Risk Sizing on Kalshi Events – Does it Differ for Pure Prediction?

Been dabbling with Kalshi a bit more lately, mostly on political outcomes or very specific economic data releases. My usual trade sizing is based on a percentage of account for defined stop-losses. On Kalshi, there's no 'stop' in the traditional sense, just expiry. I've been trying to treat the full contract value as my potential loss, but it feels off, especially for highly probable events where the payout is small. Am I overthinking this, or is there a standard approach to risk sizing on these binary outcomes where the 'edge' is often a fractional difference in probability? How do you folks approach it?