Polymarket-Kalshi Cross-Exchange Arbitrage

An arbitrage bot that continuously monitors BTC 15-minute binary option markets on both Polymarket and Kalshi. When a price discrepancy is detected (e.g., Up on Polymarket is 55¢ while Up on Kalshi is 62¢), the bot simultaneously buys the cheaper side and sells the more expensive side to lock in a risk-free profit as the prices converge. The strategy uses live order book data and executes trades within seconds. Strict hedge parameters and limit orders are used to minimize slippage. Returns depend on market frequency and speed of execution; latency must be low to capture fleeting gaps.