Method updateSymbolDepthCache

src/node-binance-api.ts:6497–6518

        };

        const updateSymbolDepthCache = json => {
            // Get previous store symbol
            const symbol = json.symbol;
            // Initialize depth cache from snapshot
            this.depthCache[symbol] = this.depthData(json);
            // Prepare depth cache context
            const context = this.depthCacheContext[symbol];
            context.snapshotUpdateId = json.lastUpdateId;
            context.messageQueue = context.messageQueue.filter(depth => depth.u > context.snapshotUpdateId);
            // Process any pending depth messages
            for (const depth of context.messageQueue) {
                /* Although sync errors shouldn't ever happen here, we catch and swallow them anyway
                 just in case. The stream handler function above will deal with broken caches. */
                try {
                    this.depthHandler(depth);
                } catch (err) {
                    // Do nothing
                }
            }
            delete context.messageQueue;
            if (callback) callback(symbol, this.depthCache[symbol]);
        };

        /* If an array of symbols are sent we use a combined stream connection rather.
         This is transparent to the developer, and results in a single socket connection.