This question has a lot of layers and I kind of learned that the hard way.
Start by clarifying requirements and scale, then design a high-level architecture that ingests real-time data from the vendor's WebSocket, processes it against user watchlists, and dispatches notifications through multiple channels. Focus on decoupling components with message queues, handling failures gracefully, and optimizing for low latency and high throughput.
Pro tip: Emphasize the importance of idempotency and deduplication in notification delivery to avoid spamming users, and discuss how to handle vendor WebSocket disconnections with automatic reconnection and state recovery.
Ask questions to understand the number of users, watchlist sizes, update frequency, latency expectations, and notification preferences. This will guide architectural decisions.
Outline the main components: data ingestion from vendor WebSocket, a processing service that matches price changes to user watchlists, a notification service that sends alerts via mobile, email, and in-app, and a database for user data and watchlists.
Detail the data ingestion (handling reconnects, backpressure), matching logic (efficiently checking many watchlists), and notification dispatch (queuing, retries, rate limiting). Discuss trade-offs between push vs. pull, and batch vs. real-time processing.
Explain how to scale horizontally (e.g., partitioning by symbol or user), ensure fault tolerance (redundant consumers, dead-letter queues), and maintain low latency (in-memory caches, efficient data structures).
Summarize the design, reiterate key trade-offs (e.g., consistency vs. latency, cost vs. performance), and suggest potential improvements or monitoring strategies.
AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.