Fixed send_data method for WebSocket

[P0W]

• The on_open method of underlying websocket object is already updated in connect method, not sure why currently send_data also updates it.

• The send_data method updates the on_open method of underlying websocket object, instead it should allow user to send data over websocket.

• This fix is needed to gracefully unsubscribe from the live stream feed, on an already existing websocket connection, after we create a payload from Request_Feed method