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Polymarket’s TWAP window is the trailing period used to average the Chainlink reference price. A 30-second TWAP looks back 30 seconds; a 60-second TWAP looks back 60 seconds. Doubling the window usually gives a brief price spike less influence, but it does not average the whole five-minute, 15-minute, or four-hour contract.
For Chainlink-TWAP crypto up/down markets, the TWAP at the market’s start becomes the “price to beat.” The TWAP at the end becomes the final reference. Up wins when the final value is equal to or higher than the opening value; Down wins only when it is lower. Polymarket initially used 30 seconds for five-minute markets on August 7, 2026, then changed all five-minute crypto markets to 60 seconds at 00:00 UTC on August 14, 2026. The current documented crypto TWAP feed uses a 60-second window, but each market’s own rules remain controlling.
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1Scan for outdated or missing drivers - takes under a minute2Repair Windows errors before they cause bigger problems3Fix the driver behind crashes, sound loss and screen glitchesWhat does a 30-second or 60-second TWAP mean?
TWAP means time-weighted average price. The window is the amount of recent history included in each Chainlink reference value, not the length of the prediction contract. At any timestamp, a 30-second TWAP averages the reference-price path over the preceding 30 seconds. A 60-second TWAP averages the preceding 60 seconds.
Because the average is time-weighted, prices that persist for longer occupy more of the calculation than prices that appear briefly. A one-second jump can affect either window, but it contributes a smaller proportion of a 60-second average than of a 30-second average. The longer window therefore tends to smooth the reference value and reduce sensitivity to a last-moment spike. It does not make the reference immune to rapid movement.
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The value used for settlement comes from the applicable Chainlink TWAP stream. An exchange’s last traded price, a chart candle close, or an unrelated spot quote is not automatically the settlement input.
What changed for Polymarket five-minute markets?
The five-minute setting changed shortly after Chainlink TWAP resolution was introduced. The date matters when you compare historical trades, reconstruct an old result, or back-test a strategy.
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Scan for outdated or missing drivers - takes under a minuteDriver Scan →Repair Windows errors before they cause bigger problemsFix Now →Fix the driver behind crashes, sound loss and screen glitchesFind Drivers →| Date or period | Five-minute crypto-market setting | Other documented settings |
|---|---|---|
| August 7, 2026 rollout | 30-second Chainlink TWAP | 60 seconds for 15-minute and four-hour markets |
| August 14, 2026, from 00:00 UTC | Changed to a 60-second Chainlink TWAP for all five-minute crypto markets | The 60-second setting remained documented for 15-minute and four-hour markets |
| Current documented real-time feed | 60-second crypto TWAP; the payload’s windowSeconds or window_seconds is 60 |
Use the individual market rules to confirm applicability |
Thus, “five-minute markets use a 30-second TWAP” describes the original rollout rule, not the current documented rule. A market created or settled under the earlier configuration must be analyzed under that historical rule; changing today’s feed does not rewrite past settlement inputs.
Is the TWAP window the same as the market duration?
No. Market duration and TWAP lookback answer different questions. Duration tells you how long the contract runs between its opening and closing reference points. The window tells you how much recent price history is used to calculate each of those reference points.
| Term | What it controls | Example |
|---|---|---|
| Market duration | The interval between the opening and final TWAP observations | Five minutes, 15 minutes, or four hours |
| TWAP window | The trailing history included in each observation | 30 or 60 seconds |
| Opening TWAP | The threshold against which the final value is compared | The 60-second average at the market start under the current setting |
| Final TWAP | The settlement value compared with the threshold | The 60-second average at the market end under the current setting |
A five-minute market with a 60-second TWAP does not average all five minutes into one number. It takes a 60-second trailing average at the opening reference time and another 60-second trailing average at the closing reference time. The same separation applies to 15-minute and four-hour contracts.
How does Polymarket determine Up or Down?
For the specified Chainlink-TWAP crypto up/down products, settlement follows a fixed opening-versus-closing comparison rather than UMA’s proposal-and-dispute process.
- Identify the market’s resolution rule. Confirm that the contract is a Chainlink-TWAP up/down market and note its stated symbol, duration, and window.
- Capture the opening reference. At the market start, Polymarket uses the applicable TWAP value. This becomes the “price to beat.”
- Let the contract run for its stated duration. A five-minute, 15-minute, or four-hour duration is independent of the 30- or 60-second averaging window.
- Capture the final reference. At the market end, Polymarket uses the TWAP value for that time from the applicable Chainlink stream.
- Apply the inequality exactly. If the final TWAP is equal to or greater than the opening TWAP, Up wins. If the final TWAP is lower, Down wins.
Equality is therefore not a tie that remains unresolved: an exactly equal final value satisfies the Up condition. Only a lower final value produces Down under this rule.
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What changes mathematically when the window doubles?
The calculation covers twice as much recent history when the window moves from 30 seconds to 60 seconds. In simplified notation, a TWAP over a window W is the time-weighted average of the reference-price path during that trailing interval:
TWAP(W) = (1/W) × the time-weighted sum of price over the last W seconds
The longer interval introduces more earlier observations and dilutes a short-lived move. It can also make the reference respond more slowly when a move persists, because older prices remain in the average until they roll out of the window.
Illustrative calculation
Suppose a price is 100 for 50 seconds and 110 for 10 seconds. A 60-second average would be:
(100 × 50 + 110 × 10) ÷ 60 = 101.67
Now consider a 30-second window containing 20 seconds at 100 and 10 seconds at 110:
(100 × 20 + 110 × 10) ÷ 30 = 103.33
The two numbers differ because they cover different trailing histories. This is a simple illustration, not a published statistic about Chainlink’s sampling or Polymarket’s feed implementation. Actual feed values should be read from the applicable stream with their timestamps and full decimal precision.
What a longer window can and cannot do
- It can reduce the influence of a brief spike. A few seconds at an extreme price occupy a smaller share of 60 seconds than of 30 seconds.
- It can delay the effect of a sustained move. Earlier prices remain part of the average for longer before rolling out.
- It cannot eliminate volatility. A move that lasts through much of the window will still materially change the TWAP.
- It does not change the comparison rule. Up still wins on equality or an increase; Down requires a lower final TWAP.
Which price actually decides an Up or Down market?
The deciding inputs are the opening and final values from the market’s specified Chainlink TWAP stream, not an arbitrary price visible on an exchange screen.
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| Question | Correct interpretation |
|---|---|
| What sets the threshold? | The TWAP at the market start |
| What is compared with it? | The TWAP at the market end |
| Does a final value equal to the threshold win? | Yes. Equality resolves Up |
| What resolves Down? | A final TWAP lower than the opening TWAP |
| Which data should a trader watch? | The applicable Chainlink TWAP stream and its timestamps |
| Can a chart’s last trade override it? | No. A different exchange or chart price is not the specified settlement input |
How can I verify whether a live market uses 30 or 60 seconds?
Check both the market’s own resolution rules and the current crypto TWAP feed documentation. The documented real-time feed exposes the lookback in its payload, allowing a developer or technically minded trader to verify the configuration rather than infer it from the contract duration.
- Open the market rules. Read the resolution section for the product, symbol, duration, and stated oracle or TWAP method.
- Use the documented authenticated subscription. Polymarket identifies the
prices.crypto.twapsubscription and theprice.crypto.twapchannel for symbols such asbtcusd. - Inspect the window field. Updates include a symbol, timestamp, decimal value, and a
windowSecondsorwindow_secondsfield. A value of 60 indicates a 60-second lookback. - Do not confuse lookback with update frequency. The window field says how much history is averaged; it does not say that an update arrives only once every 60 seconds.
- Check freshness. Compare the payload timestamp with your observation time and retain the exact decimal value rather than rounding it for settlement analysis.
- Record the rule with your data. Save the market identifier, rule text, window value, timestamp, and reference values so a later audit can distinguish a 30-second historical market from a current 60-second one.
Polymarket’s developer documentation provides TypeScript and Python SDK patterns as well as a raw subscription frame. The important verification fields are the channel, symbol, timestamp, decimal price, and explicit 60-second window; the SDK language does not alter the settlement rule.
What should historical backtests do differently?
A backtest that treats every five-minute market as 60-second or every early market as 30-second can produce the wrong opening and final references. The configuration changed on August 14, 2026, so the market date and the rule in force on that date are part of the dataset.
Historical-data checklist
- Partition markets by the documented configuration period: the initial August 7 rollout and the post-change period beginning at 00:00 UTC on August 14.
- Store UTC timestamps so the changeover is not shifted by a local-time conversion.
- Use the market’s actual resolution text when it differs from a general product description.
- Keep the window length alongside each opening and final reference value.
- Reconstruct the trailing average from the correct source stream, not from an exchange candle whose interval happens to match the contract duration.
- Apply the equality rule explicitly. A backtest that uses “strictly above” for Up will misclassify equal outcomes.
For forward-looking analysis, the current documented 60-second stream is the relevant starting point, but a future configuration change would require another version boundary. Treat the feed’s window field and the market rule as authoritative at the time of observation.
What are the most common mistakes?
Most errors come from mixing up time scales, data sources, or settlement conditions rather than from the averaging arithmetic itself.
Assuming a five-minute contract averages five minutes
The contract duration determines when the opening and final observations occur. The TWAP window remains a separate trailing lookback, currently documented as 60 seconds for the crypto feed.
Using the original 30-second rule for current five-minute markets
Thirty seconds was the initial five-minute setting on August 7, 2026. All five-minute crypto markets changed to a 60-second Chainlink TWAP from 00:00 UTC on August 14, 2026.
Watching the wrong price
A last-trade print, index chart, or exchange quote can diverge from the Chainlink TWAP. Settlement analysis should use the specified stream, its decimal value, and its timestamp.
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Reading 60 seconds as an update interval
windowSeconds: 60 describes the amount of history in the average. It does not promise one update per minute or indicate that the feed samples only once per minute.
Forgetting the equality rule
Up includes equality. A final TWAP exactly matching the opening TWAP is not Down.
Applying this rule to every Polymarket market
The 30-versus-60-second discussion concerns the specified Chainlink-TWAP crypto up/down products. Election, sports, and other prediction markets may use different resolution mechanisms, including UMA-based procedures. Their own rules control.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.How should I compare two markets before trading?
Compare the market’s configuration in a fixed order so that a familiar duration or ticker does not hide a different settlement rule.
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A free scan shows the junk files, broken settings and background clutter dragging Windows down - then fixes them in one click.Free scan · Windows 10 & 11- Resolution mechanism: Is it a Chainlink-TWAP up/down market or another product with a different oracle process?
- Symbol and reference asset: Does the stream’s symbol match the asset named in the market?
- Duration: Is the contract five minutes, 15 minutes, four hours, or another interval?
- Window: Does the rule or live payload specify 30 seconds, 60 seconds, or another value?
- Reference timing: Where are the opening and final TWAP timestamps defined?
- Comparison: Does the rule state that equality resolves Up and a lower final value resolves Down?
- Data quality: Are timestamps fresh and decimal values preserved without display rounding?
- Version date: If the market is historical, was it created or settled before or after the August 14, 2026 changeover?
This checklist separates the questions that determine the outcome. A longer contract is not automatically smoother, and a shorter TWAP is not automatically more responsive in a way that guarantees a trading advantage.
Does a 60-second TWAP create a predictable trading advantage?
Not by itself. The longer window changes how a reference reacts to short-lived and persistent moves, but the result still depends on the path of the Chainlink reference price around both the opening and final timestamps.
A trader who expects a fleeting spike to reverse may find that a 60-second average gives the spike less weight than a 30-second average. A trader assessing a move that has persisted for most of the window should not assume the longer setting will ignore it. Because both the opening and final values are averaged, changing the window can alter the threshold, the final reference, or both.
That is why a comparison based only on the visible spot price at market close is incomplete. The relevant question is how the specified trailing average at the close compares with the specified trailing average at the open, under the window and rule in force for that market.
What is outside the scope of this 30-second-versus-60-second comparison?
This explanation applies to Polymarket’s Chainlink-TWAP-resolved crypto up/down markets described above. It does not establish a universal rule for all Polymarket contracts, all cryptocurrencies, or all oracle-resolved prediction markets.
The market’s own resolution text remains decisive if it specifies a different asset, window, timing convention, or mechanism. In particular, do not transfer the Chainlink opening-versus-final comparison to markets resolved through UMA’s proposal-and-dispute process or to non-crypto categories.
Frequently Asked Questions
Can I see the opening TWAP after a market has started?
The authoritative value is the TWAP observation associated with the market’s opening timestamp. For technical record-keeping, save the feed payload and timestamp when the market opens instead of relying on a later chart that may round values or omit the original observation.
Why might the displayed spot price disagree with the settlement result?
The settlement input is a Chainlink time-weighted average, while a trading interface may show a last trade, midpoint, or another index. Those values can differ during a fast move even when the market is functioning as specified.
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No. The 60-second value describes the history included in the average, not an automatic delay or update schedule. Settlement timing is determined by the market’s stated opening and ending reference times.
Are older five-minute markets recalculated with the newer window?
No documented rule change retroactively replaces a historical market’s configuration. Analyze an older contract using the window and resolution terms that applied to its relevant date, especially around the August 14, 2026 changeover.
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