feat: discrete swap fee accounting

[parketh]

Summary

This PR updates the swap fee accounting approach used by Solvers. Under the old architecture, swap fees are aggregated along with other pool deposits. This accounting approach is simple, but introduces three limitations:

1. fee APYs become hard to estimate
2. relatedly, it is hard to attribute fee earnings to individual pool depositors
3. as fees are charged (implicitly) via a spread in the virtual liquidity position, LPs of higher-spread pools are unfairly penalised because the higher spread is results in lower liquidity concentration (and STRK rewards)

Updates

This PR adds explicit swap fee balances to each Solver market to more accurately track accrued swap fees. To account for the different fee balances accrued by depositors over time, we introduce a new 'fee per share' accumulator variable, similar to the fee factor used in our core AMM implementation (or Uniswap V3's seconds per liquidity).

This also results in a number of consequential changes to the contract interfaces and emitted events, which we have updated documentation for.

Testing

scarb build
snforge test --max-n-steps 4294967295