Chainlink Spot and TWAP Prices

polynode offers Chainlink spot prices plus 30-second and 60-second time-weighted average prices (TWAP) through the existing chainlink WebSocket subscription. The current default delivers both TWAP windows. Select spot or one TWAP window explicitly when that is all your application needs.

Choose spot

Add price_source: "spot":

{
  "action": "subscribe",
  "type": "chainlink",
  "filters": {
    "feeds": ["BTC/USD"],
    "price_source": "spot"
  }
}

The acknowledgement confirms the selection:

{
  "type": "subscribed",
  "subscription_type": "chainlink",
  "price_source": "spot",
  "twap_windows": null
}

Choose TWAP

Use twap_windows to select a lookback:

Price selection	Filter	Acknowledgement `price_source`
30-second TWAP	`"twap_windows": [30]`	`twap30`
60-second TWAP	`"twap_windows": [60]`	`twap60`
Both TWAPs	`"twap_windows": [30, 60]`	`both`

For example, subscribe to both windows for BTC/USD and ETH/USD:

{
  "action": "subscribe",
  "type": "chainlink",
  "filters": {
    "feeds": ["BTC/USD", "ETH/USD"],
    "twap_windows": [30, 60]
  }
}

30 and 60 are lookback windows, not update rates. Read twap_window_seconds on each event instead of inferring the window from event timing.

Follow the current default

Omit both selectors to follow the current default:

{"action": "subscribe", "type": "chainlink"}

The acknowledgement returns price_source: "follow_main" and twap_windows: null. The current default sends both the 30-second and 60-second TWAP streams.

Selection rules

price_source accepts "spot".
twap_windows accepts [30], [60], or [30, 60].
Do not combine price_source: "spot" with twap_windows.
Omit feeds to receive every available pair.
Spot and TWAP subscriptions begin with the next update. They do not include a snapshot, history, or replay.

Identify each event

Every event keeps the existing price_feed shape and adds two fields that identify the price type:

{
  "type": "price_feed",
  "feed": "BTC/USD",
  "timestamp": 1785178800,
  "is_twap": true,
  "twap_window_seconds": 30,
  "data": {
    "feed": "BTC/USD",
    "price": 65000.5,
    "bid": 65000.5,
    "ask": 65000.5,
    "timestamp": 1785178800,
    "is_twap": true,
    "twap_window_seconds": 30
  }
}

For spot events, is_twap is false and twap_window_seconds is null. For TWAP events, is_twap is true and twap_window_seconds is 30 or 60. When both windows are selected, the two events for one feed are separate price observations. Key application state by feed and twap_window_seconds, and include timestamp when deduplicating delivery. Existing clients can keep their WebSocket URL, API key, subscription type, and existing JSON fields unchanged. Add a selector only when the application needs spot or one exact TWAP window.

​Choose spot

​Choose TWAP

​Follow the current default

​Selection rules

​Identify each event

Choose spot

Choose TWAP

Follow the current default

Selection rules

Identify each event