Websocket client with headers

I'm trying to create a websocket client that has an authorization header. It seems that a lot of the functionality of websockets has been moved out of the standard library, and I don't see much in the core. Any advice on how to proceed?

For reference, I'm trying to do the following in Deno, rather than by using websocat:
https://trading-api.readme.io/reference/introduction#connecting

Kalshi Developer Suite

Protocol overview Our websockets api is only served over an encrypted connection. There is a single endpoint to establish WS connections: wss://trading-api.kalshi.com/trade-api/ws/v2. We provide multiple channels of information over a single connection. So after establishing a WS connection, the cli...