Maintain a live order book - Archer Exchange

The orderbook channel gives you a snapshot on subscribe, then deltas. You keep two sorted maps (bids, asks) and apply deltas as upserts, treating a size of "0" as a delete. sequenceId lets you detect and recover from gaps.

{ "op": "subscribe", "channels": ["orderbook"], "market": "5Ggx..." }

Step 2 - seed from the snapshot

Bids arrive sorted descending by price, asks ascending. Each level is [price, size] (strings).

Step 3 - apply deltas

Each delta entry is [price, newSize]. Upsert the level; if newSize === "0", delete it. Levels not mentioned are unchanged.

Step 4 - detect gaps.

sequenceId is monotonic per market. If an incoming delta’s sequenceId is greater than lastSeq + 1, you missed something — issue a resync and rebuild from the fresh snapshot.

class OrderBook {

  constructor(market) {

    this.market = market;

    this.bids = new Map(); // price(str) -> size(str)

    this.asks = new Map();

    this.seq = null;

  }

  onSnapshot(msg) {

    this.bids = new Map(msg.bids);

    this.asks = new Map(msg.asks);

    this.seq = msg.sequenceId;

  }

  // Returns true if a resync is needed (gap detected).

  onDelta(msg, requestResync) {

    if (this.seq !== null && msg.sequenceId > this.seq + 1) {

      requestResync(this.market); // gap — recover

      return true;

    }

    for (const [price, size] of msg.bids) {

      if (size === "0") this.bids.delete(price);

      else this.bids.set(price, size);

    }

    for (const [price, size] of msg.asks) {

      if (size === "0") this.asks.delete(price);

      else this.asks.set(price, size);

    }

    this.seq = msg.sequenceId;

    return false;

  }

  // Best levels — re-sort on read (or keep a sorted structure for hot paths).

  bestBid() {

    return [...this.bids.keys()].sort((a, b) => parseFloat(b) - parseFloat(a))[0];

  }

  bestAsk() {

    return [...this.asks.keys()].sort((a, b) => parseFloat(a) - parseFloat(b))[0];

  }

}

const book = new OrderBook(MARKET);

const requestResync = (m) => ws.send(JSON.stringify({ op: "resync", market: m }));

// in ws.onmessage, for msg.ch === "orderbook":

if (msg.type === "snapshot") book.onSnapshot(msg);

else book.onDelta(msg, requestResync);

Precision: prices and sizes are decimal strings to preserve on-chain precision. Use them as map keys verbatim; only parse to float for display / sorting, never for equality or storage.