Handle directory and live streams to catalog

[limx0]

Pull Request

Update convert_stream_to_data to allow converting live data and dir structure data types (trade_tick, orderbook_deltas).

Type of change

• Bug fix (non-breaking change which fixes an issue)

How has this change been tested?

Test added.

[codspeed-hq]

CodSpeed Performance Report

Merging #2153 will degrade performances by 36.92%

_{Comparing feat/convert_stream_to_data (ef5ce9a) with develop (b8b00ea)}

Summary

⚡ 1 improvements
❌ 1 regressions
✅ 50 untouched benchmarks

⚠️ Please fix the performance issues or acknowledge them on CodSpeed.

Benchmarks breakdown

	Benchmark	develop	feat/convert_stream_to_data	Change
⚡	test_order_denied_to_dict	42.2 µs	33.4 µs	+26.4%
❌	test_is_limit_filled	16.2 µs	25.7 µs	-36.92%