The most frustrated thing you might be encountered during the websocket connection is their announcement on replacing the websocket endpoint from wbs to wbs-api . Actually spot market websocket still doesn't work with wbs-api end points topic.
So mind you. If you are accessing spot, use wbs. If you are accessing order book, use wbs-api. Or otherwise you will get "blocked" error.
This error is not included in ai searches yet, so I am contributing here.
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