"pip install websocket-client" <-- the client part might be actually important! (otherwise you'd get https://pypi.python.org/pypi/websocket/ )
Thanks for pointing this out, https://pypi.python.org/pypi/websocket-client/ is indeed the correct one.
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AttributeError: 'module' object has no attribute 'create_connection'
AttributeError: 'module' object has no attribute 'create_connection'
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