Triple Average Velocity Snipe

This strategy trades Kalshi's KXBNB15M series, a 15-minute BNB market, checking conditions every 10 seconds and capping positions at 30 contracts with YES and NO prices between 0.89 and 0.99. It holds at most one position at a time: entries only fire when total position size is zero. Rules run top to bottom, first match wins. Rule 1 sells an existing YES position if YES size is above zero and the YES best bid is at or below 0.55. Rule 2 does the same for a NO position, selling NO if NO size is above zero and the NO best bid is at or below 0.55. Rules 3 and 4 enter only in the final 5 minutes before expiry, when time to expiry is between 5 minutes and 0 seconds and the spread is at or below 0.03. Rule 3 buys 30 YES when the YES ask sits within 0.89–0.99 and Coinbase BNB price is above its 1-hour VWAP, 1-minute EMA, and 1-minute 20-period SMA, with 5-minute change and 1-minute velocity both positive. Rule 4 buys 30 NO on the mirror conditions: NO ask within 0.89–0.99 and BNB price below all three averages with change and velocity negative. Both entries use immediate-or-cancel execution. Rule 5 cancels all orders once time to expiry reaches 0 seconds.