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I was trying to adapt the current WebSocket implementation to fit my needs, and it was really painful, as it requires a good understanding of low-level event looping, concurrency, and so on. While the examples provide a good demonstration of how to connect to the WebSocket, running other code separately and/or disconnecting from channels is not as straightforward.
For users, it might be easier to structure the WebSocket in a separate thread, allowing them to easily add or remove channels according to their needs.
I have adapted your WebSocket client accordingly https://github.com/iurii2002/paradex-py/blob/main/paradex_py/api/ws_client.py
If this is something you might consider, I may create PR
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