Add Polymarket Gamma API support for instrument loading

[DeirhX]

Pull Request

NautilusTrader prioritizes correctness and reliability, please follow existing patterns for validation and testing.

• I have reviewed the CONTRIBUTING.md and followed the established practices

Summary

Watching a large number (1000+) instruments currently gives us two options for initialisation:
a) fetch every instrument separately (1000+ API calls, too slow)
b) sequentially iterate over all historic markets (faster, however, there are currently 160K of them and growing)
None of these options are particularly efficient and future-proof. This PR introduces a third option - use the Gamma API to fetch the market list, which supports server-side filtering, and we can query only for active markets.

Note, however, that the Gamma API is different and has some caveats:

• while it provides generally more info, there is also some info missing compared to CLOB API (see https://github.com/nautechsystems/nautilus_trader/compare/develop...DeirhX:nautilus_trader:gamma-markets-fetch?expand=1#diff-f3e522a1717d998a4f7bf47355991413d6189a2263720f3eeeb0ecd3d42d7ed5R243). So far, I haven't see any use of the missing info
• it provides the data in a different format. Therefore, we have to normalize the data.
• since the raw output is different, referencing the raw output and expecting CLOB JSON will fail. So far, I haven't seen any use of that.
  Given that, this API gives us the opportunity to perform powerful server-side filtering without having to iterate through an increasingly larger list of (mostly dead) markets. However, since it's not without caveats, I've implemented it as an opt-in functionality and haven't changed the default one, which will still use the CLOB API.

Related Issues/PRs

Together with #3140 and (coming soon) enables Nautilus to work on thousands of polymarket subscriptions

Type of change

• Bug fix (non-breaking)
• New feature (non-breaking)
• Improvement (non-breaking)
• Breaking change (impacts existing behavior)
• Documentation update
• Maintenance / chore

Breaking change details (if applicable)

None

Testing

I verified that the output is parsed into the fields returned by the CLOB API if we have them. This alternative is activated using use_gamma_markets = True, so it should not affect existing behaviour. I leave it up to you to change the defaults if this proves to be both useful and safe (one disadvantage I know of - Gamma API doesn't report on fees, however, we know they are zero for now. Unless they become market-dependent, we can get away with updating a constant here).

[CLAassistant]

All committers have signed the CLA.

[odobias]

I see the assertion comparison is probably not by value, will fix it tomorrow.

[cjdsellers]

Thanks for your work on this @DeirhX 🙏

[DeirhX]

Thanks for the suggestions, hopefully I addressed them.

[cjdsellers]

@DeirhX I just followed up with this to filter specific tokens.

Let me know if it causes and issues for you and I'll fix it up.