In order to connect to Coinbase WebSocket API, just create a new Coinbase API client and attach to TsgcWebSocketClient. See below an example:
TsgcWebSocketClient oClient = new TsgcWebSocketClient();
TsgcWSAPI_Coinbase oCoinbase = new TsgcWSAPI_Coinbase();
oCoinbase.Client = oClient;
oClient.Active = true;