Hftbacktest

**Fixed**
Fixed data conversion errors in the Rust experimental implementation.
Changed ceil to floor to adopt a more conservative approach for calculating executed quantity in the PartialFillExchange model.

**Added**
Implemented timestamp unit conversion in data utilities.
Enabled support for regular stream conversion for Binance Futures feed data. (Previously, only combined stream was supported.)

**Fixed**
Fixed cancellable condition (PARTIALLY_FILLED).

**Added**
Simplified data validation logic in data utils.
Added a new format conversion to support Rust implementation.

**Fixed**
Fixed a issue where Tardis data converter cannot handle unordered `local_timestamp`.
Fixed a potential problem where `IntpOrderLatency` returns an incorrect value.

**Added**
Added an option to retrieve equity without DateTime conversion.
Updated `difforderbooksnapshot` to provide detailed update flags.

**Fixed**
Fixed a problem where a snapshot exists only for one side. 56

**Fixed**
Removed the redundant loop used to find the frontmost timestamp.

**Added**
Added `PowerProbQueueModel`, `ProbQueueModel2`, `LogProbQueueModel2`, `ProbQueueModel3` and `PowerProbQueueModel3` to support different probability profiles.
42 Added a utility to convert continuous order book snapshot data into market-by-price data that can be processed by hftbacktest.

**Fixed**
44 Fix bugs regarding `PartialFillExchange`.
48 Fix order sequence error due to delays.