fix: fix: Restore proper VWAP — gas-efficient volume-weighted pricing (revert TWAP) (#603)

- Replace pool.observe() TWAP price source with current pool tick (pool.slot0()) sampled once per recenter
- Remove _getTWAPOrFallback() and TWAPFallback event (added by PR #575)
- _scrapePositions now takes int24 currentTick instead of uint256 prevTimestamp; price computed via _priceAtTick before the burn loop
- Volume weighting (ethFee * 100) is unchanged — fees proxy swap volume over the recenter interval
- Direction fix from #566 (shouldRecordVWAP only on sell events) is preserved
- Remove test_twapReflectsAveragePriceNotJustLastSwap (tested reverted TWAP behaviour)
- ORACLE_CARDINALITY / increaseObservationCardinalityNext retained for _isPriceStable()
- All 188 tests pass

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

onchain/src/VWAPTracker.sol

@@ -7,16 +7,16 @@ import "@openzeppelin/utils/math/Math.sol";
  * @title VWAPTracker
  * @notice Abstract contract for tracking Volume Weighted Average Price (VWAP) data
  * @dev Provides VWAP calculation and storage functionality that can be inherited by other contracts.
- *      Price inputs are sourced from the Uniswap V3 pool TWAP oracle (pool.observe()) rather than
- *      the anchor position midpoint, giving per-second granularity and manipulation resistance.
- *      The LiquidityManager feeds _recordVolumeAndPrice(twapPriceX96, ethFee) at each recenter.
+ *      Price inputs are sourced from the current pool tick (pool.slot0()) at the time of each
+ *      recenter, giving volume-weighted accuracy without per-swap gas overhead.
+ *      The LiquidityManager feeds _recordVolumeAndPrice(currentPriceX96, ethFee) at each recenter.
  *
  * Key features:
  * - Volume-weighted average with data compression (max 1000x compression)
  * - Prevents dormant whale manipulation through historical price memory
  * - Stores price² (squared price) in X96 format for VWAP calculation
  * - Automatic overflow protection by compressing historic data when needed
- * - Price source: pool TWAP oracle (time-weighted, per-second) not anchor midpoint snapshot
+ * - Price source: current pool tick snapshot at recenter time (not TWAP, not anchor midpoint)
  */
 abstract contract VWAPTracker {
     using Math for uint256;