Add Smart Slippage Simulator to Swap Confirmation

Introduce a slippage simulation tool in the swap confirmation flow that predicts likely execution price outcomes using historical volatility, current liquidity depth, and recent mempool activity. Use case: allow traders to preview and compare expected and worst-case slippage before confirming a swap to reduce unexpected losses during high-volatility periods. Expected behavior: when a user opens the swap confirmation, the simulator calculates and displays a visual estimate showing (1) expected slippage with a confidence range, (2) worst-case slippage during recent volatility spikes, and (3) comparative execution-price impacts for preset slippage tolerances (0.1%, 0.5%, 1%). The display updates in near real-time (e.g., refresh cadence configurable, default <10s), surfaces key data inputs and assumptions, and degrades gracefully with a clear notice if required data (liquidity depth or mempool info) is unavailable. Performance budget, data sources, and privacy considerations should be defined in the implementation plan.