exchanges/websocket: Improve log output

[thrasher-]

New Issue

Context

With multi-conn support, URL is empty:

[DEBUG] | EXCHANGE | 26/11/2024 10:58:59 | Set GateIO 'Subscriptions' to ticker, candles, orderbook, spot.balances, spot.cross_balances, spot.margin_balances
[DEBUG] | EXCHANGE | 26/11/2024 10:58:59 | GateIO Websocket: Enabled. (url: )

When multiple assets are disabled but one is enabled (e.g just futures enabled), we get this misleading output:

[WARN]  | WEBSOCKET | 26/11/2024 10:59:02 | GateIO websocket: no subscriptions generated