Candles HLOC Data (backport #1887)

[mergify]

Changelist

• Add two fields to the to Candles DB object (orderbookMidPriceOpen & orderbookMidPriceClose)
• Add function to get the mid price from the orderbook cache
• Track the orderbookMidPriceOpen & Close at the start and end of each candle period
• Return the new fields in the API and Websocket responses

Test Plan
Tested manually through WS requests and API

Summary by CodeRabbit

• New Features

  • Introduced properties for orderbookMidPriceOpen and orderbookMidPriceClose in the candle data structure, enhancing market data tracking.
  • Added functionality to the candle generation tests to validate order book mid-price calculations and updates.
  • Implemented a migration script to add mid-price columns to the candles table in the database.
  • Enhanced the testing suite for the orderbookLevelsCache module to include mid-price calculation validation.
  • Introduced a new function to calculate the mid-price of an order book, improving data retrieval for users.

• Bug Fixes

  • Improved test coverage for candle generation logic related to order book interactions, ensuring accurate price handling.

• Documentation

  • Updated API documentation to reflect new mid-price fields in responses, enhancing market condition insights for users.
  • Modified Swagger documentation to include new fields for mid-prices, ensuring clarity for API consumers.

---

This is an automatic backport of pull request #1887 done by [Mergify](https://mergify.com).

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