create functions for valuing positions using spot methodology

[wakamex]

Similar to the frontend's use (delvtech/hyperdrive-frontend#1144), we need spot methodology valuation in the rust sdk, which well then be using for ChainSync.

Previous discussion of spot versus closeout methodology is here: delvtech/hyperdrive#1032.

I propose calling these functions value_long and value_short which to me makes it clear these don't include market impact of closing your account. Is this clear enough that this isn't the amount of money you'll get when you go to close your position? Would it be clearer if we called them something else? market_value_long and market_value_short? Looks like frontend is using calcShortMarketValue in delvtech/hyperdrive-frontend#1167. For me the most clear would be calc_long_closeout and calc_long_value.

In keeping with the market standard of other trading platforms, would it make more sense not to include fees?

Plan:

• make these stateful (in long/close.rs and short/close.rs)
• make them as close as possible to the existing closeout valuation functions (calc_close_long, calc_close_short)

formula for value_long:

market_estimate = trading_proceeds - flat_fees_paid - curve_fees_paid

trading_proceeds = flat_value + curve_value
flat_value       = dy * (1 - t)
curve_bonds      = dy * t
curve_value      = curve_bonds * p
                 = dy * t * p
flat_fees_paid   = flat_value * flat_fee
                 = dy * (1 - t) * flat_fee
curve_fees_paid  = (curve_bonds - curve_value) * curve_fee 
                 = dy * t * (1 - p) * curve_fee

dy = bond amount
p  = spotPrice
t  = termRemaining (positionDuration - (currentTimestamp - openTimestamp))

formula for value_short:

market_estimate = yield_accrued + trading_proceeds - curve_fees_paid + flat_fees_returned

yield_accrued      = dy * (c-c0)/c0
trading_proceeds   = dy * (1 - p) * t
curve_fees_paid    = trading_proceeds * curve_fee
flat_fees_returned = dy * t * flat_fee

dy = bond amount
c  = vaultSharePrice (current if non-matured, or checkpoint's if matured)
c0 = openVaultSharePrice
p  = spotPrice
t  = termRemaining (positionDuration - (currentTimestamp - openTimestamp))