[Databento] Add fixed-interval batching for subscriptions and HTTP requests

[shzhng]

Summary

Implement a fixed-interval batching mechanism in the Databento data client to handle rate limiting (3 requests/second). The batcher automatically groups individual subscription/request calls and flushes them at fixed intervals.

Key insight: By batching at the data client level, we remove the need for actors to explicitly batch via params. The rate limiting concern is fully encapsulated.

Important distinction: This is NOT debouncing (where the timer resets on each new item). This is fixed-interval batching - a timer starts on the first item, and ALL items accumulated during that interval are flushed together when the timer fires.

Proposed Config Options

subscription_batch_interval_ms: int | None = 300  # Live subscriptions
http_request_batch_interval_ms: int | None = 300  # HTTP requests

Architecture

Actor/Strategy
    │
    │  Individual calls (no batching needed)
    ▼
┌─────────────────────────────────────────────────────────────┐
│                    DatabentoDataClient                       │
│                                                              │
│  _subscribe_quote_ticks(instrument_id)                      │
│  _subscribe_trade_ticks(instrument_id)                      │
│  _request_quote_ticks(instrument_id)                        │
│           │                                                  │
│           ▼                                                  │
│  ┌─────────────────────────┐  ┌─────────────────────────┐   │
│  │ SubscriptionBatcher     │  │  HttpRequestBatcher     │   │
│  │                         │  │                         │   │
│  │ Collects by:            │  │ Collects by:            │   │
│  │   (dataset, schema)     │  │   (dataset, endpoint,   │   │
│  │                         │  │    schema, start, end)  │   │
│  │ After 300ms, batches    │  │                         │   │
│  │ into single call        │  │ After 300ms, batches    │   │
│  └───────────┬─────────────┘  └───────────┬─────────────┘   │
│              │                             │                 │
│              ▼                             ▼                 │
│     live_client.subscribe()      http_client.get_range_*()  │
│     (all instrument_ids)         (all instrument_ids)       │
│                                                              │
└─────────────────────────────────────────────────────────────┘

Methods to Update

Live Subscriptions:

• _subscribe_quote_ticks
• _subscribe_trade_ticks
• _subscribe_bars
• _subscribe_instrument_status

HTTP Requests:

• _request_quote_ticks
• _request_trade_ticks
• _request_bars

Benefits

1. Simpler actor code - no need to batch via params
2. Rate limiting encapsulated - data client handles it transparently
3. Cleaner data client code - single instrument per method call
4. Configurable - can disable batching if not needed

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Note: I'm actively working on this feature. Implementation is in progress.