WebSocket multiple connections and API keys

[FrancisH-C]

Is your feature request related to a problem? Please describe.

Managing WebSocket disconnections when the connection limit is reached, beyond just First-In-First-Out.
e.g.

ws_usage1 = WebSocketClient(APIKey1)
ws_usage1.subscribe("A." <ticker>)

ws_usage2 = WebSocketClient(APIKey2)
ws_usage2.subscribe("A." <ticker>)

ws_usage3 = WebSocketClient(APIKey2)
ws_usage3.subscribe("A." <ticker>)
# ws_usage1 disconnects

Describe the solution you'd like
Solution1

Priority list instead of FIFO

priority = 1 # Higher priority, disconnect last
ws_usage1 = WebSocketClient(APIKey1, priority=priority)

Solution2

outputs from usage3.py
Exception("Connection refused: Maximum connection limit reached.")

Solution3

Disconnect according to the APIKey used not FIFO.

Describe alternatives you've considered
Looked into the APIKey configuration side of things (maybe I missed something)

Additional context

[justinpolygon]

Hey @FrancisH-C, I'm trying to learn a little more about what you're doing here. What is the reason for multiple websocket connections? For most accounts we only support 1 connection unless you request more. I'm just wanting to learn the use-case for multiple connections in 1 app and then the FIFO ordering needed. The background could help to see what's happening and maybe there is a bigger change needed. Thanks.