Develop a differential JSON-patch stream over tRPC WebSockets to reduce payload sizes for live order books

[Damola-Sodiq]

Description

Optimize WebSocket data streaming by computing JSON Patches (RFC 6902) on the backend and transmitting only the state deltas to the frontend order book.

Architecture & Context

Broadcasting the entire fractional order book every 3 seconds consumes massive egress bandwidth. Computing a diff against the client's last known state ensures only changing orders are transmitted over the WebSocket.

Technical Requirements

• Maintain an ephemeral state hash map per connected WebSocket client.
• Implement an efficient JSON diffing algorithm on the Fastify server.
• Reconstruct the full object state seamlessly in the Next.js frontend using immer or manual patching.

Acceptance Criteria

• Payload sizes drop by >80% during active trading sessions.
• The client state perfectly matches the server state with zero desynchronization.
• Disconnected clients automatically request a full state snapshot upon reconnecting.