Polymarket's short-term crypto markets can look simple:
BTC is above or below a target. Buy the corresponding token.
In practice, the last part of the market can be much more interesting.
I've been building end-cycle sniper strategies for Polymarket, and one of the biggest changes in my approach was moving from a 5-second sniper to a 90-second analysis window.
This article explains the idea behind that change.
The Old Strategy: Snipe the Last 5 Seconds
My original end-cycle sniper was designed around the final few seconds before market resolution.
The basic idea was:
Market approaching expiration
↓
Check current price
↓
Identify likely winning side
↓
Enter during the final ~5 seconds
The strategy was intentionally focused on the very end of the market.
But after the introduction of the 60-second TWAP settlement mechanism, I started looking at the market differently.
Instead of waiting for the final few seconds, I wanted the bot to understand what was happening before the final window.
That led to the new approach.
The New Idea: Start Around 90 Seconds Before the End
The new TWAP End-Cycle Sniper starts analyzing the market around 90 seconds before resolution.
The interesting area for me is roughly:
90 seconds
│
│ Analyze market
│
│ Compare TWAP
│ Compare Chainlink
│ Check target
│ Analyze token price
│
45 seconds
│
│ Stronger confirmation
│
▼
Market resolution
Why this window?
Because BTC can make meaningful moves during these final 90–45 seconds.
And those moves don't always behave the same way.
Sometimes the move continues.
Sometimes it reverses.
That continuation/reversal behavior can create useful information for an end-cycle strategy.
The Important Relationship: Target vs TWAP vs Current Price
The most important part of the strategy isn't a single indicator.
I'm interested in the relationship between several values.
For example:
Current Chainlink Price
│
▼
┌───────────┐
│ Target │
└───────────┘
▲
│
TWAP
The bot can evaluate questions such as:
- Where is the current Chainlink price relative to the target?
- Where is the TWAP relative to the target?
- Is the difference between current price and TWAP increasing?
- Is it decreasing?
- Is BTC moving toward the target or away from it?
- Has the prediction-market token already priced in the move?
- How much time is left?
These relationships are more useful to me than simply checking whether BTC is currently green or red.
Why 90–45 Seconds Can Be Interesting
Consider a simplified example.
BTC makes a strong move upward.
A simple strategy might immediately think:
BTC ↑
↓
Buy UP
But that can be incomplete.
The next move could be:
BTC ↑
↓
Momentum continues
↓
UP remains strong
Or:
BTC ↑
↓
Short-term reversal
↓
BTC moves back
The bot therefore needs to distinguish between continuation and reversal.
That is one reason I don't want the sniper to make its decision from a single price update.
Multiple Signals
My production model is private, but the general architecture is straightforward.
The bot collects multiple data points:
┌───────────────────────────┐
│ Market Data │
├───────────────────────────┤
│ Chainlink current price │
│ TWAP │
│ Target / strike │
│ Token prices │
│ Time remaining │
│ Market behavior │
│ Other available data │
└─────────────┬─────────────┘
↓
Signal Analysis
↓
Continuation / Reversal
↓
Snipe Signal
↓
Risk Management
↓
Entry
The actual signal formula, thresholds, and scoring system are private.
The important concept is that the bot doesn't simply ask:
"Which token will win?"
It asks:
"Do the current market conditions create a sufficiently strong setup for an entry?"
That's a different problem.
The Token Price Can Still Be Noisy
One thing I've learned from building these systems is that a good directional signal doesn't necessarily mean the token price immediately moves in the expected direction.
For example:
Strong setup
↓
Enter position
↓
Token temporarily moves against us
↓
Noise / short-term reversal
↓
Market continues toward expected outcome
This is why the entry signal isn't enough.
The system also needs risk management.
Risk Management
The risk-management layer is designed to protect the strategy when the market doesn't behave as expected.
Depending on the situation, the bot can evaluate factors such as:
- Entry price
- Position size
- Time remaining
- Price movement after entry
- Signal strength
- Reversal conditions
- Maximum acceptable loss
- Exit conditions
The simplified flow is:
Snipe Signal
│
▼
Risk Check
/ \
Pass Reject
│ │
▼ ▼
Enter Skip
│
▼
Monitor
│
┌────┴─────┐
↓ ↓
Normal Risk
movement condition
│ │
↓ ↓
Hold Exit/Reduce
The purpose isn't to eliminate losing trades.
That's not realistic.
The purpose is to prevent an individual bad setup from turning into a disproportionately large loss.
Why I Moved Away From the 5-Second Sniper
The biggest change wasn't simply:
5 seconds → 90 seconds
The real change was moving from reaction to analysis.
Old approach
5 seconds remaining
↓
Make decision
↓
Snipe
New approach
90 seconds remaining
↓
Start analysis
↓
Compare current price / TWAP / target
↓
Observe BTC behavior
↓
Evaluate continuation vs reversal
↓
Check token pricing
↓
Risk check
↓
Snipe
This gives the model more information before the market reaches the final seconds.
The Strategy Is Still Probabilistic
It's important to be clear about this.
A sniper model doesn't know the future.
The purpose of combining multiple signals is to make the decision based on more information rather than one noisy observation.
For example:
Target relationship ✓
Chainlink movement ✓
TWAP relationship ✓
Token price ✓
Time remaining ✓
Market behavior ✓
Risk conditions ✓
│
▼
Potential Setup
The actual decision model is private.
I'm sharing the architecture and strategy concept, not the production formula.
What Changed After TWAP?
For me, the TWAP change created a reason to rethink the entire end-cycle strategy.
The old approach was heavily focused on the final seconds.
The new approach uses the earlier period to analyze how the market is developing.
The basic idea is:
Don't wait until the last few seconds to start thinking about the market.
Start earlier.
Compare the TWAP with the current Chainlink price.
Compare both with the target.
Watch BTC's movement.
Look for continuation or reversal.
Then apply risk management before entering.
GitHub
I share some of my Polymarket trading-bot development publicly.
You can find the project here:
[Polymarket Trading Bot — GitHub]
Benjam1nCup
/
Polymarket-trading-bot-python-V2
polymarket trading bot polymarket bot polymarket twap bot polymarket arbitrage bot polymarket trading bot polymarket bot polymarket twap bot polymarket arbitrage bot polymarket trading bot polymarket bot polymarket twap bot polymarket arbitrage bot polymarket trading bot polymarket bot polymarket twap bot polymarket arbitrage bot polymarket bot
Polymarket Trading Bot | Polymarket Arbitrage Bot | Polymarket TWAP Trading Bot
An open-source and Strong Strategy collection of Polymarket trading bot and Polymarket arbitrage bot and Polymarket TWAP trading bot in Python for high-performance automated trading on polymarket crypto 5min and 15min markets.
This repository is primarily intended for educational and research purposes. It includes strategy concepts, implementation approaches, and selected performance screenshots to help developers understand how different automated trading strategies can be designed and tested.
The repository does not provide a complete production-ready trading bot source code. Instead, it provides strategy descriptions and research materials that you can use as a foundation for developing your own system.
If you are interested in building a Polymarket Trading Bot, you can follow my tutorials and use the concepts in this repository to develop your own implementation.
For users who prefer a ready-to-deploy solution or require custom strategy development, commercial…
The production snipe model itself remains private, but the repository provides more information about my broader Polymarket trading-bot work.
Final Thoughts
The interesting part of an end-cycle sniper isn't simply finding the winning token.
It's understanding when the market is giving you enough information to make an entry decision.
My old strategy concentrated on the final 5 seconds.
The new strategy starts much earlier, around 90 seconds before resolution, and focuses heavily on the relationship between:
- TWAP
- Chainlink price
- Target price
- Token price
- BTC movement
- Time remaining
- Continuation/reversal behavior
- Risk
That change completely changed how I think about end-cycle trading bots.
The model itself is still private, but the architecture is relatively simple:
Market Data
↓
Signal Analysis
↓
Continuation / Reversal
↓
Snipe Signal
↓
Risk Management
↓
Entry
That's the core idea behind my new TWAP End-Cycle Sniper.
Contact
If you're interested in Polymarket trading bots or automated market strategies:
Telegram:
https://telegram.me/BenjaminCup
Medium article : https://benjamincup.medium.com/polymarket-trading-bot-building-a-twap-end-cycle-sniper-bot-v2-b88e5138784f
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