r/algotrading
I built a smart order router for Kalshi and Polymarket, saving 2.3¢ per contract on average. Here's the source code.
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Extracted from these lines
[image] Buying 1,000 YES · Kalshi × Polymarket ... smart order router takes the cheapest levels from each
[comment u/BodybuilderTop3213] how do you handle resolution differences between Kalshi and Polymarket? Think that could break the routing
