docs: fix documentation for websockets

[crooruhe]

Description

simple fix for proxy variable name, proxy is not defined but instead socketProxy is the correct variable name

Motivation and Context

was reading documentation and thought that this was an error

How has this been tested?

n/a

Types of changes

.md change

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)

Checklist:

• My change requires a change to the documentation.
• I have updated the documentation accordingly.

[chimurai]

Thanks!