Code review fixes

providers/spot/websocket_spot_provider.py

@@ -50,8 +50,13 @@ class WebsocketSpotProvider(SpotProvider):
                 self.status = "Connecting"
                 self._ws = create_connection(self._url, header=HTTP_HEADERS)
                 self.status = "Connected"
-                data = self._ws.recv()
-                if data:
+
+                # Keep reading from this same connection until it drops or we're asked to stop, rather than
+                # reconnecting for every message.
+                while not self._stopped:
+                    data = self._ws.recv()
+                    if not data:
+                        break
                     try:
                         new_spot = self._ws_message_to_spot(data)
                         if new_spot:
@@ -69,7 +74,16 @@ class WebsocketSpotProvider(SpotProvider):
                 logger.exception(f"Exception in Websocket Spot Provider ({self.name})")
             else:
                 self.status = "Disconnected"
-            sleep(5)  # Wait before trying to reconnect
+            finally:
+                if self._ws:
+                    try:
+                        self._ws.close()
+                    except Exception:
+                        # No problem, we were getting rid of this object anyway.
+                        pass
+                    self._ws = None
+            if not self._stopped:
+                sleep(5)  # Wait before trying to reconnect
 
     def _ws_message_to_spot(self, b):
         """Convert a WS message received from the API into a spot. The exact message data (in bytes) is provided here so the