CIP-17: Making slippage symmetric

I believe the benefits of this far outweigh the risks (solvers taking the positive slippage as opposed to users). The main benefit is getting rid of the current weekly slippage accounting process, which has been creating misaligned solver incentives depending on their slippage accrual prior to weekly closing.

That said, given it opens some attack vectors vs. users, I am wondering if users should be advised to use cautious limit prices before users are soundly protected via “envy-freeness of AMMs”, at least on pairs where only limited amount of solvers can settle the order.

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