[java] JdkHttpClient - Close all websockets before shutting down the executor

[joerg1985]

Description

This PR will change the following things:

• Close all websockets not only the last created
• Close the websockets before shutting down the executor, to avoid JDK-8277969
• close() can be called multiple times, like the javadoc of Closeable is demanding

Motivation and Context

Should help with #11868

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist

• I have read the contributing document.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have added tests to cover my changes.
• All new and existing tests passed.

[diemol]

Thank you for this PR!

I think this makes sense. But I do not understand how we are closing the underlyingSocket one, or how the close method is actually closing it. Probably I am missing something.

[joerg1985]

@diemol sending the close message initiates an orderly closure of the websocket.
from the javadoc: The sendClose method does not close this WebSocket's input. It merely closes this WebSocket's output by sending a Close message.