Custom WebSocketClients require manual stop

[IGJoshua]

After working with the websockets for a while, I noticed that in order to create a websocket with an adequate buffer size, I have to manually create a websocket client (or use the provided client function from gniazdo), but when I close the websocket, that client isn't stopped. That may be intended behavior, but the result is that it keeps applications alive after all other non-daemon threads have stopped, and it's difficult to determine the reason because it's not mentioned in the documentation.

I'd love to see the documentation related to the client function specify that the client must have .stop called on it in order to exit the application.

[jstepien]

Hey, thanks for filing the issue. I'd be happy to merge a patch adjusting the documentation as you outlined.