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 mapped the venue.
Part 5 is the implementation plan. What stays. What gets patched. What I will not build just because Polymarket shipped it.
Wallet: 0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b
1. What Does Not Change
The live engine is still a specialist:
- BTC
- 5-minute clock
- official TWAP path vs open
- entries in 45–55¢
- re-score every 10–30s
- 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 September guarantee.
The calibrated P(up) stays private.
The TypeScript shell stays public.
2. Already Done: Settlement Alignment
After the August cutovers:
| Item | Status |
|---|---|
| Target series | 60s Chainlink TWAP, not snapshot |
| Open pin | same 60s family as live score |
| Feed | RTDS in twapFeed.ts
|
| Stale TWAP | skip slot, do not fall back to CEX last |
| Labels | official path / gamma fallback |
This was the non-negotiable patch. Mixing 30s open with 60s close is still the silent killer I see in forks.
3. Now In Progress: Execution After Sept 4
The matching layer moved:
- crypto taker delay 50ms → 150ms
- volume-tier CLOB limits already live
- cancel-during-delay is not a free undo
What I am changing in the live loop:
- Config carries
taker_delay_ms = 150instead of folklore - Log signal-time, submit-time, fill-time separately
- Re-fit entry and scratch thresholds on post-Sept 4 slots only
- Cut cancel churn; honor
Retry-After - Treat thin 50¢ books as “no scratch,” not “force flat”
- Keep per-slot caps so one delayed fill cannot eat the book
The state machine stays. The timing constants do not.
4. Observability I Want on Every Slot
slot_id
twap_open
twap_now
t_left
P(up) # private internally
ask / fill
delay_ms
rate_limit_hits
resolution_src
scratch_or_redeem
Without that row, you cannot tell whether a bad week was:
- signal decay
- 150ms delay
- stale RTDS
- thin-book scratch tax
- mixed TWAP windows
July notebooks are not a post-delay audit.
5. What I Am Explicitly Not Building
- Combos / RFQ inside
engine.ts - a 15-minute Kalshi fork sharing 5m weights
- perps
- agent auto-trade via Exa Connect as the production path
- snapshot-close revival
- “more assets” as a substitute for a weaker BTC 5m read
New surface ≠ new core.
If Combos get a research adapter later, it will be a separate codebase with a separate risk cap.
6. Expected Near-Term Tech Work
This month
- delay-aware execution metrics
- rate-limit backoff that does not stall the slot loop
- RTDS reconnect + freshness hard-fail
- post-cutover scratch retune
Next
- keep Gamma discovery on live 5m slugs
- Data API reconciliation vs local position memory
- refuse slots when official series is missing
- leave agent connectors as clients of the engine
Never as a shortcut
- share
P(up)weights - skip paper after a venue rule change
- scale size off one good week
7. How to Read the Live Account After These Updates
Use the same outsider checks:
- still BTC 5m?
- still 45–55¢?
- still later sells than buys?
- still same-market flat exits?
- still not clustering only at the close bell?
If those break, the machine changed. The blog post would be the last place that news should appear.
Verify:
curl "https://gamma-api.polymarket.com/public-profile?address=0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b"
curl "https://data-api.polymarket.com/trades?user=0x12b712029efeee7efc4066e98e4e1b6beb8b1b0b&limit=1000"
8. Series Recap
- Part 1: Settlement, matching, and access all moved in the same season
- Part 2: Pin 60s TWAP or you are forecasting a retired number
- Part 3: 150ms delay + rate tiers tax last-look taker spam
- Part 4: Combos and agent APIs are adapters, not a 5m rewrite
- Part 5: Keep the specialist loop; patch feeds, delay math, and logs
One line:
Forecast the official TWAP path, buy it only near fair value, and refuse to carry weak tickets — now with a 60s target and a slower taker gate.
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 and delays 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
**Relevant Hashtags/Tags:**
Polymarket #TWAP #BTC #TradingBot #AlgoTrading #PredictionMarkets #Chainlink #QuantTrading
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