As Pasta suggests, if you're going with friends, find out where they'd prefer to go.
They're both good but they're both ridiculously over-priced. Cosy Club is better - and cheaper too! Assuming that you're going into central Cardiff, you've got two to choose between:
https://cosyclub.co.uk/location/cardiff/
and
https://cosyclub.co.uk/location/cardiff-bay/
Whatever you decide to do though, remember to cancel any bookings that you don't need, ensuring that you do so as early as possible!