Stateless means the state of the service doesn’t persist between subsequent requests and response. Each request carries its own user credentials and is individually authenticated. But in stateful each request is known from any prior request. All stateful requests are session-oriented i.e. each request need to know and retain changes made in previous requests.
Banking application is an example of stateful application. Where user first login then make transaction and logs out. If after logout user will try to make the transaction, he will not be able to do so.
Yes, http protocol is essentially a stateless protocol but to make it stateful we make us of HTTP cookies. So, is SOAP by default. But it can be make stateful likewise, depends upon framework you are using.
HTTP is stateless but still we can maintain session in our java application by using different session tracking mechanism.
Yes, We can also maintain session in webservice whether it is REST or SOAP. It can be implemented by using any third party library or you can implement by our own.
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