code: def _depth_event(self, msg):
          
  
          if 'e' in msg and msg['e'] == 'error':
              # close the socket
              self.close()
  
              # notify the user by returning a None value
              if self._callback:
                  self._callback(None)
  
          if self._last_update_id is None:
              # Initial depth snapshot fetch not yet performed, buffer messages
              self._depth_message_buffer.append(msg)
          else:
              self._process_depth_message(msg)
docs: Handle a depth event
  
          :param msg:
          :return: