OKX: Fix authenticated websocket blocking during login (#1174)

The channels for the ws multiplexer weren't made;
so any interaction with it would block.
Tests passed because they invasively setup the multiplexer.

There are quite a few architectural risks with this implementation
pattern, such as leaking an uncancellable goro in a for-select loop.
Ideally WsConnect should take a cancellable context and any selects
should watch for ctx.Done()

That's a very invasive and pervasive change though, so this fix is as minimal and
atomic as possible.
Will consider opening a PR for cancellable context or improving this
multiplexer pattern.

exchanges/okx/okx_test.go

@@ -48,12 +48,6 @@ func TestMain(m *testing.M) {
 	exchCfg.API.Credentials.Key = apiKey
 	exchCfg.API.Credentials.Secret = apiSecret
 	exchCfg.API.Credentials.ClientID = passphrase
-	ok.WsResponseMultiplexer = wsRequestDataChannelsMultiplexer{
-		WsResponseChannelsMap: make(map[string]*wsRequestInfo),
-		Register:              make(chan *wsRequestInfo),
-		Unregister:            make(chan string),
-		Message:               make(chan *wsIncomingData),
-	}
 	ok.SetDefaults()
 	if apiKey != "" && apiSecret != "" && passphrase != "" {
 		exchCfg.API.AuthenticatedSupport = true

exchanges/okx/okx_wrapper.go

@@ -192,6 +192,13 @@ func (ok *Okx) Setup(exch *config.Exchange) error {
 		return err
 	}
 
+	ok.WsResponseMultiplexer = wsRequestDataChannelsMultiplexer{
+		WsResponseChannelsMap: make(map[string]*wsRequestInfo),
+		Register:              make(chan *wsRequestInfo),
+		Unregister:            make(chan string),
+		Message:               make(chan *wsIncomingData),
+	}
+
 	wsRunningEndpoint, err := ok.API.Endpoints.GetURL(exchange.WebsocketSpot)
 	if err != nil {
 		return err