[pcthrowaway]

Crypto exchanges almost exclusively use websockets for pushing out real-time price and orderbook changes. They provide rest apis also, but with limits that prevent bots from keeping the data as close to in sync as possible, which is important for algorithmic trading.

Whether this qualifies as a 'cool' case is probably subjective, but it is important in practice.

I'm not sure if it's as widespread, but many exchanges use websockets in the front-end to make the same data available to the site users without frequent polling.