Get Tradeprints

Return the most recent trades for one or more markets, sourced directly from the exchanges. Markets are fetched concurrently with a small semaphore (MAX_CONCURRENT_FETCHES) so a long input list never fans out into a thundering herd, and the result list preserves the input order. A failure on any single market becomes a not_found row with a message — the call as a whole does not 500.

Per-market lookup paths:

• Kalshi: GET /markets/trades?ticker=...&limit=...
• Polymarket: GET https://data-api.polymarket.com/trades?market=<token>&limit=... (both YES and NO legs are fetched and the NO leg is flipped into YES-price terms)

Trades are sorted newest-first within each market. Prices are normalised to 0-1.

Use this together with the /v1/ws/tradeprints WebSocket: hit this endpoint to backfill the tape on page load, then dedup live WS events by exchange_trade_id.