Calculate swap fee against cross price rather than par value

[naddison36]

Summary

Fixes buy-side swap fee accrual so fees are bounded by the economic gain recognized in totalAssets().

Previously, _accrueSwapFee calculated fees from the discount to par:

PRICE_SCALE - buyPrice

but base inventory is valued in NAV at crossPrice. When crossPrice < PRICE_SCALE, this could allow accrued swap fees to exceed the actual NAV gain from buying base assets, causing LP value to be transferred to the feeCollector through buy/sell round trips.

This PR changes fee accrual to use the recognized NAV spread:

crossPrice - buyPrice

Changes

• Pass crossPrice into _accrueSwapFee.
• Calculate buy-side swap fees from crossPrice - buyPrice instead of PRICE_SCALE - buyPrice.
• Keep existing swap pricing and liquidity behavior unchanged.
• Update unit and fork test fee helpers to match the new fee semantics.
• Add a regression test covering the case where:
  • crossPrice is slightly above buyPrice,
  • fee is high,
  • the old fee formula would exceed the NAV gain,
  • the new formula keeps accrued fees bounded by recognized economic gain.

Notes

For appreciating base assets such as sUSDe, the appreciation is still handled by the asset adapter’s convertToAssets() result. crossPrice, buyPrice, and sellPrice are then applied to that converted liquidity-asset value, so the fee remains bounded by the NAV spread after conversion.

Tests

forge fmt
forge build
forge test --match-path test/unit/OriginARM/CollectFees.sol
forge test --match-path test/unit/OriginARM/Setters.sol
forge test --match-path test/fork/EthenaARM/SwapExactTokensForTokens.t.sol
forge test --match-path 'test/unit/OriginARM/*.sol'
git diff --check