Chainlink TWAP Prices

Polymarket is changing affected crypto up-or-down markets from a single snapshot-in-time price to a Chainlink-computed time-weighted average price (TWAP). Polymarket says this change is intended to protect market integrity by reducing the effect of one instant on market resolution. These are Chainlink prices. polynode does not calculate or approximate the TWAP. Chainlink computes each value, and the existing polynode chainlink subscription delivers it with additive TWAP identity fields.

Schedule

Date and time	polynode behavior
August 4, 2026	Production Chainlink 30-second and 60-second TWAP streams become available for testing. Select them explicitly with `twap_windows`.
August 7, 2026 at 00:00 UTC	Affected markets switch to Chainlink TWAP resolution. At the same time, polynode’s default `chainlink` subscription switches from spot prices to both TWAP windows.

The August 7 change does not alter market order books or polynode orderbook subscriptions. It changes the Chainlink reference price used to resolve the affected markets. Schedule references: Polymarket’s transition announcement, Polymarket’s Chainlink TWAP guide, and the published market-window mapping.

Choose a window

Polymarket’s published mapping is:

Market duration	Chainlink TWAP lookback
5-minute crypto up-or-down	30 seconds
15-minute and 4-hour crypto up-or-down	60 seconds

The lookback is not an update cadence. Do not infer a window from how often an event arrives. Use twap_window_seconds on every event.

30-second TWAP

{
  "action": "subscribe",
  "type": "chainlink",
  "filters": {
    "feeds": ["BTC/USD"],
    "twap_windows": [30]
  }
}

60-second TWAP

{
  "action": "subscribe",
  "type": "chainlink",
  "filters": {
    "feeds": ["BTC/USD"],
    "twap_windows": [60]
  }
}

Both windows

{
  "action": "subscribe",
  "type": "chainlink",
  "filters": {
    "feeds": ["BTC/USD", "ETH/USD"],
    "twap_windows": [30, 60]
  }
}

twap_windows accepts only 30, 60, or both. Omit feeds to receive every available pair. Omit twap_windows to follow the default stream. The subscription acknowledgement confirms the selection:

{
  "type": "subscribed",
  "subscription_type": "chainlink",
  "price_source": "both",
  "twap_windows": [30, 60]
}

For a default subscription, price_source is follow_main and twap_windows is null.

An explicit TWAP subscription is accepted before August 4, but no TWAP event arrives until the production Chainlink TWAP streams go live. TWAP subscriptions start with the next update and have no snapshot, history, or replay.

Event identity

The existing event type, feed names, numeric price fields, and timestamp remain unchanged. Two additive fields identify the price type and TWAP window:

{
  "type": "price_feed",
  "feed": "BTC/USD",
  "timestamp": 1785178800,
  "is_twap": true,
  "twap_window_seconds": 30,
  "data": {
    "feed": "BTC/USD",
    "price": 65000.5,
    "bid": 65000.5,
    "ask": 65000.5,
    "timestamp": 1785178800,
    "is_twap": true,
    "twap_window_seconds": 30
  }
}

For spot events, is_twap is false and twap_window_seconds is null. For TWAP events, is_twap is true, twap_window_seconds is 30 or 60, and price, bid, and ask carry the same Chainlink-computed TWAP value. When you request both windows, two events for one feed are distinct TWAP observations, not duplicate ticks. Key application state by feed and twap_window_seconds. Include timestamp when deduplicating repeated delivery.

Existing subscriptions

Existing clients can keep this subscription unchanged:

{"action": "subscribe", "type": "chainlink"}

It continues to deliver spot events through August 6. On August 7 at 00:00 UTC, it begins delivering both 30-second and 60-second TWAP events. The WebSocket URL, API key, subscription type, and existing JSON fields do not change. You do not need to reconnect or resubscribe for the cutover. If your strategy uses one market duration, add the matching twap_windows filter before August 7 so your code receives only that window.

Price-to-beat

Do not calculate a market’s price-to-beat from the live event cadence. The polynode short-form SDKs continue to expose priceToBeat for each market window. Use the matching Chainlink TWAP stream to track the reference price during the market:

use [30] for 5-minute markets;
use [60] for 15-minute and 4-hour markets.

​Schedule

​Choose a window

​30-second TWAP

​60-second TWAP

​Both windows

​Event identity

​Existing subscriptions

​Price-to-beat

Schedule

Choose a window

30-second TWAP

60-second TWAP

Both windows

Event identity

Existing subscriptions

Price-to-beat