I get via websocket the depth. It is my understanding this are new orders.
real example:
BNBBUSD askDepth: [ [ '568.70000000', '37.15100000' ], [ '568.80000000', '28.38600000' ], [ 568.90000000', '8.01000000' ], [ '569.30000000', '18.81900000' ]]
BNBBUSD bidDepth: [ [ '568.60000000', '5.01300000' ] ]
What I don’t understand is how to delete the canceled/filled orders? So I can make a chart like the one in binance trading window.