Start the depth cache socket

        :return:

def _start_socket(self):
        """Start the depth cache socket

        :return:
        """
        if self._bm is None:
            self._bm = BinanceSocketManager(self._client)

        self._conn_key = self._bm.start_depth_socket(self._symbol, self._depth_event)
        if not self._bm.is_alive():
            self._bm.start()

        # wait for some socket responses
        while not len(self._depth_message_buffer):
            time.sleep(1)