Eight sockets, one bucket store, zero server-side flow data

01Data path

The dashboard server never sees trade data. public/orderflow.html loads public/js/orderflow.js, which opens eight public websocket connections directly from the browser. The page therefore works on a static host as well as on Render, and the hosting tier only serves three small static files.

Two presentation rules live outside the maths: the scheduleRender() throttle (200 ms) and the one-second tick() that prunes buckets, repaints windows and updates the clock.

02Feed inventory

The chip “Open feeds 6/8” counts sockets in the OPEN state, not markets that actually produced trades. A venue can be connected and still contribute nothing if the pair is not listed there.

03Normalisation rules

Every adapter also handles batch frames: Bybit and OKX deliver arrays in data, Gate futures delivers an array in result, Gate spot usually a single object. Unknown or malformed values are dropped before they ever reach the aggregates:

Market mapping is fixed per stream, except OKX, which inspects instId for SWAP. A single OKX socket therefore feeds both the spot and the futures bucket.

Contract size normalisation

Futures venues quote size in contracts, not coins. Valuing a contract count at the coin price would overstate the flow by one to four orders of magnitude, so the adapters convert first:

• Gate.io: multiplier is read once per pair from /futures/usdt/contracts/{'{'}SYM{'}'}_USDT (CORS-enabled), e.g. 0.0001 for BTC.
• OKX: ctVal is read from the public instruments endpoint; if that host is unreachable, the instruments websocket channel is used as a fallback.
• If neither source resolves a multiplier, the affected prints are dropped instead of being guessed. The Gate futures socket is then not opened at all, so the feed counter stays honest.
• Binance, Bybit, OKX spot, Gate spot and Coinbase already report quantity in the base asset and need no conversion.

04Formulas

Per print

Per rolling window

Combined read

Cards

All arithmetic uses JavaScript doubles. Nothing is rounded while aggregating; rounding only happens when a value is written to the DOM, which is why the underlying ordering never drifts.

05Memory & rendering

A busy pair can print hundreds of trades per second. Keeping every print for a 24-hour window would need millions of objects, so the store is folded into one bucket per second.

windowSums() walks the bucket array once, backwards, and freezes a window as soon as the cursor passes its cutoff — so nine windows cost roughly one pass, not nine. Rendering is coalesced to at most five repaints per second (RENDER_INTERVAL_MS = 200) no matter how fast prints arrive, and the tape is inserted as a single DocumentFragment.

06Socket lifecycle

07Time handling

The tape shows arrival time from your browser’s clock, formatted as 24-hour HH:MM:SS in your local zone. The full local date and time is available in the cell’s tooltip.

• No timezone label is appended — the clock is already local, and printing “PKT” would be wrong for every other visitor.
• Exchange payload timestamps are not used: five venues, three timestamp formats, and no shared clock.
• Buckets are aligned with Math.floor(now / 1000) * 1000, so window boundaries are stable.
• Session start, elapsed time, next auto-refresh and the live clock all derive from the same Date.now() source.

08Known limitations

09File map & extending

Adding a venue

1. Add one object to STREAMS with key, name, url(coin), optional onOpen(ws, coin) and onMessage(data, emit, coin, ws).
2. Emit { exchange, market: 'Spot' | 'Futures', side: 'buy' | 'sell', price, qty }.
3. Add a colour to EXCHANGE_COLORS.
4. Update the feed-count copy on this page and in the guide.

Other knobs

• Whale threshold: WHALE_THRESHOLD (default 10000).
• Tape depth: MAX_TAPE_ROWS (default 40).
• History depth: MAX_LOG_MS (default 24h + 60s).
• Timeframes: the TIMEFRAMES array; pills are generated from it, so the HTML does not need editing.
• Auto-refresh options: the AUTO_REFRESH_OPTIONS array.
• Repaint rate: RENDER_INTERVAL_MS (default 200 ms).

10Verification checklist