`def subscribe_depth(self, contract_id: str, handler: Callable[[str], None]):
client = self.get_public_client()
# Register handler
client.on_message("depth", handler)
# Subscribe to depth channel
channel = f"depth.{contract_id}"
client.subscribe(channel)`
In the API documentation, the WebSocket API description for the channel should be depth.{contractId}.{depth}, not depth.{contract_id} as in the SDK.