Handle a depth event

        :param msg:
        :return:

def _depth_event(self, msg):
        """Handle a depth event

        :param msg:
        :return:

        """

        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)