Will the websocket streams disconnect for that currency? Will the partial depth streams stop sending messages or will they send an empty order book, or will something different happen?
Depends on the state of the symbol. If the symbol is delisted, data stops flowing through the stream.
What happens if the symbol status is HALT or BREAK? What will I see then?
Have a look at this thread regarding the relationship between symbol status and market data.
HALTis used during emergency situations. Market data is still being generated during this time.
Does this mean that the price depth will still change as people cancel orders, but no new trades will occur and no more orders will be added to the order book?
And during BREAK, it says there is no market data, does that mean I will stop receiving messages in the price depth stream, or will I keep receiving an empty ordered book, or will the order book be in some invalid status, like the best bid and ask both being set to 0
Does this mean that the price depth will still change as people cancel orders, but no new trades will occur and no more orders will be added to the order book?
This is correct, order book is subject to change due to order cancels.
And during BREAK, it says there is no market data, does that mean I will stop receiving messages in the price depth stream, or will I keep receiving an empty ordered book, or will the order book be in some invalid status, like the best bid and ask both being set to 0
The websocket market streams will not push events during a BREAK.