WebSocket price-tick service

DesignMedium35 minCoinbase and Bloomberg style

Your task

Design the WebSocket layer for a live stock-and-crypto price service that pushes tick updates to ~2 million concurrent browser/mobile clients, where each client subscribes to a personal watchlist of symbols and must see updates within ~250ms. Cover how you scale connections across many gateway nodes, how a client's subscriptions get the right ticks, what happens on a flaky-network reconnect, and how you avoid hammering slow clients.

It covers

  • Connection scaling
  • Reconnect
  • Sticky routing