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Prepare the Bot for a Rewritten CLOB

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 froze the live physics: 5-minute crypto now runs on a rolling 60s TWAP.

Part 3 is the matching layer that may change next. Public comments from Polymarket’s DeFi engineering side point at a from-scratch CLOB rewrite, targeted mid-to-late Q4, because the current engine accumulated debt while being scaled.

Treat that as a roadmap, not a live cutover date. Prepare like the cutover will still break implicit code.

1. What a Rewrite Can Change Without Changing the Market Question

The question can stay “BTC Up or Down for 5 minutes.”

These can still move:

Assumption in old bots Why it can break
Taker delay value Delay has already moved more than once
Cancel-during-delay Lock behavior is a matching rule, not a strategy rule
Ack / fill timing Tail latency is the thing they say they are rewriting
Rate-limit shape Volume tiers already exist; headers and burst math can change
Websocket snapshot vs delta New engine often means new book events
Partial fill / reject codes Status enums are where silent bugs live
Idempotent order identity Duplicate sends become expensive on a faster book

TWAP60 changed the target.

A new CLOB changes the hands that touch the target.

2. Make clob.ts an Adapter, Not the Strategy

The public shell already splits files. Keep that split sacred.

signal.ts   → P(up) against TWAP60
engine.ts   → enter / scratch / redeem
clob.ts     → how an order becomes a fill
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If engine.ts knows venue-specific delay folklore, reject strings, or raw websocket frames, the rewrite will rewrite your strategy by accident.

clob.ts should own:

  • place / cancel
  • client order id
  • delay assumption
  • retry / Retry-After
  • normalize fills into one internal event

engine.ts should only see:

OrderAccepted | OrderFilled | OrderRejected | RateLimited | BookStale
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3. The Minimum Hardening List

Do these before any engine cutover, not after the first rejected day.

  1. Idempotent client order IDs

    Reconnect must not double-buy the same idea.

  2. Explicit delay config

    taker_delay_ms lives in config. Not in a comment. Not in memory from August.

  3. Separate clocks

    signal_ts, submit_ts, ack_ts, fill_ts. If you only log “I traded,” you cannot debug a faster or slower book.

  4. Cancel policy

    Do not use cancel-spam as risk management. Assume some pending takers cannot be pulled.

  5. Rate-limit backoff

    Honor Retry-After. A 5m slot loop that busy-retries will starve itself.

  6. Stale book = no trade

    Missing RTDS or a dead CLOB socket is a skip, not a CEX-mid improvisation.

  7. Scratch needs depth

    “Breakeven flatten” is a book condition. On a rewrite day, depth can vanish.

4. What I Am Measuring Now

I want a baseline before Q4, not a story after.

Per slot:

  • quoted ask vs fill
  • signal-to-fill lag
  • scratch spread
  • reject / 429 count
  • reconnect count
  • whether official TWAP was fresh

If the new engine lands and those series jump, I can tell matching changed.

If I have no baseline, I will blame the signal for a rail change.

5. What Not to Do While Waiting

  • Freeze development and “wait for Rust”
  • Rewrite the private P(up) because matching might get faster
  • Port Combos RFQ into the 5m loop
  • Assume lower p99 latency means mid-band 50¢ fills get cheaper automatically
  • Delete idempotency because “the new book will be clean”

Faster matching can make sloppy bots lose cleaner and quicker.

6. Expected Cutover Posture

When a new matching path appears:

paper / shadow first
same TWAP60 target
same 45–55¢ gate
smaller clips
no new assets
compare fill stats to the September baseline
only then raise size
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The strategy thesis does not get a vote on launch day. The adapter does.

7. What Part 4 Covers

While the rails move, product surface will keep expanding: Combos, agent connectors, DeFi unification talk.

Part 4 is the refusal list — what I will not graft onto a BTC 5m TWAP engine during a matching-engine year.

Links

Not financial advice. Roadmaps slip. Confirm live matching rules before you assume a delay or cancel path.

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 #TWAP #TradingBot #BTC #AlgoTrading #PredictionMarkets
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