Trading-strategy

- Update: Having pd.MultiIndex instead of per-pair pd.DateTimeIndex on candles slows down price access on backtesting considerably
- Update: Binance progress bar now shows individual progress for each pair when there are less than 5 pairs

- Update `fetch_all_spot_symbols` API call to Binance
- Add: `LendingReserveUniverse.limit_to_protocol()`
- Fix: If there is an API key error when saving exchange universe, abort the operation with an exception

- Add support for Aave v2 dataset

- Change `pyarrow` schemas of `Candle` and `XYLiquidity`to use double precision (float64) instead of float32
- Add `GroupedCandleUniverse(forward_fill)` option to the constructor
- Add `PandasPairUniverse.iterate_tokens()`
- Add `get_prior_timestamp(series: pd.Series, ts: pd.Timestamp)` as a separate utility function
- Add `resample_candles(shift)` argument
- Add `format_price(decimals)` argument
- Add `Universe.get_default_chain()` method
- Add `resample_price_series()` function
- Fix Binance data using local timezone
- Fix Binance multipair data resampling not working correctly

- Add `remove_zero_candles()` function
- Add `DEXPair.exchange_name` is set if `PandasPairUniverse(exchange_universe)` is given
- Add `ChainId.centralised_exchange = -1` id that is used now for Binance loaded data

- Add fee argument to `generate_pairs_for_binance()`