SlackClient Python RTM not capturing messages

I want to write a simple slack bot, which responds a given string to @ mentions, however I am not able to make the official documentation code to work.

I gave all OAuth permission to the bot and have the following code:

from slack import RTMClient

@RTMClient.run_on(event="message")
def gravity_bot(**payload):
    data = payload['data']
    print(data.get('text'))

try:
    rtm_client = RTMClient(
        token="my_token_auth_code",
        connect_method='rtm.start'
    )
    print("Bot is up and running!")
    rtm_client.start()
except Exception as err:
    print(err)

I think the connection is established, as the "Bot is up and running" message appears, however on the slack channel to bot seems to be offline, also I am not able to get any response in the terminal, not for direct messages, not for channel messages even after inviting the bot to given channels.

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