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ABROWNFOX001
ABROWNFOX001

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Combos, APIs, and What Not to Port

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

Parts 2 and 3 covered the 5m core: TWAP60 settlement and 150ms taker delay + rate tiers.

Part 4 is the expanding surface around that core. New products and APIs are real. Most of them should not be jammed into a BTC 5-minute engine.

1. The Surface Grew Fast

Recent additions that show up in builder traffic:

Surface What it is Same bot as 5m CLOB?
Combos (Polymarket US, public ~Aug 21) 2–10 leg parlay, RFQ not CLOB No
Unified / gateway APIs orders, balances, scoring, builder keys Infra, not strategy
Data API + Gamma fixes positions, PnL, price-history, pagination Observability
RTDS live TWAP + market data websocket Yes — keep
Exa Connect (Sept 7) agent/tool access path Optional tooling
Perps / passkeys / mobile web adjacent product UX Out of scope for this repo

The mistake is treating “Polymarket shipped it” as “add a flag to engine.ts.”

2. Combos Are a Different Matching Problem

Combos are not a 5-minute Up/Down book with extra legs.

Public shape:

  • one position across several markets
  • pays only if every leg wins
  • priced by request-for-quote, not a resting CLOB
  • quote windows are short
  • residual-leg risk if a quote fills incompletely
  • capital-efficiency features (collateral return) exist for makers

That is an RFQ + multi-leg risk system.

A TWAP60 path follower that buys 50¢ BTC Up for 5 minutes has:

  • one market
  • one official series
  • one slot clock
  • scratch-to-flat on the same book

Reuse the risk logger. Do not reuse the trigger.

3. APIs That Do Belong in the 5m Stack

These are infrastructure, not a new strategy:

  • RTDS for 60s TWAP and freshness
  • CLOB v2 for limit/taker on the 5m book
  • Gamma for btc-updown-5m-* discovery
  • Data API for positions, trades, independent verification
  • SDK Retry-After on rate-limit errors
  • idempotent order ids
  • websocket reconnect without double-sends

September incidents (brief open-order / websocket lag) are why stale-data guards belong in production, not in a wiki.

If twapFeed.ts or markets.ts dies and the bot keeps trading CEX mid, the new APIs did not help you.

4. Exa Connect and Agent Tooling

Polymarket showing up on Exa Connect means more agents can query and route against the venue.

Expected side effects:

  • more naive copy-flow
  • more shallow “buy Up if BTC green” wrappers
  • more rate-limit pressure from sloppy loops
  • no free alpha

An agent adapter is optional. It is not a replacement for TWAP pinning, delay-aware execution, or per-slot caps.

5. Expected Tech Change: Adapter Boundaries

The shape I want:

Risk + logger
  ├─ 5m BTC adapter   → TWAP60 + CLOB v2   (production)
  ├─ data/verify adapter → Gamma + Data API (always)
  └─ Combos/RFQ adapter → separate codebase (research only)
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Shared:

  • kill switch
  • daily loss cap
  • structured logs

Not shared:

  • P(up) weights
  • 5m scratch timers
  • Combos quote logic
  • perps margin logic

6. What I Am Not Porting

  • 5m TWAP features onto Combos
  • Combos RFQ timeouts onto BTC 5m scratches
  • snapshot-close labels into any new API client
  • “agent can place orders” as a reason to remove human risk caps

New endpoints are cheap. Mixing state machines is expensive.

7. Operator Checklist for This Layer

  • [ ] Keep 5m discovery on Gamma slugs you actually trade
  • [ ] Verify positions from Data API, not only local memory
  • [ ] Handle pagination / 503 / stale open-order reads
  • [ ] Subscribe to RTDS as the live TWAP path
  • [ ] Leave Combos in a separate repo until the 5m loop is stable post-delay
  • [ ] Treat agent connectors as clients of the engine, not the engine itself

8. What Part 5 Covers

The last post is the implementation plan for @abrownfox001:

  • what already changed after TWAP60
  • what I am changing after the 150ms delay
  • what stays private
  • what I will not build just because the platform shipped it

Links

Not financial advice. Product surfaces move — confirm against live docs.

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 #Combos #TWAP #TradingBot #BTC #AlgoTrading #PredictionMarkets
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