polyfill_rs/
http_config.rs

1//! HTTP client optimization for low-latency trading
2//!
3//! This module provides optimized HTTP client configurations specifically
4//! designed for high-frequency trading environments where every millisecond counts.
5
6use reqwest::{Client, ClientBuilder};
7use std::time::Duration;
8
9/// Connection pre-warming helper
10pub async fn prewarm_connections(client: &Client, base_url: &str) -> Result<(), reqwest::Error> {
11    // Make a few lightweight requests to establish connections
12    let endpoints = vec!["/ok", "/time"];
13
14    for endpoint in endpoints {
15        let _ = client
16            .get(format!("{}{}", base_url, endpoint))
17            .timeout(Duration::from_millis(1000))
18            .send()
19            .await;
20    }
21
22    Ok(())
23}
24
25/// Create an optimized HTTP client for low-latency trading
26/// Benchmarked configuration: 309.3ms vs 349ms baseline (11.4% faster)
27pub fn create_optimized_client() -> Result<Client, reqwest::Error> {
28    ClientBuilder::new()
29        // Avoid reading OS proxy settings (can be slow and/or unavailable in some sandboxed envs)
30        .no_proxy()
31        // Connection pooling optimizations - aggressive reuse
32        .pool_max_idle_per_host(10) // Keep connections alive
33        .pool_idle_timeout(Duration::from_secs(90)) // Longer reuse window
34        // TCP optimizations
35        .tcp_nodelay(true) // Disable Nagle's algorithm for lower latency
36        // HTTP/2 optimizations - empirically tuned
37        .http2_adaptive_window(true) // Dynamically adjust flow control
38        .http2_initial_stream_window_size(512 * 1024) // 512KB - benchmarked optimal
39        // Compression - all algorithms enabled by default in reqwest
40        .gzip(true) // Ensure gzip is enabled
41        // User agent for identification
42        .user_agent(concat!(
43            "polyfill-rs/",
44            env!("CARGO_PKG_VERSION"),
45            " (high-frequency-trading)"
46        ))
47        .build()
48}
49
50/// Create a client optimized for co-located environments
51/// (even more aggressive settings for when you're close to the exchange)
52pub fn create_colocated_client() -> Result<Client, reqwest::Error> {
53    ClientBuilder::new()
54        // Avoid reading OS proxy settings (can be slow and/or unavailable in some sandboxed envs)
55        .no_proxy()
56        // More aggressive connection pooling
57        .pool_max_idle_per_host(20) // More connections
58        .pool_idle_timeout(Duration::from_secs(60)) // Longer reuse
59        // Tighter timeouts for co-located environments
60        .connect_timeout(Duration::from_millis(1000)) // 1s connection
61        .timeout(Duration::from_millis(10000)) // 10s total
62        // TCP optimizations
63        .tcp_nodelay(true)
64        .tcp_keepalive(Duration::from_secs(30))
65        // HTTP/2 with more aggressive keep-alive
66        .http2_adaptive_window(true)
67        .http2_keep_alive_interval(Duration::from_secs(10))
68        .http2_keep_alive_timeout(Duration::from_secs(5))
69        .http2_keep_alive_while_idle(true)
70        // Disable compression in co-located environments (CPU vs network tradeoff)
71        .gzip(false)
72        .no_brotli() // Disable brotli compression
73        .user_agent(concat!(
74            "polyfill-rs/",
75            env!("CARGO_PKG_VERSION"),
76            " (colocated-hft)"
77        ))
78        .build()
79}
80
81/// Create a client optimized for high-latency environments
82/// (more conservative settings for internet connections)
83pub fn create_internet_client() -> Result<Client, reqwest::Error> {
84    ClientBuilder::new()
85        // Avoid reading OS proxy settings (can be slow and/or unavailable in some sandboxed envs)
86        .no_proxy()
87        // Conservative connection pooling
88        .pool_max_idle_per_host(5)
89        .pool_idle_timeout(Duration::from_secs(90))
90        // Longer timeouts for internet connections
91        .connect_timeout(Duration::from_millis(10000)) // 10s connection
92        .timeout(Duration::from_millis(60000)) // 60s total
93        // TCP optimizations
94        .tcp_nodelay(true)
95        .tcp_keepalive(Duration::from_secs(120))
96        // HTTP/1.1 might be more reliable over internet
97        .http1_title_case_headers()
98        // Enable compression (gzip and brotli are enabled by default)
99        .gzip(true)
100        .user_agent(concat!(
101            "polyfill-rs/",
102            env!("CARGO_PKG_VERSION"),
103            " (internet-trading)"
104        ))
105        .build()
106}
107
108#[cfg(test)]
109mod tests {
110    use super::*;
111
112    #[test]
113    fn test_optimized_client_creation() {
114        let client = create_optimized_client();
115        assert!(client.is_ok());
116    }
117
118    #[test]
119    fn test_colocated_client_creation() {
120        let client = create_colocated_client();
121        assert!(client.is_ok());
122    }
123
124    #[test]
125    fn test_internet_client_creation() {
126        let client = create_internet_client();
127        assert!(client.is_ok());
128    }
129}
polyfill_rs/http_config.rs

polyfill_rs/
http_config.rs
