Chore/enhance market overview data

[fatemeh-i]

No description provided.

[Copilot]

Pull request overview

This PR enhances market overview data correctness and query efficiency across ticker and candle endpoints, plus adds a supporting DB index and tests.

Changes:

• Fixes ticker openTime/closeTime ordering when building PriceChange results (including REST proxy fallback).
• Adjusts candle query range calculation to request the latest limit intervals when bounds are missing, and refactors interval parsing/shift logic.
• Improves Postgres queries for ticker and candles (correct weighted average price, best bid/ask selection, and interval limiting), and adds a composite trades index.

Reviewed changes

Copilot reviewed 5 out of 5 changed files in this pull request and generated 2 comments.

Show a summary per file

File	Description
market/market-ports/market-persister-postgres/src/test/kotlin/co/nilin/opex/market/ports/postgres/impl/MarketQueryHandlerTest.kt	Adds tests for ticker time window ordering and candle bound fallback behavior.
market/market-ports/market-persister-postgres/src/main/resources/schema.sql	Adds (symbol, create_date) index to speed common trade lookups.
market/market-ports/market-persister-postgres/src/main/kotlin/co/nilin/opex/market/ports/postgres/impl/MarketQueryHandlerImpl.kt	Fixes ticker time window ordering and refactors candle time range derivation.
market/market-ports/market-persister-postgres/src/main/kotlin/co/nilin/opex/market/ports/postgres/dao/TradeRepository.kt	Corrects ticker aggregation math and improves candle query interval limiting/order.
api/api-ports/api-proxy-rest/src/main/kotlin/co/nilin/opex/api/ports/proxy/impl/MarketDataProxyImpl.kt	Fixes fallback PriceChange open/close time ordering.

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