Due to ionosphere absorption and the interference by natural and artificial radio emissions, astronomical observation from the ground becomes very difficult at the wavelengths of decametre or longer, which we shall refer as the ultralong wavelengths. This unexplored part of electromagnetic spectrum has the potential of great discoveries, notably in the study of cosmic dark ages and dawn, but also in heliophysics and space weather, planets and exoplanets, cosmic ray and neutrinos, pulsar and interstellar medium (ISM), extragalactic radio sources, and so on. The difficulty of the ionosphere can be overcome by space observation, and the Moon can shield the radio frequency interferences (RFIs) from the Earth. A lunar orbit array can be a practical first step of opening up the ultralong wave band. Compared with a lunar surface observatory on the far side, the lunar orbit array is simpler and more economical, as it does not need to make the risky and expensive landing, can be easily powered with solar energy, and the data can be transmitted back to the Earth when it is on the near-side part of the orbit. Here I describe the Discovering Sky at the Longest wavelength (DSL) project, which will consist of a mother satellite and 6~9 daughter satellites, flying on the same circular orbit around the Moon, and forming a linear interferometer array. The data are collected by the mother satellite which computes the interferometric cross-correlations (visibilities) and transmits the data back to the Earth. The whole array can be deployed on the lunar orbit with a single rocket launch. The project is under intensive study in China.