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
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_srclogged asrtds_twaporgamma - CEX mid stays in
cexFeed.tsand 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-Afterinstead 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"
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.tsfor 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
- 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
- Status: https://status.polymarket.com
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
