What I Will Not Port While the Rails Move

1. "If it does not help me: pin 60s TWAP enter near 50¢ scratch decay reconcile fills …it waits." In the context of a 5-minute TWAP engine, anything that does not contribute to this core function should be excluded.

2. "Will Not Port: Combos / RFQ Combos are a multi-leg quote product. They are not '5m Up/Down with more outcomes'." The distinct nature of combo products necessitates their own handling, separate from the TWAP engine.

3. "Will Not Port: Kalshi 15m Weights Same word — 60-second average — different index, different clock, different strike convention." The Kalshi platform operates differently, making direct sharing of weights imprudent.

4. "Will Not Port: Agent Autopilot Exa Connect and builder tooling are useful as clients. They are not the production trader." Agents may provide insights, but they should not dictate the engine's operational rules.

5. "Will Not Port: Perps, Passkeys, or 'Unified DeFi' UX Adjacent product work can matter to the company. It does not change the 5m specialist thesis." Focusing solely on Bitcoin 5-minute TWAP strategy is paramount.

6. "Will Not Port: Snapshot Habits Back Into TWAP60 This one is a regression, not a feature. Banned: CEX-close labels… The official series is a rolling 60s average." Incorporating snapshot data into the TWAP calculation compromises the strategy's integrity.

7. "What Can Be Shared These travel without becoming a new strategy: kill switch daily loss cap structured slot logs idempotent order IDs Retry-After handling stale-feed hard skip Data API / Gamma reconciliation." Sharing these elements maintains consistency without introducing novel strategies.

8. "The Production Boundary Risk + logger └─ BTC 5m adapter twapFeed.ts → 60s official path signal.ts → private P(up) engine.ts → enter / scratch / redeem clob.ts → matching adapter Everything else stays outside the process until the current book is measured through a matching change." Keeping unrelated components separate ensures the TWAP engine remains focused and stable.

9. "Why Refusal Is the Work A rewritten CLOB plus a new product line creates the same temptation: Add markets so volume looks alive while fills get worse. I would rather keep the public footprint readable: BTC 5m 45–55¢ later sells than buys inspectable wallet." Sticking to the core strategy prevents dilution and maintains transparency.

10. "What Part 5 Covers The last post is the concrete patch list through Q4: what already landed after TWAP60 what I am measuring before any CLOB cutover what stays private how to read @abrownfox001 while the venue rebuilds rails." The detailed plan outlines the forthcoming updates and the separation of concerns between the TWAP engine and additional features.