I do. Doing the arbitrage game is tough. I tried (with mixed results) to play the 5m and 15m crypto markets for arbitrage but it's way too competitive and HFT for me.

Right now I'm finally done with my blockchain indexer and I'm parsing the data. Already have a live order book snapshotting stored as well but it's a massive amount of data (up to 2gb per 15m market). I still to work on compressing the data there.

Once I have the data collected I will finally get to try to mine for some strategies.

Did not try kalshi too much yet. Coming from cryto algo trading I've learned there are more attainable strategies that work compared to arbs. Arbs are tough and hyper-competitive.

Ping me if you wannt to connect and share notes