Give user an opportunity to handle exceptions occuring in websocket read_data

[byildiz]

This pull request resolves the problem of unhandled exceptions mentioned in #258 during reading data from websocket by giving user a way to handle exceptions. Now one can handle the exceptions in on_error callback e.g. firing a reconnect after a lost connection.

[MattGreeny]

👍 Looks great, yes please, this functionality would be really useful

[malvanos]

Please add this functionality. This is really important to detect connection errors.