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What I Am Changing in the BTC 5m Engine

#bitcoin #crypto #github #rust

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 platform:

  • settlement is already TWAP60
  • matching is heading toward a Rust CLOB
  • ops already include rate limits, RTDS, and real outages

This last post is the application layer: what I keep in the live @abrownfox001 engine, what I am changing, and what I am refusing to add.

1. What Does Not Change

The specialist bet is the same:

BTC only as core
5-minute clock
official 60s TWAP vs open
enter only in 45–55¢
re-score every 10–30s
scratch decay / redeem strength
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I am not turning this into:

  • a perps bot
  • a Combos RFQ bot
  • a 12-asset spray
  • a 99¢ convergence farm
  • a Kalshi clone with a venue flag

Those are other products. Fall 2026 platform news does not make them this product.

2. What I Am Changing in the Feed

twapFeed.ts is now an ops component, not just a price pipe.

Changes:

  • 60s only for live 5m slots; 30s is research or deleted
  • observation timestamp is checked on every re-score
  • stale TWAP → no new entries
  • RTDS reconnect with backoff stays mandatory
  • resolution_src logged as rtds_twap or gamma
  • CEX mid stays in cexFeed.ts and cannot silently replace TWAP

Sep 19 is the reason. When RTDS and the book died together, a “still connected” socket would have been a lie.

3. What I Am Changing in Execution

clob.ts becomes a narrower adapter so a Q4 matching-engine swap does not rewrite engine.ts.

Changes:

  • local order registry / idempotent sends
  • explicit NORMAL | CANCEL_ONLY | FLAT_AND_WAIT
  • parse Retry-After instead of retrying blind
  • no new buys until both TWAP and book look fresh after an incident
  • keep clips small; do not “use” extra rate-limit headroom after an outage

A faster Rust book, if it lands, is allowed to improve fills.

It is not permission to 3x size.

4. What I Am Changing in the Lifecycle

The loop stays enter → re-score → scratch / redeem.

The constants get a post-TWAP60, post-incident pass:

  • scratch thresholds retuned for a smoother 60s path
  • no t=0 lifts
  • no “catch-up” burst after downtime
  • first minutes after a venue returns stay smaller or flat

Public style I still want the activity tab to show:

  • mid-band fills
  • buys earlier than sells
  • same-market flat exits
  • BTC 5m concentration

If those drift, the engine drifted.

5. What I Am Explicitly Not Building From the Changelog

Platform thing Why it stays out of this bot
Perps Rust exchange Different product, different risk
Combos / RFQ / collateral return Multi-leg inventory, not a 50¢ path forecast
Builder gateway extras Nice for apps, not required for one specialist loop
Climbing CLOB volume tiers on purpose Spam is not edge
Multi-venue “same BTC” hedges Index and clock mismatch

The Fall 2026 map is wide.

The account should stay narrow.

6. How to Read the Live Profile Against This Series

Use the public record as a regression test:

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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Still true if the update landed:

  • BTC / 5m dominant
  • 45–55¢ dominant
  • scratches exist
  • no close-bell-only cluster
  • no sudden perps-sized inventory

The calibrated P(up) stays private.

The shell stays public.

The platform around both is what this series was about.

7. Series Recap

  • Part 1: Separate settlement, matching, and ops clocks
  • Part 2: TWAP60 is production law; leftover 30s/snapshot code is rot
  • Part 3: Isolate clob.ts for a Rust matching-engine window
  • Part 4: Rate limits + RTDS + cancel-only are part of the strategy
  • Part 5: Keep the specialist loop; harden feed, adapter, and halt logic

One line:

Forecast the official TWAP path, buy it only near fair value, refuse weak tickets — and refuse to trade when the venue or the feed is no longer itself.

Links

Not financial advice. Paper or micro-size first. Latency, regime shifts, fill quality, and venue incidents still matter.

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 #CLOB #BTC #TradingBot #AlgoTrading #PredictionMarkets #Chainlink
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