Get a market's whole-life price history

Returns the market's price path across its whole trading life as fractional YES and NO cents: the virtual LMSR's implied probabilities over the receipt book (an opening point at creation, one point per receipt), then — once graduated — a synthesized handoff point where the venue pools were initialized at the pre-graduation closing price, followed by one point per indexed taker swap with the untouched outcome carried forward. The point shape is identical across the seam; graduatedAt is a chart annotation, not a phase marker on points. Histories are downsampled to a fixed ceiling, always keeping the opening and latest samples. Supersedes the venue-only read (repo ADR 0025).