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Polymarket’s announced TWAP resolution changes what a bot must treat as the price used to determine an outcome: for the listed crypto up/down markets, resolution is based on an averaging window, not a single end-of-market snapshot. That does not mean a bot should trade on the TWAP feed. Keep the resolution input, Polymarket’s tradable order-book data, and the later oracle-resolution and redemption process as separate parts of the system.
What Polymarket announced—and which markets it named
In a 2026 announcement titled “To protect market integrity in our crypto up/down markets, we’re updating how these markets resolve,” Polymarket said selected crypto up/down markets would move from a single price snapshot to a time-weighted average price (TWAP), with the averaging interval scaled to market duration. The announcement listed these windows:
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| Market duration named in the announcement | Announced TWAP window |
|---|---|
| 5 minutes | 30 seconds |
| 15 minutes | 60 seconds |
| 4 hours | 60 seconds |
The announcement named Chainlink Data Streams and Polymarket’s public Real-Time Data Streaming WebSocket (RTDS) as developer routes for consuming TWAP prices. It scheduled the mainnet feed and RTDS launch for August 4, 2026, and said the resolution change would start August 7, 2026 at 00:00 UTC. Those dates are the announcement’s stated schedule; the announcement alone does not establish whether each component launched as planned, what markets currently use it, or what payloads are being delivered. Check the current official developer documentation and the active rules for the specific market before relying on the change in production.
The stated scope is selected 5-minute, 15-minute, and 4-hour crypto up/down markets. It does not establish that all Polymarket markets—or even every market with another duration—use TWAP. A bot should resolve rules and data sources per market rather than hard-code a platform-wide assumption.
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Why a bot needs separate resolution and trading prices
A resolution feed answers, “What price input do the market’s rules use to determine the outcome?” A CLOB feed answers a different operational question: “What bids and asks are available for this token, and at what prices might an order execute?” A strategy can monitor spot prices, the CLOB, or both, but those values are not the resolution criterion unless the specific market rules say they are.
Polymarket’s current API reference describes GET /book as a token-ID order-book summary. Its response includes bids and asks, market and asset identifiers, a snapshot timestamp, minimum order size, tick size, a negative-risk flag, and last-trade price. Polymarket’s data guide also describes token-specific price and price-history requests and access to trades. These are useful for market-state monitoring and execution decisions; they do not establish that the CLOB’s last trade, midpoint, or any other book value is the TWAP used to resolve an outcome.
| Data stream or process | Its role in a bot | What the cited documentation establishes |
|---|---|---|
| TWAP resolution input | Determine or estimate the price input specified by the market’s resolution rules. | The 2026 announcement names Chainlink Data Streams and Polymarket RTDS, and lists averaging windows for the specified market durations. Current payload fields, timestamp semantics, delivery latency, and failure guarantees are not stated in that announcement. |
| Polymarket CLOB | Observe tradable liquidity and market state; inform order pricing and execution. | The current order-book reference documents token-specific bids and asks, snapshot timestamp, order constraints, identifiers, and last-trade price. It does not identify those values as the resolution TWAP. |
| Oracle resolution and redemption | Track the proposal, any challenge, final outcome, and the resulting share-redemption state. | Polymarket’s Help Center says UMA’s Optimistic Oracle resolves markets under their predefined rules; a proposed resolution can be disputed during a stated two-hour challenge period. |
This distinction prevents a common modeling error: treating a price that is convenient to query as though it were the price that governs settlement. A CLOB midpoint may be useful to a trading strategy, but it is not evidence of the resolution value.
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How to adapt a bot’s market and data model
1. Bind every market to its own rules and identifiers
Store the market identity, token identity, market duration, active rule text or version, applicable resolution source, and any relevant TWAP interval together. Validate that the feed subscription actually corresponds to the market being traded. Do not infer the market’s resolution source from a token symbol, duration alone, or another market’s configuration.
2. Model an interval, not a final tick
For a market whose rules confirm the announced TWAP method, model the specified averaging window rather than substituting a single reading at the end of the market. A strategy may still respond to spot or CLOB movements as they occur; represent those as strategy inputs, not as the resolution formula. The announcement gives window lengths but does not, by itself, specify the exact averaging calculation, sample cadence, timestamp convention, or how missing observations are handled. Do not invent those details in code—confirm them in the current feed specification and market rules.
3. Keep feed adapters and state separate
Use distinct components for resolution data and CLOB data, even if both feed a shared monitoring system. A normalized internal record can preserve source, market and token identifiers where applicable, observed value, source timestamp, receive time, and data-quality status. Retain raw provider messages as well when permitted and useful for debugging. Do not silently substitute a CLOB price for a missing resolution-feed value.
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4. Treat freshness and identity as trade-safety checks
Monitor whether incoming data is fresh according to the feed’s documented timestamp semantics, whether identifiers match the intended market, and whether the CLOB snapshot is recent enough for the intended order. Alert on stale or mismatched inputs; define explicit behavior for feed gaps, disconnects, reconnects, malformed messages, and market-rule changes. These are prudent controls, not guarantees about provider latency or uptime. The cited announcement and API reference do not establish those service-level properties or current RTDS and Chainlink message schemas.
5. Avoid claiming an edge from the resolution change
A different resolution input changes what a bot must model; it does not show that a particular strategy will make more money or predict outcomes better. The published information here provides operational window specifications, not measured bot performance. Evaluate any strategy with its own documented assumptions and evidence, and account for execution prices separately from eventual settlement.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.Represent resolution as an asynchronous lifecycle
A market reaching the end of its stated TWAP window is not the same event as a final oracle outcome or a redeemed position. Polymarket’s Help Center describes resolution through UMA’s Optimistic Oracle under predefined market rules. It says trading stops when the market resolves, winning shares receive $1 each, and losing shares become worthless. Its dispute guide describes a two-hour challenge period after a resolution proposal. The timing from the end of a TWAP window to proposal, finality, and redemption can depend on the market and process; do not assume immediate settlement.
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- Observe the applicable price window. Track the market’s rule-defined resolution input and whether the relevant averaging interval has completed.
- Track market closure separately. Use market state and trading interfaces to determine whether trading is still available; a completed price interval is not itself proof that an oracle outcome is final.
- Track the oracle proposal and challenge state. Record the proposed outcome and allow for the documented challenge period rather than treating the first proposal as guaranteed final.
- Wait for final resolution before accounting for redemption. Update position and payout records from the resolved market state, then handle redemption according to the applicable market and platform process.
Polymarket’s legacy UMA integration documentation describes the UMA CTF Adapter as a bridge between the Conditional Token Framework condition and the Optimistic Oracle. It also discusses administrative pause, reset, and emergency-resolution controls. Because that is legacy documentation, those operational details should not be assumed to describe every current market’s handling.
What to verify before deployment
- The specific market’s current resolution rules, duration, and whether it is in the announced TWAP scope.
- The currently supported resolution feed and its live message schema, identifier mapping, timestamp meanings, averaging method, and missing-data behavior.
- How each feed signals disconnects, recovery, stale data, and state changes; latency and uptime guarantees are not established by the cited announcement.
- The CLOB token ID and the meaning and freshness of each order-book snapshot used for execution decisions.
- How your system records a proposal, challenge, final outcome, and redemption without collapsing them into one “market ended” flag.
Polymarket’s archived documentation characterizes the CLOB architecture as hybrid-decentralized: an operator handles off-chain matching and ordering, while settlement executes on-chain according to signed orders. That archived description is useful only as high-level context, not as a substitute for current API or feature documentation.
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