Daily market cross-section (all HL markets for one date)

Returns the daily OHLCV + quote turnover for every HL market on `date` — the main-dex perp universe, every HIP-3 / builder-dex contract (`xyz:NVDA`, `flx:OIL`, …), and spot pairs (YYYYMMDD or YYYY-MM-DD, UTC). Only complete days are returned. Optional `market` filters to `perp` or `spot`. Unknown / in-progress date → empty `snapshots`. Sources differ by market (HL has no candles for most spot markets): perp = 5m candle aggregation (historical); spot = hourly ctx sampling (forward-only, starts at deploy) with exact day-boundary turnover + `marketCap`. See the `source` field.