Strategy grammar

Every tinycorp.ai strategy is a JSON config. The Builder lets you assemble it visually, but the raw shape is documented here so power users can fork-and-edit. The engine runs your config against live market data every 5 minutes and logs simulated fills.

Reference

Overall shape platforms + categories Price filters Liquidity filters Timing filters Momentum signals Volume-spike signals Calendar gates External anchors Exit + sizing

Overall shape

A strategy config is a JSON object with five top-level keys:

{
  "platforms": ["kalshi", "poly", "manifold"],
  "categories": ["weather", "sports", "crypto", ...],
  "entry": { /* all filter fields below go here */ },
  "exit":  { "at": "expiry" },
  "sizing": { "type": "flat", "amount_cents": 500 },
  "side":   "YES"
}

Every cycle (every 5 minutes), the engine fetches markets matching platforms + categories, then applies the entry filter rules in order. Matching markets get a simulated fill at the current ask.

platforms + categories

Field	Type	Notes
platforms	list<str>	Subset of `kalshi`, `poly`, `manifold`. Defaults to `["kalshi"]` if omitted.
categories	list<str>	Optional. Empty list = all categories. Kalshi has `weather`. Poly has `crypto`, `sports`, `politics`, `economics`, `commodities`, `stocks`, `other`, `world-events`, `entertainment`.

Price filters

Field	Type	Notes
entry.yes_ask_min	float 0-1	Minimum YES ask (e.g., `0.85` = 85¢).
entry.yes_ask_max	float 0-1	Maximum YES ask. Use both for a band.
entry.yes_bid_min	float 0-1	Minimum YES bid.
entry.yes_bid_max	float 0-1	Maximum YES bid.

Liquidity filters

Field	Type	Notes
entry.vol_24h_min	int	Minimum 24h volume in USD (or MANA on Manifold).
entry.open_interest_min	int	Minimum open interest contracts.

Kalshi quirk: volume_24h is NULL on most weather brackets. If you set vol_24h_min on a kalshi+weather strategy, you'll exclude most candidates. Leave it off for weather; use it for poly markets.

Timing filters

Field	Type	Notes
entry.hours_to_close_min	float	Min hours until market close. `0.5` = at least 30 min out.
entry.hours_to_close_max	float	Max hours until close. `8` = within 8 hours of close.
entry.title_contains	list<str>	Market title must contain each substring (case-insensitive). E.g., `["minimum"]` for LOW brackets.

Momentum signals

Price-delta filters that require a lookback window. Engine reads from market_price_snapshots (cached every 1-3 min per platform).

Field	Type	Notes
entry.ya_change_window_min	int (minutes)	Required when using ya_change filters. Defines the lookback. E.g., `30` = look 30 min back.
entry.ya_change_min_cents	int	YES ask must have RISEN by at least this many cents in the window. Positive value.
entry.ya_change_max_cents	int	YES ask must have DROPPED by at least this many cents (use negative). E.g., `-5` = dropped 5+ cents.

// "Buy when ya dropped 5+¢ in the last 30 min"
{
  "yes_ask_min": 0.40,
  "yes_ask_max": 0.85,
  "ya_change_max_cents": -5,
  "ya_change_window_min": 30
}

Volume-spike signals

Field	Type	Notes
entry.vol_spike_ratio_min	float	Current 24h volume / lookback-ago volume. `2.0` = doubled. Requires `ya_change_window_min`.

Calendar gates

Short-circuit filters that fire before any market query. Use for strategies that should only run during specific times.

Field	Type	Notes
entry.hour_of_day_min	int 0-23	UTC hour. Strategy skips entire cycle outside the range.
entry.hour_of_day_max	int 0-23	UTC hour.
entry.day_of_week_in	list<int>	Mon=0..Sun=6. `[0,1,2,3,4]` = weekdays only.

External anchors

Signals that reference external data sources we poll.

Field	Type	Notes
entry.crypto_anchor	object	`{"symbol": "bitcoin", "usd_above": 70000}` or `"usd_below"`. Spot price from CoinGecko (free, polled every 5 min). Supported symbols: `bitcoin`, `ethereum`, `solana`, `ripple`, `dogecoin`. Fails closed if no fresh data in 30 min.
entry.nws_anchor	object	`{"value_above": 50}` or `{"value_below": 60}` — degrees F. Per-candidate filter: parses the Kalshi weather ticker (e.g. `KXLOWTSFO-26MAY24-B49.5` → SFO low for May 24), fetches the latest NWS forecast for that station/date, applies the threshold. Supported stations: KSFO, KAUS, KATL, KBOS, KDCA, KDEN, KDAL, KHOU, KLAS, KLAX, KMDW, KMIA, KMSP, KNYC, KOKC, KPHL, KPHX, KSAT, KSEA. NWS forecasts updated hourly. Fails closed when no forecast available.

Combining anchors: a strategy can use any/all of these in the same entry block. E.g., a weather-fade strategy can require both nws_anchor.value_above AND a price band — both must pass.

Exit + sizing

Field	Type	Notes
exit.at	str	`"expiry"` is the only supported value in v1. Strategies hold to market close; engine settles based on official result (Kalshi) or last_price (Poly/Manifold).
sizing.type	str	`"flat"` only in v1.
sizing.amount_cents	int	Dollars-per-trade in cents. `500` = $5/trade. House strategies use $5.
sizing.max_fills_per_day	int	Optional cap on total fills per UTC day. Useful for broad-match strategies (cheap-price lottery, vol-spike on Poly's "other" category) that would otherwise fire on dozens of markets per cycle. Once the cap is reached, the engine stops opening new positions for the strategy until tomorrow.
side	str	`"YES"` or `"NO"`. Most strategies are YES.

Full examples

Fade weather brackets in the late window:

{
  "platforms": ["kalshi"],
  "categories": ["weather"],
  "entry": {
    "yes_ask_min": 0.85,
    "yes_ask_max": 0.95,
    "hours_to_close_max": 18
  },
  "exit": { "at": "expiry" },
  "sizing": { "type": "flat", "amount_cents": 500 },
  "side": "YES"
}

Multi-signal: weekday US morning Poly mover with vol spike:

{
  "platforms": ["poly"],
  "categories": ["other", "politics", "economics"],
  "entry": {
    "yes_ask_min": 0.25,
    "yes_ask_max": 0.75,
    "vol_24h_min": 10000,
    "vol_spike_ratio_min": 1.3,
    "ya_change_window_min": 60,
    "hour_of_day_min": 13,
    "hour_of_day_max": 17,
    "day_of_week_in": [0,1,2,3,4]
  },
  "exit": { "at": "expiry" },
  "sizing": { "type": "flat", "amount_cents": 500 },
  "side": "YES"
}

Live preview: drop any config into the Builder — the "Markets matching now" panel re-evaluates against live data on every chip click via POST /api/quants/preview.

API reference

Endpoint	Method	Notes
/api/quants/strategies	GET	List public strategies. Params: `category`, `status`, `sort` (sharpe/pnl/win_rate/newest), `limit`.
/api/quants/strategies/<slug>	GET	Single strategy preview + config (when entitled).
/api/quants/strategies/<slug>/pnl	GET	Cumulative realized P&L points for the chart.
/api/quants/strategies/<slug>/trades	GET	Simulated trade log (5 for preview, 50 for unlocked).
/api/quants/strategies/<slug>/candidates	GET	Markets currently matching all entry rules.
/api/quants/strategies/<slug>/versions	GET	Edit history snapshots.
/api/quants/preview	POST	Evaluate an ad-hoc config (used by the Builder). Body: `{"config": <config>}`.
/api/quants/leaderboard	GET	Sortable list. Params: `sort`, `limit`.
/api/quants/activity	GET	Recent fills + publishes + unlocks platform-wide.
/api/quants/stats	GET	Topline platform numbers.

House strategies using each signal

Live snapshot from /api/quants/strategies. Click any strategy name to see its full config + live performance.

Loading…