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 settlement is no longer the headline. Matching may be next.
Part 2 freezes the physics that are already live. If you still trade a 5-minute BTC slot like a close auction, you are fighting the product.
1. The Default Rule
As of mid-September 2026, crypto Up/Down markets that matter to this engine settle like this:
| Market | Official series |
|---|---|
| 5-minute | 60-second Chainlink TWAP |
| 15-minute | 60-second Chainlink TWAP |
| 4-hour | 60-second Chainlink TWAP |
Open reference and final score belong to the same family.
RTDS is the live path. Gamma is the post-resolution fallback.
60 seconds is a lookback. It is not “sample once at the bell.”
2. The 5m Clock Is Now 20% Average
A 5-minute slot is 300 seconds.
A 60-second TWAP is 20% of the contract’s life.
That is different from Kalshi-style “average only the last minute of a 15-minute contract.”
On Polymarket 5m, the official average exists during the slot, not only as a closing ritual.
So the live question is not “where does the last print land?”
It is “where is the rolling official path versus open?”
3. Habits TWAP60 Still Kills
These still fail, a month after the cutover:
- training labels on Binance close
- pinning open from CEX mid, scoring close on TWAP
- keeping 30s features on new 5m markets
- treating a 4-second wick as settlement
- dumping size at t=0 because “direction is obvious”
- holding every 50¢ fill to $0/$1 because “the model liked it once”
The official series is smoother than a snapshot.
Twitchy entries and last-tick heroics get more expensive, not more clever.
4. The Slot State That Has to Stay Boring
twap_open = 60s TWAP at slot start
twap_now = latest 60s TWAP
t_left = seconds remaining
resolution_src = rtds_twap | gamma
CEX mid can exist in cexFeed.ts as lead-lag.
If it ever becomes the decision variable, the bot has drifted back to 2026-July.
Stale RTDS is a hard skip. Spot is not a backup oracle.
5. What “Living With It” Means for Execution
The abrownfox001 loop still fits this physics:
wait for a readable TWAP path
buy only in 45–55¢
re-score every 10–30s
scratch decay
redeem the filtered book
Why it still fits:
- mid-slot buys make sense if you are following a path
- later scratches make sense if
P(up)is allowed to decay - 50¢ is still the honest price zone for a coin-flip clock
- you do not need the last 8 seconds to exist as a separate sport
What must be retuned, not reused blindly:
- spike features
- 30s-era scratch thresholds
- any “final-second conviction” bonus
- fill-quality assumptions from the snapshot era
6. Latency Did Not Die
TWAP killed a class of settlement attack.
It did not kill adverse selection on the book.
You still pay for:
- lifting a thin offer
- arriving after the 45–55¢ hole is gone
- scratching into no depth
- a taker delay that completes after the idea is stale
Part 3 will treat the CLOB rewrite as the next uncertainty.
Part 2 is the reminder: even if matching stays frozen, the settlement physics already changed the job.
7. Operator Check
Every completed 5m slot should answer four questions in logs:
- Which window did I pin at open?
- Which window did I score live?
- Was the official series fresh?
- Did resolution come from TWAP/gamma, not my CEX close?
If you cannot answer those, you are not “living with TWAP60.” You are hoping.
8. What Part 3 Covers
Assume TWAP60 is stable.
Assume the matching engine is not.
How to make clob.ts boring enough that a Q4 engine rewrite is an adapter change instead of a strategy rewrite.
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. Confirm live resolution text on the market you trade.
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 #TWAP #Chainlink #BTC #TradingBot #AlgoTrading #PredictionMarkets
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