As in code example from Node.js from here connectionId is used to manage WebSocket sessions:

exports.handler = function(event, context, callback) {
var deleteParams = {
    TableName: process.env.TABLE_NAME,
    Key: {
     connectionId: { S: event.requestContext.connectionId }
    }
};

Meanwhile Java class com.amazonaws.services.lambda.runtime.events.APIGatewayProxyRequestEvent.ProxyRequestContext doesn't have such field.