Add header and anchor

Author: hollunder

doc/modules/http.websocket.md

@@ -53,14 +53,15 @@ The opcode `0x1` will be returned as `"text"` and `0x2` will be returned as `"bi
 
 Iterator over [`websocket:receive()`](#http.websocket:receive).
 
+#### Example {#http.websocket.each-example}
+
 ```lua
 local ws = websocket.new_from_uri("wss://echo.websocket.org")
 assert(ws:connect())
 
 for data, opcode in ws:each() do
 	print(data, opcode)
 end
-
 ```
 
 ### `websocket:send_frame(frame, timeout)` <!-- --> {#http.websocket:send_frame}