Polymarket TWAP Pricing: How Market Makers Should Quote Around a Moving Referenc

<p>When I started building my Polymarket TWAP End-Cycle Sniper, the original idea was simple:</p> <p>Find a high-probability opportunity near the end of a short-duration market,

<blockquote> <p>Explore how a Polymarket TWAP breakout bot detects crypto momentum, TWAP divergence, probability changes, liquidity conditions, and false breakouts.</p>

<p>How can you analyze short-term Bitcoin prediction markets using live BTC prices and Polymarket order book data?</p> <p>This <strong>Polymarket trading bot in Python</strong>

<p>Polymarket’s short-duration crypto Up/Down markets now settle on a <strong>60-second Chainlink TWAP</strong> for 5-minute, 15-minute, and 4-hour contracts.</p> <p>This is not a

<p>Order-book imbalance looks simple.</p> <p>Count the bids.</p> <p>Count the asks.</p> <p>Compare them.</p> <p>If bids are much larger than asks, the market looks bullish.</p>