Support WebSockets on Linux

[roncain]

WebSockets does not yet work on Linux because the implementation of WebSockets.Client is currently only a stub. Issue https://github.com/dotnet/corefx/issues/2486 tracks implementing it. Once fixed, we need to remove [ActiveIssue] from any tests assigned to this current issue.

[roncain]

Note: this issue is referenced in several [ActiveIssue] attributes in tests. Please don't close it without also modifying those [ActiveIssues].

[mconnew]

This is blocked by dotnet/corefx#9985. The tests appear to succeed, the issue is with closing the WebSocket.