Rust Short-Form and TWAP

Rotate Rust subscriptions across short-form crypto markets with the correct Chainlink TWAP window.

Starting August 7, 2026 at 00:00 UTC, use a 30-second TWAP for 5-minute markets and a 60-second TWAP for 15-minute and 4-hour markets. One-hour markets continue to use the default spot feed.

Market interval	Rust variant	Chainlink selection
5m	FiveMin	30 seconds
15m	FifteenMin	60 seconds
1h	Hourly	default spot feed
4h	FourHour	60 seconds

use polynode::{
    Coin, PolyNodeClient, ShortFormInterval, ShortFormMessage,
};

#[tokio::main]
async fn main() -> polynode::Result<()> {
    let client = PolyNodeClient::new(
        std::env::var("POLYNODE_API_KEY").expect("Set POLYNODE_API_KEY")
    )?;
    let mut stream = client
        .short_form(ShortFormInterval::FiveMin)
        .coins(&[Coin::Btc, Coin::Eth, Coin::Sol])
        .start()
        .await?;

    while let Some(message) = stream.next().await {
        match message {
            ShortFormMessage::Rotation(rotation) => {
                println!("TWAP: {:?}", rotation.twap_window_seconds);
                for market in rotation.markets {
                    println!(
                        "{} {} {:?} {:?}",
                        market.coin.id(),
                        market.slug,
                        market.chainlink_feed,
                        market.price_to_beat,
                    );
                }
            }
            ShortFormMessage::PriceFeed(price) => println!("{price:?}"),
            ShortFormMessage::Event(event) => println!("{event:?}"),
            ShortFormMessage::Error(error) => eprintln!("{error}"),
        }
    }

    stream.stop().await;
    Ok(())
}

At every boundary the helper closes its dedicated socket, opens a new one, and subscribes to the new identifiers and Chainlink selection. Consumers do not calculate the next slug manually, but should handle a normal connection transition around rotation.

Supported assets are BTC, ETH, SOL, XRP, DOGE, HYPE, and BNB.

For a manual Chainlink stream, combine feeds and twap_windows(vec![30, 60]) in one SubscriptionType::Chainlink subscription. One event socket can own one Chainlink selection; open another WsStream when selections must be isolated.

Read the shared short-form guide for market fields, manual mode, and orderbook integration.