TWAP60 Is the Target Variable

GitHub: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system

YouTube walkthrough: https://www.youtube.com/watch?v=XzhugRL6BV4

Part 1 defined the engine.

Part 2 is the settlement target the engine is built to predict.

Live profile: @abrownfox001

Current Rule

Polymarket short crypto Up/Down markets settle on Chainlink TWAP.

Duration	Current window
5-minute	60-second TWAP
15-minute	60-second TWAP
4-hour	60-second TWAP

5-minute markets started on a 30s window, then moved to 60s for markets deployed since August 14, 2026.

The README still documents the older 30s wording in places. Live production should treat 60s as the 5m target.

60 seconds is a lookback, not an update frequency.

State Variables That Matter

twap_open = 60s Chainlink TWAP at slot start
twap_now  = latest 60s Chainlink TWAP
t_left    = seconds remaining

Auxiliary only:

CEX mid for lead-lag (cexFeed.ts)
flow / book features
time-in-slot calibration

Not a primary target:

Binance last
Coinbase close guess
leftover 30s logic on new 5m markets

Signal Shape

Private layer:

[
P(up)t = f(\text{TWAP path vs } twap{open},\ \text{lead-lag},\ \text{flow},\ t_{left})
]

Rules:

Anchor to the official series first
Use CEX only as timing context
Treat a 52% read at t=20s as different from 52% at t=280s
Keep output calibrated as probability
Pin open and score live path on the same 60s window

The formula stays closed. The structure does not need to.

Code Map

Module	Job
`twapFeed.ts`	Chainlink TWAP via Polymarket RTDS
`signal.ts`	`P(up)` vs open reference
`cexFeed.ts`	auxiliary mid
`engine.ts`	consume probability and run the slot

Production feed:

RTDS 60s topic / windowSeconds: 60
exact filter {"symbol":"btc/usd"}
freshness on observation time
exact decimal / bigint math

Why the 30s → 60s Move Matters

Smoother series means:

spike features lose power
scratch thresholds shift
open-reference mismatch becomes a silent killer
any snapshot model is now research-only

This is why the public repo is framed as a TWAP60 prediction-trigger system. The trigger is not “price moved.” It is “the official average path now implies a tradeable probability.”

What Part 3 Covers

Once P(up) exists: staggered mid-band entries, 10–30s re-score, scratch vs redeem.

Links

Not financial advice. Verify the live market’s 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




**Tags:** `#Polymarket #TWAP #Chainlink #BTC #TradingBot`

DEV Community