Sardine: Kalshi crypto settlement history
How often Kalshi BTC/ETH/XRP contracts settled YES, counted not forecast, with a public record
我該用這個嗎
品質與安全性
根據工具定義與協定合規性的自動化分析。
上下文成本
這是每次將伺服器的工具載入模型上下文時所消耗的約略 token 數量。數量越高，可用於其他工作的注意力就越少。
安裝
一鍵安裝
將以下內容加入你的 `claude_desktop_config.json` 檔案：
{
"mcpServers": {
"sardine": {
"command": "uvx",
"args": [
"sardine-mcp"
]
}
}
}可執行的套件
0.1.1stdio遠端端點
https://sardine.info/mcpstreamable-http它能做什麼
工具清單
工具（9）
🟢list_markets
List the Kalshi series Sardine covers, and whether each is currently served. Each entry gives the Sardine key (e.g. "BTC-15M"), the Kalshi series ticker, the window length, and the latest calibration check: the largest gap, in probability points, between what Sardine published and what then settled.
輸入結構描述
{
"type": "object",
"properties": {},
"title": "list_marketsArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "list_marketsDictOutput"
}🟢get_settlement_rate(asset, window_minutes, strike, minutes_left, side, ...)
How often has a contract like this one settled in favour of `side`? Uses the asset's live spot price. Give the contract's strike (target price), the minutes left until it settles, and optionally Kalshi's ask in dollars (0.01-0.99) to get Kalshi's fee and all-in price on the same line. Returns the historical settlement rate, its 95% interval, the number of past windows counted, the 1-minute realised vol and z behind the lookup, and with `kalshi_ask`: the fee, the all-in price and the gap after fee (`gap_after_fee`, `gap_cents`, signed: positive means history is above the price). A small `windows_counted` means a weak answer.
輸入結構描述
{
"type": "object",
"properties": {
"asset": {
"enum": [
"BTC",
"ETH",
"XRP"
],
"title": "Asset",
"type": "string"
},
"window_minutes": {
"enum": [
15,
60
],
"title": "Window Minutes",
"type": "integer"
},
"strike": {
"title": "Strike",
"type": "number"
},
"minutes_left": {
"title": "Minutes Left",
"type": "number"
},
"side": {
"default": "YES",
"enum": [
"YES",
"NO"
],
"title": "Side",
"type": "string"
},
"kalshi_ask": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"title": "Kalshi Ask"
}
},
"required": [
"asset",
"window_minutes",
"strike",
"minutes_left"
],
"title": "get_settlement_rateArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "get_settlement_rateDictOutput"
}🟢get_live_board(market, limit)
Open Kalshi contracts right now, each with Sardine's historical count. No prices. Optionally filter to one market. Each row has the contract, the minutes left, the historical settlement rate with its interval and sample size, and a one-sentence summary of the count. Kalshi's prices are deliberately NOT included (pending Kalshi's Redistribution licence): read them from Kalshi's own API, then pass kalshi_ask to get_settlement_rate for the fee and the gap.
輸入結構描述
{
"type": "object",
"properties": {
"market": {
"anyOf": [
{
"enum": [
"BTC-15M",
"ETH-15M",
"BTC-1H"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"title": "Market"
},
"limit": {
"default": 10,
"title": "Limit",
"type": "integer"
}
},
"title": "get_live_boardArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "get_live_boardDictOutput"
}🟢get_rate_table(asset, window_minutes)
The full lookup table behind every Sardine number for one series. Each row is a (distance-from-strike, time-left) bucket: distance in volatility units, seconds left, the share that settled YES, its 95% interval, and the number of independent windows counted.
輸入結構描述
{
"type": "object",
"properties": {
"asset": {
"default": "BTC",
"enum": [
"BTC",
"ETH",
"XRP"
],
"title": "Asset",
"type": "string"
},
"window_minutes": {
"default": 15,
"enum": [
15,
60
],
"title": "Window Minutes",
"type": "integer"
}
},
"title": "get_rate_tableArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "get_rate_tableDictOutput"
}🟢get_track_record
How accurate Sardine's published numbers have been, scored against settlements. For each series and probability bucket: what Sardine said, what actually settled, and the miss in points. Use this before relying on any number.
輸入結構描述
{
"type": "object",
"properties": {},
"title": "get_track_recordArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "get_track_recordDictOutput"
}🟢list_datasets
Downloadable CSV history files, with row counts, date ranges and URLs. Files open directly in Excel, pandas or any CSV reader. Credit "Sardine (sardine.info)" when you use them.
輸入結構描述
{
"type": "object",
"properties": {},
"title": "list_datasetsArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "list_datasetsDictOutput"
}🟢backtest_rule(market, side, min_minutes_left, max_minutes_left, min_price_cents, ...)
Would this rule have made money? Replays recorded Kalshi quotes, second by second. Describe a rule for Kalshi's 15-minute crypto up/down contracts: which side to buy, when (minutes left), at what prices (cents), and optionally only when Sardine's history beats Kalshi's ask plus fee by `min_gap_cents` (side BEST picks whichever side has the larger gap). Sardine replays its per-second recordings of Kalshi's order book: one trade per window, a limit order at the ask landing after `latency_seconds`, filled only up to the size resting there, Kalshi's real fee, and Kalshi's official settlement. Returns profit per contract after fees with a 95% interval, win rate, fill behaviour, a zero-latency comparison (exposes stale-quote illusions), a first-half/second-half stability check, breakdowns by minutes left and price, and warnings. Results only; no raw data. Dates are UTC YYYY-MM-DD. Present results as what happened historically, never as a forecast.
輸入結構描述
{
"type": "object",
"properties": {
"market": {
"default": "BTC-15M",
"enum": [
"BTC-15M",
"ETH-15M",
"XRP-15M"
],
"title": "Market",
"type": "string"
},
"side": {
"default": "YES",
"enum": [
"YES",
"NO",
"BEST"
],
"title": "Side",
"type": "string"
},
"min_minutes_left": {
"default": 2,
"title": "Min Minutes Left",
"type": "number"
},
"max_minutes_left": {
"default": 14,
"title": "Max Minutes Left",
"type": "number"
},
"min_price_cents": {
"default": 1,
"title": "Min Price Cents",
"type": "number"
},
"max_price_cents": {
"default": 99,
"title": "Max Price Cents",
"type": "number"
},
"min_gap_cents": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"title": "Min Gap Cents"
},
"max_gap_cents": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": 25,
"title": "Max Gap Cents"
},
"contracts": {
"default": 100,
"title": "Contracts",
"type": "integer"
},
"latency_seconds": {
"default": 2,
"title": "Latency Seconds",
"type": "integer"
},
"start_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"title": "Start Date"
},
"end_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"title": "End Date"
}
},
"title": "backtest_ruleArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "backtest_ruleDictOutput"
}🟢backtest_signals(market, signals, latency_seconds, start_date, end_date)
Replay YOUR OWN signals on recorded per-second Kalshi quotes, after fees. `signals` is a list of {"ts": <UTC epoch seconds>, "side": "YES"|"NO", "contracts": <int>} (at most 5,000). Each one is treated like a trigger: the ask seen at that second for that side, a limit order landing after `latency_seconds`, filled only up to the size resting there, Kalshi's fee, Kalshi's official settlement. One trade per 15-minute window: the first signal in a window is used and later ones are counted as ignored. Returns aggregates only (profit per contract with interval, win rate, zero-latency comparison, stability, breakdowns, warnings), plus `signals_used` and `signals_outside_data`. Needs a free key when served remotely. Present results as what happened, never as a forecast.
輸入結構描述
{
"type": "object",
"properties": {
"market": {
"enum": [
"BTC-15M",
"ETH-15M",
"XRP-15M"
],
"title": "Market",
"type": "string"
},
"signals": {
"items": {
"additionalProperties": true,
"type": "object"
},
"title": "Signals",
"type": "array"
},
"latency_seconds": {
"default": 2,
"title": "Latency Seconds",
"type": "integer"
},
"start_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"title": "Start Date"
},
"end_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"title": "End Date"
}
},
"required": [
"market",
"signals"
],
"title": "backtest_signalsArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "backtest_signalsDictOutput"
}🟢get_z(asset, window_minutes, strike, minutes_left)
Where a contract sits in the table's coordinates right now: spot, sigma_1m, z and the bucket. For a builder running the table offline against Kalshi's feed: the formula is returned with the numbers. No settlement rate here; use get_rate_table for the cells and get_settlement_rate for the count.
輸入結構描述
{
"type": "object",
"properties": {
"asset": {
"enum": [
"BTC",
"ETH",
"XRP"
],
"title": "Asset",
"type": "string"
},
"window_minutes": {
"enum": [
15,
60
],
"title": "Window Minutes",
"type": "integer"
},
"strike": {
"title": "Strike",
"type": "number"
},
"minutes_left": {
"title": "Minutes Left",
"type": "number"
}
},
"required": [
"asset",
"window_minutes",
"strike",
"minutes_left"
],
"title": "get_zArguments"
}輸出結構描述
{
"type": "object",
"additionalProperties": true,
"title": "get_zDictOutput"
}社群
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