ABROWNFOX001

Posted on Sep 15

150ms Delay, Quotas, and Fill Quality

GitHub: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system

YouTube walkthrough: https://www.youtube.com/watch?v=XzhugRL6BV4

Live profile: https://polymarket.com/@abrownfox001

Part 2 locked the paid variable: 60s Chainlink TWAP, logged or you are guessing.

Part 3 is the matching tax. After September 4, a correct path read can still leak at the gate.

1. The Two Rules That Now Sit on Every Taker Clip

Rule	Live default	What it punishes
Crypto taker delay	150ms (up from 50ms on Sept 4)	See-tick / lift / undo
Volume-tier CLOB limits	live since early August	Cancel storms and retry loops

Older delay-lock behavior still matters: once a taker order is inside the delay window, cancel is not a clean rewind.

The 5m loop did not change:

enter → re-score → scratch or hold → redeem

The cost of enter and scratch did.

2. What 150ms Does to a Mid-Band Engine

150ms is not a ban on bots.

It is a speed bump on the first look.

For @abrownfox001 that means:

a 45–55¢ ask can move before the delay expires
“I decided at 50.3¢” is not the same as “I paid 50.3¢”
local RTT tuning hits a ceiling
last-look wick sniping gets worse, again, on top of TWAP60

If the edge was only being first, this layer ends the argument.

If the edge is a slower official-path read plus staggered clips, this layer is a measurement problem.

Measure it. Do not narrate it.

3. The Fill Log That Has to Exist

Pair the TWAP fields from part 2 with execution fields:

signal_ts
submit_ts
ack_ts
fill_ts
quoted_ask
fill_price
delay_ms           # 150
rate_limit_hits
cancel_rejects
scratch_spread

Useful diffs:

submit_ts - signal_ts — your loop
fill_ts - submit_ts — venue + delay + queue
fill_price - quoted_ask — quality
scratch_spread — whether “breakeven” is still real

July fill stats are pre-delay folklore.

Post-Sept 4 slots are the only dataset that counts for this layer.

4. Quotas Change Risk Code, Not Just Speed Code

Volume tiers turn panic into an outage.

Expected behavior in clob.ts:

honor Retry-After
idempotent client order ids
no cancel-spam as a hedge
cap orders per slot
backoff that does not freeze the whole 5m loop
log 429s like they were missed fills

A specialist that places small clips and scratches selectively can live here.

A spray bot that retries 40 times a second will meet the tier system as a wall.

5. Scratch Is Where Delay Shows Up Twice

Entry delay is obvious. Scratch delay is sneakier.

If P(up) decays and the book is thin:

the flat exit can wait 150ms
the 50¢ you wanted is gone
“breakeven cull” becomes a spread tax

Rule I want:

if depth near 50¢ is gone:
    do not role-play a scratch
    either hold with the cap already set
    or skip new size next slot

Forcing flat on a hole is not risk management. It is paying to feel tidy.

6. Expected Tech Change on This Layer

Put taker_delay_ms = 150 in config
Split signal / submit / fill timestamps
Re-fit entry and scratch thresholds on post-Sept 4 data only
Cut cancel churn
Skip slots when quoted 50¢ is a mirage

The private P(up) can stay closed.

The delay assumption cannot.

7. What This Does Not Authorize

rewriting the bot as a maker-only system
abandoning BTC 5m
porting the trigger into Combos RFQ
going back to snapshot-close labels because fills got harder

Harder matching is not a reason to revive a retired settlement target.

8. What Part 4 Covers

Settlement can be pinned.

Fills can be measured.

The remaining production killer is reliability:

CLOB read delays
RTDS blips
scheduled periphery maintenance
why the loop must halt instead of inventing a price

That is next.

Links

Repo: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system
Video: https://www.youtube.com/watch?v=XzhugRL6BV4
Live activity: https://polymarket.com/@abrownfox001?tab=activity

Not financial advice. Delay values and tiers can move — confirm against live docs and @PolymarketDevs.

If you have more questions, please feel free to contact me at any time: https://t.me/abrownfox001

My Polymarket Activity: https://polymarket.com/@abrownfox001?tab=activity

#Polymarket #CLOB #TradingBot #BTC #TWAP #AlgoTrading #PredictionMarkets

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