[URA] Websockets for quoting

[marktoda]

Rough Scope

Websocket APIs for the gouda and param service can be built with the existing server-less infrastructure and CDK constructs that we've been using for everything. API Gateway will manage a connection between our service and the client then lambda will be spun up dynamically to handle message passing between the two parties. We will need to build the following components to support Websockets:

• DB to store connections between server and client (connectionId and some other connection info)
• Lambda handler that starts a connection
• Lambda handler that ends a connection
• Modify webhook/ build new handler to parse all db events and send those msgs to the relevant clients
• Map Websocket routes to existing handlers that handle new quotes, new orders, etc. The current handlers expect APIGatewayProxyEvent and the websocket requests will emit the same events so this should be relatively easy.

Scope: ~ 1 eng week of work x 2 services (gouda and param) = ~ 2 weeks total

Resources

• Medium post describing how to build websockets with CDK
• Example code

[rileydcampbell]

Going to take a look at scoping this on Monday 👍

[aMagicNeko]

Go ahead.