Polymarket: https://polymarket.com/@abrownfox001?tab=activity
GitHub: https://github.com/abrownfox0/abrownfox001-twap60-prediction-trigger-system
Telegram: https://t.me/abrownfox001
Parts 2–3 were venue physics: matching-engine p99, then indexer/Data API v2.
Part 4 is the operator rule for Q4.
Polymarket is rewriting the on-chain CLOB in Rust beside the live book. Breaking changes are supposed to stay small. That is not a green light to ship new strategy surface area.
Q4 is a rails season. Rails seasons punish extra state machines.
The live loop stays frozen
@abrownfox001 still does one job:
- BTC 5m only
- official TWAP vs frozen
open_ref - enter 45–55¢
- re-score every 10–30s
- scratch decay near breakeven
- redeem the filtered book
If a change does not help those six lines, it waits.
What I will not port right now
| Freeze | Why |
|---|---|
| New assets / 15m / sports | Extra clocks, extra books, extra incident surface |
| Maker grids / cancel storms | Burns rate-limit budget the scratch needs |
| Copy-trading hooks | Copies actions, not inventory truth |
| Combos / multi-leg | More reconcile paths while settlement truth is moving |
| Aggressive size-ups | A 2-second p99 turns a clip into a chase |
| “Use CEX if RTDS blips” | Wrong oracle, same class of bug as pre-TWAP bots |
| Retry-on-timeout without fill check | Double-sends during 503 clusters |
The matching engine is the thing being replaced. Adding features is how you debug the wrong layer.
What is allowed to change
Only rails hygiene:
- honor
Retry-After/ rate-limit headers - one in-flight
intent_idper slot + side + clip - invalidate TWAP after reconnect
- halt on stale feed or unknown inventory
- log
reasonon every buy/sell/skip - read Data API v2 after fills, do not assume REST caught up
That is maintenance. It is not a new bot.
The question before every PR
Does this help me
pin a 50¢ TWAP entry,
scratch decay,
or reconcile a fill?
If the answer is “it would be nice for later,” it is later.
A faster Rust engine can attract users back to the offshore book. A specialist account cannot help that by arriving at cutover with three new products and a dirty inventory ledger.
Part 5: how faster rails can actually pull flow back — and what I will measure on the public tape.
Not financial advice. Paper or micro-size first.
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 #Rust #CLOB #TradingBot #RiskManagement #TWAP #PredictionMarkets
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