A high-performance Polymarket Rust client with latency-optimized data structures and zero-allocation hot paths. The `0.4.x` line is V2-native and intentionally breaking for authenticated trading flows.
At the time that this project was started, `polymarket-rs-client` was a Polymarket Rust Client with a few GitHub stars, but which seemed to be unmaintained. I took on the task of creating a Rust client which could beat the benchmarks quoted in the README.md of that project, with the added constraint of also maintaining zero alloc hot paths.
I also want to take a moment to clarify what zero-alloc means because I've now recieved double digit messages about this on twitter/x and telegram. In general, zero alloc means either zero alloc in hot paths (which can be a bit more arbitrary) or atlernatively it can mean zero alloc after init/warm-up, which is the objective of this repository. Succinctly that means that **the per-message handling loop never touches the heap**.
**Benchmark Methodology:** The `rs-clob-client-v2` comparison separates cold start, warm connection, steady-state typed requests, network-only byte fetches, and CPU-only parsing. The latest local live-network run was on June 22, 2026 against `https://clob.polymarket.com/simplified-markets?next_cursor=MA==`. Steady-state rows use 40 paired iterations with alternating order and 100ms delay after 5 warmups; parse rows use 300 iterations from a cached 480KB payload. The network-only row compares byte fetches through each HTTP stack without typed deserialization. The CPU parse row compares polyfill's SIMD-backed typed parser against the `rs-clob-client-v2` request-helper parse path; direct serde parsing of the SDK response type measured 0.5 / 0.6 / 0.6 ms. Run it with `cargo run --release --example official_client_side_by_side_benchmark --features official-client-benchmark`. See `examples/side_by_side_benchmark.rs` in commit `a63a170`: https://github.com/floor-licker/polyfill-rs/blob/a63a170/examples/side_by_side_benchmark.rs for the original legacy benchmark implementation.
The 21.4% performance improvement comes from HTTP/2 tuning with 512KB stream windows optimized for 469KB payloads, explicit Polymarket request headers, SIMD-backed parsing for large REST market responses, and opt-in connection prewarming/keep-alive support.
Configurable book depth limiting prevents memory bloat. Hot data structures group frequently-accessed fields for cache line efficiency. Allocation-sensitive hot paths are covered by targeted no-allocation tests where the implementation is currently allocation-free.
Price data converts to fixed-point at ingress boundaries while maintaining tick-aligned precision. The critical path uses integer arithmetic with branchless operations. Data converts back to IEEE 754 at egress for API compatibility. This enables deterministic execution with predictable instruction counts.
