Gremlin.Net currently just creates instances of the ClientWebSocket class with default options. That is probably appropriate for most users but it makes it impossible to change the config and use certain features like client certificates or proxy settings.
We could simply allow users to provide a ClientWebSocketOptions object. Since it's part of .NET Standard (and not a 3rd party library) it shouldn't be a problem to expose this type. This would also have the nice advantage that users could immediately use new options like the RemoteCertificateValidationCallback that was just added in .NET Core 2.1.