Websocket connection exceptions are not handled by the user neither the on_error callback is called.

[malvanos]

Websocket connection exceptions are not handled by the user neither the on_error callback is called. It seems that there is a pull request for that #274. Can you please review it and accept it?

Expected behaviour

Websocket connection errors should be handled by the on_error callback.

Actual behaviour

The exception is raised inside the thread managing the websocket connection.

Steps to reproduce

When closing the connection with any tool it will make the read to throw an exception.

Environment

• Version of binance-connector-python: v3.6.0
• Python version: 3.10.12