websocket: gracefully close connection

[HaraldNordgren]

Fixes #399.

[HaraldNordgren]

Ping @benjasper @benjaminjkraft

[benjaminjkraft]

Thanks!

[benjaminjkraft]

@HaraldNordgren it looks like there's a test flake possibly due to this?

[HaraldNordgren]

@benjaminjkraft Ouch, this is bad. If I just add this

diff --git a/internal/integration/integration_test.go b/internal/integration/integration_test.go
index 88e9238..99b6055 100644
--- a/internal/integration/integration_test.go
+++ b/internal/integration/integration_test.go
@@ -281,6 +281,7 @@ func TestSubscriptionClose(t *testing.T) {
 			require.NoError(t, err)
 
 			if tc.unsub {
+				time.Sleep(100 * time.Millisecond)
 				err = wsClient.Unsubscribe(subscriptionID)
 				require.NoError(t, err)
 			}

then it gets stuck every time.

[HaraldNordgren]

@benjaminjkraft Draft for possible fix: #407