Main Dashboard Live Telemetry & Microstructure Integration

Author: Frontend Architecture & Real-Time Telemetry Squad

#WebSocket#Telemetry#Microstructure#OBI#React 19

1. Context & Problem Statement

Traditional trading dashboards present delayed REST polling snapshots that disguise sudden orderbook imbalances, lead-lag shifts, and rapid queue depletion during volatile sessions.

2. Decision

We integrated sub-50ms bidirectional WebSocket telemetry channels delivering real-time Level 2 Order Book Imbalance (OBI), micro-price metrics, volatility regime transitions, and execution queues directly into user dashboards with zero layout thrashing.

3. Consequences & Trade-Offs

Positive Outcomes

Sub-millisecond visual updates of order book skew and queue depth

Zero polling server overhead through persistent multiplexed WebSocket streams

Instant alert dispatching during microstructural anomalies

Negative / Trade-Offs

Higher client-side memory footprint for streaming high-frequency orderbook ticks

Mitigation Strategies

Throttled RAF (requestAnimationFrame) batching and circular buffer render capping in React 19

Standards & References

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