feat: increase coverage of spot prices function

[tvinagre]

Context

Some protocols, like BalancerV3 do not have the PriceFunction capability. This PR enhances the coverage of Spot Prices function, proposing an alternative way of calculating spot prices.

The code calculates a marginal price between token pairs using a numerical approximation of the derivative of the exchange function. Here's how it works:

1. It takes two tokens (t0 and t1) and calculates:

   • x1: A small sell amount (1% of the sell limit)
   • x2: A slightly larger sell amount (1.01% of the sell limit)

2. It performs two swap simulations:

   • y1: The amount of t1 received when selling amount x1 of t0
   • y2: The amount of t1 received when selling amount x2 of t0

3. It calculates the marginal price as the ratio of the difference:

   • num = y2 - y1: The incremental output amount
   • den = x2 - x1: The incremental input amount
   • marginal_price = (y2 - y1) / (x2 - x1)

4. It applies a decimal correction to account for different token decimal places:

   • token_correction = 10^(sell_token_decimals - buy_token_decimals)
   • final_price = marginal_price * token_correction

This numerical derivative approach approximates the instantaneous exchange rate at the given point on the AMM curve, which is more accurate than using average prices for larger amounts.

This function was already extended on Python's adapter (https://github.com/propeller-heads/tycho-simulation/pull/126/files)