Kevin

Hi @jinusean , correct me if I'm wrong but the only difference I could see between that [branch](https://github.com/jinusean/cryptofeed/commit/8106f07479740d45fb0457b370bb1a651a8d09fb#diff-05706512ccd2e1413e7099f1923bc66662b6463d4b87d353de2342a6c01d92c8R259) and @tristan-murfitt-elw 's [test branch](https://github.com/tristan-murfitt-elw/cryptofeed/commit/f02237833027e8137a61828b51f946da8b17c636#diff-05706512ccd2e1413e7099f1923bc66662b6463d4b87d353de2342a6c01d92c8R259) is this `self.max_depth`. By setting max_depth as...