The BookDepth option allows users to set the depth per market side. For example, if the user sets 25 as the BookDepth option in a chart's EA settings page, it will fetch for 25 price levels from the current bid/ask wall from both directions (resulting in a total of 50 levels fetched). Make sure to set the BookDepth parameters according to the exchange requirements/limit. Keep in mind some exchanges need this integer to match their allowed list of inputs. Look at the list below as a reference.

• Binance: Default is 100. Valid inputs: 5, 10, 20, 50, 100, 500, 1000, 5000 ONLY.
• Bittrex: Default is 25. Valid inputs: 1, 25, 500 ONLY.
• Kraken: Default is 10. Valid inputs: 10, 25, 100, 500, 1000 ONLY.
• FTX: Default is 20, maximum is 100. Valid inputs: Anything up to 100.
• BitMEX: Default is 25. For full depth (maximum) use 0.

Source: https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md

Source: https://bittrex.github.io/api/v3

Source: https://www.bitmex.com/api/explorer/#!/OrderBook/OrderBook_getL2

Source: https://docs.kraken.com/websockets/

Source: https://docs.ftx.com/#get-orderbook