Why Every Polymarket Trading Bot Needs to Adapt to TWAP

When building a Polymarket trading bot, it's easy to focus on prediction models, latency, and order execution. However, platform infrastructure changes can have an even greater impact on a trading system than a new strategy. With Polymarket introducing TWAP (Time-Weighted Average Price) settlement for crypto Up/Down markets, I spent the last few days reviewing how my bot behaves near market resolution. Supporting TWAP wasn't simply replacing one price calculation-it required rethinking assumptions around settlement, execution timing, and trade evaluation. This update reminded me that trading bots aren't static software. They're living systems that must evolve alongside the markets they interact with. Over the coming weeks, I'll share a detailed technical breakdown covering the architecture changes, implementation decisions, and lessons learned while updating my Polymarket trading bot for the new TWAP model.

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