Per-contract window tracking
Separate state machines for 5m (30s), 15m (60s), and 4h (60s) averaging windows.
TWAP-ready · August 7, 2026 cutover
Polymarket TWAP Trading Bot
An open-source polymarket twap trading bot rebuilt for Polymarket's time-weighted average price settlement — tracking 5m, 15m, and 4h windows with Chainlink RTDS feeds and CLOB execution on Polygon.
Node.js ≥ 18
Chainlink TWAP
MIT License
5m / 15m / 4h
Why snapshot-era bots break under TWAP
Polymarket crypto Up/Down markets no longer settle on a single price tick. This polymarket trading bot forecasts the projected final average inside each settlement window — the only signal that matters after August 7, 2026.
Projected-average forecasting
Trade decisions gated on projected final TWAP, not current spot price.
Oracle staleness detection
Sits out windows when Chainlink RTDS feed lag exceeds safety threshold.
Rate-limit budgeting
Traffic budgeted per window to avoid tripping limits during peak volatility.
Features
Production-oriented polymarket twap bot tooling for automated prediction market trading.
CLOB + RTDS integration
Real-time Polymarket order book and Chainlink TWAP oracle feeds.
Multi-window concurrency
Track 5m, 15m, and 4h contracts simultaneously without cross-contamination.
Configurable thresholds
Entry/exit rules against projected TWAP average and market odds.
Backtesting mode
Validate strategies against reconstructed TWAP windows before going live.
Architecture
From Chainlink oracle feed to Polymarket CLOB execution.
┌─────────────────┐ ┌──────────────────┐ ┌───────────────────┐
│ Chainlink RTDS │────▶│ TWAP Window │────▶│ Strategy Engine │
│ (oracle feed) │ │ Tracker (per │ │ (projected-average │
│ │ │ contract type) │ │ decisioning) │
└─────────────────┘ └──────────────────┘ └───────────────────┘
│
▼
┌───────────────────┐
│ Polymarket Order │
│ Execution Layer │
└───────────────────┘