Create IL Simulator

[SamusElderg]

Variables for the user to plug in:
• Average trade size Vs TVL (global)
• Initial USD prices of each asset
• Asset price movement of one asset (repeatable)
• Select between the SP liquidity sensitive fee swap output calc and the fixed UniSwap model (or show results of both by default for easier comparison?)

Per repeatable "asset movement" variable:
• simulate the swaps per "average trade size" var until the pool balances exceed the resulting asset ratio calculated by the target "asset price movement"
• use the resulting pool balance and new asset prices to calculate the impermanent loss/gain in USD per repeatable field (so we can see the results after each asset price movement)

Based on rough spreadsheet work, it was calculated with:
• 2.5x asset price movement
• 0.25% of TVL average trade size
The IL is neutral (little-to-no IL)

Smaller price movement and/or higher average trade size results in overall gains in USD value Vs holding the initially pooled assets