examples: migrate to the native data layer (drop ws/coder-websocket/jackson/jsonlite) (#316)

Stacked on #315 (the native Binance REST fetcher). Retarget to `main` once #315 merges.

Migrates the runnable examples off third-party data-I/O packages onto Wickra's
native data layer (`CandleReader`, `Resampler`, `BinanceFeed`, `fetch_*klines`).

## Third-party packages removed (the zero-dep selling point)
- **Node**: `ws` (live feed → BinanceFeed) — dropped from package.json + lockfile
- **Go**: `github.com/coder/websocket` — dropped from go.mod / go.sum (`go mod tidy`)
- **Java**: `jackson-databind` (live feed + REST fetch) — dropped from pom.xml
- **R**: `jsonlite` + `websocket` + `later` — dropped from the README notes

Each language's CSV loading now goes through `CandleReader`, manual resampling
through `Resampler`, the live feed through `BinanceFeed`, and (Java/R) the REST
download through the native fetcher.

## Verification
Ran the offline examples per language against the bundled data — backtest and
multi_timeframe produce identical output across Python / Node / Go / Java / R
(e.g. ATR(14) last 345.1010; 1h→5m resamples to 240 bars, →15m to 80 bars).

C# / C / WASM (stdlib-only, no third-party deps to remove) follow in this branch.

Note: the streaming `strategy_*` examples have pre-existing candle-indicator
runtime bugs (CI only syntax-smokes them); the CSV migration preserves their
shape and leaves those bugs for a separate fix.

examples/csharp/multi_timeframe/Program.cs

@@ -25,20 +25,26 @@ static Bar[] Resample(Bar[] source, int factor)
         return source;
     }
 
+    // Native Resampler: bucket by an absolute timeframe (the synthetic bars step
+    // 60_000 ms, so factor minutes == factor*60_000 ms). No hand-written bucketing.
+    using var r = new Resampler((long)factor * 60_000);
     var output = new List<Bar>();
-    for (var i = 0; i < source.Length; i += factor)
+    foreach (var b in source)
     {
-        var end = Math.Min(i + factor, source.Length);
-        double high = double.MinValue, low = double.MaxValue, volume = 0;
-        for (var j = i; j < end; j++)
+        var c = r.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp);
+        if (c is not null)
         {
-            high = Math.Max(high, source[j].High);
-            low = Math.Min(low, source[j].Low);
-            volume += source[j].Volume;
+            output.Add(ToBar(c.Value));
         }
+    }
 
-        output.Add(new Bar(source[i].Open, high, low, source[end - 1].Close, volume, source[i].Timestamp));
+    var last = r.Flush();
+    if (last is not null)
+    {
+        output.Add(ToBar(last.Value));
     }
 
     return output.ToArray();
 }
+
+static Bar ToBar(Candle c) => new(c.Open, c.High, c.Low, c.Close, c.Volume, (long)c.Timestamp);