python websocket on_close function doesn't work

Question

I try to use the binance websocket but when i close the connection the function on_close() function is not called.

I have no idea why, can anyone explain?

def on_message(ws, message):
    print(message)
    ws.close()

def on_error(ws, error):
    print(error)

def on_close(ws, close_status_code, close_msg):
    print("### closed ###")

def on_open(ws):
    print("Opened connection")

if __name__ == "__main__":
    websocket.enableTrace(True)
    ws = websocket.WebSocketApp("wss://stream.binance.com:9443/ws/btcusdt@kline_1m",
                              on_open=on_open,
                              on_message=on_message,
                              on_error=on_error,
                              on_close=on_close
                              )

    ws.run_forever()