Stream a live trade tape - Archer Exchange

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

Step 2 - seed with the snapshot

type: "snapshot" carries data as an array of up to 50 trades, newest first — so data[0] is the most recent.

Step 3 - prepend live trades

Each live trade is a type: "update" frame (not "trade") with a single trade object in data. Prepend it to keep the tape newest-first.

const tape = [];

function onTrades(msg) {

  if (msg.type === "snapshot") {

    tape.length = 0;

    tape.push(...msg.data);            // already newest-first

  } else {                             // type === "update"

    tape.unshift(msg.data);            // prepend the new trade

    tape.length = Math.min(tape.length, 100);

  }

}

// Direction + price for a row:

//   side is the taker side ("buy" | "sell").

//   For a buy:  price = execInputSize / execOutputSize (quote in / base out)

//   For a sell: price = execOutputSize / execInputSize