Added optional delay after socket connection, added callback when reconnected socket to revitalize original request, fixed proxy setting socket

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -378,6 +378,9 @@ namespace CryptoExchange.Net
             if (!connectResult)
                 return new CallResult<bool>(connectResult.Error!);
 
+            if (Options.DelayAfterConnect != TimeSpan.Zero)
+                await Task.Delay(Options.DelayAfterConnect).ConfigureAwait(false);
+
             if (!authenticated || socket.Authenticated)
                 return new CallResult<bool>(true);
 
@@ -541,6 +544,16 @@ namespace CryptoExchange.Net
             return Task.FromResult<Uri?>(connection.ConnectionUri);
         }
 
+        /// <summary>
+        /// Update the original request to send when the connection is restored after disconnecting. Can be used to update an authentication token for example.
+        /// </summary>
+        /// <param name="request">The original request</param>
+        /// <returns></returns>
+        public virtual Task<CallResult<object>> RevitalizeRequestAsync(object request)
+        {
+            return Task.FromResult(new CallResult<object>(request));
+        }
+
         /// <summary>
         /// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
         /// </summary>