The best way to share WebSocket data between multiple components in Angular 2?

Sure you can share your service by set its provider when bootstrapping the application:

bootstrap(AppComponent, [ WebSocketService ]);

This way you will share the same instance of your service in the whole application. I mean when you inject the WebSocketService service, the corresponding instance will be the same whatever the component / service.

To be able to share the received data, I would leverage an hot observable. By default observables are cold so you need to use the share operator.

initializeWebSocket(url) {
  this.wsObservable = Observable.create((observer) => {
    this.ws = new WebSocket(url);

    this.ws.onopen = (e) => {
      (...)
    };

    this.ws.onclose = (e) => {
      if (e.wasClean) {
        observer.complete();
      } else {
        observer.error(e);
      }
    };

    this.ws.onerror = (e) => {
      observer.error(e);
    }

    this.ws.onmessage = (e) => {
      observer.next(JSON.parse(e.data));
    }

    return () => {
      this.ws.close();
    };
  }).share();
}

Components that would like to receive data from the web socket could use this observable this way:

@Component({
  (...)
})
export class SomeComponent {
  constructor(private service:WebSocketService) {
    this.service.wsObservable.subscribe((data) => {
      // use data
    });
  }
}

See this article for more details in the "event-based approach" section:

• https://jaxenter.com/reactive-programming-http-and-angular-2-124560.html