Add real-time data streaming support via WebSocket

[ARASH3280ARASH]

Summary

Enable the backtesting engine to consume live market data through WebSocket connections, bridging the gap between historical backtests and live paper-trading.

Technical Approach

• Create a streaming/ module with a WebSocketFeed class that connects to exchange WebSocket APIs (Binance, Bybit) and normalizes incoming ticks into the existing OHLCV bar format.
• Implement a ring-buffer based bar aggregator that constructs 1m/5m/1h bars from raw tick data in real time.
• Wire the live feed into the existing strategy execution loop so the same strategy code runs identically in backtest and live modes (event-driven architecture).
• Add connection resilience with automatic reconnection, heartbeat monitoring, and message sequence gap detection.
• Include a paper-trading mode that logs simulated fills against live prices without touching any exchange account.