diff --git a/CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs b/CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs
index 2da863d..dfce57c 100644
--- a/CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs
+++ b/CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs
@@ -212,9 +212,12 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public virtual void SetProxy(ApiProxy proxy)
         {
-            _socket.Options.Proxy = new WebProxy(proxy.Host, proxy.Port);
-            if (proxy.Login != null)
-                _socket.Options.Proxy.Credentials = new NetworkCredential(proxy.Login, proxy.Password);
+
+            _socket.Options.Proxy = new WebProxy
+            {
+                Address     = new Uri($"{proxy.Host}:{proxy.Port}"),
+                Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
+            };
         }
 
         /// <inheritdoc />