Event-market analytics

Discover an active ticker, post a position, then read the event-specific risk block. Event-market discovery and calculation are licence-gated.

market = requests.get(
    f"{C9_API_ENDPOINT}/validation-reference/events/search",
    headers=HEADERS,
    params={"exchange": "KALSHI", "q": "Apple DOJ", "limit": 1},
).json()["markets"][0]

payload = {
    "calculation_type": "margins",
    "portfolio": [{
        "account_code": "EVENT_ACCOUNT",
        "market_type": "EVENT",
        "exchange_code": "KALSHI",
        "ticker": market["ticker"],
        "side": "YES",
        "quantity": 1000,
        "price_dollars": market["mark_dollars"],
        "netting_enabled": True,
        "currency_code": "USD",
    }],
}
result = requests.post(f"{C9_API_ENDPOINT}/portfolios", headers=HEADERS, json=payload).json()["data"][0]

Read initial_margin for the clearing requirement and event_risk for value_at_risk, expected_shortfall, worst settlement stress, scenario P&L, probability shocks, and model coverage.

{
  "event_risk": {
    "value_at_risk": 20.01,
    "expected_shortfall": 20.01,
    "stress_loss": 697.00,
    "stress_scenario": "full_settlement"
  }
}

Open the complete Python example.

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