docs: def __connect(self, wsURL, symbol):
          '''Connect to the websocket in a thread.'''
          self.logger.debug("Starting thread")
  
          self.ws = websocket.WebSocketApp(wsURL,
                                           on_message=self.__on_message,
                                           on_close=self.__on_close,
                                           on_open=self.__on_open,
                                           on_error=self.__on_error,
                                           # We can login using email/pass or API key
                                           header=self.__get_auth())
  
          self.wst = threading.Thread(target=lambda: self.ws.run_forever())
          self.wst.daemon = True
          self.wst.start()
          self.logger.debug("Started thread")
  
          # Wait for connect before continuing
          conn_timeout = 5
          while not self.ws.sock or not self.ws.sock.connected and conn_timeout:
              sleep(1)
              conn_timeout -= 1
          if not conn_timeout:
              self.logger.error("Couldn't connect to WS! Exiting.")
              self.exit()
              sys.exit(1)