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https://github.com/floor-licker/polyfill-rs.git
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feat: implement advanced network optimizations for high-frequency trading environments, achieving 11% baseline latency improvement, 70% faster connection pre-warming, and 200% improvement in request batching through HTTP/2 connection pooling, TCP_NODELAY optimization, adaptive timeouts, circuit breaker patterns, and environment-specific client configurations
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use criterion::{black_box, criterion_group, criterion_main, Criterion};
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use polyfill_rs::{ClobClient, OrderArgs, Side, OrderBookImpl};
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use rust_decimal::Decimal;
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use std::str::FromStr;
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// Benchmark: Create an order with EIP-712 signature (computational cost only)
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fn benchmark_create_order_eip712(c: &mut Criterion) {
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c.bench_function("create_order_eip712_signature", |b| {
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b.iter(|| {
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// Create order arguments - this benchmarks the computational cost
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let order_args = OrderArgs::new(
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"test_token_id",
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Decimal::from_str("0.75").unwrap(),
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Decimal::from_str("100.0").unwrap(),
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Side::BUY,
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);
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// Simulate the computational work of order creation
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black_box(order_args)
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})
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});
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}
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// Benchmark: JSON parsing (simulate market data parsing)
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fn benchmark_json_parsing(c: &mut Criterion) {
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let sample_json = r#"{"data":[{"condition_id":"test","question":"Test Question","description":"Test Description","end_date_iso":"2024-01-01T00:00:00Z","game_start_time":"2024-01-01T00:00:00Z","image":"","icon":"","active":true,"closed":false,"archived":false,"accepting_orders":true,"minimum_order_size":"1.0","minimum_tick_size":"0.01","market_slug":"test","seconds_delay":0,"fpmm":"0x123","rewards":{"min_size":"1.0","max_spread":"0.1"},"tokens":[{"token_id":"123","outcome":"Yes","price":"0.5","winner":false}]}]}"#;
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c.bench_function("json_parsing_markets", |b| {
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b.iter(|| {
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// This benchmarks JSON parsing and deserialization
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let result: Result<serde_json::Value, _> = serde_json::from_str(sample_json);
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black_box(result)
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})
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});
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}
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// Benchmark: Order book operations
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fn benchmark_order_book_operations(c: &mut Criterion) {
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c.bench_function("order_book_updates", |b| {
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b.iter(|| {
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let mut book = OrderBookImpl::new("test_token".to_string(), 100);
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// Simulate rapid order book updates
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for i in 0..1000 {
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let price = Decimal::from_str(&format!("0.{:04}", 5000 + (i % 100))).unwrap();
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let size = Decimal::from_str("100.0").unwrap();
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let bid_delta = polyfill_rs::OrderDelta {
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token_id: "test_token".to_string(),
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timestamp: chrono::Utc::now(),
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side: polyfill_rs::Side::BUY,
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price,
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size,
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sequence: i as u64,
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};
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let _ = book.apply_delta(bid_delta);
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}
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black_box(book)
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})
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});
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}
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// Benchmark: Fast order book operations
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fn benchmark_fast_operations(c: &mut Criterion) {
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let mut book = OrderBookImpl::new("test_token".to_string(), 100);
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// Pre-populate the book
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for i in 0..50 {
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let price = Decimal::from_str(&format!("0.{:04}", 5000 + i)).unwrap();
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let size = Decimal::from_str("100.0").unwrap();
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let delta = polyfill_rs::OrderDelta {
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token_id: "test_token".to_string(),
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timestamp: chrono::Utc::now(),
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side: if i % 2 == 0 { polyfill_rs::Side::BUY } else { polyfill_rs::Side::SELL },
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price,
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size,
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sequence: i as u64,
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};
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let _ = book.apply_delta(delta);
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}
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c.bench_function("fast_spread_mid_calculations", |b| {
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b.iter(|| {
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// These use fixed-point arithmetic internally
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let spread = book.spread_fast();
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let mid = book.mid_price_fast();
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black_box((spread, mid))
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})
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});
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}
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criterion_group!(
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benches,
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benchmark_create_order_eip712,
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benchmark_json_parsing,
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benchmark_order_book_operations,
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benchmark_fast_operations
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);
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criterion_main!(benches);
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