Here are some changes I needed, I think for SSL renegotiation. I wasn't able to find much about non-blocking sockets with SSL, so hopefully someone can confirm if I did this right.

#!/usr/bin/perl
use strict;
use warnings;

use IO::Socket::SSL;
use IO::Framed;
use IO::Select;
use Net::WebSocket::Frame::text;
use Net::WebSocket::Parser;
use Net::WebSocket::Endpoint::Client;
use Net::WebSocket::Handshake::Client ();
use Net::WebSocket::HTTP_R ();
use HTTP::Response;
use JSON::XS;
use Data::Dumper;
use Time::HiRes qw(time usleep);

my @prods = qw(BTC-USD LTC-USD ETH-USD);
my $host = 'ws-feed.gdax.com';
my $wssurl = "wss://$host/";
my $port = 443;

my $inet = IO::Socket::SSL->new("$host:$port")
    or die "failed connect or ssl handshake: $!\n$SSL_ERROR";
my $handshake = Net::WebSocket::Handshake::Client->new(
    uri => $wssurl
);
print "REQ HEADERS:\n".$handshake->to_string()."\n";
syswrite $inet, $handshake->to_string() or die $!;
my $buffer = '';
my $cnt = 0;
my $line = <$inet>;
while ($line ne "\r\n") {
    $buffer .= $line;
    $line = <$inet>;
}
print "RESP HEADERS:\n$buffer\n";
my $resp = HTTP::Response->parse($buffer);
Net::WebSocket::HTTP_R::handshake_consume_response( $handshake, $resp 
+);

my $subscribe = {
    type => 'subscribe',
    product_ids => \@prods,
    channels => ['full']
};
my $payload = encode_json($subscribe);
print $payload."\n";
syswrite(
    $inet,
    Net::WebSocket::Frame::text->new(
        payload => $payload,
        mask => Net::WebSocket::Mask::create(),
    )->to_bytes()
);

#See below about IO::Framed
my $iof = IO::Framed->new($inet);

$iof->allow_empty_read();
my $parser = Net::WebSocket::Parser->new( $iof );
my $ept = Net::WebSocket::Endpoint::Client->new(
    parser => $parser,
    out => $iof,
);

$inet->blocking(0);
my $sel = IO::Select->new($inet);
my $lastseq;
my $seq;
while(1) {
    $sel->can_read();
    my $frame = $ept->get_next_message();
    if($frame) {
        # we are catching up
        $frame = $frame->get_payload();
        load_frame($frame);
    }
    elsif($seq == $lastseq) {
        # no new data since last iteration
        if($inet->connected()) {
            next if $SSL_ERROR == SSL_WANT_READ;
            if ( $SSL_ERROR == SSL_WANT_WRITE ) {
                # SSL renegotiation
                $sel->can_write;
                next;
            }
            # wait for more data
            usleep(100000);
        }
        else {
            die("WebSocket connection lost!");
        }
    }
    else {
        # we are caught up
        somethinghard();
        # catch up again
    }
}

sub somethinghard {
    print "something hard\n";
    sleep 1;
}

sub load_frame {
    my ($frame) = @_;
    my $data = decode_json($frame);
    $lastseq = $seq;
    $seq = $$data{'sequence'};
    print Dumper($data);
}
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