Implement options passing to websocket constructor

[jazarja]

Websocket currently does not have built-in support for proxy configurations. Consequently, it's necessary to provide necessary options directly to the WebSocket constructor when establishing a connection.

Example:

import { SocksProxyAgent } from 'socks-proxy-agent';

...

this.wsClient = new WebsocketStream({
            callbacks,
            combinedStreams: true,
            agent: process.env.BINANCE_PROXY ? new SocksProxyAgent(
                process.env.BINANCE_PROXY
            ) : undefined
        });

[AlphaOmega113]

ok

[dimitrisn442]

Hey @jazarja , we published a new modularised version of the TS connector that has a proxy configuration websockets. You can find more details on the migration guide.