I think polymarket saw my idea and started implementing the TWAP into the resolutions.
I think polymarket saw my idea and started implementing the TWAP into the resolutions.
2026-07-13 · Polymarket · 101 条相关讨论
I think polymarket saw my idea and started implementing the TWAP into the resolutions.
I think polymarket saw my idea and started implementing the TWAP into the resolutions.
TWAP resolutions will change this.
TWAP resolutions will change this.
Its gonna absolutley kill my 100M trades i have tracked lol
Its gonna absolutley kill my 100M trades i have tracked lol
New market conditions means new data i need to take in for months
New market conditions means new data i need to take in for months
TWAP resolutions change everything
TWAP resolutions change everything
Twap resolutions will change how i trade
Twap resolutions will change how i trade
Im stopping the strat when they get implimented
Im stopping the strat when they get implimented
<@1361217824776786031> dont let them add twap
<@1361217824776786031> dont let them add twap
Please no TWAP
Please no TWAP
I am still fairly certain anyone opposing TWAP either doesn't understand what they're saying or are just directly benefiting/are a manipulator
I am still fairly certain anyone opposing TWAP either doesn't understand what they're saying or are just directly benefiting/are a manipulator
- Volumes are at all time lows, - Volumes that do exist have large portion of pnl captured going to manipulators pockets - Kalshi volumes are way higher and they do TWAP - Even if it won't stop manipulation, it will certainly lower it substantially
- Volumes are at all time lows, - Volumes that do exist have large portion of pnl captured going to manipulators pockets - Kalshi volumes are way higher and they do TWAP - Even if it won't stop manipulation, it will certainly lower it substantially
Poly crypto volume are not low because of manipulation
Poly crypto volume are not low because of manipulation
IMO, sir
IMO, sir
Exactly? Lol?
Exactly? Lol?
And TWAP will substantially lower the manipulation
And TWAP will substantially lower the manipulation
Typo
Typo
Alright, but I think you're missing the most important argument - let's think of pnl in terms of volume capture Do you make more money in A) current volumes with no TWAP B) 25% lower volumes with TWAP clearly we will all make more money in B. Like even with lower volumes. Because so much share of the pnl/volume goes to manipulators at the moment.
Alright, but I think you're missing the most important argument - let's think of pnl in terms of volume capture Do you make more money in A) current volumes with no TWAP B) 25% lower volumes with TWAP clearly we will all make more money in B. Like even with lower volumes. Because so much share of the pnl/volume goes to manipulators at the moment.
Bro it's all already fucked up
Bro it's all already fucked up
Things can't get worse
Things can't get worse
Maybe you’re right. Let’s see <:pepecry:1480174599093096560>
Maybe you’re right. Let’s see <:pepecry:1480174599093096560>
I don't think we'll see, because I don't think they'll give TWAP a proper go
I don't think we'll see, because I don't think they'll give TWAP a proper go
Never say never
Never say never
So it's just all going to go up in flames
So it's just all going to go up in flames
A/B testing for this is inappropriate. Running both TWAP and none TWAP at the same time is very silly as a 'test'
A/B testing for this is inappropriate. Running both TWAP and none TWAP at the same time is very silly as a 'test'
Guys stop acting like ur feeding ur 5 kids from crypto up/down earnings, it's going to be ok if it breaks for a day or two for a better system 😭😭
Guys stop acting like ur feeding ur 5 kids from crypto up/down earnings, it's going to be ok if it breaks for a day or two for a better system 😭😭
A day or two?
A day or two?
On polymarket bro lol
On polymarket bro lol
hypothetically if it didnt help manipulation would you still want it
hypothetically if it didnt help manipulation would you still want it
My current strategy takes this kind of manipulation into account, but I personally oppose modifying it, as it would mean that all my strategies would need to be changed, and this manipulation may not necessarily succeed or fail.
My current strategy takes this kind of manipulation into account, but I personally oppose modifying it, as it would mean that all my strategies would need to be changed, and this manipulation may not necessarily succeed or fail.
IT will be monumental xD
IT will be monumental xD
But than i see manips making 100k per day. And I dont want this. So yeah.... Pls TWAP. Its worth a try
But than i see manips making 100k per day. And I dont want this. So yeah.... Pls TWAP. Its worth a try
IT WON'T solve manip
IT WON'T solve manip
let's see might be wrong
let's see might be wrong
We will see if TWAP ever comes
We will see if TWAP ever comes
Sorry for interrupting, help me the noob. could you let me know what is TWAP?
Sorry for interrupting, help me the noob. could you let me know what is TWAP?
I wouldn't want it no
I wouldn't want it no
But they'd make way more money right? Like I don't get this argument Your money comes from market volumes If market volumes go up, you will make more If a lower % of current volumes go to manipulators You will also make more
But they'd make way more money right? Like I don't get this argument Your money comes from market volumes If market volumes go up, you will make more If a lower % of current volumes go to manipulators You will also make more
Who says it will solve it? Absolutely noone says that Not a single person
Who says it will solve it? Absolutely noone says that Not a single person
We are saying it will massively reduce it
We are saying it will massively reduce it
That's a vastly different statement
That's a vastly different statement
It means that the strategy I originally wrote based on the last-second pricing logic is already profitable. I have already taken the manipulation risks into consideration. If I rashly modify the settlement method, it would mean I need to revise the strategy, so I naturally don't like this.
It means that the strategy I originally wrote based on the last-second pricing logic is already profitable. I have already taken the manipulation risks into consideration. If I rashly modify the settlement method, it would mean I need to revise the strategy, so I naturally don't like this.
but why use twap and not another mechanism? that's what I do not get
but why use twap and not another mechanism? that's what I do not get
<:Bidensmile:1040247925420339251> its polymarket devs
<:Bidensmile:1040247925420339251> its polymarket devs
i think most would agree manip is a big issue and needs solving like asap, and needed solving for the last 6 months but i would also guess minimal effort on PMs side has been done to actually do anything about it and in an ideal world nobody wants a twap, so it seems the issue is lack of urgency if anything, i dont buy that there isnt other practical solutions, at least in the shorter term
i think most would agree manip is a big issue and needs solving like asap, and needed solving for the last 6 months but i would also guess minimal effort on PMs side has been done to actually do anything about it and in an ideal world nobody wants a twap, so it seems the issue is lack of urgency if anything, i dont buy that there isnt other practical solutions, at least in the shorter term
If they use their perps market for 5 minute market resolution it will be so cheap to manipulate
If they use their perps market for 5 minute market resolution it will be so cheap to manipulate
True 6 months been duking on the same topic its almost like everyday ritual at this point. Nothing new happens same talking points.
True 6 months been duking on the same topic its almost like everyday ritual at this point. Nothing new happens same talking points.
exactly they just dont really gaf, twap or not
exactly they just dont really gaf, twap or not
So how big a TWAP are we planning for the 5m markets?
So how big a TWAP are we planning for the 5m markets?
<:Bidensmile:1040247925420339251>
<:Bidensmile:1040247925420339251>
300 seconds twap for 5min market is good
300 seconds twap for 5min market is good
It took them 6 months to just come up with an idea that is basically saying " we are gonna do what kalshi did "
It took them 6 months to just come up with an idea that is basically saying " we are gonna do what kalshi did "
brutal
brutal
i wonder if simple limits on taking massive nonsensical positions would be a start?
i wonder if simple limits on taking massive nonsensical positions would be a start?
Have we tracked when manipulation happens within the 5-minute cycle? Let's use data—pull the timing of flip reversals over the past six months.
Have we tracked when manipulation happens within the 5-minute cycle? Let's use data—pull the timing of flip reversals over the past six months.
If TWAP isn't one minute or longer, I don't see much point in it. <a:thinking:1479896605862920222>
If TWAP isn't one minute or longer, I don't see much point in it. <a:thinking:1479896605862920222>
https://arxiv.org/html/2606.31675v1#S7
https://arxiv.org/html/2606.31675v1#S7
but yes it happens in the last 30s obviously
but yes it happens in the last 30s obviously
jesus
jesus
The data he picked might only cover the last month or two—because before three months ago, the "safety time" in my code was remaining time < 20 (now it's < 0<:Bidensmile:1040247925420339251> ).
The data he picked might only cover the last month or two—because before three months ago, the "safety time" in my code was remaining time < 20 (now it's < 0<:Bidensmile:1040247925420339251> ).
Reversals used to hit around 30–45 seconds before market close. Now they got good at it, so they pushed it later(it's automated now, it used to be manual.)
Reversals used to hit around 30–45 seconds before market close. Now they got good at it, so they pushed it later(it's automated now, it used to be manual.)
This shows a 30-second TWAP doesn't fix anything—especially since the effective time of TWAP is even smaller. Even one minute TWAP doesn't solve it imo.
This shows a 30-second TWAP doesn't fix anything—especially since the effective time of TWAP is even smaller. Even one minute TWAP doesn't solve it imo.
what do you think they should do for manip?
what do you think they should do for manip?
just flip after TWAP window start and keep price for a while, nothing's changed.
just flip after TWAP window start and keep price for a while, nothing's changed.
How does anyone even trade the crypto 5m options during low volatility, isn't every spot movement not just manipulation then?
How does anyone even trade the crypto 5m options during low volatility, isn't every spot movement not just manipulation then?
the issue's never been about time but more cross-venue price permanence
the issue's never been about time but more cross-venue price permanence
now they start 5-10 seconds before market end and keep price for 10 seconds
now they start 5-10 seconds before market end and keep price for 10 seconds
manipulation's only possible bc binance is heavily weighted and low vol means easier manipulation
manipulation's only possible bc binance is heavily weighted and low vol means easier manipulation
after 30s TWAP thety start 30s before marke end and keep price for 15 seconds
after 30s TWAP thety start 30s before marke end and keep price for 15 seconds
<:Bidensmile:1040247925420339251> I didn't see anything changed for them
<:Bidensmile:1040247925420339251> I didn't see anything changed for them
for reducing it i meant, if not twap
for reducing it i meant, if not twap
keeping price for a while is more risky though
keeping price for a while is more risky though
because then you incur the risk of getting arb'd back
because then you incur the risk of getting arb'd back
No difference—getting picked off only comes from opponents, not the market.
No difference—getting picked off only comes from opponents, not the market.
Holy ****, maybe this contributes to my bad results over the last months
Holy ****, maybe this contributes to my bad results over the last months
In low-vol periods, nobody in the market is going to move your price.
In low-vol periods, nobody in the market is going to move your price.
Ban their accounts, freeze their assets, require proof of income and KYC—just like Kalshi.
Ban their accounts, freeze their assets, require proof of income and KYC—just like Kalshi.
rich must be bored of making too much money, he's talking more now
rich must be bored of making too much money, he's talking more now
<:Bidensmile:1040247925420339251>
<:Bidensmile:1040247925420339251>
which polymarket international an unregulated firm don't wanna do since people can't sue them for any wrong doing and will deter away those high rollers....
which polymarket international an unregulated firm don't wanna do since people can't sue them for any wrong doing and will deter away those high rollers....
1. start 5-10 seconds before market end and keep price for 10 seconds 2. after 30s TWAP they start 30s before market end and keep price for 15 seconds Can a 30s TWAP actually fix manipulation? <a:thinking:1479896605862920222>
1. start 5-10 seconds before market end and keep price for 10 seconds 2. after 30s TWAP they start 30s before market end and keep price for 15 seconds Can a 30s TWAP actually fix manipulation? <a:thinking:1479896605862920222>
how do you prove they're a manipulator? ahah
how do you prove they're a manipulator? ahah
if they can track the accounts that are tied together, rate limiting how much the connected accounts can strip seems to make sense to me
if they can track the accounts that are tied together, rate limiting how much the connected accounts can strip seems to make sense to me
idk how possible that is tho
idk how possible that is tho
i disagree with the reasoning though, i'm not saying it's the solution but we need to make it less possible to manipulate
i disagree with the reasoning though, i'm not saying it's the solution but we need to make it less possible to manipulate
hmm we can also think from the perspective that poly have not done anything for quite some time and if they finally did do twap and it fails to yield them result they want they will atleast be inclined to do something else instead of white washing us with with 50-50 fantasy...
hmm we can also think from the perspective that poly have not done anything for quite some time and if they finally did do twap and it fails to yield them result they want they will atleast be inclined to do something else instead of white washing us with with 50-50 fantasy...
if they cant build their suspicious ass position then they wont bother moving it
if they cant build their suspicious ass position then they wont bother moving it
I don't think 30s TWAP makes manipulation any harder—wait and see. Bro J will keep flipping market after market, and then we'll bump TWAP to 300s.
I don't think 30s TWAP makes manipulation any harder—wait and see. Bro J will keep flipping market after market, and then we'll bump TWAP to 300s.
Or we might as well just kill the 5m markets.
Or we might as well just kill the 5m markets.
<a:thinking:1479896605862920222>Probably just 50/50 on Kalshi—definitely not manipulation since it's 60s twap + 15min + KYC
<a:thinking:1479896605862920222>Probably just 50/50 on Kalshi—definitely not manipulation since it's 60s twap + 15min + KYC
also one thing i dont get why not just trade kalshi then if you want less manip/twap while they figure iit out
also one thing i dont get why not just trade kalshi then if you want less manip/twap while they figure iit out
removing 5m markets sounds like a good idea, they would never do it though
removing 5m markets sounds like a good idea, they would never do it though
<@339922048266534925> might wanna have a word with you on removing 5 minutes market
<@339922048266534925> might wanna have a word with you on removing 5 minutes market
Couldn't they just completely solve this manipulation problem by just settling against the avg price instead of final tick
Couldn't they just completely solve this manipulation problem by just settling against the avg price instead of final tick
only way this could work
only way this could work
even if you believe in "manipulating" look at it as random noise in whatever strategy you're doing. It will end 50/50 up or down so manipulating will be in your favor or not 50% of the time.
even if you believe in "manipulating" look at it as random noise in whatever strategy you're doing. It will end 50/50 up or down so manipulating will be in your favor or not 50% of the time.
id be more pro twap if they had tried like anything else first but i really dont think they have
id be more pro twap if they had tried like anything else first but i really dont think they have
increase take delay, reduce take fee, track and ban or throttle manip adjacent or suspected accounts, ez
increase take delay, reduce take fee, track and ban or throttle manip adjacent or suspected accounts, ez
I think chainlink was the first thing they tried <:Bidensmile:1040247925420339251>
I think chainlink was the first thing they tried <:Bidensmile:1040247925420339251>
1 second twap<:Bidensmile:1040247925420339251>
1 second twap<:Bidensmile:1040247925420339251>
the manip in the last few days was heavy damn
the manip in the last few days was heavy damn
This guy built everything and now it just doesn't break <:Bidensmile:1040247925420339251>
This guy built everything and now it just doesn't break <:Bidensmile:1040247925420339251>