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feat: route WebSockets through proxies, speed up hot paths, refresh docs - #29
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IXWebSocket cannot use proxies, so market, user, and JSON-RPC WebSockets connected directly even when REST used a proxy. A routed WebSocketClient now connects through a loopback relay that forwards each connection over a libcurl CONNECT_ONLY session, so WebSockets get the same HTTP, HTTPS, and SOCKS proxy support and TLS verification as REST. - Add NetworkRoute and set_default_network_route() to route every SDK transport, including the ones PositionClient, OrderbookManager, UserStream, and the JSON-RPC clients create internally. - Add interface binding (HttpClientOptions/WebSocketOptions interface_name) for VPN tunnel interfaces. - Routes fail closed: an unreachable or rejecting proxy fails the connection instead of falling back to a direct route. - Drop the dead CURLOPT_PROXYTYPE branch: a socks5:// scheme already selects local DNS, contrary to its comment. Docs recommend socks5h://. - Add check_geoblock() and ClobClient::get_geoblock_status(), which query Polymarket's eligibility endpoint through the configured route. HttpClientOptions and WebSocketOptions gained trailing fields; consumers must rebuild against the new headers. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Market data: - Parse each frame once without deep-copying the JSON DOM. - Read price and size strings by reference instead of copying them before conversion; strtod keeps std::stod's grammar and range errors. - Emit snapshots already in book order and detect duplicate prices with a sort instead of a hash set per side. - Gate the arbitrage check on prices before copying market identifiers. Order path: - Encode decimal uint256 values without per-digit allocations. - Hex-encode with a lookup table instead of stringstream. - Compute the constant POLY_1271 type hashes and suffix once. - Cache neg-risk metadata for the client's lifetime. A token's neg-risk flag is fixed at market creation, so the 5-minute TTL only added a round trip to the order path. Benchmarks now use real-length IDs and price_change traffic. Best of 7, Release, Apple M4 Max: 100-level book 53.7 to 28.7 us, price_change 5.8 to 3.4 us, V2 signing 27.1 to 15.6 us. New tests cover malformed numbers and changes, unsorted duplicate prices, 77-digit and uint256-boundary token IDs against their hex forms. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- Rewrite the README with a centered header, badges, a compiling quick start, feature and example tables, performance numbers, and a docs index. Move migration notes and Polygon indexing details into docs/migration.md and docs/polygon-indexing.md. - Add a repository map and networking and benchmark references to AGENTS.md, and CLAUDE.md that imports it for Claude Code. - Add SECURITY.md, CODEOWNERS, and a network route field in the bug report template. - Turn build.sh into a one-command configure, build, and offline test run that works with the bash 3.2 shipped on macOS. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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Problem
set_proxy. Market, user, and JSON-RPC WebSockets always connected directly, because IXWebSocket has no proxy support.build.sh) was stale.Changes
Networking (
feat(network))WebSocketClientconnects through a loopback relay that forwards each connection over a libcurlCONNECT_ONLYsession. WebSockets get the same HTTP, HTTPS, and SOCKS proxies and TLS verification as REST.set_default_network_route()routes every SDK transport, including internal ones.interface_nameoption binds to VPN interfaces.check_geoblock()/ClobClient::get_geoblock_status()query Polymarket's eligibility endpoint through the configured route.Performance (
perf), best of 7, Release, Apple M4 Max:price_changeNeg-risk metadata is now cached for the client's lifetime, which removes a periodic round trip from the order path.
Docs (
docs)docs/networking.md,docs/migration.md,docs/polygon-indexing.md.build.shis now a one-command build and offline test run.Compatibility
HttpClientOptionsandWebSocketOptionsgained trailing fields, so consumers must rebuild. This suggests v3.1.0. No source changes are needed.Validation
test_network_routingandtest_package_consumer.scripts/quality.py origin/mainpasses: clang-format, clang-tidy, Prettier.wss://market subscription through a local CONNECT proxy received real book data, and the geoblock check went through the proxy.Follow-ups worth considering:
HttpClienthandle pool, since requests on one client are serialized.🤖 Generated with Claude Code