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 set the frame: TWAP60 is live physics, matching may be rewritten, extra products stay outside the 5m loop.
This last post is the patch list I am actually running.
Wallet: 0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b
1. What Stays Frozen
The specialist design does not get a seasonal rewrite:
- BTC only as core
- 5-minute clock
- official 60s TWAP vs open
- 45–55¢ entries
- 10–30s re-score
- scratch decay
- redeem the filtered book
Public README context still describes that style: mid-band fills, later sells than buys, held-side resolved sample around 60.7% on 150 markets near 50¢. Treat it as style evidence, not a Q4 forecast.
The live P(up) stays private.
The TypeScript shell stays public.
2. Already Patched
| Item | Status |
|---|---|
| Target series | 60s Chainlink TWAP |
| Open pin | same family as live score |
| Feed | RTDS in twapFeed.ts
|
| Stale official series | skip slot |
| Mixed 30s/60s windows | banned in production labels |
| CEX mid | lead-lag only |
That was the August job. It is not optional homework anymore.
3. Q4 Patch List
A. Execution baseline before any CLOB cutover
- log
signal_ts,submit_ts,ack_ts,fill_ts - store quoted ask vs fill
- store scratch spread
- store reject / 429 / reconnect counts
If matching changes, I want a September–October baseline to diff against. Not a vibe.
B. Delay and quota as config
-
taker_delay_msexplicit - no cancel-spam as risk policy
-
Retry-Afterhonored - per-slot order cap stays on
C. Book-quality gates
- no new entries if 45–55¢ depth is gone
- no “breakeven scratch” fantasy on a hole
- skip rather than improvise from spot
D. Adapter hygiene
-
clob.tsnormalizes fills -
engine.tsdoes not parse raw venue folklore - idempotent client order IDs
- reconnect must not double-send
E. Reconciliation
- Data API / Gamma vs local memory
-
resolution_srcon every completed slot - public activity tab still has to look like the design
4. What I Will Measure Weekly
BTC share
5m share
% fills in 45–55¢
median buy time
median sell time
same-market flat exits
official-series freshness misses
rate-limit hits
fill slippage vs mid-band ask
If those series drift, the machine drifted.
I do not want to discover that from a new product announcement.
5. What Stays Off the Board
- Combos / RFQ inside
engine.ts - Kalshi 15m weights
- perps
- agent autopilot
- extra assets as camouflage
- snapshot-close revival
Refusal is part of the patch list.
6. Cutover Posture If a New Matching Path Appears
shadow / micro-size
same TWAP60 target
same mid-band gate
compare against the logged baseline
only then restore clip size
No new markets on launch week.
No threshold rewrite from one good afternoon.
7. How to Read the Live Account
curl "https://gamma-api.polymarket.com/public-profile?address=0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b"
curl "https://data-api.polymarket.com/trades?user=0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b&limit=1000"
Keep asking:
- still BTC 5m?
- still 45–55¢?
- still later sells than buys?
- still flat scratches?
- still not only trading the last seconds?
If yes, the inferred machine is intact while the venue rebuilds rails.
8. Series Recap
- Part 1: Settlement is settled; matching is the next uncertainty
- Part 2: A 5m book now lives on a rolling 60s average
- Part 3: Make the CLOB client an adapter before Q4
- Part 4: Do not port Combos, agents, or extra clocks into the core
- Part 5: Patch feeds, logs, delay math, and gates — not the specialist thesis
One line:
Forecast the official TWAP path, buy it only near fair value, refuse weak tickets, and keep the matching layer replaceable.
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. Roadmaps and delay values can move.
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 #CLOB #AlgoTrading #PredictionMarkets #QuantTrading
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