Kucoin: Changes default subscription channel for tickers and orderbooks

[shazbert]

PR Description

• ~~There was a lag process involving numerous outbound subscriptions, this helps alleviate that by batching calls [spot only]~~ This was done in a PR that was merged first and it was much better than this. 🚀
• ~~This also brings subscription errors to the surface~~ Not needed anymore
• Changes default subscription channel for spot tickers marketTickerChannel to marketAllTickersChannel as this is counted as one subscription and allows more potential subscriptions to occur for orderbooks.
• Changes default subscription channel for spot orderbooks marketOrderbookLevel2Channels to marketOrderbookLevel2to5Channel so as to not send subsequent REST requests to build books. This has a limitation of not being real time (ms latency not defined anyway) to 100ms.
• optimise listOfAssetsCurrencyPairEnabledFor and refactor caller usage
• Fix handling of orderbook depth 5 && 20 orderbook snapshots (REST request not needed)
• Fixes issue where there is a deadlock when there is a slow subscriber when all pairs enabled. 211aa6f

Notes:

• ~~This is only for SPOT~~
• There is a subscription limit per connection at ~300

Type of change

Please delete options that are not relevant and add an x in [] as item is complete.

• [x] Bug fix (non-breaking change which fixes an issue)
• [x] New feature (non-breaking change which adds functionality)
• [ ] Breaking change (fix or feature that would cause existing functionality to not work as expected)
• [ ] This change requires a documentation update

How has this been tested

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration and also consider improving test coverage whilst working on a certain feature or package.

• [ ] go test ./... -race
• [ ] golangci-lint run
• [ ] Test X

Checklist

• [ ] My code follows the style guidelines of this project
• [ ] I have performed a self-review of my own code
• [ ] I have commented my code, particularly in hard-to-understand areas
• [ ] I have made corresponding changes to the documentation and regenerated documentation via the documentation tool
• [ ] My changes generate no new warnings
• [ ] I have added tests that prove my fix is effective or that my feature works
• [ ] New and existing unit tests pass locally and on Github Actions/AppVeyor with my changes
• [ ] Any dependent changes have been merged and published in downstream modules

[shazbert]

I shall mergerino

[codecov[bot]]

Codecov Report

Attention: Patch coverage is 57.33333% with 64 lines in your changes are missing coverage. Please review.

Project coverage is 35.86%. Comparing base (954aa02) to head (023e150).

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1371      +/-   ##
==========================================
- Coverage   35.87%   35.86%   -0.01%     
==========================================
  Files         411      411              
  Lines      177444   177488      +44     
==========================================
+ Hits        63651    63661      +10     
- Misses     106029   106048      +19     
- Partials     7764     7779      +15     

Files	Coverage Δ
exchanges/gateio/gateio_wrapper.go	38.67% <ø> (+0.05%)	:arrow_up:
exchanges/kucoin/kucoin_futures.go	23.25% <100.00%> (-0.14%)	:arrow_down:
exchanges/kucoin/kucoin_types.go	60.86% <ø> (ø)
engine/websocketroutine_manager.go	51.96% <0.00%> (ø)
exchanges/kucoin/kucoin_wrapper.go	34.95% <82.35%> (+0.04%)	:arrow_up:
exchanges/kucoin/kucoin_websocket.go	54.26% <51.63%> (-2.49%)	:arrow_down:

... and 9 files with indirect coverage changes