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Polymarket’s TWAP window is a trailing lookback, not the length of the prediction contract. A 30-second TWAP averages the most recent 30 seconds of the Chainlink reference-price stream; a 60-second TWAP averages the most recent 60 seconds. The longer window gives a brief price spike less influence and usually produces a smoother reference value.
For Chainlink-TWAP crypto up/down markets, the TWAP at market opening becomes the “price to beat.” At expiration, Polymarket compares the ending TWAP with that opening value: an equal or higher final value resolves Up, while a lower value resolves Down. Polymarket initially used 30 seconds for five-minute markets on August 7, 2026, then changed every five-minute crypto market to a 60-second TWAP at 00:00 UTC on August 14, 2026.
What does a 30-second or 60-second TWAP actually measure?
TWAP means time-weighted average price. The window tells you how much recent history is included in each reference value. It does not describe how often the feed publishes an update, and it does not describe how long the market remains open.
A 30-second value looks backward over the latest 30 seconds. A 60-second value looks backward over the latest 60 seconds. In both cases, prices are weighted by the amount of time they represent rather than treating every tick as an equally important vote. A price that remains unchanged for 20 seconds therefore contributes more than a price that appears for only one second.
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The practical effect is straightforward:
- A 30-second window responds more quickly to a recent move because less older data remains in the average.
- A 60-second window dilutes a very short-lived move across twice as much history.
- Neither window eliminates volatility or guarantees that a move near expiration will be ignored.
The reference is the Chainlink crypto price stream specified by the market. It is not automatically the last trade on an exchange, a candle close, or the number shown on an unrelated chart.
Which TWAP rule is current for Polymarket five-minute markets?
The current documented setting is 60 seconds for Polymarket’s crypto TWAP stream, including five-minute crypto up/down markets. The 30-second setting matters when you analyze markets created under the original rollout rule, but it is not the current default for five-minute markets.
| Date or period | Five-minute crypto markets | Other documented crypto durations | What it means |
|---|---|---|---|
| August 7, 2026 rollout | 30-second Chainlink TWAP | 60-second TWAP for 15-minute and four-hour markets | Initial configuration announced when Chainlink TWAP resolution was introduced |
| August 14, 2026, from 00:00 UTC | Changed to 60-second Chainlink TWAP | 60 seconds | The 30-second five-minute rule was replaced |
| Current feed documentation | 60 seconds | 60 seconds in the documented crypto TWAP stream | Payloads identify the lookback with windowSeconds or window_seconds: 60 |
Always read the individual market’s resolution rules and check the current feed documentation before trading. A market’s creation date and its stated resolution configuration matter when you compare it with an older market or reconstruct a historical result. A current feed value should not be used to overwrite the rule that applied to a market in the past.
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No. “Five minutes” is the contract duration; “60 seconds” is the reference-price lookback. A five-minute market uses an opening TWAP to establish its threshold and an ending TWAP to establish the settlement input. It does not average every price observed during the entire five-minute interval into one final five-minute average.
The same separation applies to 15-minute and four-hour markets. Their names describe how long the market runs, while the TWAP window describes how much recent Chainlink history is used at each reference point. A longer contract can therefore still use a relatively short trailing window.
Think of the market as having two clocks:
- Contract clock: starts when the market opens and ends at its stated duration.
- TWAP clock: continuously looks backward over the configured number of seconds whenever an opening or ending reference is evaluated.
Confusing these clocks can lead to an incorrect backtest. For example, using a five-minute average to model a current five-minute market would replace the documented 60-second opening and closing references with a different calculation.
How does Polymarket determine Up or Down?
For a Chainlink-TWAP-resolved crypto up/down market, the settlement path is deterministic: capture the opening TWAP, wait for the market duration, capture the ending TWAP, and compare the two values. This path does not use UMA’s proposal-and-dispute process.
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- Read the market rule. Confirm that the product is a Chainlink-TWAP crypto up/down market and identify the configured window and duration.
- Record the opening reference. At the market start, the configured TWAP becomes the “price to beat.” Preserve the exact decimal value and its timestamp.
- Run the contract interval. The market remains open for five minutes, 15 minutes, four hours, or whatever duration its rules specify. The interval is not itself an averaging formula.
- Record the ending reference. At the market end, obtain the TWAP for the same configured feed and window.
- Apply the comparison. If the final TWAP is equal to or higher than the opening TWAP, the outcome is Up. If it is lower, the outcome is Down.
The equality rule is important. A final value that exactly matches the opening threshold is not a loss for Up; it satisfies the “equal to or greater than” condition. Only a lower final TWAP resolves Down.
What changes mathematically when the window doubles?
Doubling the window changes the amount of recent history represented by each average. In a simplified time-weighted calculation, the average is the sum of each price multiplied by the time it persisted, divided by the total window length:
TWAP = (price₁ × duration₁ + price₂ × duration₂ + …) ÷ window length
Suppose a reference price stays at 100 for 50 seconds and then reaches 110 for 10 seconds. A 60-second average for that interval would be:
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If a 30-second lookback contained 20 seconds at 100 and 10 seconds at 110, the result would be:
(100 × 20 + 110 × 10) ÷ 30 = 103.33
This is an illustration of window behavior, not a published statistic about Polymarket’s sampling implementation. It shows why the same late move can produce different reference values: the 30-second calculation gives the move a larger share of the window, while the 60-second calculation includes more of the preceding price.
| Feature | 30-second TWAP | 60-second TWAP |
|---|---|---|
| Lookback | Most recent 30 seconds | Most recent 60 seconds |
| Effect of a brief spike | Usually larger influence | Usually smaller influence |
| Reaction to a sustained move | Reaches the new level sooner | Transitions more gradually |
| Use in current five-minute crypto markets | Historical rollout setting before August 14, 2026 | Current documented setting |
| Contract duration | Does not determine duration | Does not determine duration |
“Smoother” does not mean “safer” or “immune to manipulation.” A move that persists long enough still enters most or all of either window, and a move close to the market boundary can affect the ending reference if it remains in the configured lookback.
Why does the opening TWAP matter as much as the final TWAP?
The market does not generally compare its ending value with a fixed round number or with the asset’s price at the instant of the first trade. The opening TWAP is the threshold for that individual market. Two markets on the same asset can therefore have different prices to beat if they opened at different times.
When reconstructing a result, store both references rather than only the direction. A useful record includes:
- Market identifier and stated duration
- Asset symbol and the Chainlink feed named by the rules
- Configured TWAP window
- Opening timestamp and exact opening decimal
- Ending timestamp and exact ending decimal
- Comparison result, including whether equality occurred
Keeping the opening value prevents a common error: comparing the final TWAP with an exchange price captured at market creation. That exchange price may differ from the Chainlink reference, may be a last trade rather than a time-weighted value, or may use a different timestamp.
Which details should traders compare before entering a market?
Check the following dimensions separately. They answer different questions and cannot be substituted for one another.
| Item to check | Question it answers | Why it matters |
|---|---|---|
| TWAP window | How many trailing seconds enter each reference? | Determines how strongly short-lived moves affect the opening and ending values. |
| Market duration | How long does the contract run? | Sets the distance between the opening and ending references; it is not the averaging window. |
| Opening reference | What exact value is the price to beat? | Defines the threshold for that market rather than for every market on the asset. |
| Ending reference | Which TWAP is used at expiration? | Provides the value compared against the opening threshold. |
| Tie rule | What happens if the two values are equal? | Under the stated rule, equality satisfies Up; only a lower final value is Down. |
| Data source | Which feed supplies the reference? | Prevents substituting a chart, exchange last price, or unrelated oracle. |
| Version and date | Which configuration applied when the market opened? | Required for accurate historical analysis because five-minute markets changed from 30 to 60 seconds. |
How can developers verify the configured window in the real-time feed?
Polymarket documents an authenticated prices.crypto.twap subscription and a price.crypto.twap channel for symbols such as btcusd. Feed updates include the symbol, a timestamp, a decimal price value, and a window field. The field appears as windowSeconds in one representation and window_seconds in another; the documented current value is 60.
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Conceptual TypeScript subscription
const frame = {
type: 'subscribe',
channel: 'price.crypto.twap',
symbols: ['btcusd']
};
socket.send(JSON.stringify(frame));
socket.onmessage = (event) => {
const update = JSON.parse(event.data);
const seconds = update.windowSeconds ?? update.window_seconds;
console.log(update.symbol, update.timestamp, update.price, seconds);
};The exact authentication and connection setup must follow the current developer documentation. The important verification is that the received symbol, timestamp, decimal value, and window field correspond to the market and period you are analyzing.
Conceptual Python handling
update = receive_json()
window = update.get('windowSeconds', update.get('window_seconds'))
if window != 60:
raise ValueError('Unexpected TWAP window')
record = {
'symbol': update['symbol'],
'timestamp': update['timestamp'],
'price': update['price'],
'window_seconds': window,
}Do not silently assume that a missing field means 60 seconds. Treat a missing or unexpected window as a configuration problem, then inspect the market rules and current feed documentation before using the data.
How does a 60-second window affect short-term trading decisions?
A longer window changes the timing and magnitude of the reference response, but it does not provide a directional forecast. Its main effect is on borderline comparisons in which a short move occurs near the opening or ending boundary.
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At the market opening
If the asset has just jumped, a 60-second opening TWAP may remain closer to the pre-jump level than a 30-second opening TWAP would. That changes the price to beat. The same asset price at the instant of market creation can therefore produce different thresholds under the two configurations.
During the interval
A sustained move gradually replaces older observations in both windows. The 30-second reference generally catches up faster because old prices leave its calculation sooner. The 60-second reference retains more of the preceding level while that transition occurs.
Near expiration
A brief move immediately before expiration can influence the final reference, but its impact is diluted according to how long it persists and how much older history remains in the window. A one-second move is not automatically irrelevant; it simply represents a smaller fraction of a 60-second window than of a 30-second window.
These effects describe sensitivity, not a guaranteed trading edge. The outcome still depends on the exact Chainlink reference values, timestamps, market rule, and comparison at expiration.
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Backtests must apply the configuration that was in force when each market opened. Applying today’s 60-second assumption to every historical five-minute market will misrepresent markets created under the initial 30-second rule.
- Assign each market its opening timestamp in UTC.
- Read the market’s own resolution text and identify whether it is Chainlink-TWAP-resolved.
- For five-minute markets opened before the August 14, 2026 change, test whether the market’s stated rule uses the original 30-second setting.
- For markets opened at or after 00:00 UTC on August 14, use the documented 60-second configuration when the market rules agree.
- Keep the 15-minute and four-hour settings separate from five-minute historical logic.
- Store the window alongside every calculated opening and ending reference so a later audit does not depend on an implicit default.
Do not infer a historical window solely from a current API response. A current stream can describe the present configuration while a completed market was resolved under a prior rule.
Does this apply to every Polymarket market?
No. This 30-second-versus-60-second comparison concerns the specified crypto up/down products that use Chainlink TWAP resolution. Polymarket also has markets resolved through UMA, and those markets follow their own resolution procedures rather than automatically inheriting this Chainlink comparison.
It should not be generalized to election, sports, or other question types. The market’s published resolution rules control. If the rules do not identify a Chainlink TWAP reference, do not assume that the two-window framework applies.
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What are the most common mistakes?
- Calling five minutes the TWAP window: five minutes is the contract duration; the current five-minute crypto setting uses a 60-second lookback.
- Using the old 30-second rule for a current market: the five-minute configuration changed on August 14, 2026.
- Using the current rule for every historical market: date and market-specific configuration are required for backtests.
- Comparing exchange prices instead of the reference feed: settlement uses the applicable Chainlink TWAP, not an arbitrary last price.
- Ignoring equality: a final TWAP equal to the opening value resolves Up under the stated comparison.
- Reading
window_seconds: 60as an update schedule: it identifies the lookback period, not a guaranteed publication interval. - Mixing Chainlink and UMA procedures: the deterministic opening-versus-ending comparison described here is for Chainlink-TWAP-resolved crypto up/down markets.
- Rounding too early: retain the feed’s exact decimal value until the comparison is complete, especially when the two references are close.
What is the practical checklist before trading or coding?
Use this short sequence whenever you need to interpret a market, verify a settlement, or build a data pipeline:
- Confirm the product type and resolution mechanism in the market rules.
- Write down the asset symbol, contract duration, TWAP window, and tie rule.
- Check the market’s opening date and the configuration in force on that date.
- Capture the opening TWAP with its timestamp and full decimal precision.
- At expiration, capture the ending TWAP from the same applicable feed.
- Compare final with opening using the stated inequality: equal or higher is Up; lower is Down.
- For code, validate the payload’s symbol, timestamp, decimal value, and window field before storing it.
- For audits, retain the market rules and configuration metadata with the numerical references.
The central distinction is simple but consequential: the market duration tells you when the comparison starts and ends, while the TWAP window tells you how much recent reference-price history enters each comparison value. Current five-minute crypto markets use the 60-second setting documented after the August 14, 2026 change; the 30-second setting remains relevant to markets governed by the earlier rollout rule.
Frequently Asked Questions
Can I calculate the exact TWAP from ordinary exchange candles?
Not reliably from candle open, high, low, and close values alone. You need a time-aligned price series that represents the same Chainlink reference stream and preserves how long each value applied; otherwise your result may differ from the settlement input.
How should I store TWAP data for an audit or dispute review?
Save the raw payload, its timestamp, symbol, decimal value, and window field together with the market’s resolution text. Keeping the original message makes it possible to distinguish a stale reading, a configuration change, and a genuine opening-versus-ending comparison.
Can a very short price spike still change a 60-second result?
Yes. The spike contributes according to the time it remains in the reference window, so it can move the average even though its influence is diluted. Whether that changes the outcome depends on how close the final TWAP is to the opening threshold.
Why might two dashboards show slightly different TWAP numbers?
They may be displaying different decimal precision, using different timestamps, or calculating from a non-Chainlink price source. For settlement analysis, identify the market’s specified feed and compare unrounded values from the corresponding payloads.
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