Binance historical data

[goodboy]

Ties in with the work in #93 and #132.

Turns out they do offer approx 6 months worth of trades data:

• landing page: https://www.binance.com/en/landing/data
• download scripts: https://github.com/binance/binance-public-data/
  • cli docs: https://github.com/binance/binance-public-data/tree/master/python
  • issue list shows some data discrepancies
• example zipped btcusdt per month bundles: https://data.binance.vision/?prefix=data/spot/monthly/trades/BTCUSDT/
• equivalent api endpoint: https://binance-docs.github.io/apidocs/spot/en/#old-trade-lookup-market_data

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TODO

• [ ] get trades data for all symbols into marketstore using a parallelized actor tree
• [ ] ensure aggregator works on TICK data as is supposed to be worked out in #93
• [ ] see if we can find historical L1?

[goodboy]

Oh, btw #305 adds the framing to get large OHLCV data sets loaded.

I think we should use that to help drive (historical) tick ingest.