fix: restore account trades legacy timestamp parsing

[cesarenaldi]

Summary

• move listAccountTrades() back to legacy /data/trades
• restore legacy account-trade response bindings for asset_id, market, nested maker-order asset_id, and cursor pagination
• parse legacy match_time and last_update epoch-seconds values correctly
• add shared EpochLikeToIsoDateTimeStringSchema and reuse it for account trades and builder trades
• update the existing changeset to describe the legacy endpoint timestamp fix

Fixes #76

Verification

• pnpm test:bindings
• pnpm test:client
• pnpm lint
• pnpm typecheck
• pnpm --filter @polymarket/types build && pnpm --filter @polymarket/bindings build

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Note

Medium Risk
Changes the live CLOB route and response parsing for account trades; wrong assumptions would break listing or mis-parse trade times, but scope is limited to that API surface.

Overview
listAccountTrades() again calls the legacy GET /data/trades API with next_cursor pagination (aligned with open orders), replacing the unified /v1/account/trades offset-based flow.

Bindings now expect the legacy trade payload: asset_id / market, nested maker orders on asset_id, and cursor pages via createCursorPageSchema. match_time and last_update use a new EpochLikeToIsoDateTimeStringSchema so epoch-seconds strings (and millisecond values) normalize to ISO datetimes; builder matchTime shares that schema. Tests cover second-granularity timestamp strings.

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