UPDATE #2

public abstract Task<CallResult<UpdateSubscription>> SubscribeToTickerUpdatesAsync(string symbol, Action<DataEvent<FTXStreamTicker>> handler, CancellationToken ct = default(CancellationToken)) I wasn't able to call this method.

If you look at the signature of the method then you can see there is an extra input parameter called symbol. The SubscribeToAsync's methodSelector is unaware of this.

In order to support the call of SubscribeToTickerUpdatesAsync or SubscribeToTradeUpdatesAsync like this:

await SubscribeWithSymbolToAsync<FTXStreamTicker>(stream => stream.SubscribeToTickerUpdatesAsync, "Ticker", cancellationToken);
await SubscribeWithSymbolToAsync<IEnumerable<FTXTrade>>(stream => stream.SubscribeToTradeUpdatesAsync, "Trade", cancellationToken);

we need the following trick:

private async Task<UpdateSubscription?> SubscribeWithSymbolToAsync<T>(
    Func<IFTXSocketClientStreams, Func<string, Action<DataEvent<T>>, CancellationToken, Task<CallResult<UpdateSubscription>>>> methodSelector,
    string symbol, CancellationToken token)
{
    var asyncMethod = (Action<DataEvent<T>> handler, CancellationToken cToken) =>
        methodSelector(_socketClient.Streams)(symbol, handler, cToken);

    var subscription = await asyncMethod(data => _logger.LogInformation(symbol + ": {@Data}", data.Data), token);

    return SubscribeToEvents(subscription);
}

private async Task<UpdateSubscription?> SubscribeToAsync<T>(
    Func<IFTXSocketClientStreams, Func<Action<DataEvent<T>>, CancellationToken, Task<CallResult<UpdateSubscription>>>> methodSelector,
    Action<DataEvent<T>> handler, CancellationToken token)
{
    var asyncMethod = methodSelector(_socketClient.Streams);
    var subscription = await asyncMethod(handler, token);

    return SubscribeToEvents(subscription);
}

private UpdateSubscription SubscribeToEvents(CallResult<UpdateSubscription> subscription)
{
    if (!subscription.Success) return null;

    subscription.Data.ConnectionLost += () => _logger.LogError("Connection lost");
    subscription.Data.ConnectionRestored += _ => _logger.LogInformation("Connection restored");

    return subscription.Data;
}

• The SubscribeWithSymbolToAsync binds the symbol formal parameter of the methodSelector to the provided symbol parameter
  • In other words, we convert a Func<T1, T2, T3> to a Func<T2, T3> by supplying T1
• The SubscribeWithSymbolToAsync does not rely on SubscribeToAsync so I extract the common part
  • The SubscribeToEvents handles the event subscribtions

UPDATE #1

May you just change _logger.LogInformation(logPrefix +": {@Data}", data.Data) to something more generic?

private async Task<UpdateSubscription?> SubscribeToWithLoggingAsync<T>(
    Func<IFTXSocketClientStreams, Func<Action<DataEvent<T>>, CancellationToken, Task<CallResult<UpdateSubscription>>>> methodSelector,
    string logPrefix, CancellationToken token)
    => await SubscribeToAsync(methodSelector, data => _logger.LogInformation(logPrefix +": {@Data}", data.Data), token);

private async Task<UpdateSubscription?> SubscribeToAsync<T>(
    Func<IFTXSocketClientStreams, Func<Action<DataEvent<T>>, CancellationToken, Task<CallResult<UpdateSubscription>>>> methodSelector,
    Action<DataEvent<T>> handler, CancellationToken token)
{
    var asyncMethod = methodSelector(_socketClient.Streams);
    var subscription = await asyncMethod(handler, token);

    if (!subscription.Success) return null;

    subscription.Data.ConnectionLost += () => _logger.LogError("Connection lost");
    subscription.Data.ConnectionRestored += _ => _logger.LogInformation("Connection restored");

    return subscription.Data;
}

• The SubscribeToWithLoggingAsync is a specialized version of the more generic SubscribeToAsync
  • It specifies that the handler should perform some simple logging
• The SubscribeToAsync method's signature looks a bit terrifying now, but it is generic enough to be reused in multiple ways