Context
Building a real strategy on PMKit (calibrated TWAP lock-in / EV model for the recurring BTC Up/Down 15m markets, series 10192) as a dogfooding exercise. The strategy's core input is the settlement value itself: since ~2026-08-07 these markets resolve on a Chainlink 60s-lookback TWAP sampled at the window boundary, and Polymarket publishes that exact feed credential-free over RTDS:
wss://ws-live-data.polymarket.com, topic crypto_prices_twap_sixtypriceToBeat[n] == finalPrice[n-1] chains exactly (verified 19/19 consecutive windows), so this one feed gives both the target and the running settlement value.
Gap
pmkit-data covers Binance (@aggTrade live, Vision history, cache replay) and pmkit-polymarket covers CLOB market/user WS — but there is no source for the RTDS TWAP stream (rg -i 'rtds|twap|ws-live-data|crypto_prices' over crates/ comes back empty). Any strategy on the crypto Up/Down family that wants settlement truth (endgame convergence, lock-in detection, post-end zero-risk entries — markets keep trading 60–85s past window end until auto-resolution) currently has to bolt on its own WS client outside the engine, losing the envelope/tape/replay guarantees.
Suggestion
A CexReferenceEnvelope-style typed source (or a new envelope kind — it is Polymarket-owned data, not CEX reference) for RTDS topics, with the same lossless raw-frame capture + normalized projection contract as the other feeds, so backtests can replay recorded TWAP tape deterministically. Note: no public historical replay of RTDS exists, which makes PMKit-side tape capture of this feed extra valuable.
Happy to share the strategy-side requirements (fields needed: symbol, twap value, publish timestamp) or test a branch against the live topic.
Context
Building a real strategy on PMKit (calibrated TWAP lock-in / EV model for the recurring BTC Up/Down 15m markets, series 10192) as a dogfooding exercise. The strategy's core input is the settlement value itself: since ~2026-08-07 these markets resolve on a Chainlink 60s-lookback TWAP sampled at the window boundary, and Polymarket publishes that exact feed credential-free over RTDS:
wss://ws-live-data.polymarket.com, topiccrypto_prices_twap_sixtypriceToBeat[n] == finalPrice[n-1]chains exactly (verified 19/19 consecutive windows), so this one feed gives both the target and the running settlement value.Gap
pmkit-datacovers Binance (@aggTradelive, Vision history, cache replay) andpmkit-polymarketcovers CLOB market/user WS — but there is no source for the RTDS TWAP stream (rg -i 'rtds|twap|ws-live-data|crypto_prices'over crates/ comes back empty). Any strategy on the crypto Up/Down family that wants settlement truth (endgame convergence, lock-in detection, post-end zero-risk entries — markets keep trading 60–85s past window end until auto-resolution) currently has to bolt on its own WS client outside the engine, losing the envelope/tape/replay guarantees.Suggestion
A
CexReferenceEnvelope-style typed source (or a new envelope kind — it is Polymarket-owned data, not CEX reference) for RTDS topics, with the same lossless raw-frame capture + normalized projection contract as the other feeds, so backtests can replay recorded TWAP tape deterministically. Note: no public historical replay of RTDS exists, which makes PMKit-side tape capture of this feed extra valuable.Happy to share the strategy-side requirements (fields needed: symbol, twap value, publish timestamp) or test a branch against the live topic.