Supported Kalshi markets.
Turbine can replay candle history where Kalshi data is available for the markets or series your strategy targets. Coverage varies by market and window.
Turbine can replay supported Kalshi and Polymarket market history with Kalshi fee modeling and explicit fill assumptions. The same strategy spec is used for replay and live deployment, but live fills can differ.
Turbine pulls Kalshi's public candlestick endpoints across the markets your strategy targets and replays them inside the Studio session.
Turbine can replay candle history where Kalshi data is available for the markets or series your strategy targets. Coverage varies by market and window.
Turbine can use OHLC plus best bid and ask snapshots, sourced from Kalshi's public candlestick endpoints.
Studio runs a 30-day backtest by default. Actual replay coverage depends on market history and available archive data.
No notebook setup. Turbine uses the same DSL spec for the live runner and the replay.
One screen. Equity curve, drawdown, trade log. Headline metrics in the strip below.
Turbine simulates next-bar or depth-aware fills, applies Kalshi's fee schedule where modeled, and reports model slippage so you can judge how much the result depends on execution assumptions.
Turbine simulates next-bar fills using top-of-book prices or available L2 depth, with maker / taker classification per fill where supported.
Turbine models marketable orders against the next bar or available depth. Reported slippage is model-based, not a promise of live execution.
Turbine can apply Kalshi's fee schedule per fill. Reported PnL is net of fees, not gross.
Turbine can flatten open positions at market close so PnL is not left ambiguous.
Start at $19/month with 10 deploys per week. Backtests are included, subject to normal abuse-prevention rate limits.