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 1 said the venue is no longer in transition theater.
Part 2 is how you prove a 5-minute bot is actually living in that venue.
Announcing “we use TWAP” is cheap.
Logging the same 60-second series at open and close is the job.
1. The Paid Variable Has Not Drifted Back
As of mid-September 2026, live 5m / 15m / 4h crypto Up/Down still resolve on 60-second Chainlink TWAP.
5-minute markets used 30s first, then moved to 60s on markets deployed since August 14.
Hourly/daily crypto products are a different settlement family. Do not borrow their close logic.
If your notebook still says “30s for 5m,” it is an archive file.
2. Hygiene Means One Family, Three Moments
Every btc-updown-5m-* slot needs the same series at:
open pin → twap_open
live score → twap_now
resolution → official TWAP / gamma fallback
| Open | Live / labels | Hygiene |
|---|---|---|
| 60s TWAP | 60s TWAP | Pass |
| CEX mid | 60s TWAP | Fail |
| 30s TWAP | 60s TWAP | Fail |
| 60s TWAP | Binance close | Fail |
| “RTDS connected” | no timestamp | Fail |
RTDS being up is not proof the value is fresh.
A heartbeat is not a TWAP.
3. The Production Test I Want in Logs
Minimum row per slot:
slot_id
market_slug
window_seconds = 60
twap_open
twap_open_ts
twap_last
twap_last_ts
age_ms
resolution_src = rtds_twap | gamma
cex_mid # auxiliary only
If age_ms is large, skip.
If window_seconds != 60 on a new 5m market, skip.
If resolution_src is empty, you cannot audit the week.
Gamma outcomePrices is the post-slot scoring fallback. It is not a live path substitute while the market is open.
4. Why Mixed Windows Still Print Fake Edge
Two months after the announcement, this is still the common fork bug.
A bot pins open from Binance, scores a homemade average, then celebrates when gamma says Up.
That is not TWAP-aligned trading.
That is correlating three different numbers and calling the overlap “alpha.”
The 30s → 60s cutover made old research look alive. Smoother official path, twitchier leftover features, silent disagreement vs CEX last. Measure that disagreement. Do not assume it is small.
5. What twapFeed.ts Must Enforce Now
The public module shape is right. Production rules are stricter:
- RTDS 60s topic /
windowSeconds: 60 - filter
{"symbol":"btc/usd"}for BTC 5m - persist value + observation time
- reconnect with backoff
- hard-fail on stale
- exact decimal / bigint math
- no spot fallback “just this slot”
If the official series is missing, the specialist engine does nothing.
That is not downtime. That is correctness.
6. Settlement Hygiene vs Signal Quality
Hygiene does not create a 60.7% book.
It only stops you from training on the wrong exam.
The private P(up) can stay closed.
The pin cannot. Anyone running the public shell should be able to show twap_open and resolution_src without asking me for weights.
7. Expected Tech Change on This Layer
Not a new strategy. A proof:
- Confirm live market text still names the 60s stream
- Delete 30s as a production path for current 5m slots
- Shadow CEX last vs official TWAP on completed slots
- Refuse to promote a model whose labels are mixed
- Keep CEX in
cexFeed.tsas lead-lag only
8. What Part 3 Covers
Once the paid variable is clean, the next mid-September problem is mechanical: 150ms taker delay, volume-tier limits, and CLOB incidents. Settlement can be perfect and fills can still be late, rejected, or scratched into a hole.
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. Always read the live market’s official resolution source.
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
**Relevant Hashtags/Tags:**
Polymarket #TWAP #Chainlink #BTC #TradingBot #AlgoTrading #PredictionMarkets
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