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Subscribing to new block headers using python (web3py)

I am looking for a subscribe function in web3py like the one implemented in web3js:

web3.eth.subscribe('newBlockHeaders' [, callback]); 

As there currently is no implementation of it in web3py, has anyone an idea on a possible implementation or some resources on it?

Subscribing to new block headers using python (web3py)

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