In order to connect to FTX WebSocket API, just create a new FTX API client and attach to TsgcWebSocketClient.
See below an example:
TsgcWebSocketClient oClient = new TsgcWebSocketClient();
TsgcWSAPI_FTX oFTX= new TsgcWSAPI_FTX();
oFTX->Client = oClient;
oClient->Active = true;