	dashboard snapshot over bearer auth; narrow git commits of state/
cli.rs / paths.rs	subcommand dispatch; env-configurable paths

Running

cargo test
cargo run -- --dry-run                          # scan and evaluate, place nothing
UGE_LIVE=1 UGE_SERIES="SERIES-A" cargo run      # live; needs keys in ./keys

docker build -t uge .
docker run --rm -v "$PWD/state:/app/state" -v "$PWD/keys:/app/keys" uge --dry-run

Subcommands: balance, orders, cancel <id>, stats, publish, persist, plus --once to run a single tick.

variable	default	purpose
UGE_ROOT / UGE_KEY_DIR / UGE_LOG_DIR	./state / ./keys / ./logs	paths (/app/* in Docker)
UGE_LIVE	unset	1 enables live order placement
UGE_SERIES	unset	comma-separated series to watch
UGE_SCAN_PER_TICK	5	series scanned per tick
UGE_MAX_ORDER_USD	5	per-order notional cap
UGE_OPENING_USD	unset	seeds a new ledger when none exists
UGE_SITE_URL / UGE_SITE_TOKEN_FILE	unset / .uge-site-token	dashboard endpoint and bearer token
UGE_TOY_*	see strategy.rs	toy strategy parameters

License

MIT