Adding Real-Time WebSocket Prices to My Polymarket Rust Bot (And What I Found When I Stopped Polling) (opens in new tab)

A mentor once told me: "Polling is just missing data with extra steps." I didn't understand that until I charted my bot's detection timestamps against actual price movements. My Rust bot was polling clob.polymarket.com/midpoints every 30 seconds. That means on average I was seeing a price change 15 seconds after it happened. At 101ms order-to-fill, I'd already solved execution latency. But I was blind for 15 seconds before that window even opened. This article covers how I replaced the pollin...