Added exception event on socket subscription

CryptoExchange.Net/SocketClient.cs

@@ -158,6 +158,7 @@ namespace CryptoExchange.Net
             catch(Exception ex)
             {
                 log.Write(LogVerbosity.Error, $"Socket {subscription.Socket.Id} Exception during message processing\r\nProcessor: {currentHandlerName}\r\nException: {ex}\r\nData: {data}");
+                subscription.InvokeExceptionHandler(ex);
             }
         }
 

CryptoExchange.Net/Sockets/SocketSubscription.cs

@@ -12,6 +12,7 @@ namespace CryptoExchange.Net.Sockets
     {
         public event Action ConnectionLost;
         public event Action<TimeSpan> ConnectionRestored;
+        public event Action<Exception> Exception;
 
         /// <summary>
         /// Message handlers for this subscription. Should return true if the message is handled and should not be distributed to the other handlers
@@ -145,6 +146,11 @@ namespace CryptoExchange.Net.Sockets
             }
         }
 
+        public void InvokeExceptionHandler(Exception e)
+        {
+            Exception(e);
+        }
+
         public async Task Close()
         {
             Socket.ShouldReconnect = false;

CryptoExchange.Net/Sockets/UpdateSubscription.cs

@@ -25,6 +25,15 @@ namespace CryptoExchange.Net.Sockets
             remove => subscription.ConnectionRestored -= value;
         }
 
+        /// <summary>
+        /// Event when an exception happened
+        /// </summary>
+        public event Action<Exception> Exception
+        {
+            add => subscription.Exception += value;
+            remove => subscription.Exception -= value;
+        }
+
         /// <summary>
         /// The id of the socket
         /// </summary>