Fix hanging close after Alpaca WebSocketException, add closing_timeout #304
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This fixed an issue I was having where the Alpaca websocket would throw a warning and hang forever. Turns out, it was awaiting on closing the socket even though it was already closed. Setting the socket variable to None and letting it continue to _ensure_ws fixed the issue.
I also added a closing_timeout to the socket connection so it closes the fastest possible.
Finally, I fixed the streams variable being re-passed into subscribe as a Set instead of a List.