Python Short-Form and TWAP - PolyNode

Starting August 7, 2026 at 00:00 UTC, use a 30-second TWAP for 5-minute markets and a 60-second TWAP for 15-minute and 4-hour markets. One-hour markets continue to use the default spot feed.

Market interval	Chainlink selection
`5m`	`30` seconds
`15m`	`60` seconds
`1h`	default spot feed
`4h`	`60` seconds

import asyncio
import os
from polynode import AsyncPolyNode

async def main() -> None:
    async with AsyncPolyNode(api_key=os.environ["POLYNODE_API_KEY"]) as pn:
        stream = pn.ws.short_form(
            "5m",
            coins=["btc", "eth", "sol"],
        )

        def on_rotation(rotation) -> None:
            for market in rotation.markets:
                print({
                    "coin": market.coin,
                    "slug": market.slug,
                    "feed": market.chainlink_feed,
                    "twap_window_seconds": market.twap_window_seconds,
                    "price_to_beat": market.price_to_beat,
                })

        stream.on("rotation", on_rotation)
        stream.on("settlement", print)
        stream.on("error", print)

        try:
            await asyncio.Event().wait()
        finally:
            stream.stop()
            pn.ws.disconnect()

asyncio.run(main())

At every boundary the helper closes its dedicated socket, opens a new one, and subscribes to the new market identifiers and Chainlink selection. Consumers do not calculate the next slug manually, but should handle a normal connection transition around rotation. Supported assets are BTC, ETH, SOL, XRP, DOGE, HYPE, and BNB.

Explicit Chainlink selection

prices = await (
    pn.ws.subscribe("chainlink")
    .feeds(["BTC/USD", "ETH/USD"])
    .twap_windows([30, 60])
    .send()
)

print(prices.price_source, prices.twap_windows)
prices.on("price_feed", lambda event: print(
    event.feed, event.price, event.is_twap, event.twap_window_seconds
))

Use one Chainlink selection per event socket. Combine feeds and windows, or create a separate PolyNodeWS when selections must be isolated. Read the shared short-form guide for market fields, manual mode, and orderbook integration.