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I'm creating a platform which users are able to receive ETH on their own wallets (addresses). They will give the addresses to others, but the question is how can I be notified that new transactions happened on that addresses automatically?
One way is to check the history of addresses periodically, but by having many users, this mechanism will consume a huge amount of resources. Is there any appropriate way to know about valid incoming transactions instantly?

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Geth has undocumented API function getModifiedAccounts that returns list of addresses whose state (balance is a part of address state) was modified between two given blocks. You may use this function to query the list of modified addresses for every new block (or several consequent blocks), then filter returned list dropping addresses that your are not interested in, and then obtain balances of the remaining addresses one by one.

However, this method is probably not available on Infura, so you will have to run your own Geth node to do the trick.

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