Build a pub/sub ticker data streaming broker.
- Each topic represents an instrument.
- Client connects via HTTP and connection upgrades to Websocket.
- Client can send a JSON-encoded TextMessage (e.g.,
{"m": 0, "i": [76557, 7978]}to subscribe to instruments). mstands formode(Supported: Unsubcribe = 0, LTP = 1, LTP+Quote = 2, Full = 3)
All socket connections need to be persistent. Go HTTP server allocates 1 goroutine/request. Each goroutine starts off at 2-8 KB stack size (based on OS).
Each connection allocates 3 buffers: 2 Write Buffers (2 * 4KB) + 1 Read buffer (4KB) = 12 KB per connection.
So in total, each client will consume 8KB + 12KB = 20KB at-lest.
At 1 million connections, 20KB * 1000000 = 20GB usage.
A single topic can be subscribed by a lot of subscribers. The goal is to reduce the latency between a packet being generated to conn.Write() being invoked.
If connections are maintained as map[int32][]WebSocketConn and looped through, the last entry in the list will have the highest latency. If each conn.Write() takes 1ms, and topic X has 100 subscribers, then the 100th subscriber will get a Write() after 99ms.