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What I Am Changing in abrownfox001

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:

  1. Config carries taker_delay_ms = 150 instead of folklore
  2. Log signal-time, submit-time, fill-time separately
  3. Re-fit entry and scratch thresholds on post-Sept 4 slots only
  4. Cut cancel churn; honor Retry-After
  5. Treat thin 50¢ books as “no scratch,” not “force flat”
  6. 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
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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"
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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

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:**

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Polymarket #TWAP #BTC #TradingBot #AlgoTrading #PredictionMarkets #Chainlink #QuantTrading


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