I am experiencing an issue with the WebSocket API. Every time I connect to the WebSocket, I receive live data as expected. However, the market depth information is not coming through correctly. In the first tick, the market depth data is received perfectly, but in subsequent ticks, I only receive the buy price, buy quantity, sell price, and sell quantity. The number of orders is missing in these ticks.
For your reference,
I have attached screenshots of the first four ticks after connecting to the WebSocket.