Your Router must be configured to use TLS. For an example see the config used by the test runner along with the TLS Router setup.
To connect a Client over TLS you must provide a connection URL using the wss
protocol and your Router probably will require you to provide a certificate for authorisation.
In [1]: from wampy.peers import Client
In [2]: client = Client(url="wss://...", cert_path="./...")