Update Binance Data Structures#288
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Binance Spot WebSocket trade stream no longer documents fields 'b' and 'a' (buyer/seller order IDs). Reference: https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#trade-streams
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The futures `@bookTicker` payload carries `E` (event time) and `T` (transaction time) on the wire, but the spot `BookTickerEvent` struct that the futures stream was reusing didn't declare those fields, so serde silently dropped them. Downstream consumers had to fall back to `Utc::now()` for "when did this market event happen", which conflates wire/decode latency with exchange-side timing. Add a futures-specific `BookTickerEvent` in `futures::model` that carries both timestamps, and rewire `FuturesWebsocketEvent::BookTicker` / `FuturesEvents::BookTickerEvent` to use it. Spot's struct is untouched — the spot `@bookTicker` payload still doesn't carry exchange time. Equivalent to the BookTickerEvent slice of upstream PR ccxt#288 without the dependency/TradeEvent churn.
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Per futures documentation, event and book time exist on the data stream. Below I add optional elements so they are captured for futures streams. Let me know if you prefer I add this in a different way.
Also, I have removed buyer_order_id and seller_order_id on TradeEvent, which are no longer set by futures or spot feeds (https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#trade-streams)