My Polymarket Trading Bot in Rust After TypeScript Kept Missing Fills (opens in new tab)

A trader I was talking to recently said something that stuck with me: "I've blown accounts just from slow fills or missed order cancellations." He was talking about CEX perpetuals. But the problem is identical on Polymarket's CLOB - just measured in seconds instead of milliseconds. My TypeScript bot was averaging 340ms from signal detection to order placement on Polymarket's Central Limit Order Book. On a 5-minute market with a ~2.7-second mispricing window, that's 12% of the entire opportuni...