Python-binance wrapper ConnectionClosedError: code = 1006

Question

I wrote a program to get the latest candles from binance websocket using python-binance. Everything works fine, except it gives me this error after long testing hours (I got it 1 time during yesterdays night test and 4 time today in approx 8 hours:

ERROR:asyncio:Task was destroyed but it is pending!
task: <Task pending name='Task-3596198' coro=<ReconnectingWebsocket._read_loop() running at /home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/binance/streams.py:128> wait_for=<Future finished result=None>>
ERROR:asyncio:Task exception was never retrieved
future: <Task finished name='Task-3606677' coro=<WebSocketCommonProtocol.recv() done, defined at /home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/websockets/legacy/protocol.py:360> exception=ConnectionClosedError('code = 1006 (connection closed abnormally [internal]), no reason')>
Traceback (most recent call last):
  File "/home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/websockets/legacy/protocol.py", line 750, in transfer_data
    message = await self.read_message()
  File "/home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/websockets/legacy/protocol.py", line 819, in read_message
    frame = await self.read_data_frame(max_size=self.max_size)
  File "/home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/websockets/legacy/protocol.py", line 895, in read_data_frame
    frame = await self.read_frame(max_size)
  File "/home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/websockets/legacy/protocol.py", line 971, in read_frame
    frame = await Frame.read(
  File "/home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/websockets/legacy/framing.py", line 55, in read
    data = await reader(2)
  File "/usr/lib/python3.8/asyncio/streams.py", line 723, in readexactly
    await self._wait_for_data('readexactly')
  File "/usr/lib/python3.8/asyncio/streams.py", line 517, in _wait_for_data
    await self._waiter
asyncio.exceptions.CancelledError

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
  File "/home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/websockets/legacy/protocol.py", line 421, in recv
    await self.ensure_open()
  File "/home/renato/PycharmProjects/Trading_bot/venv/lib/python3.8/site-packages/websockets/legacy/protocol.py", line 735, in ensure_open
    raise self.connection_closed_exc()
websockets.exceptions.ConnectionClosedError: code = 1006 (connection closed abnormally [internal]), no reason

I have a loop to check if the sockets are receiving data as they should and reconnect if there is no new data in x seconds. The strange thing that everything works just fine after the error, no reconnect and it looks like I get the data.

I tried to catch the error using try where I call the python-binance wrapper to make sure I could reconnect when it happens, but it does not work.

The script where I call the wrapper:

    try:
        twm = ThreadedWebsocketManager()
        twm.start()
        ctime = current_time_millis() + 5
        twm.start_kline_socket(process_kline_data, market, interval[0])
        print(interval[0], market,"kline has been started")
    except Exception as e:
        print(e, "THIS IS THE Kline ticket", market, interval)
    else:
        kline_streams.append([market, interval[0], twm, ctime])
        kline_to_send[market] = {}

I realized that I can not catch the error because it is threaded.

Is there a way to catch the error without going deep in modifying the wrapper?