PredictionToolkitWhat is polyfill-rs?
Fixed-point representations make internal price processing deterministic, while stored depth can be limited. Choose between the specialized allocation-conscious processor and a general compatibility decoder for mixed messages and unknown events.
Zero-allocation claims cover selected warmed existing-level updates and reads, not new books, new levels or removals. Snapshot hashes identify state without logical ordering; distinct hashes at the same timestamp are accepted in arrival order. Published microbenchmarks do not establish another deployment's end-to-end order latency.
Who it is for
- Rust market-data services.
- Teams optimizing book processing.
- Rust integrations migrating to V2.
Features and coverage
- CLOB client
Read supported market and account data in Rust.
- V2 line
Use 0.4.x authenticated trading conventions.
- Fixed-point books
Convert prices to deterministic internal numbers.
- Specialized processor
Apply updates through an allocation-conscious WebSocket path.
- General decoder
Handle mixed shapes and unknown messages through compatibility parsing.
- Depth controls
Limit stored levels to manage memory.
- Benchmarks
Separate network, decoding and warmed book-update measurements.
Workflows with polyfill-rs
Build a reader
Read a small market page and subscribe to bounded tokens. Select the parser for the feed requirements.
Measure a bottleneck
Separate network time, decoding and book processing before changing the data path.
Migrate to V2
Read 0.4.x breaking changes and adjust authentication and orders rather than only renaming imports.
Pricing and total cost
MIT and Apache-2.0 licensing is offered. No library subscription; infrastructure and venue costs are separate.
Getting started
Before you start: The general parser is not the specialized zero-allocation path.
- Add a supported release to Cargo.toml.
- Run a public-read example.
- Choose depth and parser.
- Check snapshots and incremental updates.
- Review V2 authentication before private actions.
- Benchmark the actual deployment workload.
Allocation-free claims concern selected warmed existing-level paths; new books, levels and removals can allocate or free memory.
Useful links
What to check
- The general parser is not the specialized zero-allocation path.
- A snapshot hash is not a sequence number.
- Same-time snapshots with different hashes follow arrival order.
- Microbenchmarks do not establish end-to-end order latency.
A closer look
Ratings & reviews
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A specific example helps the next person choose the right tool.
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Frequently asked questions about polyfill-rs
Is every operation allocation-free?
No. Only selected warmed updates and reads have that documented scope.
Can a hash order snapshots?
No. It distinguishes state, not ordering among different snapshots.
Does 0.4.x preserve old authenticated flows?
No. It introduces V2-related breaking changes.
Which measurement explains API slowdown?
Separate transport, decoding and local book updates.