Hi atejero,

Are you using "MERGE" or "DISTINCT" mode, is that right?

Please consider the option to switch to "COMMAND" mode for your subscription. For example, in your case, you could create two Items for each instrument, "STOCK_A_BUY" and "STOCK_A_SELL".
These Items will be updated in your Adapter with "ADD", "DELETE" and "UPDATE" messages resulting from market orders and in agreement with the "COMMAND" subscription mode management. Please refer to section 3.1 of "general concepts" pdf.

When the first client subscribes to the Item, your Adapter has to push all the needed "ADD" updates as snapshot into the server. From now the Lighstreamer server will maintain a consistent snapshot of the Item and all subsequent clients will receive the snapshot as a list of complete orders.
Please, refer to this demo for an example of COMMAND mode.

HTH