What do you feel are the greatest challenges when building a web based trading platform from the ground up? I'll appreciate your input
The fact that you have a sucking platform in a web app to start with. At least until the next generation of browsers, and even then cross broswer drag and drop will be impossible - and you need multiple browser windows open, as well as interaction, to properly work in 2-3 screens. For the rest, HTTP sucks s pure carrier protocol for market streams, unless you have control over the wire level API (socket options).
Are these problems you encounter while building the platform or are these problems users have? And as far as the problem with HTTP as opposed to socket connections, are you saying that in reference to speed?
Well, the problem you have in the platform is a limit in you building it. That simple. The result is the user having a less powerfull product than with another technology. Another example: you can ALWAYS close a browser, and the page (application) can not stop that. May be bad for a trading app (where a normal app can at least bring out a warning that a position is still open etc.). Sockets: this is a speed issue. Basically a configuration issue limiting how many packets of data are "on the wire". Easy to change with low level API (socket option), hard to do if you do not even see the socket (for a http request). Without it, the amount of "blocks" you get for streams is limited.