code: def _init_cache(self):
          
          self._last_update_id = None
          self._depth_message_buffer = []
  
          res = self._client.get_order_book(symbol=self._symbol, limit=self._limit)
  
          # process bid and asks from the order book
          for bid in res['bids']:
              self._depth_cache.add_bid(bid)
          for ask in res['asks']:
              self._depth_cache.add_ask(ask)
  
          # set first update id
          self._last_update_id = res['lastUpdateId']
  
          # set a time to refresh the depth cache
          if self._refresh_interval:
              self._refresh_time = int(time.time()) + self._refresh_interval
  
          # Apply any updates from the websocket
          for msg in self._depth_message_buffer:
              self._process_depth_message(msg, buffer=True)
  
          # clear the depth buffer
          del self._depth_message_buffer
docs: Initialise the depth cache calling REST endpoint
  
          :return: