feat(market-data): add bar continuity prefill and recovery

[LimiNode]

Summary

• Add configurable bar continuity modes: live-only, prefill, and prefill with recovery.
• Prefill historical bars, buffer live batches during prefill, and transition into the live stream.
• Detect timestamp gaps, request bounded backfill, merge multiple gaps, and route continuity status per subscription.
• Track every accepted history operation independently from route entries so shutdown cannot complete before late history callbacks are observed.
• Validate returned history metadata against the subscribed type, symbol, and timeframe before delivery or timestamp updates.
• Add focused regressions for deferred/failed history during shutdown, foreign-stream history responses, and inclusive prefill ranges.
• Run the continuity test and example explicitly in both Ubuntu and Windows smoke workflows.
• Add synchronized EN/RU documentation and publish final non-tradable condition snapshots during TradingConditionManager shutdown.

Verification

• market_data_continuity_test: 11/11 (MinGW)
• market_data_router_test: 21/21 (MinGW)
• market_data_subscription_contract_test: 22/22 (MinGW)
• market_data_continuity_example: passed
• git diff --check: passed

The full intrade_bar_api_response_test was not built locally because the local build-libs artifacts are stale: mdbx-containers is missing ValueTable.hpp and the local kurlyk lacks the expected HttpRateLimitHandlePtr API. The continuity changes are covered by the focused tests and example.

Follow-ups

• Add a generic tick-history provider contract when a provider can support it.
• Consider provider-aware retry/backoff, sequence validation, deduplication policy, metrics, and CMake package/export integration.