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Venues all name things differently — BTCUSDT, BTC-USD, XBTUSD, tBTCUSD. You write it one way and SORY translates, which is why adding a venue is one string rather than a mapping table you maintain.

Spot

BASE/QUOTE

Perpetual swaps

BASE/QUOTE:SETTLE — the part after the colon is the settlement currency, which is what separates a linear contract from an inverse one.
BTC/USD and BTC/USD:USD are different instruments — the first is spot, the second a perpetual. This is the most common configuration mistake. SORY tells you at startup if a symbol is not listed on a venue.

Products

Dated futures and options need expiry and strike handling everywhere. SORY stays small instead.

Not every venue lists every pair

That is fine. SORY subscribes where the symbol exists and names the rest:
Nothing is silently missing. If a venue is not contributing, the book says so and why.