Since there is no official package, this package (R client) will hopefully help the R traders in here. Please see and read the package vignette and licensing information before you start using this.
This is a third-party library and doesn't have any restrictions on using the code, based on the licensing for the repo. You can fork it and add Websockets feature to the same. You can go through documentation here.
We would be happy to assist you in writing the library.
We would be happy to assist you in writing the library.