Fix Hyperliquid PyO3 order book depth subscriptions

[graceyangfan]

Summary

This PR fixes the Hyperliquid Python/PyO3 order book depth path so live strategies can receive venue level order counts (n) through OrderBookDepth10.bid_counts / ask_counts.

Before this change:

• Hyperliquid Rust parsing already preserved n
• Hyperliquid live Python client could subscribe to order book deltas
• Hyperliquid live Python client could not correctly subscribe to order book depth
• PyO3 strategies therefore could not access n

After this change:

• Hyperliquid subscribe_order_book_depth(...) works in the Python live client
• the PyO3 websocket binding routes snapshot subscriptions to the real depth10 runtime path
• live strategies receive OrderBookDepth10 with populated bid_counts / ask_counts

What changed

• Implemented Hyperliquid _subscribe_order_book_depth(...) and _unsubscribe_order_book_depth(...) in the Python live data client.
• Changed Hyperliquid PyO3 subscribe_book_snapshots(...) to call subscribe_book_depth10(...) instead of reusing subscribe_book(...).
• Added PyO3 unsubscribe_book_snapshots(...) and synced both .pyi surfaces.
• Added Hyperliquid integration regression coverage for depth subscribe / unsubscribe.

Why this approach

This keeps the fix adapter-local and consistent with existing Nautilus Trader design:

• no generic model changes
• no attempt to stuff Hyperliquid n into deltas
• preserve venue-specific level counts in the existing OrderBookDepth10.bid_counts / ask_counts surface

Reviewer notes

The important contract is:

1. Hyperliquid l2Book already carries n
2. Rust already parses n -> bid_counts/ask_counts
3. this PR restores the missing Python/PyO3 subscription lifecycle so strategies can actually receive it

The core files to review are:

• nautilus_trader/adapters/hyperliquid/data.py
• crates/adapters/hyperliquid/src/python/websocket.rs
• tests/integration_tests/adapters/hyperliquid/test_data.py

Validation

Ran successfully:

• python/generate_stubs.py
• PYO3_ONLY=1 BUILD_MODE=debug uv run --active --no-sync build.py
• pytest tests/integration_tests/adapters/hyperliquid/test_data.py
• pre-commit run --files crates/adapters/hyperliquid/src/python/websocket.rs nautilus_trader/adapters/hyperliquid/data.py nautilus_trader/core/nautilus_pyo3.pyi python/nautilus_trader/adapters/hyperliquid/__init__.pyi tests/integration_tests/adapters/hyperliquid/conftest.py tests/integration_tests/adapters/hyperliquid/test_data.py

Also verified with a live TradingNode + Strategy probe against a mock Hyperliquid websocket payload containing n:

• saw_deltas=True
• saw_depth=True
• bid_counts=[3, 2, 0, 0, 0, 0, 0, 0, 0, 0]
• ask_counts=[2, 3, 0, 0, 0, 0, 0, 0, 0, 0]

That confirms the strategy-facing PyO3 path now receives and correctly parses Hyperliquid n.

[cjdsellers]

Thank you once again @graceyangfan 👍