L2 orderbook updates

Endpoint: wss://api.arcus.xyz/v1/ws — one socket multiplexes every channel and RPC request. Click Connect, then send the example subscribe message below to start receiving data.

Full L2 orderbook snapshot followed by event-driven incremental deltas for a single market.

On subscribe: full snapshot up to nLevels per side, then delta updates as orders are placed, modified, or cancelled. Each delta carries a monotonically increasing per-market lastSequenceId.

Reconciliation (splice rule): the snapshot is a periodic generation that lags slightly behind the live delta head, so the first delta after the snapshot may be a few sequences ahead of the snapshot’s lastSequenceId — this small boundary gap is expected and self-heals. Seed from the snapshot, then apply every delta whose lastSequenceId exceeds the snapshot’s; do NOT require the first delta to equal snapshotSeq + 1, and do NOT drop or re-subscribe on the initial boundary gap. Once you are applying deltas, sequences are contiguous; a gap that appears mid-stream indicates a genuine problem — resubscribe then. A single delta frame may list the same price more than once; apply entries in array order, last-write-wins per price.