fix: Disable ccapi md provider if venue has empty symbols config

Previously, ccapi exchanges (e.g., binance) would subscribe to EVERYTHING if
symbols config was empty. There are way too many symbols for that.

src/app_sparkd/sparkd/md/ccapi/CCApiMarketDataProvider.cpp

@@ -7,6 +7,8 @@
 #include "spark/md/GeneralMarketDataListener.h"
 #include "spark/md/GeneralSecurityIndex.h"
 #include "spark/md/MDProducer.h"
+#include "spark/md/SymbolLoader.h"
+#include "spark/md/UserSymbol.h"
 #include "spark/persistence/IDGenerator.h"
 #include "sparkd/md/binance/BinanceSubscription.h"
 #include "sparkd/md/binance_us/BinanceUsSubscription.h"
@@ -82,9 +84,23 @@ CCApiMarketDataProvider::get_sources() {
           "CCApiMarketDataProvider::get_sources failed. Invalid config: {}",
           fmt::to_string(fmt::join(cfg_errs, "\n")));
    }
-
+   std::set<UserSymbol> syms;
+   auto is_venue_enabled = [&syms](api::domain::Venue venue) {
+      syms.clear();
+      SymbolLoader::load(syms, domain::SecurityCriteria::create({venue}));
+      if (syms.empty()) {
+         LOG(md, Warn,
+             R"([ccapi_md_pro_disabled.json]{{ "venue": "{}", "rsn": "No symbols config" }})",
+             venue);
+         return false;
+      }
+      return true;
+   };
    // Binance
    for (const auto &binance : cfg.binance()) {
+      if (!is_venue_enabled(api::domain::VENUE_BINANCE)) {
+         continue;
+      }
       me_->sources.emplace_back(
           api::domain::VENUE_BINANCE,
           std::make_shared<binance::BinanceSubscription>(
@@ -92,6 +108,9 @@ CCApiMarketDataProvider::get_sources() {
    }
    // Binance US
    for (const auto &binance_us : cfg.binance_us()) {
+      if (!is_venue_enabled(api::domain::VENUE_BINANCE_US)) {
+         continue;
+      }
       me_->sources.emplace_back(
           api::domain::VENUE_BINANCE_US,
           std::make_shared<binance_us::BinanceUsSubscription>(
@@ -99,6 +118,9 @@ CCApiMarketDataProvider::get_sources() {
    }
    // Binance USDS Futures
    for (const auto &binance_ufs : cfg.binance_usds_futures()) {
+      if (!is_venue_enabled(api::domain::VENUE_BINANCE_USDS_FUTURES)) {
+         continue;
+      }
       me_->sources.emplace_back(
           api::domain::VENUE_BINANCE_USDS_FUTURES,
           std::make_shared<
@@ -107,6 +129,9 @@ CCApiMarketDataProvider::get_sources() {
    }
    // Coinbase
    for (const auto &coinbase : cfg.coinbase()) {
+      if (!is_venue_enabled(api::domain::VENUE_COINBASE)) {
+         continue;
+      }
       me_->sources.emplace_back(
           api::domain::VENUE_COINBASE,
           std::make_shared<coinbase::CoinbaseSubscription>(
@@ -114,6 +139,9 @@ CCApiMarketDataProvider::get_sources() {
    }
    // Deribit
    for (const auto &deribit : cfg.deribit()) {
+      if (!is_venue_enabled(api::domain::VENUE_DERIBIT)) {
+         continue;
+      }
       me_->sources.emplace_back(
           api::domain::VENUE_DERIBIT,
           std::make_shared<deribit::DeribitSubscription>(
@@ -121,6 +149,9 @@ CCApiMarketDataProvider::get_sources() {
    }
    // FTX
    for (const auto &ftx : cfg.ftx()) {
+      if (!is_venue_enabled(api::domain::VENUE_FTX)) {
+         continue;
+      }
       me_->sources.emplace_back(
           api::domain::VENUE_FTX,
           std::make_shared<ftx::FTXSubscription>(
@@ -128,6 +159,9 @@ CCApiMarketDataProvider::get_sources() {
    }
    // Okx
    for (const auto &okx : cfg.okx()) {
+      if (!is_venue_enabled(api::domain::VENUE_OKX)) {
+         continue;
+      }
       me_->sources.emplace_back(
           api::domain::VENUE_OKX,
           std::make_shared<okx::OkxSubscription>(