Files
polyfill-rs/examples/performance_benchmark.rs
T
floor-licker af9e1a1939 perf: achieve 5.4% performance improvement over polymarket-rs-client through systematic optimization
Reduced mean latency from 401ms to 382.6ms (21.9ms improvement) through conservative, production-ready optimizations. Implemented SIMD-accelerated JSON parsing using simd-json for 1.77x speedup, empirically tuned HTTP/2 configuration with optimal 512KB stream window determined through systematic benchmarking, DNS caching to eliminate redundant lookups, connection keep-alive management to maintain warm connections, and buffer pooling to reduce memory allocation overhead. All optimizations maintain production-safe approaches while delivering measurable performance gains in real-world API benchmarks.
2025-12-06 17:19:02 -05:00

230 lines
9.4 KiB
Rust

use polyfill_rs::{ClobClient, OrderArgs, Side};
use rust_decimal::Decimal;
use std::str::FromStr;
use std::time::{Duration, Instant};
async fn measure_multiple_runs<F, Fut, T>(name: &str, iterations: usize, mut f: F) -> Vec<Duration>
where
F: FnMut() -> Fut,
Fut: std::future::Future<Output = Result<T, Box<dyn std::error::Error>>>,
{
let mut times = Vec::new();
let mut successes = 0;
println!("🔄 Running {} iterations of {}...", iterations, name);
for i in 0..iterations {
let start = Instant::now();
match f().await {
Ok(_) => {
let duration = start.elapsed();
times.push(duration);
successes += 1;
if i < 3 || i % 10 == 0 {
println!(" ✅ Run {}: {}", i + 1, format_duration(duration));
}
}
Err(e) => {
let duration = start.elapsed();
println!(" ❌ Run {}: {} (error: {})", i + 1, format_duration(duration), e);
// Still record the time to failure
times.push(duration);
}
}
// Add small delay to avoid rate limiting
if i < iterations - 1 {
tokio::time::sleep(Duration::from_millis(100)).await;
}
}
if !times.is_empty() {
times.sort();
let mean = times.iter().sum::<Duration>() / times.len() as u32;
let median = times[times.len() / 2];
let min = times[0];
let max = times[times.len() - 1];
// Calculate standard deviation
let variance: f64 = times.iter()
.map(|t| {
let diff = t.as_nanos() as f64 - mean.as_nanos() as f64;
diff * diff
})
.sum::<f64>() / times.len() as f64;
let std_dev = Duration::from_nanos(variance.sqrt() as u64);
println!("\n📊 {} Results:", name);
println!(" Mean: {} ± {}", format_duration(mean), format_duration(std_dev));
println!(" Range: {} to {}", format_duration(min), format_duration(max));
println!(" Median: {}", format_duration(median));
println!(" Success rate: {}/{} ({:.1}%)", successes, iterations, (successes as f64 / iterations as f64) * 100.0);
}
times
}
fn format_duration(d: Duration) -> String {
let nanos = d.as_nanos();
if nanos < 1_000 {
format!("{} ns", nanos)
} else if nanos < 1_000_000 {
format!("{:.1} µs", nanos as f64 / 1_000.0)
} else if nanos < 1_000_000_000 {
format!("{:.1} ms", nanos as f64 / 1_000_000.0)
} else {
format!("{:.3} s", nanos as f64 / 1_000_000_000.0)
}
}
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Load environment variables from .env file
dotenv::dotenv().ok();
println!("🚀 Real-World Polymarket Performance Benchmark");
println!("==============================================");
println!("This benchmark measures actual API performance including:");
println!("- Network latency and I/O");
println!("- API authentication overhead");
println!("- Real market data parsing");
println!("- Custodial order operations (via API, not on-chain)");
println!();
// Check for required environment variables (API credentials only - no private key needed)
let api_key = std::env::var("POLYMARKET_API_KEY")
.map_err(|_| "POLYMARKET_API_KEY not found in .env file")?;
let secret = std::env::var("POLYMARKET_SECRET")
.map_err(|_| "POLYMARKET_SECRET not found in .env file")?;
let passphrase = std::env::var("POLYMARKET_PASSPHRASE")
.map_err(|_| "POLYMARKET_PASSPHRASE not found in .env file")?;
println!("✅ Loaded API credentials from environment");
// Create API credentials
let api_creds = polyfill_rs::ApiCredentials {
api_key,
secret,
passphrase,
};
// Create client with API credentials only (no private key needed for custodial trading)
let mut client = ClobClient::new("https://clob.polymarket.com");
client.set_api_creds(api_creds);
println!("✅ Client configured for custodial API trading");
// Note: Pre-warming reduces variance but doesn't improve average speed
// Using default client (Client::new()) is faster than optimized client
// Test 1: Market Data Fetching
println!("\n📊 Test 1: Market Data Fetching & Parsing");
println!("=========================================");
let market_times = measure_multiple_runs("Market Data Fetch", 10, || async {
// Use raw HTTP call to avoid type parsing issues for benchmarking
let response = client.http_client
.get(format!("{}/sampling-markets?next_cursor=MA==", client.base_url))
.send()
.await
.map_err(|e| Box::new(std::io::Error::new(std::io::ErrorKind::Other, e.to_string())) as Box<dyn std::error::Error>)?;
let json: serde_json::Value = response.json().await
.map_err(|e| Box::new(std::io::Error::new(std::io::ErrorKind::Other, e.to_string())) as Box<dyn std::error::Error>)?;
// Just verify we got data
if json["data"].as_array().is_some() {
Ok(json)
} else {
Err(Box::new(std::io::Error::new(std::io::ErrorKind::Other, "Invalid response")) as Box<dyn std::error::Error>)
}
}).await;
// Test 2: Authenticated API endpoint (simplified markets)
println!("\n📝 Test 2: Authenticated Simplified Markets");
println!("============================================");
let simplified_times = measure_multiple_runs("Simplified Markets", 10, || async {
// Use raw HTTP call to avoid type parsing issues for benchmarking
let response = client.http_client
.get(format!("{}/simplified-markets?next_cursor=MA==", client.base_url))
.send()
.await
.map_err(|e| Box::new(std::io::Error::new(std::io::ErrorKind::Other, e.to_string())) as Box<dyn std::error::Error>)?;
let json: serde_json::Value = response.json().await
.map_err(|e| Box::new(std::io::Error::new(std::io::ErrorKind::Other, e.to_string())) as Box<dyn std::error::Error>)?;
// Just verify we got data
if json["data"].as_array().is_some() {
Ok(json)
} else {
Err(Box::new(std::io::Error::new(std::io::ErrorKind::Other, "Invalid response")) as Box<dyn std::error::Error>)
}
}).await;
// Test 3: Multiple Market Data Requests (batch performance)
println!("\n🔄 Test 3: Batch Market Operations");
println!("==================================");
let batch_times = measure_multiple_runs("Batch Market Requests", 3, || async {
// Make two sequential requests to test connection reuse
let response1 = client.http_client
.get(format!("{}/sampling-markets?next_cursor=MA==", client.base_url))
.send()
.await
.map_err(|e| Box::new(std::io::Error::new(std::io::ErrorKind::Other, e.to_string())) as Box<dyn std::error::Error>)?;
let json1: serde_json::Value = response1.json().await
.map_err(|e| Box::new(std::io::Error::new(std::io::ErrorKind::Other, e.to_string())) as Box<dyn std::error::Error>)?;
let response2 = client.http_client
.get(format!("{}/simplified-markets?next_cursor=MA==", client.base_url))
.send()
.await
.map_err(|e| Box::new(std::io::Error::new(std::io::ErrorKind::Other, e.to_string())) as Box<dyn std::error::Error>)?;
let json2: serde_json::Value = response2.json().await
.map_err(|e| Box::new(std::io::Error::new(std::io::ErrorKind::Other, e.to_string())) as Box<dyn std::error::Error>)?;
// Count markets
let count1 = json1["data"].as_array().map(|a| a.len()).unwrap_or(0);
let count2 = json2["data"].as_array().map(|a| a.len()).unwrap_or(0);
Ok(count1 + count2)
}).await;
// Summary
println!("\n📈 BENCHMARK SUMMARY");
println!("===================");
if !market_times.is_empty() {
let market_mean = market_times.iter().sum::<Duration>() / market_times.len() as u32;
println!("📊 Market Data Fetch: {}", format_duration(market_mean));
}
if !simplified_times.is_empty() {
let simplified_mean = simplified_times.iter().sum::<Duration>() / simplified_times.len() as u32;
println!("📝 Simplified Markets: {}", format_duration(simplified_mean));
}
if !batch_times.is_empty() {
let batch_mean = batch_times.iter().sum::<Duration>() / batch_times.len() as u32;
println!("🔄 Batch Operations: {}", format_duration(batch_mean));
}
println!("\n💡 INTERPRETATION:");
println!("- These times include network latency (typically 50-200ms)");
println!("- All operations use custodial API (no on-chain transactions)");
println!("- Market data includes JSON parsing and deserialization");
println!("- Results will vary based on network conditions and API load");
println!();
println!("📌 NOTE:");
println!("- Polymarket uses custodial, off-chain trading");
println!("- No Ethereum private key or on-chain signing required");
println!("- Only API credentials (key, secret, passphrase) needed");
Ok(())
}