code: def start_depth_socket(self, symbol, callback, depth=None):
          
          socket_name = symbol.lower() + '@depth'
          if depth and depth != '1':
              socket_name = '{}{}'.format(socket_name, depth)
          return self._start_socket(socket_name, callback)
docs: Start a websocket for symbol market depth returning either a diff or a partial book
  
          https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#partial-book-depth-streams
  
          :param symbol: required
          :type symbol: str
          :param callback: callback function to handle messages
          :type callback: function
          :param depth: optional Number of depth entries to return, default None. If passed returns a partial book instead of a diff
          :type depth: str
  
          :returns: connection key string if successful, False otherwise
  
          Partial Message Format
  
          .. code-block:: python
  
              {
                  "lastUpdateId": 160,  # Last update ID
                  "bids": [             # Bids to be updated
                      [
                          "0.0024",     # price level to be updated
                          "10",         # quantity
                          []            # ignore
                      ]
                  ],
                  "asks": [             # Asks to be updated
                      [
                          "0.0026",     # price level to be updated
                          "100",        # quantity
                          []            # ignore
                      ]
                  ]
              }
  
  
          Diff Message Format
  
          .. code-block:: python
  
              {
                  "e": "depthUpdate", # Event type
                  "E": 123456789,     # Event time
                  "s": "BNBBTC",      # Symbol
                  "U": 157,           # First update ID in event
                  "u": 160,           # Final update ID in event
                  "b": [              # Bids to be updated
                      [
                          "0.0024",   # price level to be updated
                          "10",       # quantity
                          []          # ignore
                      ]
                  ],
                  "a": [              # Asks to be updated
                      [
                          "0.0026",   # price level to be updated
                          "100",      # quantity
                          []          # ignore
                      ]
                  ]
              }