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 1–4 defined the regime: new venue defaults, TWAP60 hygiene, 150ms matching tax, and halt-on-stale.
Part 5 is the patch list I will actually run. Not a rewrite. Not a Combos pivot. A specialist loop that survives September.
Wallet: 0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b
1. What Stays Frozen
The live design is still:
- BTC only as core
- 5-minute clock
- official TWAP path vs open
- 45–55¢ entries
- 10–30s re-score
- scratch decay
- redeem the filtered book
Public sample context from the README still describes that style: mid-band fills, later sells than buys, held-side resolved book around 60.7% on a 150-market window. That is style evidence, not a mid-September guarantee.
The calibrated P(up) stays private.
src/ stays the execution shell.
2. Already Locked
| Patch | Status |
|---|---|
| 5m target = 60s Chainlink TWAP | locked |
| Open pin from the same series | locked |
RTDS ingest in twapFeed.ts
|
locked |
| CEX mid only as lead-lag | locked |
Mid-band + scratch lifecycle in engine.ts
|
locked |
If a fork still mixes 30s open with 60s close, it is not behind on features. It is mislabeled.
3. The September Patch List
Settlement hygiene
- write
twap_open,twap_now,feed_age_ms,resolution_srcevery slot - skip the slot when the official series is stale
- do not invent TWAP from one CEX
Matching
- config:
taker_delay_ms = 150 - split signal / submit / fill timestamps
- re-fit entry and scratch thresholds on post-Sept 4 data only
- honor
Retry-After; kill cancel-spam - refuse “breakeven scratch” when 50¢ depth is gone
Reliability
-
HALTon stale TWAP, lagged open-order reads, or incident mode - reconnect RTDS / CLOB without duplicate order ids
- reconcile positions before new size
- missed slot < invented price
That is the whole near-term diff.
4. What I Will Not Build
- Combos RFQ inside
engine.ts - shared weights with a 15m Kalshi fork
- perps
- Exa / agent auto-trade as the production path
- snapshot-close revival
- more assets as a substitute for a weaker BTC 5m read
New surface is an adapter or it is a distraction.
5. The Slot Record I Want in Production
slot_id
twap_window_s = 60
twap_open / twap_now / feed_age_ms
signal_ts / submit_ts / fill_ts
quoted_ask / fill_price
delay_ms = 150
rate_limit_hits
halt_reason
scratch_or_redeem
resolution_src
If a week goes bad and this row does not exist, I cannot tell signal decay from delay tax from a stale feed. That is negligence, not variance.
6. How to Check Whether the Patch Took
Outsider checks on the activity tab:
- still BTC 5m?
- still 45–55¢?
- still later sells than buys?
- still same-market flat exits?
- still not only close-bell size?
- still not a 99¢ farm?
Verify independently:
curl "https://gamma-api.polymarket.com/public-profile?address=0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b"
curl "https://data-api.polymarket.com/trades?user=0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b&limit=1000"
If those tells drift, the patch list failed in production no matter what this post says.
7. Series Recap
- Part 1: The 5m bot now runs in a post-patch venue
- Part 2: Log TWAP60 or you are guessing
- Part 3: 150ms delay and quotas are a fill-quality problem
- Part 4: Stale data is a halt, not a retry
- Part 5: Keep the specialist loop; patch pins, delay math, and reliability
One line:
Forecast the official 60s TWAP path, buy it only near fair value, scratch weak tickets, and do nothing when the feed or the book is lying.
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. Paper or micro-size first. Rules, delays, and incidents can move again.
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 #BTC #TradingBot #AlgoTrading #PredictionMarkets #Chainlink #QuantTrading
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