code: def connect(self):
      
      if not self.connected():
        self._ws = create_connection(self.WS_URI)
        message = {
          'type':self.WS_TYPE,
          'product_id':self.WS_PRODUCT_ID
        }
        self._ws.send(dumps(message))
  
        # There will be only one keep alive thread per client instance
        with self._lock:
          if not self._thread:
            thread = Thread(target=self._keep_alive_thread, args=[])
            thread.start()
docs: Connects and subscribes to the WebSocket Feed.