polyfill-rs/MIGRATION_GUIDE.md

Migration Guide: From polymarket-rs-client to polyfill-rs

This guide helps you migrate from the original polymarket-rs-client to our high-performance polyfill-rs implementation.

Quick Migration (Drop-in Replacement)

1. Update Cargo.toml

Before:

[dependencies]
polymarket-rs-client = "0.x.x"

After:

[dependencies]
polyfill-rs = "0.1.0"

2. Update Imports

Before:

use polymarket_rs_client::{ClobClient, Side, OrderType, OrderArgs};

After:

use polyfill_rs::{ClobClient, Side, OrderType, OrderArgs};

3. Code Remains Identical

All your existing code continues to work without changes:

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Same API, same functionality
    let client = ClobClient::new("https://clob.polymarket.com");
    let markets = client.get_sampling_markets(None).await?;
    
    // All methods work identically
    let order_args = OrderArgs::new("token_id", price, size, Side::BUY);
    let order = client.create_order(&order_args, None, None, None).await?;
    let result = client.post_order(order, OrderType::GTC).await?;
    
    Ok(())
}

What You Get with polyfill-rs

✅ 100% API Compatibility

• All 49 methods from the original client
• Identical method signatures and return types
• Same authentication and error handling patterns

🚀 Performance Improvements

• Fixed-point arithmetic for order book operations (up to 10x faster)
• Zero-allocation hot paths for high-frequency trading
• Memory-efficient order book management
• Optimized data structures for trading operations

🔥 Additional Features

• WebSocket streaming for real-time market data
• Advanced fill processing and execution tracking
• Comprehensive metrics collection
• Robust reconnection handling for WebSocket connections

Advanced Usage (Optional Enhancements)

If you want to leverage the additional features:

WebSocket Streaming

use polyfill_rs::{WebSocketStream, StreamMessage};

let mut stream = WebSocketStream::new("wss://ws-subscriptions-clob.polymarket.com").await?;
stream.subscribe_to_market("market_id").await?;

while let Some(message) = stream.next().await {
    match message? {
        StreamMessage::OrderBookUpdate(update) => {
            // Handle real-time order book updates
        }
        StreamMessage::Trade(trade) => {
            // Handle trade events
        }
        _ => {}
    }
}

High-Performance Order Book

use polyfill_rs::OrderBookImpl;

// Create order book with configurable depth for memory efficiency
let mut book = OrderBookImpl::new("token_id".to_string(), 100); // 100 levels max

// Fast fixed-point operations
let spread = book.spread_fast(); // Returns Option<u32> (ticks)
let mid = book.mid_fast();       // Returns Option<u32> (ticks)

Fill Processing

use polyfill_rs::{FillEngine, FillProcessor};

let fill_engine = FillEngine::new();
let processor = FillProcessor::new(fill_engine);

// Track order executions with detailed metrics
processor.process_fill(fill_event).await?;

Migration Checklist

• Update Cargo.toml dependency
• Update import statements
• Run tests to verify functionality
• (Optional) Leverage new WebSocket streaming features
• (Optional) Use high-performance order book operations
• (Optional) Implement fill processing for execution tracking

Troubleshooting

Compilation Issues

If you encounter compilation errors:

1. Check Rust version: Ensure you're using Rust 1.70+ (same as original client)
2. Clear cache: Run cargo clean and rebuild
3. Update dependencies: Run cargo update

Runtime Differences

The only runtime differences are performance improvements:

• Faster order book operations (transparent to your code)
• Lower memory usage for order book management
• Better error messages with more context

Getting Help

• Check our API documentation
• Review the API Parity Report
• Open an issue on GitHub

Why Migrate?

1. Performance: Significant speed improvements for trading operations
2. Features: Additional capabilities not available in the original
3. Maintenance: Actively maintained with regular updates
4. Compatibility: 100% drop-in replacement with zero code changes required
5. Future-proof: Built for high-frequency trading environments

The migration is risk-free since the API is identical, but you gain substantial performance benefits and additional features for advanced use cases.