format_kline truncates K-line prices to 4 decimals regardless of exchange tick size

[z20251130]

Describe the bug

backend_api_python/app/data_sources/base.py format_kline rounds every OHLC price with round(float(x), 4). Exchange tick sizes are not a fixed 4 decimals: several Binance perpetual symbols trade at 5–6 decimal ticks (verified from fapi.binance.com/exchangeInfo):

symbol	PRICE_FILTER tickSize
TUT/USDT:USDT	0.0000100 (5 dp)
TAG/USDT:USDT	0.0000010 (6 dp)
JCT/USDT:USDT	0.0000010 (6 dp)
CYS/USDT:USDT / BEAT/USDT:USDT	0.0001000 (4 dp, unaffected)

So for low-priced symbols the persisted price loses 1–2 decimal places versus real quotes. Every consumer of get_kline — Strategy V2 backtests, indicators, AI features, charts — then works on prices that differ from the market. Price-threshold logic (e.g. breakout close > prior_high) fires on the wrong bars for these symbols.

Steps to reproduce

1. Fetch one bar via ccxt directly: exchange.fetch_ohlcv('TUT/USDT:USDT', '5m') → close 0.01038 (5 dp).
2. Fetch the same bar via DataSourceFactory.get_kline(market='Crypto', symbol='TUT/USDT', timeframe='5m', market_type='swap') → close 0.0104 (4 dp, rounded).
3. Run any Strategy V2 breakout backtest on a universe that includes low-priced perps; compare full-precision frames vs the rounded frames → different entry bars, trade counts, and per-symbol PnL.

Expected behavior

K-line prices should preserve the exchange's actual tick precision (or round to the per-symbol PRICE_FILTER.tickSize), not a fixed 4 decimals.

Deployment method

Docker Compose

Relevant logs

ccxt fetch_ohlcv('TUT/USDT:USDT','5m') 2026-02-25T16:10:00Z close=0.01038
get_kline TUT/USDT swap same bar            close=0.0104